lnwallet+lnrpc: use maxFeeRatio across coin selection tests

This commit is contained in:
George Tsagkarelis 2024-11-05 19:54:42 +01:00
parent f2b76325d4
commit 55c3da3d13
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GPG key ID: E08DEA9B12B66AF6
2 changed files with 135 additions and 11 deletions

View file

@ -162,10 +162,18 @@ func TestFundPsbtCoinSelect(t *testing.T) {
// packet in bytes.
expectedFee btcutil.Amount
// maxFeeRatio is the maximum fee to total output amount ratio
// that we consider valid.
maxFeeRatio float64
// expectedErr is the expected concrete error. If not nil, then
// the error must match exactly.
expectedErr error
// expectedContainedErrStr is the expected string to be
// contained in the returned error.
expectedContainedErrStr string
// expectedErrType is the expected error type. If not nil, then
// the error must be of this type.
expectedErrType error
@ -178,6 +186,7 @@ func TestFundPsbtCoinSelect(t *testing.T) {
}),
changeIndex: -1,
feeRate: chainfee.FeePerKwFloor,
maxFeeRatio: chanfunding.DefaultMaxFeeRatio,
expectedErrType: &chanfunding.ErrInsufficientFunds{},
}, {
name: "1 p2wpkh utxo, add p2wkh change",
@ -193,6 +202,7 @@ func TestFundPsbtCoinSelect(t *testing.T) {
}),
changeIndex: -1,
feeRate: chainfee.FeePerKwFloor,
maxFeeRatio: chanfunding.DefaultMaxFeeRatio,
expectedUtxoIndexes: []int{0},
expectChangeOutputIndex: 1,
expectedFee: calcFee(0, 1, 1, 1, 0),
@ -210,6 +220,7 @@ func TestFundPsbtCoinSelect(t *testing.T) {
}),
changeIndex: -1,
feeRate: chainfee.FeePerKwFloor,
maxFeeRatio: chanfunding.DefaultMaxFeeRatio,
changeType: chanfunding.P2TRChangeAddress,
expectedUtxoIndexes: []int{0},
expectChangeOutputIndex: 1,
@ -228,6 +239,7 @@ func TestFundPsbtCoinSelect(t *testing.T) {
}),
changeIndex: -1,
feeRate: chainfee.FeePerKwFloor,
maxFeeRatio: chanfunding.DefaultMaxFeeRatio,
expectedUtxoIndexes: []int{0},
expectChangeOutputIndex: -1,
expectedFee: calcFee(0, 1, 1, 0, 0),
@ -247,6 +259,7 @@ func TestFundPsbtCoinSelect(t *testing.T) {
}),
changeIndex: -1,
feeRate: chainfee.FeePerKwFloor,
maxFeeRatio: chanfunding.DefaultMaxFeeRatio,
changeType: chanfunding.P2WKHChangeAddress,
expectedUtxoIndexes: []int{0},
expectChangeOutputIndex: -1,
@ -267,6 +280,7 @@ func TestFundPsbtCoinSelect(t *testing.T) {
}),
changeIndex: -1,
feeRate: chainfee.FeePerKwFloor,
maxFeeRatio: chanfunding.DefaultMaxFeeRatio,
changeType: chanfunding.P2TRChangeAddress,
expectedUtxoIndexes: []int{0},
expectChangeOutputIndex: -1,
@ -285,6 +299,7 @@ func TestFundPsbtCoinSelect(t *testing.T) {
}),
changeIndex: 0,
feeRate: chainfee.FeePerKwFloor,
maxFeeRatio: chanfunding.DefaultMaxFeeRatio,
changeType: chanfunding.ExistingChangeAddress,
expectedUtxoIndexes: []int{0},
expectChangeOutputIndex: 0,
@ -303,6 +318,7 @@ func TestFundPsbtCoinSelect(t *testing.T) {
}),
changeIndex: 0,
feeRate: chainfee.FeePerKwFloor,
maxFeeRatio: chanfunding.DefaultMaxFeeRatio,
changeType: chanfunding.ExistingChangeAddress,
expectedUtxoIndexes: []int{0},
expectChangeOutputIndex: 0,
@ -321,6 +337,7 @@ func TestFundPsbtCoinSelect(t *testing.T) {
}),
changeIndex: 0,
feeRate: chainfee.FeePerKwFloor,
maxFeeRatio: chanfunding.DefaultMaxFeeRatio,
changeType: chanfunding.ExistingChangeAddress,
expectedUtxoIndexes: []int{0},
expectChangeOutputIndex: 0,
@ -369,6 +386,7 @@ func TestFundPsbtCoinSelect(t *testing.T) {
}),
changeIndex: 0,
feeRate: chainfee.FeePerKwFloor,
