build_utxos: fix weight calculation, and make more accurate.

Accuracy improvements:

1. We assumed the output was a p2wpkh, but it can be user-supplied now.
2. We assumed we always had change; remove this for wallet_select_all.

Calculation out-by-one fixes:

1. We need to add 1 byte (4 sipa) for the input count.
2. We need to add 1 byte (4 sipa) for the output count.
3. We need to add 1 byte (4 sipa) for the output script length for each output.
4. We need to add 1 byte (4 sipa) for the input script length for each input.
5. We need to add 1 byte (4 sipa) for the PUSH optcode for each P2SH input.

The results are now a slight overestimate (due to guessing 73 bytes
for signature, whereas they're 71 or 72 in practice).

Fixes: #458
Reported-by: Jonas Nick @jonasnick
Signed-off-by: Rusty Russell <rusty@rustcorp.com.au>

lightningd/build_utxos.c

@@ -11,12 +11,14 @@
 const struct utxo **build_utxos(const tal_t *ctx,
 				struct lightningd *ld, u64 satoshi_out,
 				u32 feerate_per_kw, u64 dust_limit,
+				size_t outputscriptlen,
 				u64 *change_satoshis, u32 *change_keyindex)
 {
 	u64 fee_estimate = 0;
 	u64 bip32_max_index = db_get_intvar(ld->wallet->db, "bip32_max_index", 0);
 	const struct utxo **utxos =
 	    wallet_select_coins(ctx, ld->wallet, satoshi_out, feerate_per_kw,
+				outputscriptlen,
 				&fee_estimate, change_satoshis);
 
 	/* Oops, didn't have enough coins available */

lightningd/build_utxos.h

@@ -9,6 +9,7 @@
 const struct utxo **build_utxos(const tal_t *ctx,
 				struct lightningd *ld, u64 satoshi_out,
 				u32 feerate_per_kw, u64 dust_limit,
+				size_t outputscriptlen,
 				u64 *change_satoshis, u32 *change_keyindex);
 
 #endif /* LIGHTNING_LIGHTNINGD_BUILD_UTXOS_H */

lightningd/peer_control.c

@@ -2631,7 +2631,8 @@ static void json_fund_channel(struct command *cmd,
 	/* FIXME: dustlimit */
 	fc->utxomap = build_utxos(fc, cmd->ld, fc->funding_satoshi,
 				  get_feerate(cmd->ld->topology, FEERATE_NORMAL),
-				  600, &fc->change, &fc->change_keyindex);
+				  600, BITCOIN_SCRIPTPUBKEY_P2WSH_LEN,
+				  &fc->change, &fc->change_keyindex);
 	if (!fc->utxomap) {
 		command_fail(cmd, "Cannot afford funding transaction");
 		return;

wallet/wallet.c

@@ -134,22 +134,35 @@ void wallet_confirm_utxos(struct wallet *w, const struct utxo **utxos)
 static const struct utxo **wallet_select(const tal_t *ctx, struct wallet *w,
 					 const u64 value,
 					 const u32 feerate_per_kw,
+					 size_t outscriptlen,
+					 bool may_have_change,
 					 u64 *satoshi_in,
 					 u64 *fee_estimate)
 {
 	size_t i = 0;
 	struct utxo **available;
+	u64 weight;
 	const struct utxo **utxos = tal_arr(ctx, const struct utxo *, 0);
-	/* We assume two outputs for the weight. */
-	u64 weight = (4 + (8 + 22) * 2 + 4) * 4;
 	tal_add_destructor2(utxos, destroy_utxos, w);
 
+	/* version, input count, output count, locktime */
+	weight = (4 + 1 + 1 + 4) * 4;
+
+	/* The main output: amount, len, scriptpubkey */
+	weight += (8 + 1 + outscriptlen) * 4;
+
+	/* Change output will be P2WPKH */
+	if (may_have_change)
+		weight += (8 + 1 + BITCOIN_SCRIPTPUBKEY_P2WPKH_LEN) * 4;
+
 	*fee_estimate = 0;
 	*satoshi_in = 0;
 
 	available = wallet_get_utxos(ctx, w, output_state_available);
 
 	for (i = 0; i < tal_count(available); i++) {
+		size_t input_weight;
+
 		tal_resize(&utxos, i + 1);
 		utxos[i] = tal_steal(utxos, available[i]);
 
