Delay considering a channel closed when seeing an on-chain spend

Issue #2437

When external channel is spent, add it to the spentChannels list instead of immediately removing it from the graph.

Remove spent channels after 12 blocks. When a newly added channel is validated, if it spends the shared output of a recently spent channel then it is a splice.

A splice updates the graph edges to preserve balance estimate information in the graph.

Channels are immediately removed from the db so they will not added to the graph if a restart occurs before 12-blocks elapse.

Author: remyers

eclair-core/src/main/scala/fr/acinq/eclair/router/BalanceEstimate.scala

@@ -21,7 +21,7 @@ import fr.acinq.bitcoin.scalacompat.{Satoshi, SatoshiLong}
 import fr.acinq.eclair.router.Graph.GraphStructure.{DirectedGraph, GraphEdge}
 import fr.acinq.eclair.router.Router.{ChannelDesc, ChannelHop, Route}
 import fr.acinq.eclair.wire.protocol.NodeAnnouncement
-import fr.acinq.eclair.{MilliSatoshi, MilliSatoshiLong, ShortChannelId, TimestampSecond, TimestampSecondLong, ToMilliSatoshiConversion}
+import fr.acinq.eclair.{MilliSatoshi, MilliSatoshiLong, RealShortChannelId, ShortChannelId, TimestampSecond, TimestampSecondLong, ToMilliSatoshiConversion}
 
 import scala.concurrent.duration.{DurationInt, FiniteDuration}
 
@@ -194,6 +194,18 @@ case class BalanceEstimate private(low: MilliSatoshi,
     )
   }
 
+  def updateEdge(desc: ChannelDesc, newShortChannelId: RealShortChannelId, newCapacity: Satoshi): BalanceEstimate = {
+    val newCapacities = capacities - desc.shortChannelId + (newShortChannelId -> newCapacity)
+    val capacityDelta = (newCapacity - capacities.getOrElse(desc.shortChannelId, newCapacity)).toMilliSatoshi
+    copy(
+      // a capacity decrease will decrease the low bound, but not below 0
+      low = (low + capacityDelta.min(0 msat)).max(0 msat),
+      // a capacity increase will increase the high bound, but not above the capacity of the largest channel
+      high = (high + capacityDelta.max(0 msat)).min(newCapacities.values.maxOption.getOrElse(0 sat).toMilliSatoshi),
+      capacities = newCapacities
+    )
+  }
+
   /**
    * Estimate the probability that we can successfully send `amount` through the channel
    *
@@ -256,6 +268,14 @@ case class BalancesEstimates(balances: Map[(PublicKey, PublicKey), BalanceEstima
     defaultHalfLife
   )
 
+  def updateEdge(desc: ChannelDesc, newShortChannelId: RealShortChannelId, newCapacity: Satoshi): BalancesEstimates = BalancesEstimates(
+    balances.updatedWith((desc.a, desc.b)) {
+      case None => None
+      case Some(balance) => Some(balance.updateEdge(desc, newShortChannelId, newCapacity))
+    },
+    defaultHalfLife
+  )
+
   def channelCouldSend(hop: ChannelHop, amount: MilliSatoshi): BalancesEstimates = {
     get(hop.nodeId, hop.nextNodeId).foreach { balance =>
       val estimatedProbability = balance.canSend(amount)
@@ -298,6 +318,13 @@ case class GraphWithBalanceEstimates(graph: DirectedGraph, private val balances:
     descList.foldLeft(balances)((acc, edge) => acc.removeEdge(edge).removeEdge(edge.reversed)),
   )
 
+  def updateChannel(desc: ChannelDesc, newShortChannelId: RealShortChannelId, newCapacity: Satoshi): GraphWithBalanceEstimates = {
+    GraphWithBalanceEstimates(
+      graph.updateChannel(desc, newShortChannelId, newCapacity),
+      balances.updateEdge(desc, newShortChannelId, newCapacity).updateEdge(desc.reversed, newShortChannelId, newCapacity)
+    )
+  }
+
   def routeCouldRelay(route: Route): GraphWithBalanceEstimates = {
     val (balances1, _) = route.hops.foldRight((balances, route.amount)) {
       case (hop, (balances, amount)) =>

eclair-core/src/main/scala/fr/acinq/eclair/router/Graph.scala

@@ -678,6 +678,26 @@ object Graph {
         descList.foldLeft(this)((acc, edge) => acc.removeChannel(edge))
       }
 
