Update project structure and build process

libwallet/fees/fees.go

@@ -0,0 +1,141 @@
+package fees
+
+import "github.com/btcsuite/btcutil"
+
+const dustThreshold = 546
+
+type BestRouteFees struct {
+	MaxCapacity              btcutil.Amount
+	FeeProportionalMillionth uint64
+	FeeBase                  btcutil.Amount
+}
+
+type FundingOutputPolicies struct {
+	MaximumDebt       btcutil.Amount
+	PotentialCollect  btcutil.Amount
+	MaxAmountFor0Conf btcutil.Amount
+}
+
+type DebtType string
+
+const (
+	DebtTypeNone    DebtType = "NONE"
+	DebtTypeCollect DebtType = "COLLECT"
+	DebtTypeLend    DebtType = "LEND"
+)
+
+type SwapFees struct {
+	RoutingFee          btcutil.Amount
+	DebtType            DebtType
+	DebtAmount          btcutil.Amount
+	OutputAmount        btcutil.Amount
+	OutputPadding       btcutil.Amount
+	ConfirmationsNeeded uint
+}
+
+func (p *FundingOutputPolicies) FundingConfirmations(paymentAmount, lightningFee btcutil.Amount) uint {
+	totalAmount := paymentAmount + lightningFee
+	if totalAmount <= p.MaxAmountFor0Conf {
+		return 0
+	}
+	return 1
+}
+
+func (p *FundingOutputPolicies) DebtType(paymentAmount, lightningFee btcutil.Amount) DebtType {
+	numConfirmations := p.FundingConfirmations(paymentAmount, lightningFee)
+	totalAmount := paymentAmount + lightningFee
+	if numConfirmations == 0 && totalAmount <= p.MaximumDebt {
+		return DebtTypeLend
+	}
+	if p.PotentialCollect > 0 {
+		return DebtTypeCollect
+	}
+	return DebtTypeNone
+}
+
+func (p *FundingOutputPolicies) DebtAmount(paymentAmount, lightningFee btcutil.Amount) btcutil.Amount {
+	switch p.DebtType(paymentAmount, lightningFee) {
+	case DebtTypeLend:
+		return paymentAmount + lightningFee
+	case DebtTypeCollect:
+		return p.PotentialCollect
+	case DebtTypeNone:
+		return 0
+	default:
+		return 0
+	}
+}
+
+func (p *FundingOutputPolicies) MinFundingAmount(paymentAmount, lightningFee btcutil.Amount) btcutil.Amount {
+	inputAmount := paymentAmount + lightningFee
+	if p.DebtType(paymentAmount, lightningFee) == DebtTypeCollect {
+		inputAmount += p.DebtAmount(paymentAmount, lightningFee)
+	}
+	return inputAmount
+}
+
+func (p *FundingOutputPolicies) FundingOutputAmount(paymentAmount, lightningFee btcutil.Amount) btcutil.Amount {
+	minAmount := p.MinFundingAmount(paymentAmount, lightningFee)
+	if minAmount < dustThreshold {
+		return dustThreshold
+	}
+	return minAmount
+}
+
+func (p *FundingOutputPolicies) FundingOutputPadding(paymentAmount, lightningFee btcutil.Amount) btcutil.Amount {
+	minAmount := p.MinFundingAmount(paymentAmount, lightningFee)
+	outputAmount := p.FundingOutputAmount(paymentAmount, lightningFee)
+	return outputAmount - minAmount
+}
+
+func ComputeSwapFees(amount btcutil.Amount, bestRouteFees []BestRouteFees, policies *FundingOutputPolicies, takeFeeFromAmount bool) *SwapFees {
+	if takeFeeFromAmount {
+		// Handle edge cases for TFFA swaps. We don't allow lend for TFFA. This impacts sub-dust
+		// swaps because we don't allow debt for output padding. Except, the very special case of
+		// sub-dust TFFA swaps, in which you cant have output padding > 0 since you are using all
+		// your balance and all your balance is < dust. In this case, since we can't use debt nor
+		// output padding, if its necessary, the payment is unpayable.
