diff options
Diffstat (limited to 'src/wallet')
-rw-r--r-- | src/wallet/coinselection.cpp | 31 | ||||
-rw-r--r-- | src/wallet/coinselection.h | 52 | ||||
-rw-r--r-- | src/wallet/wallet.cpp | 27 | ||||
-rw-r--r-- | src/wallet/wallet.h | 43 |
4 files changed, 78 insertions, 75 deletions
diff --git a/src/wallet/coinselection.cpp b/src/wallet/coinselection.cpp index af88bf85dd..6d502e1df1 100644 --- a/src/wallet/coinselection.cpp +++ b/src/wallet/coinselection.cpp @@ -14,7 +14,7 @@ struct { bool operator()(const OutputGroup& a, const OutputGroup& b) const { - return a.effective_value > b.effective_value; + return a.GetSelectionAmount() > b.GetSelectionAmount(); } } descending; @@ -73,8 +73,8 @@ bool SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selectio CAmount curr_available_value = 0; for (const OutputGroup& utxo : utxo_pool) { // Assert that this utxo is not negative. It should never be negative, effective value calculation should have removed it - assert(utxo.effective_value > 0); - curr_available_value += utxo.effective_value; + assert(utxo.GetSelectionAmount() > 0); + curr_available_value += utxo.GetSelectionAmount(); } if (curr_available_value < selection_target) { return false; @@ -118,7 +118,7 @@ bool SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selectio // Walk backwards to find the last included UTXO that still needs to have its omission branch traversed. while (!curr_selection.empty() && !curr_selection.back()) { curr_selection.pop_back(); - curr_available_value += utxo_pool.at(curr_selection.size()).effective_value; + curr_available_value += utxo_pool.at(curr_selection.size()).GetSelectionAmount(); } if (curr_selection.empty()) { // We have walked back to the first utxo and no branch is untraversed. All solutions searched @@ -128,24 +128,24 @@ bool SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selectio // Output was included on previous iterations, try excluding now. curr_selection.back() = false; OutputGroup& utxo = utxo_pool.at(curr_selection.size() - 1); - curr_value -= utxo.effective_value; + curr_value -= utxo.GetSelectionAmount(); curr_waste -= utxo.fee - utxo.long_term_fee; } else { // Moving forwards, continuing down this branch OutputGroup& utxo = utxo_pool.at(curr_selection.size()); // Remove this utxo from the curr_available_value utxo amount - curr_available_value -= utxo.effective_value; + curr_available_value -= utxo.GetSelectionAmount(); // Avoid searching a branch if the previous UTXO has the same value and same waste and was excluded. Since the ratio of fee to // long term fee is the same, we only need to check if one of those values match in order to know that the waste is the same. if (!curr_selection.empty() && !curr_selection.back() && - utxo.effective_value == utxo_pool.at(curr_selection.size() - 1).effective_value && + utxo.GetSelectionAmount() == utxo_pool.at(curr_selection.size() - 1).GetSelectionAmount() && utxo.fee == utxo_pool.at(curr_selection.size() - 1).fee) { curr_selection.push_back(false); } else { // Inclusion branch first (Largest First Exploration) curr_selection.push_back(true); - curr_value += utxo.effective_value; + curr_value += utxo.GetSelectionAmount(); curr_waste += utxo.fee - utxo.long_term_fee; } } @@ -227,14 +227,14 @@ bool KnapsackSolver(const CAmount& nTargetValue, std::vector<OutputGroup>& group Shuffle(groups.begin(), groups.end(), FastRandomContext()); for (const OutputGroup& group : groups) { - if (group.effective_value == nTargetValue) { + if (group.GetSelectionAmount() == nTargetValue) { util::insert(setCoinsRet, group.m_outputs); nValueRet += group.m_value; return true; - } else if (group.effective_value < nTargetValue + MIN_CHANGE) { + } else if (group.GetSelectionAmount() < nTargetValue + MIN_CHANGE) { applicable_groups.push_back(group); - nTotalLower += group.effective_value; - } else if (!lowest_larger || group.effective_value < lowest_larger->effective_value) { + nTotalLower += group.GetSelectionAmount(); + } else if (!lowest_larger || group.GetSelectionAmount() < lowest_larger->GetSelectionAmount()) { lowest_larger = group; } } @@ -267,7 +267,7 @@ bool KnapsackSolver(const CAmount& nTargetValue, std::vector<OutputGroup>& group // If we have a bigger coin and (either the stochastic approximation didn't find a good solution, // or the next bigger coin is closer), return the bigger coin if (lowest_larger && - ((nBest != nTargetValue && nBest < nTargetValue + MIN_CHANGE) || lowest_larger->effective_value <= nBest)) { + ((nBest != nTargetValue && nBest < nTargetValue + MIN_CHANGE) || lowest_larger->GetSelectionAmount() <= nBest)) { util::insert(setCoinsRet, lowest_larger->m_outputs); nValueRet += lowest_larger->m_value; } else { @@ -336,3 +336,8 @@ bool OutputGroup::EligibleForSpending(const CoinEligibilityFilter& eligibility_f && m_ancestors <= eligibility_filter.max_ancestors && m_descendants <= eligibility_filter.max_descendants; } + +CAmount OutputGroup::GetSelectionAmount() const +{ + return m_subtract_fee_outputs ? m_value : effective_value; +} diff --git a/src/wallet/coinselection.h b/src/wallet/coinselection.h index af23178d04..7a3fb82139 100644 --- a/src/wallet/coinselection.h +++ b/src/wallet/coinselection.h @@ -57,6 +57,47 @@ 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. */ @@ -109,15 +150,20 @@ struct OutputGroup * 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& selection_target, const CAmount& cost_of_change, std::set<CInputCoin>& out_set, CAmount& value_ret); diff --git a/src/wallet/wallet.cpp b/src/wallet/wallet.cpp index 303823695e..78243a0136 100644 --- a/src/wallet/wallet.cpp +++ b/src/wallet/wallet.cpp @@ -2399,20 +2399,13 @@ bool CWallet::SelectCoinsMinConf(const CAmount& nTargetValue, const CoinEligibil setCoinsRet.clear(); nValueRet = 0; - // Get the feerate for effective value. - // When subtracting the fee from the outputs, we want the effective feerate to be 0 - CFeeRate effective_feerate{0}; - if (!coin_selection_params.m_subtract_fee_outputs) { - effective_feerate = coin_selection_params.m_effective_feerate; - } - - std::vector<OutputGroup> positive_groups = GroupOutputs(coins, !coin_selection_params.m_avoid_partial_spends, effective_feerate, coin_selection_params.m_long_term_feerate, eligibility_filter, true /* positive_only */); // Note that unlike KnapsackSolver, we do not include the fee for creating a change output as BnB will not create a change output. + std::vector<OutputGroup> positive_groups = GroupOutputs(coins, coin_selection_params, eligibility_filter, true /* positive_only */); if (SelectCoinsBnB(positive_groups, nTargetValue, coin_selection_params.m_cost_of_change, setCoinsRet, nValueRet)) { return true; } // The knapsack solver has some legacy behavior where it will spend dust outputs. We retain this behavior, so don't filter for positive only here. - std::vector<OutputGroup> all_groups = GroupOutputs(coins, !coin_selection_params.m_avoid_partial_spends, effective_feerate, coin_selection_params.m_long_term_feerate, eligibility_filter, false /* positive_only */); + std::vector<OutputGroup> all_groups = GroupOutputs(coins, coin_selection_params, eligibility_filter, false /* positive_only */); // While nTargetValue includes the transaction fees for non-input things, it does not include the fee for creating a change output. // So we need to include that for KnapsackSolver as well, as we are expecting to create a change output. return KnapsackSolver(nTargetValue + coin_selection_params.m_change_fee, all_groups, setCoinsRet, nValueRet); @@ -4223,12 +4216,12 @@ bool CWalletTx::IsImmatureCoinBase() const return GetBlocksToMaturity() > 0; } -std::vector<OutputGroup> CWallet::GroupOutputs(const std::vector<COutput>& outputs, bool separate_coins, const CFeeRate& effective_feerate, const CFeeRate& long_term_feerate, const