multi: merge DetermineFeePerKw and Estimate

This commit moves `DetermineFeePerKw` into the `Estimate` method on
`FeePreference`. A few callsites previously calling `DetermineFeePerKw`
without the max fee rate is now also temporarily fixed by forcing them
to use `Estimate` with the default sweeper max fee rate.
This commit is contained in:
yyforyongyu 2023-11-03 18:48:09 +08:00
parent 18b06b7303
commit 6ff6c86155
No known key found for this signature in database
GPG key ID: 9BCD95C4FF296868
8 changed files with 228 additions and 179 deletions

View file

@ -81,6 +81,7 @@ func (m *mockPreimageCache) SubscribeUpdates(
return nil, nil
}
// TODO(yy): replace it with chainfee.MockEstimator.
type mockFeeEstimator struct {
byteFeeIn chan chainfee.SatPerKWeight
relayFee chan chainfee.SatPerKWeight

View file

@ -222,12 +222,12 @@ func CalculateFeeRate(satPerByte, satPerVByte uint64, targetConf uint32,
// Based on the passed fee related parameters, we'll determine an
// appropriate fee rate for this transaction.
feeRate, err := sweep.DetermineFeePerKw(
estimator, sweep.FeePreference{
feePref := sweep.FeePreference{
ConfTarget: targetConf,
FeeRate: satPerKw,
},
)
}
// TODO(yy): need to pass the configured max fee here.
feeRate, err := feePref.Estimate(estimator, 0)
if err != nil {
return feeRate, err
}

View file

@ -1,6 +1,8 @@
package chainfee
import "github.com/stretchr/testify/mock"
import (
"github.com/stretchr/testify/mock"
)
type mockFeeSource struct {
mock.Mock
@ -15,3 +17,50 @@ func (m *mockFeeSource) GetFeeMap() (map[uint32]uint32, error) {
return args.Get(0).(map[uint32]uint32), args.Error(1)
}
// MockEstimator implements the `Estimator` interface and is used by
// other packages for mock testing.
type MockEstimator struct {
mock.Mock
}
// Compile time assertion that MockEstimator implements Estimator.
var _ Estimator = (*MockEstimator)(nil)
// EstimateFeePerKW takes in a target for the number of blocks until an initial
// confirmation and returns the estimated fee expressed in sat/kw.
func (m *MockEstimator) EstimateFeePerKW(
numBlocks uint32) (SatPerKWeight, error) {
args := m.Called(numBlocks)
if args.Get(0) == nil {
return 0, args.Error(1)
}
return args.Get(0).(SatPerKWeight), args.Error(1)
}
// Start signals the Estimator to start any processes or goroutines it needs to
// perform its duty.
func (m *MockEstimator) Start() error {
args := m.Called()
return args.Error(0)
}
// Stop stops any spawned goroutines and cleans up the resources used by the
// fee estimator.
func (m *MockEstimator) Stop() error {
args := m.Called()
return args.Error(0)
}
// RelayFeePerKW returns the minimum fee rate required for transactions to be
// relayed. This is also the basis for calculation of the dust limit.
func (m *MockEstimator) RelayFeePerKW() SatPerKWeight {
args := m.Called()
return args.Get(0).(SatPerKWeight)
}

View file

@ -1175,11 +1175,13 @@ func (r *rpcServer) EstimateFee(ctx context.Context,
// Query the fee estimator for the fee rate for the given confirmation
// target.
target := in.TargetConf
feePerKw, err := sweep.DetermineFeePerKw(
r.server.cc.FeeEstimator, sweep.FeePreference{
feePref := sweep.FeePreference{
ConfTarget: uint32(target),
},
)
}
// Since we are providing a fee estimation as an RPC response, there's
// no need to set a max feerate here, so we use 0.
feePerKw, err := feePref.Estimate(r.server.cc.FeeEstimator, 0)
if err != nil {
return nil, err
}

View file

@ -9,6 +9,8 @@ import (
// mockFeeEstimator implements a mock fee estimator. It closely resembles
// lnwallet.StaticFeeEstimator with the addition that fees can be changed for
// testing purposes in a thread safe manner.
//
// TODO(yy): replace it with chainfee.MockEstimator once it's merged.
type mockFeeEstimator struct {
feePerKW chainfee.SatPerKWeight

