Fix warning/redirect/claim tx fee calculations

Also make claim delay 5 blocks on regtest, and add missing TradeMessage
constructors to provide a default argument for the P2P message version,
for consistency with the other trade messages.

Author: stejbac

core/src/main/java/bisq/core/dao/burningman/DelayedPayoutTxReceiverService.java

@@ -88,6 +88,10 @@ public static boolean isProposal412Activated() {
     // spike when opening arbitration.
     private static final long DPT_MIN_TX_FEE_RATE = 10;
 
+    // The DPT weight (= 4 * size) without any outputs. This should actually be higher (426 wu, once the
+    // witness data is taken into account), but must be kept at this value for compatibility with the peer.
+    private static final long DPT_MIN_WEIGHT = 204;
+
     private final DaoStateService daoStateService;
     private final BurningManService burningManService;
     private int currentChainHeight;
@@ -131,12 +135,20 @@ public int getBurningManSelectionHeight() {
     public List<Tuple2<Long, String>> getReceivers(int burningManSelectionHeight,
                                                    long inputAmount,
                                                    long tradeTxFee) {
-        return getReceivers(burningManSelectionHeight, inputAmount, tradeTxFee, isBugfix6699Activated());
+        return getReceivers(burningManSelectionHeight, inputAmount, tradeTxFee, DPT_MIN_WEIGHT, isBugfix6699Activated());
+    }
+
+    public List<Tuple2<Long, String>> getReceivers(int burningManSelectionHeight,
+                                                   long inputAmount,
+                                                   long tradeTxFee,
+                                                   boolean isBugfix6699Activated) {
+        return getReceivers(burningManSelectionHeight, inputAmount, tradeTxFee, DPT_MIN_WEIGHT, isBugfix6699Activated);
     }
 
     public List<Tuple2<Long, String>> getReceivers(int burningManSelectionHeight,
                                                    long inputAmount,
                                                    long tradeTxFee,
+                                                   long minTxWeight,
                                                    boolean isBugfix6699Activated) {
         checkArgument(burningManSelectionHeight >= MIN_SNAPSHOT_HEIGHT, "Selection height must be >= " + MIN_SNAPSHOT_HEIGHT);
         Collection<BurningManCandidate> burningManCandidates = burningManService.getActiveBurningManCandidates(burningManSelectionHeight);
@@ -157,13 +169,15 @@ public List<Tuple2<Long, String>> getReceivers(int burningManSelectionHeight,
 
         if (burningManCandidates.isEmpty()) {
             // If there are no compensation requests (e.g. at dev testing) we fall back to the legacy BM
-            long spendableAmount = getSpendableAmount(1, inputAmount, txFeePerVbyte);
-            return List.of(new Tuple2<>(spendableAmount, burningManService.getLegacyBurningManAddress(burningManSelectionHeight)));
+            long spendableAmount = getSpendableAmount(1, inputAmount, txFeePerVbyte, minTxWeight);
+            return spendableAmount > DPT_MIN_REMAINDER_TO_LEGACY_BM
+                    ? List.of(new Tuple2<>(spendableAmount, burningManService.getLegacyBurningManAddress(burningManSelectionHeight)))
+                    : List.of();
         }
 
-        long spendableAmount = getSpendableAmount(burningManCandidates.size(), inputAmount, txFeePerVbyte);
-        // We only use outputs > 1000 sat or at least 2 times the cost for the output (32 bytes).
-        // If we remove outputs it will be spent as miner fee.
+        long spendableAmount = getSpendableAmount(burningManCandidates.size(), inputAmount, txFeePerVbyte, minTxWeight);
+        // We only use outputs >= 1000 sat or at least 2 times the cost for the output (32 bytes).
+        // If we remove outputs it will be distributed to the remaining receivers.
         long minOutputAmount = Math.max(DPT_MIN_OUTPUT_AMOUNT, txFeePerVbyte * 32 * 2);
         // Sanity check that max share of a non-legacy BM is 20% over MAX_BURN_SHARE (taking into account potential increase due adjustment)
         long maxOutputAmount = Math.round(spendableAmount * (BurningManService.MAX_BURN_SHARE * 1.2));
@@ -178,6 +192,9 @@ public List<Tuple2<Long, String>> getReceivers(int burningManSelectionHeight,
                 })
                 .sum();
 
