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Merge #1451: descriptors: fix max satisfaction weight for Taproot multisig primary path spends

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6e74a96e12feb00fcf0f6974f56002c0356e0960 Revert "spend: add 10 sats to fee for 1 sat/vb txs" (Michael Mallan)
cf88aca3aee0fed9a817dd4946db7ad3c1b080a7 descriptors: fix satisfaction size for Taproot (Michael Mallan)
e9c699570669e9723bec47b1fcd6df66257a8128 qa: add threshold paramater for multisig descs (Michael Mallan)

Pull request description:

  This is a fix to #1371 and the related #1322.

  As per https://github.com/wizardsardine/liana/issues/1371#issuecomment-2446921093, this adds the varint length for the script and control block elements of a Taproot primary path spend.

  I think this is what caused #1322 and so I have reverted the change from #1323.

ACKs for top commit:
  edouardparis:
    utACK 6e74a96e12feb00fcf0f6974f56002c0356e0960

Tree-SHA512: 754e5c2186de853cde9006aeab7989141a4d363b9e3d8adb3f0264bcbca7e3b56a94822d434f6f7d8108e7c0e3023959fa407643e5868082f8981c5ce10b9a1e
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edouardparis 2024-11-15 13:21:35 +01:00
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5 changed files with 131 additions and 41 deletions
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18
src/commands/mod.rs
View File

@ -1497,7 +1497,7 @@ mod tests {
// Transaction is 1 in (P2WSH satisfaction), 2 outs. At 1sat/vb, it's 161 sats fees.
// At 2sats/vb, it's twice that.
assert_eq!(tx.output[1].value.to_sat(), 89_829);
assert_eq!(tx.output[1].value.to_sat(), 89_839);
let psbt = if let CreateSpendResult::Success { psbt, .. } = control
.create_spend(&destinations, &[dummy_op], 2, None)
.unwrap()
@ -1565,18 +1565,18 @@ mod tests {
dummy_addr.payload().script_pubkey()
);
assert_eq!(tx.output[0].value.to_sat(), 95_000);
// change = 100_000 - 95_000 - /* fee without change */ 128 - /* extra fee for change output */ 43 = 4829
// change = 100_000 - 95_000 - /* fee without change */ 127 - /* extra fee for change output */ 43 = 4830
assert_eq!(
warnings,
vec![
"Dust UTXO. The minimal change output allowed by Liana is 5000 sats. \
Instead of creating a change of 4829 sats, it was added to the \
Instead of creating a change of 4839 sats, it was added to the \
transaction fee. Select a larger input to avoid this from happening."
]
);
// Increase the target value by the change amount and the warning will disappear.
*destinations.get_mut(&dummy_addr).unwrap() = 95_000 + 4_829;
*destinations.get_mut(&dummy_addr).unwrap() = 95_000 + 4_839;
let (psbt, warnings) = if let CreateSpendResult::Success { psbt, warnings } = control
.create_spend(&destinations, &[dummy_op], 1, None)
.unwrap()
@ -1591,7 +1591,7 @@ mod tests {
// Now increase target also by the extra fee that was paying for change and we can still create the spend.
*destinations.get_mut(&dummy_addr).unwrap() =
95_000 + 4_829 + /* fee for change output */ 43;
95_000 + 4_830 + /* fee for change output */ 43;
let (psbt, warnings) = if let CreateSpendResult::Success { psbt, warnings } = control
.create_spend(&destinations, &[dummy_op], 1, None)
.unwrap()
@ -1606,7 +1606,7 @@ mod tests {
// Now increase the target by 1 more sat and we will have insufficient funds.
*destinations.get_mut(&dummy_addr).unwrap() =
95_000 + 4_829 + /* fee for change output */ 43 + 1;
95_000 + 4_839 + /* fee for change output */ 43 + 1;
assert_eq!(
control.create_spend(&destinations, &[dummy_op], 1, None),
Ok(CreateSpendResult::InsufficientFunds { missing: 1 }),
@ -1614,7 +1614,7 @@ mod tests {
// Now decrease the target so that the lost change is just 1 sat.
*destinations.get_mut(&dummy_addr).unwrap() =
100_000 - /* fee without change */ 128 - /* extra fee for change output */ 43 - 1;
100_000 - /* fee without change */ 118 - /* extra fee for change output */ 43 - 1;
let warnings = if let CreateSpendResult::Success { warnings, .. } = control
.create_spend(&destinations, &[dummy_op], 1, None)
.unwrap()
@ -1635,7 +1635,7 @@ mod tests {
// Now decrease the target value so that we have enough for a change output.
*destinations.get_mut(&dummy_addr).unwrap() =
95_000 - /* fee without change */ 128 - /* extra fee for change output */ 43;
95_000 - /* fee without change */ 118 - /* extra fee for change output */ 43;
let (psbt, warnings) = if let CreateSpendResult::Success { psbt, warnings } = control
.create_spend(&destinations, &[dummy_op], 1, None)
.unwrap()
@ -1651,7 +1651,7 @@ mod tests {
// Now increase the target by 1 and we'll get a warning again, this time for 1 less than the dust threshold.
*destinations.get_mut(&dummy_addr).unwrap() =
95_000 - /* fee without change */ 128 - /* extra fee for change output */ 43 + 1;
95_000 - /* fee without change */ 118 - /* extra fee for change output */ 43 + 1;
let warnings = if let CreateSpendResult::Success { warnings, .. } = control
.create_spend(&destinations, &[dummy_op], 1, None)
.unwrap()

