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lightningnetwork / lnd / 15561477203

10 Jun 2025 01:54PM UTC coverage: 58.351% (-10.1%) from 68.487%
15561477203

Pull #9356

github

web-flow
Merge 6440b25db into c6d6d4c0b
Pull Request #9356: lnrpc: add incoming/outgoing channel ids filter to forwarding history request

33 of 36 new or added lines in 2 files covered. (91.67%)

28366 existing lines in 455 files now uncovered.

97715 of 167461 relevant lines covered (58.35%)

1.81 hits per line

Source File
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80.24
/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
        // DefaultMaxFeeRatio is the default fee to total amount of outputs
63
        // ratio that is used to sanity check the fees of a transaction.
64
        DefaultMaxFeeRatio float64 = 0.2
65
)
66

67
// selectInputs selects a slice of inputs necessary to meet the specified
68
// selection amount. If input selection is unable to succeed due to insufficient
69
// funds, a non-nil error is returned. Additionally, the total amount of the
70
// selected coins are returned in order for the caller to properly handle
71
// change+fees.
72
func selectInputs(amt btcutil.Amount, coins []wallet.Coin,
73
        strategy wallet.CoinSelectionStrategy,
74
        feeRate chainfee.SatPerKWeight) (btcutil.Amount, []wallet.Coin, error) {
3✔
75

3✔
76
        // All coin selection code in the btcwallet library requires sat/KB.
3✔
77
        feeSatPerKB := btcutil.Amount(feeRate.FeePerKVByte())
3✔
78

3✔
79
        arrangedCoins, err := strategy.ArrangeCoins(coins, feeSatPerKB)
3✔
80
        if err != nil {
3✔
81
                return 0, nil, err
×
82
        }
×
83

84
        satSelected := btcutil.Amount(0)
3✔
85
        for i, coin := range arrangedCoins {
6✔
86
                satSelected += btcutil.Amount(coin.Value)
3✔
87
                if satSelected >= amt {
6✔
88
                        return satSelected, arrangedCoins[:i+1], nil
3✔
89
                }
3✔
90
        }
91

92
        return 0, nil, &ErrInsufficientFunds{amt, satSelected}
3✔
93
}
94

95
// calculateFees returns for the specified utxos and fee rate two fee
96
// estimates, one calculated using a change output and one without. The weight
97
// added to the estimator from a change output is for a P2WKH output.
98
func calculateFees(utxos []wallet.Coin, feeRate chainfee.SatPerKWeight,
99
        existingWeight input.TxWeightEstimator,
100
        changeType ChangeAddressType) (btcutil.Amount, btcutil.Amount, error) {
3✔
101

3✔
102
        weightEstimate := existingWeight
3✔
103
        for _, utxo := range utxos {
6✔
104
                switch {
3✔
105
                case txscript.IsPayToWitnessPubKeyHash(utxo.PkScript):
3✔
106
                        weightEstimate.AddP2WKHInput()
3✔
107

108
                case txscript.IsPayToScriptHash(utxo.PkScript):
3✔
109
                        weightEstimate.AddNestedP2WKHInput()
3✔
110

111
                case txscript.IsPayToTaproot(utxo.PkScript):
3✔
112
                        weightEstimate.AddTaprootKeySpendInput(
3✔
113
                                txscript.SigHashDefault,
3✔
114
                        )
3✔
115

UNCOV
116
                default:
×
UNCOV
117
                        return 0, 0, &errUnsupportedInput{utxo.PkScript}
×
118
                }
119
        }
120

121
        // Estimate the fee required for a transaction without a change
122
        // output.
123
        totalWeight := weightEstimate.Weight()
3✔
124
        requiredFeeNoChange := feeRate.FeeForWeight(totalWeight)
3✔
125

3✔
126
        // Estimate the fee required for a transaction with a change output.
3✔
127
        switch changeType {
3✔
128
        case P2WKHChangeAddress:
×
129
                weightEstimate.AddP2WKHOutput()
×
130

