Merge pull request #65 from wpaulino/sweep-conf-target

multi: expose confirmation target for loop out HTLC sweeps

Author: Roasbeef

client.go

@@ -42,6 +42,12 @@ var (
 	// is too soon for us.
 	ErrExpiryTooFar = errors.New("swap expiry too far")
 
+	// ErrSweepConfTargetTooFar is returned when the client proposes a
+	// confirmation target to sweep the on-chain HTLC of a Loop Out that is
+	// beyond the expiration height proposed by the server.
+	ErrSweepConfTargetTooFar = errors.New("sweep confirmation target is " +
+		"beyond swap expiration height")
+
 	serverRPCTimeout = 30 * time.Second
 
 	republishDelay = 10 * time.Second

cmd/loop/loopout.go

@@ -36,6 +36,13 @@ var loopOutCommand = cli.Command{
 			Name:  "amt",
 			Usage: "the amount in satoshis to loop out",
 		},
+		cli.Uint64Flag{
+			Name: "conf_target",
+			Usage: "the number of blocks from the swap " +
+				"initiation height that the on-chain HTLC " +
+				"should be swept within",
+			Value: uint64(loop.DefaultSweepConfTarget),
+		},
 	},
 	Action: loopOut,
 }
@@ -75,8 +82,10 @@ func loopOut(ctx *cli.Context) error {
 	}
 	defer cleanup()
 
+	sweepConfTarget := int32(ctx.Uint64("conf_target"))
 	quoteReq := &looprpc.QuoteRequest{
-		Amt: int64(amt),
+		Amt:        int64(amt),
+		ConfTarget: sweepConfTarget,
 	}
 	quote, err := client.LoopOutQuote(context.Background(), quoteReq)
 	if err != nil {
@@ -103,6 +112,7 @@ func loopOut(ctx *cli.Context) error {
 		MaxPrepayRoutingFee: int64(*limits.maxPrepayRoutingFee),
 		MaxSwapRoutingFee:   int64(*limits.maxSwapRoutingFee),
 		LoopOutChannel:      unchargeChannel,
+		SweepConfTarget:     sweepConfTarget,
 	})
 	if err != nil {
 		return err

cmd/loop/quote.go

@@ -12,12 +12,22 @@ var quoteCommand = cli.Command{
 	Usage:       "get a quote for the cost of a swap",
 	ArgsUsage:   "amt",
 	Description: "Allows to determine the cost of a swap up front",
-	Action:      quote,
+	Flags: []cli.Flag{
+		cli.Uint64Flag{
+			Name: "conf_target",
+			Usage: "the number of blocks from the swap " +
+				"initiation height that the on-chain HTLC " +
+				"should be swept within in a Loop Out",
+			Value: 6,
+		},
+	},
+	Action: quote,
 }
 
 func quote(ctx *cli.Context) error {
-	// Show command help if no arguments and flags were provided.
-	if ctx.NArg() < 1 {
+	// Show command help if the incorrect number arguments and/or flags were
+	// provided.
+	if ctx.NArg() != 1 || ctx.NumFlags() > 1 {
 		cli.ShowCommandHelp(ctx, "quote")
 		return nil
 	}
@@ -36,7 +46,8 @@ func quote(ctx *cli.Context) error {
 
 	ctxb := context.Background()
 	resp, err := client.LoopOutQuote(ctxb, &looprpc.QuoteRequest{
-		Amt: int64(amt),
+		Amt:        int64(amt),
+		ConfTarget: int32(ctx.Uint64("conf_target")),
 	})
 	if err != nil {
 		return err

cmd/loopd/swapclient_server.go

@@ -16,7 +16,14 @@ import (
 	"github.com/lightninglabs/loop/looprpc"
 )
 
-const completedSwapsCount = 5
+const (
+	completedSwapsCount = 5
+
+	// minConfTarget is the minimum confirmation target we'll allow clients
+	// to specify. This is driven by the minimum confirmation target allowed
+	// by the backing fee estimator.
+	minConfTarget = 2
+)
 
 // swapClientServer implements the grpc service exposed by loopd.
 type swapClientServer struct {
@@ -34,6 +41,13 @@ func (s *swapClientServer) LoopOut(ctx context.Context,
 
 	logger.Infof("Loop out request received")
 
+	sweepConfTarget, err := validateConfTarget(
+		in.SweepConfTarget, loop.DefaultSweepConfTarget,
+	)
+	if err != nil {
+		return nil, err
+	}
+
 	var sweepAddr btcutil.Address
 	if in.Dest == "" {
 		// Generate sweep address if none specified.
@@ -60,7 +74,7 @@ func (s *swapClientServer) LoopOut(ctx context.Context,
 		MaxPrepayRoutingFee: btcutil.Amount(in.MaxPrepayRoutingFee),
 		MaxSwapRoutingFee:   btcutil.Amount(in.MaxSwapRoutingFee),
 		MaxSwapFee:          btcutil.Amount(in.MaxSwapFee),
-		SweepConfTarget:     defaultConfTarget,
+		SweepConfTarget:     sweepConfTarget,
 	}
 	if in.LoopOutChannel != 0 {
 		req.LoopOutChannel = &in.LoopOutChannel
@@ -242,9 +256,15 @@ func (s *swapClientServer) LoopOutTerms(ctx context.Context,
 func (s *swapClientServer) LoopOutQuote(ctx context.Context,
 	req *looprpc.QuoteRequest) (*looprpc.QuoteResponse, error) {
 
