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lightningnetwork / lnd / 9915780197

13 Jul 2024 12:30AM UTC coverage: 49.268% (-9.1%) from 58.413%
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Merge pull request #8653 from ProofOfKeags/fn-prim

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

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81.25
/lnwallet/chanfunding/coin_select.go
1
package chanfunding
2

3
import (
4
        "errors"
5
        "fmt"
6

7
        "github.com/btcsuite/btcd/btcutil"
8
        "github.com/btcsuite/btcd/txscript"
9
        "github.com/btcsuite/btcwallet/wallet"
10
        "github.com/lightningnetwork/lnd/input"
11
        "github.com/lightningnetwork/lnd/lnwallet/chainfee"
12
)
13

14
// ErrInsufficientFunds is a type matching the error interface which is
15
// returned when coin selection for a new funding transaction fails due to
16
// having an insufficient amount of confirmed funds.
17
type ErrInsufficientFunds struct {
18
        amountAvailable btcutil.Amount
19
        amountSelected  btcutil.Amount
20
}
21

22
// Error returns a human-readable string describing the error.
23
func (e *ErrInsufficientFunds) Error() string {
3✔
24
        return fmt.Sprintf("not enough witness outputs to create funding "+
3✔
25
                "transaction, need %v only have %v available",
3✔
26
                e.amountAvailable, e.amountSelected)
3✔
27
}
3✔
28

29
// errUnsupportedInput is a type matching the error interface, which is returned
30
// when trying to calculate the fee of a transaction that references an
31
// unsupported script in the outpoint of a transaction input.
32
type errUnsupportedInput struct {
33
        PkScript []byte
34
}
35

36
// Error returns a human-readable string describing the error.
37
func (e *errUnsupportedInput) Error() string {
×
38
        return fmt.Sprintf("unsupported address type: %x", e.PkScript)
×
39
}
×
40

41
// ChangeAddressType is an enum-like type that describes the type of change
42
// address that should be generated for a transaction.
43
type ChangeAddressType uint8
44

45
const (
46
        // P2WKHChangeAddress indicates that the change output should be a
47
        // P2WKH output.
48
        P2WKHChangeAddress ChangeAddressType = 0
49

50
        // P2TRChangeAddress indicates that the change output should be a
51
        // P2TR output.
52
        P2TRChangeAddress ChangeAddressType = 1
53

54
        // ExistingChangeAddress indicates that the coin selection algorithm
55
        // should assume an existing output will be used for any change, meaning
56
        // that the change amount calculated will be added to an existing output
57
        // and no weight for a new change output should be assumed. The caller
58
        // must assert that the output value of the selected existing output
59
        // already is above dust when using this change address type.
60
        ExistingChangeAddress ChangeAddressType = 2
61
)
62

63
// selectInputs selects a slice of inputs necessary to meet the specified
64
// selection amount. If input selection is unable to succeed due to insufficient
65
// funds, a non-nil error is returned. Additionally, the total amount of the
66
// selected coins are returned in order for the caller to properly handle
67
// change+fees.
68
func selectInputs(amt btcutil.Amount, coins []wallet.Coin,
69
        strategy wallet.CoinSelectionStrategy,
70
        feeRate chainfee.SatPerKWeight) (btcutil.Amount, []wallet.Coin, error) {
3✔
71

3✔
72
        // All coin selection code in the btcwallet library requires sat/KB.
3✔
73
        feeSatPerKB := btcutil.Amount(feeRate.FeePerKVByte())
3✔
74

3✔
75
        arrangedCoins, err := strategy.ArrangeCoins(coins, feeSatPerKB)
3✔
76
        if err != nil {
3✔
77
                return 0, nil, err
×
78
        }
×
79

80
        satSelected := btcutil.Amount(0)
3✔
81
        for i, coin := range arrangedCoins {
6✔
82
                satSelected += btcutil.Amount(coin.Value)
3✔
83
                if satSelected >= amt {
6✔
84
                        return satSelected, arrangedCoins[:i+1], nil
3✔
85
                }
3✔
86
        }
87

88
        return 0, nil, &ErrInsufficientFunds{amt, satSelected}
3✔
89
}
90

91
// calculateFees returns for the specified utxos and fee rate two fee
92
// estimates, one calculated using a change output and one without. The weight
93
// added to the estimator from a change output is for a P2WKH output.
94
func calculateFees(utxos []wallet.Coin, feeRate chainfee.SatPerKWeight,
95
        existingWeight input.TxWeightEstimator,
96
        changeType ChangeAddressType) (btcutil.Amount, btcutil.Amount, error) {
3✔
97

3✔
98
        weightEstimate := existingWeight
3✔
99
        for _, utxo := range utxos {
6✔
100
                switch {
3✔
101
                case txscript.IsPayToWitnessPubKeyHash(utxo.PkScript):
3✔
102
                        weightEstimate.AddP2WKHInput()
3✔
103

104
                case txscript.IsPayToScriptHash(utxo.PkScript):
3✔
105
                        weightEstimate.AddNestedP2WKHInput()
3✔
106

107
                case txscript.IsPayToTaproot(utxo.PkScript):
3✔
108
                        weightEstimate.AddTaprootKeySpendInput(
3✔
109
                                txscript.SigHashDefault,
3✔
110
                        )
3✔
111

112
                default:
×
113
                        return 0, 0, &errUnsupportedInput{utxo.PkScript}
×
114
                }
115
        }
116

117
        // Estimate the fee required for a transaction without a change
118
        // output.
119
        totalWeight := weightEstimate.Weight()
3✔
120
        requiredFeeNoChange := feeRate.FeeForWeight(totalWeight)
3✔
121

3✔
122
        // Estimate the fee required for a transaction with a change output.
3✔
123
        switch changeType {
3✔
124
        case P2WKHChangeAddress:
×
125
                weightEstimate.AddP2WKHOutput()
×
126

127
        case P2TRChangeAddress:
3✔
128
                weightEstimate.AddP2TROutput()
3✔
129

130
        case ExistingChangeAddress:
3✔
131
                // Don't add an extra output.
132

133
        default:
×
134
                return 0, 0, fmt.Errorf("unknown change address type: %v",
×
135
                        changeType)
×
136
        }
137

138
        // Now that we have added the change output, redo the fee
139
        // estimate.
140
        totalWeight = weightEstimate.Weight()
3✔
141
        requiredFeeWithChange := feeRate.FeeForWeight(totalWeight)
3✔
142

3✔
143
        return requiredFeeNoChange, requiredFeeWithChange, nil
3✔
144
}
145

146
// sanityCheckFee checks if the specified fee amounts to over 20% of the total
147
// output amount and raises an error.
148
func sanityCheckFee(totalOut, fee btcutil.Amount) error {
3✔
149
        // Fail if more than 20% goes to fees.
3✔
150
        // TODO(halseth): smarter fee limit. Make configurable or dynamic wrt
3✔
151
        // total funding size?
3✔
152
        if fee > totalOut/5 {
3✔
153
                return fmt.Errorf("fee %v on total output value %v", fee,
×
154
                        totalOut)
×
155
        }
×
156
        return nil
3✔
157
}
158

159
// CoinSelect attempts to select a sufficient amount of coins, including a
160
// change output to fund amt satoshis, adhering to the specified fee rate. The
161
// specified fee rate should be expressed in sat/kw for coin selection to
162
// function properly.
163
func CoinSelect(feeRate chainfee.SatPerKWeight, amt, dustLimit btcutil.Amount,
164
        coins []wallet.Coin, strategy wallet.CoinSelectionStrategy,
165
        existingWeight input.TxWeightEstimator,
166
        changeType ChangeAddressType) ([]wallet.Coin, btcutil.Amount, error) {
3✔
167

3✔
168
        amtNeeded := amt
3✔
169
        for {
6✔
170
                // First perform an initial round of coin selection to estimate
3✔
171
                // the required fee.
3✔
172
                totalSat, selectedUtxos, err := selectInputs(
3✔
173
                        amtNeeded, coins, strategy, feeRate,
3✔
174
                )
3✔
175
                if err != nil {
6✔
176
                        return nil, 0, err
3✔
177
                }
3✔
178

