lnwallet+lnrpc: use maxFeeRatio across coin selection tests

lnrpc/walletrpc/walletkit_server_test.go

@@ -162,10 +162,18 @@ func TestFundPsbtCoinSelect(t *testing.T) {
 		// packet in bytes.
 		expectedFee btcutil.Amount
 
+		// maxFeeRatio is the maximum fee to total output amount ratio
+		// that we consider valid.
+		maxFeeRatio float64
+
 		// expectedErr is the expected concrete error. If not nil, then
 		// the error must match exactly.
 		expectedErr error
 
+		// expectedContainedErrStr is the expected string to be
+		// contained in the returned error.
+		expectedContainedErrStr string
+
 		// expectedErrType is the expected error type. If not nil, then
 		// the error must be of this type.
 		expectedErrType error
@@ -178,6 +186,7 @@ func TestFundPsbtCoinSelect(t *testing.T) {
 		}),
 		changeIndex:     -1,
 		feeRate:         chainfee.FeePerKwFloor,
+		maxFeeRatio:     chanfunding.DefaultMaxFeeRatio,
 		expectedErrType: &chanfunding.ErrInsufficientFunds{},
 	}, {
 		name: "1 p2wpkh utxo, add p2wkh change",
@@ -193,6 +202,7 @@ func TestFundPsbtCoinSelect(t *testing.T) {
 		}),
 		changeIndex:             -1,
 		feeRate:                 chainfee.FeePerKwFloor,
+		maxFeeRatio:             chanfunding.DefaultMaxFeeRatio,
 		expectedUtxoIndexes:     []int{0},
 		expectChangeOutputIndex: 1,
 		expectedFee:             calcFee(0, 1, 1, 1, 0),
@@ -210,6 +220,7 @@ func TestFundPsbtCoinSelect(t *testing.T) {
 		}),
 		changeIndex:             -1,
 		feeRate:                 chainfee.FeePerKwFloor,
+		maxFeeRatio:             chanfunding.DefaultMaxFeeRatio,
 		changeType:              chanfunding.P2TRChangeAddress,
 		expectedUtxoIndexes:     []int{0},
 		expectChangeOutputIndex: 1,
@@ -228,6 +239,7 @@ func TestFundPsbtCoinSelect(t *testing.T) {
 		}),
 		changeIndex:             -1,
 		feeRate:                 chainfee.FeePerKwFloor,
+		maxFeeRatio:             chanfunding.DefaultMaxFeeRatio,
 		expectedUtxoIndexes:     []int{0},
 		expectChangeOutputIndex: -1,
 		expectedFee:             calcFee(0, 1, 1, 0, 0),
@@ -247,6 +259,7 @@ func TestFundPsbtCoinSelect(t *testing.T) {
 		}),
 		changeIndex:             -1,
 		feeRate:                 chainfee.FeePerKwFloor,
+		maxFeeRatio:             chanfunding.DefaultMaxFeeRatio,
 		changeType:              chanfunding.P2WKHChangeAddress,
 		expectedUtxoIndexes:     []int{0},
 		expectChangeOutputIndex: -1,
@@ -267,6 +280,7 @@ func TestFundPsbtCoinSelect(t *testing.T) {
 		}),
 		changeIndex:             -1,
 		feeRate:                 chainfee.FeePerKwFloor,
+		maxFeeRatio:             chanfunding.DefaultMaxFeeRatio,
 		changeType:              chanfunding.P2TRChangeAddress,
 		expectedUtxoIndexes:     []int{0},
 		expectChangeOutputIndex: -1,
@@ -285,6 +299,7 @@ func TestFundPsbtCoinSelect(t *testing.T) {
 		}),
 		changeIndex:             0,
 		feeRate:                 chainfee.FeePerKwFloor,
+		maxFeeRatio:             chanfunding.DefaultMaxFeeRatio,
 		changeType:              chanfunding.ExistingChangeAddress,
 		expectedUtxoIndexes:     []int{0},
 		expectChangeOutputIndex: 0,
@@ -303,6 +318,7 @@ func TestFundPsbtCoinSelect(t *testing.T) {
 		}),
 		changeIndex:             0,
 		feeRate:                 chainfee.FeePerKwFloor,
+		maxFeeRatio:             chanfunding.DefaultMaxFeeRatio,
 		changeType:              chanfunding.ExistingChangeAddress,
 		expectedUtxoIndexes:     []int{0},
 		expectChangeOutputIndex: 0,
@@ -321,6 +337,7 @@ func TestFundPsbtCoinSelect(t *testing.T) {
 		}),
 		changeIndex:             0,
 		feeRate:                 chainfee.FeePerKwFloor,
+		maxFeeRatio:             chanfunding.DefaultMaxFeeRatio,
 		changeType:              chanfunding.ExistingChangeAddress,
 		expectedUtxoIndexes:     []int{0},
 		expectChangeOutputIndex: 0,
@@ -369,6 +386,7 @@ func TestFundPsbtCoinSelect(t *testing.T) {
 		}),
 		changeIndex:             0,
 		feeRate:                 chainfee.FeePerKwFloor,