131
        case P2TRChangeAddress:
3✔
132
                weightEstimate.AddP2TROutput()
3✔
133

134
        case ExistingChangeAddress:
3✔
135
                // Don't add an extra output.
136

137
        default:
×
138
                return 0, 0, fmt.Errorf("unknown change address type: %v",
×
139
                        changeType)
×
140
        }
141

142
        // Now that we have added the change output, redo the fee
143
        // estimate.
144
        totalWeight = weightEstimate.Weight()
3✔
145
        requiredFeeWithChange := feeRate.FeeForWeight(totalWeight)
3✔
146

3✔
147
        return requiredFeeNoChange, requiredFeeWithChange, nil
3✔
148
}
149

150
// sanityCheckFee checks if the specified fee amounts to what the provided ratio
151
// allows.
152
func sanityCheckFee(totalOut, fee btcutil.Amount, maxFeeRatio float64) error {
3✔
153
        // Sanity check the maxFeeRatio itself.
3✔
154
        if maxFeeRatio <= 0.00 || maxFeeRatio > 1.00 {
3✔
UNCOV
155
                return fmt.Errorf("maxFeeRatio must be between 0.00 and 1.00 "+
×
UNCOV
156
                        "got %.2f", maxFeeRatio)
×
UNCOV
157
        }
×
158

159
        maxFee := btcutil.Amount(float64(totalOut) * maxFeeRatio)
3✔
160

3✔
161
        // Check that the fees do not exceed the max allowed value.
3✔
162
        if fee > maxFee {
3✔
UNCOV
163
                return fmt.Errorf("fee %v exceeds max fee (%v) on total "+
×
UNCOV
164
                        "output value %v with max fee ratio of %.2f", fee,
×
UNCOV
165
                        maxFee, totalOut, maxFeeRatio)
×
UNCOV
166
        }
×
167

168
        // All checks passed, we return nil to signal that the fees are valid.
169
        return nil
3✔
170
}
171

172
// CoinSelect attempts to select a sufficient amount of coins, including a
173
// change output to fund amt satoshis, adhering to the specified fee rate. The
174
// specified fee rate should be expressed in sat/kw for coin selection to
175
// function properly.
176
func CoinSelect(feeRate chainfee.SatPerKWeight, amt, dustLimit btcutil.Amount,
177
        coins []wallet.Coin, strategy wallet.CoinSelectionStrategy,
178
        existingWeight input.TxWeightEstimator,
179
        changeType ChangeAddressType, maxFeeRatio float64) ([]wallet.Coin,
180
        btcutil.Amount, error) {
3✔
181

3✔
182
        amtNeeded := amt
3✔
183
        for {
6✔
184
                // First perform an initial round of coin selection to estimate
3✔
185
                // the required fee.
3✔
186
                totalSat, selectedUtxos, err := selectInputs(
3✔
187
                        amtNeeded, coins, strategy, feeRate,
3✔
188
                )
3✔
189
                if err != nil {
6✔
190
                        return nil, 0, err
3✔
191
                }
3✔
192

193
                // Obtain fee estimates both with and without using a change
194
                // output.
195
                requiredFeeNoChange, requiredFeeWithChange, err := calculateFees(
3✔
196
                        selectedUtxos, feeRate, existingWeight, changeType,
3✔
197
                )
3✔
198
                if err != nil {
3✔
199
                        return nil, 0, err
×
200
                }
×
201

202
                changeAmount, newAmtNeeded, err := CalculateChangeAmount(
3✔
203
                        totalSat, amt, requiredFeeNoChange,
3✔
204
                        requiredFeeWithChange, dustLimit, changeType,
3✔
205
                        maxFeeRatio,
3✔
206
                )
3✔
207
                if err != nil {
3✔
UNCOV
208
                        return nil, 0, err
×
UNCOV
209
                }
×
210

211
                // Need another round, the selected coins aren't enough to pay
212
                // for the fees.
213
                if newAmtNeeded != 0 {
3✔
UNCOV
214
                        amtNeeded = newAmtNeeded
×
UNCOV
215

