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sweepbatcher: fix inaccuracies in fee estimations
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Use SigHashDefault instead of SigHashAll in weight estimations.
Actual code uses SigHashDefault, not SigHashAll. SigHashAll is 1wu larger.

Use the actual destination address in weight estimator, not taproot always.
In the test the type of address is P2WPKH, not taproot.

Updated testSweepFetcher to calculate fee, fee rate and weight accurately and
to compare the data observed in the published transaction with the estimates.
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starius committed Jun 30, 2024
1 parent 08474b8 commit 34c2c1c
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Showing 4 changed files with 30 additions and 20 deletions.
3 changes: 1 addition & 2 deletions sweepbatcher/greedy_batch_selection.go
Original file line number Diff line number Diff line change
Expand Up @@ -175,8 +175,7 @@ func estimateBatchWeight(batch *batch) (*entity, error) {

// Add inputs.
for _, sweep := range batch.sweeps {
// TODO: it should be txscript.SigHashDefault.
coopWeight.AddTaprootKeySpendInput(txscript.SigHashAll)
coopWeight.AddTaprootKeySpendInput(txscript.SigHashDefault)

err = sweep.htlcSuccessEstimator(&nonCoopWeight)
if err != nil {
Expand Down
24 changes: 12 additions & 12 deletions sweepbatcher/greedy_batch_selection_test.go
Original file line number Diff line number Diff line change
Expand Up @@ -17,7 +17,7 @@ const (
lowFeeRate = chainfee.FeePerKwFloor
highFeeRate = chainfee.SatPerKWeight(30000)

coopInputWeight = lntypes.WeightUnit(231)
coopInputWeight = lntypes.WeightUnit(230)
nonCoopInputWeight = lntypes.WeightUnit(521)
nonCoopPenalty = nonCoopInputWeight - coopInputWeight
coopNewBatchWeight = lntypes.WeightUnit(396)
Expand Down Expand Up @@ -81,7 +81,7 @@ func TestEstimateSweepWeight(t *testing.T) {
},
wantNewBatchEntity: entity{
FeeRate: lowFeeRate,
CoopWeight: lntypes.WeightUnit(445),
CoopWeight: lntypes.WeightUnit(444),
NonCoopWeight: lntypes.WeightUnit(735),
},
},
Expand All @@ -99,7 +99,7 @@ func TestEstimateSweepWeight(t *testing.T) {
},
wantNewBatchEntity: entity{
FeeRate: highFeeRate,
CoopWeight: lntypes.WeightUnit(445),
CoopWeight: lntypes.WeightUnit(444),
NonCoopWeight: lntypes.WeightUnit(735),
},
},
Expand All @@ -120,7 +120,7 @@ func TestEstimateSweepWeight(t *testing.T) {
},
wantNewBatchEntity: entity{
FeeRate: lowFeeRate,
CoopWeight: lntypes.WeightUnit(445),
CoopWeight: lntypes.WeightUnit(444),
NonCoopWeight: lntypes.WeightUnit(735),
IsExternalAddr: true,
},
Expand All @@ -142,7 +142,7 @@ func TestEstimateSweepWeight(t *testing.T) {
},
wantNewBatchEntity: entity{
FeeRate: lowFeeRate,
CoopWeight: lntypes.WeightUnit(409),
CoopWeight: lntypes.WeightUnit(408),
NonCoopWeight: lntypes.WeightUnit(699),
IsExternalAddr: true,
},
Expand All @@ -163,7 +163,7 @@ func TestEstimateSweepWeight(t *testing.T) {
},
wantNewBatchEntity: entity{
FeeRate: lowFeeRate,
CoopWeight: lntypes.WeightUnit(445),
CoopWeight: lntypes.WeightUnit(444),
NonCoopWeight: lntypes.WeightUnit(735),
NonCoopHint: true,
},
Expand Down Expand Up @@ -215,7 +215,7 @@ func TestEstimateBatchWeight(t *testing.T) {
wantBatchEntity: entity{
BatchId: 1,
FeeRate: lowFeeRate,
CoopWeight: lntypes.WeightUnit(445),
CoopWeight: lntypes.WeightUnit(444),
NonCoopWeight: lntypes.WeightUnit(735),
},
},
Expand All @@ -239,7 +239,7 @@ func TestEstimateBatchWeight(t *testing.T) {
wantBatchEntity: entity{
BatchId: 1,
FeeRate: lowFeeRate,
CoopWeight: lntypes.WeightUnit(676),
CoopWeight: lntypes.WeightUnit(674),
NonCoopWeight: lntypes.WeightUnit(1256),
},
},
Expand All @@ -263,7 +263,7 @@ func TestEstimateBatchWeight(t *testing.T) {
wantBatchEntity: entity{
BatchId: 1,
FeeRate: lowFeeRate,
CoopWeight: lntypes.WeightUnit(676),
CoopWeight: lntypes.WeightUnit(674),
NonCoopWeight: lntypes.WeightUnit(1103),
},
},
Expand All @@ -284,7 +284,7 @@ func TestEstimateBatchWeight(t *testing.T) {
wantBatchEntity: entity{
BatchId: 1,
FeeRate: highFeeRate,
CoopWeight: lntypes.WeightUnit(445),
CoopWeight: lntypes.WeightUnit(444),
NonCoopWeight: lntypes.WeightUnit(735),
},
},
Expand All @@ -309,7 +309,7 @@ func TestEstimateBatchWeight(t *testing.T) {
wantBatchEntity: entity{
BatchId: 1,
FeeRate: lowFeeRate,
CoopWeight: lntypes.WeightUnit(676),
CoopWeight: lntypes.WeightUnit(674),
NonCoopWeight: lntypes.WeightUnit(1256),
NonCoopHint: true,
},
Expand All @@ -333,7 +333,7 @@ func TestEstimateBatchWeight(t *testing.T) {
wantBatchEntity: entity{
BatchId: 1,
FeeRate: lowFeeRate,
CoopWeight: lntypes.WeightUnit(445),
CoopWeight: lntypes.WeightUnit(444),
NonCoopWeight: lntypes.WeightUnit(735),
IsExternalAddr: true,
},
Expand Down
9 changes: 6 additions & 3 deletions sweepbatcher/sweep_batch.go
Original file line number Diff line number Diff line change
Expand Up @@ -22,6 +22,7 @@ import (
"github.com/lightninglabs/loop/labels"
"github.com/lightninglabs/loop/loopdb"
"github.com/lightninglabs/loop/swap"
sweeppkg "github.com/lightninglabs/loop/sweep"
"github.com/lightningnetwork/lnd/chainntnfs"
"github.com/lightningnetwork/lnd/input"
"github.com/lightningnetwork/lnd/keychain"
Expand Down Expand Up @@ -843,8 +844,7 @@ func (b *batch) publishBatchCoop(ctx context.Context) (btcutil.Amount,
PreviousOutPoint: sweep.outpoint,
})

