diff options
Diffstat (limited to 'src/wallet/coinselection.h')
-rw-r--r-- | src/wallet/coinselection.h | 83 |
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); |