+		maxFeeRatio:             chanfunding.DefaultMaxFeeRatio,
 		changeType:              chanfunding.ExistingChangeAddress,
 		expectedUtxoIndexes:     []int{0, 1},
 		expectChangeOutputIndex: 0,
@@ -417,6 +435,7 @@ func TestFundPsbtCoinSelect(t *testing.T) {
 		}),
 		changeIndex:             -1,
 		feeRate:                 chainfee.FeePerKwFloor,
+		maxFeeRatio:             chanfunding.DefaultMaxFeeRatio,
 		changeType:              chanfunding.P2TRChangeAddress,
 		expectedUtxoIndexes:     []int{0, 1},
 		expectChangeOutputIndex: 1,
@@ -456,6 +475,7 @@ func TestFundPsbtCoinSelect(t *testing.T) {
 		}),
 		changeIndex:             -1,
 		feeRate:                 chainfee.FeePerKwFloor,
+		maxFeeRatio:             chanfunding.DefaultMaxFeeRatio,
 		changeType:              chanfunding.P2WKHChangeAddress,
 		expectedUtxoIndexes:     []int{},
 		expectChangeOutputIndex: 1,
@@ -497,10 +517,74 @@ func TestFundPsbtCoinSelect(t *testing.T) {
 		}),
 		changeIndex:             -1,
 		feeRate:                 chainfee.FeePerKwFloor,
+		maxFeeRatio:             chanfunding.DefaultMaxFeeRatio,
 		changeType:              chanfunding.P2TRChangeAddress,
 		expectedUtxoIndexes:     []int{},
 		expectChangeOutputIndex: -1,
 		expectedFee:             calcFee(1, 0, 1, 0, 0),
+	}, {
+		name: "1 p2wpkh utxo, existing p2wkh change, invalid fee ratio",
+		utxos: []*lnwallet.Utxo{
+			{
+				Value:    250,
+				PkScript: p2wkhScript,
+			},
+		},
+		packet: makePacket(&wire.TxOut{
+			Value:    50,
+			PkScript: p2wkhScript,
+		}),
+		changeIndex:             0,
+		feeRate:                 chainfee.FeePerKwFloor,
+		maxFeeRatio:             chanfunding.DefaultMaxFeeRatio,
+		changeType:              chanfunding.ExistingChangeAddress,
+		expectedUtxoIndexes:     []int{0},
+		expectChangeOutputIndex: 0,
+		expectedFee:             calcFee(0, 1, 0, 1, 0),
+
+		expectedContainedErrStr: "fee 0.00000111 BTC exceeds max fee " +
+			"(0.00000027 BTC) on total output value",
+	}, {
+		name: "1 p2wpkh utxo, existing p2wkh change, negative feeratio",
+		utxos: []*lnwallet.Utxo{
+			{
+				Value:    250,
+				PkScript: p2wkhScript,
+			},
+		},
+		packet: makePacket(&wire.TxOut{
+			Value:    50,
+			PkScript: p2wkhScript,
+		}),
+		changeIndex:             0,
+		feeRate:                 chainfee.FeePerKwFloor,
+		maxFeeRatio:             chanfunding.DefaultMaxFeeRatio * (-1),
+		changeType:              chanfunding.ExistingChangeAddress,
+		expectedUtxoIndexes:     []int{0},
+		expectChangeOutputIndex: 0,
+		expectedFee:             calcFee(0, 1, 0, 1, 0),
+
+		expectedContainedErrStr: "maxFeeRatio must be between 0.00 " +
+			"and 1.00 got -0.20",
+	}, {
+		name: "1 p2wpkh utxo, existing p2wkh change, big fee ratio",
+		utxos: []*lnwallet.Utxo{
+			{
+				Value:    250,
+				PkScript: p2wkhScript,
+			},
+		},
+		packet: makePacket(&wire.TxOut{
+			Value:    50,
+			PkScript: p2wkhScript,
+		}),
+		changeIndex:             0,
+		feeRate:                 chainfee.FeePerKwFloor,
+		maxFeeRatio:             0.85,
+		changeType:              chanfunding.ExistingChangeAddress,
+		expectedUtxoIndexes:     []int{0},
+		expectChangeOutputIndex: 0,
+		expectedFee:             calcFee(0, 1, 0, 1, 0),
 	}, {
 		name: "large existing p2tr input, fee estimation existing " +
 			"change output",
@@ -536,6 +620,7 @@ func TestFundPsbtCoinSelect(t *testing.T) {
 		}),
 		changeIndex:                0,
 		feeRate:                    chainfee.FeePerKwFloor,
+		maxFeeRatio:                chanfunding.DefaultMaxFeeRatio,
 		changeType:                 chanfunding.ExistingChangeAddress,
 		expectedUtxoIndexes:        []int{},
 		expectChangeOutputIndex:    0,
@@ -574,7 +659,8 @@ func TestFundPsbtCoinSelect(t *testing.T) {
 			resp, err := rpcServer.fundPsbtCoinSelect(
 				"", tc.changeIndex, copiedPacket, 0,
 				tc.changeType, tc.feeRate,
-				rpcServer.cfg.CoinSelectionStrategy, 0,
+				rpcServer.cfg.CoinSelectionStrategy,
+				tc.maxFeeRatio,
 			)
 
