lnd/sweep/tx_input_set.go

package sweep

import (
	"fmt"
	"math"
	"sort"

	"github.com/btcsuite/btcd/btcutil"
	"github.com/btcsuite/btcd/txscript"
	"github.com/btcsuite/btcd/wire"
	"github.com/lightningnetwork/lnd/input"
	"github.com/lightningnetwork/lnd/lnwallet"
	"github.com/lightningnetwork/lnd/lnwallet/chainfee"
)

// addConstraints defines the constraints to apply when adding an input.
type addConstraints uint8

const (
	// constraintsRegular is for regular input sweeps that should have a positive
	// yield.
	constraintsRegular addConstraints = iota

	// constraintsWallet is for wallet inputs that are only added to bring up the tx
	// output value.
	constraintsWallet

	// constraintsForce is for inputs that should be swept even with a negative
	// yield at the set fee rate.
	constraintsForce
)

type txInputSetState struct {
	// feeRate is the fee rate to use for the sweep transaction.
	feeRate chainfee.SatPerKWeight

	// maxFeeRate is the max allowed fee rate configured by the user.
	maxFeeRate chainfee.SatPerKWeight

	// inputTotal is the total value of all inputs.
	inputTotal btcutil.Amount

	// requiredOutput is the sum of the outputs committed to by the inputs.
	requiredOutput btcutil.Amount

	// changeOutput is the value of the change output. This will be what is
	// left over after subtracting the requiredOutput and the tx fee from
	// the inputTotal.
	//
	// NOTE: This might be below the dust limit, or even negative since it
	// is the change remaining in csse we pay the fee for a change output.
	changeOutput btcutil.Amount

	// inputs is the set of tx inputs.
	inputs []input.Input

	// walletInputTotal is the total value of inputs coming from the wallet.
	walletInputTotal btcutil.Amount

	// force indicates that this set must be swept even if the total yield
	// is negative.
	force bool
}

// weightEstimate is the (worst case) tx weight with the current set of
// inputs. It takes a parameter whether to add a change output or not.
func (t *txInputSetState) weightEstimate(change bool) *weightEstimator {
	weightEstimate := newWeightEstimator(t.feeRate, t.maxFeeRate)
	for _, i := range t.inputs {
		// Can ignore error, because it has already been checked when
		// calculating the yields.
		_ = weightEstimate.add(i)

		r := i.RequiredTxOut()
		if r != nil {
			weightEstimate.addOutput(r)
		}
	}

	// Add a change output to the weight estimate if requested.
	if change {
		weightEstimate.addP2WKHOutput()
	}

	return weightEstimate
}

// totalOutput is the total amount left for us after paying fees.
//
// NOTE: This might be dust.
func (t *txInputSetState) totalOutput() btcutil.Amount {
	return t.requiredOutput + t.changeOutput
}

func (t *txInputSetState) clone() txInputSetState {
	s := txInputSetState{
		feeRate:          t.feeRate,
		inputTotal:       t.inputTotal,
		changeOutput:     t.changeOutput,
		requiredOutput:   t.requiredOutput,
		walletInputTotal: t.walletInputTotal,
		force:            t.force,
		inputs:           make([]input.Input, len(t.inputs)),
	}
	copy(s.inputs, t.inputs)

	return s
}

// txInputSet is an object that accumulates tx inputs and keeps running counters
// on various properties of the tx.
type txInputSet struct {
	txInputSetState

	// maxInputs is the maximum number of inputs that will be accepted in
	// the set.
	maxInputs int

	// wallet contains wallet functionality required by the input set to
	// retrieve utxos.
	wallet Wallet
}

// newTxInputSet constructs a new, empty input set.
func newTxInputSet(wallet Wallet, feePerKW, maxFeeRate chainfee.SatPerKWeight,
	maxInputs int) *txInputSet {

	state := txInputSetState{
		feeRate:    feePerKW,
		maxFeeRate: maxFeeRate,
	}

	b := txInputSet{
		maxInputs:       maxInputs,
		wallet:          wallet,
		txInputSetState: state,
	}

	return &b
}

// enoughInput returns true if we've accumulated enough inputs to pay the fees
// and have at least one output that meets the dust limit.
func (t *txInputSet) enoughInput() bool {
	// If we have a change output above dust, then we certainly have enough
	// inputs to the transaction.
	if t.changeOutput >= lnwallet.DustLimitForSize(input.P2TRSize) {
		return true
	}

	// We did not have enough input for a change output. Check if we have
	// enough input to pay the fees for a transaction with no change
	// output.
	fee := t.weightEstimate(false).fee()
	if t.inputTotal < t.requiredOutput+fee {
		return false
	}

