feat!: convert fees from BTC/kB to sats/vB

Also changes all fee rates from f64 to proper FeeRate

Author: storopoli

src/api.rs

@@ -4,7 +4,7 @@ use std::borrow::Borrow;
 use std::convert::TryInto;
 
 use bitcoin::consensus::encode::{deserialize, serialize};
-use bitcoin::{block, Script, Transaction, Txid};
+use bitcoin::{block, FeeRate, Script, Transaction, Txid};
 
 use crate::batch::Batch;
 use crate::types::*;
@@ -94,11 +94,11 @@ pub trait ElectrumApi {
     /// Tries to fetch `count` block headers starting from `start_height`.
     fn block_headers(&self, start_height: usize, count: usize) -> Result<GetHeadersRes, Error>;
 
-    /// Estimates the fee required in **Bitcoin per kilobyte** to confirm a transaction in `number` blocks.
-    fn estimate_fee(&self, number: usize) -> Result<f64, Error>;
+    /// Estimates the fee required in [`FeeRate`] to confirm a transaction in `number` blocks.
+    fn estimate_fee(&self, number: usize) -> Result<FeeRate, Error>;
 
     /// Returns the minimum accepted fee by the server's node in **Bitcoin, not Satoshi**.
-    fn relay_fee(&self) -> Result<f64, Error>;
+    fn relay_fee(&self) -> Result<FeeRate, Error>;
 
     /// Subscribes to notifications for activity on a specific *scriptPubKey*.
     ///
@@ -189,7 +189,7 @@ pub trait ElectrumApi {
     ///
     /// Takes a list of `numbers` of blocks and returns a list of fee required in
     /// **Satoshis per kilobyte** to confirm a transaction in the given number of blocks.
-    fn batch_estimate_fee<I>(&self, numbers: I) -> Result<Vec<f64>, Error>
+    fn batch_estimate_fee<I>(&self, numbers: I) -> Result<Vec<FeeRate>, Error>
     where
         I: IntoIterator + Clone,
         I::Item: Borrow<usize>;

src/client.rs

@@ -4,7 +4,7 @@ use std::{borrow::Borrow, sync::RwLock};
 
 use log::{info, warn};
 
-use bitcoin::{Script, Txid};
+use bitcoin::{FeeRate, Script, Txid};
 
 use crate::api::ElectrumApi;
 use crate::batch::Batch;
@@ -207,12 +207,12 @@ impl ElectrumApi for Client {
     }
 
     #[inline]
-    fn estimate_fee(&self, number: usize) -> Result<f64, Error> {
+    fn estimate_fee(&self, number: usize) -> Result<FeeRate, Error> {
         impl_inner_call!(self, estimate_fee, number)
     }
 
     #[inline]
-    fn relay_fee(&self) -> Result<f64, Error> {
+    fn relay_fee(&self) -> Result<FeeRate, Error> {
         impl_inner_call!(self, relay_fee)
     }
 
@@ -309,7 +309,7 @@ impl ElectrumApi for Client {
     }
 
     #[inline]
-    fn batch_estimate_fee<'s, I>(&self, numbers: I) -> Result<Vec<f64>, Error>
+    fn batch_estimate_fee<'s, I>(&self, numbers: I) -> Result<Vec<FeeRate>, Error>
     where
         I: IntoIterator + Clone,
         I::Item: Borrow<usize>,

src/raw_client.rs

@@ -17,7 +17,7 @@ use log::{debug, error, info, trace, warn};
 
 use bitcoin::consensus::encode::deserialize;
 use bitcoin::hex::{DisplayHex, FromHex};
-use bitcoin::{Script, Txid};
+use bitcoin::{FeeRate, Script, Txid};
 
 #[cfg(feature = "use-openssl")]
 use openssl::ssl::{SslConnector, SslMethod, SslStream, SslVerifyMode};
@@ -35,9 +35,11 @@ use rustls::{
     pki_types::{Der, TrustAnchor},
     ClientConfig, ClientConnection, RootCertStore, StreamOwned,
 };
+use serde_json::Value;
 
 #[cfg(any(feature = "default", feature = "proxy"))]
 use crate::socks::{Socks5Stream, TargetAddr, ToTargetAddr};
+use crate::utils::convert_fee_rate;
 
 use crate::stream::ClonableStream;
 
@@ -69,6 +71,23 @@ macro_rules! impl_batch_call {
 
         Ok(answer)
     }};
+
+    ( $self:expr, $data:expr, $aux_call:expr, $call:ident, $($apply_deref:tt)? ) => {{
+        let mut batch = Batch::default();
+        for i in $data {
+            batch.$call($($apply_deref)* i.borrow());
+        }
+
+        let resp = $self.batch_call(&batch)?;
+        let mut answer = Vec::new();
+
+        for x in resp {
+            $aux_call(x);
+            answer.push(serde_json::from_value(x)?);
+        }
+
+        Ok(answer)
+    }};
 }
 
 /// A trait for [`ToSocketAddrs`](https://doc.rust-lang.org/std/net/trait.ToSocketAddrs.html) that
@@ -857,7 +876,7 @@ impl<T: Read + Write> ElectrumApi for RawClient<T> {
         Ok(deserialized)
     }
 
-    fn estimate_fee(&self, number: usize) -> Result<f64, Error> {
+    fn estimate_fee(&self, number: usize) -> Result<FeeRate, Error> {
         let req = Request::new_id(
             self.last_id.fetch_add(1, Ordering::SeqCst),
             "blockchain.estimatefee",
@@ -867,10 +886,11 @@ impl<T: Read + Write> ElectrumApi for RawClient<T> {
 
         result
             .as_f64()
-            .ok_or_else(|| Error::InvalidResponse(result.clone()))
+            .map(|val| convert_fee_rate(Value::from(val)))
+            .expect("Invalid response")
     }
 