maxFeeRatio: chanfunding.DefaultMaxFeeRatio,
changeType: chanfunding.ExistingChangeAddress,
expectedUtxoIndexes: []int{0, 1},
expectChangeOutputIndex: 0,
@ -417,6 +435,7 @@ func TestFundPsbtCoinSelect(t *testing.T) {
}),
changeIndex: -1,
feeRate: chainfee.FeePerKwFloor,
maxFeeRatio: chanfunding.DefaultMaxFeeRatio,
changeType: chanfunding.P2TRChangeAddress,
expectedUtxoIndexes: []int{0, 1},
expectChangeOutputIndex: 1,
@ -456,6 +475,7 @@ func TestFundPsbtCoinSelect(t *testing.T) {
}),
changeIndex: -1,
feeRate: chainfee.FeePerKwFloor,
maxFeeRatio: chanfunding.DefaultMaxFeeRatio,
changeType: chanfunding.P2WKHChangeAddress,
expectedUtxoIndexes: []int{},
expectChangeOutputIndex: 1,
@ -497,10 +517,74 @@ func TestFundPsbtCoinSelect(t *testing.T) {
}),
changeIndex: -1,
feeRate: chainfee.FeePerKwFloor,
maxFeeRatio: chanfunding.DefaultMaxFeeRatio,
changeType: chanfunding.P2TRChangeAddress,
expectedUtxoIndexes: []int{},
expectChangeOutputIndex: -1,
expectedFee: calcFee(1, 0, 1, 0, 0),
}, {
name: "1 p2wpkh utxo, existing p2wkh change, invalid fee ratio",
utxos: []*lnwallet.Utxo{
{
Value: 250,
PkScript: p2wkhScript,
},
},
packet: makePacket(&wire.TxOut{
Value: 50,
PkScript: p2wkhScript,
}),
changeIndex: 0,
feeRate: chainfee.FeePerKwFloor,
maxFeeRatio: chanfunding.DefaultMaxFeeRatio,
changeType: chanfunding.ExistingChangeAddress,
expectedUtxoIndexes: []int{0},
expectChangeOutputIndex: 0,
expectedFee: calcFee(0, 1, 0, 1, 0),
expectedContainedErrStr: "fee 0.00000111 BTC exceeds max fee " +
"(0.00000027 BTC) on total output value",
}, {
name: "1 p2wpkh utxo, existing p2wkh change, negative feeratio",
utxos: []*lnwallet.Utxo{
{
Value: 250,
PkScript: p2wkhScript,
},
},
packet: makePacket(&wire.TxOut{
Value: 50,
PkScript: p2wkhScript,
}),
changeIndex: 0,
feeRate: chainfee.FeePerKwFloor,
maxFeeRatio: chanfunding.DefaultMaxFeeRatio * (-1),
changeType: chanfunding.ExistingChangeAddress,
expectedUtxoIndexes: []int{0},
expectChangeOutputIndex: 0,
expectedFee: calcFee(0, 1, 0, 1, 0),
expectedContainedErrStr: "maxFeeRatio must be between 0.00 " +
"and 1.00 got -0.20",
}, {
name: "1 p2wpkh utxo, existing p2wkh change, big fee ratio",
utxos: []*lnwallet.Utxo{
{
Value: 250,
PkScript: p2wkhScript,
},
},
packet: makePacket(&wire.TxOut{
Value: 50,
PkScript: p2wkhScript,
}),
changeIndex: 0,
feeRate: chainfee.FeePerKwFloor,
maxFeeRatio: 0.85,
changeType: chanfunding.ExistingChangeAddress,
expectedUtxoIndexes: []int{0},
expectChangeOutputIndex: 0,
expectedFee: calcFee(0, 1, 0, 1, 0),
}, {
name: "large existing p2tr input, fee estimation existing " +
"change output",
@ -536,6 +620,7 @@ func TestFundPsbtCoinSelect(t *testing.T) {
}),
changeIndex: 0,
feeRate: chainfee.FeePerKwFloor,
maxFeeRatio: chanfunding.DefaultMaxFeeRatio,
changeType: chanfunding.ExistingChangeAddress,
expectedUtxoIndexes: []int{},
expectChangeOutputIndex: 0,
@ -574,7 +659,8 @@ func TestFundPsbtCoinSelect(t *testing.T) {
resp, err := rpcServer.fundPsbtCoinSelect(
"", tc.changeIndex, copiedPacket, 0,
tc.changeType, tc.feeRate,
rpcServer.cfg.CoinSelectionStrategy, 0,
rpcServer.cfg.CoinSelectionStrategy,
tc.maxFeeRatio,
)
switch {
@ -588,6 +674,12 @@ func TestFundPsbtCoinSelect(t *testing.T) {
require.Error(tt, err)
require.ErrorAs(tt, err, &tc.expectedErr)
return
case tc.expectedContainedErrStr != "":
require.ErrorContains(
tt, err, tc.expectedContainedErrStr,
)
return
}