×
UNCOV
216
                        continue
×
217
                }
218

219
                // Coin selection was successful.
220
                return selectedUtxos, changeAmount, nil
3✔
221
        }
222
}
223

224
// CalculateChangeAmount calculates the change amount being left over when the
225
// given total amount of sats is provided as inputs for the required output
226
// amount. The calculation takes into account that we might not want to add a
227
// change output if the change amount is below the dust limit. The first amount
228
// returned is the change amount. If that is non-zero, change is left over and
229
// should be dealt with. The second amount, if non-zero, indicates that the
230
// total input amount was just not enough to pay for the required amount and
231
// fees and that more coins need to be selected.
232
func CalculateChangeAmount(totalInputAmt, requiredAmt, requiredFeeNoChange,
233
        requiredFeeWithChange, dustLimit btcutil.Amount,
234
        changeType ChangeAddressType, maxFeeRatio float64) (btcutil.Amount,
235
        btcutil.Amount, error) {
3✔
236

3✔
237
        // This is just a sanity check to make sure the function is used
3✔
238
        // correctly.
3✔
239
        if changeType == ExistingChangeAddress &&
3✔
240
                requiredFeeNoChange != requiredFeeWithChange {
3✔
UNCOV
241

×
UNCOV
242
                return 0, 0, fmt.Errorf("when using existing change address, " +
×
UNCOV
243
                        "the fees for with or without change must be the same")
×
UNCOV
244
        }
×
245

246
        // The difference between the selected amount and the amount
247
        // requested will be used to pay fees, and generate a change
248
        // output with the remaining.
249
        overShootAmt := totalInputAmt - requiredAmt
3✔
250

3✔
251
        var changeAmt btcutil.Amount
3✔
252

3✔
253
        switch {
3✔
254
        // If the excess amount isn't enough to pay for fees based on
255
        // fee rate and estimated size without using a change output,
256
        // then increase the requested coin amount by the estimate
257
        // required fee without using change, performing another round
258
        // of coin selection.
UNCOV
259
        case overShootAmt < requiredFeeNoChange:
×
UNCOV
260
                return 0, requiredAmt + requiredFeeNoChange, nil
×
261

262
        // If sufficient funds were selected to cover the fee required
263
        // to include a change output, the remainder will be our change
264
        // amount.
265
        case overShootAmt > requiredFeeWithChange:
3✔
266
                changeAmt = overShootAmt - requiredFeeWithChange
3✔
267

268
        // Otherwise we have selected enough to pay for a tx without a
269
        // change output.
270
        default:
3✔
271
                changeAmt = 0
3✔
272
        }
273

274
        // In case we would end up with a dust output if we created a
275
        // change output, we instead just let the dust amount go to
276
        // fees. Unless we want the change to go to an existing output,
277
        // in that case we can increase that output value by any amount.
278
        if changeAmt < dustLimit && changeType != ExistingChangeAddress {
6✔
279
                changeAmt = 0
3✔
280
        }
3✔
281

282
        // Sanity check the resulting output values to make sure we
283
        // don't burn a great part to fees.
284
        totalOut := requiredAmt + changeAmt
3✔
285

3✔
286
        err := sanityCheckFee(totalOut, totalInputAmt-totalOut, maxFeeRatio)
3✔
287
        if err != nil {
3✔
UNCOV
288
                return 0, 0, err
×
UNCOV
289
        }
×
290

291
        return changeAmt, 0, nil
3✔
292
}
293

294
// CoinSelectSubtractFees attempts to select coins such that we'll spend up to
295
// amt in total after fees, adhering to the specified fee rate. The selected
296
// coins, the final output and change values are returned.
297
func CoinSelectSubtractFees(feeRate chainfee.SatPerKWeight, amt,
298
        dustLimit btcutil.Amount, coins []wallet.Coin,
299
        strategy wallet.CoinSelectionStrategy,
300
        existingWeight input.TxWeightEstimator, changeType ChangeAddressType,
301
        maxFeeRatio float64) ([]wallet.Coin, btcutil.Amount, btcutil.Amount,
302
        error) {
3✔
303

