mirror of
https://github.com/lightningnetwork/lnd.git
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b6049ff94b
And replaces all usage of `logClosure` with `lnutils.LogClosure`.
1037 lines
32 KiB
Go
1037 lines
32 KiB
Go
package chainfee
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import (
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"encoding/json"
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"errors"
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"fmt"
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"io"
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"math"
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prand "math/rand"
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"net"
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"net/http"
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"sync"
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"sync/atomic"
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"time"
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"github.com/btcsuite/btcd/btcutil"
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"github.com/btcsuite/btcd/rpcclient"
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"github.com/lightningnetwork/lnd/lnutils"
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)
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const (
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// MaxBlockTarget is the highest number of blocks confirmations that
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// a WebAPIEstimator will cache fees for. This number is chosen
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// because it's the highest number of confs bitcoind will return a fee
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// estimate for.
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MaxBlockTarget uint32 = 1008
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// minBlockTarget is the lowest number of blocks confirmations that
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// a WebAPIEstimator will cache fees for. Requesting an estimate for
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// less than this will result in an error.
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minBlockTarget uint32 = 1
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// WebAPIConnectionTimeout specifies the timeout value for connecting
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// to the api source.
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WebAPIConnectionTimeout = 5 * time.Second
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// WebAPIResponseTimeout specifies the timeout value for receiving a
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// fee response from the api source.
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WebAPIResponseTimeout = 10 * time.Second
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// economicalFeeMode is a mode that bitcoind uses to serve
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// non-conservative fee estimates. These fee estimates are less
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// resistant to shocks.
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economicalFeeMode = "ECONOMICAL"
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// filterCapConfTarget is the conf target that will be used to cap our
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// minimum feerate if we used the median of our peers' feefilter
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// values.
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filterCapConfTarget = uint32(1)
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)
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var (
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// errNoFeeRateFound is used when a given conf target cannot be found
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// from the fee estimator.
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errNoFeeRateFound = errors.New("no fee estimation for block target")
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// errEmptyCache is used when the fee rate cache is empty.
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errEmptyCache = errors.New("fee rate cache is empty")
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)
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// Estimator provides the ability to estimate on-chain transaction fees for
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// various combinations of transaction sizes and desired confirmation time
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// (measured by number of blocks).
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type Estimator interface {
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// EstimateFeePerKW takes in a target for the number of blocks until an
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// initial confirmation and returns the estimated fee expressed in
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// sat/kw.
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EstimateFeePerKW(numBlocks uint32) (SatPerKWeight, error)
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// Start signals the Estimator to start any processes or goroutines
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// it needs to perform its duty.
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Start() error
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// Stop stops any spawned goroutines and cleans up the resources used
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// by the fee estimator.
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Stop() error
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// RelayFeePerKW returns the minimum fee rate required for transactions
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// to be relayed. This is also the basis for calculation of the dust
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// limit.
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RelayFeePerKW() SatPerKWeight
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}
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// StaticEstimator will return a static value for all fee calculation requests.
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// It is designed to be replaced by a proper fee calculation implementation.
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// The fees are not accessible directly, because changing them would not be
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// thread safe.
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type StaticEstimator struct {
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// feePerKW is the static fee rate in satoshis-per-vbyte that will be
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// returned by this fee estimator.
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feePerKW SatPerKWeight
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// relayFee is the minimum fee rate required for transactions to be
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// relayed.
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relayFee SatPerKWeight
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}
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// NewStaticEstimator returns a new static fee estimator instance.
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func NewStaticEstimator(feePerKW, relayFee SatPerKWeight) *StaticEstimator {
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return &StaticEstimator{
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feePerKW: feePerKW,
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relayFee: relayFee,
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}
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}
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// EstimateFeePerKW will return a static value for fee calculations.
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//
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// NOTE: This method is part of the Estimator interface.
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func (e StaticEstimator) EstimateFeePerKW(numBlocks uint32) (SatPerKWeight, error) {
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return e.feePerKW, nil
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}
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// RelayFeePerKW returns the minimum fee rate required for transactions to be
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// relayed.
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//
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// NOTE: This method is part of the Estimator interface.
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func (e StaticEstimator) RelayFeePerKW() SatPerKWeight {
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return e.relayFee
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}
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// Start signals the Estimator to start any processes or goroutines
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// it needs to perform its duty.
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//
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// NOTE: This method is part of the Estimator interface.
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func (e StaticEstimator) Start() error {
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return nil
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}
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// Stop stops any spawned goroutines and cleans up the resources used
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// by the fee estimator.
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//
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// NOTE: This method is part of the Estimator interface.
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func (e StaticEstimator) Stop() error {
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return nil
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}
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// A compile-time assertion to ensure that StaticFeeEstimator implements the
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// Estimator interface.
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var _ Estimator = (*StaticEstimator)(nil)
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// BtcdEstimator is an implementation of the Estimator interface backed
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// by the RPC interface of an active btcd node. This implementation will proxy
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// any fee estimation requests to btcd's RPC interface.
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type BtcdEstimator struct {
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// fallbackFeePerKW is the fall back fee rate in sat/kw that is returned
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// if the fee estimator does not yet have enough data to actually
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// produce fee estimates.
