chaintopology: track three different feerates.

Depending on what we're doing, we can want different ones.  So use
IMMEDIATE (estimatesmartfee 2 CONSERVATIVE), NORMAL (estimatesmartfee
4 ECONOMICAL) and SLOW (estimatesmartfee 100 ECONOMICAL).

If one isn't available, we try making each one half the previous.

Signed-off-by: Rusty Russell <rusty@rustcorp.com.au>

lightningd/bitcoind.c

@@ -259,30 +259,73 @@ static bool extract_feerate(struct bitcoin_cli *bcli,
 	return json_tok_double(output, feeratetok, feerate);
 }
 
+struct estimatefee {
+	size_t i;
+	const u32 *blocks;
+	const char **estmode;
+
+	void (*cb)(struct bitcoind *bitcoind, const u64 satoshi_per_kw[],
+		   void *);
+	void *arg;
+	u64 *satoshi_per_kw;
+};
+
+static void do_one_estimatefee(struct bitcoind *bitcoind,
+			       struct estimatefee *efee);
+
 static void process_estimatefee(struct bitcoin_cli *bcli)
 {
 	double feerate;
-	u64 satoshi_per_kw;
-	void (*cb)(struct bitcoind *, u64, void *) = bcli->cb;
+	struct estimatefee *efee = bcli->cb_arg;
 
 	/* FIXME: We could trawl recent blocks for median fee... */
 	if (!extract_feerate(bcli, bcli->output, bcli->output_bytes, &feerate)) {
-		log_unusual(bcli->bitcoind->log, "Unable to estimate fee");
-		satoshi_per_kw = 0;
+		log_unusual(bcli->bitcoind->log, "Unable to estimate %s/%u fee",
+			    efee->estmode[efee->i], efee->blocks[efee->i]);
+		efee->satoshi_per_kw[efee->i] = 0;
 	} else
 		/* Rate in satoshi per kw. */
-		satoshi_per_kw = feerate * 100000000 / 4;
+		efee->satoshi_per_kw[efee->i] = feerate * 100000000 / 4;
 
-	cb(bcli->bitcoind, satoshi_per_kw, bcli->cb_arg);
+	efee->i++;
+	if (efee->i == tal_count(efee->satoshi_per_kw)) {
+		efee->cb(bcli->bitcoind, efee->satoshi_per_kw, efee->arg);
+		tal_free(efee);
+	} else {
+		/* Next */
+		do_one_estimatefee(bcli->bitcoind, efee);
+	}
 }
 
-void bitcoind_estimate_fee_(struct bitcoind *bitcoind,
-			    void (*cb)(struct bitcoind *bitcoind,
-				       u64, void *),
-			    void *arg)
+static void do_one_estimatefee(struct bitcoind *bitcoind,
+			       struct estimatefee *efee)
 {
-	start_bitcoin_cli(bitcoind, NULL, process_estimatefee, false, cb, arg,
-			  "estimatesmartfee", "2", "CONSERVATIVE", NULL);
+	char blockstr[STR_MAX_CHARS(u32)];
+
+	sprintf(blockstr, "%u", efee->blocks[efee->i]);
+	start_bitcoin_cli(bitcoind, NULL, process_estimatefee, false, NULL, efee,
+			  "estimatesmartfee", blockstr, efee->estmode[efee->i],
+			  NULL);
+}
+
+void bitcoind_estimate_fees_(struct bitcoind *bitcoind,
+			     const u32 blocks[], const char *estmode[],
+			     size_t num_estimates,
+			     void (*cb)(struct bitcoind *bitcoind,
+					const u64 satoshi_per_kw[], void *),
+			     void *arg)
+{
+	struct estimatefee *efee = tal(bitcoind, struct estimatefee);
+
+	efee->i = 0;
+	efee->blocks = tal_dup_arr(efee, u32, blocks, num_estimates, 0);
+	efee->estmode = tal_dup_arr(efee, const char *, estmode, num_estimates,
+				    0);
+	efee->cb = cb;
+	efee->arg = arg;
+	efee->satoshi_per_kw = tal_arr(efee, u64, num_estimates);
+
+	do_one_estimatefee(bitcoind, efee);
 }
 
 static void process_sendrawtx(struct bitcoin_cli *bcli)

lightningd/bitcoind.h

@@ -55,18 +55,20 @@ struct bitcoind *new_bitcoind(const tal_t *ctx,
 
 void wait_for_bitcoind(struct bitcoind *bitcoind);
 
-void bitcoind_estimate_fee_(struct bitcoind *bitcoind,
-			    void (*cb)(struct bitcoind *bitcoind,
-				       u64 satoshi_per_kw, void *),
-			    void *arg);
+void bitcoind_estimate_fees_(struct bitcoind *bitcoind,
+			     const u32 blocks[], const char *estmode[],
+			     size_t num_estimates,
+			     void (*cb)(struct bitcoind *bitcoind,
+					const u64 satoshi_per_kw[], void *),
+			     void *arg);
 
