15561477203

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

Build # 15561477203

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Pull #9356

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web-flow

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Merge 6440b25db into c6d6d4c0b

Pull Request Pull Request #9356: lnrpc: add incoming/outgoing channel ids filter to forwarding history request

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93.33

/sweep/fee_function.go

package sweep

import (
        "errors"
        "fmt"

        "github.com/btcsuite/btcd/btcutil"
        "github.com/lightningnetwork/lnd/fn/v2"
        "github.com/lightningnetwork/lnd/lnwallet/chainfee"
        "github.com/lightningnetwork/lnd/lnwire"
)

var (
        // ErrMaxPosition is returned when trying to increase the position of
        // the fee function while it's already at its max.
        ErrMaxPosition = errors.New("position already at max")

        // ErrZeroFeeRateDelta is returned when the fee rate delta is zero.
        ErrZeroFeeRateDelta = errors.New("fee rate delta is zero")
)

// mSatPerKWeight represents a fee rate in msat/kw.
//
// TODO(yy): unify all the units to be virtual bytes.
type mSatPerKWeight lnwire.MilliSatoshi

// String returns a human-readable string of the fee rate.
func (m mSatPerKWeight) String() string {
        s := lnwire.MilliSatoshi(m)
        return fmt.Sprintf("%v/kw", s)
}

// FeeFunction defines an interface that is used to calculate fee rates for
// transactions. It's expected the implementations use three params, the
// starting fee rate, the ending fee rate, and number of blocks till deadline
// block height, to build an algorithm to calculate the fee rate based on the
// current block height.
type FeeFunction interface {
        // FeeRate returns the current fee rate calculated by the fee function.
        FeeRate() chainfee.SatPerKWeight

        // Increment increases the fee rate by one step. The definition of one
        // step is up to the implementation. After calling this method, it's
        // expected to change the state of the fee function such that calling
        // `FeeRate` again will return the increased value.
        //
        // It returns a boolean to indicate whether the fee rate is increased,
        // as fee bump should not be attempted if the increased fee rate is not
        // greater than the current fee rate, which may happen if the algorithm
        // gives the same fee rates at two positions.
        //
        // An error is returned when the max fee rate is reached.
        //
        // NOTE: we intentionally don't return the new fee rate here, so both
        // the implementation and the caller are aware of the state change.
        Increment() (bool, error)

        // IncreaseFeeRate increases the fee rate to the new position
        // calculated using (width - confTarget). It returns a boolean to
        // indicate whether the fee rate is increased, and an error if the
        // position is greater than the width.
        //
        // NOTE: this method is provided to allow the caller to increase the
        // fee rate based on a conf target without taking care of the fee
        // function's current state (position).
        IncreaseFeeRate(confTarget uint32) (bool, error)
}

// LinearFeeFunction implements the FeeFunction interface with a linear
// function:
//
//        feeRate = startingFeeRate + position * delta.
//             - width: deadlineBlockHeight - startingBlockHeight
//             - delta: (endingFeeRate - startingFeeRate) / width
//             - position: currentBlockHeight - startingBlockHeight
//
// The fee rate will be capped at endingFeeRate.
//
// TODO(yy): implement more functions specified here:
// - https://github.com/lightningnetwork/lnd/issues/4215
type LinearFeeFunction struct {
        // startingFeeRate specifies the initial fee rate to begin with.
        startingFeeRate chainfee.SatPerKWeight

        // endingFeeRate specifies the max allowed fee rate.
        endingFeeRate chainfee.SatPerKWeight

        // currentFeeRate specifies the current calculated fee rate.
        currentFeeRate chainfee.SatPerKWeight

        // width is the number of blocks between the starting block height
        // and the deadline block height minus one.
        //
        // NOTE: We do minus one from the conf target here because we want to
        // max out the budget before the deadline height is reached.
        width uint32

        // position is the fee function's current position, given a width of w,
        // a valid position should lie in range [0, w].
        position uint32

        // deltaFeeRate is the fee rate (msat/kw) increase per block.
        //
        // NOTE: this is used to increase precision.
        deltaFeeRate mSatPerKWeight

        // estimator is the fee estimator used to estimate the fee rate. We use
        // it to get the initial fee rate and, use it as a benchmark to decide
        // whether we want to used the estimated fee rate or the calculated fee
        // rate based on different strategies.
        estimator chainfee.Estimator
}