// TODO: it should be txscript.SigHashDefault.
weightEstimate.AddTaprootKeySpendInput(txscript.SigHashAll)
weightEstimate.AddTaprootKeySpendInput(txscript.SigHashDefault)
}

var address btcutil.Address
Expand All @@ -870,7 +870,10 @@ func (b *batch) publishBatchCoop(ctx context.Context) (btcutil.Amount,
return fee, err, false
}

weightEstimate.AddP2TROutput()
err = sweeppkg.AddOutputEstimate(&weightEstimate, address)
if err != nil {
return fee, err, false
}

weight := weightEstimate.Weight()
feeForWeight := b.rbfCache.FeeRate.FeeForWeight(weight)
Expand Down
14 changes: 11 additions & 3 deletions sweepbatcher/sweep_batcher_test.go
Original file line number Diff line number Diff line change
Expand Up @@ -9,6 +9,7 @@ import (
"testing"
"time"

"github.com/btcsuite/btcd/blockchain"
"github.com/btcsuite/btcd/btcec/v2"
"github.com/btcsuite/btcd/btcutil"
"github.com/btcsuite/btcd/chaincfg/chainhash"
Expand Down Expand Up @@ -1937,7 +1938,7 @@ func testSweepFetcher(t *testing.T, store testStore,
// Provide min fee rate for the sweep.
feeRate := chainfee.SatPerKWeight(30000)
amt := btcutil.Amount(1_000_000)
weight := lntypes.WeightUnit(445) // Weight for 1-to-1 tx.
weight := lntypes.WeightUnit(396) // Weight for 1-to-1 tx.
expectedFee := feeRate.FeeForWeight(weight)

swap := &loopdb.LoopOutContract{
Expand Down Expand Up @@ -2000,8 +2001,9 @@ func testSweepFetcher(t *testing.T, store testStore,
}

batcher := NewBatcher(lnd.WalletKit, lnd.ChainNotifier, lnd.Signer,
testMuSig2SignSweep, testVerifySchnorrSig, lnd.ChainParams,
batcherStore, sweepFetcher, WithCustomFeeRate(customFeeRate))
nil, testVerifySchnorrSig, lnd.ChainParams,
batcherStore, sweepFetcher, WithCustomFeeRate(customFeeRate),
WithCustomSignMuSig2(testSignMuSig2func))

var wg sync.WaitGroup
wg.Add(1)
Expand Down Expand Up @@ -2052,6 +2054,12 @@ func testSweepFetcher(t *testing.T, store testStore,
out := btcutil.Amount(tx.TxOut[0].Value)
gotFee := amt - out
require.Equal(t, expectedFee, gotFee, "fees don't match")
gotWeight := lntypes.WeightUnit(
blockchain.GetTransactionWeight(btcutil.NewTx(tx)),
)
require.Equal(t, weight, gotWeight, "weights don't match")
gotFeeRate := chainfee.NewSatPerKWeight(gotFee, gotWeight)
require.Equal(t, feeRate, gotFeeRate, "fee rates don't match")

// Make sure we have stored the batch.
batches, err := batcherStore.FetchUnconfirmedSweepBatches(ctx)
Expand Down

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