9915780197

Committed 13 Jul 2024 12:30AM UTC coverage: 49.268% (-9.1%) from 58.413%

Build # 9915780197

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Merge pull request #8653 from ProofOfKeags/fn-prim

DynComms [0/n]: `fn` package additions

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25.83

/lnwallet/chainfee/estimator.go

package chainfee

import (
        "encoding/json"
        "errors"
        "fmt"
        "io"
        "math"
        prand "math/rand"
        "net"
        "net/http"
        "sync"
        "time"

        "github.com/btcsuite/btcd/btcutil"
        "github.com/btcsuite/btcd/rpcclient"
)

const (
        // MaxBlockTarget is the highest number of blocks confirmations that
        // a WebAPIEstimator will cache fees for. This number is chosen
        // because it's the highest number of confs bitcoind will return a fee
        // estimate for.
        MaxBlockTarget uint32 = 1008

        // minBlockTarget is the lowest number of blocks confirmations that
        // a WebAPIEstimator will cache fees for. Requesting an estimate for
        // less than this will result in an error.
        minBlockTarget uint32 = 1

        // WebAPIConnectionTimeout specifies the timeout value for connecting
        // to the api source.
        WebAPIConnectionTimeout = 5 * time.Second

        // WebAPIResponseTimeout specifies the timeout value for receiving a
        // fee response from the api source.
        WebAPIResponseTimeout = 10 * time.Second

        // economicalFeeMode is a mode that bitcoind uses to serve
        // non-conservative fee estimates. These fee estimates are less
        // resistant to shocks.
        economicalFeeMode = "ECONOMICAL"

        // filterCapConfTarget is the conf target that will be used to cap our
        // minimum feerate if we used the median of our peers' feefilter
        // values.
        filterCapConfTarget = uint32(1)
)

var (
        // errNoFeeRateFound is used when a given conf target cannot be found
        // from the fee estimator.
        errNoFeeRateFound = errors.New("no fee estimation for block target")

        // errEmptyCache is used when the fee rate cache is empty.
        errEmptyCache = errors.New("fee rate cache is empty")
)

// Estimator provides the ability to estimate on-chain transaction fees for
// various combinations of transaction sizes and desired confirmation time
// (measured by number of blocks).
type Estimator interface {
        // EstimateFeePerKW takes in a target for the number of blocks until an
        // initial confirmation and returns the estimated fee expressed in
        // sat/kw.
        EstimateFeePerKW(numBlocks uint32) (SatPerKWeight, error)

        // Start signals the Estimator to start any processes or goroutines
        // it needs to perform its duty.
        Start() error

        // Stop stops any spawned goroutines and cleans up the resources used
        // by the fee estimator.
        Stop() error

        // RelayFeePerKW returns the minimum fee rate required for transactions
        // to be relayed. This is also the basis for calculation of the dust
        // limit.
        RelayFeePerKW() SatPerKWeight
}

// StaticEstimator will return a static value for all fee calculation requests.
// It is designed to be replaced by a proper fee calculation implementation.
// The fees are not accessible directly, because changing them would not be
// thread safe.
type StaticEstimator struct {
        // feePerKW is the static fee rate in satoshis-per-vbyte that will be
        // returned by this fee estimator.
        feePerKW SatPerKWeight

        // relayFee is the minimum fee rate required for transactions to be
        // relayed.
        relayFee SatPerKWeight
}

// NewStaticEstimator returns a new static fee estimator instance.
func NewStaticEstimator(feePerKW, relayFee SatPerKWeight) *StaticEstimator {
        return &StaticEstimator{
                feePerKW: feePerKW,
                relayFee: relayFee,
        }
}

// EstimateFeePerKW will return a static value for fee calculations.
//
// NOTE: This method is part of the Estimator interface.
func (e StaticEstimator) EstimateFeePerKW(numBlocks uint32) (SatPerKWeight, error) {
        return e.feePerKW, nil
}

// RelayFeePerKW returns the minimum fee rate required for transactions to be
// relayed.
//
// NOTE: This method is part of the Estimator interface.
func (e StaticEstimator) RelayFeePerKW() SatPerKWeight {
        return e.relayFee
}

// 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 (e StaticEstimator) Start() error {
        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 (e StaticEstimator) Stop() error {
        return nil
}

// A compile-time assertion to ensure that StaticFeeEstimator implements the
// Estimator interface.
var _ Estimator = (*StaticEstimator)(nil)

// BtcdEstimator is an implementation of the Estimator interface backed
// by the RPC interface of an active btcd node. This implementation will proxy
// any fee estimation requests to btcd's RPC interface.
type BtcdEstimator struct {
        // fallbackFeePerKW is the fall back fee rate in sat/kw that is returned
        // if the fee estimator does not yet have enough data to actually
        // produce fee estimates.
        fallbackFeePerKW SatPerKWeight