-    fn relay_fee(&self) -> Result<f64, Error> {
+    fn relay_fee(&self) -> Result<FeeRate, Error> {
         let req = Request::new_id(
             self.last_id.fetch_add(1, Ordering::SeqCst),
             "blockchain.relayfee",
@@ -880,7 +900,8 @@ impl<T: Read + Write> ElectrumApi for RawClient<T> {
 
         result
             .as_f64()
-            .ok_or_else(|| Error::InvalidResponse(result.clone()))
+            .map(|val| convert_fee_rate(Value::from(val)))
+            .expect("Invalid response")
     }
 
     fn script_subscribe(&self, script: &Script) -> Result<Option<ScriptStatus>, Error> {
@@ -1061,12 +1082,12 @@ impl<T: Read + Write> ElectrumApi for RawClient<T> {
             .collect()
     }
 
-    fn batch_estimate_fee<'s, I>(&self, numbers: I) -> Result<Vec<f64>, Error>
+    fn batch_estimate_fee<'s, I>(&self, numbers: I) -> Result<Vec<FeeRate>, Error>
     where
         I: IntoIterator + Clone,
         I::Item: Borrow<usize>,
     {
-        impl_batch_call!(self, numbers, estimate_fee, apply_deref)
+        impl_batch_call!(self, numbers, convert_fee_rate, estimate_fee, apply_deref)
     }
 
     fn transaction_broadcast_raw(&self, raw_tx: &[u8]) -> Result<Txid, Error> {
@@ -1149,20 +1170,21 @@ mod test {
         assert_eq!(resp.hash_function, Some("sha256".into()));
         assert_eq!(resp.pruning, None);
     }
+
     #[test]
     fn test_relay_fee() {
         let client = RawClient::new(get_test_server(), None).unwrap();
 
-        let resp = client.relay_fee().unwrap();
-        assert_eq!(resp, 0.00001);
+        let resp = client.relay_fee().unwrap().to_sat_per_vb_ceil();
+        assert!(resp > 0);
     }
 
     #[test]
     fn test_estimate_fee() {
         let client = RawClient::new(get_test_server(), None).unwrap();
 
-        let resp = client.estimate_fee(10).unwrap();
-        assert!(resp > 0.0);
+        let resp = client.estimate_fee(10).unwrap().to_sat_per_vb_ceil();
+        assert!(resp > 0);
     }
 
     #[test]
@@ -1288,8 +1310,8 @@ mod test {
 
         let resp = client.batch_estimate_fee(vec![10, 20]).unwrap();
         assert_eq!(resp.len(), 2);
-        assert!(resp[0] > 0.0);
-        assert!(resp[1] > 0.0);
+        assert!(resp[0].to_sat_per_vb_ceil() > 0);
+        assert!(resp[1].to_sat_per_vb_ceil() > 0);
     }
 
     #[test]

src/types.rs

@@ -309,7 +309,8 @@ pub enum Error {
     AllAttemptsErrored(Vec<Error>),
     /// There was an io error reading the socket, to be shared between threads
     SharedIOError(Arc<std::io::Error>),
-
+    /// There was an error parsing a fee rate
+    FeeRate(String),
     /// Couldn't take a lock on the reader mutex. This means that there's already another reader
     /// thread running
     CouldntLockReader,
@@ -365,6 +366,7 @@ impl Display for Error {
             Error::MissingDomain => f.write_str("Missing domain while it was explicitly asked to validate it"),
             Error::CouldntLockReader => f.write_str("Couldn't take a lock on the reader mutex. This means that there's already another reader thread is running"),
             Error::Mpsc => f.write_str("Broken IPC communication channel: the other thread probably has exited"),
+            Error::FeeRate(e) => f.write_str(e),
         }
     }
 }

src/utils.rs

@@ -1,10 +1,12 @@
 //! Utilities helping to handle Electrum-related data.
 
 use crate::types::GetMerkleRes;
+use crate::Error;
 use bitcoin::hash_types::TxMerkleNode;
 use bitcoin::hashes::sha256d::Hash as Sha256d;
 use bitcoin::hashes::{Hash, HashEngine};
-use bitcoin::Txid;
+use bitcoin::{Amount, FeeRate, Txid};
+use serde_json::Value;
 
 /// Verifies a Merkle inclusion proof as retrieved via [`transaction_get_merkle`] for a transaction with the
 /// given `txid` and `merkle_root` as included in the [`BlockHeader`].
@@ -41,3 +43,19 @@ pub fn validate_merkle_proof(
 
     cur == merkle_root.to_raw_hash()
 }
+
+/// Converts a fee rate in BTC/kB to sats/vbyte.
+pub(crate) fn convert_fee_rate(fee_rate_kvb: Value) -> Result<FeeRate, Error> {
+    let fee_rate_kvb = match fee_rate_kvb.as_f64() {
+        Some(fee_rate_kvb) => fee_rate_kvb,
+        None => {
+            return Err(Error::FeeRate("Fee rate conversion failed".to_string()));
+        }
+    };
+    let fee_rate_sat_vb = (Amount::ONE_BTC.to_sat() as f64) * fee_rate_kvb;
+    let fee_rate = FeeRate::from_sat_per_vb(fee_rate_sat_vb as u64);
+    match fee_rate {
+        Some(fee_rate) => Ok(fee_rate),
+        None => Err(Error::FeeRate("Fee rate conversion failed".to_string())),
+    }
+}