+        // FIXME: The small outputs should be filtered out before adjustment, not afterwards. Otherwise, outputs of
+        //  amount just under 1000 sats or 64 * fee-rate could get erroneously included and lead to significant
+        //  underpaying of the DPT (by perhaps around 5-10% per erroneously included output).
         List<Tuple2<Long, String>> receivers = burningManCandidates.stream()
                 .filter(candidate -> candidate.getReceiverAddress(isBugfix6699Activated).isPresent())
                 .map(candidate -> {
@@ -191,6 +208,8 @@ public List<Tuple2<Long, String>> getReceivers(int burningManSelectionHeight,
                         .thenComparing(tuple -> tuple.second))
                 .collect(Collectors.toList());
         long totalOutputValue = receivers.stream().mapToLong(e -> e.first).sum();
+        // FIXME: The balance given to the LBM burning man needs to take into account the tx size increase due to
+        //  the extra output, to avoid underpaying the tx fee.
         if (totalOutputValue < spendableAmount) {
             long available = spendableAmount - totalOutputValue;
             // If the available is larger than DPT_MIN_REMAINDER_TO_LEGACY_BM we send it to legacy BM
@@ -202,14 +221,19 @@ public List<Tuple2<Long, String>> getReceivers(int burningManSelectionHeight,
         return receivers;
     }
 
-    private static long getSpendableAmount(int numOutputs, long inputAmount, long txFeePerVbyte) {
+    // TODO: For the v5 trade protocol, should we compute a more precise fee estimate taking into account the individual
+    //  receiver output script types? (P2SH costs 32 bytes per output, P2WPKH costs 31, etc.) This has the advantage of
+    //  avoiding the slight overestimate at present (32 vs 31) and could allow future support for P2TR receiver outputs,
+    //  which cost 43 bytes each. (Note that bitcoinj has already added partial taproot support upstream, and recognises
+    //  P2TR addresses & ScriptPubKey types.)
+    private static long getSpendableAmount(int numOutputs, long inputAmount, long txFeePerVbyte, long minTxWeight) {
         // Output size: 32 bytes
         // Tx size without outputs: 51 bytes
-        int txSize = 51 + numOutputs * 32; // Min value: txSize=83
-        long minerFee = txFeePerVbyte * txSize; // Min value: minerFee=830
+        long txWeight = minTxWeight + numOutputs * 128L; // Min value: txWeight=332 (for DPT with 1 output)
+        long minerFee = (txFeePerVbyte * txWeight + 3) / 4; // Min value: minerFee=830
         // We need to make sure we have at least 1000 sat as defined in TradeWalletService
         minerFee = Math.max(TradeWalletService.MIN_DELAYED_PAYOUT_TX_FEE.value, minerFee);
-        return inputAmount - minerFee;
+        return Math.max(inputAmount - minerFee, 0);
     }
 
     private static int getSnapshotHeight(int genesisHeight, int height, int grid) {

core/src/main/java/bisq/core/trade/protocol/bisq_v5/messages/PreparedTxBuyerSignaturesMessage.java

@@ -22,6 +22,7 @@
 import bisq.network.p2p.DirectMessage;
 import bisq.network.p2p.NodeAddress;
 
+import bisq.common.app.Version;
 import bisq.common.util.Utilities;
 
 import protobuf.NetworkEnvelope;
@@ -41,15 +42,37 @@ public class PreparedTxBuyerSignaturesMessage extends TradeMessage implements Di
     private final byte[] buyersRedirectTxBuyerSignature;
     private final byte[] sellersRedirectTxBuyerSignature;
 