179
                // Obtain fee estimates both with and without using a change
180
                // output.
181
                requiredFeeNoChange, requiredFeeWithChange, err := calculateFees(
3✔
182
                        selectedUtxos, feeRate, existingWeight, changeType,
3✔
183
                )
3✔
184
                if err != nil {
3✔
185
                        return nil, 0, err
×
186
                }
×
187

188
                changeAmount, newAmtNeeded, err := CalculateChangeAmount(
3✔
189
                        totalSat, amt, requiredFeeNoChange,
3✔
190
                        requiredFeeWithChange, dustLimit, changeType,
3✔
191
                )
3✔
192
                if err != nil {
3✔
193
                        return nil, 0, err
×
194
                }
×
195

196
                // Need another round, the selected coins aren't enough to pay
197
                // for the fees.
198
                if newAmtNeeded != 0 {
3✔
199
                        amtNeeded = newAmtNeeded
×
200

×
201
                        continue
×
202
                }
203

204
                // Coin selection was successful.
205
                return selectedUtxos, changeAmount, nil
3✔
206
        }
207
}
208

209
// CalculateChangeAmount calculates the change amount being left over when the
210
// given total amount of sats is provided as inputs for the required output
211
// amount. The calculation takes into account that we might not want to add a
212
// change output if the change amount is below the dust limit. The first amount
213
// returned is the change amount. If that is non-zero, change is left over and
214
// should be dealt with. The second amount, if non-zero, indicates that the
215
// total input amount was just not enough to pay for the required amount and
216
// fees and that more coins need to be selected.
217
func CalculateChangeAmount(totalInputAmt, requiredAmt, requiredFeeNoChange,
218
        requiredFeeWithChange, dustLimit btcutil.Amount,
219
        changeType ChangeAddressType) (btcutil.Amount, btcutil.Amount, error) {
3✔
220

3✔
221
        // This is just a sanity check to make sure the function is used
3✔
222
        // correctly.
3✔
223
        if changeType == ExistingChangeAddress &&
3✔
224
                requiredFeeNoChange != requiredFeeWithChange {
3✔
225

×
226
                return 0, 0, fmt.Errorf("when using existing change address, " +
×
227
                        "the fees for with or without change must be the same")
×
228
        }
×
229

230
        // The difference between the selected amount and the amount
231
        // requested will be used to pay fees, and generate a change
232
        // output with the remaining.
233
        overShootAmt := totalInputAmt - requiredAmt
3✔
234

3✔
235
        var changeAmt btcutil.Amount
3✔
236

3✔
237
        switch {
3✔
238
        // If the excess amount isn't enough to pay for fees based on
239
        // fee rate and estimated size without using a change output,
240
        // then increase the requested coin amount by the estimate
241
        // required fee without using change, performing another round
242
        // of coin selection.
243
        case overShootAmt < requiredFeeNoChange:
×
244
                return 0, requiredAmt + requiredFeeNoChange, nil
×
245

246
        // If sufficient funds were selected to cover the fee required
247
        // to include a change output, the remainder will be our change
248
        // amount.
249
        case overShootAmt > requiredFeeWithChange:
3✔
250
                changeAmt = overShootAmt - requiredFeeWithChange
3✔
251

252
        // Otherwise we have selected enough to pay for a tx without a
253
        // change output.
254
        default:
3✔
255
                changeAmt = 0
3✔
256
        }
257

258
        // In case we would end up with a dust output if we created a
259
        // change output, we instead just let the dust amount go to
260
        // fees. Unless we want the change to go to an existing output,
261
        // in that case we can increase that output value by any amount.
262
        if changeAmt < dustLimit && changeType != ExistingChangeAddress {
6✔
263
                changeAmt = 0
3✔
264
        }
3✔
265

266
        // Sanity check the resulting output values to make sure we
267
        // don't burn a great part to fees.
268
        totalOut := requiredAmt + changeAmt
3✔
269
        err := sanityCheckFee(totalOut, totalInputAmt-totalOut)
3✔
270
        if err != nil {
3✔
271
                return 0, 0, err
×
272
        }
×
273