+      /**
+       * Update the shortChannelId and capacity of edges corresponding to the given channel-desc,
+       * both edges (corresponding to both directions) are updated.
+       *
+       * @param desc the channel description for the channel to update
+       * @param newShortChannelId the new shortChannelId for this channel
+       * @param newCapacity the new capacity of the channel
+       * @return a new graph with updated vertexes
+       */
+      def updateChannel(desc: ChannelDesc, newShortChannelId: RealShortChannelId, newCapacity: Satoshi): DirectedGraph = {
+        val newDesc = desc.copy(shortChannelId = newShortChannelId)
+        val updatedVertices =
+          vertices
+            .updatedWith(desc.b)(_.map(vertexB => vertexB.copy(incomingEdges = vertexB.incomingEdges - desc +
+              (newDesc -> vertexB.incomingEdges(desc).copy(desc = newDesc, capacity = newCapacity)))))
+            .updatedWith(desc.a)(_.map(vertexA => vertexA.copy(incomingEdges = vertexA.incomingEdges - desc.reversed +
+              (newDesc.reversed -> vertexA.incomingEdges(desc.reversed).copy(desc = newDesc.reversed, capacity = newCapacity)))))
+        DirectedGraph(updatedVertices)
+      }
+
       /**
        * @return For edges to be considered equal they must have the same in/out vertices AND same shortChannelId
        */

eclair-core/src/main/scala/fr/acinq/eclair/router/Router.scala

@@ -25,6 +25,7 @@ import fr.acinq.bitcoin.scalacompat.Crypto.PublicKey
 import fr.acinq.bitcoin.scalacompat.{BlockHash, ByteVector32, Satoshi, TxId}
 import fr.acinq.eclair.Logs.LogCategory
 import fr.acinq.eclair._
+import fr.acinq.eclair.blockchain.CurrentBlockHeight
 import fr.acinq.eclair.blockchain.bitcoind.ZmqWatcher
 import fr.acinq.eclair.blockchain.bitcoind.ZmqWatcher.{ValidateResult, WatchExternalChannelSpent, WatchExternalChannelSpentTriggered}
 import fr.acinq.eclair.channel._
@@ -64,6 +65,7 @@ class Router(val nodeParams: NodeParams, watcher: typed.ActorRef[ZmqWatcher.Comm
   context.system.eventStream.subscribe(self, classOf[LocalChannelUpdate])
   context.system.eventStream.subscribe(self, classOf[LocalChannelDown])
   context.system.eventStream.subscribe(self, classOf[AvailableBalanceChanged])
+  context.system.eventStream.subscribe(self, classOf[CurrentBlockHeight])
   context.system.eventStream.publish(SubscriptionsComplete(this.getClass))
 
   startTimerWithFixedDelay(TickBroadcast.toString, TickBroadcast, nodeParams.routerConf.routerBroadcastInterval)
@@ -74,7 +76,10 @@ class Router(val nodeParams: NodeParams, watcher: typed.ActorRef[ZmqWatcher.Comm
   {
     log.info("loading network announcements from db...")
     val (pruned, channels) = db.listChannels().partition { case (_, pc) => pc.isStale(nodeParams.currentBlockHeight) }
-    val nodes = db.listNodes()
+    val nodeIds = (pruned.values ++ channels.values).flatMap(pc => pc.ann.nodeId1 :: pc.ann.nodeId2 :: Nil).toSet
+    val (isolatedNodes, nodes) = db.listNodes().partition(n => !nodeIds.contains(n.nodeId))
+    log.info("removed {} isolated nodes from db", isolatedNodes.size)
+    isolatedNodes.foreach(n => db.removeNode(n.nodeId))
     Metrics.Nodes.withoutTags().update(nodes.size)
     Metrics.Channels.withoutTags().update(channels.size)
     log.info("loaded from db: channels={} nodes={}", channels.size, nodes.size)
@@ -113,7 +118,8 @@ class Router(val nodeParams: NodeParams, watcher: typed.ActorRef[ZmqWatcher.Comm
       scid2PrivateChannels = Map.empty,
       excludedChannels = Map.empty,
       graphWithBalances = GraphWithBalanceEstimates(graph, nodeParams.routerConf.balanceEstimateHalfLife),
-      sync = Map.empty)
+      sync = Map.empty,
+      spentChannels = Map.empty)
     startWith(NORMAL, data)
   }
 