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fallbackFeePerKW SatPerKWeight
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// minFeeManager is used to query the current minimum fee, in sat/kw,
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// that we should enforce. This will be used to determine fee rate for
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// a transaction when the estimated fee rate is too low to allow the
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// transaction to propagate through the network.
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minFeeManager *minFeeManager
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btcdConn *rpcclient.Client
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// filterManager uses our peer's feefilter values to determine a
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// suitable feerate to use that will allow successful transaction
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// propagation.
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filterManager *filterManager
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}
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// NewBtcdEstimator creates a new BtcdEstimator given a fully populated
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// rpc config that is able to successfully connect and authenticate with the
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// btcd node, and also a fall back fee rate. The fallback fee rate is used in
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// the occasion that the estimator has insufficient data, or returns zero for a
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// fee estimate.
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func NewBtcdEstimator(rpcConfig rpcclient.ConnConfig,
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fallBackFeeRate SatPerKWeight) (*BtcdEstimator, error) {
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rpcConfig.DisableConnectOnNew = true
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rpcConfig.DisableAutoReconnect = false
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chainConn, err := rpcclient.New(&rpcConfig, nil)
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if err != nil {
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return nil, err
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}
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fetchCb := func() ([]SatPerKWeight, error) {
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return fetchBtcdFilters(chainConn)
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}
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return &BtcdEstimator{
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fallbackFeePerKW: fallBackFeeRate,
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btcdConn: chainConn,
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filterManager: newFilterManager(fetchCb),
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}, nil
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}
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// Start signals the Estimator to start any processes or goroutines
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// it needs to perform its duty.
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//
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// NOTE: This method is part of the Estimator interface.
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func (b *BtcdEstimator) Start() error {
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if err := b.btcdConn.Connect(20); err != nil {
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return err
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}
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// Once the connection to the backend node has been established, we
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// can initialise the minimum relay fee manager which queries the
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// chain backend for the minimum relay fee on construction.
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minRelayFeeManager, err := newMinFeeManager(
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defaultUpdateInterval, b.fetchMinRelayFee,
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)
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if err != nil {
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return err
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}
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b.minFeeManager = minRelayFeeManager
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b.filterManager.Start()
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return nil
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}
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// fetchMinRelayFee fetches and returns the minimum relay fee in sat/kb from
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// the btcd backend.
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func (b *BtcdEstimator) fetchMinRelayFee() (SatPerKWeight, error) {
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info, err := b.btcdConn.GetInfo()
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if err != nil {
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return 0, err
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}
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relayFee, err := btcutil.NewAmount(info.RelayFee)
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if err != nil {
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return 0, err
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}
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// The fee rate is expressed in sat/kb, so we'll manually convert it to
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// our desired sat/kw rate.
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return SatPerKVByte(relayFee).FeePerKWeight(), nil
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}
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// Stop stops any spawned goroutines and cleans up the resources used
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// by the fee estimator.
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//
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// NOTE: This method is part of the Estimator interface.
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func (b *BtcdEstimator) Stop() error {
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b.filterManager.Stop()
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b.btcdConn.Shutdown()
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return nil
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}
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// EstimateFeePerKW takes in a target for the number of blocks until an initial
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// confirmation and returns the estimated fee expressed in sat/kw.
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//
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// NOTE: This method is part of the Estimator interface.
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func (b *BtcdEstimator) EstimateFeePerKW(numBlocks uint32) (SatPerKWeight, error) {
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feeEstimate, err := b.fetchEstimate(numBlocks)
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switch {
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// If the estimator doesn't have enough data, or returns an error, then
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// to return a proper value, then we'll return the default fall back
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// fee rate.
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case err != nil:
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log.Errorf("unable to query estimator: %v", err)
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fallthrough
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case feeEstimate == 0:
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return b.fallbackFeePerKW, nil
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}
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return feeEstimate, nil
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}
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// RelayFeePerKW returns the minimum fee rate required for transactions to be
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// relayed.
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//
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// NOTE: This method is part of the Estimator interface.
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func (b *BtcdEstimator) RelayFeePerKW() SatPerKWeight {
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// Get a suitable minimum feerate to use. This may optionally use the
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// median of our peers' feefilter values.
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feeCapClosure := func() (SatPerKWeight, error) {
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return b.fetchEstimateInner(filterCapConfTarget)
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}
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return chooseMinFee(
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b.minFeeManager.fetchMinFee, b.filterManager.FetchMedianFilter,
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feeCapClosure,
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)
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}
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// fetchEstimate returns a fee estimate for a transaction to be confirmed in
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// confTarget blocks. The estimate is returned in sat/kw.
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func (b *BtcdEstimator) fetchEstimate(confTarget uint32) (SatPerKWeight, error) {
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satPerKw, err := b.fetchEstimateInner(confTarget)
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if err != nil {
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return 0, err
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}
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// Finally, we'll enforce our fee floor by choosing the higher of the
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// minimum relay fee and the feerate returned by the filterManager.