274
        return changeAmt, 0, nil
3✔
275
}
276

277
// CoinSelectSubtractFees attempts to select coins such that we'll spend up to
278
// amt in total after fees, adhering to the specified fee rate. The selected
279
// coins, the final output and change values are returned.
280
func CoinSelectSubtractFees(feeRate chainfee.SatPerKWeight, amt,
281
        dustLimit btcutil.Amount, coins []wallet.Coin,
282
        strategy wallet.CoinSelectionStrategy,
283
        existingWeight input.TxWeightEstimator,
284
        changeType ChangeAddressType) ([]wallet.Coin, btcutil.Amount,
285
        btcutil.Amount, error) {
3✔
286

3✔
287
        // First perform an initial round of coin selection to estimate
3✔
288
        // the required fee.
3✔
289
        totalSat, selectedUtxos, err := selectInputs(
3✔
290
                amt, coins, strategy, feeRate,
3✔
291
        )
3✔
292
        if err != nil {
3✔
293
                return nil, 0, 0, err
×
294
        }
×
295

296
        // Obtain fee estimates both with and without using a change
297
        // output.
298
        requiredFeeNoChange, requiredFeeWithChange, err := calculateFees(
3✔
299
                selectedUtxos, feeRate, existingWeight, changeType,
3✔
300
        )
3✔
301
        if err != nil {
3✔
302
                return nil, 0, 0, err
×
303
        }
×
304

305
        // For a transaction without a change output, we'll let everything go
306
        // to our multi-sig output after subtracting fees.
307
        outputAmt := totalSat - requiredFeeNoChange
3✔
308
        changeAmt := btcutil.Amount(0)
3✔
309

3✔
310
        // If the output is too small after subtracting the fee, the coin
3✔
311
        // selection cannot be performed with an amount this small.
3✔
312
        if outputAmt < dustLimit {
6✔
313
                return nil, 0, 0, fmt.Errorf("output amount(%v) after "+
3✔
314
                        "subtracting fees(%v) below dust limit(%v)", outputAmt,
3✔
315
                        requiredFeeNoChange, dustLimit)
3✔
316
        }
3✔
317

318
        // For a transaction with a change output, everything we don't spend
319
        // will go to change.
320
        newOutput := amt - requiredFeeWithChange
3✔
321
        newChange := totalSat - amt
3✔
322

3✔
323
        // If adding a change output leads to both outputs being above
3✔
324
        // the dust limit, we'll add the change output. Otherwise we'll
3✔
325
        // go with the no change tx we originally found.
3✔
326
        if newChange >= dustLimit && newOutput >= dustLimit {
6✔
327
                outputAmt = newOutput
3✔
328
                changeAmt = newChange
3✔
329
        }
3✔
330

331
        // Sanity check the resulting output values to make sure we
332
        // don't burn a great part to fees.
333
        totalOut := outputAmt + changeAmt
3✔
334
        err = sanityCheckFee(totalOut, totalSat-totalOut)
3✔
335
        if err != nil {
3✔
336
                return nil, 0, 0, err
×
337
        }
×
338

339
        return selectedUtxos, outputAmt, changeAmt, nil
3✔
340
}
341

342
// CoinSelectUpToAmount attempts to select coins such that we'll select up to
343
// maxAmount exclusive of fees and optional reserve if sufficient funds are
344
// available. If insufficient funds are available this method selects all
345
// available coins.
346
func CoinSelectUpToAmount(feeRate chainfee.SatPerKWeight, minAmount, maxAmount,
347
        reserved, dustLimit btcutil.Amount, coins []wallet.Coin,
348
        strategy wallet.CoinSelectionStrategy,
349
        existingWeight input.TxWeightEstimator,
350
        changeType ChangeAddressType) ([]wallet.Coin, btcutil.Amount,
351
        btcutil.Amount, error) {
3✔
352

3✔
353
        var (
3✔
354
                // selectSubtractFee is tracking if our coin selection was
3✔
355
                // unsuccessful and whether we have to start a new round of
3✔
356
                // selecting coins considering fees.
3✔
357
                selectSubtractFee = false
3✔
358
                outputAmount      = maxAmount
3✔
359
        )
3✔
360

