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Merge pull request #3045 from TheBlueMatt/2024-03-fees-are-dust
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Include excess counterparty commitment transaction fees in dust exposure
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TheBlueMatt committed May 7, 2024
2 parents 78ab54f + 5091c1f commit d1ac071
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Showing 6 changed files with 401 additions and 175 deletions.
319 changes: 190 additions & 129 deletions lightning/src/ln/channel.rs

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2 changes: 1 addition & 1 deletion lightning/src/ln/channelmanager.rs
Original file line number Diff line number Diff line change
Expand Up @@ -7684,7 +7684,7 @@ where
}
}
}
try_chan_phase_entry!(self, chan.update_add_htlc(&msg, pending_forward_info), chan_phase_entry);
try_chan_phase_entry!(self, chan.update_add_htlc(&msg, pending_forward_info, &self.fee_estimator), chan_phase_entry);
} else {
return try_chan_phase_entry!(self, Err(ChannelError::Close(
"Got an update_add_htlc message for an unfunded channel!".into())), chan_phase_entry);
Expand Down
180 changes: 154 additions & 26 deletions lightning/src/ln/functional_tests.rs
Original file line number Diff line number Diff line change
Expand Up @@ -2433,11 +2433,11 @@ fn channel_monitor_network_test() {
#[test]
fn test_justice_tx_htlc_timeout() {
// Test justice txn built on revoked HTLC-Timeout tx, against both sides
let mut alice_config = UserConfig::default();
let mut alice_config = test_default_channel_config();
alice_config.channel_handshake_config.announced_channel = true;
alice_config.channel_handshake_limits.force_announced_channel_preference = false;
alice_config.channel_handshake_config.our_to_self_delay = 6 * 24 * 5;
let mut bob_config = UserConfig::default();
let mut bob_config = test_default_channel_config();
bob_config.channel_handshake_config.announced_channel = true;
bob_config.channel_handshake_limits.force_announced_channel_preference = false;
bob_config.channel_handshake_config.our_to_self_delay = 6 * 24 * 3;
Expand Down Expand Up @@ -2496,11 +2496,11 @@ fn test_justice_tx_htlc_timeout() {
#[test]
fn test_justice_tx_htlc_success() {
// Test justice txn built on revoked HTLC-Success tx, against both sides
let mut alice_config = UserConfig::default();
let mut alice_config = test_default_channel_config();
alice_config.channel_handshake_config.announced_channel = true;
alice_config.channel_handshake_limits.force_announced_channel_preference = false;
alice_config.channel_handshake_config.our_to_self_delay = 6 * 24 * 5;
let mut bob_config = UserConfig::default();
let mut bob_config = test_default_channel_config();
bob_config.channel_handshake_config.announced_channel = true;
bob_config.channel_handshake_limits.force_announced_channel_preference = false;
bob_config.channel_handshake_config.our_to_self_delay = 6 * 24 * 3;
Expand Down Expand Up @@ -9872,7 +9872,7 @@ enum ExposureEvent {
AtUpdateFeeOutbound,
}

fn do_test_max_dust_htlc_exposure(dust_outbound_balance: bool, exposure_breach_event: ExposureEvent, on_holder_tx: bool, multiplier_dust_limit: bool) {
fn do_test_max_dust_htlc_exposure(dust_outbound_balance: bool, exposure_breach_event: ExposureEvent, on_holder_tx: bool, multiplier_dust_limit: bool, apply_excess_fee: bool) {
// Test that we properly reject dust HTLC violating our `max_dust_htlc_exposure_msat`
// policy.
//
Expand All @@ -9887,12 +9887,33 @@ fn do_test_max_dust_htlc_exposure(dust_outbound_balance: bool, exposure_breach_e

let chanmon_cfgs = create_chanmon_cfgs(2);
let mut config = test_default_channel_config();

