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-rw-r--r--src/wallet/coinselection.cpp31
-rw-r--r--src/wallet/coinselection.h52
-rw-r--r--src/wallet/wallet.cpp27
-rw-r--r--src/wallet/wallet.h43
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);