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Dynamically calculate fees using electrum's estimate_fee.

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Electrum has an estimate-fee feature which takes as input the block you want a tx to be included.
The result is a recommendation of BTC/vbyte.
Using this recommendation and the knowledge about the size of our transactions we compute an appropriate fee.
The size of the transactions were taken from real transactions as published on bitcoin testnet.
Note: in reality these sizes might fluctuate a bit but not for much.
This commit is contained in:
Philipp Hoenisch 2021-05-01 10:08:54 +10:00
parent 38540b4de5
commit ee90c228b4
No known key found for this signature in database
GPG key ID: E5F8E74C672BC666
11 changed files with 163 additions and 66 deletions
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30
swap/src/bitcoin/lock.rs
View file

@ -1,4 +1,4 @@
use crate::bitcoin::wallet::Watchable;
use crate::bitcoin::wallet::{EstimateFeeRate, Watchable};
use crate::bitcoin::{
build_shared_output_descriptor, Address, Amount, PublicKey, Transaction, Wallet,
};
@ -26,6 +26,7 @@ impl TxLock {
B: PublicKey,
) -> Result<Self>
where
C: EstimateFeeRate,
D: BatchDatabase,
{
let lock_output_descriptor = build_shared_output_descriptor(A.0, B.0);
@ -147,9 +148,10 @@ impl TxLock {
witness: Vec::new(),
};
let i = spending_fee.as_sat();
tracing::debug!("Redeem tx fee: {}", i);
let tx_out = TxOut {
value: self.inner.clone().extract_tx().output[self.lock_output_vout()].value
- spending_fee.as_sat(),
value: self.inner.clone().extract_tx().output[self.lock_output_vout()].value - i,
script_pubkey: spend_address.script_pubkey(),
};
@ -181,11 +183,23 @@ impl Watchable for TxLock {
#[cfg(test)]
mod tests {
use super::*;
use bdk::FeeRate;
struct StaticFeeRate {}
impl EstimateFeeRate for StaticFeeRate {
fn estimate_feerate(&self, _target_block: usize) -> Result<FeeRate> {
Ok(FeeRate::default_min_relay_fee())
}
fn min_relay_fee(&self) -> Result<bitcoin::Amount> {
Ok(bitcoin::Amount::from_sat(1_000))
}
}
#[tokio::test]
async fn given_bob_sends_good_psbt_when_reconstructing_then_succeeeds() {
let (A, B) = alice_and_bob();
let wallet = Wallet::new_funded(50000);
let wallet = Wallet::new_funded(50000, StaticFeeRate {});
let agreed_amount = Amount::from_sat(10000);
let psbt = bob_make_psbt(A, B, &wallet, agreed_amount).await;
@ -199,7 +213,7 @@ mod tests {
let (A, B) = alice_and_bob();
let fees = 610;
let agreed_amount = Amount::from_sat(10000);
let wallet = Wallet::new_funded(agreed_amount.as_sat() + fees);
let wallet = Wallet::new_funded(agreed_amount.as_sat() + fees, StaticFeeRate {});
let psbt = bob_make_psbt(A, B, &wallet, agreed_amount).await;
assert_eq!(
@ -215,7 +229,7 @@ mod tests {
#[tokio::test]
async fn given_bob_is_sending_less_than_agreed_when_reconstructing_txlock_then_fails() {
let (A, B) = alice_and_bob();
let wallet = Wallet::new_funded(50000);
let wallet = Wallet::new_funded(50000, StaticFeeRate {});
let agreed_amount = Amount::from_sat(10000);
let bad_amount = Amount::from_sat(5000);
@ -228,7 +242,7 @@ mod tests {
#[tokio::test]
async fn given_bob_is_sending_to_a_bad_output_reconstructing_txlock_then_fails() {
let (A, B) = alice_and_bob();
let wallet = Wallet::new_funded(50000);
let wallet = Wallet::new_funded(50000, StaticFeeRate {});
let agreed_amount = Amount::from_sat(10000);
let E = eve();
@ -244,7 +258,7 @@ mod tests {
async fn bob_make_psbt(
A: PublicKey,
B: PublicKey,
wallet: &Wallet<(), bdk::database::MemoryDatabase, ()>,
wallet: &Wallet<(), bdk::database::MemoryDatabase, StaticFeeRate>,
amount: Amount,
) -> PartiallySignedTransaction {
TxLock::new(&wallet, amount, A, B).await.unwrap().into()