 			switch {
@@ -588,6 +674,12 @@ func TestFundPsbtCoinSelect(t *testing.T) {
 				require.Error(tt, err)
 				require.ErrorAs(tt, err, &tc.expectedErr)
 
+				return
+			case tc.expectedContainedErrStr != "":
+				require.ErrorContains(
+					tt, err, tc.expectedContainedErrStr,
+				)
+
 				return
 			}
 

lnwallet/chanfunding/coin_select_test.go

@@ -316,7 +316,8 @@ func TestCoinSelect(t *testing.T) {
 			selected, changeAmt, err := CoinSelect(
 				feeRate, test.outputValue, dustLimit,
 				test.coins, wallet.CoinSelectionLargest,
-				fundingOutputEstimate, test.changeType, 0,
+				fundingOutputEstimate, test.changeType,
+				DefaultMaxFeeRatio,
 			)
 
 			if test.expectErr {
@@ -356,6 +357,7 @@ func TestCalculateChangeAmount(t *testing.T) {
 		feeWithChange btcutil.Amount
 		dustLimit     btcutil.Amount
 		changeType    ChangeAddressType
+		maxFeeRatio   float64
 
 		expectErr       string
 		expectChangeAmt btcutil.Amount
@@ -369,6 +371,7 @@ func TestCalculateChangeAmount(t *testing.T) {
 		totalInputAmt: 500,
 		requiredAmt:   490,
 		feeNoChange:   12,
+		maxFeeRatio:   DefaultMaxFeeRatio,
 
 		expectNeedMore: 502,
 	}, {
@@ -383,6 +386,7 @@ func TestCalculateChangeAmount(t *testing.T) {
 		feeWithChange: 10,
 		dustLimit:     100,
 		changeType:    ExistingChangeAddress,
+		maxFeeRatio:   DefaultMaxFeeRatio,
 
 		expectChangeAmt: 90,
 	}, {
@@ -392,6 +396,7 @@ func TestCalculateChangeAmount(t *testing.T) {
 		feeNoChange:   40,
 		feeWithChange: 50,
 		dustLimit:     100,
+		maxFeeRatio:   DefaultMaxFeeRatio,
 
 		expectChangeAmt: 150,
 	}, {
@@ -401,6 +406,7 @@ func TestCalculateChangeAmount(t *testing.T) {
 		requiredAmt:   460,
 		feeNoChange:   40,
 		feeWithChange: 50,
+		maxFeeRatio:   DefaultMaxFeeRatio,
 
 		expectChangeAmt: 0,
 	}, {
@@ -410,14 +416,36 @@ func TestCalculateChangeAmount(t *testing.T) {
 		feeNoChange:   10,
 		feeWithChange: 45,
 		dustLimit:     5,
+		maxFeeRatio:   DefaultMaxFeeRatio,
 
