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author | fanquake <fanquake@gmail.com> | 2022-03-25 20:54:52 +0000 |
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committer | fanquake <fanquake@gmail.com> | 2022-03-25 21:03:32 +0000 |
commit | 6d5771ba07780ac67d5e30108ae6b860f3878e7d (patch) | |
tree | 48f68655c9d6882e70e676eb3673e92e78b65c3a /src/wallet/coinselection.h | |
parent | f66c827c2d7dcce2021a7913caf5f14dca37e35a (diff) | |
parent | 9053f64fcbd26d87c26ae6b982d17756a6ea0896 (diff) | |
download | bitcoin-6d5771ba07780ac67d5e30108ae6b860f3878e7d.tar.xz |
Merge bitcoin/bitcoin#24494: wallet: generate random change target for each tx for better privacy
9053f64fcbd26d87c26ae6b982d17756a6ea0896 [doc] release notes for random change target (glozow)
46f2fed6c5e0fa623bfeabf61ba4811d5cf8f47c [wallet] remove MIN_CHANGE (glozow)
a44236addd01cff4e4d751e0f379d399fbfc8eae [wallet] randomly generate change targets (glozow)
1e52e6bd0a8888efb4ed247d74ec7ca9dfc2e002 refactor coin selection for parameterizable change target (glozow)
Pull request description:
Closes #24458 - the wallet always chooses 1 million sats as its change target, making it easier to fingerprint transactions created by the Core wallet. Instead of using a fixed value, choose one randomly each time (within a range). Using 50ksat (around $20) as the lower bound and `min(1 million sat, 2 * average payment value)` as the upper bound.
RFC: If the payment is <25ksat, this doesn't work, so we're using the range (payment amount, 50ksat) instead.
ACKs for top commit:
achow101:
ACK 9053f64fcbd26d87c26ae6b982d17756a6ea0896
Xekyo:
reACK 9053f64fcbd26d87c26ae6b982d17756a6ea0896
Tree-SHA512: 45ce5d064697065549473347648e29935733f3deffc71a6ab995449431f60302d1f9911a0994dfdb960b48c48b5d8859f168b396ff2a62db67d535a7db041d35
Diffstat (limited to 'src/wallet/coinselection.h')
-rw-r--r-- | src/wallet/coinselection.h | 35 |
1 files changed, 29 insertions, 6 deletions
diff --git a/src/wallet/coinselection.h b/src/wallet/coinselection.h index da77b21626..784a91e827 100644 --- a/src/wallet/coinselection.h +++ b/src/wallet/coinselection.h @@ -13,10 +13,10 @@ #include <optional> namespace wallet { -//! target minimum change amount -static constexpr CAmount MIN_CHANGE{COIN / 100}; -//! final minimum change amount after paying for fees -static const CAmount MIN_FINAL_CHANGE = MIN_CHANGE/2; +//! lower bound for randomly-chosen target change amount +static constexpr CAmount CHANGE_LOWER{50000}; +//! upper bound for randomly-chosen target change amount +static constexpr CAmount CHANGE_UPPER{1000000}; /** A UTXO under consideration for use in funding a new transaction. */ struct COutput { @@ -93,8 +93,13 @@ struct CoinSelectionParams { size_t change_output_size = 0; /** Size of the input to spend a change output in virtual bytes. */ size_t change_spend_size = 0; + /** Mininmum change to target in Knapsack solver: select coins to cover the payment and + * at least this value of change. */ + CAmount m_min_change_target{0}; /** Cost of creating the change output. */ CAmount m_change_fee{0}; + /** The pre-determined minimum value to target when funding a change output. */ + CAmount m_change_target{0}; /** Cost of creating the change output + cost of spending the change output in the future. */ CAmount m_cost_of_change{0}; /** The targeted feerate of the transaction being built. */ @@ -114,11 +119,13 @@ struct CoinSelectionParams { * reuse. Dust outputs are not eligible to be added to output groups and thus not considered. */ bool m_avoid_partial_spends = false; - CoinSelectionParams(FastRandomContext& rng_fast, size_t change_output_size, size_t change_spend_size, CFeeRate effective_feerate, + CoinSelectionParams(FastRandomContext& rng_fast, size_t change_output_size, size_t change_spend_size, + CAmount min_change_target, CFeeRate effective_feerate, CFeeRate long_term_feerate, CFeeRate discard_feerate, size_t tx_noinputs_size, bool avoid_partial) : rng_fast{rng_fast}, change_output_size(change_output_size), change_spend_size(change_spend_size), + m_min_change_target(min_change_target), m_effective_feerate(effective_feerate), m_long_term_feerate(long_term_feerate), m_discard_feerate(discard_feerate), @@ -217,6 +224,21 @@ struct OutputGroup */ [[nodiscard]] CAmount GetSelectionWaste(const std::set<COutput>& inputs, CAmount change_cost, CAmount target, bool use_effective_value = true); + +/** Chooose a random change target for each transaction to make it harder to fingerprint the Core + * wallet based on the change output values of transactions it creates. + * The random value is between 50ksat and min(2 * payment_value, 1milsat) + * When payment_value <= 25ksat, the value is just 50ksat. + * + * Making change amounts similar to the payment value may help disguise which output(s) are payments + * are which ones are change. Using double the payment value may increase the number of inputs + * needed (and thus be more expensive in fees), but breaks analysis techniques which assume the + * coins selected are just sufficient to cover the payment amount ("unnecessary input" heuristic). + * + * @param[in] payment_value Average payment value of the transaction output(s). + */ +[[nodiscard]] CAmount GenerateChangeTarget(CAmount payment_value, FastRandomContext& rng); + struct SelectionResult { private: @@ -266,7 +288,8 @@ std::optional<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_poo std::optional<SelectionResult> SelectCoinsSRD(const std::vector<OutputGroup>& utxo_pool, CAmount target_value, FastRandomContext& rng); // Original coin selection algorithm as a fallback -std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, const CAmount& nTargetValue, FastRandomContext& rng); +std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, const CAmount& nTargetValue, + CAmount change_target, FastRandomContext& rng); } // namespace wallet #endif // BITCOIN_WALLET_COINSELECTION_H |