// Compile-time check to ensure LinearFeeFunction satisfies the FeeFunction.
var _ FeeFunction = (*LinearFeeFunction)(nil)

// NewLinearFeeFunction creates a new linear fee function and initializes it
// with a starting fee rate which is an estimated value returned from the fee
// estimator using the initial conf target.
func NewLinearFeeFunction(maxFeeRate chainfee.SatPerKWeight,
        confTarget uint32, estimator chainfee.Estimator,
        startingFeeRate fn.Option[chainfee.SatPerKWeight]) (
        *LinearFeeFunction, error) {

        // If the deadline is one block away or has already been reached,
        // there's nothing the fee function can do. In this case, we'll use the
        // max fee rate immediately.
        if confTarget <= 1 {
                return &LinearFeeFunction{
                        startingFeeRate: maxFeeRate,
                        endingFeeRate:   maxFeeRate,
                        currentFeeRate:  maxFeeRate,
                }, nil
        }

        l := &LinearFeeFunction{
                endingFeeRate: maxFeeRate,
                width:         confTarget - 1,
                estimator:     estimator,
        }

        // If the caller specifies the starting fee rate, we'll use it instead
        // of estimating it based on the deadline.
        start, err := startingFeeRate.UnwrapOrFuncErr(
                func() (chainfee.SatPerKWeight, error) {
                        // Estimate the initial fee rate.
                        //
                        // NOTE: estimateFeeRate guarantees the returned fee
                        // rate is capped by the ending fee rate, so we don't
                        // need to worry about overpay.
                        return l.estimateFeeRate(confTarget)
                })
        if err != nil {
                return nil, fmt.Errorf("estimate initial fee rate: %w", err)
        }

        // Calculate how much fee rate should be increased per block.
        end := l.endingFeeRate

        // The starting and ending fee rates are in sat/kw, so we need to
        // convert them to msat/kw by multiplying by 1000.
        delta := btcutil.Amount(end - start).MulF64(1000 / float64(l.width))
        l.deltaFeeRate = mSatPerKWeight(delta)

        // We only allow the delta to be zero if the width is one - when the
        // delta is zero, it means the starting and ending fee rates are the
        // same, which means there's nothing to increase, so any width greater
        // than 1 doesn't provide any utility. This could happen when the
        // budget is too small.
        if l.deltaFeeRate == 0 && l.width != 1 {
                log.Errorf("Failed to init fee function: startingFeeRate=%v, "+
                        "endingFeeRate=%v, width=%v, delta=%v", start, end,
                        l.width, l.deltaFeeRate)

                return nil, ErrZeroFeeRateDelta
        }

        // Attach the calculated values to the fee function.
        l.startingFeeRate = start
        l.currentFeeRate = start

        log.Debugf("Linear fee function initialized with startingFeeRate=%v, "+
                "endingFeeRate=%v, width=%v, delta=%v", start, end,
                l.width, l.deltaFeeRate)

        return l, nil
}

// FeeRate returns the current fee rate.
//
// NOTE: part of the FeeFunction interface.
func (l *LinearFeeFunction) FeeRate() chainfee.SatPerKWeight {
        return l.currentFeeRate
}

// Increment increases the fee rate by one position, returns a boolean to
// indicate whether the fee rate was increased, and an error if the position is
// greater than the width. The increased fee rate will be set as the current
// fee rate, and the internal position will be incremented.
//
// NOTE: this method will change the state of the fee function as it increases
// its current fee rate.
//
// NOTE: part of the FeeFunction interface.
func (l *LinearFeeFunction) Increment() (bool, error) {
        return l.increaseFeeRate(l.position + 1)
}

// IncreaseFeeRate calculate a new position using the given conf target, and
// increases the fee rate to the new position by calling the Increment method.
//
// NOTE: this method will change the state of the fee function as it increases
// its current fee rate.
//
// NOTE: part of the FeeFunction interface.
func (l *LinearFeeFunction) IncreaseFeeRate(confTarget uint32) (bool, error) {
        newPosition := uint32(0)

