Merge pull request #1252 from lightninglabs/enforce-min-amount

[custom channels]: enforce minimum amounts

rfq/order.go

@@ -14,10 +14,8 @@ import (
 	"github.com/lightninglabs/taproot-assets/rfqmath"
 	"github.com/lightninglabs/taproot-assets/rfqmsg"
 	"github.com/lightningnetwork/lnd/channeldb/models"
-	"github.com/lightningnetwork/lnd/input"
 	"github.com/lightningnetwork/lnd/lnrpc/routerrpc"
 	"github.com/lightningnetwork/lnd/lnutils"
-	"github.com/lightningnetwork/lnd/lnwallet"
 	"github.com/lightningnetwork/lnd/lnwire"
 	"github.com/lightningnetwork/lnd/tlv"
 )
@@ -248,9 +246,7 @@ func (c *AssetSalePolicy) GenerateInterceptorResponse(
 	htlc lndclient.InterceptedHtlc) (*lndclient.InterceptedHtlcResponse,
 	error) {
 
-	outgoingAmt := lnwire.NewMSatFromSatoshis(lnwallet.DustLimitForSize(
-		input.UnknownWitnessSize,
-	))
+	outgoingAmt := rfqmath.DefaultOnChainHtlcMSat
 
 	// Unpack asset ID.
 	assetID, err := c.AssetSpecifier.UnwrapIdOrErr()

rfqmath/convert.go

@@ -4,9 +4,26 @@ import (
 	"math"
 
 	"github.com/btcsuite/btcd/btcutil"
+	"github.com/lightningnetwork/lnd/input"
+	"github.com/lightningnetwork/lnd/lnwallet"
 	"github.com/lightningnetwork/lnd/lnwire"
 )
 
+var (
+	// DefaultOnChainHtlcSat is the default amount that we consider as the
+	// smallest HTLC amount that can be sent on-chain. This needs to be
+	// greater than the dust limit for an HTLC.
+	DefaultOnChainHtlcSat = lnwallet.DustLimitForSize(
+		input.UnknownWitnessSize,
+	)
+
+	// DefaultOnChainHtlcMSat is the default amount that we consider as the
+	// smallest HTLC amount that can be sent on-chain in milli-satoshis.
+	DefaultOnChainHtlcMSat = lnwire.NewMSatFromSatoshis(
+		DefaultOnChainHtlcSat,
+	)
+)
+
 // defaultArithmeticScale is the default scale used for arithmetic operations.
 // This is used to ensure that we don't lose precision when doing arithmetic
 // operations.
@@ -97,3 +114,61 @@ func UnitsToMilliSatoshi[N Int[N]](assetUnits,
 	// along the way.
 	return lnwire.MilliSatoshi(amtMsat.ScaleTo(0).ToUint64())
 }
+
+// MinTransportableUnits computes the minimum number of transportable units
+// of an asset given its asset rate and the constant HTLC dust limit. This
+// function can be used to enforce a minimum invoice amount to prevent
+// forwarding failures due to invalid fees.
+//
+// Given a wallet end user A, an edge node B, an asset rate of 100 milli-
+// satoshi per asset unit and a flat 0.1% routing fee (to simplify the
+// scenario), the following invoice based receive events can occur:
+//  1. Success case: User A creates an invoice over 5,000 units (500,000 milli-
+//     satoshis) that is paid by the network. An HTLC over 500,500 milli-
+//     satoshis arrives at B. B converts the HTLC to 5,000 units and sends
+//     354,000 milli-satoshis to A.
+//     A receives a total "worth" of 854,000 milli-satoshis, which is already
+//     more than the invoice amount. But at least the forwarding rule in `lnd`
+//     for B is not violated (outgoing amount mSat < incoming amount mSat).
+//  2. Failure case: User A creates an invoice over 3,530 units (353,000 milli-
+//     satoshis) that is paid by the network. An HTLC over 353,530 milli-
+//     satoshis arrives at B. B converts the HTLC to 3,530 units and sends
+//     354,000 milli-satoshis to A.
+//     This fails in the `lnd` forwarding logic, because the outgoing amount
+//     (354,000 milli-satoshis) is greater than the incoming amount (353,530
+//     milli-satoshis).
+func MinTransportableUnits(dustLimit lnwire.MilliSatoshi,
+	rate BigIntFixedPoint) BigIntFixedPoint {
+
+	// We can only transport an asset unit equivalent amount that's greater
+	// than the dust limit for an HTLC, since we'll always want an HTLC that
+	// carries an HTLC to be reflected in an on-chain output.
+	units := MilliSatoshiToUnits(dustLimit, rate)
+
+	// If the asset's rate is such that a single unit represents more than
+	// the dust limit in satoshi, then the above calculation will come out
+	// as 0. But we can't transport zero units, so we'll set the minimum to
+	// one unit.
+	if units.ScaleTo(0).ToUint64() == 0 {
+		units = NewBigIntFixedPoint(1, 0)
+	}
+
+	return units
+}
+
+// MinTransportableMSat computes the minimum amount of milli-satoshis that can
+// be represented in a Lightning Network payment when transferring an asset,
+// given the asset rate and the constant HTLC dust limit. This function can be
+// used to enforce a minimum payable amount with assets, as any invoice amount
+// below this value would be uneconomical as the total amount sent would exceed
+// the total invoice amount.
+func MinTransportableMSat(dustLimit lnwire.MilliSatoshi,
+	rate BigIntFixedPoint) lnwire.MilliSatoshi {
+
+	// We can only transport at least one asset unit in an HTLC. And we
+	// always have to send out an HTLC with a BTC amount of 354 satoshi. So
+	// the minimum amount of milli-satoshi we can transport is 354,000 plus
+	// the milli-satoshi equivalent of a single asset unit.
+	oneAssetUnit := NewBigIntFixedPoint(1, 0)
+	return dustLimit + UnitsToMilliSatoshi(oneAssetUnit, rate)
+}

