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sweep: make sure the budget is used up at deadlineHeight-1
This commit is contained in:
yyforyongyu
parent
1470adbed2
commit
ac5af48319
@ -86,11 +86,14 @@ type LinearFeeFunction struct {
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currentFeeRate chainfee.SatPerKWeight
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// width is the number of blocks between the starting block height
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// and the deadline block height.
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// and the deadline block height minus one.
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//
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// NOTE: We do minus one from the conf target here because we want to
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// max out the budget before the deadline height is reached.
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width uint32
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// position is the number of blocks between the starting block height
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// and the current block height.
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// position is the fee function's current position, given a width of w,
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// a valid position should lie in range [0, w].
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position uint32
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// deltaFeeRate is the fee rate (msat/kw) increase per block.
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@ -116,10 +119,10 @@ func NewLinearFeeFunction(maxFeeRate chainfee.SatPerKWeight,
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startingFeeRate fn.Option[chainfee.SatPerKWeight]) (
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*LinearFeeFunction, error) {
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// If the deadline has already been reached, there's nothing the fee
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// function can do. In this case, we'll use the max fee rate
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// immediately.
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if confTarget == 0 {
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// If the deadline is one block away or has already been reached,
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// there's nothing the fee function can do. In this case, we'll use the
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// max fee rate immediately.
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if confTarget <= 1 {
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return &LinearFeeFunction{
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startingFeeRate: maxFeeRate,
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endingFeeRate: maxFeeRate,
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@ -129,7 +132,7 @@ func NewLinearFeeFunction(maxFeeRate chainfee.SatPerKWeight,
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l := &LinearFeeFunction{
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endingFeeRate: maxFeeRate,
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width: confTarget,
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width: confTarget - 1,
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estimator: estimator,
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}
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@ -153,18 +156,18 @@ func NewLinearFeeFunction(maxFeeRate chainfee.SatPerKWeight,
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// The starting and ending fee rates are in sat/kw, so we need to
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// convert them to msat/kw by multiplying by 1000.
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delta := btcutil.Amount(end - start).MulF64(1000 / float64(confTarget))
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delta := btcutil.Amount(end - start).MulF64(1000 / float64(l.width))
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l.deltaFeeRate = mSatPerKWeight(delta)
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// We only allow the delta to be zero if the width is one - when the
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// delta is zero, it means the starting and ending fee rates are the
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// same, which means there's nothing to increase, so any width greater
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// than 1 doesn't provide any utility. This could happen when the
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// sweeper is offered to sweep an input that has passed its deadline.
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// budget is too small.
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if l.deltaFeeRate == 0 && l.width != 1 {
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log.Errorf("Failed to init fee function: startingFeeRate=%v, "+
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"endingFeeRate=%v, width=%v, delta=%v", start, end,
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confTarget, l.deltaFeeRate)
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l.width, l.deltaFeeRate)
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return nil, fmt.Errorf("fee rate delta is zero")
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}
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@ -175,7 +178,7 @@ func NewLinearFeeFunction(maxFeeRate chainfee.SatPerKWeight,
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log.Debugf("Linear fee function initialized with startingFeeRate=%v, "+
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"endingFeeRate=%v, width=%v, delta=%v", start, end,
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confTarget, l.deltaFeeRate)
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l.width, l.deltaFeeRate)
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return l, nil
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}
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@ -211,12 +214,12 @@ func (l *LinearFeeFunction) IncreaseFeeRate(confTarget uint32) (bool, error) {
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newPosition := uint32(0)
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// Only calculate the new position when the conf target is less than
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// the function's width - the width is the initial conf target, and we
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// expect the current conf target to decrease over time. However, we
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// the function's width - the width is the initial conf target-1, and
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// we expect the current conf target to decrease over time. However, we
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// still allow the supplied conf target to be greater than the width,
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// and we won't increase the fee rate in that case.
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if confTarget < l.width {
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newPosition = l.width - confTarget
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if confTarget < l.width+1 {
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newPosition = l.width + 1 - confTarget
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log.Tracef("Increasing position from %v to %v", l.position,
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newPosition)
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}
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@ -290,7 +293,7 @@ func (l *LinearFeeFunction) estimateFeeRate(
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// (1008), we will use the min relay fee instead.