        // minFeeManager is used to query the current minimum fee, in sat/kw,
        // that we should enforce. This will be used to determine fee rate for
        // a transaction when the estimated fee rate is too low to allow the
        // transaction to propagate through the network.
        minFeeManager *minFeeManager

        btcdConn *rpcclient.Client

        // filterManager uses our peer's feefilter values to determine a
        // suitable feerate to use that will allow successful transaction
        // propagation.
        filterManager *filterManager
}

// NewBtcdEstimator creates a new BtcdEstimator given a fully populated
// rpc config that is able to successfully connect and authenticate with the
// btcd node, and also a fall back fee rate. The fallback fee rate is used in
// the occasion that the estimator has insufficient data, or returns zero for a
// fee estimate.
func NewBtcdEstimator(rpcConfig rpcclient.ConnConfig,
        fallBackFeeRate SatPerKWeight) (*BtcdEstimator, error) {

        rpcConfig.DisableConnectOnNew = true
        rpcConfig.DisableAutoReconnect = false
        chainConn, err := rpcclient.New(&rpcConfig, nil)
        if err != nil {
                return nil, err
        }

        fetchCb := func() ([]SatPerKWeight, error) {
                return fetchBtcdFilters(chainConn)
        }

        return &BtcdEstimator{
                fallbackFeePerKW: fallBackFeeRate,
                btcdConn:         chainConn,
                filterManager:    newFilterManager(fetchCb),
        }, 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 (b *BtcdEstimator) Start() error {
        if err := b.btcdConn.Connect(20); err != nil {
                return err
        }

        // Once the connection to the backend node has been established, we
        // can initialise the minimum relay fee manager which queries the
        // chain backend for the minimum relay fee on construction.
        minRelayFeeManager, err := newMinFeeManager(
                defaultUpdateInterval, b.fetchMinRelayFee,
        )
        if err != nil {
                return err
        }
        b.minFeeManager = minRelayFeeManager

        b.filterManager.Start()

        return nil
}

// fetchMinRelayFee fetches and returns the minimum relay fee in sat/kb from
// the btcd backend.
func (b *BtcdEstimator) fetchMinRelayFee() (SatPerKWeight, error) {
        info, err := b.btcdConn.GetInfo()
        if err != nil {
                return 0, err
        }

        relayFee, err := btcutil.NewAmount(info.RelayFee)
        if err != nil {
                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(relayFee).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 *BtcdEstimator) Stop() error {
        b.filterManager.Stop()

        b.btcdConn.Shutdown()

        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 *BtcdEstimator) EstimateFeePerKW(numBlocks uint32) (SatPerKWeight, error) {
        feeEstimate, err := b.fetchEstimate(numBlocks)
        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 *BtcdEstimator) 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)
        }

        return chooseMinFee(
                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 *BtcdEstimator) fetchEstimate(confTarget uint32) (SatPerKWeight, error) {
        satPerKw, err := b.fetchEstimateInner(confTarget)
        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 *BtcdEstimator) fetchEstimateInner(confTarget uint32) (SatPerKWeight,
        error) {

        // First, we'll fetch the estimate for our confirmation target.
        btcPerKB, err := b.btcdConn.EstimateFee(int64(confTarget))
        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(btcPerKB)
        if err != nil {
                return 0, err
        }

        // 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
}

// A compile-time assertion to ensure that BtcdEstimator implements the
// Estimator interface.
var _ Estimator = (*BtcdEstimator)(nil)

// BitcoindEstimator is an implementation of the Estimator interface backed by
// the RPC interface of an active bitcoind node. This implementation will proxy
// any fee estimation requests to bitcoind's RPC interface.
type BitcoindEstimator struct {
        // fallbackFeePerKW is the fallback fee rate in sat/kw that is returned
        // if the fee estimator does not yet have enough data to actually
        // produce fee estimates.
        fallbackFeePerKW SatPerKWeight

        // minFeeManager is used to keep track of the minimum fee, in sat/kw,
        // that we should enforce. This will be used as the default fee rate
        // for a transaction when the estimated fee rate is too low to allow
        // the transaction to propagate through the network.
        minFeeManager *minFeeManager

        // feeMode is the estimate_mode to use when calling "estimatesmartfee".
        // It can be either "ECONOMICAL" or "CONSERVATIVE", and it's default
        // to "CONSERVATIVE".
        feeMode string

        // TODO(ziggie): introduce an interface for the client to enhance
        // testability of the estimator.
        bitcoindConn *rpcclient.Client

        // filterManager uses our peer's feefilter values to determine a
        // suitable feerate to use that will allow successful transaction
        // propagation.
        filterManager *filterManager
}