// We hard-code the feerate values here but they're re-calculated furter down and asserted.
// If the values ever change below these constants should simply be updated.
const AT_FEE_OUTBOUND_HTLCS: u64 = 20;
let nondust_htlc_count_in_limit =
if exposure_breach_event == ExposureEvent::AtUpdateFeeOutbound {
AT_FEE_OUTBOUND_HTLCS
} else { 0 };
let initial_feerate = if apply_excess_fee { 253 * 2 } else { 253 };
let expected_dust_buffer_feerate = initial_feerate + 2530;
let mut commitment_tx_cost = commit_tx_fee_msat(initial_feerate - 253, nondust_htlc_count_in_limit, &ChannelTypeFeatures::empty());
commitment_tx_cost +=
if on_holder_tx {
htlc_success_tx_weight(&ChannelTypeFeatures::empty())
} else {
htlc_timeout_tx_weight(&ChannelTypeFeatures::empty())
} * (initial_feerate as u64 - 253) / 1000 * nondust_htlc_count_in_limit;
{
let mut feerate_lock = chanmon_cfgs[0].fee_estimator.sat_per_kw.lock().unwrap();
*feerate_lock = initial_feerate;
}
config.channel_config.max_dust_htlc_exposure = if multiplier_dust_limit {
// Default test fee estimator rate is 253 sat/kw, so we set the multiplier to 5_000_000 / 253
// to get roughly the same initial value as the default setting when this test was
// originally written.
MaxDustHTLCExposure::FeeRateMultiplier(5_000_000 / 253)
} else { MaxDustHTLCExposure::FixedLimitMsat(5_000_000) }; // initial default setting value
MaxDustHTLCExposure::FeeRateMultiplier((5_000_000 + commitment_tx_cost) / 253)
} else { MaxDustHTLCExposure::FixedLimitMsat(5_000_000 + commitment_tx_cost) };
let node_cfgs = create_node_cfgs(2, &chanmon_cfgs);
let node_chanmgrs = create_node_chanmgrs(2, &node_cfgs, &[Some(config), None]);
let mut nodes = create_network(2, &node_cfgs, &node_chanmgrs);
Expand Down Expand Up @@ -9936,6 +9957,11 @@ fn do_test_max_dust_htlc_exposure(dust_outbound_balance: bool, exposure_breach_e
let (announcement, as_update, bs_update) = create_chan_between_nodes_with_value_b(&nodes[0], &nodes[1], &channel_ready);
update_nodes_with_chan_announce(&nodes, 0, 1, &announcement, &as_update, &bs_update);

{
let mut feerate_lock = chanmon_cfgs[0].fee_estimator.sat_per_kw.lock().unwrap();
*feerate_lock = 253;
}

// Fetch a route in advance as we will be unable to once we're unable to send.
let (mut route, payment_hash, _, payment_secret) =
get_route_and_payment_hash!(nodes[0], nodes[1], 1000);
Expand All @@ -9945,8 +9971,9 @@ fn do_test_max_dust_htlc_exposure(dust_outbound_balance: bool, exposure_breach_e
let chan_lock = per_peer_state.get(&nodes[1].node.get_our_node_id()).unwrap().lock().unwrap();
let chan = chan_lock.channel_by_id.get(&channel_id).unwrap();
(chan.context().get_dust_buffer_feerate(None) as u64,
chan.context().get_max_dust_htlc_exposure_msat(&LowerBoundedFeeEstimator(nodes[0].fee_estimator)))
chan.context().get_max_dust_htlc_exposure_msat(253))
};
assert_eq!(dust_buffer_feerate, expected_dust_buffer_feerate as u64);
let dust_outbound_htlc_on_holder_tx_msat: u64 = (dust_buffer_feerate * htlc_timeout_tx_weight(&channel_type_features) / 1000 + open_channel.common_fields.dust_limit_satoshis - 1) * 1000;
let dust_outbound_htlc_on_holder_tx: u64 = max_dust_htlc_exposure_msat / dust_outbound_htlc_on_holder_tx_msat;