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if confTarget >= chainfee.MaxBlockTarget {
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minFeeRate := l.estimator.RelayFeePerKW()
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log.Debugf("Conf target %v is greater than max block target, "+
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log.Infof("Conf target %v is greater than max block target, "+
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"using min relay fee rate %v", confTarget, minFeeRate)
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return minFeeRate, nil
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@ -8,22 +8,20 @@ import (
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"github.com/stretchr/testify/require"
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)
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// TestLinearFeeFunctionNew tests the NewLinearFeeFunction function.
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func TestLinearFeeFunctionNew(t *testing.T) {
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// TestLinearFeeFunctionNewMaxFeeRateUsed tests when the conf target is <= 1,
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// the max fee rate is used.
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func TestLinearFeeFunctionNewMaxFeeRateUsed(t *testing.T) {
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t.Parallel()
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rt := require.New(t)
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// Create a mock fee estimator.
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estimator := &chainfee.MockEstimator{}
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defer estimator.AssertExpectations(t)
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// Create testing params.
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maxFeeRate := chainfee.SatPerKWeight(10000)
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estimatedFeeRate := chainfee.SatPerKWeight(500)
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minRelayFeeRate := chainfee.SatPerKWeight(100)
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confTarget := uint32(6)
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noStartFeeRate := fn.None[chainfee.SatPerKWeight]()
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startFeeRate := chainfee.SatPerKWeight(1000)
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// Assert init fee function with zero conf value will end up using the
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// max fee rate.
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@ -36,23 +34,56 @@ func TestLinearFeeFunctionNew(t *testing.T) {
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rt.Equal(maxFeeRate, f.endingFeeRate)
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rt.Equal(maxFeeRate, f.currentFeeRate)
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// When the fee estimator returns an error, it's returned.
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//
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// Mock the fee estimator to return an error.
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estimator.On("EstimateFeePerKW", confTarget).Return(
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chainfee.SatPerKWeight(0), errDummy).Once()
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// Assert init fee function with conf of one will end up using the max
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// fee rate.
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f, err = NewLinearFeeFunction(maxFeeRate, 1, estimator, noStartFeeRate)
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rt.NoError(err)
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rt.NotNil(f)
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f, err = NewLinearFeeFunction(
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maxFeeRate, confTarget, estimator, noStartFeeRate,
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)
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rt.ErrorIs(err, errDummy)
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rt.Nil(f)
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// Assert the internal state.
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rt.Equal(maxFeeRate, f.startingFeeRate)
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rt.Equal(maxFeeRate, f.endingFeeRate)
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rt.Equal(maxFeeRate, f.currentFeeRate)
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}
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// When the starting feerate is greater than the ending feerate, the
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// starting feerate is capped.
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// TestLinearFeeFunctionNewZeroFeeRateDelta tests when the fee rate delta is
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// zero, it will return an error except when the width is one.
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func TestLinearFeeFunctionNewZeroFeeRateDelta(t *testing.T) {
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t.Parallel()
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rt := require.New(t)
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// Create a mock fee estimator.
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estimator := &chainfee.MockEstimator{}
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defer estimator.AssertExpectations(t)
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// Create testing params.
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maxFeeRate := chainfee.SatPerKWeight(10000)
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estimatedFeeRate := chainfee.SatPerKWeight(500)
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confTarget := uint32(6)
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noStartFeeRate := fn.None[chainfee.SatPerKWeight]()
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// When the calculated fee rate delta is 0, an error should be returned
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// when the width is not one.
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//
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// Mock the fee estimator to return the fee rate.
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smallConf := uint32(1)
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estimator.On("EstimateFeePerKW", confTarget).Return(
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// The starting fee rate is the max fee rate.
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maxFeeRate, nil).Once()
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estimator.On("RelayFeePerKW").Return(estimatedFeeRate).Once()
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f, err := NewLinearFeeFunction(
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maxFeeRate, confTarget, estimator, noStartFeeRate,
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)
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rt.ErrorContains(err, "fee rate delta is zero")
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rt.Nil(f)
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// When the calculated fee rate delta is 0, an error should NOT be
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// returned when the width is one, and the starting feerate is capped
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// at the max fee rate.
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//
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// Mock the fee estimator to return the fee rate.
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smallConf := uint32(2)
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estimator.On("EstimateFeePerKW", smallConf).Return(
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// The fee rate is greater than the max fee rate.