+		policies = &FundingOutputPolicies{
+			MaximumDebt:       0,
+			PotentialCollect:  policies.PotentialCollect,
+			MaxAmountFor0Conf: policies.MaxAmountFor0Conf,
+		}
+	}
+
+	lightningFee := computeLightningFee(amount, bestRouteFees)
+	outputPadding := policies.FundingOutputPadding(amount, lightningFee)
+
+	offchainFee := lightningFee + outputPadding
+	outputAmount := amount + offchainFee
+
+	debtType := policies.DebtType(amount, lightningFee)
+	debtAmount := policies.DebtAmount(amount, lightningFee)
+	if debtType == DebtTypeCollect {
+		outputAmount += debtAmount
+	} else if debtType == DebtTypeLend {
+		outputAmount = 0
+	}
+
+	return &SwapFees{
+		RoutingFee:          lightningFee,
+		OutputPadding:       outputPadding,
+		DebtType:            debtType,
+		DebtAmount:          debtAmount,
+		ConfirmationsNeeded: policies.FundingConfirmations(amount, lightningFee),
+		OutputAmount:        outputAmount,
+	}
+}
+
+func computeLightningFee(amount btcutil.Amount, bestRouteFees []BestRouteFees) btcutil.Amount {
+	for _, fee := range bestRouteFees {
+		if amount <= fee.MaxCapacity {
+			return fee.ForAmount(amount)
+		}
+	}
+	lastRouteFee := bestRouteFees[len(bestRouteFees)-1]
+	return lastRouteFee.ForAmount(amount)
+}
+
+func (f *BestRouteFees) ForAmount(amount btcutil.Amount) btcutil.Amount {
+	return (btcutil.Amount(f.FeeProportionalMillionth)*amount)/1000000 + f.FeeBase
+}

libwallet/fees/fees_test.go

@@ -0,0 +1,363 @@
+package fees
+
+import (
+	"reflect"
+	"testing"
+
+	"github.com/btcsuite/btcutil"
+)
+
+func TestComputeSwapFees(t *testing.T) {
+	testCases := []struct {
+		desc              string
+		amount            btcutil.Amount
+		bestRouteFees     []BestRouteFees
+		policies          *FundingOutputPolicies
+		takeFeeFromAmount bool
+		expected          *SwapFees
+	}{
+		{
+			desc:   "smoke test",
+			amount: 1000,
+			bestRouteFees: []BestRouteFees{
+				{
+					MaxCapacity:              100000,
+					FeeProportionalMillionth: 1,
+					FeeBase:                  10,
+				},
+			},
+			policies: &FundingOutputPolicies{
+				MaximumDebt:       0,
+				PotentialCollect:  0,
+				MaxAmountFor0Conf: 0,
+			},
+			takeFeeFromAmount: false,
+			expected: &SwapFees{
+				RoutingFee:          10,
+				OutputPadding:       0,
+				DebtType:            DebtTypeNone,
+				DebtAmount:          0,
+				OutputAmount:        1010,
+				ConfirmationsNeeded: 1,
+			},
+		},
+		{
+			desc:   "qualifies for 0-conf",
+			amount: 1000,
+			bestRouteFees: []BestRouteFees{
+				{
+					MaxCapacity:              100000,
+					FeeProportionalMillionth: 1,
+					FeeBase:                  10,
+				},
+			},
+			policies: &FundingOutputPolicies{
+				MaximumDebt:       0,
+				PotentialCollect:  0,
+				MaxAmountFor0Conf: 1000000,
+			},
+			takeFeeFromAmount: false,
+			expected: &SwapFees{
+				RoutingFee:          10,
+				OutputPadding:       0,
+				DebtType:            DebtTypeNone,
+				DebtAmount:          0,
+				ConfirmationsNeeded: 0,
+				OutputAmount:        1010,
+			},
+		},
+		{
+			desc:   "qualifies for debt lend",
+			amount: 1000,
+			bestRouteFees: []BestRouteFees{
+				{
+					MaxCapacity:              100000,
+					FeeProportionalMillionth: 1,
+					FeeBase:                  10,
+				},
+			},
+			takeFeeFromAmount: false,
+			policies: &FundingOutputPolicies{
+				MaximumDebt:       1000000,
+				PotentialCollect:  0,
+				MaxAmountFor0Conf: 1000000,
+			},
+			expected: &SwapFees{
