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Provide a default CoinSelectionSource implementation via a new trait
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lightning/src/events/bump_transaction.rs

Lines changed: 138 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -23,6 +23,7 @@ use crate::ln::chan_utils::{
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};
2424
use crate::events::Event;
2525
use crate::prelude::HashMap;
26+
use crate::sync::Mutex;
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use crate::util::logger::Logger;
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use crate::util::ser::Writeable;
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@@ -308,7 +309,8 @@ pub struct CoinSelection {
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309310
/// An abstraction over a bitcoin wallet that can perform coin selection over a set of UTXOs and can
310311
/// sign for them. The coin selection method aims to mimic Bitcoin Core's `fundrawtransaction` RPC,
311-
/// which most wallets should be able to satisfy.
312+
/// which most wallets should be able to satisfy. Otherwise, consider implementing [`WalletSource`],
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/// which can provide a default implementation of this trait when used with [`Wallet`].
312314
pub trait CoinSelectionSource {
313315
/// Performs coin selection of a set of UTXOs, with at least 1 confirmation each, that are
314316
/// available to spend. Implementations are free to pick their coin selection algorithm of
@@ -336,6 +338,141 @@ pub trait CoinSelectionSource {
336338
fn sign_tx(&self, tx: &mut Transaction) -> Result<(), ()>;
337339
}
338340