        // Only calculate the new position when the conf target is less than
        // the function's width - the width is the initial conf target-1, and
        // we expect the current conf target to decrease over time. However, we
        // still allow the supplied conf target to be greater than the width,
        // and we won't increase the fee rate in that case.
        if confTarget < l.width+1 {
                newPosition = l.width + 1 - confTarget
                log.Tracef("Increasing position from %v to %v", l.position,
                        newPosition)
        }

        if newPosition <= l.position {
                log.Tracef("Skipped increase feerate: position=%v, "+
                        "newPosition=%v ", l.position, newPosition)

                return false, nil
        }

        return l.increaseFeeRate(newPosition)
}

// increaseFeeRate increases the fee rate by the specified position, returns a
// boolean to indicate whether the fee rate was increased, and an error if the
// position is greater than the width. The increased fee rate will be set as
// the current fee rate, and the internal position will be set to the specified
// position.
//
// NOTE: this method will change the state of the fee function as it increases
// its current fee rate.
func (l *LinearFeeFunction) increaseFeeRate(position uint32) (bool, error) {
        // If the new position is already at the end, we return an error.
        if l.position >= l.width {
                return false, ErrMaxPosition
        }

        // Get the old fee rate.
        oldFeeRate := l.currentFeeRate

        // Update its internal state.
        l.position = position
        l.currentFeeRate = l.feeRateAtPosition(position)

        log.Tracef("Fee rate increased from %v to %v at position %v",
                oldFeeRate, l.currentFeeRate, l.position)

        return l.currentFeeRate > oldFeeRate, nil
}

// feeRateAtPosition calculates the fee rate at a given position and caps it at
// the ending fee rate.
func (l *LinearFeeFunction) feeRateAtPosition(p uint32) chainfee.SatPerKWeight {
        if p >= l.width {
                return l.endingFeeRate
        }

        // deltaFeeRate is in msat/kw, so we need to divide by 1000 to get the
        // fee rate in sat/kw.
        feeRateDelta := btcutil.Amount(l.deltaFeeRate).MulF64(float64(p) / 1000)

        feeRate := l.startingFeeRate + chainfee.SatPerKWeight(feeRateDelta)
        if feeRate > l.endingFeeRate {
                return l.endingFeeRate
        }

        return feeRate
}

// estimateFeeRate asks the fee estimator to estimate the fee rate based on its
// conf target.
func (l *LinearFeeFunction) estimateFeeRate(
        confTarget uint32) (chainfee.SatPerKWeight, error) {

        fee := FeeEstimateInfo{
                ConfTarget: confTarget,
        }

        // If the conf target is greater or equal to the max allowed value
        // (1008), we will use the min relay fee instead.
        if confTarget >= chainfee.MaxBlockTarget {
                minFeeRate := l.estimator.RelayFeePerKW()
                log.Infof("Conf target %v is greater than max block target, "+
                        "using min relay fee rate %v", confTarget, minFeeRate)

                return minFeeRate, nil
        }

        // endingFeeRate comes from budget/txWeight, which means the returned
        // fee rate will always be capped by this value, hence we don't need to
        // worry about overpay.
        estimatedFeeRate, err := fee.Estimate(l.estimator, l.endingFeeRate)
        if err != nil {
                return 0, err
        }

