Merge pull request #976 from hieblmi/batcher-change-outputs

sweepbatcher: batch change outputs

Author: hieblmi

loopout_test.go

@@ -280,6 +280,7 @@ func testCustomSweepConfTarget(t *testing.T) {
 	// yields a much higher fee rate.
 	ctx.Lnd.SetFeeEstimate(testReq.SweepConfTarget, 250)
 	ctx.Lnd.SetFeeEstimate(DefaultSweepConfTarget, 10000)
+	ctx.Lnd.SetMinRelayFee(250)
 
 	cfg := newSwapConfig(
 		&lnd.LndServices, loopdb.NewStoreMock(t), server, nil,

sweepbatcher/greedy_batch_selection.go

@@ -210,6 +210,23 @@ func estimateBatchWeight(batch *batch) (feeDetails, error) {
 			err)
 	}
 
+	// Add change output weights. Change outputs with identical pkscript
+	// will be consolidated into a single output.
+	changeOutputs := make(map[string]struct{})
+	for _, s := range batch.sweeps {
+		if s.change == nil {
+			continue
+		}
+
+		pkScriptString := string(s.change.PkScript)
+		if _, has := changeOutputs[pkScriptString]; has {
+			continue
+		}
+
+		weight.AddOutput(s.change.PkScript)
+		changeOutputs[pkScriptString] = struct{}{}
+	}
+
 	// Add inputs.
 	for _, sweep := range batch.sweeps {
 		if sweep.nonCoopHint || sweep.coopFailed {

sweepbatcher/greedy_batch_selection_test.go

@@ -6,6 +6,7 @@ import (
 	"github.com/btcsuite/btcd/btcutil"
 	"github.com/btcsuite/btcd/chaincfg"
 	"github.com/btcsuite/btcd/chaincfg/chainhash"
+	"github.com/btcsuite/btcd/txscript"
 	"github.com/btcsuite/btcd/wire"
 	"github.com/lightninglabs/loop/swap"
 	"github.com/lightningnetwork/lnd/input"
@@ -16,24 +17,29 @@ import (
 
 // Useful constants for tests.
 const (
-	lowFeeRate  = chainfee.FeePerKwFloor
-	highFeeRate = chainfee.SatPerKWeight(30000)
+	lowFeeRate    = chainfee.FeePerKwFloor
+	mediumFeeRate = lowFeeRate + 200
+	highFeeRate   = chainfee.SatPerKWeight(30000)
 
 	coopInputWeight       = lntypes.WeightUnit(230)
+	batchOutputWeight     = lntypes.WeightUnit(343)
 	nonCoopInputWeight    = lntypes.WeightUnit(393)
 	nonCoopPenalty        = nonCoopInputWeight - coopInputWeight
 	coopNewBatchWeight    = lntypes.WeightUnit(444)
 	nonCoopNewBatchWeight = coopNewBatchWeight + nonCoopPenalty
+	changeOutputWeight    = lntypes.WeightUnit(input.P2TROutputSize)
 
 	// p2pkhDiscount is weight discount P2PKH output has over P2TR output.
 	p2pkhDiscount = lntypes.WeightUnit(
 		input.P2TROutputSize-input.P2PKHOutputSize,
 	) * 4
 
-	coopTwoSweepBatchWeight    = coopNewBatchWeight + coopInputWeight
-	nonCoopTwoSweepBatchWeight = coopTwoSweepBatchWeight + 2*nonCoopPenalty
-	v2v3BatchWeight            = nonCoopTwoSweepBatchWeight - 25
-	mixedTwoSweepBatchWeight   = coopTwoSweepBatchWeight + nonCoopPenalty
+	coopTwoSweepBatchWeight          = coopNewBatchWeight + coopInputWeight
+	coopSingleSweepChangeBatchWeight = coopInputWeight + batchOutputWeight + changeOutputWeight
+	coopDoubleSweepChangeBatchWeight = 2*coopInputWeight + batchOutputWeight + changeOutputWeight
+	nonCoopTwoSweepBatchWeight       = coopTwoSweepBatchWeight + 2*nonCoopPenalty
+	v2v3BatchWeight                  = nonCoopTwoSweepBatchWeight - 25
+	mixedTwoSweepBatchWeight         = coopTwoSweepBatchWeight + nonCoopPenalty
 )
 