-#define bitcoind_estimate_fee(bitcoind_, cb, arg)			\
-	bitcoind_estimate_fee_((bitcoind_),				\
-			       typesafe_cb_preargs(void, void *,	\
-						   (cb), (arg),		\
-						   struct bitcoind *,	\
-						   u64),		\
-			       (arg))
+#define bitcoind_estimate_fees(bitcoind_, blocks, estmode, num, cb, arg) \
+	bitcoind_estimate_fees_((bitcoind_), (blocks), (estmode), (num), \
+				typesafe_cb_preargs(void, void *,	\
+						    (cb), (arg),	\
+						    struct bitcoind *,	\
+						    const u64 *),	\
+				(arg))
 
 void bitcoind_sendrawtx_(struct bitcoind *bitcoind,
 			 const char *hextx,

lightningd/chaintopology.c

@@ -8,6 +8,7 @@
 #include "watch.h"
 #include <ccan/array_size/array_size.h>
 #include <ccan/asort/asort.h>
+#include <ccan/build_assert/build_assert.h>
 #include <ccan/io/io.h>
 #include <ccan/structeq/structeq.h>
 #include <ccan/tal/str/str.h>
@@ -291,12 +292,36 @@ static void free_blocks(struct chain_topology *topo, struct block *b)
 	}
 }
 
-static void update_fee(struct bitcoind *bitcoind, u64 satoshi_per_kw,
-		       struct chain_topology *topo)
+static const char *feerate_name(enum feerate feerate)
 {
-	log_debug(topo->log, "Feerate %"PRIu64" (was %"PRIu64")",
-		  satoshi_per_kw, topo->feerate);
-	topo->feerate = satoshi_per_kw;
+	return feerate == FEERATE_IMMEDIATE ? "Immediate"
+		: feerate == FEERATE_NORMAL ? "Normal" : "Slow";
+}
+
+/* We sanitize feerates if necessary to put them in descending order. */
+static void update_feerates(struct bitcoind *bitcoind,
+			    const u64 *satoshi_per_kw,
+			    struct chain_topology *topo)
+{
+	for (size_t i = 0; i < NUM_FEERATES; i++) {
+		log_debug(topo->log, "%s feerate %"PRIu64" (was %"PRIu64")",
+			  feerate_name(i),
+			  satoshi_per_kw[i], topo->feerate[i]);
+		topo->feerate[i] = satoshi_per_kw[i];
+	}
+
+	for (size_t i = 0; i < NUM_FEERATES; i++) {
+		for (size_t j = 0; j < i; j++) {
+			if (topo->feerate[j] < topo->feerate[i]) {
+				log_unusual(topo->log,
+					    "Feerate %s (%"PRIu64") above"
+					    " %s (%"PRIu64")",
+					    feerate_name(i), topo->feerate[i],
+					    feerate_name(j), topo->feerate[j]);
+				topo->feerate[j] = topo->feerate[i];
+			}
+		}
+	}
 }
 
 /* B is the new chain (linked by ->next); update topology */
@@ -304,6 +329,12 @@ static void topology_changed(struct chain_topology *topo,
 			     struct block *prev,
 			     struct block *b)
 {
+	/* FEERATE_IMMEDIATE, FEERATE_NORMAL, FEERATE_SLOW */
+	const char *estmodes[] = { "CONSERVATIVE", "ECONOMICAL", "ECONOMICAL" };
+	const u32 blocks[] = { 2, 4, 100 };
+
+	BUILD_ASSERT(ARRAY_SIZE(blocks) == NUM_FEERATES);
+
 	/* Eliminate any old chain. */
 	if (prev->next)
 		free_blocks(topo, prev->next);
@@ -321,8 +352,9 @@ static void topology_changed(struct chain_topology *topo,
 	/* Maybe need to rebroadcast. */
 	rebroadcast_txs(topo, NULL);
 
-	/* Once per new block head, update fee estimate. */
-	bitcoind_estimate_fee(topo->bitcoind, update_fee, topo);
+	/* Once per new block head, update fee estimates. */
+	bitcoind_estimate_fees(topo->bitcoind, blocks, estmodes, NUM_FEERATES,
+			       update_feerates, topo);
 }
 
 static struct block *new_block(struct chain_topology *topo,
@@ -453,17 +485,43 @@ u32 get_block_height(const struct chain_topology *topo)
 	return topo->tip->height;
 }
 
-u64 get_feerate(const struct chain_topology *topo)
+/* We may only have estimate for 2 blocks, for example.  Extrapolate. */
+static u64 guess_feerate(const struct chain_topology *topo, enum feerate feerate)
+{
+	size_t i = 0;
+	u64 rate = 0;
+
+	/* We assume each one is half the previous. */
+	for (i = 0; i < feerate; i++) {
+		if (topo->feerate[i]) {
+			log_info(topo->log,
+				 "No fee estimate for %s: basing on %s rate",
+				 feerate_name(feerate),
+				 feerate_name(i));
+			rate = topo->feerate[i];
+		}
+		rate /= 2;
+	}
+
+	if (rate == 0) {
+		rate = topo->default_fee_rate >> feerate;
+		log_info(topo->log,
+			 "No fee estimate for %s: basing on default fee rate",
+			 feerate_name(feerate));
+	}
+
+	return rate;
+}
+
+u64 get_feerate(const struct chain_topology *topo, enum feerate feerate)
 {
 	if (topo->override_fee_rate) {
 		log_debug(topo->log, "Forcing fee rate, ignoring estimate");
 		return topo->override_fee_rate;
+	} else if (topo->feerate[feerate] == 0) {
+		return guess_feerate(topo, feerate);
 	}
-	else if (topo->feerate == 0) {
-		log_info(topo->log, "No fee estimate: using default fee rate");
-		return topo->default_fee_rate;
-	}
-	return topo->feerate;
+	return topo->feerate[feerate];
 }
 