+				RoutingFee:          10,
+				OutputPadding:       0,
+				DebtType:            DebtTypeLend,
+				DebtAmount:          1010,
+				OutputAmount:        0,
+				ConfirmationsNeeded: 0,
+			},
+		},
+		{
+			desc:   "debt collect",
+			amount: 1000,
+			bestRouteFees: []BestRouteFees{
+				{
+					MaxCapacity:              100000,
+					FeeProportionalMillionth: 1,
+					FeeBase:                  10,
+				},
+			},
+			policies: &FundingOutputPolicies{
+				MaximumDebt:       100,
+				PotentialCollect:  1010,
+				MaxAmountFor0Conf: 1000000,
+			},
+			takeFeeFromAmount: false,
+			expected: &SwapFees{
+				RoutingFee:          10,
+				OutputPadding:       0,
+				DebtType:            DebtTypeCollect,
+				DebtAmount:          1010,
+				OutputAmount:        2020,
+				ConfirmationsNeeded: 0,
+			},
+		},
+		{
+			desc:   "dust threshold",
+			amount: 50,
+			bestRouteFees: []BestRouteFees{
+				{
+					MaxCapacity:              100000,
+					FeeProportionalMillionth: 1,
+					FeeBase:                  10,
+				},
+			},
+			takeFeeFromAmount: false,
+			policies: &FundingOutputPolicies{
+				MaximumDebt:       0,
+				PotentialCollect:  0,
+				MaxAmountFor0Conf: 0,
+			},
+			expected: &SwapFees{
+				RoutingFee:          10,
+				OutputPadding:       486,
+				DebtType:            DebtTypeNone,
+				DebtAmount:          0,
+				OutputAmount:        546,
+				ConfirmationsNeeded: 1,
+			},
+		},
+		{
+			desc:   "sub-dust lend",
+			amount: 50,
+			bestRouteFees: []BestRouteFees{
+				{
+					MaxCapacity:              100000,
+					FeeProportionalMillionth: 1,
+					FeeBase:                  10,
+				},
+			},
+			takeFeeFromAmount: false,
+			policies: &FundingOutputPolicies{
+				MaximumDebt:       1000000,
+				PotentialCollect:  0,
+				MaxAmountFor0Conf: 1000000,
+			},
+			expected: &SwapFees{
+				RoutingFee:          10,
+				OutputPadding:       486,
+				DebtType:            DebtTypeLend,
+				DebtAmount:          60,
+				OutputAmount:        0,
+				ConfirmationsNeeded: 0,
+			},
+		},
+		{
+			desc:   "uses last route if route with enough capacity",
+			amount: 1000,
+			bestRouteFees: []BestRouteFees{
+				{
+					MaxCapacity:              900,
+					FeeProportionalMillionth: 1,
+					FeeBase:                  10,
+				},
+				{
+					MaxCapacity:              900,
+					FeeProportionalMillionth: 1,
+					FeeBase:                  20,
+				},
+			},
+			takeFeeFromAmount: false,
+			policies: &FundingOutputPolicies{
+				MaximumDebt:       0,
+				PotentialCollect:  0,
+				MaxAmountFor0Conf: 0,
+			},
+			expected: &SwapFees{
+				RoutingFee:          20,
+				OutputPadding:       0,
+				DebtType:            DebtTypeNone,
+				DebtAmount:          0,
+				OutputAmount:        1020,
+				ConfirmationsNeeded: 1,
+			},
+		},
+		{
+			desc:   "smoke test TFFA",
+			amount: 1000,
+			bestRouteFees: []BestRouteFees{
+				{
+					MaxCapacity:              100000,
+					FeeProportionalMillionth: 1,
+					FeeBase:                  10,
+				},
+			},
+			policies: &FundingOutputPolicies{
+				MaximumDebt:       0,
+				PotentialCollect:  0,
+				MaxAmountFor0Conf: 0,
+			},
+			takeFeeFromAmount: true,
+			expected: &SwapFees{
+				RoutingFee:          10,
+				OutputPadding:       0,
+				DebtType:            DebtTypeNone,
+				DebtAmount:          0,
+				OutputAmount:        1010,
+				ConfirmationsNeeded: 1,
+			},
+		},
+		{
+			desc:   "qualifies for 0-conf TFFA",
+			amount: 1000,