@@ -260,6 +266,20 @@ class Router(val nodeParams: NodeParams, watcher: typed.ActorRef[ZmqWatcher.Comm
       stay() using Validation.handleChannelValidationResponse(d, nodeParams, watcher, r)
 
     case Event(WatchExternalChannelSpentTriggered(shortChannelId), d) if d.channels.contains(shortChannelId) || d.prunedChannels.contains(shortChannelId) =>
+      log.info("funding tx of channelId={} has been spent - delay removing it from the graph for 12 blocks", shortChannelId)
+      // remove the channel from the db so it will not be added to the graph if a restart occurs before 12 blocks elapse
+      db.removeChannel(shortChannelId)
+      stay() using d.copy(spentChannels = d.spentChannels + (shortChannelId -> nodeParams.currentBlockHeight))
+
+    case Event(c: CurrentBlockHeight, d) =>
+      val spentChannels1 = d.spentChannels.filter {
+        // spent channels may be confirmed as a splice; wait 12 blocks before removing them from the graph
+        case (_, blockHeight) if blockHeight >= c.blockHeight + 12 => true
+        case (shortChannelId, _) => self ! HandleChannelSpent(shortChannelId); false
+      }
+      stay() using d.copy(spentChannels = spentChannels1)
+
+    case Event(HandleChannelSpent(shortChannelId), d: Data) if d.channels.contains(shortChannelId) || d.prunedChannels.contains(shortChannelId) =>
       stay() using Validation.handleChannelSpent(d, nodeParams.db.network, shortChannelId)
 
     case Event(n: NodeAnnouncement, d: Data) =>
@@ -757,7 +777,8 @@ object Router {
                   scid2PrivateChannels: Map[Long, ByteVector32], // real scid or alias to channel_id, only to be used for private channels
                   excludedChannels: Map[ChannelDesc, ExcludedChannelStatus], // those channels are temporarily excluded from route calculation, because their node returned a TemporaryChannelFailure
                   graphWithBalances: GraphWithBalanceEstimates,
-                  sync: Map[PublicKey, Syncing] // keep tracks of channel range queries sent to each peer. If there is an entry in the map, it means that there is an ongoing query for which we have not yet received an 'end' message
+                  sync: Map[PublicKey, Syncing], // keep tracks of channel range queries sent to each peer. If there is an entry in the map, it means that there is an ongoing query for which we have not yet received an 'end' message
+                  spentChannels: Map[RealShortChannelId, BlockHeight], // channels with funding txs spent less than 12 blocks ago
                  ) {
     def resolve(scid: ShortChannelId): Option[KnownChannel] = {
       // let's assume this is a real scid
@@ -797,4 +818,8 @@ object Router {
 
   /** We have tried to relay this amount from this channel and it failed. */
   case class ChannelCouldNotRelay(amount: MilliSatoshi, hop: ChannelHop)
+
+  /** Funding Tx of the channel id has been spent and not updated with a splice within 12 blocks. */
+  private case class HandleChannelSpent(shortChannelId: RealShortChannelId)
+
 }

eclair-core/src/main/scala/fr/acinq/eclair/router/Validation.scala

@@ -111,9 +111,18 @@ object Validation {
             None
           } else {
             log.debug("validation successful for shortChannelId={}", c.shortChannelId)
+            val sharedInputTxId_opt = tx.txIn.find(_.signatureScript == fundingOutputScript).map(_.outPoint.txid)
             remoteOrigins.foreach(o => sendDecision(o.peerConnection, GossipDecision.Accepted(c)))
             val capacity = tx.txOut(outputIndex).amount
-            Some(addPublicChannel(d0, nodeParams, watcher, c, tx.txid, capacity, None))
+            // if a channel spends the shared output of a recently spent channel, then it is a splice
+            sharedInputTxId_opt match {
+              case None => Some(addPublicChannel(d0, nodeParams, watcher, c, tx.txid, capacity, None))
+              case Some(sharedInputTxId) =>
+                d0.spentChannels.find(spent => d0.channels.get(spent._1).exists(_.fundingTxId == sharedInputTxId)) match {
+                  case Some((parentScid, _)) => Some(splicePublicChannel(d0, nodeParams, watcher, c, tx.txid, capacity, d0.channels(parentScid)))
+                  case None => log.error("channel shortChannelId={} is a splice, but not matching channel found!", c.shortChannelId); None
+                }
+            }
           }
         case ValidateResult(c, Right((tx, fundingTxStatus: UtxoStatus.Spent))) =>
           if (fundingTxStatus.spendingTxConfirmed) {
@@ -156,6 +165,37 @@ object Validation {
     }
   }
 
