Add min mempool estimate for feerate updates on anchor channels

fuzz/src/chanmon_consistency.rs

@@ -78,7 +78,7 @@ impl FeeEstimator for FuzzEstimator {
  // Background feerate which is <= the minimum Normal feerate.
  match conf_target {
  ConfirmationTarget::HighPriority => MAX_FEE,
- ConfirmationTarget::Background => 253,
+ ConfirmationTarget::Background|ConfirmationTarget::MempoolMinimum => 253,
  ConfirmationTarget::Normal => cmp::min(self.ret_val.load(atomic::Ordering::Acquire), MAX_FEE),
  }
  }

lightning/src/chain/chaininterface.rs

@@ -35,15 +35,24 @@ pub trait BroadcasterInterface {
  fn broadcast_transactions(&self, txs: &[&Transaction]);
 }
 
-/// An enum that represents the speed at which we want a transaction to confirm used for feerate
+/// An enum that represents the priority at which we want a transaction to confirm used for feerate
 /// estimation.
 #[derive(Clone, Copy, Debug, Hash, PartialEq, Eq)]
 pub enum ConfirmationTarget {
- /// We are happy with this transaction confirming slowly when feerate drops some.
+ /// We'd like a transaction to confirm in the future, but don't want to commit most of the fees
+ /// required to do so yet. The remaining fees will come via a Child-Pays-For-Parent (CPFP) fee
+ /// bump of the transaction.
+ ///
+ /// The feerate returned should be the absolute minimum feerate required to enter most node
+ /// mempools across the network. Note that if you are not able to obtain this feerate estimate,
+ /// you should likely use the furthest-out estimate allowed by your fee estimator.
+ MempoolMinimum,
+ /// We are happy with a transaction confirming slowly, at least within a day or so worth of
+ /// blocks.
  Background,
- /// We'd like this transaction to confirm without major delay, but 12-18 blocks is fine.
+ /// We'd like a transaction to confirm without major delayed, i.e., within the next 12-24 blocks.
  Normal,
- /// We'd like this transaction to confirm in the next few blocks.
+ /// We'd like a transaction to confirm in the next few blocks.
  HighPriority,
 }
 

lightning/src/ln/channel.rs

@@ -2045,20 +2045,35 @@ struct CommitmentTxInfoCached {
 }
 
 impl<Signer: WriteableEcdsaChannelSigner> Channel<Signer> {
- fn check_remote_fee<F: Deref, L: Deref>(fee_estimator: &LowerBoundedFeeEstimator<F>,
- feerate_per_kw: u32, cur_feerate_per_kw: Option<u32>, logger: &L)
- -> Result<(), ChannelError> where F::Target: FeeEstimator, L::Target: Logger,
+ fn check_remote_fee<F: Deref, L: Deref>(
+ channel_type: &ChannelTypeFeatures, fee_estimator: &LowerBoundedFeeEstimator<F>,
+ feerate_per_kw: u32, cur_feerate_per_kw: Option<u32>, logger: &L
+ ) -> Result<(), ChannelError> where F::Target: FeeEstimator, L::Target: Logger,
  {
  // We only bound the fee updates on the upper side to prevent completely absurd feerates,
  // always accepting up to 25 sat/vByte or 10x our fee estimator's "High Priority" fee.
  // We generally don't care too much if they set the feerate to something very high, but it
- // could result in the channel being useless due to everything being dust.
- let upper_limit = cmp::max(250 * 25,
- fee_estimator.bounded_sat_per_1000_weight(ConfirmationTarget::HighPriority) as u64 * 10);
- if feerate_per_kw as u64 > upper_limit {
- return Err(ChannelError::Close(format!("Peer's feerate much too high. Actual: {}. Our expected upper limit: {}", feerate_per_kw, upper_limit)));
- }
- let lower_limit = fee_estimator.bounded_sat_per_1000_weight(ConfirmationTarget::Background);
+ // could result in the channel being useless due to everything being dust. This doesn't
+ // apply to channels supporting anchor outputs since HTLC transactions are pre-signed with a
+ // zero fee, so their fee is no longer considered to determine dust limits.
+ if !channel_type.supports_anchors_zero_fee_htlc_tx() {
+ let upper_limit = cmp::max(250 * 25,
+ fee_estimator.bounded_sat_per_1000_weight(ConfirmationTarget::HighPriority) as u64 * 10);
+ if feerate_per_kw as u64 > upper_limit {
+ return Err(ChannelError::Close(format!("Peer's feerate much too high. Actual: {}. Our expected upper limit: {}", feerate_per_kw, upper_limit)));
+ }
+ }
+
+ // We can afford to use a lower bound with anchors than previously since we can now bump
+ // fees when broadcasting our commitment. However, we must still make sure we meet the
+ // minimum mempool feerate, until package relay is deployed, such that we can ensure the
+ // commitment transaction propagates throughout node mempools on its own.
+ let lower_limit_conf_target = if channel_type.supports_anchors_zero_fee_htlc_tx() {
+ ConfirmationTarget::MempoolMinimum
+ } else {
+ ConfirmationTarget::Background
+ };
+ let lower_limit = fee_estimator.bounded_sat_per_1000_weight(lower_limit_conf_target);
  // Some fee estimators round up to the next full sat/vbyte (ie 250 sats per kw), causing
  // occasional issues with feerate disagreements between an initiator that wants a feerate
  // of 1.1 sat/vbyte and a receiver that wants 1.1 rounded up to 2. Thus, we always add 250
@@ -3688,7 +3703,7 @@ impl<Signer: WriteableEcdsaChannelSigner> Channel<Signer> {
  if self.context.channel_state & (ChannelState::PeerDisconnected as u32) == ChannelState::PeerDisconnected as u32 {
  return Err(ChannelError::Close("Peer sent update_fee when we needed a channel_reestablish".to_owned()));
  }
- Channel::<Signer>::check_remote_fee(fee_estimator, msg.feerate_per_kw, Some(self.context.feerate_per_kw), logger)?;
+ Channel::<Signer>::check_remote_fee(&self.context.channel_type, fee_estimator, msg.feerate_per_kw, Some(self.context.feerate_per_kw), logger)?;
  let feerate_over_dust_buffer = msg.feerate_per_kw > self.context.get_dust_buffer_feerate(None);
 