        return estimatedFeeRate, nil
}

1	package sweep
2
3	import (
4	"errors"
5	"fmt"
6
7	"github.com/btcsuite/btcd/btcutil"
8	"github.com/lightningnetwork/lnd/fn/v2"
9	"github.com/lightningnetwork/lnd/lnwallet/chainfee"
10	"github.com/lightningnetwork/lnd/lnwire"
11	)
12
13	var (
14	// ErrMaxPosition is returned when trying to increase the position of
15	// the fee function while it's already at its max.
16	ErrMaxPosition = errors.New("position already at max")
17
18	// ErrZeroFeeRateDelta is returned when the fee rate delta is zero.
19	ErrZeroFeeRateDelta = errors.New("fee rate delta is zero")
20	)
21
22	// mSatPerKWeight represents a fee rate in msat/kw.
23	//
24	// TODO(yy): unify all the units to be virtual bytes.
25	type mSatPerKWeight lnwire.MilliSatoshi
26
27	// String returns a human-readable string of the fee rate.
28	func (m mSatPerKWeight) String() string {	3✔
29	s := lnwire.MilliSatoshi(m)	3✔
30	return fmt.Sprintf("%v/kw", s)	3✔
31	}	3✔
32
33	// FeeFunction defines an interface that is used to calculate fee rates for
34	// transactions. It's expected the implementations use three params, the
35	// starting fee rate, the ending fee rate, and number of blocks till deadline
36	// block height, to build an algorithm to calculate the fee rate based on the
37	// current block height.
38	type FeeFunction interface {
39	// FeeRate returns the current fee rate calculated by the fee function.
40	FeeRate() chainfee.SatPerKWeight
41
42	// Increment increases the fee rate by one step. The definition of one
43	// step is up to the implementation. After calling this method, it's
44	// expected to change the state of the fee function such that calling
45	// `FeeRate` again will return the increased value.
46	//
47	// It returns a boolean to indicate whether the fee rate is increased,
48	// as fee bump should not be attempted if the increased fee rate is not
49	// greater than the current fee rate, which may happen if the algorithm
50	// gives the same fee rates at two positions.
51	//
52	// An error is returned when the max fee rate is reached.
53	//
54	// NOTE: we intentionally don't return the new fee rate here, so both
55	// the implementation and the caller are aware of the state change.
56	Increment() (bool, error)
57
58	// IncreaseFeeRate increases the fee rate to the new position
59	// calculated using (width - confTarget). It returns a boolean to
60	// indicate whether the fee rate is increased, and an error if the
61	// position is greater than the width.
62	//
63	// NOTE: this method is provided to allow the caller to increase the
64	// fee rate based on a conf target without taking care of the fee
65	// function's current state (position).
66	IncreaseFeeRate(confTarget uint32) (bool, error)
67	}
68
69	// LinearFeeFunction implements the FeeFunction interface with a linear
70	// function:
71	//
72	// feeRate = startingFeeRate + position * delta.
73	// - width: deadlineBlockHeight - startingBlockHeight
74	// - delta: (endingFeeRate - startingFeeRate) / width
75	// - position: currentBlockHeight - startingBlockHeight
76	//
77	// The fee rate will be capped at endingFeeRate.
78	//
79	// TODO(yy): implement more functions specified here:
80	// - https://github.com/lightningnetwork/lnd/issues/4215
81	type LinearFeeFunction struct {
82	// startingFeeRate specifies the initial fee rate to begin with.
83	startingFeeRate chainfee.SatPerKWeight
84
85	// endingFeeRate specifies the max allowed fee rate.
86	endingFeeRate chainfee.SatPerKWeight
87
88	// currentFeeRate specifies the current calculated fee rate.
89	currentFeeRate chainfee.SatPerKWeight
90
91	// width is the number of blocks between the starting block height
92	// and the deadline block height minus one.
93	//
94	// NOTE: We do minus one from the conf target here because we want to
95	// max out the budget before the deadline height is reached.
96	width uint32
97
98	// position is the fee function's current position, given a width of w,
99	// a valid position should lie in range [0, w].
100	position uint32
101
102	// deltaFeeRate is the fee rate (msat/kw) increase per block.
103	//
104	// NOTE: this is used to increase precision.
