Merge #678: Implement conversion for Lightning fee rate

de358f8 Implement conversion for Lightning fee rate (Vladimir Fomene)

Pull request description:

  This PR fixes #608.

  ### Description

  Lightning denotes transaction fee rate sats / 1000 weight units and sats / 1000 vbytes.
  Here we add support for creating BDK FeeRate from lightning fee rate. We also move all FeeRate tests to
  types.rs and rename as_sat_vb to as_sat_per_vb.

  ### Notes to the reviewers

  Matt was concerned that we might round down value in fee calculation in such a way that a transaction may not be relayed because it is below Bitcoin Core's min relay fee (1 sat/vbyte). I don't think we need to worry about that because we [round up(ceil)](https://github.com/bitcoindevkit/bdk/blob/master/src/types.rs#L91) during fee calculation, we don't round down. I will love to hear what you think. Is there something I'm missing? @johncantrell97, I will appreciate your review on this one.

  ### Checklists

  #### All Submissions:

  * [x] I've signed all my commits
  * [x] I followed the [contribution guidelines](https://github.com/bitcoindevkit/bdk/blob/master/CONTRIBUTING.md)
  * [x] I ran `cargo fmt` and `cargo clippy` before committing

  #### New Features:

  * [x] I've added tests for the new feature
  * [x] I've added docs for the new feature
  * [x] I've updated `CHANGELOG.md`

  #### Bugfixes:

  * [ ] This pull request breaks the existing API
  * [ ] I've added tests to reproduce the issue which are now passing
  * [x] I'm linking the issue being fixed by this PR

ACKs for top commit:
  danielabrozzoni:
    ACK de358f8

Tree-SHA512: aaa7da8284b668d15ad9c92168c149c4b3ee0f8faee9b7eb159745d23e38835189eaf5c336da14ba9272ee07cd366718eefb8365da9ddf53014e122b6393a087

CHANGELOG.md

@@ -5,6 +5,8 @@ The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
 and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
 
 ## [Unreleased]
+- Add capacity to create FeeRate from sats/kvbytes and sats/kwu.
+- Rename `as_sat_vb` to `as_sat_per_vb`. Move all `FeeRate` test to `types.rs`.
 
 ## [v0.21.0] - [v0.20.0]
 
@@ -19,6 +21,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 - New `RpcBlockchain` implementation with various fixes.
 - Return balance in separate categories, namely `confirmed`, `trusted_pending`, `untrusted_pending` & `immature`.
 
+
 ## [v0.20.0] - [v0.19.0]
 
 - New MSRV set to `1.56.1`

src/types.rs

@@ -63,6 +63,16 @@ impl FeeRate {
  FeeRate(value)
  }
 
+ /// Create a new instance of [`FeeRate`] given a float fee rate in sats/kwu
+ pub fn from_sat_per_kwu(sat_per_kwu: f32) -> Self {
+ FeeRate::new_checked(sat_per_kwu / 250.0_f32)
+ }
+
+ /// Create a new instance of [`FeeRate`] given a float fee rate in sats/kvb
+ pub fn from_sat_per_kvb(sat_per_kvb: f32) -> Self {
+ FeeRate::new_checked(sat_per_kvb / 1000.0_f32)
+ }
+
  /// Create a new instance of [`FeeRate`] given a float fee rate in btc/kvbytes
  ///
  /// ## Panics
@@ -98,7 +108,7 @@ impl FeeRate {
  }
 
  /// Return the value as satoshi/vbyte
- pub fn as_sat_vb(&self) -> f32 {
+ pub fn as_sat_per_vb(&self) -> f32 {
  self.0
  }
 
@@ -109,7 +119,7 @@ impl FeeRate {
 
  /// Calculate absolute fee in Satoshis using size in virtual bytes.
  pub fn fee_vb(&self, vbytes: usize) -> u64 {
- (self.as_sat_vb() * vbytes as f32).ceil() as u64
+ (self.as_sat_per_vb() * vbytes as f32).ceil() as u64
  }
 }
 
@@ -358,4 +368,34 @@ mod tests {
  fn test_valid_feerate_pos_zero() {
  let _ = FeeRate::from_sat_per_vb(0.0);
  }
+
+ #[test]
+ fn test_fee_from_btc_per_kvb() {
+ let fee = FeeRate::from_btc_per_kvb(1e-5);
+ assert!((fee.as_sat_per_vb() - 1.0).abs() < f32::EPSILON);
+ }
+
+ #[test]
+ fn test_fee_from_sat_per_vbyte() {
+ let fee = FeeRate::from_sat_per_vb(1.0);
+ assert!((fee.as_sat_per_vb() - 1.0).abs() < f32::EPSILON);
+ }
+
+ #[test]
+ fn test_fee_default_min_relay_fee() {
+ let fee = FeeRate::default_min_relay_fee();
+ assert!((fee.as_sat_per_vb() - 1.0).abs() < f32::EPSILON);
+ }
+
+ #[test]
+ fn test_fee_from_sat_per_kvb() {
+ let fee = FeeRate::from_sat_per_kvb(1000.0);
+ assert!((fee.as_sat_per_vb() - 1.0).abs() < f32::EPSILON);
+ }
+
+ #[test]
+ fn test_fee_from_sat_per_kwu() {
+ let fee = FeeRate::from_sat_per_kwu(250.0);
+ assert!((fee.as_sat_per_vb() - 1.0).abs() < f32::EPSILON);
+ }
 }

src/wallet/coin_selection.rs

@@ -454,7 +454,7 @@ impl<D: Database> CoinSelectionAlgorithm<D> for BranchAndBoundCoinSelection {
  .iter()
  .fold(0, |acc, x| acc + x.effective_value);
 