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absoluteMinFee := b.RelayFeePerKW()
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if satPerKw < absoluteMinFee {
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log.Debugf("Estimated fee rate of %v sat/kw is too low, "+
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"using fee floor of %v sat/kw instead", satPerKw,
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absoluteMinFee)
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satPerKw = absoluteMinFee
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}
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log.Debugf("Returning %v sat/kw for conf target of %v",
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int64(satPerKw), confTarget)
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return satPerKw, nil
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}
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func (b *BtcdEstimator) fetchEstimateInner(confTarget uint32) (SatPerKWeight,
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error) {
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// First, we'll fetch the estimate for our confirmation target.
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btcPerKB, err := b.btcdConn.EstimateFee(int64(confTarget))
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if err != nil {
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return 0, err
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}
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// Next, we'll convert the returned value to satoshis, as it's
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// currently returned in BTC.
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satPerKB, err := btcutil.NewAmount(btcPerKB)
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if err != nil {
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return 0, err
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}
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// Since we use fee rates in sat/kw internally, we'll convert the
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// estimated fee rate from its sat/kb representation to sat/kw.
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return SatPerKVByte(satPerKB).FeePerKWeight(), nil
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}
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// A compile-time assertion to ensure that BtcdEstimator implements the
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// Estimator interface.
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var _ Estimator = (*BtcdEstimator)(nil)
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// BitcoindEstimator is an implementation of the Estimator interface backed by
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// the RPC interface of an active bitcoind node. This implementation will proxy
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// any fee estimation requests to bitcoind's RPC interface.
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type BitcoindEstimator struct {
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// fallbackFeePerKW is the fallback fee rate in sat/kw that is returned
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// if the fee estimator does not yet have enough data to actually
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// produce fee estimates.
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fallbackFeePerKW SatPerKWeight
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// minFeeManager is used to keep track of the minimum fee, in sat/kw,
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// that we should enforce. This will be used as the default fee rate
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// for a transaction when the estimated fee rate is too low to allow
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// the transaction to propagate through the network.
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minFeeManager *minFeeManager
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// feeMode is the estimate_mode to use when calling "estimatesmartfee".
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// It can be either "ECONOMICAL" or "CONSERVATIVE", and it's default
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// to "CONSERVATIVE".
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feeMode string
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// TODO(ziggie): introduce an interface for the client to enhance
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// testability of the estimator.
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bitcoindConn *rpcclient.Client
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// filterManager uses our peer's feefilter values to determine a
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// suitable feerate to use that will allow successful transaction
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// propagation.
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filterManager *filterManager
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}
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// NewBitcoindEstimator creates a new BitcoindEstimator given a fully populated
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// rpc config that is able to successfully connect and authenticate with the
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// bitcoind node, and also a fall back fee rate. The fallback fee rate is used
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// in the occasion that the estimator has insufficient data, or returns zero
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// for a fee estimate.
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func NewBitcoindEstimator(rpcConfig rpcclient.ConnConfig, feeMode string,
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fallBackFeeRate SatPerKWeight) (*BitcoindEstimator, error) {
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rpcConfig.DisableConnectOnNew = true
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rpcConfig.DisableAutoReconnect = false
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rpcConfig.DisableTLS = true
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rpcConfig.HTTPPostMode = true
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chainConn, err := rpcclient.New(&rpcConfig, nil)
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if err != nil {
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return nil, err
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}
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fetchCb := func() ([]SatPerKWeight, error) {
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return fetchBitcoindFilters(chainConn)
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}
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return &BitcoindEstimator{
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fallbackFeePerKW: fallBackFeeRate,
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bitcoindConn: chainConn,
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feeMode: feeMode,
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filterManager: newFilterManager(fetchCb),
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}, nil
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}
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// Start signals the Estimator to start any processes or goroutines
|
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// it needs to perform its duty.
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//
|
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// NOTE: This method is part of the Estimator interface.
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func (b *BitcoindEstimator) Start() error {
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// Once the connection to the backend node has been established, we'll
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// initialise the minimum relay fee manager which will query
|
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// the backend node for its minimum mempool fee.
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relayFeeManager, err := newMinFeeManager(
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defaultUpdateInterval,
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b.fetchMinMempoolFee,
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)
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if err != nil {
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return err
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}
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b.minFeeManager = relayFeeManager
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b.filterManager.Start()
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return nil
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}
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// fetchMinMempoolFee is used to fetch the minimum fee that the backend node
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// requires for a tx to enter its mempool. The returned fee will be the
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// maximum of the minimum relay fee and the minimum mempool fee.