@@ -157,13 +170,22 @@ static const struct utxo **wallet_select(const tal_t *ctx, struct wallet *w,
 			w, &available[i]->txid, available[i]->outnum,
 			output_state_available, output_state_reserved))
 			fatal("Unable to reserve output");
+		
+		/* Input weight: txid + index + sequence */
+		input_weight = (32 + 4 + 4) * 4;
 
-		weight += (32 + 4 + 4) * 4;
+		/* We always encode the length of the script, even if empty */
+		input_weight += 1 * 4;
+
+		/* P2SH variants include push of <0 <20-byte-key-hash>> */
 		if (utxos[i]->is_p2sh)
-			weight += 22 * 4;
+			input_weight += 23 * 4;
+
+		/* Account for witness (1 byte count + sig + key) */
+		input_weight += 1 + (1 + 73 + 1 + 33);
+
+		weight += input_weight;
 
-		/* Account for witness (1 byte count + sig + key */
-		weight += 1 + (1 + 73 + 1 + 33);
 		*fee_estimate = weight * feerate_per_kw / 1000;
 		*satoshi_in += utxos[i]->amount;
 		if (*satoshi_in >= *fee_estimate + value)
@@ -177,12 +199,14 @@ static const struct utxo **wallet_select(const tal_t *ctx, struct wallet *w,
 const struct utxo **wallet_select_coins(const tal_t *ctx, struct wallet *w,
 					const u64 value,
 					const u32 feerate_per_kw,
+					size_t outscriptlen,
 					u64 *fee_estimate, u64 *changesatoshi)
 {
 	u64 satoshi_in;
 	const struct utxo **utxo;
 
 	utxo = wallet_select(ctx, w, value, feerate_per_kw,
+			     outscriptlen, true,
 			     &satoshi_in, fee_estimate);
 
 	/* Couldn't afford it? */
@@ -194,15 +218,17 @@ const struct utxo **wallet_select_coins(const tal_t *ctx, struct wallet *w,
 }
 		
 const struct utxo **wallet_select_all(const tal_t *ctx, struct wallet *w,
-					const u32 feerate_per_kw,
-					u64 *value,
-					u64 *fee_estimate)
+				      const u32 feerate_per_kw,
+				      size_t outscriptlen,
+				      u64 *value,
+				      u64 *fee_estimate)
 {
 	u64 satoshi_in;
 	const struct utxo **utxo;
 
 	/* Huge value, but won't overflow on addition */
 	utxo = wallet_select(ctx, w, (1ULL << 56), feerate_per_kw,
+			     outscriptlen, false,
 			     &satoshi_in, fee_estimate);
 
 	/* Can't afford fees? */

wallet/wallet.h

@@ -134,11 +134,13 @@ struct utxo **wallet_get_utxos(const tal_t *ctx, struct wallet *w,
 const struct utxo **wallet_select_coins(const tal_t *ctx, struct wallet *w,
 					const u64 value,
 					const u32 feerate_per_kw,
+					size_t outscriptlen,
 					u64 *fee_estimate,
 					u64 *change_satoshi);
 
 const struct utxo **wallet_select_all(const tal_t *ctx, struct wallet *w,
 					const u32 feerate_per_kw,
+					size_t outscriptlen,
 					u64 *value,
 					u64 *fee_estimate);
 

wallet/walletrpc.c

@@ -246,6 +246,7 @@ static void json_withdraw(struct command *cmd,
 	if (withdraw_all) {
 		withdraw->utxos = wallet_select_all(cmd, cmd->ld->wallet,
 						    feerate_per_kw,
+						    tal_len(withdraw->destination),
 						    &withdraw->amount,
 						    &fee_estimate);
 		/* FIXME Pull dust amount from the daemon config */
@@ -259,6 +260,7 @@ static void json_withdraw(struct command *cmd,
 		withdraw->utxos = wallet_select_coins(cmd, cmd->ld->wallet,
 						      withdraw->amount,
 						      feerate_per_kw,
+						      tal_len(withdraw->destination),
 						      &fee_estimate,
 						      &withdraw->changesatoshi);
 		if (!withdraw->utxos) {