Expand All @@ -9956,8 +9983,13 @@ fn do_test_max_dust_htlc_exposure(dust_outbound_balance: bool, exposure_breach_e
let dust_inbound_htlc_on_holder_tx_msat: u64 = (dust_buffer_feerate * htlc_success_tx_weight(&channel_type_features) / 1000 + open_channel.common_fields.dust_limit_satoshis - if multiplier_dust_limit { 3 } else { 2 }) * 1000;
let dust_inbound_htlc_on_holder_tx: u64 = max_dust_htlc_exposure_msat / dust_inbound_htlc_on_holder_tx_msat;

// This test was written with a fixed dust value here, which we retain, but assert that it is,
// indeed, dust on both transactions.
let dust_htlc_on_counterparty_tx: u64 = 4;
let dust_htlc_on_counterparty_tx_msat: u64 = max_dust_htlc_exposure_msat / dust_htlc_on_counterparty_tx;
let dust_htlc_on_counterparty_tx_msat: u64 = 1_250_000;
let calcd_dust_htlc_on_counterparty_tx_msat: u64 = (dust_buffer_feerate * htlc_timeout_tx_weight(&channel_type_features) / 1000 + open_channel.common_fields.dust_limit_satoshis - if multiplier_dust_limit { 3 } else { 2 }) * 1000;
assert!(dust_htlc_on_counterparty_tx_msat < dust_inbound_htlc_on_holder_tx_msat);
assert!(dust_htlc_on_counterparty_tx_msat < calcd_dust_htlc_on_counterparty_tx_msat);

if on_holder_tx {
if dust_outbound_balance {
Expand Down Expand Up @@ -10027,15 +10059,15 @@ fn do_test_max_dust_htlc_exposure(dust_outbound_balance: bool, exposure_breach_e
// Outbound dust balance: 5200 sats
nodes[0].logger.assert_log("lightning::ln::channel",
format!("Cannot accept value that would put our exposure to dust HTLCs at {} over the limit {} on counterparty commitment tx",
dust_htlc_on_counterparty_tx_msat * (dust_htlc_on_counterparty_tx - 1) + dust_htlc_on_counterparty_tx_msat + 4,
dust_htlc_on_counterparty_tx_msat * dust_htlc_on_counterparty_tx + commitment_tx_cost + 4,
max_dust_htlc_exposure_msat), 1);
}
} else if exposure_breach_event == ExposureEvent::AtUpdateFeeOutbound {
route.paths[0].hops.last_mut().unwrap().fee_msat = 2_500_000;
// For the multiplier dust exposure limit, since it scales with feerate,
// we need to add a lot of HTLCs that will become dust at the new feerate
// to cross the threshold.
for _ in 0..20 {
for _ in 0..AT_FEE_OUTBOUND_HTLCS {
let (_, payment_hash, payment_secret) = get_payment_preimage_hash(&nodes[1], Some(1_000), None);
nodes[0].node.send_payment_with_route(&route, payment_hash,
RecipientOnionFields::secret_only(payment_secret), PaymentId(payment_hash.0)).unwrap();
Expand All @@ -10054,27 +10086,123 @@ fn do_test_max_dust_htlc_exposure(dust_outbound_balance: bool, exposure_breach_e
added_monitors.clear();
}