// NewBitcoindEstimator creates a new BitcoindEstimator given a fully populated
// rpc config that is able to successfully connect and authenticate with the
// bitcoind node, and also a fall back fee rate. The fallback fee rate is used
// in the occasion that the estimator has insufficient data, or returns zero
// for a fee estimate.
func NewBitcoindEstimator(rpcConfig rpcclient.ConnConfig, feeMode string,
        fallBackFeeRate SatPerKWeight) (*BitcoindEstimator, error) {

        rpcConfig.DisableConnectOnNew = true
        rpcConfig.DisableAutoReconnect = false
        rpcConfig.DisableTLS = true
        rpcConfig.HTTPPostMode = true
        chainConn, err := rpcclient.New(&rpcConfig, nil)
        if err != nil {
                return nil, err
        }

        fetchCb := func() ([]SatPerKWeight, error) {
                return fetchBitcoindFilters(chainConn)
        }

        return &BitcoindEstimator{
                fallbackFeePerKW: fallBackFeeRate,
                bitcoindConn:     chainConn,
                feeMode:          feeMode,
                filterManager:    newFilterManager(fetchCb),
        }, 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 (b *BitcoindEstimator) Start() error {
        // Once the connection to the backend node has been established, we'll
        // initialise the minimum relay fee manager which will query
        // the backend node for its minimum mempool fee.
        relayFeeManager, err := newMinFeeManager(
                defaultUpdateInterval,
                b.fetchMinMempoolFee,
        )
        if err != nil {
                return err
        }
        b.minFeeManager = relayFeeManager

        b.filterManager.Start()

        return nil
}

// fetchMinMempoolFee is used to fetch the minimum fee that the backend node
// requires for a tx to enter its mempool. The returned fee will be the
// maximum of the minimum relay fee and the minimum mempool fee.
func (b *BitcoindEstimator) fetchMinMempoolFee() (SatPerKWeight, error) {
        resp, err := b.bitcoindConn.RawRequest("getmempoolinfo", nil)
        if err != nil {
                return 0, err
        }

        // Parse the response to retrieve the min mempool fee in sat/KB.
        // mempoolminfee is the maximum of minrelaytxfee and
        // minimum mempool fee
        info := struct {
                MempoolMinFee float64 `json:"mempoolminfee"`
        }{}
        if err := json.Unmarshal(resp, &info); err != nil {
                return 0, err
        }

        minMempoolFee, err := btcutil.NewAmount(info.MempoolMinFee)
        if err != nil {
                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 {
        b.filterManager.Stop()
        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,
                )
                numBlocks = MaxBlockTarget
        }

        feeEstimate, err := b.fetchEstimate(numBlocks, b.feeMode)
        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(
                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 {
        // GetFeeMap will query the web API, parse the response and return a
        // map of confirmation targets to sat/kw fees.
        GetFeeMap() (map[uint32]uint32, 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
}

// 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) (
        map[uint32]uint32, error) {

        type jsonResp struct {
                FeeByBlockTarget map[uint32]uint32 `json:"fee_by_block_target"`
        }

        resp := jsonResp{
                FeeByBlockTarget: make(map[uint32]uint32),
        }
        jsonReader := json.NewDecoder(r)
        if err := jsonReader.Decode(&resp); err != nil {
                return nil, err
        }

        return resp.FeeByBlockTarget, nil
}

// GetFeeMap will query the web API, parse the response and return a map of
// confirmation targets to sat/kw fees.
func (s SparseConfFeeSource) GetFeeMap() (map[uint32]uint32, 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 nil, 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.
        feesByBlockTarget, err := s.parseResponse(resp.Body)
        if err != nil {
                log.Errorf("unable to parse fee api response: %v", err)

                return nil, err
        }

        return feesByBlockTarget, 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 sync.Once
        stopped sync.Once

        // 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

        // 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 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 {
        // No update loop is needed when we don't cache.
        if w.noCache {
                return nil
        }

        var err error
        w.started.Do(func() {
                log.Infof("Starting web API fee estimator")

                feeUpdateTimeout := w.randomFeeUpdateTimeout()

                log.Infof("Web API fee estimator using update timeout of %v",
                        feeUpdateTimeout)

                w.updateFeeTicker = time.NewTicker(feeUpdateTimeout)
                w.updateFeeEstimates()

                w.wg.Add(1)
                go w.feeUpdateManager()

        })
        return err
}

// 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 {
        // Update loop is not running when we don't cache.
        if w.noCache {
                return nil
        }

        w.stopped.Do(func() {
                log.Infof("Stopping web API fee estimator")

                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 {
        return FeePerKwFloor
}

// 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.
        feesByBlockTarget, err := w.apiSource.GetFeeMap()
        if err != nil {
                log.Errorf("unable to get fee response: %v", err)
                return
        }

        w.feesMtx.Lock()
        w.feeByBlockTarget = feesByBlockTarget
        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)

lightningnetwork / lnd / 9915780197

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