Discourage fee sniping with nLockTime

By default bdk sets the transaction's nLockTime to current_height
to discourage fee sniping.
current_height can be provided by the user through TxParams; if the user
didn't provide it, we use the last sync height, or 0 if we never synced.

Fixes #533
This commit is contained in:
Daniela Brozzoni 2022-03-30 16:29:31 +02:00
parent 17d0ae0f71
commit 97bc9dc717
No known key found for this signature in database
GPG Key ID: 7DE4F1FDCED0AB87
3 changed files with 87 additions and 2 deletions

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@ -6,6 +6,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
## [Unreleased]
- New MSRV set to `1.56.1`
- Fee sniping discouraging through nLockTime - if the user specifies a `current_height`, we use that as a nlocktime, otherwise we use the last sync height (or 0 if we never synced)
## [v0.19.0] - [v0.18.0]

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@ -619,9 +619,27 @@ where
_ => 1,
};
// We use a match here instead of a map_or_else as it's way more readable :)
let current_height = match params.current_height {
// If they didn't tell us the current height, we assume it's the latest sync height.
None => self
.database()
.get_sync_time()?
.map(|sync_time| sync_time.block_time.height),
h => h,
};
let lock_time = match params.locktime {
// No nLockTime, default to 0
None => requirements.timelock.unwrap_or(0),
// When no nLockTime is specified, we try to prevent fee sniping, if possible
None => {
// Fee sniping can be partially prevented by setting the timelock
// to current_height. If we don't know the current_height,
// we default to 0.
let fee_sniping_height = current_height.unwrap_or(0);
// We choose the biggest between the required nlocktime and the fee sniping
// height
std::cmp::max(requirements.timelock.unwrap_or(0), fee_sniping_height)
}
// Specific nLockTime required and we have no constraints, so just set to that value
Some(x) if requirements.timelock.is_none() => x,
// Specific nLockTime required and it's compatible with the constraints
@ -1980,9 +1998,59 @@ pub(crate) mod test {
builder.add_recipient(addr.script_pubkey(), 25_000);
let (psbt, _) = builder.finish().unwrap();
// Since we never synced the wallet we don't have a last_sync_height
// we could use to try to prevent fee sniping. We default to 0.
assert_eq!(psbt.unsigned_tx.lock_time, 0);
}
#[test]
fn test_create_tx_fee_sniping_locktime_provided_height() {
let (wallet, _, _) = get_funded_wallet(get_test_wpkh());
let addr = wallet.get_address(New).unwrap();
let mut builder = wallet.build_tx();
builder.add_recipient(addr.script_pubkey(), 25_000);
let sync_time = SyncTime {
block_time: BlockTime {
height: 24,
timestamp: 0,
},
};
wallet
.database
.borrow_mut()
.set_sync_time(sync_time)
.unwrap();
let current_height = 25;
builder.set_current_height(current_height);
let (psbt, _) = builder.finish().unwrap();
// current_height will override the last sync height
assert_eq!(psbt.unsigned_tx.lock_time, current_height);
}
#[test]
fn test_create_tx_fee_sniping_locktime_last_sync() {
let (wallet, _, _) = get_funded_wallet(get_test_wpkh());
let addr = wallet.get_address(New).unwrap();
let mut builder = wallet.build_tx();
builder.add_recipient(addr.script_pubkey(), 25_000);
let sync_time = SyncTime {
block_time: BlockTime {
height: 25,
timestamp: 0,
},
};
wallet
.database
.borrow_mut()
.set_sync_time(sync_time.clone())
.unwrap();
let (psbt, _) = builder.finish().unwrap();
// If there's no current_height we're left with using the last sync height
assert_eq!(psbt.unsigned_tx.lock_time, sync_time.block_time.height);
}
#[test]
fn test_create_tx_default_locktime_cltv() {
let (wallet, _, _) = get_funded_wallet(get_test_single_sig_cltv());
@ -2001,9 +2069,13 @@ pub(crate) mod test {
let mut builder = wallet.build_tx();
builder
.add_recipient(addr.script_pubkey(), 25_000)
.set_current_height(630_001)
.nlocktime(630_000);
let (psbt, _) = builder.finish().unwrap();
// When we explicitly specify a nlocktime
// we don't try any fee sniping prevention trick
// (we ignore the current_height)
assert_eq!(psbt.unsigned_tx.lock_time, 630_000);
}

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@ -147,6 +147,7 @@ pub(crate) struct TxParams {
pub(crate) add_global_xpubs: bool,
pub(crate) include_output_redeem_witness_script: bool,
pub(crate) bumping_fee: Option<PreviousFee>,
pub(crate) current_height: Option<u32>,
}
#[derive(Clone, Copy, Debug)]
@ -543,6 +544,17 @@ impl<'a, D: BatchDatabase, Cs: CoinSelectionAlgorithm<D>, Ctx: TxBuilderContext>
self.params.rbf = Some(RbfValue::Value(nsequence));
self
}
/// Set the current blockchain height.
///
/// This will be used to set the nLockTime for preventing fee sniping. If the current height is
/// not provided, the last sync height will be used instead.
///
/// **Note**: This will be ignored if you manually specify a nlocktime using [`TxBuilder::nlocktime`].
pub fn set_current_height(&mut self, height: u32) -> &mut Self {
self.params.current_height = Some(height);
self
}
}
impl<'a, D: BatchDatabase, Cs: CoinSelectionAlgorithm<D>> TxBuilder<'a, D, Cs, CreateTx> {