fix(coin_selection): avoid per-utxo fee rounding#479
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benthecarman wants to merge 1 commit intobitcoindevkit:masterfrom
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fix(coin_selection): avoid per-utxo fee rounding#479benthecarman wants to merge 1 commit intobitcoindevkit:masterfrom
benthecarman wants to merge 1 commit intobitcoindevkit:masterfrom
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select_sorted_utxos computed fee_rate * weight per utxo and summed the results. Because FeeRate * Weight floors to whole sats, each input dropped up to 0.999 sats of fractional fee. The error grew linearly with the input count: at 1 sat/vb on 271-wu inputs (67.75 sat each), four inputs underpay by 3 sats; ten underpay by 7 sats; large selections drift further. Accumulate input weight during selection and compute the fee once on the total. Flooring now happens at most once for the whole tx, so the result equals the fee a sender would compute by weighing the finished transaction and never falls short of the requested fee rate. This was found when comparing fee calculation differences between LDK and BDK.
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## master #479 +/- ##
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Coverage 80.05% 80.05%
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Lines 5360 5360
Branches 244 244
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benthecarman
added a commit
to benthecarman/ldk-node
that referenced
this pull request
May 5, 2026
Update rust-lightning to commit 2313bd5 along with the matching
bitcoin-payment-instructions fork. The new splice API computes its
fee estimate independently of the BDK coin selection it drives, so
any surplus from BDK's higher reservation flows into the new
funding output instead of staying in change.
Bridge the gap in `select_confirmed_utxos`:
* Strip 5 WU per foreign input when calling `add_foreign_utxo`
so BDK doesn't double-count the empty script_sig byte and
witness-count varint that LDK's `satisfaction_weight` already
includes.
* Bump the change output up by the residual rounding surplus
from BDK's per-component fee ceilings — goes away once
bitcoindevkit/bdk_wallet#479 ships.
Generated with the help of Claude Opus 4.7.
benthecarman
added a commit
to benthecarman/ldk-node
that referenced
this pull request
May 5, 2026
Update rust-lightning to commit 2313bd5 along with the matching
bitcoin-payment-instructions fork. The new splice API computes its
fee estimate independently of the BDK coin selection it drives, so
any surplus from BDK's higher reservation flows into the new
funding output instead of staying in change.
Bridge the gap in `select_confirmed_utxos`:
* Strip 5 WU per foreign input when calling `add_foreign_utxo`
so BDK doesn't double-count the empty script_sig byte and
witness-count varint that LDK's `satisfaction_weight` already
includes.
* Bump the change output up by the residual rounding surplus
from BDK's per-component fee ceilings — goes away once
bitcoindevkit/bdk_wallet#479 ships.
Generated with the help of Claude Opus 4.7.
Collaborator
|
I see what you mean about avoiding per-utxo fee rounding, just confused by the "floors to whole sats" comment since bitcoin's |
Contributor
Author
|
Ah yeah, that should be |
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select_sorted_utxos computed fee_rate * weight per utxo and summed the results. Because FeeRate * Weight ceils to whole sats, each input dropped up to 0.999 sats of fractional fee. The error grew linearly with the input count: at 1 sat/vb on 271-wu inputs (67.75 sat each), four inputs underpay by 3 sats; ten underpay by 7 sats; large selections drift further.
Accumulate input weight during selection and compute the fee once on the total. Flooring now happens at most once for the whole tx, so the result equals the fee a sender would compute by weighing the finished transaction and never falls short of the requested fee rate.
This was found when comparing fee calculation differences between LDK and BDK.
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