- let cost_of_change = self.size_of_change as f32 * fee_rate.as_sat_vb();
+ let cost_of_change = self.size_of_change as f32 * fee_rate.as_sat_per_vb();
 
  // `curr_value` and `curr_available_value` are both the sum of *effective_values* of
  // the UTXOs. For the optional UTXOs (curr_available_value) we filter out UTXOs with
@@ -1360,7 +1360,8 @@ mod test {
  let curr_available_value = utxos.iter().fold(0, |acc, x| acc + x.effective_value);
 
  let size_of_change = 31;
- let cost_of_change = size_of_change as f32 * fee_rate.as_sat_vb();
+ let cost_of_change = size_of_change as f32 * fee_rate.as_sat_per_vb();
+
  let drain_script = Script::default();
  let target_amount = 20_000 + FEE_AMOUNT;
  BranchAndBoundCoinSelection::new(size_of_change)
@@ -1389,7 +1390,7 @@ mod test {
  let curr_available_value = utxos.iter().fold(0, |acc, x| acc + x.effective_value);
 
  let size_of_change = 31;
- let cost_of_change = size_of_change as f32 * fee_rate.as_sat_vb();
+ let cost_of_change = size_of_change as f32 * fee_rate.as_sat_per_vb();
  let target_amount = 20_000 + FEE_AMOUNT;
 
  let drain_script = Script::default();
@@ -1413,7 +1414,7 @@ mod test {
  fn test_bnb_function_almost_exact_match_with_fees() {
  let fee_rate = FeeRate::from_sat_per_vb(1.0);
  let size_of_change = 31;
- let cost_of_change = size_of_change as f32 * fee_rate.as_sat_vb();
+ let cost_of_change = size_of_change as f32 * fee_rate.as_sat_per_vb();
 
  let utxos: Vec<_> = generate_same_value_utxos(50_000, 10)
  .into_iter()

src/wallet/mod.rs

@@ -1067,7 +1067,7 @@ where
  utxos: original_utxos,
  bumping_fee: Some(tx_builder::PreviousFee {
  absolute: details.fee.ok_or(Error::FeeRateUnavailable)?,
- rate: feerate.as_sat_vb(),
+ rate: feerate.as_sat_per_vb(),
  }),
  ..Default::default()
  };
@@ -2095,7 +2095,7 @@ pub(crate) mod test {
  let fee_rate = $fee_rate;
 
  if !dust_change {
- assert!(tx_fee_rate >= fee_rate && (tx_fee_rate - fee_rate).as_sat_vb().abs() < 0.5, "Expected fee rate of {:?}, the tx has {:?}", fee_rate, tx_fee_rate);
+ assert!(tx_fee_rate >= fee_rate && (tx_fee_rate - fee_rate).as_sat_per_vb().abs() < 0.5, "Expected fee rate of {:?}, the tx has {:?}", fee_rate, tx_fee_rate);
  } else {
  assert!(tx_fee_rate >= fee_rate, "Expected fee rate of at least {:?}, the tx has {:?}", fee_rate, tx_fee_rate);
  }

src/wallet/utils.rs

@@ -144,7 +144,6 @@ mod test {
  SEQUENCE_LOCKTIME_TYPE_FLAG,
  };
  use crate::bitcoin::Address;
- use crate::types::FeeRate;
  use std::str::FromStr;
 
  #[test]
@@ -164,24 +163,6 @@ mod test {
  assert!(!294.is_dust(&script_p2wpkh));
  }
 
- #[test]
- fn test_fee_from_btc_per_kb() {
- let fee = FeeRate::from_btc_per_kvb(1e-5);
- assert!((fee.as_sat_vb() - 1.0).abs() < 0.0001);
- }
-
- #[test]
- fn test_fee_from_sats_vbyte() {
- let fee = FeeRate::from_sat_per_vb(1.0);
- assert!((fee.as_sat_vb() - 1.0).abs() < 0.0001);
- }
-
- #[test]
- fn test_fee_default_min_relay_fee() {
- let fee = FeeRate::default_min_relay_fee();
- assert!((fee.as_sat_vb() - 1.0).abs() < 0.0001);
- }
-
  #[test]
  fn test_check_nsequence_rbf_msb_set() {
  let result = check_nsequence_rbf(0x80000000, 5000);