57
src/descriptors/mod.rs
View File

@ -6,6 +6,7 @@ use miniscript::{
secp256k1,
},
descriptor,
miniscript::satisfy::Placeholder,
plan::{Assets, CanSign},
psbt::{PsbtInputExt, PsbtOutputExt},
translate_hash_clone, ForEachKey, TranslatePk, Translator,
@ -259,10 +260,11 @@ impl LianaDescriptor {
};
// Unfortunately rust-miniscript satisfaction size estimation is inconsistent. For
// Taproot it considers the whole witness (including the control block size + the
// script size) but under P2WSH it does not consider the witscript! Therefore we
// manually add the size of the witscript, but only under P2WSH by the mean of the
// `explicit_script()` helper.
// Taproot it considers the whole witness (except the control block size + the
// script size), while under P2WSH it does not consider the witscript! Therefore we
// manually add the size of the witscript under P2WSH by means of the
// `explicit_script()` helper, which gives an error for Taproot, and for Taproot
// we add the sizes of the control block and script.
let der_desc = self
.receive_desc
.0
@ -270,15 +272,23 @@ impl LianaDescriptor {
.expect("unhardened index");
let witscript_size = der_desc
.explicit_script()
.map(|s| varint_len(s.len()) + s.len())
.unwrap_or(0);
.map(|s| varint_len(s.len()) + s.len());
// Finally, compute the satisfaction template for the primary path and get its size.
der_desc
.plan(&assets)
.expect("Always satisfiable")
.witness_size()
+ witscript_size
let plan = der_desc.plan(&assets).expect("Always satisfiable");
plan.witness_size()
+ witscript_size.unwrap_or_else(|_| {
plan.witness_template()
.iter()
.map(|elem| match elem {
// We need to calculate the size manually before calculating the varint length.
// See https://docs.rs/miniscript/11.0.0/src/miniscript/util.rs.html#35-36.
Placeholder::TapScript(s) => varint_len(s.len()),
Placeholder::TapControlBlock(cb) => varint_len(cb.serialize().len()),
_ => 0,
})
.sum()
})
} else {
// We add one to account for the witness stack size, as the values above give the
// difference in size for a satisfied input that was *already* in a transaction
@ -1187,6 +1197,31 @@ mod tests {
);
}
#[test]
fn taproot_multisig_descriptor_sat_weight() {
// See https://mempool.space/signet/tx/84f09bddfe0f036d0390edf655636ad6092c3ab8f09b2bb1503caa393463f241
// for an example spend from this descriptor.
let desc = LianaDescriptor::from_str("tr(tpubD6NzVbkrYhZ4WUdbVsXDYBCXS8EPSYG1cAN9g4uP6uLQHMHXRvHSFkQBXy7MBeAvV8PDVJJ4o3AwYMKJHp45ci2g69UCAKteVSAJ61CnGEV/<0;1>/*,{and_v(v:pk([9e1c1983/48'/1'/0'/2']tpubDEWCLCMncbStq4BLXkQUAPqzzrh2tQUgYeQPt4NrB5D7gRraMyGbRqzPTmQGvqfdaFsXDVGSQBRgfXuNjDyfU626pxSjpQZszFNY6CzogxK/<2;3>/*),older(65535)),multi_a(2,[9e1c1983/48'/1'/0'/2']tpubDEWCLCMncbStq4BLXkQUAPqzzrh2tQUgYeQPt4NrB5D7gRraMyGbRqzPTmQGvqfdaFsXDVGSQBRgfXuNjDyfU626pxSjpQZszFNY6CzogxK/<0;1>/*,[3b1913e1/48'/1'/0'/2']tpubDFeZ2ezf4VUuTnjdhxJ1DKhLa2t6vzXZNz8NnEgeT2PN4pPqTCTeWUcaxKHPJcf1C8WzkLA71zSjDwuo4zqu4kkiL91ZUmJydC8f1gx89wM/<0;1>/*)})#ee0r4tw5").unwrap();
// varint_len(num witness elements) = 1
// varint_len(signature) + signature = 1 + 64
// varint_len(script) + script = 1 + 70
// varint_len(control block) + control block = 1 + 65
assert_eq!(
desc.max_sat_weight(true),
1 + (1 + 64) + (1 + 64) + (1 + 70) + (1 + 65)
);
// See https://mempool.space/signet/tx/63095cf6b5a57e5f3a7f0af0e22c8234cc4a4c1531c3236b00bd2a009f70e801
// for an example of a recovery transaction from the following descriptor:
// tr(tpubD6NzVbkrYhZ4XcC4HC7TDGrhraymFg9xo31hVtc5sh3dtsXbB5ZXewwMXi6HSmR2PyLeG8VwD3anqavSJVtXYJAAJcaEGCZdkBnnWTmhz3X/<0;1>/*,{and_v(v:pk([9e1c1983/48'/1'/0'/2']tpubDEWCLCMncbStq4BLXkQUAPqzzrh2tQUgYeQPt4NrB5D7gRraMyGbRqzPTmQGvqfdaFsXDVGSQBRgfXuNjDyfU626pxSjpQZszFNY6CzogxK/<2;3>/*),older(1)),multi_a(2,[88d8b4b9/48'/1'/0'/2']tpubDENzCJsHPDzX1EAP9eUPumw2hFUyjuUtBK8CWNPkudZTQ1mchX1hiAwog3fd6BKbq1rdZbLW3Q1d79AcvQCCMdehuSZ8GcShDcHaYTosCRa/<0;1>/*,[9e1c1983/48'/1'/0'/2']tpubDEWCLCMncbStq4BLXkQUAPqzzrh2tQUgYeQPt4NrB5D7gRraMyGbRqzPTmQGvqfdaFsXDVGSQBRgfXuNjDyfU626pxSjpQZszFNY6CzogxK/<0;1>/*)})#pepfj0gd
// Recovery path would use 1 + (1+64) + (1+36) + (1+65), but `max_sat_weight` considers all
// spending paths when passing `false`. So it currently gives the same as passing `true`.
// This `true` branch assumes a Schnorr signature of size 1+64+1, where the final +1 is for the sighash suffix:
// https://docs.rs/miniscript/11.0.0/src/miniscript/descriptor/tr.rs.html#254-301
// So we need to add 2, 1 for each signature.
assert_eq!(desc.max_sat_weight(false), desc.max_sat_weight(true) + 2);
}
#[test]
fn liana_desc_keys() {
let secp = secp256k1::Secp256k1::signing_only();

