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chanfunding: make coin selection generic

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Before this commit the coin selection logic in the chanfunding package
would always assume that there is a P2WSH funding output and potentially
a P2TR change output. But because we want to re-use the coin selection
for things other than just channel funding, we make the logic more
generic by allowing us to specify both the existing weight of the
transaction (the already known, static parts of the TX) as well as the
type of the potential change output we would use.
This commit is contained in:
Oliver Gugger 2024-02-06 12:25:49 +01:00
parent 9bdddbcc56
commit 4c82fb6cbb
No known key found for this signature in database
GPG Key ID: 8E4256593F177720
3 changed files with 79 additions and 19 deletions
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61
lnwallet/chanfunding/coin_select.go
View File

@ -38,6 +38,20 @@ func (e *errUnsupportedInput) Error() string {
return fmt.Sprintf("unsupported address type: %x", e.PkScript)
}
// ChangeAddressType is an enum-like type that describes the type of change
// address that should be generated for a transaction.
type ChangeAddressType uint8
const (
// P2WKHChangeAddress indicates that the change output should be a
// P2WKH output.
P2WKHChangeAddress ChangeAddressType = 0
// P2TRChangeAddress indicates that the change output should be a
// P2TR output.
P2TRChangeAddress ChangeAddressType = 1
)
// selectInputs selects a slice of inputs necessary to meet the specified
// selection amount. If input selection is unable to succeed due to insufficient
// funds, a non-nil error is returned. Additionally, the total amount of the
@ -69,11 +83,11 @@ func selectInputs(amt btcutil.Amount, coins []wallet.Coin,
// calculateFees returns for the specified utxos and fee rate two fee
// estimates, one calculated using a change output and one without. The weight
// added to the estimator from a change output is for a P2WKH output.
func calculateFees(utxos []wallet.Coin,
feeRate chainfee.SatPerKWeight) (btcutil.Amount, btcutil.Amount,
error) {
func calculateFees(utxos []wallet.Coin, feeRate chainfee.SatPerKWeight,
existingWeight input.TxWeightEstimator,
changeType ChangeAddressType) (btcutil.Amount, btcutil.Amount, error) {
var weightEstimate input.TxWeightEstimator
weightEstimate := existingWeight
for _, utxo := range utxos {
switch {
case txscript.IsPayToWitnessPubKeyHash(utxo.PkScript):
@ -92,17 +106,23 @@ func calculateFees(utxos []wallet.Coin,
}
}
// Channel funding multisig output is P2WSH.
weightEstimate.AddP2WSHOutput()
// Estimate the fee required for a transaction without a change
// output.
totalWeight := int64(weightEstimate.Weight())
requiredFeeNoChange := feeRate.FeeForWeight(totalWeight)
// Estimate the fee required for a transaction with a change output.
// Assume that change output is a P2TR output.
weightEstimate.AddP2TROutput()
switch changeType {
case P2WKHChangeAddress:
weightEstimate.AddP2WKHOutput()
case P2TRChangeAddress:
weightEstimate.AddP2TROutput()
default:
return 0, 0, fmt.Errorf("unknown change address type: %v",