+			bestRouteFees: []BestRouteFees{
+				{
+					MaxCapacity:              100000,
+					FeeProportionalMillionth: 1,
+					FeeBase:                  10,
+				},
+			},
+			policies: &FundingOutputPolicies{
+				MaximumDebt:       0,
+				PotentialCollect:  0,
+				MaxAmountFor0Conf: 0,
+			},
+			takeFeeFromAmount: true,
+			expected: &SwapFees{
+				RoutingFee:          10,
+				OutputPadding:       0,
+				DebtType:            DebtTypeNone,
+				DebtAmount:          0,
+				OutputAmount:        1010,
+				ConfirmationsNeeded: 1,
+			},
+		},
+		{
+			desc:   "qualifies for debt lend TFFA",
+			amount: 1000,
+			bestRouteFees: []BestRouteFees{
+				{
+					MaxCapacity:              100000,
+					FeeProportionalMillionth: 1,
+					FeeBase:                  10,
+				},
+			},
+			takeFeeFromAmount: true,
+			policies: &FundingOutputPolicies{
+				MaximumDebt:       1000000,
+				PotentialCollect:  0,
+				MaxAmountFor0Conf: 1000000,
+			},
+			expected: &SwapFees{
+				RoutingFee:          10,
+				OutputPadding:       0,
+				DebtType:            DebtTypeNone,
+				DebtAmount:          0,
+				OutputAmount:        1010,
+				ConfirmationsNeeded: 0,
+			},
+		},
+		{
+			desc:   "debt collect TFFA",
+			amount: 1000,
+			bestRouteFees: []BestRouteFees{
+				{
+					MaxCapacity:              100000,
+					FeeProportionalMillionth: 1,
+					FeeBase:                  10,
+				},
+			},
+			policies: &FundingOutputPolicies{
+				MaximumDebt:       100,
+				PotentialCollect:  1010,
+				MaxAmountFor0Conf: 1000000,
+			},
+			takeFeeFromAmount: true,
+			expected: &SwapFees{
+				RoutingFee:          10,
+				OutputPadding:       0,
+				DebtType:            DebtTypeCollect,
+				DebtAmount:          1010,
+				OutputAmount:        2020,
+				ConfirmationsNeeded: 0,
+			},
+		},
+		{
+			desc:   "dust threshold TFFA",
+			amount: 50,
+			bestRouteFees: []BestRouteFees{
+				{
+					MaxCapacity:              100000,
+					FeeProportionalMillionth: 1,
+					FeeBase:                  10,
+				},
+			},
+			takeFeeFromAmount: true,
+			policies: &FundingOutputPolicies{
+				MaximumDebt:       0,
+				PotentialCollect:  0,
+				MaxAmountFor0Conf: 0,
+			},
+			expected: &SwapFees{
+				RoutingFee:          10,
+				OutputPadding:       486,
+				DebtType:            DebtTypeNone,
+				DebtAmount:          0,
+				OutputAmount:        546,
+				ConfirmationsNeeded: 1,
+			},
+		},
+		{
+			desc:   "uses last route if route with enough capacity",
+			amount: 1000,
+			bestRouteFees: []BestRouteFees{
+				{
+					MaxCapacity:              900,
+					FeeProportionalMillionth: 1,
+					FeeBase:                  10,
+				},
+				{
+					MaxCapacity:              900,
+					FeeProportionalMillionth: 1,
+					FeeBase:                  20,
+				},
+			},
+			takeFeeFromAmount: true,
+			policies: &FundingOutputPolicies{
+				MaximumDebt:       0,
+				PotentialCollect:  0,
+				MaxAmountFor0Conf: 0,
+			},
+			expected: &SwapFees{
+				RoutingFee:          20,
+				OutputPadding:       0,
+				DebtType:            DebtTypeNone,
+				DebtAmount:          0,
+				OutputAmount:        1020,
+				ConfirmationsNeeded: 1,
+			},
+		},
+	}
+	for _, tC := range testCases {
+		t.Run(tC.desc, func(t *testing.T) {
+			fees := ComputeSwapFees(tC.amount, tC.bestRouteFees, tC.policies, tC.takeFeeFromAmount)
+			if !reflect.DeepEqual(fees, tC.expected) {
+				t.Errorf("fees do not equal expected fees (%+v != %+v)", fees, tC.expected)
+			}
+		})
+	}
+}