+	confTarget, err := validateConfTarget(
+		req.ConfTarget, loop.DefaultSweepConfTarget,
+	)
+	if err != nil {
+		return nil, err
+	}
 	quote, err := s.impl.LoopOutQuote(ctx, &loop.LoopOutQuoteRequest{
 		Amount:          btcutil.Amount(req.Amt),
-		SweepConfTarget: defaultConfTarget,
+		SweepConfTarget: confTarget,
 	})
 	if err != nil {
 		return nil, err
@@ -323,3 +343,17 @@ func (s *swapClientServer) LoopIn(ctx context.Context,
 		HtlcAddress: htlc.String(),
 	}, nil
 }
+
+// validateConfTarget ensures the given confirmation target is valid. If one
+// isn't specified (0 value), then the default target is used.
+func validateConfTarget(target, defaultTarget int32) (int32, error) {
+	switch {
+	// Ensure the target respects our minimum threshold.
+	case target < minConfTarget:
+		return 0, fmt.Errorf("a confirmation target of at least %v "+
+			"must be provided", minConfTarget)
+
+	default:
+		return target, nil
+	}
+}

loopout.go

@@ -20,7 +20,18 @@ import (
 var (
 	// MinLoopOutPreimageRevealDelta configures the minimum number of
 	// remaining blocks before htlc expiry required to reveal preimage.
-	MinLoopOutPreimageRevealDelta = int32(20)
+	MinLoopOutPreimageRevealDelta int32 = 20
+
+	// DefaultSweepConfTarget is the default confirmation target we'll use
+	// when sweeping on-chain HTLCs.
+	DefaultSweepConfTarget int32 = 6
+
+	// DefaultSweepConfTargetDelta is the delta of blocks from a Loop Out
+	// swap's expiration height at which we begin to use the default sweep
+	// confirmation target.
+	//
+	// TODO(wilmer): tune?
+	DefaultSweepConfTargetDelta int32 = DefaultSweepConfTarget * 2
 )
 
 // loopOutSwap contains all the in-memory state related to a pending loop out
@@ -577,22 +588,29 @@ func (s *loopOutSwap) sweep(ctx context.Context,
 	htlcValue btcutil.Amount) error {
 
 	witnessFunc := func(sig []byte) (wire.TxWitness, error) {
-		return s.htlc.GenSuccessWitness(
-			sig, s.Preimage,
-		)
+		return s.htlc.GenSuccessWitness(sig, s.Preimage)
 	}
 
-	// Calculate sweep tx fee
+	// Calculate the transaction fee based on the confirmation target
+	// required to sweep the HTLC before the timeout. We'll use the
+	// confirmation target provided by the client unless we've come too
+	// close to the expiration height, in which case we'll use the default
+	// if it is better than what the client provided.
+	confTarget := s.SweepConfTarget
+	if s.CltvExpiry-s.height >= DefaultSweepConfTargetDelta &&
+		confTarget > DefaultSweepConfTarget {
+		confTarget = DefaultSweepConfTarget
+	}
 	fee, err := s.sweeper.GetSweepFee(
-		ctx, s.htlc.AddSuccessToEstimator,
-		s.SweepConfTarget,
+		ctx, s.htlc.AddSuccessToEstimator, confTarget,
 	)
 	if err != nil {
 		return err
 	}
 
+	// Ensure it doesn't exceed our maximum fee allowed.
 	if fee > s.MaxMinerFee {
-		s.log.Warnf("Required miner fee %v exceeds max of %v",
+		s.log.Warnf("Required fee %v exceeds max miner fee of %v",
 			fee, s.MaxMinerFee)
 
 		if s.state == loopdb.StatePreimageRevealed {
@@ -608,8 +626,7 @@ func (s *loopOutSwap) sweep(ctx context.Context,
 
 	// Create sweep tx.
 	sweepTx, err := s.sweeper.CreateSweepTx(
-		ctx, s.height, s.htlc, htlcOutpoint,
-		s.ReceiverKey, witnessFunc,
+		ctx, s.height, s.htlc, htlcOutpoint, s.ReceiverKey, witnessFunc,
 		htlcValue, fee, s.DestAddr,
 	)
 	if err != nil {
@@ -686,5 +703,11 @@ func validateLoopOutContract(lnd *lndclient.LndServices,
 		return ErrExpiryTooSoon
 	}
 
+	// Ensure the client has provided a sweep confirmation target that does
+	// not exceed the height at which we revert back to using the default.
+	if height+request.SweepConfTarget >= response.expiry-DefaultSweepConfTargetDelta {
+		return ErrSweepConfTargetTooFar
+	}
+
 	return nil
 }