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Commitments: take HTLC fee into account #1152

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Sep 30, 2019
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Original file line number Diff line number Diff line change
Expand Up @@ -88,14 +88,42 @@ case class Commitments(channelVersion: ChannelVersion,
// we need to base the next current commitment on the last sig we sent, even if we didn't yet receive their revocation
val remoteCommit1 = remoteNextCommitInfo.left.toOption.map(_.nextRemoteCommit).getOrElse(remoteCommit)
val reduced = CommitmentSpec.reduce(remoteCommit1.spec, remoteChanges.acked, localChanges.proposed)
val feesMsat = if (localParams.isFunder) commitTxFee(remoteParams.dustLimit, reduced).toMilliSatoshi else 0.msat
(reduced.toRemote - remoteParams.channelReserve.toMilliSatoshi - feesMsat).max(0 msat)
val balanceNoFees = (reduced.toRemote - remoteParams.channelReserve).max(0 msat)
if (localParams.isFunder) {
// The funder always pays the on-chain fees, so we must subtract that from the amount we can send.
val commitFees = commitTxFee(remoteParams.dustLimit, reduced).toMilliSatoshi
val htlcFees = htlcOutputFee(reduced.feeratePerKw)
if (balanceNoFees - commitFees < offeredHtlcTrimThreshold(remoteParams.dustLimit, reduced)) {

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Why "offered" htlc?
availableBalanceForSend considers sending an HTLC. The commitment tx considered is the remote's. Hence it is a "received" HTLC.
availableBalanceForReceive considers receiving an HTLC. The commitment tx considered is the local's. Hence it is a "received" HTLC.
i.e. I believe both methods should be considering "received" HTLCs (in terms of on-chain outputs).

// htlc will be trimmed
(balanceNoFees - commitFees).max(0 msat)
} else {
// htlc will have an output in the commitment tx, so there will be additional fees.
(balanceNoFees - commitFees - htlcFees).max(0 msat)
}
} else {
// The fundee doesn't pay on-chain fees.
balanceNoFees
}
}

lazy val availableBalanceForReceive: MilliSatoshi = {
val reduced = CommitmentSpec.reduce(localCommit.spec, localChanges.acked, remoteChanges.proposed)
val feesMsat = if (localParams.isFunder) 0.msat else commitTxFee(localParams.dustLimit, reduced).toMilliSatoshi
(reduced.toRemote - localParams.channelReserve.toMilliSatoshi - feesMsat).max(0 msat)
val balanceNoFees = (reduced.toRemote - localParams.channelReserve).max(0 msat)
if (localParams.isFunder) {
// The fundee doesn't pay on-chain fees so we don't take those into account when receiving.
balanceNoFees
} else {
// The funder always pays the on-chain fees, so we must subtract that from the amount we can receive.
val commitFees = commitTxFee(localParams.dustLimit, reduced).toMilliSatoshi
val htlcFees = htlcOutputFee(reduced.feeratePerKw)
if (balanceNoFees - commitFees < receivedHtlcTrimThreshold(localParams.dustLimit, reduced)) {
// htlc will be trimmed
(balanceNoFees - commitFees).max(0 msat)
} else {
// htlc will have an output in the commitment tx, so there will be additional fees.
(balanceNoFees - commitFees - htlcFees).max(0 msat)
}
}
}
}

Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -95,6 +95,7 @@ object Transactions {
* these values are defined in the RFC
*/
val commitWeight = 724
val htlcOutputWeight = 172
val htlcTimeoutWeight = 663
val htlcSuccessWeight = 703

Expand All @@ -118,26 +119,35 @@ object Transactions {
*/
def fee2rate(fee: Satoshi, weight: Int) = (fee.toLong * 1000L) / weight

/** Offered HTLCs below this amount will be trimmed. */
def offeredHtlcTrimThreshold(dustLimit: Satoshi, spec: CommitmentSpec): Satoshi = dustLimit + weight2fee(spec.feeratePerKw, htlcTimeoutWeight)

def trimOfferedHtlcs(dustLimit: Satoshi, spec: CommitmentSpec): Seq[DirectedHtlc] = {
val htlcTimeoutFee = weight2fee(spec.feeratePerKw, htlcTimeoutWeight)
val threshold = offeredHtlcTrimThreshold(dustLimit, spec)
spec.htlcs
.filter(_.direction == OUT)
.filter(htlc => htlc.add.amountMsat >= (dustLimit + htlcTimeoutFee))
.filter(htlc => htlc.add.amountMsat >= threshold)
.toSeq
}

/** Received HTLCs below this amount will be trimmed. */
def receivedHtlcTrimThreshold(dustLimit: Satoshi, spec: CommitmentSpec): Satoshi = dustLimit + weight2fee(spec.feeratePerKw, htlcSuccessWeight)

def trimReceivedHtlcs(dustLimit: Satoshi, spec: CommitmentSpec): Seq[DirectedHtlc] = {
val htlcSuccessFee = weight2fee(spec.feeratePerKw, htlcSuccessWeight)
val threshold = receivedHtlcTrimThreshold(dustLimit, spec)
spec.htlcs
.filter(_.direction == IN)
.filter(htlc => htlc.add.amountMsat >= (dustLimit + htlcSuccessFee))
.filter(htlc => htlc.add.amountMsat >= threshold)
.toSeq
}