341+
/// An alternative to [`CoinSelectionSource`] that can be implemented and used along [`Wallet`] to
342+
/// provide a default implementation to [`CoinSelectionSource`].
343+
pub trait WalletSource {
344+
/// Returns all UTXOs, with at least 1 confirmation each, that are available to spend.
345+
fn list_confirmed_utxos(&self) -> Result<Vec<Utxo>, ()>;
346+
/// Returns a script to use for change above dust resulting from a successful coin selection
347+
/// attempt.
348+
fn change_script(&self) -> Result<Script, ()>;
349+
/// Signs and provides the full witness for all inputs within the transaction known to the
350+
/// wallet (i.e., any provided via [`WalletSource::list_confirmed_utxos`]).
351+
fn sign_tx(&self, tx: &mut Transaction) -> Result<(), ()>;
352+
}
353+
354+
/// A wrapper over [`WalletSource`] that implements [`CoinSelection`] by preferring UTXOs that would
355+
/// avoid conflicting double spends. If not enough UTXOs are available to do so, conflicting double
356+
/// spends may happen.
357+
pub struct Wallet<W: Deref> where W::Target: WalletSource {
358+
source: W,
359+
// TODO: Do we care about cleaning this up once the UTXOs have a confirmed spend? We can do so
360+
// by checking whether any UTXOs that exist in the map are no longer returned in
361+
// `list_confirmed_utxos`.
362+
locked_utxos: Mutex<HashMap<OutPoint, BumpId>>,
363+
}
364+
365+
impl<W: Deref> Wallet<W> where W::Target: WalletSource {
366+
/// Returns a new instance backed by the given [`WalletSource`] that serves as an implementation
367+
/// of [`CoinSelectionSource`].
368+
pub fn new(source: W) -> Self {
369+
Self { source, locked_utxos: Mutex::new(HashMap::new()) }
370+
}
371+
372+
/// Performs coin selection on the set of UTXOs obtained from
373+
/// [`WalletSource::list_confirmed_utxos`]. Its algorithm can be described as "smallest
374+
/// above-dust-after-spend first", with a slight twist: we may skip UTXOs that are above dust
375+
/// after spending them at the target feerate if `force_conflicting_utxo_spend` is unset to
376+
/// avoid producing conflicting transactions.
377+
fn select_confirmed_utxos_internal(
378+
&self, bump_id: BumpId, force_conflicting_utxo_spend: bool,
379+
target_feerate_sat_per_1000_weight: u32, preexisting_tx_weight: u64, target_amount: u64,
380+
) -> Result<CoinSelection, ()> {
381+
let mut utxos = self.source.list_confirmed_utxos()?;
382+
utxos.sort_unstable_by_key(|utxo| utxo.output.value);
383+
384+
let mut selected_amount = 0;
385+
let mut fee_amount = preexisting_tx_weight * target_feerate_sat_per_1000_weight as u64;
386+
let selected_utxos = {
387+
let mut locked_utxos = self.locked_utxos.lock().unwrap();
388+
let selected_utxos = utxos.into_iter().scan(
389+
(&mut selected_amount, &mut fee_amount), |(selected_amount, fee_amount), utxo| {
390+
if let Some(utxo_bump_id) = locked_utxos.get(&utxo.outpoint) {
391+
if *utxo_bump_id != bump_id && !force_conflicting_utxo_spend {
392+
return None;
393+
}
394+
}
395+
let need_more_inputs = **selected_amount < target_amount + **fee_amount;
396+
if need_more_inputs {
397+
let fee_to_spend_utxo = target_feerate_sat_per_1000_weight as u64 *
398+
((41 * WITNESS_SCALE_FACTOR) as u64 + utxo.witness_weight);
399+
let utxo_value_after_fee = utxo.output.value.saturating_sub(fee_to_spend_utxo);
400+
if utxo_value_after_fee > 0 {
401+
**selected_amount += utxo.output.value;
402+
**fee_amount += fee_to_spend_utxo;
403+
Some(utxo)
404+
} else {
405+
None
406+
}
407+
} else {
408+
None
409+
}
410+
}
411+
).collect::<Vec<_>>();
412+
let need_more_inputs = selected_amount < target_amount + fee_amount;
413+
if need_more_inputs {
414+
return Err(());
415+
}
416+
for utxo in &selected_utxos {
417+
locked_utxos.insert(utxo.outpoint, bump_id);
418+
}
419+
selected_utxos
420+
};
421+
422+
let remaining_amount = selected_amount - target_amount - fee_amount;
423+
let change_script = self.source.change_script()?;
424+
let change_output_fee = target_feerate_sat_per_1000_weight as u64
425+
* (8 + change_script.consensus_encode(&mut sink()).unwrap() as u64);
426+
let change_output_amount = remaining_amount.saturating_sub(change_output_fee);
427+
let change_output = if change_output_amount < change_script.dust_value().to_sat() {
428+
None
429+
} else {
430+
Some(TxOut { script_pubkey: change_script, value: change_output_amount })
431+
};
432+
433+
Ok(CoinSelection {
434+
confirmed_utxos: selected_utxos,
435+
change_output,
436+
})
437+
}
438+
}
439+
440+
impl<W: Deref> CoinSelectionSource for Wallet<W> where W::Target: WalletSource {
441+
fn select_confirmed_utxos(
442+
&self, bump_id: BumpId, must_spend: Vec<Input>, must_pay_to: Vec<TxOut>,
443+
target_feerate_sat_per_1000_weight: u32,
444+
) -> Result<CoinSelection, ()> {
445+
// TODO: Use fee estimation utils when we upgrade to bitcoin v0.30.0.
446+
let base_tx_weight = 4 /* version */ + 1 /* input count */ + 1 /* output count */ + 4 /* locktime */;
447+
let total_input_weight = must_spend.len() *
448+
(32 /* txid */ + 4 /* vout */ + 4 /* sequence */ + 1 /* script sig */);
449+
let total_output_weight: usize = must_pay_to.iter().map(|output|
450+
8 /* value */ + 1 /* script len */ + output.script_pubkey.len()
451+
).sum();
452+
let total_non_witness_weight = base_tx_weight + total_input_weight + total_output_weight;
453+
let total_witness_weight: u64 = must_spend.iter().map(|input| input.witness_weight).sum();
454+
455+
let preexisting_tx_weight = 2 /* segwit marker & flag */ + total_witness_weight +
456+
(total_non_witness_weight * WITNESS_SCALE_FACTOR) as u64;
457+
let target_amount = must_pay_to.iter().map(|output| output.value).sum();
458+
let do_coin_selection = |force_conflicting_utxo_spend: bool| {
459+
self.select_confirmed_utxos_internal(
460+
bump_id, force_conflicting_utxo_spend, target_feerate_sat_per_1000_weight,
461+
preexisting_tx_weight, target_amount,
462+
)
463+
};
464+
do_coin_selection(false).or_else(|_| do_coin_selection(true))
465+
}
466+
467+
fn change_script(&self) -> Result<Script, ()> {
468+
self.source.change_script()
469+
}
470+
471+
fn sign_tx(&self, tx: &mut Transaction) -> Result<(), ()> {
472+
self.source.sign_tx(tx)
473+
}
474+
}
475+
339476
/// A handler for [`Event::BumpTransaction`] events that sources confirmed UTXOs from a
340477
/// [`CoinSelectionSource`] to fee bump transactions via Child-Pays-For-Parent (CPFP) or
341478
/// Replace-By-Fee (RBF).
@@ -402,7 +539,6 @@ where
402539
// input, without caring where the change goes, we use an output just above dust backed by
403540
// the wallet's change script. If the wallet ends up producing its own change output when
404541
// funding the transaction, we'll join them into one, saving the user a few satoshis.
405-
// TODO: Prevent change address inflation.
406542
let change_script = self.utxo_source.change_script()?;
407543
let dust_change_output = TxOut {
408544
value: change_script.dust_value().to_sat(),

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