 // testHtlcV2SuccessEstimator adds weight of non-cooperative input to estimator
@@ -265,6 +271,13 @@ func TestEstimateBatchWeight(t *testing.T) {
 	se3 := testHtlcV3SuccessEstimator
 	trAddr := (*btcutil.AddressTaproot)(nil)
 
+	changeAddr := "bc1pdx9ggvtjjcpaqfqk375qhdmzx9xu8dcu7w94lqfcxhh0rj" +
+		"lwyyeq5ryn6r"
+	changeAddress, err := btcutil.DecodeAddress(changeAddr, nil)
+	require.NoError(t, err)
+	changePkscript, err := txscript.PayToAddrScript(changeAddress)
+	require.NoError(t, err)
+
 	cases := []struct {
 		name                string
 		batch               *batch
@@ -290,6 +303,58 @@ func TestEstimateBatchWeight(t *testing.T) {
 			},
 		},
 
+		{
+			name: "one sweep regular batch with change",
+			batch: &batch{
+				id: 1,
+				rbfCache: rbfCache{
+					FeeRate: lowFeeRate,
+				},
+				sweeps: map[wire.OutPoint]sweep{
+					outpoint1: {
+						htlcSuccessEstimator: se3,
+						change: &wire.TxOut{
+							PkScript: changePkscript,
+						},
+					},
+				},
+			},
+			wantBatchFeeDetails: feeDetails{
+				BatchId: 1,
+				FeeRate: lowFeeRate,
+				Weight:  coopSingleSweepChangeBatchWeight,
+			},
+		},
+
+		{
+			name: "two sweeps regular batch with identical change",
+			batch: &batch{
+				id: 1,
+				rbfCache: rbfCache{
+					FeeRate: lowFeeRate,
+				},
+				sweeps: map[wire.OutPoint]sweep{
+					outpoint1: {
+						htlcSuccessEstimator: se3,
+						change: &wire.TxOut{
+							PkScript: changePkscript,
+						},
+					},
+					outpoint2: {
+						htlcSuccessEstimator: se3,
+						change: &wire.TxOut{
+							PkScript: changePkscript,
+						},
+					},
+				},
+			},
+			wantBatchFeeDetails: feeDetails{
+				BatchId: 1,
+				FeeRate: lowFeeRate,
+				Weight:  coopDoubleSweepChangeBatchWeight,
+			},
+		},
+
 		{
 			name: "two sweeps regular batch",
 			batch: &batch{
@@ -778,6 +843,47 @@ func TestSelectBatches(t *testing.T) {
 			},
 			wantBestBatchesIds: []int32{1, newBatchSignal},
 		},
+
+		{
+			name: "low fee change sweep, placed in new batch",
+			batches: []feeDetails{
+				{
+					BatchId: 1,
+					FeeRate: mediumFeeRate,
+					Weight:  coopNewBatchWeight,
+				},
+			},
+			sweep: feeDetails{
+				FeeRate: lowFeeRate,
+				Weight:  coopInputWeight + changeOutputWeight,
+			},
+			oneSweepBatch: feeDetails{
+				FeeRate: lowFeeRate,
+				Weight:  coopNewBatchWeight,
+			},
+			wantBestBatchesIds: []int32{newBatchSignal, 1},
+		},
+
+		{
+			name: "low fee sweep without change, placed in " +
+				"existing batch",
+			batches: []feeDetails{
+				{
+					BatchId: 1,
+					FeeRate: mediumFeeRate,
+					Weight:  coopNewBatchWeight,
+				},
+			},
+			sweep: feeDetails{
+				FeeRate: lowFeeRate,
+				Weight:  coopInputWeight,
+			},
+			oneSweepBatch: feeDetails{
+				FeeRate: lowFeeRate,
+				Weight:  coopNewBatchWeight,
+			},
+			wantBestBatchesIds: []int32{1, newBatchSignal},
+		},
 	}
 
 	for _, tc := range cases {