From a1387908221209f119dcdd82c601b230b90dcf2c Mon Sep 17 00:00:00 2001
From: Wilmer Paulino <wilmer.paulino@gmail.com>
Date: Tue, 25 Jun 2019 14:41:45 -0400
Subject: [PATCH 1/3] multi: expose confirmation target for loop out quotes

---
 cmd/loop/quote.go              |  19 ++++-
 cmd/loopd/swapclient_server.go |  29 ++++++-
 looprpc/client.pb.go           | 143 ++++++++++++++++++---------------
 looprpc/client.pb.gw.go        |   8 ++
 looprpc/client.proto           |   8 ++
 looprpc/client.swagger.json    |   8 ++
 6 files changed, 145 insertions(+), 70 deletions(-)

diff --git a/cmd/loop/quote.go b/cmd/loop/quote.go
index 08d62c4..2c7fdfd 100644
--- a/cmd/loop/quote.go
+++ b/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
diff --git a/cmd/loopd/swapclient_server.go b/cmd/loopd/swapclient_server.go
index 5221a6c..0898a73 100644
--- a/cmd/loopd/swapclient_server.go
+++ b/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 {
@@ -242,9 +249,13 @@ 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, defaultConfTarget)
+	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 +334,17 @@ 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
+	}
+}
diff --git a/looprpc/client.pb.go b/looprpc/client.pb.go
index 5d75f5a..cc9a0bc 100644
--- a/looprpc/client.pb.go
+++ b/looprpc/client.pb.go
@@ -683,7 +683,13 @@ func (m *TermsResponse) GetCltvDelta() int32 {
 type QuoteRequest struct {
 	//*
 	//The amount to swap in satoshis.
-	Amt                  int64    `protobuf:"varint,1,opt,name=amt,proto3" json:"amt,omitempty"`
+	Amt int64 `protobuf:"varint,1,opt,name=amt,proto3" json:"amt,omitempty"`
+	//*
+	//The confirmation target that should be used either for the sweep of the
+	//on-chain HTLC broadcast by the swap server in the case of a Loop Out, or for
+	//the confirmation of the on-chain HTLC broadcast by the swap client in the
+	//case of a Loop In.
+	ConfTarget           int32    `protobuf:"varint,2,opt,name=conf_target,json=confTarget,proto3" json:"conf_target,omitempty"`
 	XXX_NoUnkeyedLiteral struct{} `json:"-"`
 	XXX_unrecognized     []byte   `json:"-"`
 	XXX_sizecache        int32    `json:"-"`
@@ -721,6 +727,13 @@ func (m *QuoteRequest) GetAmt() int64 {
 	return 0
 }
 
+func (m *QuoteRequest) GetConfTarget() int32 {
+	if m != nil {
+		return m.ConfTarget
+	}
+	return 0
+}
+
 type QuoteResponse struct {
 	//*
 	//The fee that the swap server is charging for the swap.
@@ -799,69 +812,71 @@ func init() {
 func init() { proto.RegisterFile("client.proto", fileDescriptor_014de31d7ac8c57c) }
 
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+	0xa9, 0xa0, 0x90, 0x96, 0xe6, 0x59, 0x91, 0x5e, 0xf5, 0xe3, 0x8a, 0x74, 0xc9, 0x63, 0xf6, 0xa1,
+	0x94, 0xee, 0xa2, 0x4e, 0x49, 0xfa, 0xad, 0xe0, 0xf4, 0x7e, 0xc1, 0x31, 0xff, 0x15, 0xfd, 0x08,
+	0xd6, 0x2b, 0xc2, 0x55, 0x87, 0x3e, 0xa6, 0xfa, 0x92, 0xc0, 0xc7, 0xd4, 0xf8, 0x66, 0x5b, 0xfe,
+	0xa3, 0xf0, 0xfc, 0xff, 0x00, 0x00, 0x00, 0xff, 0xff, 0xec, 0x90, 0x5b, 0x65, 0x5f, 0x08, 0x00,
+	0x00,
 }
 
 // Reference imports to suppress errors if they are not otherwise used.
diff --git a/looprpc/client.pb.gw.go b/looprpc/client.pb.gw.go
index 390078f..500982e 100644
--- a/looprpc/client.pb.gw.go
+++ b/looprpc/client.pb.gw.go
@@ -50,6 +50,10 @@ func request_SwapClient_LoopOutTerms_0(ctx context.Context, marshaler runtime.Ma
 
