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routing: fix route fee calculation and channel capacity check

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This commit fixes the logic inside the newRoute function to
address the following problems:

- Fee calculation for a hop does not include the fee that needs
  to be paid to the next hop.

- The incoming channel capacity "sanity" check does not include
  the fee to be paid to the current hop.
This commit is contained in:
Joost Jager 2018-06-12 13:04:40 +02:00
parent 70ff4414d9
commit d4471878df
2 changed files with 224 additions and 63 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

126
routing/pathfind.go
View File

@ -50,10 +50,11 @@ type HopHint struct {
CLTVExpiryDelta uint16
}
// ChannelHop is an intermediate hop within the network with a greater
// multi-hop payment route. This struct contains the relevant routing policy of
// the particular edge, as well as the total capacity, and origin chain of the
// channel itself.
// ChannelHop describes the channel through which an intermediate or final
// hop can be reached. This struct contains the relevant routing policy of
// the particular edge (which is a property of the source node of the channel
// edge), as well as the total capacity. It also includes the origin chain of
// the channel itself.
type ChannelHop struct {
// Capacity is the total capacity of the channel being traversed. This
// value is expressed for stability in satoshis.
@ -69,13 +70,15 @@ type ChannelHop struct {
*channeldb.ChannelEdgePolicy
}
// Hop represents the forwarding details at a particular position within the
// final route. This struct houses the values necessary to create the HTLC
// which will travel along this hop, and also encode the per-hop payload
// included within the Sphinx packet.
// Hop represents an intermediate or final node of the route. This naming
// is in line with the definition given in BOLT #4: Onion Routing Protocol.
// The struct houses the channel along which this hop can be reached and
// the values necessary to create the HTLC that needs to be sent to the
// next hop. It is also used to encode the per-hop payload included within
// the Sphinx packet.
type Hop struct {
// Channel is the active payment channel edge that this hop will travel
// along.
// Channel is the active payment channel edge along which the packet
// travels to reach this hop. This is the _incoming_ channel to this hop.
Channel *ChannelHop
// OutgoingTimeLock is the timelock value that should be used when
@ -269,11 +272,6 @@ func newRoute(amtToSend, feeLimit lnwire.MilliSatoshi, sourceVertex Vertex,
// information for the first hop so the mapping is sound.
route.nextHopMap[sourceVertex] = pathEdges[0]
// The running amount is the total amount of satoshis required at this
// point in the route. We start this value at the amount we want to
// send to the destination. This value will then get successively
// larger as we compute the fees going backwards.
runningAmt := amtToSend
pathLength := len(pathEdges)
for i := pathLength - 1; i >= 0; i-- {
edge := pathEdges[i]
@ -285,59 +283,56 @@ func newRoute(amtToSend, feeLimit lnwire.MilliSatoshi, sourceVertex Vertex,
route.nodeIndex[v] = struct{}{}
route.chanIndex[edge.ChannelID] = struct{}{}
// If this isn't a direct payment, and this isn't the last hop
// in the route, then we'll also populate the nextHop map to
// allow easy route traversal by callers.
// If this isn't a direct payment, and this isn't the edge to
// the last hop in the route, then we'll also populate the
// nextHop map to allow easy route traversal by callers.
if len(pathEdges) > 1 && i != len(pathEdges)-1 {
route.nextHopMap[v] = route.Hops[i+1].Channel
}
// Now we'll start to calculate the items within the per-hop
// payload for this current hop.
//
// If this is the last hop, then we send the exact amount and
// pay no fee, as we're paying directly to the receiver, and
// there're no additional hops.
amtToForward := runningAmt
// payload for the hop this edge is leading to. This hop will
// be called the 'current hop'.
// If it is the last hop, then the hop payload will contain
// the exact amount. In BOLT #4: Onion Routing
// Protocol / "Payload for the Last Node", this is detailed.
amtToForward := amtToSend
// Fee is not part of the hop payload, but only used for
// reporting through RPC. Set to zero for the final hop.
fee := lnwire.MilliSatoshi(0)
// If this isn't the last hop, to add enough funds to pay for
// transit over the next link.