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func (b *BitcoindEstimator) fetchMinMempoolFee() (SatPerKWeight, error) {
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resp, err := b.bitcoindConn.RawRequest("getmempoolinfo", nil)
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if err != nil {
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return 0, err
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}
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|
|
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// Parse the response to retrieve the min mempool fee in sat/KB.
|
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// mempoolminfee is the maximum of minrelaytxfee and
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// minimum mempool fee
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info := struct {
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MempoolMinFee float64 `json:"mempoolminfee"`
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}{}
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if err := json.Unmarshal(resp, &info); err != nil {
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return 0, err
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}
|
|
|
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minMempoolFee, err := btcutil.NewAmount(info.MempoolMinFee)
|
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if err != nil {
|
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return 0, err
|
|
}
|
|
|
|
// The fee rate is expressed in sat/kb, so we'll manually convert it to
|
|
// our desired sat/kw rate.
|
|
return SatPerKVByte(minMempoolFee).FeePerKWeight(), nil
|
|
}
|
|
|
|
// Stop stops any spawned goroutines and cleans up the resources used
|
|
// by the fee estimator.
|
|
//
|
|
// NOTE: This method is part of the Estimator interface.
|
|
func (b *BitcoindEstimator) Stop() error {
|
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b.filterManager.Stop()
|
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return nil
|
|
}
|
|
|
|
// EstimateFeePerKW takes in a target for the number of blocks until an initial
|
|
// confirmation and returns the estimated fee expressed in sat/kw.
|
|
//
|
|
// NOTE: This method is part of the Estimator interface.
|
|
func (b *BitcoindEstimator) EstimateFeePerKW(
|
|
numBlocks uint32) (SatPerKWeight, error) {
|
|
|
|
if numBlocks > MaxBlockTarget {
|
|
log.Debugf("conf target %d exceeds the max value, "+
|
|
"use %d instead.", numBlocks, MaxBlockTarget,
|
|
)
|
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numBlocks = MaxBlockTarget
|
|
}
|
|
|
|
feeEstimate, err := b.fetchEstimate(numBlocks, b.feeMode)
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|
switch {
|
|
// If the estimator doesn't have enough data, or returns an error, then
|
|
// to return a proper value, then we'll return the default fall back
|
|
// fee rate.
|
|
case err != nil:
|
|
log.Errorf("unable to query estimator: %v", err)
|
|
fallthrough
|
|
|
|
case feeEstimate == 0:
|
|
return b.fallbackFeePerKW, nil
|
|
}
|
|
|
|
return feeEstimate, nil
|
|
}
|
|
|
|
// RelayFeePerKW returns the minimum fee rate required for transactions to be
|
|
// relayed.
|
|
//
|
|
// NOTE: This method is part of the Estimator interface.
|
|
func (b *BitcoindEstimator) RelayFeePerKW() SatPerKWeight {
|
|
// Get a suitable minimum feerate to use. This may optionally use the
|
|
// median of our peers' feefilter values.
|
|
feeCapClosure := func() (SatPerKWeight, error) {
|
|
return b.fetchEstimateInner(
|
|
filterCapConfTarget, economicalFeeMode,
|
|
)
|
|
}
|
|
|
|
return chooseMinFee(
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|
b.minFeeManager.fetchMinFee, b.filterManager.FetchMedianFilter,
|
|
feeCapClosure,
|
|
)
|
|
}
|
|
|
|
// fetchEstimate returns a fee estimate for a transaction to be confirmed in
|
|
// confTarget blocks. The estimate is returned in sat/kw.
|
|
func (b *BitcoindEstimator) fetchEstimate(confTarget uint32, feeMode string) (
|
|
SatPerKWeight, error) {
|
|
|
|
satPerKw, err := b.fetchEstimateInner(confTarget, feeMode)
|
|
if err != nil {
|
|
return 0, err
|
|
}
|
|
|
|
// Finally, we'll enforce our fee floor by choosing the higher of the
|
|
// minimum relay fee and the feerate returned by the filterManager.
|
|
absoluteMinFee := b.RelayFeePerKW()
|
|
|
|
if satPerKw < absoluteMinFee {
|
|
log.Debugf("Estimated fee rate of %v sat/kw is too low, "+
|
|
"using fee floor of %v sat/kw instead", satPerKw,
|
|
absoluteMinFee)
|
|
|
|
satPerKw = absoluteMinFee
|
|
}
|
|
|
|
log.Debugf("Returning %v sat/kw for conf target of %v",
|
|
int64(satPerKw), confTarget)
|
|
|
|
return satPerKw, nil
|
|
}
|
|
|
|
func (b *BitcoindEstimator) fetchEstimateInner(confTarget uint32,
|
|
feeMode string) (SatPerKWeight, error) {
|
|
|
|
// First, we'll send an "estimatesmartfee" command as a raw request,
|
|
// since it isn't supported by btcd but is available in bitcoind.
|
|
target, err := json.Marshal(uint64(confTarget))
|
|
if err != nil {
|
|
return 0, err
|
|
}
|
|
|
|
// The mode must be either ECONOMICAL or CONSERVATIVE.
|
|
mode, err := json.Marshal(feeMode)
|
|
if err != nil {
|
|
return 0, err
|
|
}
|
|
|
|
resp, err := b.bitcoindConn.RawRequest(
|
|
"estimatesmartfee", []json.RawMessage{target, mode},
|
|
)
|
|
if err != nil {
|
|
return 0, err
|
|
}
|
|
|
|
// Next, we'll parse the response to get the BTC per KB.
|
|
feeEstimate := struct {
|
|
FeeRate float64 `json:"feerate"`
|
|
}{}
|
|
err = json.Unmarshal(resp, &feeEstimate)
|
|
if err != nil {
|
|
return 0, err
|
|
}
|
|
|
|
// Next, we'll convert the returned value to satoshis, as it's currently
|
|
// returned in BTC.