-    public PreparedTxBuyerSignaturesMessage(int messageVersion,
-                                            String tradeId,
+    public PreparedTxBuyerSignaturesMessage(String tradeId,
                                             String uid,
                                             NodeAddress senderNodeAddress,
                                             byte[] depositTxWithBuyerWitnesses,
                                             byte[] buyersWarningTxBuyerSignature,
                                             byte[] sellersWarningTxBuyerSignature,
                                             byte[] buyersRedirectTxBuyerSignature,
                                             byte[] sellersRedirectTxBuyerSignature) {
+        this(Version.getP2PMessageVersion(), tradeId, uid,
+                senderNodeAddress,
+                depositTxWithBuyerWitnesses,
+                buyersWarningTxBuyerSignature,
+                sellersWarningTxBuyerSignature,
+                buyersRedirectTxBuyerSignature,
+                sellersRedirectTxBuyerSignature);
+    }
+
+
+    ///////////////////////////////////////////////////////////////////////////////////////////
+    // PROTO BUFFER
+    ///////////////////////////////////////////////////////////////////////////////////////////
+
+    private PreparedTxBuyerSignaturesMessage(int messageVersion,
+                                             String tradeId,
+                                             String uid,
+                                             NodeAddress senderNodeAddress,
+                                             byte[] depositTxWithBuyerWitnesses,
+                                             byte[] buyersWarningTxBuyerSignature,
+                                             byte[] sellersWarningTxBuyerSignature,
+                                             byte[] buyersRedirectTxBuyerSignature,
+                                             byte[] sellersRedirectTxBuyerSignature) {
         super(messageVersion, tradeId, uid);
         this.senderNodeAddress = senderNodeAddress;
         this.depositTxWithBuyerWitnesses = depositTxWithBuyerWitnesses;
@@ -59,11 +82,6 @@ public PreparedTxBuyerSignaturesMessage(int messageVersion,
         this.sellersRedirectTxBuyerSignature = sellersRedirectTxBuyerSignature;
     }
 
-
-    ///////////////////////////////////////////////////////////////////////////////////////////
-    // PROTO BUFFER
-    ///////////////////////////////////////////////////////////////////////////////////////////
-
     @Override
     public NetworkEnvelope toProtoNetworkEnvelope() {
         protobuf.PreparedTxBuyerSignaturesMessage.Builder builder = protobuf.PreparedTxBuyerSignaturesMessage.newBuilder()

core/src/main/java/bisq/core/trade/protocol/bisq_v5/messages/PreparedTxBuyerSignaturesRequest.java

@@ -22,6 +22,7 @@
 import bisq.network.p2p.DirectMessage;
 import bisq.network.p2p.NodeAddress;
 
+import bisq.common.app.Version;
 import bisq.common.util.Utilities;
 
 import protobuf.NetworkEnvelope;
@@ -40,14 +41,34 @@ public class PreparedTxBuyerSignaturesRequest extends TradeMessage implements Di
     private final byte[] buyersRedirectTxSellerSignature;
     private final byte[] sellersRedirectTxSellerSignature;
 
-    public PreparedTxBuyerSignaturesRequest(int messageVersion,
-                                            String tradeId,
+    public PreparedTxBuyerSignaturesRequest(String tradeId,
                                             String uid,
                                             NodeAddress senderNodeAddress,
                                             byte[] buyersWarningTxSellerSignature,
                                             byte[] sellersWarningTxSellerSignature,
                                             byte[] buyersRedirectTxSellerSignature,
                                             byte[] sellersRedirectTxSellerSignature) {
+        this(Version.getP2PMessageVersion(), tradeId, uid,
+                senderNodeAddress,
+                buyersWarningTxSellerSignature,
+                sellersWarningTxSellerSignature,
+                buyersRedirectTxSellerSignature,
+                sellersRedirectTxSellerSignature);
+    }
+
+
+    ///////////////////////////////////////////////////////////////////////////////////////////
+    // PROTO BUFFER
+    ///////////////////////////////////////////////////////////////////////////////////////////
+
+    private PreparedTxBuyerSignaturesRequest(int messageVersion,
+                                             String tradeId,
+                                             String uid,
+                                             NodeAddress senderNodeAddress,
+                                             byte[] buyersWarningTxSellerSignature,
+                                             byte[] sellersWarningTxSellerSignature,
+                                             byte[] buyersRedirectTxSellerSignature,
+                                             byte[] sellersRedirectTxSellerSignature) {
         super(messageVersion, tradeId, uid);
         this.senderNodeAddress = senderNodeAddress;
         this.buyersWarningTxSellerSignature = buyersWarningTxSellerSignature;
@@ -56,11 +77,6 @@ public PreparedTxBuyerSignaturesRequest(int messageVersion,
         this.sellersRedirectTxSellerSignature = sellersRedirectTxSellerSignature;
     }
 