// If the current hop isn't the last hop, then add enough funds
// to pay for transit over the next link.
if i != len(pathEdges)-1 {
// We'll grab the edge policy and per-hop payload of
// the prior hop so we can calculate fees properly.
prevEdge := pathEdges[i+1]
prevHop := route.Hops[i+1]
// We'll grab the per-hop payload of the next hop (the
// hop _after_ the hop this edge leads to) in the
// route so we can calculate fees properly.
nextHop := route.Hops[i+1]
// The fee for this hop, will be based on how much the
// prior hop carried, as we'll need to increase the
// amount of satoshis incoming into this hop to
// properly pay the required fees.
prevAmount := prevHop.AmtToForward
fee = computeFee(prevAmount, prevEdge.ChannelEdgePolicy)
// The amount that the current hop needs to forward is
// based on how much the next hop forwards plus the fee
// that needs to be paid to the next hop.
amtToForward = nextHop.AmtToForward + nextHop.Fee
// With the fee computed, we increment the total amount
// as we need to pay this fee. This value represents
// the amount of funds that will come _into_ this edge.
runningAmt += fee
// Otherwise, for a node to forward an HTLC, then
// following inequality most hold true:
//
// * amt_in - fee >= amt_to_forward
amtToForward = runningAmt - fee
// The fee that needs to be paid to the current hop is
// based on the amount that this hop needs to forward
// and its policy for the outgoing channel. This policy
// is stored as part of the incoming channel of
// the next hop.
fee = computeFee(amtToForward, nextHop.Channel.ChannelEdgePolicy)
}
// Now we create the hop struct for this point in the route.
// The amount to forward is the running amount, and we compute
// the required fee based on this amount.
nextHop := &Hop{
// Now we create the hop struct for the current hop.
currentHop := &Hop{
Channel: edge,
AmtToForward: amtToForward,
Fee: fee,
}
route.TotalFees += nextHop.Fee
// Accumulate all fees.
route.TotalFees += currentHop.Fee
// Invalidate this route if its total fees exceed our fee limit.
if route.TotalFees > feeLimit {
@ -346,14 +341,17 @@ func newRoute(amtToSend, feeLimit lnwire.MilliSatoshi, sourceVertex Vertex,
return nil, newErrf(ErrFeeLimitExceeded, err)
}
// As a sanity check, we ensure that the selected channel has
// enough capacity to forward the required amount which
// includes the fee dictated at each hop.
if nextHop.AmtToForward.ToSatoshis() > nextHop.Channel.Capacity {
// As a sanity check, we ensure that the incoming channel has
// enough capacity to carry the required amount which
// includes the fee dictated at each hop. Make the comparison
// in msat to prevent rounding errors.
if currentHop.AmtToForward + fee > lnwire.NewMSatFromSatoshis(
currentHop.Channel.Capacity) {
err := fmt.Sprintf("channel graph has insufficient "+
"capacity for the payment: need %v, have %v",
nextHop.AmtToForward.ToSatoshis(),
nextHop.Channel.Capacity)
currentHop.AmtToForward.ToSatoshis(),
currentHop.Channel.Capacity)
return nil, newErrf(ErrInsufficientCapacity, err)
}
@ -367,7 +365,7 @@ func newRoute(amtToSend, feeLimit lnwire.MilliSatoshi, sourceVertex Vertex,
// last link in the route.
route.TotalTimeLock += uint32(finalCLTVDelta)
nextHop.OutgoingTimeLock = currentHeight + uint32(finalCLTVDelta)
currentHop.OutgoingTimeLock = currentHeight + uint32(finalCLTVDelta)
} else {
// Next, increment the total timelock of the entire
// route such that each hops time lock increases as we
@ -380,10 +378,10 @@ func newRoute(amtToSend, feeLimit lnwire.MilliSatoshi, sourceVertex Vertex,
// be the value of the time-lock for the _outgoing_
// HTLC, so we factor in their specified grace period
// (time lock delta).
nextHop.OutgoingTimeLock = route.TotalTimeLock - delta
currentHop.OutgoingTimeLock = route.TotalTimeLock - delta
}
route.Hops[i] = nextHop
route.Hops[i] = currentHop
}
// We'll then make a second run through our route in order to set up
@ -393,9 +391,11 @@ func newRoute(amtToSend, feeLimit lnwire.MilliSatoshi, sourceVertex Vertex,
route.prevHopMap[vertex] = hop.Channel
}
// The total amount required for this route will be the value the
// source extends to the first hop in the route.
route.TotalAmount = runningAmt
// The total amount required for this route will be the value
// that the first hop needs to forward plus the fee that
// the first hop charges for this. Note that the sender of the
// payment is not a hop in the route.
route.TotalAmount = route.Hops[0].AmtToForward + route.Hops[0].Fee
return route, nil
}