View file

@ -316,7 +316,8 @@ func TestCoinSelect(t *testing.T) {
selected, changeAmt, err := CoinSelect(
feeRate, test.outputValue, dustLimit,
test.coins, wallet.CoinSelectionLargest,
fundingOutputEstimate, test.changeType, 0,
fundingOutputEstimate, test.changeType,
DefaultMaxFeeRatio,
)
if test.expectErr {
@ -356,6 +357,7 @@ func TestCalculateChangeAmount(t *testing.T) {
feeWithChange btcutil.Amount
dustLimit btcutil.Amount
changeType ChangeAddressType
maxFeeRatio float64
expectErr string
expectChangeAmt btcutil.Amount
@ -369,6 +371,7 @@ func TestCalculateChangeAmount(t *testing.T) {
totalInputAmt: 500,
requiredAmt: 490,
feeNoChange: 12,
maxFeeRatio: DefaultMaxFeeRatio,
expectNeedMore: 502,
}, {
@ -383,6 +386,7 @@ func TestCalculateChangeAmount(t *testing.T) {
feeWithChange: 10,
dustLimit: 100,
changeType: ExistingChangeAddress,
maxFeeRatio: DefaultMaxFeeRatio,
expectChangeAmt: 90,
}, {
@ -392,6 +396,7 @@ func TestCalculateChangeAmount(t *testing.T) {
feeNoChange: 40,
feeWithChange: 50,
dustLimit: 100,
maxFeeRatio: DefaultMaxFeeRatio,
expectChangeAmt: 150,
}, {
@ -401,6 +406,7 @@ func TestCalculateChangeAmount(t *testing.T) {
requiredAmt: 460,
feeNoChange: 40,
feeWithChange: 50,
maxFeeRatio: DefaultMaxFeeRatio,
expectChangeAmt: 0,
}, {
@ -410,14 +416,36 @@ func TestCalculateChangeAmount(t *testing.T) {
feeNoChange: 10,
feeWithChange: 45,
dustLimit: 5,
maxFeeRatio: DefaultMaxFeeRatio,
expectErr: "fee (0.00000045 BTC) exceeds 20% of total output " +
"(0.00000055 BTC)",
expectErr: "fee 0.00000045 BTC exceeds max fee (0.00000011 " +
"BTC) on total output value 0.00000055 BTC",
}, {
name: "fee percent ok",
totalInputAmt: 100,
requiredAmt: 50,
feeNoChange: 10,
feeWithChange: 45,
dustLimit: 5,
maxFeeRatio: 0.95,
expectChangeAmt: 5,
}, {
name: "invalid max fee ratio",
totalInputAmt: 100,
requiredAmt: 50,
feeNoChange: 10,
feeWithChange: 45,
dustLimit: 5,
maxFeeRatio: 3.14,
expectErr: "maxFeeRatio must be between 0.00 and 1.00",
}, {
name: "invalid usage of function",
feeNoChange: 5,
feeWithChange: 10,
changeType: ExistingChangeAddress,
maxFeeRatio: DefaultMaxFeeRatio,
expectErr: "fees for with or without change must be the same",
}}
@ -428,7 +456,7 @@ func TestCalculateChangeAmount(t *testing.T) {
changeAmt, needMore, err := CalculateChangeAmount(
tc.totalInputAmt, tc.requiredAmt,
tc.feeNoChange, tc.feeWithChange, tc.dustLimit,
tc.changeType, 0,
tc.changeType, tc.maxFeeRatio,
)
if tc.expectErr != "" {
@ -606,8 +634,9 @@ func TestCoinSelectSubtractFees(t *testing.T) {
},
spendValue: 5 * fundingFee(highFeeRate, 1, false),
expectErr: "fee (<amt> BTC) exceeds <amt>% of total " +
"output (<amt> BTC)",
expectErr: "fee <amt> BTC exceeds max fee (<amt> " +
"BTC) on total output value <amt> BTC with " +
"max fee ratio of <amt>",
},
}
@ -627,7 +656,8 @@ func TestCoinSelectSubtractFees(t *testing.T) {
feeRate, test.spendValue, dustLimit, test.coins,
wallet.CoinSelectionLargest,
fundingOutputEstimate,
defaultChanFundingChangeType, 0,
defaultChanFundingChangeType,
DefaultMaxFeeRatio,
)
if err != nil {
switch {
@ -813,8 +843,9 @@ func TestCoinSelectUpToAmount(t *testing.T) {
minValue: minValue,
maxValue: 16 * fundingFee(feeRate, 1, false),
expectErr: "fee (0.00000192 BTC) exceeds 20% of total output " +
"(0.00000768 BTC)",
expectErr: "fee 0.00000192 BTC exceeds max fee (0.00000153 " +
"BTC) on total output value 0.00000768 BTC with max " +
"fee ratio of 0.20",
}, {
// This test makes sure that the implementation detail of using
// CoinSelect and CoinSelectSubtractFees is done correctly.
@ -872,7 +903,8 @@ func TestCoinSelectUpToAmount(t *testing.T) {
test.reserved, dustLimit, test.coins,
wallet.CoinSelectionLargest,
fundingOutputEstimate,
defaultChanFundingChangeType, 0,
defaultChanFundingChangeType,
DefaultMaxFeeRatio,
)
if len(test.expectErr) == 0 && err != nil {
t.Fatal(err.Error())