  self.context.pending_update_fee = Some((msg.feerate_per_kw, FeeUpdateState::RemoteAnnounced));
@@ -5502,10 +5517,15 @@ impl<Signer: WriteableEcdsaChannelSigner> OutboundV1Channel<Signer> {
  let channel_type = Self::get_initial_channel_type(&config, their_features);
  debug_assert!(channel_type.is_subset(&channelmanager::provided_channel_type_features(&config)));
 
- let feerate = fee_estimator.bounded_sat_per_1000_weight(ConfirmationTarget::Normal);
+ let commitment_conf_target = if channel_type.supports_anchors_zero_fee_htlc_tx() {
+ ConfirmationTarget::MempoolMinimum
+ } else {
+ ConfirmationTarget::Normal
+ };
+ let commitment_feerate = fee_estimator.bounded_sat_per_1000_weight(commitment_conf_target);
 
  let value_to_self_msat = channel_value_satoshis * 1000 - push_msat;
- let commitment_tx_fee = commit_tx_fee_msat(feerate, MIN_AFFORDABLE_HTLC_COUNT, &channel_type);
+ let commitment_tx_fee = commit_tx_fee_msat(commitment_feerate, MIN_AFFORDABLE_HTLC_COUNT, &channel_type);
  if value_to_self_msat < commitment_tx_fee {
  return Err(APIError::APIMisuseError{ err: format!("Funding amount ({}) can't even pay fee for initial commitment transaction fee of {}.", value_to_self_msat / 1000, commitment_tx_fee / 1000) });
  }
@@ -5599,7 +5619,7 @@ impl<Signer: WriteableEcdsaChannelSigner> OutboundV1Channel<Signer> {
  short_channel_id: None,
  channel_creation_height: current_chain_height,
 
- feerate_per_kw: feerate,
+ feerate_per_kw: commitment_feerate,
  counterparty_dust_limit_satoshis: 0,
  holder_dust_limit_satoshis: MIN_CHAN_DUST_LIMIT_SATOSHIS,
  counterparty_max_htlc_value_in_flight_msat: 0,
@@ -5753,7 +5773,12 @@ impl<Signer: WriteableEcdsaChannelSigner> OutboundV1Channel<Signer> {
  /// If we receive an error message, it may only be a rejection of the channel type we tried,
  /// not of our ability to open any channel at all. Thus, on error, we should first call this
  /// and see if we get a new `OpenChannel` message, otherwise the channel is failed.
- pub(crate) fn maybe_handle_error_without_close(&mut self, chain_hash: BlockHash) -> Result<msgs::OpenChannel, ()> {
+ pub(crate) fn maybe_handle_error_without_close<F: Deref>(
+ &mut self, chain_hash: BlockHash, fee_estimator: &LowerBoundedFeeEstimator<F>
+ ) -> Result<msgs::OpenChannel, ()>
+ where
+ F::Target: FeeEstimator
+ {
  if !self.context.is_outbound() || self.context.channel_state != ChannelState::OurInitSent as u32 { return Err(()); }
  if self.context.channel_type == ChannelTypeFeatures::only_static_remote_key() {
  // We've exhausted our options
@@ -5770,6 +5795,7 @@ impl<Signer: WriteableEcdsaChannelSigner> OutboundV1Channel<Signer> {
  // whatever reason.
  if self.context.channel_type.supports_anchors_zero_fee_htlc_tx() {
  self.context.channel_type.clear_anchors_zero_fee_htlc_tx();
+ self.context.feerate_per_kw = fee_estimator.bounded_sat_per_1000_weight(ConfirmationTarget::Normal);
  assert!(!self.context.channel_transaction_parameters.channel_type_features.supports_anchors_nonzero_fee_htlc_tx());
  } else if self.context.channel_type.supports_scid_privacy() {
  self.context.channel_type.clear_scid_privacy();
@@ -6039,7 +6065,7 @@ impl<Signer: WriteableEcdsaChannelSigner> InboundV1Channel<Signer> {
  if msg.htlc_minimum_msat >= full_channel_value_msat {
  return Err(ChannelError::Close(format!("Minimum htlc value ({}) was larger than full channel value ({})", msg.htlc_minimum_msat, full_channel_value_msat)));
  }
- Channel::<Signer>::check_remote_fee(fee_estimator, msg.feerate_per_kw, None, logger)?;
+ Channel::<Signer>::check_remote_fee(&channel_type, fee_estimator, msg.feerate_per_kw, None, logger)?;
 