 }
 
+var (
+	filter_SwapClient_LoopOutQuote_0 = &utilities.DoubleArray{Encoding: map[string]int{"amt": 0}, Base: []int{1, 1, 0}, Check: []int{0, 1, 2}}
+)
+
 func request_SwapClient_LoopOutQuote_0(ctx context.Context, marshaler runtime.Marshaler, client SwapClientClient, req *http.Request, pathParams map[string]string) (proto.Message, runtime.ServerMetadata, error) {
 	var protoReq QuoteRequest
 	var metadata runtime.ServerMetadata
@@ -72,6 +76,10 @@ func request_SwapClient_LoopOutQuote_0(ctx context.Context, marshaler runtime.Ma
 		return nil, metadata, status.Errorf(codes.InvalidArgument, "type mismatch, parameter: %s, error: %v", "amt", err)
 	}
 
+	if err := runtime.PopulateQueryParameters(&protoReq, req.URL.Query(), filter_SwapClient_LoopOutQuote_0); err != nil {
+		return nil, metadata, status.Errorf(codes.InvalidArgument, "%v", err)
+	}
+
 	msg, err := client.LoopOutQuote(ctx, &protoReq, grpc.Header(&metadata.HeaderMD), grpc.Trailer(&metadata.TrailerMD))
 	return msg, metadata, err
 
diff --git a/looprpc/client.proto b/looprpc/client.proto
index 5665e86..8390167 100644
--- a/looprpc/client.proto
+++ b/looprpc/client.proto
@@ -328,6 +328,14 @@ message QuoteRequest {
     The amount to swap in satoshis.
     */
     int64 amt = 1;
+
+    /**
+    The confirmation target that should be used either for the sweep of the
+    on-chain HTLC broadcast by the swap server in the case of a Loop Out, or for
+    the confirmation of the on-chain HTLC broadcast by the swap client in the
+    case of a Loop In.
+    */
+    int32 conf_target = 2;
 }
 
 message QuoteResponse {
diff --git a/looprpc/client.swagger.json b/looprpc/client.swagger.json
index f80e5f9..eabec20 100644
--- a/looprpc/client.swagger.json
+++ b/looprpc/client.swagger.json
@@ -61,6 +61,14 @@
             "required": true,
             "type": "string",
             "format": "int64"
+          },
+          {
+            "name": "conf_target",
+            "description": "*\nThe confirmation target that should be used either for the sweep of the\non-chain HTLC broadcast by the swap server in the case of a Loop Out, or for\nthe confirmation of the on-chain HTLC broadcast by the swap client in the\ncase of a Loop In.",
+            "in": "query",
+            "required": false,
+            "type": "integer",
+            "format": "int32"
           }
         ],
         "tags": [

From c16e1703380ee3c3ee0eec6f12d1156c206936d2 Mon Sep 17 00:00:00 2001
From: Wilmer Paulino <wilmer.paulino@gmail.com>
Date: Tue, 25 Jun 2019 14:41:49 -0400
Subject: [PATCH 2/3] multi: expose confirmation target for loop out HTLC sweep

---
 cmd/loop/loopout.go            |  12 ++-
 cmd/loopd/swapclient_server.go |  13 ++-
 loopout.go                     |   6 +-
 looprpc/client.pb.go           | 144 ++++++++++++++++++---------------
 looprpc/client.proto           |   6 ++
 looprpc/client.swagger.json    |   5 ++
 6 files changed, 116 insertions(+), 70 deletions(-)

diff --git a/cmd/loop/loopout.go b/cmd/loop/loopout.go
index 38e54e1..97878ad 100644
--- a/cmd/loop/loopout.go
+++ b/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
diff --git a/cmd/loopd/swapclient_server.go b/cmd/loopd/swapclient_server.go
index 0898a73..89cf775 100644
--- a/cmd/loopd/swapclient_server.go
+++ b/cmd/loopd/swapclient_server.go
@@ -41,6 +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.
@@ -67,7 +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
@@ -249,7 +256,9 @@ 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, defaultConfTarget)
+	confTarget, err := validateConfTarget(
+		req.ConfTarget, loop.DefaultSweepConfTarget,
+	)
 	if err != nil {
 		return nil, err
 	}
diff --git a/loopout.go b/loopout.go
index f2129c8..aec79c0 100644
--- a/loopout.go
+++ b/loopout.go
@@ -20,7 +20,11 @@ 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
 )
 