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maxFeeRate+1, nil).Once()
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@ -64,18 +95,41 @@ func TestLinearFeeFunctionNew(t *testing.T) {
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rt.NoError(err)
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rt.NotNil(f)
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// When the calculated fee rate delta is 0, an error should be returned.
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//
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// Mock the fee estimator to return the fee rate.
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estimator.On("EstimateFeePerKW", confTarget).Return(
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// The starting fee rate is the max fee rate.
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maxFeeRate, nil).Once()
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estimator.On("RelayFeePerKW").Return(estimatedFeeRate).Once()
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// Assert the internal state.
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rt.Equal(maxFeeRate, f.startingFeeRate)
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rt.Equal(maxFeeRate, f.endingFeeRate)
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rt.Equal(maxFeeRate, f.currentFeeRate)
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rt.Zero(f.deltaFeeRate)
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rt.Equal(smallConf-1, f.width)
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}
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f, err = NewLinearFeeFunction(
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// TestLinearFeeFunctionNewEsimator tests the NewLinearFeeFunction function
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// properly reacts to the response or error returned from the fee estimator.
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func TestLinearFeeFunctionNewEsimator(t *testing.T) {
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t.Parallel()
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rt := require.New(t)
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// Create a mock fee estimator.
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estimator := &chainfee.MockEstimator{}
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defer estimator.AssertExpectations(t)
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// Create testing params.
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maxFeeRate := chainfee.SatPerKWeight(10000)
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minRelayFeeRate := chainfee.SatPerKWeight(100)
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confTarget := uint32(6)
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noStartFeeRate := fn.None[chainfee.SatPerKWeight]()
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// When the fee estimator returns an error, it's returned.
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//
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// Mock the fee estimator to return an error.
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estimator.On("EstimateFeePerKW", confTarget).Return(
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chainfee.SatPerKWeight(0), errDummy).Once()
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f, err := NewLinearFeeFunction(
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maxFeeRate, confTarget, estimator, noStartFeeRate,
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)
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rt.ErrorContains(err, "fee rate delta is zero")
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rt.ErrorIs(err, errDummy)
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rt.Nil(f)
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// When the conf target is >= 1008, the min relay fee should be used.
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@ -95,16 +149,36 @@ func TestLinearFeeFunctionNew(t *testing.T) {
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rt.Equal(maxFeeRate, f.endingFeeRate)
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rt.Equal(minRelayFeeRate, f.currentFeeRate)
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rt.NotZero(f.deltaFeeRate)
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rt.Equal(largeConf, f.width)
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rt.Equal(largeConf-1, f.width)
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}
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// TestLinearFeeFunctionNewSuccess tests we can create the fee function
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// successfully.
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func TestLinearFeeFunctionNewSuccess(t *testing.T) {
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t.Parallel()
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rt := require.New(t)
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// Create a mock fee estimator.
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estimator := &chainfee.MockEstimator{}
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defer estimator.AssertExpectations(t)
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// Create testing params.
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maxFeeRate := chainfee.SatPerKWeight(10000)
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estimatedFeeRate := chainfee.SatPerKWeight(500)
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minRelayFeeRate := chainfee.SatPerKWeight(100)
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confTarget := uint32(6)
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noStartFeeRate := fn.None[chainfee.SatPerKWeight]()
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startFeeRate := chainfee.SatPerKWeight(1000)
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// Check a successfully created fee function.
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//
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// Mock the fee estimator to return the fee rate.
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estimator.On("EstimateFeePerKW", confTarget).Return(
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estimatedFeeRate, nil).Once()
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estimator.On("RelayFeePerKW").Return(estimatedFeeRate).Once()
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estimator.On("RelayFeePerKW").Return(minRelayFeeRate).Once()
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f, err = NewLinearFeeFunction(
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f, err := NewLinearFeeFunction(
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maxFeeRate, confTarget, estimator, noStartFeeRate,
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)
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rt.NoError(err)
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@ -115,7 +189,7 @@ func TestLinearFeeFunctionNew(t *testing.T) {
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rt.Equal(maxFeeRate, f.endingFeeRate)
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rt.Equal(estimatedFeeRate, f.currentFeeRate)
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rt.NotZero(f.deltaFeeRate)
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rt.Equal(confTarget, f.width)
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rt.Equal(confTarget-1, f.width)
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// Check a successfully created fee function using the specified
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// starting fee rate.
