Fix Fee-Calculation when Selecting Inputs #844

ziggie1984 · 2023-02-10T15:08:10Z

The old NewUnsignedTransaction (txauthor package) fell short when calculating the transaction fees in scenarios where no change output was required. It always calculated the fees as if there would be a change output overpaying and making it impossible to create a transaction which pays for example only for 1 Input and 1 Output.

The new implementation is almost the same as in the github.com/lightningnetwork/lnd/sweep package. It adds an input until the target-amount is satisfied. This leads to a proper fee-calculation.

Things which need to be discussed:

Do we want to deprecate the use of the CoinSelectionStrategy (wallet/wallet.go) and signal the replacement is now in package txauthor: InputSelectionStrategy
Is it sufficient to test NewUnsignedTransaction or should we also test the single functions in the file txSelection.go
Is my idea with a more detailed error to signal the missing amount overkill?

Happy to receive your thoughts. Thanks for your input so far it helped path the way @Torakushi

ziggie1984 · 2023-02-12T09:50:17Z

This PR will fix lightningnetwork/lnd#5739

Torakushi

thanks for the PR! good job

wallet/txauthor/author.go

Torakushi · 2023-02-10T16:06:31Z

wallet/txauthor/author.go

+				// sure the initial add of the first input
+				// succeeds and does not fail with negative
+				// yielding.
+				Value:    -int64(targetAmount),


I understand the logic and should work indeed.
But why not simply have targetAmount and currentAmount (fee included) instead?

I tried a bit and I think it is feasible without a lot of refactoring. The logic will remain the same w/o the negative change output (from the start)

Because having a negative changeOutpoint from the start is kinda misleading (for example totalOutput() function)

Maybe I am missing something!

Thanks for your thought, could you elaborate more, not sure if we can compare to the currentAmount, because we have to make sure we look at the fees differently, but happy if you can tell me more details how you envisioned it.

I found another solution currently, keeping the changeOutput at 0 but checking in the totalOutput calculation whether we have already some funds in your input array if not returen 0.

// totalOutput is the total amount left for us after paying fees. // // NOTE: This might be dust. func (t *inputState) totalOutput() btcutil.Amount { // We return an output amount of 0 so that the first // input is added successfully. Otherwise adding the // first amount would fails as long its smaller than // the target amount. if len(t.inputs) == 0 { return 0 } return t.targetAmount + btcutil.Amount(t.changeOutpoint.Value) }

What I meant is that:

in addToState instead of:

tempInputState.changeOutpoint.Value = int64(tempInputState.inputTotal - tempInputState.targetAmount - fee)

we can have something like

currentAmount = tempInputState.inputTotal - fee(with change) + Check if yield > 0

You can create a new function getChangeOutput (that will be currentAmount-targetAmount) to get the theoretical changeOutput every time you need (to check if dust or not,...).

We can argue however that the changeOutput is still negative 😄 But for the yield, we can only check
currentAmount - currentAmount_old (?)
Finally, that's what you did with the totalOutput because targetAmount is always the same.
So, when you check the yield, you simply check (inputTotal-fee) - (inputTotal-fee)_old AKA currentAmount - currentAmount_old.

Maybe the name currentAmount is misleading and could be something more explicit.

However, I do agree that it could be a good idea to have a behaviour similar to lnd (so using a changeOutput field like you did) but without it being explicitly negative from start. (This logic has proven itself in lnd) 😄

That's why maybe your solution can be a good idea (I haven't check in details your new solution though)

Maybe it's only me that doesn't like the change output being explicitly negative from start! (only to solve a problem when adding the first input)

(you just changed your solution, will check again)

Thanks for laying out your reasoning. I think you solution might also be good, to have a kind of a theoretical change. At the end all boils down to the initial addition of the first output.

I think just capping the totalAmount at 0 when there is still no input in our state might be the easier solution regarding the amount of source code haha. But your solution might be more verbose lets see what the other reviewers say and then go from there ?

Torakushi · 2023-02-10T16:26:08Z

wallet/txauthor/txselection.go

+	// RandomSelection means there could still be some inputs
+	// which are larger than the previous one therefore we
+	// will loop through all the inputs.
+	RandomSelection


I understand, but why not using the already existing CoinSelectionStrategy? (Kinda similar?)

Yes we need to generalize it, but I cannot use it from the wallet dir because than I would run into the risk of creating import cycles.

ahh yes good catch

wallet/txauthor/author.go

ziggie1984 · 2023-02-13T09:30:01Z

I also added a new error to explicitly say why the selection failed.
For example when used with lncli which should make creating a transaction which pay exactly 1 input and 1 output way easier to construct.