3✔
304
        // First perform an initial round of coin selection to estimate
3✔
305
        // the required fee.
3✔
306
        totalSat, selectedUtxos, err := selectInputs(
3✔
307
                amt, coins, strategy, feeRate,
3✔
308
        )
3✔
309
        if err != nil {
3✔
310
                return nil, 0, 0, err
×
311
        }
×
312

313
        // Obtain fee estimates both with and without using a change
314
        // output.
315
        requiredFeeNoChange, requiredFeeWithChange, err := calculateFees(
3✔
316
                selectedUtxos, feeRate, existingWeight, changeType,
3✔
317
        )
3✔
318
        if err != nil {
3✔
319
                return nil, 0, 0, err
×
320
        }
×
321

322
        // For a transaction without a change output, we'll let everything go
323
        // to our multi-sig output after subtracting fees.
324
        outputAmt := totalSat - requiredFeeNoChange
3✔
325
        changeAmt := btcutil.Amount(0)
3✔
326

3✔
327
        // If the output is too small after subtracting the fee, the coin
3✔
328
        // selection cannot be performed with an amount this small.
3✔
329
        if outputAmt < dustLimit {
6✔
330
                return nil, 0, 0, fmt.Errorf("output amount(%v) after "+
3✔
331
                        "subtracting fees(%v) below dust limit(%v)", outputAmt,
3✔
332
                        requiredFeeNoChange, dustLimit)
3✔
333
        }
3✔
334

335
        // For a transaction with a change output, everything we don't spend
336
        // will go to change.
337
        newOutput := amt - requiredFeeWithChange
3✔
338
        newChange := totalSat - amt
3✔
339

3✔
340
        // If adding a change output leads to both outputs being above
3✔
341
        // the dust limit, we'll add the change output. Otherwise we'll
3✔
342
        // go with the no change tx we originally found.
3✔
343
        if newChange >= dustLimit && newOutput >= dustLimit {
6✔
344
                outputAmt = newOutput
3✔
345
                changeAmt = newChange
3✔
346
        }
3✔
347

348
        // Sanity check the resulting output values to make sure we
349
        // don't burn a great part to fees.
350
        totalOut := outputAmt + changeAmt
3✔
351
        err = sanityCheckFee(totalOut, totalSat-totalOut, maxFeeRatio)
3✔
352
        if err != nil {
3✔
UNCOV
353
                return nil, 0, 0, err
×
UNCOV
354
        }
×
355

356
        return selectedUtxos, outputAmt, changeAmt, nil
3✔
357
}
358

359
// CoinSelectUpToAmount attempts to select coins such that we'll select up to
360
// maxAmount exclusive of fees and optional reserve if sufficient funds are
361
// available. If insufficient funds are available this method selects all
362
// available coins.
363
func CoinSelectUpToAmount(feeRate chainfee.SatPerKWeight, minAmount, maxAmount,
364
        reserved, dustLimit btcutil.Amount, coins []wallet.Coin,
365
        strategy wallet.CoinSelectionStrategy,
366
        existingWeight input.TxWeightEstimator,
367
        changeType ChangeAddressType, maxFeeRatio float64) ([]wallet.Coin,
368
        btcutil.Amount, btcutil.Amount, error) {
3✔
369

3✔
370
        var (
3✔
371
                // selectSubtractFee is tracking if our coin selection was
3✔
372
                // unsuccessful and whether we have to start a new round of
3✔
373
                // selecting coins considering fees.
3✔
374
                selectSubtractFee = false
3✔
375
                outputAmount      = maxAmount
3✔
376
        )
3✔
377