CoinEligibilityFilter& filter, bool positive_only) const +std::vector<OutputGroup> CWallet::GroupOutputs(const std::vector<COutput>& outputs, const CoinSelectionParams& coin_sel_params, const CoinEligibilityFilter& filter, bool positive_only) const { std::vector<OutputGroup> groups_out; - if (separate_coins) { - // Single coin means no grouping. Each COutput gets its own OutputGroup. + if (!coin_sel_params.m_avoid_partial_spends) { + // Allowing partial spends means no grouping. Each COutput gets its own OutputGroup. for (const COutput& output : outputs) { // Skip outputs we cannot spend if (!output.fSpendable) continue; @@ -4238,11 +4231,11 @@ std::vector<OutputGroup> CWallet::GroupOutputs(const std::vector<COutput>& outpu CInputCoin input_coin = output.GetInputCoin(); // Make an OutputGroup containing just this output - OutputGroup group{effective_feerate, long_term_feerate}; + OutputGroup group{coin_sel_params}; group.Insert(input_coin, output.nDepth, output.tx->IsFromMe(ISMINE_ALL), ancestors, descendants, positive_only); // Check the OutputGroup's eligibility. Only add the eligible ones. - if (positive_only && group.effective_value <= 0) continue; + if (positive_only && group.GetSelectionAmount() <= 0) continue; if (group.m_outputs.size() > 0 && group.EligibleForSpending(filter)) groups_out.push_back(group); } return groups_out; @@ -4268,7 +4261,7 @@ std::vector<OutputGroup> CWallet::GroupOutputs(const std::vector<COutput>& outpu if (groups.size() == 0) { // No OutputGroups for this scriptPubKey yet, add one - groups.emplace_back(effective_feerate, long_term_feerate); + groups.emplace_back(coin_sel_params); } // Get the last OutputGroup in the vector so that we can add the CInputCoin to it @@ -4279,7 +4272,7 @@ std::vector<OutputGroup> CWallet::GroupOutputs(const std::vector<COutput>& outpu // to avoid surprising users with very high fees. if (group->m_outputs.size() >= OUTPUT_GROUP_MAX_ENTRIES) { // The last output group is full, add a new group to the vector and use that group for the insertion - groups.emplace_back(effective_feerate, long_term_feerate); + groups.emplace_back(coin_sel_params); group = &groups.back(); } @@ -4301,7 +4294,7 @@ std::vector<OutputGroup> CWallet::GroupOutputs(const std::vector<COutput>& outpu } // Check the OutputGroup's eligibility. Only add the eligible ones. - if (positive_only && group.effective_value <= 0) continue; + if (positive_only && group.GetSelectionAmount() <= 0) continue; if (group.m_outputs.size() > 0 && group.EligibleForSpending(filter)) groups_out.push_back(group); } } diff --git a/src/wallet/wallet.h b/src/wallet/wallet.h index 028131174f..1f4150b702 100644 --- a/src/wallet/wallet.h +++ b/src/wallet/wallet.h @@ -612,47 +612,6 @@ 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() {} -}; - class WalletRescanReserver; //forward declarations for ScanForWalletTransactions/RescanFromTime /** * A CWallet maintains a set of transactions and balances, and provides the ability to create new transactions. @@ -883,7 +842,7 @@ public: bool IsSpentKey(const uint256& hash, unsigned int n) const EXCLUSIVE_LOCKS_REQUIRED(cs_wallet); void SetSpentKeyState(WalletBatch& batch, const uint256& hash, unsigned int n, bool used, std::set<CTxDestination>& tx_destinations) EXCLUSIVE_LOCKS_REQUIRED(cs_wallet); - std::vector<OutputGroup> GroupOutputs(const std::vector<COutput>& outputs, bool separate_coins, const CFeeRate& effective_feerate, const CFeeRate& long_term_feerate, const CoinEligibilityFilter& filter, bool positive_only) const; + std::vector<OutputGroup> GroupOutputs(const std::vector<COutput>& outputs, const CoinSelectionParams& coin_sel_params, const CoinEligibilityFilter& filter, bool positive_only) const; /** Display address on an external signer. Returns false if external signer support is not compiled */ bool DisplayAddress(const CTxDestination& dest) EXCLUSIVE_LOCKS_REQUIRED(cs_wallet); |