fn do_test_max_dust_htlc_exposure_by_threshold_type(multiplier_dust_limit: bool) {
do_test_max_dust_htlc_exposure(true, ExposureEvent::AtHTLCForward, true, multiplier_dust_limit);
do_test_max_dust_htlc_exposure(false, ExposureEvent::AtHTLCForward, true, multiplier_dust_limit);
do_test_max_dust_htlc_exposure(false, ExposureEvent::AtHTLCReception, true, multiplier_dust_limit);
do_test_max_dust_htlc_exposure(false, ExposureEvent::AtHTLCReception, false, multiplier_dust_limit);
do_test_max_dust_htlc_exposure(true, ExposureEvent::AtHTLCForward, false, multiplier_dust_limit);
do_test_max_dust_htlc_exposure(true, ExposureEvent::AtHTLCReception, false, multiplier_dust_limit);
do_test_max_dust_htlc_exposure(true, ExposureEvent::AtHTLCReception, true, multiplier_dust_limit);
do_test_max_dust_htlc_exposure(false, ExposureEvent::AtHTLCForward, false, multiplier_dust_limit);
do_test_max_dust_htlc_exposure(true, ExposureEvent::AtUpdateFeeOutbound, true, multiplier_dust_limit);
do_test_max_dust_htlc_exposure(true, ExposureEvent::AtUpdateFeeOutbound, false, multiplier_dust_limit);
do_test_max_dust_htlc_exposure(false, ExposureEvent::AtUpdateFeeOutbound, false, multiplier_dust_limit);
do_test_max_dust_htlc_exposure(false, ExposureEvent::AtUpdateFeeOutbound, true, multiplier_dust_limit);
fn do_test_max_dust_htlc_exposure_by_threshold_type(multiplier_dust_limit: bool, apply_excess_fee: bool) {
do_test_max_dust_htlc_exposure(true, ExposureEvent::AtHTLCForward, true, multiplier_dust_limit, apply_excess_fee);
do_test_max_dust_htlc_exposure(false, ExposureEvent::AtHTLCForward, true, multiplier_dust_limit, apply_excess_fee);
do_test_max_dust_htlc_exposure(false, ExposureEvent::AtHTLCReception, true, multiplier_dust_limit, apply_excess_fee);
do_test_max_dust_htlc_exposure(false, ExposureEvent::AtHTLCReception, false, multiplier_dust_limit, apply_excess_fee);
do_test_max_dust_htlc_exposure(true, ExposureEvent::AtHTLCForward, false, multiplier_dust_limit, apply_excess_fee);
do_test_max_dust_htlc_exposure(true, ExposureEvent::AtHTLCReception, false, multiplier_dust_limit, apply_excess_fee);
do_test_max_dust_htlc_exposure(true, ExposureEvent::AtHTLCReception, true, multiplier_dust_limit, apply_excess_fee);
do_test_max_dust_htlc_exposure(false, ExposureEvent::AtHTLCForward, false, multiplier_dust_limit, apply_excess_fee);
if !multiplier_dust_limit && !apply_excess_fee {
// Because non-dust HTLC transaction fees are included in the dust exposure, trying to
// increase the fee to hit a higher dust exposure with a
// `MaxDustHTLCExposure::FeeRateMultiplier` is no longer super practical, so we skip these
// in the `multiplier_dust_limit` case.
do_test_max_dust_htlc_exposure(true, ExposureEvent::AtUpdateFeeOutbound, true, multiplier_dust_limit, apply_excess_fee);
do_test_max_dust_htlc_exposure(true, ExposureEvent::AtUpdateFeeOutbound, false, multiplier_dust_limit, apply_excess_fee);
do_test_max_dust_htlc_exposure(false, ExposureEvent::AtUpdateFeeOutbound, false, multiplier_dust_limit, apply_excess_fee);
do_test_max_dust_htlc_exposure(false, ExposureEvent::AtUpdateFeeOutbound, true, multiplier_dust_limit, apply_excess_fee);
}
}

#[test]
fn test_max_dust_htlc_exposure() {
do_test_max_dust_htlc_exposure_by_threshold_type(false);
do_test_max_dust_htlc_exposure_by_threshold_type(true);
do_test_max_dust_htlc_exposure_by_threshold_type(false, false);
do_test_max_dust_htlc_exposure_by_threshold_type(false, true);
do_test_max_dust_htlc_exposure_by_threshold_type(true, false);
do_test_max_dust_htlc_exposure_by_threshold_type(true, true);
}