|
|
satPerKB, err := btcutil.NewAmount(feeEstimate.FeeRate)
|
|
if err != nil {
|
|
return 0, err
|
|
}
|
|
|
|
// Bitcoind will not report any fee estimation if it has not enough
|
|
// data available hence the fee will remain zero. We return an error
|
|
// here to make sure that we do not use the min relay fee instead.
|
|
if satPerKB == 0 {
|
|
return 0, fmt.Errorf("fee estimation data not available yet")
|
|
}
|
|
|
|
// Since we use fee rates in sat/kw internally, we'll convert the
|
|
// estimated fee rate from its sat/kb representation to sat/kw.
|
|
return SatPerKVByte(satPerKB).FeePerKWeight(), nil
|
|
}
|
|
|
|
// chooseMinFee takes the minimum relay fee and the median of our peers'
|
|
// feefilter values and takes the higher of the two. It then compares the value
|
|
// against a maximum fee and caps it if the value is higher than the maximum
|
|
// fee. This function is only called if we have data for our peers' feefilter.
|
|
// The returned value will be used as the fee floor for calls to
|
|
// RelayFeePerKW.
|
|
func chooseMinFee(minRelayFeeFunc func() SatPerKWeight,
|
|
medianFilterFunc func() (SatPerKWeight, error),
|
|
feeCapFunc func() (SatPerKWeight, error)) SatPerKWeight {
|
|
|
|
minRelayFee := minRelayFeeFunc()
|
|
|
|
medianFilter, err := medianFilterFunc()
|
|
if err != nil {
|
|
// If we don't have feefilter data, we fallback to using our
|
|
// minimum relay fee.
|
|
return minRelayFee
|
|
}
|
|
|
|
feeCap, err := feeCapFunc()
|
|
if err != nil {
|
|
// If we encountered an error, don't use the medianFilter and
|
|
// instead fallback to using our minimum relay fee.
|
|
return minRelayFee
|
|
}
|
|
|
|
// If the median feefilter is higher than our minimum relay fee, use it
|
|
// instead.
|
|
if medianFilter > minRelayFee {
|
|
// Only apply the cap if the median filter was used. This is
|
|
// to prevent an adversary from taking up the majority of our
|
|
// outbound peer slots and forcing us to use a high median
|
|
// filter value.
|
|
if medianFilter > feeCap {
|
|
return feeCap
|
|
}
|
|
|
|
return medianFilter
|
|
}
|
|
|
|
return minRelayFee
|
|
}
|
|
|
|
// A compile-time assertion to ensure that BitcoindEstimator implements the
|
|
// Estimator interface.
|
|
var _ Estimator = (*BitcoindEstimator)(nil)
|
|
|
|
// WebAPIFeeSource is an interface allows the WebAPIEstimator to query an
|
|
// arbitrary HTTP-based fee estimator. Each new set/network will gain an
|
|
// implementation of this interface in order to allow the WebAPIEstimator to
|
|
// be fully generic in its logic.
|
|
type WebAPIFeeSource interface {
|
|
// GetFeeInfo will query the web API, parse the response into a
|
|
// WebAPIResponse which contains a map of confirmation targets to
|
|
// sat/kw fees and min relay feerate.
|
|
GetFeeInfo() (WebAPIResponse, error)
|
|
}
|
|
|
|
// SparseConfFeeSource is an implementation of the WebAPIFeeSource that utilizes
|
|
// a user-specified fee estimation API for Bitcoin. It expects the response
|
|
// to be in the JSON format: `fee_by_block_target: { ... }` where the value maps
|
|
// block targets to fee estimates (in sat per kilovbyte).
|
|
type SparseConfFeeSource struct {
|
|
// URL is the fee estimation API specified by the user.
|
|
URL string
|
|
}
|
|
|
|
// WebAPIResponse is the response returned by the fee estimation API.
|
|
type WebAPIResponse struct {
|
|
// FeeByBlockTarget is a map of confirmation targets to sat/kvb fees.
|
|
FeeByBlockTarget map[uint32]uint32 `json:"fee_by_block_target"`
|
|
|
|
// MinRelayFeerate is the minimum relay fee in sat/kvb.
|
|
MinRelayFeerate SatPerKVByte `json:"min_relay_feerate"`
|
|
}
|
|
|
|
// parseResponse attempts to parse the body of the response generated by the
|
|
// above query URL. Typically this will be JSON, but the specifics are left to
|
|
// the WebAPIFeeSource implementation.
|
|
func (s SparseConfFeeSource) parseResponse(r io.Reader) (
|
|
WebAPIResponse, error) {
|
|
|
|
resp := WebAPIResponse{
|
|
FeeByBlockTarget: make(map[uint32]uint32),
|
|
MinRelayFeerate: 0,
|
|
}
|
|
jsonReader := json.NewDecoder(r)
|
|
if err := jsonReader.Decode(&resp); err != nil {
|
|
return WebAPIResponse{}, err
|
|
}
|
|
|
|
if resp.MinRelayFeerate == 0 {
|
|
log.Errorf("No min relay fee rate available, using default %v",
|
|
FeePerKwFloor)
|
|
resp.MinRelayFeerate = FeePerKwFloor.FeePerKVByte()
|
|
}
|
|
|
|
return resp, nil
|
|
}
|
|
|
|
// GetFeeInfo will query the web API, parse the response and return a map of
|
|
// confirmation targets to sat/kw fees and min relay feerate in a parsed
|
|
// response.