changeType)
}
// Now that we have added the change output, redo the fee
// estimate.
@ -130,9 +150,9 @@ func sanityCheckFee(totalOut, fee btcutil.Amount) error {
// specified fee rate should be expressed in sat/kw for coin selection to
// function properly.
func CoinSelect(feeRate chainfee.SatPerKWeight, amt, dustLimit btcutil.Amount,
coins []wallet.Coin,
strategy wallet.CoinSelectionStrategy) ([]wallet.Coin, btcutil.Amount,
error) {
coins []wallet.Coin, strategy wallet.CoinSelectionStrategy,
existingWeight input.TxWeightEstimator,
changeType ChangeAddressType) ([]wallet.Coin, btcutil.Amount, error) {
amtNeeded := amt
for {
@ -148,7 +168,7 @@ func CoinSelect(feeRate chainfee.SatPerKWeight, amt, dustLimit btcutil.Amount,
// Obtain fee estimates both with and without using a change
// output.
requiredFeeNoChange, requiredFeeWithChange, err := calculateFees(
selectedUtxos, feeRate,
selectedUtxos, feeRate, existingWeight, changeType,
)
if err != nil {
return nil, 0, err
@ -204,7 +224,9 @@ func CoinSelect(feeRate chainfee.SatPerKWeight, amt, dustLimit btcutil.Amount,
// coins, the final output and change values are returned.
func CoinSelectSubtractFees(feeRate chainfee.SatPerKWeight, amt,
dustLimit btcutil.Amount, coins []wallet.Coin,
strategy wallet.CoinSelectionStrategy) ([]wallet.Coin, btcutil.Amount,
strategy wallet.CoinSelectionStrategy,
existingWeight input.TxWeightEstimator,
changeType ChangeAddressType) ([]wallet.Coin, btcutil.Amount,
btcutil.Amount, error) {
// First perform an initial round of coin selection to estimate
@ -219,7 +241,7 @@ func CoinSelectSubtractFees(feeRate chainfee.SatPerKWeight, amt,
// Obtain fee estimates both with and without using a change
// output.
requiredFeeNoChange, requiredFeeWithChange, err := calculateFees(
selectedUtxos, feeRate,
selectedUtxos, feeRate, existingWeight, changeType,
)
if err != nil {
return nil, 0, 0, err
@ -268,7 +290,9 @@ func CoinSelectSubtractFees(feeRate chainfee.SatPerKWeight, amt,
// available coins.
func CoinSelectUpToAmount(feeRate chainfee.SatPerKWeight, minAmount, maxAmount,
reserved, dustLimit btcutil.Amount, coins []wallet.Coin,
strategy wallet.CoinSelectionStrategy) ([]wallet.Coin, btcutil.Amount,
strategy wallet.CoinSelectionStrategy,
existingWeight input.TxWeightEstimator,
changeType ChangeAddressType) ([]wallet.Coin, btcutil.Amount,
btcutil.Amount, error) {
var (
@ -289,7 +313,8 @@ func CoinSelectUpToAmount(feeRate chainfee.SatPerKWeight, minAmount, maxAmount,
// First we try to select coins to create an output of the specified
// maxAmount with or without a change output that covers the miner fee.
selected, changeAmt, err := CoinSelect(
feeRate, maxAmount, dustLimit, coins, strategy,
feeRate, maxAmount, dustLimit, coins, strategy, existingWeight,
changeType,
)
var errInsufficientFunds *ErrInsufficientFunds
@ -329,7 +354,7 @@ func CoinSelectUpToAmount(feeRate chainfee.SatPerKWeight, minAmount, maxAmount,
if selectSubtractFee {
selected, outputAmount, changeAmt, err = CoinSelectSubtractFees(
feeRate, totalBalance-reserved, dustLimit, coins,
strategy,
strategy, existingWeight, changeType,
)
if err != nil {
return nil, 0, 0, err