View file

@ -1428,7 +1428,9 @@ func (s *UtxoSweeper) handleUpdateReq(req *updateReq) (
func (s *UtxoSweeper) CreateSweepTx(inputs []input.Input,
feePref FeePreference) (*wire.MsgTx, error) {
feePerKw, err := DetermineFeePerKw(s.cfg.FeeEstimator, feePref)
feePerKw, err := feePref.Estimate(
s.cfg.FeeEstimator, s.cfg.MaxFeeRate.FeePerKWeight(),
)
if err != nil {
return nil, err
}

View file

@ -27,6 +27,10 @@ var (
// ErrNoFeePreference is returned when we attempt to satisfy a sweep
// request from a client whom did not specify a fee preference.
ErrNoFeePreference = errors.New("no fee preference specified")
// ErrFeePreferenceConflict is returned when both a fee rate and a conf
// target is set for a fee preference.
ErrFeePreferenceConflict = errors.New("fee preference conflict")
)
// FeePreference allows callers to express their time value for inclusion of a
@ -50,35 +54,70 @@ func (p FeePreference) String() string {
}
// Estimate returns a fee rate for the given fee preference. It ensures that
// the fee rate respects the bounds of the relay fee and the specified max fee
// rates.
//
// TODO(yy): add tests.
// the fee rate respects the bounds of the relay fee and the max fee rates, if
// specified.
func (f FeePreference) Estimate(estimator chainfee.Estimator,
maxFeeRate chainfee.SatPerKWeight) (chainfee.SatPerKWeight, error) {
var (
feeRate chainfee.SatPerKWeight
err error
)
switch {
// Ensure a type of fee preference is specified to prevent using a
// default below.
case f.FeeRate == 0 && f.ConfTarget == 0:
return 0, ErrNoFeePreference
// If both values are set, then we'll return an error as we require a
// strict directive.
case f.FeeRate != 0 && f.ConfTarget != 0:
return 0, ErrFeePreferenceConflict
// If the target number of confirmations is set, then we'll use that to
// consult our fee estimator for an adequate fee.
case f.ConfTarget != 0:
feeRate, err = estimator.EstimateFeePerKW((f.ConfTarget))
if err != nil {
return 0, fmt.Errorf("unable to query fee "+
"estimator: %w", err)
}
// If a manual sat/kw fee rate is set, then we'll use that directly.
// We'll need to convert it to sat/kw as this is what we use
// internally.
case f.FeeRate != 0:
feeRate = f.FeeRate
// Because the user can specify 1 sat/vByte on the RPC
// interface, which corresponds to 250 sat/kw, we need to bump
// that to the minimum "safe" fee rate which is 253 sat/kw.
if feeRate == chainfee.AbsoluteFeePerKwFloor {
log.Infof("Manual fee rate input of %d sat/kw is "+
"too low, using %d sat/kw instead", feeRate,
chainfee.FeePerKwFloor)
feeRate = chainfee.FeePerKwFloor
}
}
// Get the relay fee as the min fee rate.
minFeeRate := estimator.RelayFeePerKW()
// Ensure a type of fee preference is specified to prevent using a
// default below.
if f.FeeRate == 0 && f.ConfTarget == 0 {
return 0, ErrNoFeePreference
}
feeRate, err := DetermineFeePerKw(estimator, f)
if err != nil {
return 0, err
}
// If that bumped fee rate of at least 253 sat/kw is still lower than
// the relay fee rate, we return an error to let the user know. Note
// that "Relay fee rate" may mean slightly different things depending
// on the backend. For bitcoind, it is effectively max(relay fee, min
// mempool fee).