|
|
func (s SparseConfFeeSource) GetFeeInfo() (WebAPIResponse, error) {
|
|
// Rather than use the default http.Client, we'll make a custom one
|
|
// which will allow us to control how long we'll wait to read the
|
|
// response from the service. This way, if the service is down or
|
|
// overloaded, we can exit early and use our default fee.
|
|
netTransport := &http.Transport{
|
|
Dial: (&net.Dialer{
|
|
Timeout: WebAPIConnectionTimeout,
|
|
}).Dial,
|
|
TLSHandshakeTimeout: WebAPIConnectionTimeout,
|
|
}
|
|
netClient := &http.Client{
|
|
Timeout: WebAPIResponseTimeout,
|
|
Transport: netTransport,
|
|
}
|
|
|
|
// With the client created, we'll query the API source to fetch the URL
|
|
// that we should use to query for the fee estimation.
|
|
targetURL := s.URL
|
|
resp, err := netClient.Get(targetURL)
|
|
if err != nil {
|
|
log.Errorf("unable to query web api for fee response: %v",
|
|
err)
|
|
return WebAPIResponse{}, err
|
|
}
|
|
defer resp.Body.Close()
|
|
|
|
// Once we've obtained the response, we'll instruct the WebAPIFeeSource
|
|
// to parse out the body to obtain our final result.
|
|
parsedResp, err := s.parseResponse(resp.Body)
|
|
if err != nil {
|
|
log.Errorf("unable to parse fee api response: %v", err)
|
|
|
|
return WebAPIResponse{}, err
|
|
}
|
|
|
|
return parsedResp, nil
|
|
}
|
|
|
|
// A compile-time assertion to ensure that SparseConfFeeSource implements the
|
|
// WebAPIFeeSource interface.
|
|
var _ WebAPIFeeSource = (*SparseConfFeeSource)(nil)
|
|
|
|
// WebAPIEstimator is an implementation of the Estimator interface that
|
|
// queries an HTTP-based fee estimation from an existing web API.
|
|
type WebAPIEstimator struct {
|
|
started atomic.Bool
|
|
stopped atomic.Bool
|
|
|
|
// apiSource is the backing web API source we'll use for our queries.
|
|
apiSource WebAPIFeeSource
|
|
|
|
// updateFeeTicker is the ticker responsible for updating the Estimator's
|
|
// fee estimates every time it fires.
|
|
updateFeeTicker *time.Ticker
|
|
|
|
// feeByBlockTarget is our cache for fees pulled from the API. When a
|
|
// fee estimate request comes in, we pull the estimate from this array
|
|
// rather than re-querying the API, to prevent an inadvertent DoS attack.
|
|
feesMtx sync.Mutex
|
|
feeByBlockTarget map[uint32]uint32
|
|
minRelayFeerate SatPerKVByte
|
|
|
|
// noCache determines whether the web estimator should cache fee
|
|
// estimates.
|
|
noCache bool
|
|
|
|
// minFeeUpdateTimeout represents the minimum interval in which the
|
|
// web estimator will request fresh fees from its API.
|
|
minFeeUpdateTimeout time.Duration
|
|
|
|
// minFeeUpdateTimeout represents the maximum interval in which the
|
|
// web estimator will request fresh fees from its API.
|
|
maxFeeUpdateTimeout time.Duration
|
|
|
|
quit chan struct{}
|
|
wg sync.WaitGroup
|
|
}
|
|
|
|
// NewWebAPIEstimator creates a new WebAPIEstimator from a given URL and a
|
|
// fallback default fee. The fees are updated whenever a new block is mined.
|
|
func NewWebAPIEstimator(api WebAPIFeeSource, noCache bool,
|
|
minFeeUpdateTimeout time.Duration,
|
|
maxFeeUpdateTimeout time.Duration) (*WebAPIEstimator, error) {
|
|
|
|
if minFeeUpdateTimeout == 0 || maxFeeUpdateTimeout == 0 {
|
|
return nil, fmt.Errorf("minFeeUpdateTimeout and " +
|
|
"maxFeeUpdateTimeout must be greater than 0")
|
|
}
|
|
|
|
if minFeeUpdateTimeout >= maxFeeUpdateTimeout {
|
|
return nil, fmt.Errorf("minFeeUpdateTimeout target of %v "+
|
|
"cannot be greater than maxFeeUpdateTimeout of %v",
|
|
minFeeUpdateTimeout, maxFeeUpdateTimeout)
|
|
}
|
|
|
|
return &WebAPIEstimator{
|
|
apiSource: api,
|
|
feeByBlockTarget: make(map[uint32]uint32),
|
|
noCache: noCache,
|
|
quit: make(chan struct{}),
|
|
minFeeUpdateTimeout: minFeeUpdateTimeout,
|
|
maxFeeUpdateTimeout: maxFeeUpdateTimeout,
|
|
}, nil
|
|
}
|
|
|
|
// EstimateFeePerKW takes in a target for the number of blocks until an initial
|
|
// confirmation and returns the estimated fee expressed in sat/kw.