23
lnwallet/chanfunding/coin_select_test.go
View File

@ -25,6 +25,8 @@ var (
p2khScript, _ = hex.DecodeString(
"76a91411034bdcb6ccb7744fdfdeea958a6fb0b415a03288ac",
)
defaultChanFundingChangeType = P2TRChangeAddress
)
// fundingFee is a helper method that returns the fee estimate used for a tx
@ -117,11 +119,15 @@ func TestCalculateFees(t *testing.T) {
},
}
fundingOutputEstimate := input.TxWeightEstimator{}
fundingOutputEstimate.AddP2WSHOutput()
for _, test := range testCases {
test := test
t.Run(test.name, func(t *testing.T) {
feeNoChange, feeWithChange, err := calculateFees(
test.utxos, feeRate,
test.utxos, feeRate, fundingOutputEstimate,
defaultChanFundingChangeType,
)
require.Equal(t, test.expectedErr, err)
@ -259,6 +265,9 @@ func TestCoinSelect(t *testing.T) {
},
}
fundingOutputEstimate := input.TxWeightEstimator{}
fundingOutputEstimate.AddP2WSHOutput()
for _, test := range testCases {
test := test
t.Run(test.name, func(t *testing.T) {
@ -267,6 +276,8 @@ func TestCoinSelect(t *testing.T) {
selected, changeAmt, err := CoinSelect(
feeRate, test.outputValue, dustLimit, test.coins,
wallet.CoinSelectionLargest,
fundingOutputEstimate,
defaultChanFundingChangeType,
)
if !test.expectErr && err != nil {
t.Fatalf(err.Error())
@ -472,6 +483,9 @@ func TestCoinSelectSubtractFees(t *testing.T) {
},
}
fundingOutputEstimate := input.TxWeightEstimator{}
fundingOutputEstimate.AddP2WSHOutput()
for _, test := range testCases {
test := test
@ -484,6 +498,8 @@ func TestCoinSelectSubtractFees(t *testing.T) {
selected, localFundingAmt, changeAmt, err := CoinSelectSubtractFees(
feeRate, test.spendValue, dustLimit, test.coins,
wallet.CoinSelectionLargest,
fundingOutputEstimate,
defaultChanFundingChangeType,
)
if err != nil {
switch {
@ -714,6 +730,9 @@ func TestCoinSelectUpToAmount(t *testing.T) {
expectedChange: 10000,
}}
fundingOutputEstimate := input.TxWeightEstimator{}
fundingOutputEstimate.AddP2WSHOutput()
for _, test := range testCases {
test := test
@ -724,6 +743,8 @@ func TestCoinSelectUpToAmount(t *testing.T) {
feeRate, test.minValue, test.maxValue,
test.reserved, dustLimit, test.coins,
wallet.CoinSelectionLargest,
fundingOutputEstimate,
defaultChanFundingChangeType,
)
if len(test.expectErr) == 0 && err != nil {
t.Fatalf(err.Error())

14
lnwallet/chanfunding/wallet_assembler.go
View File

@ -308,6 +308,17 @@ func (w *WalletAssembler) ProvisionChannel(r *Request) (Intent, error) {
}
}
// The coin selection algorithm requires to know what
// inputs/outputs are already present in the funding
// transaction and what a change output would look like. Since
// a channel funding is always either a P2WSH or P2TR output,
// we can use just P2WSH here (both of these output types have
// the same length). And we currently don't support specifying a
// change output type, so we always use P2TR.
var fundingOutputWeight input.TxWeightEstimator
fundingOutputWeight.AddP2WSHOutput()
changeType := P2TRChangeAddress
var (
coins []wallet.Coin
selectedCoins []wallet.Coin
@ -393,6 +404,7 @@ func (w *WalletAssembler) ProvisionChannel(r *Request) (Intent, error) {
r.FeeRate, r.MinFundAmt, r.FundUpToMaxAmt,
reserve, w.cfg.DustLimit, coins,
w.cfg.CoinSelectionStrategy,
fundingOutputWeight, changeType,
)
if err != nil {
return err
@ -427,6 +439,7 @@ func (w *WalletAssembler) ProvisionChannel(r *Request) (Intent, error) {
err = CoinSelectSubtractFees(
r.FeeRate, r.LocalAmt, dustLimit, coins,
w.cfg.CoinSelectionStrategy,
fundingOutputWeight, changeType,
)
if err != nil {
return err
@ -440,6 +453,7 @@ func (w *WalletAssembler) ProvisionChannel(r *Request) (Intent, error) {
selectedCoins, changeAmt, err = CoinSelect(
r.FeeRate, r.LocalAmt, dustLimit, coins,
w.cfg.CoinSelectionStrategy,
fundingOutputWeight, changeType,
)
if err != nil {
return err