+  private def splicePublicChannel(d: Data, nodeParams: NodeParams, watcher: typed.ActorRef[ZmqWatcher.Command], ann: ChannelAnnouncement, fundingTxId: TxId, capacity: Satoshi, parentChannel: PublicChannel)(implicit ctx: ActorContext, log: DiagnosticLoggingAdapter): Data = {
+    implicit val sender: ActorRef = ctx.self // necessary to preserve origin when sending messages to other actors
+    val fundingOutputIndex = outputIndex(ann.shortChannelId)
+    watcher ! WatchExternalChannelSpent(ctx.self, fundingTxId, fundingOutputIndex, ann.shortChannelId)
+    ctx.system.eventStream.publish(ChannelsDiscovered(SingleChannelDiscovered(ann, capacity, None, None) :: Nil))
+    nodeParams.db.network.addChannel(ann, fundingTxId, capacity)
+    nodeParams.db.network.removeChannel(parentChannel.shortChannelId)
+    val pubChan = PublicChannel(
+      ann = ann,
+      fundingTxId = fundingTxId,
+      capacity = capacity,
+      update_1_opt = parentChannel.update_1_opt,
+      update_2_opt = parentChannel.update_2_opt,
+      meta_opt = parentChannel.meta_opt
+    )
+    log.debug("replacing parent channel scid={} with splice channel scid={}; splice channel={}", parentChannel.shortChannelId, ann.shortChannelId, pubChan)
+    // we need to update the graph because the edge identifiers and capacity change from the parent scid to the new splice scid
+    log.debug("updating the graph for shortChannelId={}", pubChan.shortChannelId)
+    val graph1 = d.graphWithBalances.updateChannel(ChannelDesc(parentChannel.shortChannelId, parentChannel.nodeId1, parentChannel.nodeId2), ann.shortChannelId, capacity)
+    d.copy(
+      // we also add the splice scid -> channelId and remove the parent scid -> channelId mappings
+      channels = d.channels + (pubChan.shortChannelId -> pubChan) - parentChannel.shortChannelId,
+      // we also add the newly validated channels to the rebroadcast queue
+      rebroadcast = d.rebroadcast.copy(
+        // we rebroadcast the splice channel to our peers
+        channels = d.rebroadcast.channels + (pubChan.ann -> d.awaiting.getOrElse(pubChan.ann, if (pubChan.nodeId1 == nodeParams.nodeId || pubChan.nodeId2 == nodeParams.nodeId) Seq(LocalGossip) else Nil).toSet),
+      ),
+      graphWithBalances = graph1
+    )
+  }
+
   private def addPublicChannel(d: Data, nodeParams: NodeParams, watcher: typed.ActorRef[ZmqWatcher.Command], ann: ChannelAnnouncement, fundingTxId: TxId, capacity: Satoshi, privChan_opt: Option[PrivateChannel])(implicit ctx: ActorContext, log: DiagnosticLoggingAdapter): Data = {
     implicit val sender: ActorRef = ctx.self // necessary to preserve origin when sending messages to other actors
     val fundingOutputIndex = outputIndex(ann.shortChannelId)

eclair-core/src/test/scala/fr/acinq/eclair/EclairImplSpec.scala

@@ -376,7 +376,7 @@ class EclairImplSpec extends TestKitBaseClass with FixtureAnyFunSuiteLike with I
       shortIds4.real.toOption.get.toLong -> channelId4,
     )
     val g = GraphWithBalanceEstimates(DirectedGraph(Nil), 1 hour)
-    val routerData = Router.Data(Map.empty, publicChannels, SortedMap.empty, Router.Stash(Map.empty, Map.empty), Router.Rebroadcast(Map.empty, Map.empty, Map.empty), Map.empty, privateChannels, scidMapping, Map.empty, g, Map.empty)
+    val routerData = Router.Data(Map.empty, publicChannels, SortedMap.empty, Router.Stash(Map.empty, Map.empty), Router.Rebroadcast(Map.empty, Map.empty, Map.empty), Map.empty, privateChannels, scidMapping, Map.empty, g, Map.empty, Map.empty)
 