|
|
//
|
|
// NOTE: This method is part of the Estimator interface.
|
|
func (w *WebAPIEstimator) EstimateFeePerKW(numBlocks uint32) (
|
|
SatPerKWeight, error) {
|
|
|
|
// If the estimator hasn't been started yet, we'll return an error as
|
|
// we can't provide a fee estimate.
|
|
if !w.started.Load() {
|
|
return 0, fmt.Errorf("estimator not started")
|
|
}
|
|
|
|
if numBlocks > MaxBlockTarget {
|
|
numBlocks = MaxBlockTarget
|
|
} else if numBlocks < minBlockTarget {
|
|
return 0, fmt.Errorf("conf target of %v is too low, minimum "+
|
|
"accepted is %v", numBlocks, minBlockTarget)
|
|
}
|
|
|
|
// Get fee estimates now if we don't refresh periodically.
|
|
if w.noCache {
|
|
w.updateFeeEstimates()
|
|
}
|
|
|
|
feePerKb, err := w.getCachedFee(numBlocks)
|
|
|
|
// If the estimator returns an error, a zero value fee rate will be
|
|
// returned. We will log the error and return the fall back fee rate
|
|
// instead.
|
|
if err != nil {
|
|
log.Errorf("Unable to query estimator: %v", err)
|
|
}
|
|
|
|
// If the result is too low, then we'll clamp it to our current fee
|
|
// floor.
|
|
satPerKw := SatPerKVByte(feePerKb).FeePerKWeight()
|
|
if satPerKw < FeePerKwFloor {
|
|
satPerKw = FeePerKwFloor
|
|
}
|
|
|
|
log.Debugf("Web API returning %v sat/kw for conf target of %v",
|
|
int64(satPerKw), numBlocks)
|
|
|
|
return satPerKw, nil
|
|
}
|
|
|
|
// Start signals the Estimator to start any processes or goroutines it needs
|
|
// to perform its duty.
|
|
//
|
|
// NOTE: This method is part of the Estimator interface.
|
|
func (w *WebAPIEstimator) Start() error {
|
|
log.Infof("Starting Web API fee estimator...")
|
|
|
|
// Return an error if it's already been started.
|
|
if w.started.Load() {
|
|
return fmt.Errorf("web API fee estimator already started")
|
|
}
|
|
defer w.started.Store(true)
|
|
|
|
// During startup we'll query the API to initialize the fee map.
|
|
w.updateFeeEstimates()
|
|
|
|
// No update loop is needed when we don't cache.
|
|
if w.noCache {
|
|
return nil
|
|
}
|
|
|
|
feeUpdateTimeout := w.randomFeeUpdateTimeout()
|
|
|
|
log.Infof("Web API fee estimator using update timeout of %v",
|
|
feeUpdateTimeout)
|
|
|
|
w.updateFeeTicker = time.NewTicker(feeUpdateTimeout)
|
|
|
|
w.wg.Add(1)
|
|
go w.feeUpdateManager()
|
|
|
|
return nil
|
|
}
|
|
|
|
// Stop stops any spawned goroutines and cleans up the resources used by the
|
|
// fee estimator.
|
|
//
|
|
// NOTE: This method is part of the Estimator interface.
|
|
func (w *WebAPIEstimator) Stop() error {
|
|
log.Infof("Stopping web API fee estimator")
|
|
|
|
if w.stopped.Swap(true) {
|
|
return fmt.Errorf("web API fee estimator already stopped")
|
|
}
|
|
|
|
// Update loop is not running when we don't cache.
|
|
if w.noCache {
|
|
return nil
|
|
}
|
|
|
|
w.updateFeeTicker.Stop()
|
|
|
|
close(w.quit)
|
|
w.wg.Wait()
|
|
|
|
return nil
|
|
}
|
|
|
|
// RelayFeePerKW returns the minimum fee rate required for transactions to be
|
|
// relayed.
|
|
//
|
|
// NOTE: This method is part of the Estimator interface.
|
|
func (w *WebAPIEstimator) RelayFeePerKW() SatPerKWeight {
|
|
if !w.started.Load() {
|
|
log.Error("WebAPIEstimator not started")
|
|
}
|
|
|
|
// Get fee estimates now if we don't refresh periodically.
|
|
if w.noCache {
|
|
w.updateFeeEstimates()
|
|
}
|
|
|
|
log.Infof("Web API returning %v for min relay feerate",
|
|
w.minRelayFeerate)
|
|
|
|
return w.minRelayFeerate.FeePerKWeight()
|
|
}
|
|
|
|
// randomFeeUpdateTimeout returns a random timeout between minFeeUpdateTimeout
|
|
// and maxFeeUpdateTimeout that will be used to determine how often the Estimator
|
|
// should retrieve fresh fees from its API.