 struct txlocator *locate_tx(const void *ctx, const struct chain_topology *topo,
@@ -575,7 +633,7 @@ void setup_topology(struct chain_topology *topo,
 		    struct timerel poll_time, u32 first_peer_block)
 {
 	topo->startup = true;
-	topo->feerate = 0;
+	memset(&topo->feerate, 0, sizeof(topo->feerate));
 	topo->timers = timers;
 	topo->poll_time = poll_time;
 	topo->first_blocknum = first_peer_block;

lightningd/chaintopology.h

@@ -19,6 +19,13 @@ struct peer;
 struct sha256_double;
 struct txwatch;
 
+enum feerate {
+	FEERATE_IMMEDIATE, /* Aka: aim for next block. */
+	FEERATE_NORMAL, /* Aka: next 4 blocks or so. */
+	FEERATE_SLOW, /* Aka: next 100 blocks or so. */
+};
+#define NUM_FEERATES (FEERATE_SLOW+1)
+
 /* Off topology->outgoing_txs */
 struct outgoing_tx {
 	struct list_node list;
@@ -82,7 +89,7 @@ struct chain_topology {
 	struct block *root;
 	struct block *tip;
 	struct block_map block_map;
-	u64 feerate;
+	u64 feerate[NUM_FEERATES];
 	bool startup;
 
 	/* Where to log things. */
@@ -139,7 +146,7 @@ size_t get_tx_depth(const struct chain_topology *topo,
 u32 get_block_height(const struct chain_topology *topo);
 
 /* Get fee rate in satoshi per kiloweight. */
-u64 get_feerate(const struct chain_topology *topo);
+u64 get_feerate(const struct chain_topology *topo, enum feerate feerate);
 
 /* Broadcast a single tx, and rebroadcast as reqd (copies tx).
  * If failed is non-NULL, call that and don't rebroadcast. */

lightningd/peer_control.c

@@ -1767,13 +1767,11 @@ static bool better_closing_fee(struct peer *peer, const struct bitcoin_tx *tx)
 	/* Weight once we add in sigs. */
 	weight = measure_tx_cost(tx) + 74 * 2;
 
-	/* FIXME: Use estimatefee 24 or something? */
-	min_fee = get_feerate(peer->ld->topology) / 5 * weight / 1000;
+	min_fee = get_feerate(peer->ld->topology, FEERATE_SLOW) * weight / 1000;
 	if (fee < min_fee)
 		return false;
 
-	/* FIXME: Use estimatefee 6 */
-	ideal_fee = get_feerate(peer->ld->topology) / 2 * weight / 1000;
+	ideal_fee = get_feerate(peer->ld->topology, FEERATE_NORMAL) * weight / 1000;
 
 	/* We prefer fee which is closest to our ideal. */
 	old_diff = imaxabs((s64)ideal_fee - (s64)last_fee);
@@ -1850,7 +1848,7 @@ static void peer_start_closingd(struct peer *peer,
 {
 	const tal_t *tmpctx = tal_tmpctx(peer);
 	u8 *initmsg, *local_scriptpubkey;
-	u64 minfee, maxfee, startfee;
+	u64 minfee, maxfee, startfee, feelimit;
 	u64 num_revocations;
 
 	if (peer->local_shutdown_idx == -1
@@ -1894,11 +1892,21 @@ static void peer_start_closingd(struct peer *peer,
 	 * calculated in [BOLT
 	 * #3](03-transactions.md#fee-calculation).
 	 */
-	maxfee = commit_tx_base_fee(peer->channel_info->feerate_per_kw, 0);
+	feelimit = commit_tx_base_fee(peer->channel_info->feerate_per_kw, 0);
 
-	/* FIXME: Real fees! */
-	minfee = maxfee / 2;
-	startfee = (maxfee + minfee)/2;
+	maxfee = commit_tx_base_fee(get_feerate(peer->ld->topology,
+						FEERATE_IMMEDIATE), 0);
+	minfee = commit_tx_base_fee(get_feerate(peer->ld->topology,
+						FEERATE_SLOW), 0);
+	startfee = commit_tx_base_fee(get_feerate(peer->ld->topology,
+						  FEERATE_NORMAL), 0);
+
+	if (maxfee > feelimit)
+		maxfee = feelimit;
+	if (startfee > feelimit)
+		startfee = feelimit;
+	if (minfee > feelimit)
+		minfee = feelimit;
 
 	num_revocations
 		= revocations_received(&peer->their_shachain.chain);