3✔
378
        // Get total balance from coins which we need for reserve considerations
3✔
379
        // and fee sanity checks.
3✔
380
        var totalBalance btcutil.Amount
3✔
381
        for _, coin := range coins {
6✔
382
                totalBalance += btcutil.Amount(coin.Value)
3✔
383
        }
3✔
384

385
        // First we try to select coins to create an output of the specified
386
        // maxAmount with or without a change output that covers the miner fee.
387
        selected, changeAmt, err := CoinSelect(
3✔
388
                feeRate, maxAmount, dustLimit, coins, strategy, existingWeight,
3✔
389
                changeType, maxFeeRatio,
3✔
390
        )
3✔
391

3✔
392
        var errInsufficientFunds *ErrInsufficientFunds
3✔
393
        switch {
3✔
394
        case err == nil:
3✔
395
                // If the coin selection succeeds we check if our total balance
3✔
396
                // covers the selected set of coins including fees plus an
3✔
397
                // optional anchor reserve.
3✔
398

3✔
399
                // First we sum up the value of all selected coins.
3✔
400
                var sumSelected btcutil.Amount
3✔
401
                for _, coin := range selected {
6✔
402
                        sumSelected += btcutil.Amount(coin.Value)
3✔
403
                }
3✔
404

405
                // We then subtract the change amount from the value of all
406
                // selected coins to obtain the actual amount that is selected.
407
                sumSelected -= changeAmt
3✔
408

3✔
409
                // Next we check if our total balance can cover for the selected
3✔
410
                // output plus the optional anchor reserve.
3✔
411
                if totalBalance-sumSelected < reserved {
3✔
UNCOV
412
                        // If our local balance is insufficient to cover for the
×
UNCOV
413
                        // reserve we try to select an output amount that uses
×
UNCOV
414
                        // our total balance minus reserve and fees.
×
UNCOV
415
                        selectSubtractFee = true
×
UNCOV
416
                }
×
417

418
        case errors.As(err, &errInsufficientFunds):
3✔
419
                // If the initial coin selection fails due to insufficient funds
3✔
420
                // we select our total available balance minus fees.
3✔
421
                selectSubtractFee = true
3✔
422

UNCOV
423
        default:
×
UNCOV
424
                return nil, 0, 0, err
×
425
        }
426

427
        // If we determined that our local balance is insufficient we check
428
        // our total balance minus fees and optional reserve.
429
        if selectSubtractFee {
6✔
430
                selected, outputAmount, changeAmt, err = CoinSelectSubtractFees(
3✔
431
                        feeRate, totalBalance-reserved, dustLimit, coins,
3✔
432
                        strategy, existingWeight, changeType, maxFeeRatio,
3✔
433
                )
3✔
434
                if err != nil {
6✔
435
                        return nil, 0, 0, err
3✔
436
                }
3✔
437
        }
438

439
        // Sanity check the resulting output values to make sure we don't burn a
440
        // great part to fees.
441
        totalOut := outputAmount + changeAmt
3✔
442
        sum := func(coins []wallet.Coin) btcutil.Amount {
6✔
443
                var sum btcutil.Amount
3✔
444
                for _, coin := range coins {
6✔
445
                        sum += btcutil.Amount(coin.Value)
3✔
446
                }
3✔
447

448
                return sum
3✔
449
        }
450
        err = sanityCheckFee(totalOut, sum(selected)-totalOut, maxFeeRatio)
3✔
451
        if err != nil {
3✔
452
                return nil, 0, 0, err
×
453
        }
×
454

455
        // In case the selected amount is lower than minimum funding amount we
456
        // must return an error. The minimum funding amount is determined
457
        // upstream and denotes either the minimum viable channel size or an
458
        // amount sufficient to cover for the initial remote balance.
459
        if outputAmount < minAmount {
6✔
460
                return nil, 0, 0, fmt.Errorf("available funds(%v) below the "+
3✔
461
                        "minimum amount(%v)", outputAmount, minAmount)
3✔
462
        }
3✔
463

464
        return selected, outputAmount, changeAmt, nil
3✔
465
}
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