	// We could pay the fees, but we still need at least one output to be
	// above the dust limit for the tx to be valid (we assume that these
	// required outputs only get added if they are above dust)
	for _, inp := range t.inputs {
		if inp.RequiredTxOut() != nil {
			return true
		}
	}

	return false
}

// add adds a new input to the set. It returns a bool indicating whether the
// input was added to the set. An input is rejected if it decreases the tx
// output value after paying fees.
func (t *txInputSet) addToState(inp input.Input,
	constraints addConstraints) *txInputSetState {

	// Stop if max inputs is reached. Do not count additional wallet inputs,
	// because we don't know in advance how many we may need.
	if constraints != constraintsWallet &&
		len(t.inputs) >= t.maxInputs {

		return nil
	}

	// If the input comes with a required tx out that is below dust, we
	// won't add it.
	//
	// NOTE: only HtlcSecondLevelAnchorInput returns non-nil RequiredTxOut.
	reqOut := inp.RequiredTxOut()
	if reqOut != nil {
		// Fetch the dust limit for this output.
		dustLimit := lnwallet.DustLimitForSize(len(reqOut.PkScript))
		if btcutil.Amount(reqOut.Value) < dustLimit {
			log.Errorf("Rejected input=%v due to dust required "+
				"output=%v, limit=%v", inp, reqOut.Value,
				dustLimit)

			// TODO(yy): we should not return here for force
			// sweeps. This means when sending sweeping request,
			// one must be careful to not create dust outputs. In
			// an extreme rare case, where the
			// minRelayTxFee/discardfee is increased when sending
			// the request, what's considered non-dust at the
			// caller side will be dust here, causing a force sweep
			// to fail.
			return nil
		}
	}

	// Clone the current set state.
	newSet := t.clone()

	// Add the new input.
	newSet.inputs = append(newSet.inputs, inp)

	// Add the value of the new input.
	value := btcutil.Amount(inp.SignDesc().Output.Value)
	newSet.inputTotal += value

	// Recalculate the tx fee.
	fee := newSet.weightEstimate(true).fee()

	// Calculate the new output value.
	if reqOut != nil {
		newSet.requiredOutput += btcutil.Amount(reqOut.Value)
	}

	// NOTE: `changeOutput` could be negative here if this input is using
	// constraintsForce.
	newSet.changeOutput = newSet.inputTotal - newSet.requiredOutput - fee

	// Calculate the yield of this input from the change in total tx output
	// value.
	inputYield := newSet.totalOutput() - t.totalOutput()

	switch constraints {
	// Don't sweep inputs that cost us more to sweep than they give us.
	case constraintsRegular:
		if inputYield <= 0 {
			log.Debugf("Rejected regular input=%v due to negative "+
				"yield=%v", value, inputYield)

			return nil
		}

	// For force adds, no further constraints apply.
	//
	// NOTE: because the inputs are sorted with force sweeps being placed
	// at the start of the list, we should never see an input with
	// constraintsForce come after an input with constraintsRegular. In
	// other words, though we may have negative `changeOutput` from
	// including force sweeps, `inputYield` should always increase when
	// adding regular inputs.
	case constraintsForce:
		newSet.force = true

	// We are attaching a wallet input to raise the tx output value above
	// the dust limit.
	case constraintsWallet:
		// Skip this wallet input if adding it would lower the output
		// value.
		//
		// TODO(yy): change to inputYield < 0 to allow sweeping for
		// UTXO aggregation only?
		if inputYield <= 0 {
			log.Debugf("Rejected wallet input=%v due to negative "+
				"yield=%v", value, inputYield)

			return nil
		}

		// Calculate the total value that we spend in this tx from the
		// wallet if we'd add this wallet input.
		newSet.walletInputTotal += value

		// In any case, we don't want to lose money by sweeping. If we
		// don't get more out of the tx than we put in ourselves, do not
		// add this wallet input. If there is at least one force sweep
		// in the set, this does no longer apply.
		//
		// We should only add wallet inputs to get the tx output value
		// above the dust limit, otherwise we'd only burn into fees.
		// This is guarded by tryAddWalletInputsIfNeeded.
		//
		// TODO(joostjager): Possibly require a max ratio between the
		// value of the wallet input and what we get out of this
		// transaction. To prevent attaching and locking a big utxo for
		// very little benefit.
		if newSet.force {
			break
		}