-
-    ///////////////////////////////////////////////////////////////////////////////////////////
-    // PROTO BUFFER
-    ///////////////////////////////////////////////////////////////////////////////////////////
-
     @Override
     public NetworkEnvelope toProtoNetworkEnvelope() {
         protobuf.PreparedTxBuyerSignaturesRequest.Builder builder = protobuf.PreparedTxBuyerSignaturesRequest.newBuilder()

core/src/main/java/bisq/core/trade/protocol/bisq_v5/model/StagedPayoutTxParameters.java

@@ -17,27 +17,34 @@
 
 package bisq.core.trade.protocol.bisq_v5.model;
 
+import bisq.common.config.Config;
+
 public class StagedPayoutTxParameters {
     // 10 days
-    public static final long CLAIM_DELAY = 144 * 10;
+    private static final long CLAIM_DELAY = 144 * 10;
     //todo find what is min value (we filter dust values in the wallet, so better not go that low)
     public static final long WARNING_TX_FEE_BUMP_OUTPUT_VALUE = 2000;
     public static final long REDIRECT_TX_FEE_BUMP_OUTPUT_VALUE = 2000;
 
-    // todo find out size
-    private static final long WARNING_TX_EXPECTED_SIZE = 1000;   // todo find out size
-    private static final long CLAIM_TX_EXPECTED_SIZE = 1000;  // todo find out size
-    // Min. fee rate for DPT. If fee rate used at take offer time was higher we use that.
-    // We prefer a rather high fee rate to not risk that the DPT gets stuck if required fee rate would
+    private static final long WARNING_TX_EXPECTED_WEIGHT = 722; // 125 tx bytes, 220-222 witness bytes
+    private static final long CLAIM_TX_EXPECTED_WEIGHT = 520;   //  82 tx bytes, 191-192 witness bytes
+    public static final long REDIRECT_TX_MIN_WEIGHT = 595;      //  82 tx bytes, 265-267 witness bytes
+
+    // Min. fee rate for staged payout txs. If fee rate used at take offer time was higher we use that.
+    // We prefer a rather high fee rate to not risk that the tx gets stuck if required fee rate would
     // spike when opening arbitration.
     private static final long MIN_TX_FEE_RATE = 10;
 
+    public static long getClaimDelay() {
+        return Config.baseCurrencyNetwork().isRegtest() ? 5 : CLAIM_DELAY;
+    }
+
     public static long getWarningTxMiningFee(long depositTxFeeRate) {
-        return getFeePerVByte(depositTxFeeRate) * StagedPayoutTxParameters.WARNING_TX_EXPECTED_SIZE;
+        return (getFeePerVByte(depositTxFeeRate) * StagedPayoutTxParameters.WARNING_TX_EXPECTED_WEIGHT + 3) / 4;
     }
 
-    public static long getClaimTxMiningFee(long depositTxFeeRate) {
-        return getFeePerVByte(depositTxFeeRate) * StagedPayoutTxParameters.CLAIM_TX_EXPECTED_SIZE;
+    public static long getClaimTxMiningFee(long txFeePerVByte) {
+        return (txFeePerVByte * StagedPayoutTxParameters.CLAIM_TX_EXPECTED_WEIGHT + 3) / 4;
     }
 
     private static long getFeePerVByte(long depositTxFeeRate) {

core/src/main/java/bisq/core/trade/protocol/bisq_v5/tasks/CreateRedirectTxs.java

@@ -58,12 +58,14 @@ protected void run() {
                     "Different warningTx output amounts. Ours: {}; Peer's: {}", warningTxOutput.getValue().value, inputAmount);
 
             long depositTxFee = trade.getTradeTxFeeAsLong(); // Used for fee rate calculation inside getDelayedPayoutTxReceiverService
-            long inputAmountMinusFeeForFeeBumpOutput = inputAmount - 32 * depositTxFee;
+            long inputAmountMinusFeeBumpAmount = inputAmount - StagedPayoutTxParameters.REDIRECT_TX_FEE_BUMP_OUTPUT_VALUE;
             int selectionHeight = processModel.getBurningManSelectionHeight();
             List<Tuple2<Long, String>> burningMen = processModel.getDelayedPayoutTxReceiverService().getReceivers(
                     selectionHeight,
-                    inputAmountMinusFeeForFeeBumpOutput,
-                    depositTxFee);
+                    inputAmountMinusFeeBumpAmount,
+                    depositTxFee,
+                    StagedPayoutTxParameters.REDIRECT_TX_MIN_WEIGHT,
+                    true);
 