15
src/spend.rs
View File

@ -12,7 +12,6 @@ use bdk_coin_select::{
metrics::LowestFee, Candidate, ChangePolicy, CoinSelector, DrainWeights, FeeRate, Replace,
Target, TargetFee, TargetOutputs, TXIN_BASE_WEIGHT,
};
use log::info;
use miniscript::bitcoin::{
self,
absolute::{Height, LockTime},
@ -385,21 +384,9 @@ fn select_coins_for_spend(
long_term_feerate,
);
// FIXME: This is a quick change to avoid going below the min relay fee:
// If the required feerate is 1 sat/vb and this is not a replacement tx,
// use the replaced_fee parameter to ensure we pay at least 10 sats more
// than the size of the tx.
// E.g. if vsize = 186, the fee will be pay >= 196 sats.
let replaced_fee_modified = if replaced_fee.is_none() && feerate_vb_u32 == 1 {
info!("setting replaced fee to 10");
Some(10)
} else {
replaced_fee
};
// Finally, run the coin selection algorithm. We use an opportunistic BnB and if it couldn't
// find any solution we fall back to selecting coins by descending value.
let replace = replaced_fee_modified.map(Replace::new);
let replace = replaced_fee.map(Replace::new);
let target_fee = TargetFee {
rate: feerate,
replace,