|
|
func (w *WebAPIEstimator) randomFeeUpdateTimeout() time.Duration {
|
|
lower := int64(w.minFeeUpdateTimeout)
|
|
upper := int64(w.maxFeeUpdateTimeout)
|
|
return time.Duration(
|
|
prand.Int63n(upper-lower) + lower, //nolint:gosec
|
|
).Round(time.Second)
|
|
}
|
|
|
|
// getCachedFee takes a conf target and returns the cached fee rate. When the
|
|
// fee rate cannot be found, it will search the cache by decrementing the conf
|
|
// target until a fee rate is found. If still not found, it will return the fee
|
|
// rate of the minimum conf target cached, in other words, the most expensive
|
|
// fee rate it knows of.
|
|
func (w *WebAPIEstimator) getCachedFee(numBlocks uint32) (uint32, error) {
|
|
w.feesMtx.Lock()
|
|
defer w.feesMtx.Unlock()
|
|
|
|
// If the cache is empty, return an error.
|
|
if len(w.feeByBlockTarget) == 0 {
|
|
return 0, fmt.Errorf("web API error: %w", errEmptyCache)
|
|
}
|
|
|
|
// Search the conf target from the cache. We expect a query to the web
|
|
// API has been made and the result has been cached at this point.
|
|
fee, ok := w.feeByBlockTarget[numBlocks]
|
|
|
|
// If the conf target can be found, exit early.
|
|
if ok {
|
|
return fee, nil
|
|
}
|
|
|
|
// The conf target cannot be found. We will first search the cache
|
|
// using a lower conf target. This is a conservative approach as the
|
|
// fee rate returned will be larger than what's requested.
|
|
for target := numBlocks; target >= minBlockTarget; target-- {
|
|
fee, ok := w.feeByBlockTarget[target]
|
|
if !ok {
|
|
continue
|
|
}
|
|
|
|
log.Warnf("Web API does not have a fee rate for target=%d, "+
|
|
"using the fee rate for target=%d instead",
|
|
numBlocks, target)
|
|
|
|
// Return the fee rate found, which will be more expensive than
|
|
// requested. We will not cache the fee rate here in the hope
|
|
// that the web API will later populate this value.
|
|
return fee, nil
|
|
}
|
|
|
|
// There are no lower conf targets cached, which is likely when the
|
|
// requested conf target is 1. We will search the cache using a higher
|
|
// conf target, which gives a fee rate that's cheaper than requested.
|
|
//
|
|
// NOTE: we can only get here iff the requested conf target is smaller
|
|
// than the minimum conf target cached, so we return the minimum conf
|
|
// target from the cache.
|
|
minTargetCached := uint32(math.MaxUint32)
|
|
for target := range w.feeByBlockTarget {
|
|
if target < minTargetCached {
|
|
minTargetCached = target
|
|
}
|
|
}
|
|
|
|
fee, ok = w.feeByBlockTarget[minTargetCached]
|
|
if !ok {
|
|
// We should never get here, just a vanity check.
|
|
return 0, fmt.Errorf("web API error: %w, conf target: %d",
|
|
errNoFeeRateFound, numBlocks)
|
|
}
|
|
|
|
// Log an error instead of a warning as a cheaper fee rate may delay
|
|
// the confirmation for some important transactions.
|
|
log.Errorf("Web API does not have a fee rate for target=%d, "+
|
|
"using the fee rate for target=%d instead",
|
|
numBlocks, minTargetCached)
|
|
|
|
return fee, nil
|
|
}
|
|
|
|
// updateFeeEstimates re-queries the API for fresh fees and caches them.
|
|
func (w *WebAPIEstimator) updateFeeEstimates() {
|
|
// Once we've obtained the response, we'll instruct the WebAPIFeeSource
|
|
// to parse out the body to obtain our final result.
|
|
resp, err := w.apiSource.GetFeeInfo()
|
|
if err != nil {
|
|
log.Errorf("unable to get fee response: %v", err)
|
|
return
|
|
}
|
|
|
|
log.Debugf("Received response from source: %s", lnutils.NewLogClosure(
|
|
func() string {
|
|
resp, _ := json.Marshal(resp)
|
|
return string(resp)
|
|
}))
|
|
|
|
w.feesMtx.Lock()
|
|
w.feeByBlockTarget = resp.FeeByBlockTarget
|
|
w.minRelayFeerate = resp.MinRelayFeerate
|
|
w.feesMtx.Unlock()
|
|
}
|
|
|
|
// feeUpdateManager updates the fee estimates whenever a new block comes in.
|
|
func (w *WebAPIEstimator) feeUpdateManager() {
|
|
defer w.wg.Done()
|
|
|
|
for {
|
|
select {
|
|
case <-w.updateFeeTicker.C:
|
|
w.updateFeeEstimates()
|
|
case <-w.quit:
|
|
return
|
|
}
|
|
}
|
|
}
|
|
|
|
// A compile-time assertion to ensure that WebAPIEstimator implements the
|
|
// Estimator interface.
|
|
var _ Estimator = (*WebAPIEstimator)(nil)
|