  let max_counterparty_selected_contest_delay = u16::min(config.channel_handshake_limits.their_to_self_delay, MAX_LOCAL_BREAKDOWN_TIMEOUT);
  if msg.to_self_delay > max_counterparty_selected_contest_delay {
@@ -7441,7 +7467,8 @@ mod tests {
  // arithmetic, causing a panic with debug assertions enabled.
  let fee_est = TestFeeEstimator { fee_est: 42 };
  let bounded_fee_estimator = LowerBoundedFeeEstimator::new(&fee_est);
- assert!(Channel::<InMemorySigner>::check_remote_fee(&bounded_fee_estimator,
+ assert!(Channel::<InMemorySigner>::check_remote_fee(
+ &ChannelTypeFeatures::only_static_remote_key(), &bounded_fee_estimator,
  u32::max_value(), None, &&test_utils::TestLogger::new()).is_err());
  }
 

lightning/src/ln/channelmanager.rs

@@ -4235,13 +4235,19 @@ where
  PersistenceNotifierGuard::optionally_notify(&self.total_consistency_lock, &self.persistence_notifier, || {
  let mut should_persist = self.process_background_events();
 
- let new_feerate = self.fee_estimator.bounded_sat_per_1000_weight(ConfirmationTarget::Normal);
+ let normal_feerate = self.fee_estimator.bounded_sat_per_1000_weight(ConfirmationTarget::Normal);
+ let min_mempool_feerate = self.fee_estimator.bounded_sat_per_1000_weight(ConfirmationTarget::MempoolMinimum);
 
  let per_peer_state = self.per_peer_state.read().unwrap();
  for (_cp_id, peer_state_mutex) in per_peer_state.iter() {
  let mut peer_state_lock = peer_state_mutex.lock().unwrap();
  let peer_state = &mut *peer_state_lock;
  for (chan_id, chan) in peer_state.channel_by_id.iter_mut() {
+ let new_feerate = if chan.context.get_channel_type().supports_anchors_zero_fee_htlc_tx() {
+ min_mempool_feerate
+ } else {
+ normal_feerate
+ };
  let chan_needs_persist = self.update_channel_fee(chan_id, chan, new_feerate);
  if chan_needs_persist == NotifyOption::DoPersist { should_persist = NotifyOption::DoPersist; }
  }
@@ -4271,7 +4277,8 @@ where
  PersistenceNotifierGuard::optionally_notify(&self.total_consistency_lock, &self.persistence_notifier, || {
  let mut should_persist = self.process_background_events();
 
- let new_feerate = self.fee_estimator.bounded_sat_per_1000_weight(ConfirmationTarget::Normal);
+ let normal_feerate = self.fee_estimator.bounded_sat_per_1000_weight(ConfirmationTarget::Normal);
+ let min_mempool_feerate = self.fee_estimator.bounded_sat_per_1000_weight(ConfirmationTarget::MempoolMinimum);
 
  let mut handle_errors: Vec<(Result<(), _>, _)> = Vec::new();
  let mut timed_out_mpp_htlcs = Vec::new();
@@ -4284,6 +4291,11 @@ where
  let pending_msg_events = &mut peer_state.pending_msg_events;
  let counterparty_node_id = *counterparty_node_id;
  peer_state.channel_by_id.retain(|chan_id, chan| {
+ let new_feerate = if chan.context.get_channel_type().supports_anchors_zero_fee_htlc_tx() {
+ min_mempool_feerate
+ } else {
+ normal_feerate
+ };
  let chan_needs_persist = self.update_channel_fee(chan_id, chan, new_feerate);
  if chan_needs_persist == NotifyOption::DoPersist { should_persist = NotifyOption::DoPersist; }
 
@@ -7250,7 +7262,7 @@ where
  let mut peer_state_lock = peer_state_mutex_opt.unwrap().lock().unwrap();
  let peer_state = &mut *peer_state_lock;
  if let Some(chan) = peer_state.outbound_v1_channel_by_id.get_mut(&msg.channel_id) {
- if let Ok(msg) = chan.maybe_handle_error_without_close(self.genesis_hash) {
+ if let Ok(msg) = chan.maybe_handle_error_without_close(self.genesis_hash, &self.fee_estimator) {
  peer_state.pending_msg_events.push(events::MessageSendEvent::SendOpenChannel {
  node_id: *counterparty_node_id,
  msg,