if feeRate < minFeeRate {
return 0, fmt.Errorf("%w: got %v, minimum is %v",
ErrFeePreferenceTooLow, feeRate, minFeeRate)
}
// If the estimated fee rate is above the maximum allowed fee rate,
// default to the max fee rate.
if feeRate > maxFeeRate {
// If a maxFeeRate is specified and the estimated fee rate is above the
// maximum allowed fee rate, default to the max fee rate.
if maxFeeRate != 0 && feeRate > maxFeeRate {
log.Warnf("Estimated fee rate %v exceeds max allowed fee "+
"rate %v, using max fee rate instead", feeRate,
maxFeeRate)
@ -89,80 +128,6 @@ func (f FeePreference) Estimate(estimator chainfee.Estimator,
return feeRate, nil
}
// DetermineFeePerKw will determine the fee in sat/kw that should be paid given
// an estimator, a confirmation target, and a manual value for sat/byte. A
// value is chosen based on the two free parameters as one, or both of them can
// be zero.
//
// TODO(yy): move it into the above `Estimate`.
func DetermineFeePerKw(feeEstimator chainfee.Estimator,
feePref FeePreference) (chainfee.SatPerKWeight, error) {
switch {
// If both values are set, then we'll return an error as we require a
// strict directive.
case feePref.FeeRate != 0 && feePref.ConfTarget != 0:
return 0, fmt.Errorf("only FeeRate or ConfTarget should " +
"be set for FeePreferences")
// If the target number of confirmations is set, then we'll use that to
// consult our fee estimator for an adequate fee.
case feePref.ConfTarget != 0:
feePerKw, err := feeEstimator.EstimateFeePerKW(
uint32(feePref.ConfTarget),
)
if err != nil {
return 0, fmt.Errorf("unable to query fee "+
"estimator: %v", err)
}
return feePerKw, nil
// If a manual sat/byte fee rate is set, then we'll use that directly.
// We'll need to convert it to sat/kw as this is what we use
// internally.
case feePref.FeeRate != 0:
feePerKW := feePref.FeeRate
// Because the user can specify 1 sat/vByte on the RPC
// interface, which corresponds to 250 sat/kw, we need to bump
// that to the minimum "safe" fee rate which is 253 sat/kw.
if feePerKW == chainfee.AbsoluteFeePerKwFloor {
log.Infof("Manual fee rate input of %d sat/kw is "+
"too low, using %d sat/kw instead", feePerKW,
chainfee.FeePerKwFloor)
feePerKW = chainfee.FeePerKwFloor
}
// If that bumped fee rate of at least 253 sat/kw is still lower
// than the relay fee rate, we return an error to let the user
// know. Note that "Relay fee rate" may mean slightly different
// things depending on the backend. For bitcoind, it is
// effectively max(relay fee, min mempool fee).
minFeePerKW := feeEstimator.RelayFeePerKW()
if feePerKW < minFeePerKW {
return 0, fmt.Errorf("manual fee rate input of %d "+
"sat/kw is too low to be accepted into the "+
"mempool or relayed to the network", feePerKW)
}
return feePerKW, nil
// Otherwise, we'll attempt a relaxed confirmation target for the
// transaction
default:
feePerKw, err := feeEstimator.EstimateFeePerKW(
defaultNumBlocksEstimate,
)
if err != nil {
return 0, fmt.Errorf("unable to query fee estimator: "+
"%v", err)
}
return feePerKw, nil
}
}
// UtxoSource is an interface that allows a caller to access a source of UTXOs
// to use when crafting sweep transactions.
type UtxoSource interface {