105	deltaFeeRate mSatPerKWeight
106
107	// estimator is the fee estimator used to estimate the fee rate. We use
108	// it to get the initial fee rate and, use it as a benchmark to decide
109	// whether we want to used the estimated fee rate or the calculated fee
110	// rate based on different strategies.
111	estimator chainfee.Estimator
112	}
113
114	// Compile-time check to ensure LinearFeeFunction satisfies the FeeFunction.
115	var _ FeeFunction = (*LinearFeeFunction)(nil)
116
117	// NewLinearFeeFunction creates a new linear fee function and initializes it
118	// with a starting fee rate which is an estimated value returned from the fee
119	// estimator using the initial conf target.
120	func NewLinearFeeFunction(maxFeeRate chainfee.SatPerKWeight,
121	confTarget uint32, estimator chainfee.Estimator,
122	startingFeeRate fn.Option[chainfee.SatPerKWeight]) (
123	*LinearFeeFunction, error) {	3✔
124		3✔
125	// If the deadline is one block away or has already been reached,	3✔
126	// there's nothing the fee function can do. In this case, we'll use the	3✔
127	// max fee rate immediately.	3✔
128	if confTarget <= 1 {	6✔
129	return &LinearFeeFunction{	3✔
130	startingFeeRate: maxFeeRate,	3✔
131	endingFeeRate: maxFeeRate,	3✔
132	currentFeeRate: maxFeeRate,	3✔
133	}, nil	3✔
134	}	3✔
135
136	l := &LinearFeeFunction{	3✔
137	endingFeeRate: maxFeeRate,	3✔
138	width: confTarget - 1,	3✔
139	estimator: estimator,	3✔
140	}	3✔
141		3✔
142	// If the caller specifies the starting fee rate, we'll use it instead	3✔
143	// of estimating it based on the deadline.	3✔
144	start, err := startingFeeRate.UnwrapOrFuncErr(	3✔
145	func() (chainfee.SatPerKWeight, error) {	6✔
146	// Estimate the initial fee rate.	3✔
147	//	3✔
148	// NOTE: estimateFeeRate guarantees the returned fee	3✔
149	// rate is capped by the ending fee rate, so we don't	3✔
150	// need to worry about overpay.	3✔
151	return l.estimateFeeRate(confTarget)	3✔
152	})	3✔
153	if err != nil {	3✔
UNCOV 154	return nil, fmt.Errorf("estimate initial fee rate: %w", err)	×
UNCOV 155	}	×
156
157	// Calculate how much fee rate should be increased per block.
158	end := l.endingFeeRate	3✔
159		3✔
160	// The starting and ending fee rates are in sat/kw, so we need to	3✔
161	// convert them to msat/kw by multiplying by 1000.	3✔
162	delta := btcutil.Amount(end - start).MulF64(1000 / float64(l.width))	3✔
163	l.deltaFeeRate = mSatPerKWeight(delta)	3✔
164		3✔
165	// We only allow the delta to be zero if the width is one - when the	3✔
166	// delta is zero, it means the starting and ending fee rates are the	3✔
167	// same, which means there's nothing to increase, so any width greater	3✔
168	// than 1 doesn't provide any utility. This could happen when the	3✔
169	// budget is too small.	3✔
170	if l.deltaFeeRate == 0 && l.width != 1 {	6✔
171	log.Errorf("Failed to init fee function: startingFeeRate=%v, "+	3✔
172	"endingFeeRate=%v, width=%v, delta=%v", start, end,	3✔
173	l.width, l.deltaFeeRate)	3✔
174		3✔
175	return nil, ErrZeroFeeRateDelta	3✔
176	}	3✔
177
178	// Attach the calculated values to the fee function.
179	l.startingFeeRate = start	3✔
180	l.currentFeeRate = start	3✔
181		3✔
182	log.Debugf("Linear fee function initialized with startingFeeRate=%v, "+	3✔
183	"endingFeeRate=%v, width=%v, delta=%v", start, end,	3✔
184	l.width, l.deltaFeeRate)	3✔
185		3✔
186	return l, nil	3✔
187	}
188
189	// FeeRate returns the current fee rate.
190	//
191	// NOTE: part of the FeeFunction interface.
192	func (l *LinearFeeFunction) FeeRate() chainfee.SatPerKWeight {	3✔
193	return l.currentFeeRate	3✔
194	}	3✔
195
196	// Increment increases the fee rate by one position, returns a boolean to
197	// indicate whether the fee rate was increased, and an error if the position is
198	// greater than the width. The increased fee rate will be set as the current
199	// fee rate, and the internal position will be incremented.
200	//
201	// NOTE: this method will change the state of the fee function as it increases
202	// its current fee rate.
203	//
204	// NOTE: part of the FeeFunction interface.
205	func (l *LinearFeeFunction) Increment() (bool, error) {	3✔
206	return l.increaseFeeRate(l.position + 1)	3✔
207	}	3✔
208