rfqmath/convert_test.go

@@ -373,9 +373,11 @@ func TestConvertMilliSatoshiToUnits(t *testing.T) {
 	t.Parallel()
 
 	testCases := []struct {
-		invoiceAmount lnwire.MilliSatoshi
-		price         FixedPoint[BigInt]
-		expectedUnits uint64
+		invoiceAmount             lnwire.MilliSatoshi
+		price                     FixedPoint[BigInt]
+		expectedUnits             uint64
+		expectedMinTransportUnits uint64
+		expectedMinTransportMSat  lnwire.MilliSatoshi
 	}{
 		{
 			// 5k USD per BTC @ decimal display 2.
@@ -384,7 +386,9 @@ func TestConvertMilliSatoshiToUnits(t *testing.T) {
 				Coefficient: newBig(5_000_00),
 				Scale:       2,
 			},
-			expectedUnits: 1,
+			expectedUnits:             1,
+			expectedMinTransportUnits: 1,
+			expectedMinTransportMSat:  20_354_000,
 		},
 		{
 			// 5k USD per BTC @ decimal display 6.
@@ -393,7 +397,9 @@ func TestConvertMilliSatoshiToUnits(t *testing.T) {
 				Coefficient: newBig(5_000_00),
 				Scale:       2,
 			}.ScaleTo(6),
-			expectedUnits: 10_000,
+			expectedUnits:             10_000,
+			expectedMinTransportUnits: 1,
+			expectedMinTransportMSat:  20_354_000,
 		},
 		{
 			// 50k USD per BTC @ decimal display 6.
@@ -402,7 +408,9 @@ func TestConvertMilliSatoshiToUnits(t *testing.T) {
 				Coefficient: newBig(50_702_00),
 				Scale:       2,
 			}.ScaleTo(6),
-			expectedUnits: 1000,
+			expectedUnits:             1000,
+			expectedMinTransportUnits: 1,
+			expectedMinTransportMSat:  2_326_308,
 		},
 		{
 			// 50M USD per BTC @ decimal display 6.
@@ -411,7 +419,9 @@ func TestConvertMilliSatoshiToUnits(t *testing.T) {
 				Coefficient: newBig(50_702_000_00),
 				Scale:       2,
 			}.ScaleTo(6),
-			expectedUnits: 62595061158,
+			expectedUnits:             62595061158,
+			expectedMinTransportUnits: 179,
+			expectedMinTransportMSat:  355_972,
 		},
 		{
 			// 50k USD per BTC @ decimal display 6.
@@ -420,7 +430,9 @@ func TestConvertMilliSatoshiToUnits(t *testing.T) {
 				Coefficient: newBig(50_702_12),
 				Scale:       2,
 			}.ScaleTo(6),
-			expectedUnits: 2_570,
+			expectedUnits:             2_570,
+			expectedMinTransportUnits: 1,
+			expectedMinTransportMSat:  2_326_304,
 		},
 		{
 			// 7.341M JPY per BTC @ decimal display 6.
@@ -429,7 +441,9 @@ func TestConvertMilliSatoshiToUnits(t *testing.T) {
 				Coefficient: newBig(7_341_847),
 				Scale:       0,
 			}.ScaleTo(6),
-			expectedUnits: 367_092,
+			expectedUnits:             367_092,
+			expectedMinTransportUnits: 25,
+			expectedMinTransportMSat:  367_620,
 		},
 		{
 			// 7.341M JPY per BTC @ decimal display 2.
@@ -438,7 +452,9 @@ func TestConvertMilliSatoshiToUnits(t *testing.T) {
 				Coefficient: newBig(7_341_847),
 				Scale:       0,
 			}.ScaleTo(4),
-			expectedUnits: 3_670,
+			expectedUnits:             3_670,
+			expectedMinTransportUnits: 25,
+			expectedMinTransportMSat:  367_620,
 		},
 	}
 
@@ -454,6 +470,17 @@ func TestConvertMilliSatoshiToUnits(t *testing.T) {
 
 			diff := tc.invoiceAmount - mSat
 			require.LessOrEqual(t, diff, uint64(2), "mSAT diff")
+
+			minUnitsFP := MinTransportableUnits(
+				DefaultOnChainHtlcMSat, tc.price,
+			)
+			minUnits := minUnitsFP.ScaleTo(0).ToUint64()
+			require.Equal(t, tc.expectedMinTransportUnits, minUnits)
+
+			minMSat := MinTransportableMSat(
+				DefaultOnChainHtlcMSat, tc.price,
+			)
+			require.Equal(t, tc.expectedMinTransportMSat, minMSat)
 		})
 	}
 }