#[test]
fn test_nondust_htlc_fees_are_dust() {
// Test that the transaction fees paid in nondust HTLCs count towards our dust limit
let chanmon_cfgs = create_chanmon_cfgs(3);
let node_cfgs = create_node_cfgs(3, &chanmon_cfgs);

let mut config = test_default_channel_config();
// Set the dust limit to the default value
config.channel_config.max_dust_htlc_exposure =
MaxDustHTLCExposure::FeeRateMultiplier(10_000);
// Make sure the HTLC limits don't get in the way
config.channel_handshake_limits.min_max_accepted_htlcs = 400;
config.channel_handshake_config.our_max_accepted_htlcs = 400;
config.channel_handshake_config.our_htlc_minimum_msat = 1;

let node_chanmgrs = create_node_chanmgrs(3, &node_cfgs, &[Some(config), Some(config), Some(config)]);
let nodes = create_network(3, &node_cfgs, &node_chanmgrs);

// Create a channel from 1 -> 0 but immediately push all of the funds towards 0
let chan_id_1 = create_announced_chan_between_nodes(&nodes, 1, 0).2;
while nodes[1].node.list_channels()[0].next_outbound_htlc_limit_msat > 0 {
send_payment(&nodes[1], &[&nodes[0]], nodes[1].node.list_channels()[0].next_outbound_htlc_limit_msat);
}

// First get the channel one HTLC_VALUE HTLC away from the dust limit by sending dust HTLCs
// repeatedly until we run out of space.
const HTLC_VALUE: u64 = 1_000_000; // Doesn't matter, tune until the test passes
let payment_preimage = route_payment(&nodes[0], &[&nodes[1]], HTLC_VALUE).0;

while nodes[0].node.list_channels()[0].next_outbound_htlc_minimum_msat == 0 {
route_payment(&nodes[0], &[&nodes[1]], HTLC_VALUE);
}
assert_ne!(nodes[0].node.list_channels()[0].next_outbound_htlc_limit_msat, 0,
"We don't want to run out of ability to send because of some non-dust limit");
assert!(nodes[0].node.list_channels()[0].pending_outbound_htlcs.len() < 10,
"We should be able to fill our dust limit without too many HTLCs");

let dust_limit = nodes[0].node.list_channels()[0].next_outbound_htlc_minimum_msat;
claim_payment(&nodes[0], &[&nodes[1]], payment_preimage);
assert_ne!(nodes[0].node.list_channels()[0].next_outbound_htlc_minimum_msat, 0,
"Make sure we are able to send once we clear one HTLC");

// At this point we have somewhere between dust_limit and dust_limit * 2 left in our dust
// exposure limit, and we want to max that out using non-dust HTLCs.
let commitment_tx_per_htlc_cost =
htlc_success_tx_weight(&ChannelTypeFeatures::empty()) * 253;
let max_htlcs_remaining = dust_limit * 2 / commitment_tx_per_htlc_cost;
assert!(max_htlcs_remaining < 30,
"We should be able to fill our dust limit without too many HTLCs");
for i in 0..max_htlcs_remaining + 1 {
assert_ne!(i, max_htlcs_remaining);
if nodes[0].node.list_channels()[0].next_outbound_htlc_limit_msat < dust_limit {
// We found our limit, and it was less than max_htlcs_remaining!
// At this point we can only send dust HTLCs as any non-dust HTLCs will overuse our
// remaining dust exposure.
break;
}
route_payment(&nodes[0], &[&nodes[1]], dust_limit * 2);
}

// At this point non-dust HTLCs are no longer accepted from node 0 -> 1, we also check that
// such HTLCs can't be routed over the same channel either.
create_announced_chan_between_nodes(&nodes, 2, 0);
let (route, payment_hash, _, payment_secret) =
get_route_and_payment_hash!(nodes[2], nodes[1], dust_limit * 2);
let onion = RecipientOnionFields::secret_only(payment_secret);
nodes[2].node.send_payment_with_route(&route, payment_hash, onion, PaymentId([0; 32])).unwrap();
check_added_monitors(&nodes[2], 1);
let send = SendEvent::from_node(&nodes[2]);

nodes[0].node.handle_update_add_htlc(&nodes[2].node.get_our_node_id(), &send.msgs[0]);
commitment_signed_dance!(nodes[0], nodes[2], send.commitment_msg, false, true);