             log.info("Create redirectionTxs using selectionHeight {} and receivers {}", selectionHeight, burningMen);
 

core/src/main/java/bisq/core/trade/protocol/bisq_v5/tasks/CreateWarningTxs.java

@@ -54,7 +54,7 @@ protected void run() {
             long lockTime = trade.getLockTime();
             byte[] buyerPubKey = amBuyer ? processModel.getMyMultiSigPubKey() : tradingPeer.getMultiSigPubKey();
             byte[] sellerPubKey = amBuyer ? tradingPeer.getMultiSigPubKey() : processModel.getMyMultiSigPubKey();
-            long claimDelay = StagedPayoutTxParameters.CLAIM_DELAY; // FIXME: Make sure this is a low value off mainnet
+            long claimDelay = StagedPayoutTxParameters.getClaimDelay();
             long miningFee = StagedPayoutTxParameters.getWarningTxMiningFee(trade.getDepositTxFeeRate());
 
             // Create our warning tx.

core/src/main/java/bisq/core/trade/protocol/bisq_v5/tasks/FinalizeRedirectTxs.java

@@ -49,7 +49,7 @@ protected void run() {
             boolean amBuyer = trade instanceof BuyerTrade;
             byte[] buyerPubKey = amBuyer ? processModel.getMyMultiSigPubKey() : tradingPeer.getMultiSigPubKey();
             byte[] sellerPubKey = amBuyer ? tradingPeer.getMultiSigPubKey() : processModel.getMyMultiSigPubKey();
-            long claimDelay = StagedPayoutTxParameters.CLAIM_DELAY; // FIXME: Make sure this is a low value off mainnet
+            long claimDelay = StagedPayoutTxParameters.getClaimDelay();
 
             // Finalize our redirect tx.
             TransactionOutput peersWarningTxOutput = tradingPeer.getWarningTx().getOutput(0);

core/src/main/java/bisq/core/trade/protocol/bisq_v5/tasks/arbitration/CreateSignedClaimTx.java

@@ -56,9 +56,8 @@ protected void run() {
             TransactionOutput myWarningTxOutput = processModel.getWarningTx().getOutput(0);
             AddressEntry addressEntry = processModel.getBtcWalletService().getOrCreateAddressEntry(tradeId, AddressEntry.Context.TRADE_PAYOUT);
             Address payoutAddress = addressEntry.getAddress();
-//            long miningFee = StagedPayoutTxParameters.getClaimTxMiningFee(trade.getDepositTxFeeRate());
             long miningFee = StagedPayoutTxParameters.getClaimTxMiningFee(feeService.getTxFeePerVbyte().value);
-            long claimDelay = StagedPayoutTxParameters.CLAIM_DELAY; // FIXME: Make sure this is a low value off mainnet
+            long claimDelay = StagedPayoutTxParameters.getClaimDelay();
             byte[] myMultiSigPubKey = processModel.getMyMultiSigPubKey();
             byte[] peersMultiSigPubKey = tradingPeer.getMultiSigPubKey();
             DeterministicKey myMultiSigKeyPair = btcWalletService.getMultiSigKeyPair(tradeId, myMultiSigPubKey);

core/src/main/java/bisq/core/trade/protocol/bisq_v5/tasks/buyer/BuyerSendsPreparedTxBuyerSignaturesMessage.java

@@ -24,7 +24,6 @@
 import bisq.network.p2p.NodeAddress;
 import bisq.network.p2p.SendDirectMessageListener;
 
-import bisq.common.app.Version;
 import bisq.common.taskrunner.TaskRunner;
 
 import java.util.UUID;
@@ -50,7 +49,7 @@ protected void run() {
             byte[] buyersRedirectTxBuyerSignature = processModel.getRedirectTxBuyerSignature();
             byte[] sellersRedirectTxBuyerSignature = processModel.getTradePeer().getRedirectTxBuyerSignature();
 
-            PreparedTxBuyerSignaturesMessage message = new PreparedTxBuyerSignaturesMessage(Version.getP2PMessageVersion(), // TODO: Add extra constructor
+            PreparedTxBuyerSignaturesMessage message = new PreparedTxBuyerSignaturesMessage(
                     processModel.getOfferId(),
                     UUID.randomUUID().toString(),
                     processModel.getMyNodeAddress(),