/** Fee for an un-trimmed HTLC. */
def htlcOutputFee(feeratePerKw: Long): Satoshi = weight2fee(feeratePerKw, htlcOutputWeight)

def commitTxFee(dustLimit: Satoshi, spec: CommitmentSpec): Satoshi = {
val trimmedOfferedHtlcs = trimOfferedHtlcs(dustLimit, spec)
val trimmedReceivedHtlcs = trimReceivedHtlcs(dustLimit, spec)
val weight = commitWeight + 172 * (trimmedOfferedHtlcs.size + trimmedReceivedHtlcs.size)
val weight = commitWeight + htlcOutputWeight * (trimmedOfferedHtlcs.size + trimmedReceivedHtlcs.size)
weight2fee(spec.feeratePerKw, weight)
}

Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -44,12 +44,32 @@ class CommitmentsSpec extends TestkitBaseClass with StateTestsHelperMethods {
}
}

test("take additional HTLC fee into account") { f =>
import f._
val htlcOutputFee = 1720000 msat
val a = 772760000 msat // initial balance alice
val ac0 = alice.stateData.asInstanceOf[DATA_NORMAL].commitments
val bc0 = bob.stateData.asInstanceOf[DATA_NORMAL].commitments
// we need to take the additional HTLC fee into account because balances are above the trim threshold.
assert(ac0.availableBalanceForSend == a - htlcOutputFee)
assert(bc0.availableBalanceForReceive == a - htlcOutputFee)

val (_, cmdAdd) = makeCmdAdd(a - htlcOutputFee - 1000.msat, bob.underlyingActor.nodeParams.nodeId, currentBlockHeight)
val Right((ac1, add)) = sendAdd(ac0, cmdAdd, Local(UUID.randomUUID, None), currentBlockHeight)
val bc1 = receiveAdd(bc0, add)
val (_, commit1) = sendCommit(ac1, alice.underlyingActor.nodeParams.keyManager)
val (bc2, _) = receiveCommit(bc1, commit1, bob.underlyingActor.nodeParams.keyManager)
// we don't take into account the additional HTLC fee since Alice's balance is below the trim threshold.
assert(ac1.availableBalanceForSend == 1000.msat)
assert(bc2.availableBalanceForReceive == 1000.msat)
}

test("correct values for availableForSend/availableForReceive (success case)") { f =>
import f._

val a = 772760000 msat // initial balance alice
val b = 190000000 msat // initial balance bob
val fee = 1720000 msat // fee due to the additional htlc output
val a = (772760000 msat) - fee // initial balance alice
val b = 190000000 msat // initial balance bob
val p = 42000000 msat // a->b payment

val ac0 = alice.stateData.asInstanceOf[DATA_NORMAL].commitments
Expand Down Expand Up @@ -131,9 +151,9 @@ class CommitmentsSpec extends TestkitBaseClass with StateTestsHelperMethods {
test("correct values for availableForSend/availableForReceive (failure case)") { f =>
import f._

val a = 772760000 msat // initial balance alice
val b = 190000000 msat // initial balance bob
val fee = 1720000 msat // fee due to the additional htlc output
val a = (772760000 msat) - fee // initial balance alice
val b = 190000000 msat // initial balance bob
val p = 42000000 msat // a->b payment

val ac0 = alice.stateData.asInstanceOf[DATA_NORMAL].commitments
Expand Down Expand Up @@ -215,9 +235,9 @@ class CommitmentsSpec extends TestkitBaseClass with StateTestsHelperMethods {
test("correct values for availableForSend/availableForReceive (multiple htlcs)") { f =>
import f._

val a = 772760000 msat // initial balance alice
val b = 190000000 msat // initial balance bob
val fee = 1720000 msat // fee due to the additional htlc output
val a = (772760000 msat) - fee // initial balance alice
val b = 190000000 msat // initial balance bob
val p1 = 10000000 msat // a->b payment
val p2 = 20000000 msat // a->b payment
val p3 = 40000000 msat // b->a payment
Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -184,15 +184,15 @@ class NormalStateSpec extends TestkitBaseClass with StateTestsHelperMethods {
test("recv CMD_ADD_HTLC (HTLC dips remote funder below reserve)") { f =>
import f._
val sender = TestProbe()
addHtlc(MilliSatoshi(771000000), alice, bob, alice2bob, bob2alice)
addHtlc(771000000 msat, alice, bob, alice2bob, bob2alice)
crossSign(alice, bob, alice2bob, bob2alice)
assert(alice.stateData.asInstanceOf[DATA_NORMAL].commitments.availableBalanceForSend === 40000.msat)

// actual test begins
// at this point alice has the minimal amount to sustain a channel (29000 sat ~= alice reserve + commit fee)
val add = CMD_ADD_HTLC(MilliSatoshi(120000000), randomBytes32, CltvExpiry(400144), TestConstants.emptyOnionPacket, upstream = Left(UUID.randomUUID()))
val add = CMD_ADD_HTLC(120000000 msat, randomBytes32, CltvExpiry(400144), TestConstants.emptyOnionPacket, upstream = Left(UUID.randomUUID()))
sender.send(bob, add)
val error = RemoteCannotAffordFeesForNewHtlc(channelId(bob), add.amount, missing = 1680.sat, 10000.sat, 10680.sat)
val error = RemoteCannotAffordFeesForNewHtlc(channelId(bob), add.amount, missing = 1680 sat, 10000 sat, 10680 sat)
sender.expectMsg(Failure(AddHtlcFailed(channelId(bob), add.paymentHash, error, Local(add.upstream.left.get, Some(sender.ref)), Some(bob.stateData.asInstanceOf[DATA_NORMAL].channelUpdate), Some(add))))
}

Expand Down