View file

@ -2,6 +2,7 @@ package sweep
import (
"bytes"
"errors"
"fmt"
"testing"
"time"
@ -17,106 +18,133 @@ import (
"github.com/stretchr/testify/require"
)
// TestDetermineFeePerKw tests that given a fee preference, the
// DetermineFeePerKw will properly map it to a concrete fee in sat/kw.
func TestDetermineFeePerKw(t *testing.T) {
// TestFeePreferenceEstimate checks `Estimate` method works as expected.
func TestFeePreferenceEstimate(t *testing.T) {
t.Parallel()
defaultFee := chainfee.SatPerKWeight(999)
relayFee := chainfee.SatPerKWeight(300)
dummyErr := errors.New("dummy")
feeEstimator := newMockFeeEstimator(defaultFee, relayFee)
const (
// Set the relay fee rate to be 10 sat/kw.
relayFeeRate = 10
// We'll populate two items in the internal map which is used to query
// a fee based on a confirmation target: the default conf target, and
// an arbitrary conf target. We'll ensure below that both of these are
// properly
feeEstimator.blocksToFee[50] = 300
feeEstimator.blocksToFee[defaultNumBlocksEstimate] = 1000
// Set the max fee rate to be 1000 sat/vb.
maxFeeRate = 1000
// Create a valid fee rate to test the success case.
validFeeRate = (relayFeeRate + maxFeeRate) / 2
// Set the test conf target to be 1.
conf uint32 = 1
)
// Create a mock fee estimator.
estimator := &chainfee.MockEstimator{}
testCases := []struct {
// feePref is the target fee preference for this case.
name string
setupMocker func()
feePref FeePreference
// fee is the value the DetermineFeePerKw should return given
// the FeePreference above
fee chainfee.SatPerKWeight
// fail determines if this test case should fail or not.
fail bool
expectedFeeRate chainfee.SatPerKWeight
expectedErr error
}{
// A fee rate below the floor should error out.
{
feePref: FeePreference{
FeeRate: chainfee.SatPerKWeight(99),
},
fail: true,
},
// A fee rate below the relay fee should error out.
{
feePref: FeePreference{
FeeRate: chainfee.SatPerKWeight(299),
},
fail: true,
},
// A fee rate above the floor, should pass through and return
// the target fee rate.
{
feePref: FeePreference{
FeeRate: 900,
},
fee: 900,
},
// A specified confirmation target should cause the function to
// query the estimator which will return our value specified
// above.
{
feePref: FeePreference{
ConfTarget: 50,
},
fee: 300,
},
// If the caller doesn't specify any values at all, then we
// should query for the default conf target.
{
// When the fee preference is empty, we should see an
// error.
name: "empty fee preference",
feePref: FeePreference{},
fee: 1000,
expectedErr: ErrNoFeePreference,
},
// Both conf target and fee rate are set, we should return with
// an error.
{
// When the fee preference has conflicts, we should see
// an error.
name: "conflict fee preference",
feePref: FeePreference{
ConfTarget: 50,
FeeRate: 90000,
FeeRate: validFeeRate,
ConfTarget: conf,
},
fee: 300,
fail: true,
expectedErr: ErrFeePreferenceConflict,
},
{
// When an error is returned from the fee estimator, we
// should return it.
name: "error from Estimator",
setupMocker: func() {
estimator.On("EstimateFeePerKW", conf).Return(
chainfee.SatPerKWeight(0), dummyErr,
).Once()
},
feePref: FeePreference{ConfTarget: conf},
expectedErr: dummyErr,
},
{
// When FeePreference uses a too small value, we should
// return an error.
name: "fee rate below relay fee rate",
setupMocker: func() {
// Mock the relay fee rate.
estimator.On("RelayFeePerKW").Return(
chainfee.SatPerKWeight(relayFeeRate),
).Once()
},
feePref: FeePreference{FeeRate: relayFeeRate - 1},
expectedErr: ErrFeePreferenceTooLow,
},
{
// When FeePreference gives a too large value, we
// should cap it at the max fee rate.
name: "fee rate above max fee rate",
setupMocker: func() {
// Mock the relay fee rate.
estimator.On("RelayFeePerKW").Return(
chainfee.SatPerKWeight(relayFeeRate),
).Once()
},
feePref: FeePreference{FeeRate: maxFeeRate + 1},
expectedFeeRate: maxFeeRate,
},
{
// When Estimator gives a sane fee rate, we should
// return it without any error.
name: "success",
setupMocker: func() {
estimator.On("EstimateFeePerKW", conf).Return(
chainfee.SatPerKWeight(validFeeRate),
nil).Once()
// Mock the relay fee rate.
estimator.On("RelayFeePerKW").Return(
chainfee.SatPerKWeight(relayFeeRate),
).Once()
},
feePref: FeePreference{ConfTarget: conf},
expectedFeeRate: validFeeRate,
},
}
for i, testCase := range testCases {
targetFee, err := DetermineFeePerKw(
feeEstimator, testCase.feePref,
for _, tc := range testCases {
tc := tc
t.Run(tc.name, func(t *testing.T) {
// Setup the mockers if specified.
if tc.setupMocker != nil {
tc.setupMocker()
}
// Call the function under test.
feerate, err := tc.feePref.Estimate(
estimator, maxFeeRate,
)
switch {
case testCase.fail && err != nil:
continue
case testCase.fail && err == nil:
t.Fatalf("expected failure for #%v", i)
// Assert the expected error.
require.ErrorIs(t, err, tc.expectedErr)
case !testCase.fail && err != nil:
t.Fatalf("unable to estimate fee; %v", err)
}
// Assert the expected feerate.
require.Equal(t, tc.expectedFeeRate, feerate)
if targetFee != testCase.fee {
t.Fatalf("#%v: wrong fee: expected %v got %v", i,
testCase.fee, targetFee)
}
// Assert the mockers.
estimator.AssertExpectations(t)
})
}
}