161
routing/pathfind_test.go
View File

@ -616,6 +616,167 @@ func TestKShortestPathFinding(t *testing.T) {
assertExpectedPath(t, paths[1], "roasbeef", "satoshi", "luoji")
}
// TestNewRoute tests whether the construction of hop payloads by newRoute
// is executed correctly.
func TestNewRoute(t *testing.T) {
var sourceKey [33]byte
sourceVertex := Vertex(sourceKey)
const (
startingHeight = 100
finalHopCLTV = 1
)
createHop := func(baseFee lnwire.MilliSatoshi,
feeRate lnwire.MilliSatoshi,
capacity btcutil.Amount) (*ChannelHop) {
return &ChannelHop {
ChannelEdgePolicy: &channeldb.ChannelEdgePolicy {
Node: &channeldb.LightningNode{},
FeeProportionalMillionths: feeRate,
FeeBaseMSat: baseFee,
},
Capacity: capacity,
}
}
testCases := []struct {
name string
hops []*ChannelHop
paymentAmount lnwire.MilliSatoshi
expectedFees []lnwire.MilliSatoshi
expectedTotalAmount lnwire.MilliSatoshi
expectError bool
expectedErrorCode errorCode
} {
{
// For a single hop payment, no fees are expected to be paid.
name: "single hop",
paymentAmount: 100000,
hops: []*ChannelHop {
createHop(100, 1000, 1000),
},
expectedFees: []lnwire.MilliSatoshi {0},
expectedTotalAmount: 100000,
}, {
// For a two hop payment, only the fee for the first hop
// needs to be paid. The destination hop does not require
// a fee to receive the payment.
name: "two hop",
paymentAmount: 100000,
hops: []*ChannelHop {
createHop(0, 1000, 1000),
createHop(30, 1000, 1000),
},
expectedFees: []lnwire.MilliSatoshi {130, 0},
expectedTotalAmount: 100130,
}, {
// Insufficient capacity in first channel when fees are added.
name: "two hop insufficient",
paymentAmount: 100000,
hops: []*ChannelHop {
createHop(0, 1000, 100),
createHop(0, 1000, 1000),
},
expectError: true,
expectedErrorCode: ErrInsufficientCapacity,
}, {
// A three hop payment where the first and second hop
// will both charge 1 msat. The fee for the first hop
// is actually slightly higher than 1, because the amount
// to forward also includes the fee for the second hop. This
// gets rounded down to 1.
name: "three hop",
paymentAmount: 100000,
hops: []*ChannelHop {
createHop(0, 10, 1000),
createHop(0, 10, 1000),
createHop(0, 10, 1000),
},
expectedFees: []lnwire.MilliSatoshi {1, 1, 0},
expectedTotalAmount: 100002,
}, {
// A three hop payment where the fee of the first hop
// is slightly higher (11) than the fee at the second hop,
// because of the increase amount to forward.
name: "three hop with fee carry over",
paymentAmount: 100000,
hops: []*ChannelHop {
createHop(0, 10000, 1000),
createHop(0, 10000, 1000),
createHop(0, 10000, 1000),
},
expectedFees: []lnwire.MilliSatoshi {1010, 1000, 0},
expectedTotalAmount: 102010,
}, {
// A three hop payment where the fee policies of the first and
// second hop are just high enough to show the fee carry over
// effect.
name: "three hop with minimal fees for carry over",
paymentAmount: 100000,
hops: []*ChannelHop {
createHop(0, 10000, 1000),
// First hop charges 0.1% so the second hop fee
// should show up in the first hop fee as 1 msat
// extra.
createHop(0, 1000, 1000),
// Second hop charges a fixed 1000 msat.
createHop(1000, 0, 1000),
},
expectedFees: []lnwire.MilliSatoshi {101, 1000, 0},
expectedTotalAmount: 101101,
} }
for _, testCase := range testCases {
assertRoute := func(t *testing.T, route *Route) {
if route.TotalAmount != testCase.expectedTotalAmount {
t.Errorf("Expected total amount is be %v" +
", but got %v instead",
testCase.expectedTotalAmount,
route.TotalAmount)
}
for i := 0; i < len(testCase.expectedFees); i++ {
if testCase.expectedFees[i] !=
route.Hops[i].Fee {
t.Errorf("Expected fee for hop %v to " +
"be %v, but got %v instead",
i, testCase.expectedFees[i],
route.Hops[i].Fee)
}
}
}
t.Run(testCase.name, func(t *testing.T) {
route, err := newRoute(testCase.paymentAmount,
noFeeLimit,
sourceVertex, testCase.hops, startingHeight,
finalHopCLTV)
if testCase.expectError {
expectedCode := testCase.expectedErrorCode
if err == nil || !IsError(err, expectedCode) {
t.Errorf("expected newRoute to fail " +
"with error code %v, but got" +
"%v instead",
expectedCode, err)
}
} else {
if err != nil {
t.Errorf("unable to create path: %v", err)
}
assertRoute(t, route)
}
})
}
}
func TestNewRoutePathTooLong(t *testing.T) {
t.Skip()