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@ -131,7 +205,10 @@ func TestLinearFeeFunctionNew(t *testing.T) {
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// Assert the customized starting fee rate is used.
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rt.Equal(startFeeRate, f.startingFeeRate)
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rt.Equal(maxFeeRate, f.endingFeeRate)
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rt.Equal(startFeeRate, f.currentFeeRate)
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rt.NotZero(f.deltaFeeRate)
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rt.Equal(confTarget-1, f.width)
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}
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// TestLinearFeeFunctionFeeRateAtPosition checks the expected feerate is
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@ -201,12 +278,13 @@ func TestLinearFeeFunctionIncrement(t *testing.T) {
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// Create a mock fee estimator.
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estimator := &chainfee.MockEstimator{}
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defer estimator.AssertExpectations(t)
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// Create testing params. These params are chosen so the delta value is
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// 100.
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maxFeeRate := chainfee.SatPerKWeight(1000)
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maxFeeRate := chainfee.SatPerKWeight(900)
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estimatedFeeRate := chainfee.SatPerKWeight(100)
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confTarget := uint32(9)
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confTarget := uint32(9) // This means the width is 8.
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// Mock the fee estimator to return the fee rate.
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estimator.On("EstimateFeePerKW", confTarget).Return(
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@ -219,8 +297,8 @@ func TestLinearFeeFunctionIncrement(t *testing.T) {
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)
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rt.NoError(err)
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// We now increase the position from 1 to 9.
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for i := uint32(1); i <= confTarget; i++ {
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// We now increase the position from 1 to 8.
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for i := uint32(1); i <= confTarget-1; i++ {
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// Increase the fee rate.
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increased, err := f.Increment()
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rt.NoError(err)
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@ -236,7 +314,7 @@ func TestLinearFeeFunctionIncrement(t *testing.T) {
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rt.Equal(estimatedFeeRate+delta, f.FeeRate())
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}
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// Now the position is at 9th, increase it again should give us an
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// Now the position is at 8th, increase it again should give us an
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// error.
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increased, err := f.Increment()
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rt.ErrorIs(err, ErrMaxPosition)
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@ -252,12 +330,13 @@ func TestLinearFeeFunctionIncreaseFeeRate(t *testing.T) {
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// Create a mock fee estimator.
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estimator := &chainfee.MockEstimator{}
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defer estimator.AssertExpectations(t)
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// Create testing params. These params are chosen so the delta value is
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// 100.
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maxFeeRate := chainfee.SatPerKWeight(1000)
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maxFeeRate := chainfee.SatPerKWeight(900)
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estimatedFeeRate := chainfee.SatPerKWeight(100)
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confTarget := uint32(9)
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confTarget := uint32(9) // This means the width is 8.
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// Mock the fee estimator to return the fee rate.
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estimator.On("EstimateFeePerKW", confTarget).Return(
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@ -281,9 +360,9 @@ func TestLinearFeeFunctionIncreaseFeeRate(t *testing.T) {
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rt.NoError(err)
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rt.False(increased)
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// We now increase the fee rate from conf target 8 to 1 and assert we
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// We now increase the fee rate from conf target 8 to 2 and assert we
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// get no error and true.
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for i := uint32(1); i < confTarget; i++ {
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for i := uint32(1); i < confTarget-1; i++ {
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// Increase the fee rate.
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increased, err := f.IncreaseFeeRate(confTarget - i)
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rt.NoError(err)
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@ -299,11 +378,17 @@ func TestLinearFeeFunctionIncreaseFeeRate(t *testing.T) {
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rt.Equal(estimatedFeeRate+delta, f.FeeRate())
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}
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// Test that when we use a conf target of 0, we get the ending fee
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// Test that when we use a conf target of 1, we get the ending fee
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// rate.
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increased, err = f.IncreaseFeeRate(0)
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increased, err = f.IncreaseFeeRate(1)
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rt.NoError(err)
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rt.True(increased)
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rt.Equal(confTarget, f.position)
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rt.Equal(confTarget-1, f.position)
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rt.Equal(maxFeeRate, f.currentFeeRate)
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// Test that when we use a conf target of 0, ErrMaxPosition is
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// returned.
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increased, err = f.IncreaseFeeRate(0)
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rt.ErrorIs(err, ErrMaxPosition)
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rt.False(increased)
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}
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