		// TODO(yy): change from `>=` to `>` to allow non-negative
		// sweeping - we won't gain more coins from this sweep, but
		// aggregating small UTXOs.
		if newSet.walletInputTotal >= newSet.totalOutput() {
			// TODO(yy): further check this case as it seems we can
			// never reach here because it'd mean `inputYield` is
			// already <= 0?
			log.Debugf("Rejecting wallet input of %v, because it "+
				"would make a negative yielding transaction "+
				"(%v)", value,
				newSet.totalOutput()-newSet.walletInputTotal)

			return nil
		}
	}

	return &newSet
}

// add adds a new input to the set. It returns a bool indicating whether the
// input was added to the set. An input is rejected if it decreases the tx
// output value after paying fees.
func (t *txInputSet) add(input input.Input, constraints addConstraints) bool {
	newState := t.addToState(input, constraints)
	if newState == nil {
		return false
	}

	t.txInputSetState = *newState

	return true
}

// addPositiveYieldInputs adds sweepableInputs that have a positive yield to the
// input set. This function assumes that the list of inputs is sorted descending
// by yield.
//
// TODO(roasbeef): Consider including some negative yield inputs too to clean
// up the utxo set even if it costs us some fees up front.  In the spirit of
// minimizing any negative externalities we cause for the Bitcoin system as a
// whole.
func (t *txInputSet) addPositiveYieldInputs(sweepableInputs []txInput) {
	for i, inp := range sweepableInputs {
		// Apply relaxed constraints for force sweeps.
		constraints := constraintsRegular
		if inp.parameters().Force {
			constraints = constraintsForce
		}

		// Try to add the input to the transaction. If that doesn't
		// succeed because it wouldn't increase the output value,
		// return. Assuming inputs are sorted by yield, any further
		// inputs wouldn't increase the output value either.
		if !t.add(inp, constraints) {
			var rem []input.Input
			for j := i; j < len(sweepableInputs); j++ {
				rem = append(rem, sweepableInputs[j])
			}
			log.Debugf("%d negative yield inputs not added to "+
				"input set: %v", len(rem),
				inputTypeSummary(rem))
			return
		}

		log.Debugf("Added positive yield input %v to input set",
			inputTypeSummary([]input.Input{inp}))
	}

	// We managed to add all inputs to the set.
}

// tryAddWalletInputsIfNeeded retrieves utxos from the wallet and tries adding
// as many as required to bring the tx output value above the given minimum.
func (t *txInputSet) tryAddWalletInputsIfNeeded() error {
	// If we've already have enough to pay the transaction fees and have at
	// least one output materialize, no action is needed.
	if t.enoughInput() {
		return nil
	}

	// Retrieve wallet utxos. Only consider confirmed utxos to prevent
	// problems around RBF rules for unconfirmed inputs. This currently
	// ignores the configured coin selection strategy.
	utxos, err := t.wallet.ListUnspentWitnessFromDefaultAccount(
		1, math.MaxInt32,
	)
	if err != nil {
		return err
	}

	// Sort the UTXOs by putting smaller values at the start of the slice
	// to avoid locking large UTXO for sweeping.
	//
	// TODO(yy): add more choices to CoinSelectionStrategy and use the
	// configured value here.
	sort.Slice(utxos, func(i, j int) bool {
		return utxos[i].Value < utxos[j].Value
	})

	for _, utxo := range utxos {
		input, err := createWalletTxInput(utxo)
		if err != nil {
			return err
		}

		// If the wallet input isn't positively-yielding at this fee
		// rate, skip it.
		if !t.add(input, constraintsWallet) {
			continue
		}

		// Return if we've reached the minimum output amount.
		if t.enoughInput() {
			return nil
		}
	}

	// We were not able to reach the minimum output amount.
	return nil
}

// createWalletTxInput converts a wallet utxo into an object that can be added
// to the other inputs to sweep.
func createWalletTxInput(utxo *lnwallet.Utxo) (input.Input, error) {
	signDesc := &input.SignDescriptor{
		Output: &wire.TxOut{
			PkScript: utxo.PkScript,
			Value:    int64(utxo.Value),
		},
		HashType: txscript.SigHashAll,
	}

	var witnessType input.WitnessType
	switch utxo.AddressType {
	case lnwallet.WitnessPubKey:
		witnessType = input.WitnessKeyHash
	case lnwallet.NestedWitnessPubKey:
		witnessType = input.NestedWitnessKeyHash
	case lnwallet.TaprootPubkey:
		witnessType = input.TaprootPubKeySpend
		signDesc.HashType = txscript.SigHashDefault
	default:
		return nil, fmt.Errorf("unknown address type %v",
			utxo.AddressType)
	}

	// A height hint doesn't need to be set, because we don't monitor these
	// inputs for spend.
	heightHint := uint32(0)

	return input.NewBaseInput(
		&utxo.OutPoint, witnessType, signDesc, heightHint,
	), nil
}