 // loopOutSwap contains all the in-memory state related to a pending loop out
diff --git a/looprpc/client.pb.go b/looprpc/client.pb.go
index cc9a0bc..b031d89 100644
--- a/looprpc/client.pb.go
+++ b/looprpc/client.pb.go
@@ -154,7 +154,11 @@ type LoopOutRequest struct {
 	//*
 	//The channel to loop out, the channel to loop out is selected based on the
 	//lowest routing fee for the swap payment to the server.
-	LoopOutChannel       uint64   `protobuf:"varint,8,opt,name=loop_out_channel,json=loopOutChannel,proto3" json:"loop_out_channel,omitempty"`
+	LoopOutChannel uint64 `protobuf:"varint,8,opt,name=loop_out_channel,json=loopOutChannel,proto3" json:"loop_out_channel,omitempty"`
+	//*
+	//The number of blocks from the on-chain HTLC's confirmation height that it
+	//should be swept within.
+	SweepConfTarget      int32    `protobuf:"varint,9,opt,name=sweep_conf_target,json=sweepConfTarget,proto3" json:"sweep_conf_target,omitempty"`
 	XXX_NoUnkeyedLiteral struct{} `json:"-"`
 	XXX_unrecognized     []byte   `json:"-"`
 	XXX_sizecache        int32    `json:"-"`
@@ -241,6 +245,13 @@ func (m *LoopOutRequest) GetLoopOutChannel() uint64 {
 	return 0
 }
 
+func (m *LoopOutRequest) GetSweepConfTarget() int32 {
+	if m != nil {
+		return m.SweepConfTarget
+	}
+	return 0
+}
+
 type LoopInRequest struct {
 	//*
 	//Requested swap amount in sat. This does not include the swap and miner
@@ -812,71 +823,72 @@ func init() {
 func init() { proto.RegisterFile("client.proto", fileDescriptor_014de31d7ac8c57c) }
 
 var fileDescriptor_014de31d7ac8c57c = []byte{
-	// 1009 bytes of a gzipped FileDescriptorProto
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+	0x8b, 0x08, 0x00, 0x00,
 }
 
 // Reference imports to suppress errors if they are not otherwise used.
diff --git a/looprpc/client.proto b/looprpc/client.proto
index 8390167..fc71202 100644
--- a/looprpc/client.proto
+++ b/looprpc/client.proto
@@ -127,6 +127,12 @@ message LoopOutRequest {
     lowest routing fee for the swap payment to the server.
     */
     uint64 loop_out_channel = 8;
+
+    /**
+    The number of blocks from the on-chain HTLC's confirmation height that it
+    should be swept within.
+    */
+    int32 sweep_conf_target = 9;
 }
 
 message LoopInRequest {
diff --git a/looprpc/client.swagger.json b/looprpc/client.swagger.json
index eabec20..50d3d92 100644
--- a/looprpc/client.swagger.json
+++ b/looprpc/client.swagger.json
@@ -136,6 +136,11 @@
           "type": "string",
           "format": "uint64",
           "description": "*\nThe channel to loop out, the channel to loop out is selected based on the\nlowest routing fee for the swap payment to the server."
+        },
+        "sweep_conf_target": {
+          "type": "integer",
+          "format": "int32",
+          "description": "*\nThe number of blocks from the on-chain HTLC's confirmation height that it\nshould be swept within."
         }
       }
     },

From 47321ba4a4299ee79d9648f69dc9fa22c3ccc27d Mon Sep 17 00:00:00 2001
From: Wilmer Paulino <wilmer.paulino@gmail.com>
Date: Tue, 25 Jun 2019 14:41:57 -0400
Subject: [PATCH 3/3] loop: use default confirmation target for htlc sweep
 after expiry delta

In this commit, we introduce a delta from the on-chain HTLC's
expiration. Since clients are now able to specify a confirmation target
for the HTLC sweep, it's possible that the sweep doesn't confirm within
the intended target in the event of an increasing demand for block
space. Once the delta from the HTLC's expiration is reached, we'll begin
to use the default sweep confirmation target when sweeping the HTLC,
which should provide a timely confirmation. This is needed because if
the preimage has already been revealed, then we need to make sure we
sweep the HTLC before the server does.
---
 client.go  |  6 ++++++
 loopout.go | 37 ++++++++++++++++++++++++++++---------
 2 files changed, 34 insertions(+), 9 deletions(-)

diff --git a/client.go b/client.go
index 89abf7c..8814f87 100644
--- a/client.go
+++ b/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
diff --git a/loopout.go b/loopout.go
index aec79c0..64c17f1 100644
--- a/loopout.go
+++ b/loopout.go
@@ -25,6 +25,13 @@ var (
 	// 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
@@ -581,22 +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 {
@@ -612,8 +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 {
@@ -690,5 +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
 }