     eclair.findRoute(c, 250_000 msat, None)
     val routeRequest1 = router.expectMsgType[RouteRequest]

eclair-core/src/test/scala/fr/acinq/eclair/router/BalanceEstimateSpec.scala

@@ -21,7 +21,7 @@ import fr.acinq.bitcoin.scalacompat.{Satoshi, SatoshiLong}
 import fr.acinq.eclair.payment.Invoice
 import fr.acinq.eclair.router.Graph.GraphStructure.{DirectedGraph, GraphEdge}
 import fr.acinq.eclair.router.Router.{ChannelDesc, HopRelayParams}
-import fr.acinq.eclair.{CltvExpiryDelta, MilliSatoshiLong, ShortChannelId, TimestampSecond, randomKey}
+import fr.acinq.eclair.{CltvExpiryDelta, MilliSatoshiLong, RealShortChannelId, ShortChannelId, TimestampSecond, randomKey}
 import org.scalactic.Tolerance.convertNumericToPlusOrMinusWrapper
 import org.scalatest.funsuite.AnyFunSuite
 
@@ -84,6 +84,68 @@ class BalanceEstimateSpec extends AnyFunSuite {
     assert(balance2.capacities.isEmpty)
   }
 
+  test("update channels after a splice") {
+    val a = makeEdge(0, 200 sat)
+    val b = makeEdge(1, 100 sat)
+    val unknownDesc = ChannelDesc(ShortChannelId(3), randomKey().publicKey, randomKey().publicKey)
+    val balance = BalanceEstimate.empty(1 day)
+      .addEdge(a)
+      .addEdge(b)
+      .couldNotSend(140_000 msat, TimestampSecond.now())
+      .couldSend(60_000 msat, TimestampSecond.now())
+
+    // a splice-in that increases channel capacity increases high but not low bounds
+    val balance1 = balance
+      .updateEdge(a.desc, RealShortChannelId(5), 250 sat)
+    assert(balance1.maxCapacity == 250.sat)
+    assert(balance1.low == 60_000.msat)
+    assert(balance1.high == 190_000.msat)
+
+    // a splice-in that increases channel capacity of smaller channel does not increase high more than max capacity
+    val balance2 = balance
+      .updateEdge(b.desc, RealShortChannelId(5), 300 sat)
+    assert(balance2.maxCapacity == 300.sat)
+    assert(balance2.low == 60_000.msat)
+    assert(balance2.high == 300_000.msat)
+
+    // a splice-out that decreases channel capacity decreases low bounds but not high bounds
+    val balance3 = balance
+      .updateEdge(a.desc, RealShortChannelId(5), 150 sat)
+    assert(balance3.maxCapacity == 150.sat)
+    assert(balance3.low == 10_000.msat)
+    assert(balance3.high == 140_000.msat)
+
+    // a splice-out that decreases channel capacity of largest channel does not decrease low bounds below zero
+    val balance4 = balance
+      .updateEdge(a.desc, RealShortChannelId(5), 50 sat)
+    assert(balance4.maxCapacity == 100.sat)
+    assert(balance4.low == 0.msat)
+    assert(balance4.high == 100_000.msat)
+
+    // a splice-out that does not decrease the largest channel only decreases low bounds
+    val balance5 = balance
+      .updateEdge(b.desc, RealShortChannelId(5), 50 sat)
+    assert(balance5.maxCapacity == 200.sat)
+    assert(balance5.low == 10_000.msat)
+    assert(balance5.high == 140_000.msat)
+
+    // a splice of an unknown channel that increases max capacity does not change the low/high bounds
+    val balance6 = balance
+      .updateEdge(unknownDesc, RealShortChannelId(5), 900 sat)
+    assert(isValid(balance6))
+    assert(balance6.maxCapacity == 900.sat)
+    assert(balance6.low == 60_000.msat)
+    assert(balance6.high == 140_000.msat)
+
+    // a splice of an unknown channel below max capacity does not change max capacity or low/high bounds
+    val balance7 = balance
+      .updateEdge(unknownDesc, RealShortChannelId(5), 150 sat)
+    assert(isValid(balance7))
+    assert(balance7.maxCapacity == 200.sat)
+    assert(balance7.low == 60_000.msat)
+    assert(balance7.high == 140_000.msat)
+  }
+
   test("update bounds based on what could then could not be sent (increasing amounts)") {
     val now = TimestampSecond.now()
     val balance = BalanceEstimate.empty(1 day)