expect_pending_htlcs_forwardable!(nodes[0]);
check_added_monitors(&nodes[0], 1);
let node_id_1 = nodes[1].node.get_our_node_id();
expect_htlc_handling_failed_destinations!(
nodes[0].node.get_and_clear_pending_events(),
&[HTLCDestination::NextHopChannel { node_id: Some(node_id_1), channel_id: chan_id_1 }]
);

let fail = get_htlc_update_msgs(&nodes[0], &nodes[2].node.get_our_node_id());
nodes[2].node.handle_update_fail_htlc(&nodes[0].node.get_our_node_id(), &fail.update_fail_htlcs[0]);
commitment_signed_dance!(nodes[2], nodes[0], fail.commitment_signed, false);
expect_payment_failed_conditions(&nodes[2], payment_hash, false, PaymentFailedConditions::new());
}


#[test]
fn test_non_final_funding_tx() {
let chanmon_cfgs = create_chanmon_cfgs(2);
Expand Down
5 changes: 2 additions & 3 deletions lightning/src/ln/monitor_tests.rs
Original file line number Diff line number Diff line change
Expand Up @@ -19,7 +19,6 @@ use crate::ln::channel;
use crate::ln::types::ChannelId;
use crate::ln::channelmanager::{BREAKDOWN_TIMEOUT, PaymentId, RecipientOnionFields};
use crate::ln::msgs::ChannelMessageHandler;
use crate::util::config::UserConfig;
use crate::crypto::utils::sign;
use crate::util::ser::Writeable;
use crate::util::scid_utils::block_from_scid;
Expand Down Expand Up @@ -2250,7 +2249,7 @@ fn test_yield_anchors_events() {
// emitted by LDK, such that the consumer can attach fees to the zero fee HTLC transactions.
let mut chanmon_cfgs = create_chanmon_cfgs(2);
let node_cfgs = create_node_cfgs(2, &chanmon_cfgs);
let mut anchors_config = UserConfig::default();
let mut anchors_config = test_default_channel_config();
anchors_config.channel_handshake_config.announced_channel = true;
anchors_config.channel_handshake_config.negotiate_anchors_zero_fee_htlc_tx = true;
anchors_config.manually_accept_inbound_channels = true;
Expand Down Expand Up @@ -2401,7 +2400,7 @@ fn test_anchors_aggregated_revoked_htlc_tx() {
let bob_persister;
let bob_chain_monitor;

let mut anchors_config = UserConfig::default();
let mut anchors_config = test_default_channel_config();
anchors_config.channel_handshake_config.announced_channel = true;
anchors_config.channel_handshake_config.negotiate_anchors_zero_fee_htlc_tx = true;
anchors_config.manually_accept_inbound_channels = true;
Expand Down
3 changes: 2 additions & 1 deletion lightning/src/ln/onion_route_tests.rs
Original file line number Diff line number Diff line change
Expand Up @@ -21,6 +21,7 @@ use crate::ln::onion_utils;
use crate::routing::gossip::{NetworkUpdate, RoutingFees};
use crate::routing::router::{get_route, PaymentParameters, Route, RouteParameters, RouteHint, RouteHintHop};
use crate::ln::features::{InitFeatures, Bolt11InvoiceFeatures};
use crate::ln::functional_test_utils::test_default_channel_config;
use crate::ln::msgs;
use crate::ln::msgs::{ChannelMessageHandler, ChannelUpdate, OutboundTrampolinePayload};
use crate::ln::wire::Encode;
Expand Down Expand Up @@ -328,7 +329,7 @@ fn test_onion_failure() {
// to 2000, which is above the default value of 1000 set in create_node_chanmgrs.
// This exposed a previous bug because we were using the wrong value all the way down in
// Channel::get_counterparty_htlc_minimum_msat().
let mut node_2_cfg: UserConfig = Default::default();
let mut node_2_cfg: UserConfig = test_default_channel_config();
node_2_cfg.channel_handshake_config.our_htlc_minimum_msat = 2000;
node_2_cfg.channel_handshake_config.announced_channel = true;
node_2_cfg.channel_handshake_limits.force_announced_channel_preference = false;
Expand Down
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