209	// IncreaseFeeRate calculate a new position using the given conf target, and
210	// increases the fee rate to the new position by calling the Increment method.
211	//
212	// NOTE: this method will change the state of the fee function as it increases
213	// its current fee rate.
214	//
215	// NOTE: part of the FeeFunction interface.
216	func (l *LinearFeeFunction) IncreaseFeeRate(confTarget uint32) (bool, error) {	3✔
217	newPosition := uint32(0)	3✔
218		3✔
219	// Only calculate the new position when the conf target is less than	3✔
220	// the function's width - the width is the initial conf target-1, and	3✔
221	// we expect the current conf target to decrease over time. However, we	3✔
222	// still allow the supplied conf target to be greater than the width,	3✔
223	// and we won't increase the fee rate in that case.	3✔
224	if confTarget < l.width+1 {	6✔
225	newPosition = l.width + 1 - confTarget	3✔
226	log.Tracef("Increasing position from %v to %v", l.position,	3✔
227	newPosition)	3✔
228	}	3✔
229
230	if newPosition <= l.position {	3✔
UNCOV 231	log.Tracef("Skipped increase feerate: position=%v, "+	×
UNCOV 232	"newPosition=%v ", l.position, newPosition)	×
UNCOV 233		×
UNCOV 234	return false, nil	×
UNCOV 235	}	×
236
237	return l.increaseFeeRate(newPosition)	3✔
238	}
239
240	// increaseFeeRate increases the fee rate by the specified position, returns a
241	// boolean to indicate whether the fee rate was increased, and an error if the
242	// position is greater than the width. The increased fee rate will be set as
243	// the current fee rate, and the internal position will be set to the specified
244	// position.
245	//
246	// NOTE: this method will change the state of the fee function as it increases
247	// its current fee rate.
248	func (l *LinearFeeFunction) increaseFeeRate(position uint32) (bool, error) {	3✔
249	// If the new position is already at the end, we return an error.	3✔
250	if l.position >= l.width {	6✔
251	return false, ErrMaxPosition	3✔
252	}	3✔
253
254	// Get the old fee rate.
255	oldFeeRate := l.currentFeeRate	3✔
256		3✔
257	// Update its internal state.	3✔
258	l.position = position	3✔
259	l.currentFeeRate = l.feeRateAtPosition(position)	3✔
260		3✔
261	log.Tracef("Fee rate increased from %v to %v at position %v",	3✔
262	oldFeeRate, l.currentFeeRate, l.position)	3✔
263		3✔
264	return l.currentFeeRate > oldFeeRate, nil	3✔
265	}
266
267	// feeRateAtPosition calculates the fee rate at a given position and caps it at
268	// the ending fee rate.
269	func (l *LinearFeeFunction) feeRateAtPosition(p uint32) chainfee.SatPerKWeight {	3✔
270	if p >= l.width {	6✔
271	return l.endingFeeRate	3✔
272	}	3✔
273
274	// deltaFeeRate is in msat/kw, so we need to divide by 1000 to get the
275	// fee rate in sat/kw.
276	feeRateDelta := btcutil.Amount(l.deltaFeeRate).MulF64(float64(p) / 1000)	3✔
277		3✔
278	feeRate := l.startingFeeRate + chainfee.SatPerKWeight(feeRateDelta)	3✔
279	if feeRate > l.endingFeeRate {	4✔
280	return l.endingFeeRate	1✔
281	}	1✔
282
283	return feeRate	3✔
284	}
285
286	// estimateFeeRate asks the fee estimator to estimate the fee rate based on its
287	// conf target.
288	func (l *LinearFeeFunction) estimateFeeRate(
289	confTarget uint32) (chainfee.SatPerKWeight, error) {	3✔
290		3✔
291	fee := FeeEstimateInfo{	3✔
292	ConfTarget: confTarget,	3✔
293	}	3✔
294		3✔
295	// If the conf target is greater or equal to the max allowed value	3✔
296	// (1008), we will use the min relay fee instead.	3✔
297	if confTarget >= chainfee.MaxBlockTarget {	6✔
298	minFeeRate := l.estimator.RelayFeePerKW()	3✔
299	log.Infof("Conf target %v is greater than max block target, "+	3✔
300	"using min relay fee rate %v", confTarget, minFeeRate)	3✔
301		3✔
302	return minFeeRate, nil	3✔
303	}	3✔
304
305	// endingFeeRate comes from budget/txWeight, which means the returned
306	// fee rate will always be capped by this value, hence we don't need to
307	// worry about overpay.
308	estimatedFeeRate, err := fee.Estimate(l.estimator, l.endingFeeRate)	3✔
309	if err != nil {	3✔
UNCOV 310	return 0, err	×
UNCOV 311	}	×
312
313	return estimatedFeeRate, nil	3✔
314	}

lightningnetwork / lnd / 15561477203

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