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-rw-r--r--src/wallet/coinselection.h83
1 files changed, 78 insertions, 5 deletions
diff --git a/src/wallet/coinselection.h b/src/wallet/coinselection.h
index f0e1addaf1..7a3fb82139 100644
--- a/src/wallet/coinselection.h
+++ b/src/wallet/coinselection.h
@@ -15,6 +15,7 @@ static constexpr CAmount MIN_CHANGE{COIN / 100};
//! final minimum change amount after paying for fees
static const CAmount MIN_FINAL_CHANGE = MIN_CHANGE/2;
+/** A UTXO under consideration for use in funding a new transaction. */
class CInputCoin {
public:
CInputCoin(const CTransactionRef& tx, unsigned int i)
@@ -56,44 +57,116 @@ public:
}
};
+/** Parameters for one iteration of Coin Selection. */
+struct CoinSelectionParams
+{
+ /** Size of a change output in bytes, determined by the output type. */
+ size_t change_output_size = 0;
+ /** Size of the input to spend a change output in virtual bytes. */
+ size_t change_spend_size = 0;
+ /** Cost of creating the change output. */
+ CAmount m_change_fee{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. */
+ CFeeRate m_effective_feerate;
+ /** The feerate estimate used to estimate an upper bound on what should be sufficient to spend
+ * the change output sometime in the future. */
+ CFeeRate m_long_term_feerate;
+ /** If the cost to spend a change output at the discard feerate exceeds its value, drop it to fees. */
+ CFeeRate m_discard_feerate;
+ /** Size of the transaction before coin selection, consisting of the header and recipient
+ * output(s), excluding the inputs and change output(s). */
+ size_t tx_noinputs_size = 0;
+ /** Indicate that we are subtracting the fee from outputs */
+ bool m_subtract_fee_outputs = false;
+ /** When true, always spend all (up to OUTPUT_GROUP_MAX_ENTRIES) or none of the outputs
+ * associated with the same address. This helps reduce privacy leaks resulting from address
+ * reuse. Dust outputs are not eligible to be added to output groups and thus not considered. */
+ bool m_avoid_partial_spends = false;
+
+ CoinSelectionParams(size_t change_output_size, size_t change_spend_size, CFeeRate effective_feerate,
+ CFeeRate long_term_feerate, CFeeRate discard_feerate, size_t tx_noinputs_size, bool avoid_partial) :
+ change_output_size(change_output_size),
+ change_spend_size(change_spend_size),
+ m_effective_feerate(effective_feerate),
+ m_long_term_feerate(long_term_feerate),
+ m_discard_feerate(discard_feerate),
+ tx_noinputs_size(tx_noinputs_size),
+ m_avoid_partial_spends(avoid_partial)
+ {}
+ CoinSelectionParams() {}
+};
+
+/** Parameters for filtering which OutputGroups we may use in coin selection.
+ * We start by being very selective and requiring multiple confirmations and
+ * then get more permissive if we cannot fund the transaction. */
struct CoinEligibilityFilter
{
+ /** Minimum number of confirmations for outputs that we sent to ourselves.
+ * We may use unconfirmed UTXOs sent from ourselves, e.g. change outputs. */
const int conf_mine;
+ /** Minimum number of confirmations for outputs received from a different wallet. */
const int conf_theirs;
+ /** Maximum number of unconfirmed ancestors aggregated across all UTXOs in an OutputGroup. */
const uint64_t max_ancestors;
+ /** Maximum number of descendants that a single UTXO in the OutputGroup may have. */
const uint64_t max_descendants;
- const bool m_include_partial_groups{false}; //! Include partial destination groups when avoid_reuse and there are full groups
+ /** When avoid_reuse=true and there are full groups (OUTPUT_GROUP_MAX_ENTRIES), whether or not to use any partial groups.*/
+ const bool m_include_partial_groups{false};
CoinEligibilityFilter(int conf_mine, int conf_theirs, uint64_t max_ancestors) : conf_mine(conf_mine), conf_theirs(conf_theirs), max_ancestors(max_ancestors), max_descendants(max_ancestors) {}
CoinEligibilityFilter(int conf_mine, int conf_theirs, uint64_t max_ancestors, uint64_t max_descendants) : conf_mine(conf_mine), conf_theirs(conf_theirs), max_ancestors(max_ancestors), max_descendants(max_descendants) {}
CoinEligibilityFilter(int conf_mine, int conf_theirs, uint64_t max_ancestors, uint64_t max_descendants, bool include_partial) : conf_mine(conf_mine), conf_theirs(conf_theirs), max_ancestors(max_ancestors), max_descendants(max_descendants), m_include_partial_groups(include_partial) {}
};
+/** A group of UTXOs paid to the same output script. */
struct OutputGroup
{
+ /** The list of UTXOs contained in this output group. */
std::vector<CInputCoin> m_outputs;
+ /** Whether the UTXOs were sent by the wallet to itself. This is relevant because we may want at
+ * least a certain number of confirmations on UTXOs received from outside wallets while trusting
+ * our own UTXOs more. */
bool m_from_me{true};
+ /** The total value of the UTXOs in sum. */
CAmount m_value{0};
+ /** The minimum number of confirmations the UTXOs in the group have. Unconfirmed is 0. */
int m_depth{999};
+ /** The aggregated count of unconfirmed ancestors of all UTXOs in this
+ * group. Not deduplicated and may overestimate when ancestors are shared. */
size_t m_ancestors{0};
+ /** The maximum count of descendants of a single UTXO in this output group. */
size_t m_descendants{0};
+ /** The value of the UTXOs after deducting the cost of spending them at the effective feerate. */
CAmount effective_value{0};
+ /** The fee to spend these UTXOs at the effective feerate. */
CAmount fee{0};
+ /** The target feerate of the transaction we're trying to build. */
CFeeRate m_effective_feerate{0};
+ /** The fee to spend these UTXOs at the long term feerate. */
CAmount long_term_fee{0};
+ /** The feerate for spending a created change output eventually (i.e. not urgently, and thus at
+ * a lower feerate). Calculated using long term fee estimate. This is used to decide whether
+ * it could be economical to create a change output. */
CFeeRate m_long_term_feerate{0};
+ /** Indicate that we are subtracting the fee from outputs.
+ * When true, the value that is used for coin selection is the UTXO's real value rather than effective value */
+ bool m_subtract_fee_outputs{false};
OutputGroup() {}
- OutputGroup(const CFeeRate& effective_feerate, const CFeeRate& long_term_feerate) :
- m_effective_feerate(effective_feerate),
- m_long_term_feerate(long_term_feerate)
+ OutputGroup(const CoinSelectionParams& params) :
+ m_effective_feerate(params.m_effective_feerate),
+ m_long_term_feerate(params.m_long_term_feerate),
+ m_subtract_fee_outputs(params.m_subtract_fee_outputs)
{}
void Insert(const CInputCoin& output, int depth, bool from_me, size_t ancestors, size_t descendants, bool positive_only);
bool EligibleForSpending(const CoinEligibilityFilter& eligibility_filter) const;
+ CAmount GetSelectionAmount() const;
};
-bool SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& target_value, const CAmount& cost_of_change, std::set<CInputCoin>& out_set, CAmount& value_ret, CAmount not_input_fees);
+bool SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change, std::set<CInputCoin>& out_set, CAmount& value_ret);
// Original coin selection algorithm as a fallback
bool KnapsackSolver(const CAmount& nTargetValue, std::vector<OutputGroup>& groups, std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet);