Add LowerBoundedFeeEstimator to set FeeEstimator min rates

`LowerBoundedFeeEstimator` is a wrapper for `Deref`s to `FeeEstimator`s
that limits the get_est_sat_per_1000_weight() method to no less than 253
sats/kW.
This commit is contained in:
Duncan Dean 2022-06-29 14:59:07 +02:00
parent fda3819699
commit 9c0c3b0c95
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@ -13,6 +13,8 @@
//! Includes traits for monitoring and receiving notifications of new blocks and block
//! disconnections, transaction broadcasting, and feerate information requests.
use core::{cmp, ops::Deref};
use bitcoin::blockdata::transaction::Transaction;
/// An interface to send a transaction to the Bitcoin network.
@ -41,14 +43,78 @@ pub enum ConfirmationTarget {
pub trait FeeEstimator {
/// Gets estimated satoshis of fee required per 1000 Weight-Units.
///
/// Must return a value no smaller than 253 (ie 1 satoshi-per-byte rounded up to ensure later
/// round-downs don't put us below 1 satoshi-per-byte).
/// LDK will wrap this method and ensure that the value returned is no smaller than 253
/// (ie 1 satoshi-per-byte rounded up to ensure later round-downs don't put us below 1 satoshi-per-byte).
///
/// This method can be implemented with the following unit conversions:
/// The following unit conversions can be used to convert to sats/KW. Note that it is not
/// necessary to use max() as the minimum of 253 will be enforced by LDK:
/// * max(satoshis-per-byte * 250, 253)
/// * max(satoshis-per-kbyte / 4, 253)
fn get_est_sat_per_1000_weight(&self, confirmation_target: ConfirmationTarget) -> u32;
}
// We need `FeeEstimator` implemented so that in some places where we only have a shared
// reference to a `Deref` to a `FeeEstimator`, we can still wrap it.
impl<D: Deref> FeeEstimator for D where D::Target: FeeEstimator {
fn get_est_sat_per_1000_weight(&self, confirmation_target: ConfirmationTarget) -> u32 {
(**self).get_est_sat_per_1000_weight(confirmation_target)
}
}
/// Minimum relay fee as required by bitcoin network mempool policy.
pub const MIN_RELAY_FEE_SAT_PER_1000_WEIGHT: u64 = 4000;
/// Minimum feerate that takes a sane approach to bitcoind weight-to-vbytes rounding.
/// See the following Core Lightning commit for an explanation:
/// https://github.com/ElementsProject/lightning/commit/2e687b9b352c9092b5e8bd4a688916ac50b44af0
pub const FEERATE_FLOOR_SATS_PER_KW: u32 = 253;
/// Wraps a `Deref` to a `FeeEstimator` so that any fee estimations provided by it
/// are bounded below by `FEERATE_FLOOR_SATS_PER_KW` (253 sats/KW)
pub(crate) struct LowerBoundedFeeEstimator<F: Deref>(pub F) where F::Target: FeeEstimator;
impl<F: Deref> LowerBoundedFeeEstimator<F> where F::Target: FeeEstimator {
/// Creates a new `LowerBoundedFeeEstimator` which wraps the provided fee_estimator
pub fn new(fee_estimator: F) -> Self {
LowerBoundedFeeEstimator(fee_estimator)
}
pub fn get_est_sat_per_1000_weight(&self, confirmation_target: ConfirmationTarget) -> u32 {
cmp::max(
self.0.get_est_sat_per_1000_weight(confirmation_target),
FEERATE_FLOOR_SATS_PER_KW,
)
}
}
#[cfg(test)]
mod tests {
use super::{FEERATE_FLOOR_SATS_PER_KW, LowerBoundedFeeEstimator, ConfirmationTarget, FeeEstimator};
struct TestFeeEstimator {
sat_per_kw: u32,
}
impl FeeEstimator for TestFeeEstimator {
fn get_est_sat_per_1000_weight(&self, _: ConfirmationTarget) -> u32 {
self.sat_per_kw
}
}
#[test]
fn test_fee_estimator_less_than_floor() {
let sat_per_kw = FEERATE_FLOOR_SATS_PER_KW - 1;
let test_fee_estimator = &TestFeeEstimator { sat_per_kw };
let fee_estimator = LowerBoundedFeeEstimator::new(test_fee_estimator);
assert_eq!(fee_estimator.get_est_sat_per_1000_weight(ConfirmationTarget::Background), FEERATE_FLOOR_SATS_PER_KW);
}
#[test]
fn test_fee_estimator_greater_than_floor() {
let sat_per_kw = FEERATE_FLOOR_SATS_PER_KW + 1;
let test_fee_estimator = &TestFeeEstimator { sat_per_kw };
let fee_estimator = LowerBoundedFeeEstimator::new(test_fee_estimator);
assert_eq!(fee_estimator.get_est_sat_per_1000_weight(ConfirmationTarget::Background), sat_per_kw);
}
}