3✔
361
        // Get total balance from coins which we need for reserve considerations
3✔
362
        // and fee sanity checks.
3✔
363
        var totalBalance btcutil.Amount
3✔
364
        for _, coin := range coins {
6✔
365
                totalBalance += btcutil.Amount(coin.Value)
3✔
366
        }
3✔
367

368
        // First we try to select coins to create an output of the specified
369
        // maxAmount with or without a change output that covers the miner fee.
370
        selected, changeAmt, err := CoinSelect(
3✔
371
                feeRate, maxAmount, dustLimit, coins, strategy, existingWeight,
3✔
372
                changeType,
3✔
373
        )
3✔
374

3✔
375
        var errInsufficientFunds *ErrInsufficientFunds
3✔
376
        if err == nil { //nolint:gocritic,ifElseChain
6✔
377
                // If the coin selection succeeds we check if our total balance
3✔
378
                // covers the selected set of coins including fees plus an
3✔
379
                // optional anchor reserve.
3✔
380

3✔
381
                // First we sum up the value of all selected coins.
3✔
382
                var sumSelected btcutil.Amount
3✔
383
                for _, coin := range selected {
6✔
384
                        sumSelected += btcutil.Amount(coin.Value)
3✔
385
                }
3✔
386

387
                // We then subtract the change amount from the value of all
388
                // selected coins to obtain the actual amount that is selected.
389
                sumSelected -= changeAmt
3✔
390

3✔
391
                // Next we check if our total balance can cover for the selected
3✔
392
                // output plus the optional anchor reserve.
3✔
393
                if totalBalance-sumSelected < reserved {
3✔
394
                        // If our local balance is insufficient to cover for the
×
395
                        // reserve we try to select an output amount that uses
×
396
                        // our total balance minus reserve and fees.
×
397
                        selectSubtractFee = true
×
398
                }
×
399
        } else if errors.As(err, &errInsufficientFunds) {
6✔
400
                // If the initial coin selection fails due to insufficient funds
3✔
401
                // we select our total available balance minus fees.
3✔
402
                selectSubtractFee = true
3✔
403
        } else {
3✔
404
                return nil, 0, 0, err
×
405
        }
×
406

407
        // If we determined that our local balance is insufficient we check
408
        // our total balance minus fees and optional reserve.
409
        if selectSubtractFee {
6✔
410
                selected, outputAmount, changeAmt, err = CoinSelectSubtractFees(
3✔
411
                        feeRate, totalBalance-reserved, dustLimit, coins,
3✔
412
                        strategy, existingWeight, changeType,
3✔
413
                )
3✔
414
                if err != nil {
6✔
415
                        return nil, 0, 0, err
3✔
416
                }
3✔
417
        }
418

419
        // Sanity check the resulting output values to make sure we don't burn a
420
        // great part to fees.
421
        totalOut := outputAmount + changeAmt
3✔
422
        sum := func(coins []wallet.Coin) btcutil.Amount {
6✔
423
                var sum btcutil.Amount
3✔
424
                for _, coin := range coins {
6✔
425
                        sum += btcutil.Amount(coin.Value)
3✔
426
                }
3✔
427

428
                return sum
3✔
429
        }
430
        err = sanityCheckFee(totalOut, sum(selected)-totalOut)
3✔
431
        if err != nil {
3✔
432
                return nil, 0, 0, err
×
433
        }
×
434

435
        // In case the selected amount is lower than minimum funding amount we
436
        // must return an error. The minimum funding amount is determined
437
        // upstream and denotes either the minimum viable channel size or an
438
        // amount sufficient to cover for the initial remote balance.
439
        if outputAmount < minAmount {
6✔
440
                return nil, 0, 0, fmt.Errorf("available funds(%v) below the "+
3✔
441
                        "minimum amount(%v)", outputAmount, minAmount)
3✔
442
        }
3✔
443

444
        return selected, outputAmount, changeAmt, nil
3✔
445
}
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