-		expectErr: "fee (0.00000045 BTC) exceeds 20% of total output " +
+		expectErr: "fee 0.00000045 BTC exceeds max fee (0.00000011 " +
-			"(0.00000055 BTC)",
+			"BTC) on total output value 0.00000055 BTC",
+	}, {
+		name:          "fee percent ok",
+		totalInputAmt: 100,
+		requiredAmt:   50,
+		feeNoChange:   10,
+		feeWithChange: 45,
+		dustLimit:     5,
+		maxFeeRatio:   0.95,
+
+		expectChangeAmt: 5,
+	}, {
+		name:          "invalid max fee ratio",
+		totalInputAmt: 100,
+		requiredAmt:   50,
+		feeNoChange:   10,
+		feeWithChange: 45,
+		dustLimit:     5,
+		maxFeeRatio:   3.14,
+
+		expectErr: "maxFeeRatio must be between 0.00 and 1.00",
 	}, {
 		name:          "invalid usage of function",
 		feeNoChange:   5,
 		feeWithChange: 10,
 		changeType:    ExistingChangeAddress,
+		maxFeeRatio:   DefaultMaxFeeRatio,
 
 		expectErr: "fees for with or without change must be the same",
 	}}
@@ -428,7 +456,7 @@ func TestCalculateChangeAmount(t *testing.T) {
 			changeAmt, needMore, err := CalculateChangeAmount(
 				tc.totalInputAmt, tc.requiredAmt,
 				tc.feeNoChange, tc.feeWithChange, tc.dustLimit,
-				tc.changeType, 0,
+				tc.changeType, tc.maxFeeRatio,
 			)
 
 			if tc.expectErr != "" {
@@ -606,8 +634,9 @@ func TestCoinSelectSubtractFees(t *testing.T) {
 			},
 			spendValue: 5 * fundingFee(highFeeRate, 1, false),
 
-			expectErr: "fee (<amt> BTC) exceeds <amt>% of total " +
+			expectErr: "fee <amt> BTC exceeds max fee (<amt> " +
-				"output (<amt> BTC)",
+				"BTC) on total output value <amt> BTC with " +
+				"max fee ratio of <amt>",
 		},
 	}
 
@@ -627,7 +656,8 @@ func TestCoinSelectSubtractFees(t *testing.T) {
 				feeRate, test.spendValue, dustLimit, test.coins,
 				wallet.CoinSelectionLargest,
 				fundingOutputEstimate,
-				defaultChanFundingChangeType, 0,
+				defaultChanFundingChangeType,
+				DefaultMaxFeeRatio,
 			)
 			if err != nil {
 				switch {
@@ -813,8 +843,9 @@ func TestCoinSelectUpToAmount(t *testing.T) {
 		minValue: minValue,
 		maxValue: 16 * fundingFee(feeRate, 1, false),
 
-		expectErr: "fee (0.00000192 BTC) exceeds 20% of total output " +
+		expectErr: "fee 0.00000192 BTC exceeds max fee (0.00000153 " +
-			"(0.00000768 BTC)",
+			"BTC) on total output value 0.00000768 BTC with max " +
+			"fee ratio of 0.20",
 	}, {
 		// This test makes sure that the implementation detail of using
 		// CoinSelect and CoinSelectSubtractFees is done correctly.
@@ -872,7 +903,8 @@ func TestCoinSelectUpToAmount(t *testing.T) {
 				test.reserved, dustLimit, test.coins,
 				wallet.CoinSelectionLargest,
 				fundingOutputEstimate,
-				defaultChanFundingChangeType, 0,
+				defaultChanFundingChangeType,
+				DefaultMaxFeeRatio,
 			)
 			if len(test.expectErr) == 0 && err != nil {
 				t.Fatal(err.Error())