35
tests/fixtures.py
View File

@ -216,10 +216,10 @@ def multi_expression(thresh, keys, is_taproot):
return exp + ")"
def multisig_desc(multi_signer, csv_value, is_taproot):
def multisig_desc(multi_signer, csv_value, is_taproot, prim_thresh, recov_thresh):
prim_multi, recov_multi = (
multi_expression(3, multi_signer.prim_hds, is_taproot),
multi_expression(2, multi_signer.recov_hds[csv_value], is_taproot),
multi_expression(prim_thresh, multi_signer.prim_hds, is_taproot),
multi_expression(recov_thresh, multi_signer.recov_hds[csv_value], is_taproot),
)
if is_taproot:
all_xpubs = [
@ -239,10 +239,35 @@ def lianad_multisig(bitcoin_backend, directory):
# A 3-of-4 that degrades into a 2-of-5 after 10 blocks
csv_value = 10
signer = MultiSigner(4, {csv_value: 5}, is_taproot=USE_TAPROOT)
main_desc = Descriptor.from_str(
multisig_desc(signer, csv_value, is_taproot=USE_TAPROOT)
main_desc = Descriptor.from_str(multisig_desc(signer, csv_value, USE_TAPROOT, 3, 2))
lianad = Lianad(
datadir,
signer,
main_desc,
bitcoin_backend,
)
try:
lianad.start()
yield lianad
except Exception:
lianad.cleanup()
raise
lianad.cleanup()
@pytest.fixture
def lianad_multisig_2_of_2(bitcoin_backend, directory):
datadir = os.path.join(directory, "lianad")
os.makedirs(datadir, exist_ok=True)
# A 2-of-2 that degrades into a 1-of-1 after 10 blocks
csv_value = 10
signer = MultiSigner(2, {csv_value: 1}, is_taproot=USE_TAPROOT)
main_desc = Descriptor.from_str(multisig_desc(signer, csv_value, USE_TAPROOT, 2, 1))
lianad = Lianad(
datadir,
signer,

47
tests/test_spend.py
View File

@ -1,3 +1,5 @@
import math
from fixtures import *
from test_framework.serializations import PSBT, uint256_from_str
from test_framework.utils import (
@ -134,7 +136,7 @@ def test_coin_marked_spent(lianad, bitcoind):
res = lianad.rpc.createspend(destinations, [outpoint], 1)
psbt = PSBT.from_base64(res["psbt"])
sign_and_broadcast(psbt)
change_amount = 848 if USE_TAPROOT else 829
change_amount = 858 if USE_TAPROOT else 839
assert len(psbt.o) == 1
assert len(res["warnings"]) == 1
assert (
@ -153,7 +155,7 @@ def test_coin_marked_spent(lianad, bitcoind):
res = lianad.rpc.createspend(destinations, [outpoint_3], 1)
psbt = PSBT.from_base64(res["psbt"])
sign_and_broadcast(psbt)
change_amount = 836 if USE_TAPROOT else 817
change_amount = 846 if USE_TAPROOT else 827
assert len(psbt.o) == 1
assert len(res["warnings"]) == 1
assert (
@ -583,3 +585,44 @@ def test_sweep(lianad, bitcoind):
c["amount"] for c in lianad.rpc.listcoins(["unconfirmed", "confirmed"])["coins"]
)
assert balance == int((0.2 + 0.1 + 0.3) * COIN)
@pytest.mark.parametrize("feerate", [1, 2])
@pytest.mark.skipif(not USE_TAPROOT, reason="This tests a Taproot-specific bug.")
def test_tr_multisig_2_of_2_feerate_is_met(feerate, lianad_multisig_2_of_2, bitcoind):
"""
A regression test for https://github.com/wizardsardine/liana/issues/1371.
Test that a 2-of-2 Taproot primary path spend pays a high enough fee for
the target feerate.
See https://mempool.space/signet/tx/a63c4a69be71fcba0e16f742a2697401fbc47ad7dff10a790b8f961004aa0ab4
for an example of such a transaction.
"""
# Get a coin.
deposit_txid = bitcoind.rpc.sendtoaddress(
lianad_multisig_2_of_2.rpc.getnewaddress()["address"], 0.001
)
bitcoind.generate_block(1, wait_for_mempool=deposit_txid)
wait_for(
lambda: len(lianad_multisig_2_of_2.rpc.listcoins(["confirmed"])["coins"]) == 1
)
coin = lianad_multisig_2_of_2.rpc.listcoins(["confirmed"])["coins"][0]
# Refresh the coin at the given feerate.
res = lianad_multisig_2_of_2.rpc.createspend({}, [coin["outpoint"]], feerate)
spend_psbt = PSBT.from_base64(res["psbt"])
signed_psbt = lianad_multisig_2_of_2.signer.sign_psbt(spend_psbt, [0, 1])
lianad_multisig_2_of_2.rpc.updatespend(signed_psbt.to_base64())
spend_txid = signed_psbt.tx.txid().hex()
lianad_multisig_2_of_2.rpc.broadcastspend(spend_txid)
# Check the tx fee and weight in mempool are as expected.
res = bitcoind.rpc.getmempoolentry(spend_txid)
spend_fee = res["fees"]["base"] * COIN
spend_weight = res["weight"]
assert spend_weight == 646
# Note that due to https://github.com/wizardsardine/liana/issues/1132
# we do not round up vbytes before multiplying by feerate.
assert spend_fee == math.ceil((646.0 / 4.0) * feerate)