[lncli] rpc error: code = Unknown desc = wallet couldn't fund PSBT: error creating funding TX: insufficient funds available to construct transaction: amount: 0.0000947 BTC, minimum fee: 0.00000248 BTC, available amount: 0.00009714 BTC

Torakushi

It begins to look good!
Essentially nits for this iteration

wallet/createtx.go

wallet/txauthor/author.go

Torakushi · 2023-02-13T18:01:11Z

wallet/txauthor/author.go

 // InputSourceError is returned.
 //
-// BUGS: Fee estimation may be off when redeeming non-compressed P2PKH outputs.
+// BUGS: Fee estimation is off when redeeming inputs from a uncompressed P2PKH.
+// Because one cannot evaluate whether an uncrompressed or compressed public


Suggested change

// Because one cannot evaluate whether an uncrompressed or compressed public

// Because one cannot evaluate whether an uncompressed or compressed public

I don't really understand this sentence:

[...] knowing the detailed signature of such an input

I tried to clarify, basically we cannot solve this problem with the new approach, that a bit of a pity. We could only solve the problem when also knowing the ScriptSig at this point, not sure if its worth the effort though, because shouldn't be used that much in the wild?

wallet/txauthor/txselection.go

wallet/txauthor/author_test.go

Torakushi · 2023-02-14T08:21:18Z

wallet/txauthor/author.go

 func NewUnsignedTransaction(outputs []*wire.TxOut, feeRatePerKb btcutil.Amount,
-	fetchInputs InputSource, changeSource *ChangeSource) (*AuthoredTx, error) {
+	inputs []wtxmgr.Credit, selectionStrategy InputSelectionStrategy,


Question, can the signature change be a breaking change for the user?

Not sure the NewUnsignedTransaction does not need any signatures for the Inputs, it estimates the ScriptSig/RedeemScript given worst case scenarios for differrent input types. So don't think it would be a problem

Ah sorry, I was unclear, I meant the function signature :)

Ahh yeah that's for sure, hmm I guess we need to introduce a NewUnsignedTransaction and slowly deprecate the old I guess ?

Let's wait for other reviewers

ziggie1984 · 2023-02-14T11:48:53Z

I am not rebasing on master for now, because seems like this new change by Roasbeef conflicts with the current lnd master branch, meaning that I could not compile my version including the new change with the latest master lnd branch.

cmd/sweepaccount/main.go

Torakushi · 2023-02-16T10:24:11Z

wallet/txauthor/author.go

 func NewUnsignedTransaction(outputs []*wire.TxOut, feeRatePerKb btcutil.Amount,
-	fetchInputs InputSource, changeSource *ChangeSource) (*AuthoredTx, error) {
+	inputs []wtxmgr.Credit, selectionStrategy InputSelectionStrategy,


Let's wait for other reviewers

wallet/txauthor/author.go

Torakushi · 2023-02-16T11:21:35Z

cmd/sweepaccount/main.go

 		destinationSource := makeDestinationScriptSource(rpcClient, opts.DestinationAccount)
+		// We are only selecting postive yieling outputs.
 		tx, err := txauthor.NewUnsignedTransaction(nil, opts.FeeRate.Amount,


Did you test the sweep action to see if you have any regression? (as there is no test for it)

When creating an unsigned transaction inputs are selected one at a time which allows us creating transactions which do not overpay fees for change outputs when no change output is needed.

The new NewUnsignedTransaction function requires all inputs and the input selection logic for the input selection to work.

The new NewUnsignedTransaction function requires different input values. Now a constant input slice and the input selection strategy is needed.

ziggie1984 force-pushed the input-selection branch from 3a4b85c to dd145c4 Compare February 10, 2023 15:34

Torakushi reviewed Feb 12, 2023

View reviewed changes

ziggie1984 force-pushed the input-selection branch 3 times, most recently from fab40bd to 16ea904 Compare February 13, 2023 08:41

ziggie1984 force-pushed the input-selection branch 2 times, most recently from 1272414 to 43599de Compare February 13, 2023 13:27

ziggie1984 changed the title ~~[WIP] First Approach in fixing the Fee-Calculation when Selecting Inputs~~ [WIP] Fix Fee-Calculation when Selecting Inputs Feb 13, 2023

ziggie1984 force-pushed the input-selection branch from bd3f014 to feb465a Compare February 13, 2023 14:34

ziggie1984 mentioned this pull request Feb 13, 2023

[Version bump] Fix fee calculation when funding a psbt. lightningnetwork/lnd#7404

Draft

ziggie1984 changed the title ~~[WIP] Fix Fee-Calculation when Selecting Inputs~~ Fix Fee-Calculation when Selecting Inputs Feb 13, 2023

Torakushi reviewed Feb 14, 2023

View reviewed changes

ziggie1984 force-pushed the input-selection branch 2 times, most recently from c047e9a to d44971c Compare February 14, 2023 11:44

Torakushi reviewed Feb 16, 2023

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ziggie1984 added 3 commits February 16, 2023 15:15

txauthor: new input selection logic

78502da

When creating an unsigned transaction inputs are selected one at a time which allows us creating transactions which do not overpay fees for change outputs when no change output is needed.

wallet: adopting changes for the new input selection

a48faa2

The new NewUnsignedTransaction function requires all inputs and the input selection logic for the input selection to work.

cmd: new input selection changes are adopted.

40abbc7

The new NewUnsignedTransaction function requires different input values. Now a constant input slice and the input selection strategy is needed.

ziggie1984 force-pushed the input-selection branch from d44971c to 40abbc7 Compare February 16, 2023 14:18

mod: use own txauthor version

f109218

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Fix Fee-Calculation when Selecting Inputs #844

Fix Fee-Calculation when Selecting Inputs #844

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ziggie1984 commented Feb 14, 2023

Torakushi Feb 16, 2023

Torakushi Feb 16, 2023

ziggie1984 Feb 16, 2023

	// Because one cannot evaluate whether an uncrompressed or compressed public
	// Because one cannot evaluate whether an uncompressed or compressed public

Fix Fee-Calculation when Selecting Inputs #844

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Fix Fee-Calculation when Selecting Inputs #844

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