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Both `GetSelectionWaste()` and `ComputeAndSetWaste()` now are part of
`SelectionResult`. Instead of `ComputeAndSetWaste()` being a wrapper for
`GetSelectionWaste()`, we combine them to a new function
`RecalculateWaste()`.
As I was combining the logic of the two functions, I noticed that
`GetSelectionWaste()` was making the odd assumption that the
`change_cost` being set to zero means that no change is created.
However, if we build transactions at a feerate of zero with the
`discard_feerate` also set to zero, we'd organically have a
`change_cost` of zero, even when we create change on a transaction.
This commit cleans up this duplicate meaning of `change_cost` and relies
on `GetChange()` to figure out whether there is change on basis of the
`min_viable_change` and whatever is left after deducting fees.
Since this broke a bunch of tests that relied on the double-meaning of
`change_cost` a bunch of tests had to be fixed.
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At the end of coin selection reduce the fees by the difference between
the individual bump fee estimates and the collective bump fee estimate.
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Optimizes coin selection by performing the "group outputs"
procedure only once, outside the "attempt selection" process.
Avoiding the repeated execution of the 'GroupOutputs' operation
that occurs on each coin eligibility filters (up to 8 of them);
then for every coin vector type plus one for all the coins together.
This also let us not perform coin selection over coin eligibility
filtered groups that don't add new elements.
(because, if the previous round failed, and the subsequent one has
the same coins, then this new round will fail again).
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Initial steps towards sharing COutput instances across all possible
OutputGroups (instead of copying them time after time).
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And not hide it inside the `OutputGroup::Insert` method.
This method does not return anything if insertion fails.
We can know before calling `Insert` whether the coin
will be accepted or not.
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we are not using it anymore
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-BEGIN VERIFY SCRIPT-
./contrib/devtools/copyright_header.py update ./
-END VERIFY SCRIPT-
Commits of previous years:
- 2021: f47dda2c58b5d8d623e0e7ff4e74bc352dfa83d7
- 2020: fa0074e2d82928016a43ca408717154a1c70a4db
- 2019: aaaaad6ac95b402fe18d019d67897ced6b316ee0
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no-functional changes. Only have set the priority level explicitly
on every BENCHMARK macro call.
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switch to new methods, remove old code. this also
updates the Size, All, and Clear methods to now use
the coins map.
this commit is not strictly a refactor because previously
coin selection was never run over the UNKNOWN type until the last
step when being run over all. now that we are iterating over each,
it is run over UNKNOWN but this is expected to be empty most of the time.
Co-authored-by: furszy <matiasfurszyfer@protonmail.com>
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Run coin selection on each OutputType separately, choosing the best
solution according to the waste metric.
This is to avoid mixing UTXOs that are of different OutputTypes,
which can hurt privacy.
If no single OutputType can fund the transaction, then coin selection
considers the entire wallet, potentially mixing (current behavior).
This is done inside AttemptSelection so that all OutputTypes are
considered at each back-off in coin selection.
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Pass the whole CoinsResult struct to SelectCoins instead of only a
vector. This means we now have to remove preselected coins from each
OutputType vector and shuffle each vector individually.
Pass the whole CoinsResult struct to AttemptSelection. This involves
moving the logic in AttemptSelection to a newly named function,
ChooseSelectionResult. This will allow us to run ChooseSelectionResult
over each OutputType in a later commit. This ensures the backoffs work
properly.
Update unit and bench tests to use CoinResult.
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Previously in COutput, effective_value was initialized as the absolute
value of the txout, and fee as 0. effective_value along with fee were
calculated outside of the COutput constructor and set after the
object had been initialized. These changes will allow either the fee
or the feerate to be passed in a COutput constructor. If either are
provided, fee and effective_value are calculated and set in the
constructor. As a result, AvailableCoins also needs to be passed the
feerate when utxos are being spent. When balance is calculated or the
coins are being listed and feerate is neither available nor required,
AvailableCoinsListUnspent is used instead, which runs AvailableCoins
while providing the default value for feerate. Unit tests for the
calculation of effective value have also been added.
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no behavior changes, since the target is always MIN_CHANGE
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049003fe68a4183f6f20da16f58f10079d1e02df coinselection: Remove COutput operators == and != (Andrew Chow)
f6c39c6adb6cbf9c87f04d3d667701905ef5c0a0 coinselection: Remove CInputCoin (Andrew Chow)
70f31f1a81710aa59e95770de9a84bf58cbce1e8 coinselection: Use COutput instead of CInputCoin (Andrew Chow)
14fbb57b79c664090f6a4e60d7bdfc9759ff4307 coinselection: Add effective value and fees to COutput (Andrew Chow)
f0821230b8de2eec21a869d1edf9e2b9f502de25 moveonly: move COutput to coinselection.h (Andrew Chow)
42e974e15c6deba1d9395a4da9341c9ebec6e8e5 wallet: Remove CWallet and CWalletTx from COutput's constructor (Andrew Chow)
14d04d5ad15ae56df56edee7ca9a202b52037889 wallet: Replace CWalletTx in COutput with COutPoint and CTxOut (Andrew Chow)
0ba4d1916e26e2a5d603edcdb7625463989d25b6 wallet: Provide input bytes to COutput (Andrew Chow)
d51f27d3bb0d6e3ca55bcd23ce53e4fe413a9360 wallet: Store whether a COutput is from the wallet (Andrew Chow)
b799814bbd53736b79495072f3c9e05989a465e8 wallet: Store tx time in COutput (Andrew Chow)
46022953ee2e8113167bafd1fd48a383a578b13c wallet: Remove use_max_sig default value (Andrew Chow)
10379f007fd2c18f4cd24d0a0783d6d929f45556 scripted-diff: Rename COutput member variables (Andrew Chow)
c7c64db41e1718584aa2f30ff27f60ab0966de62 wallet: cleanup COutput constructor (Andrew Chow)
Pull request description:
While working on coin selection code, it occurred to me that `CInputCoin` is really a subset of `COutput` and the conversion of a `COutput` to a `CInputCoin` does not appear to be all that useful. So this PR adds fields that are present in `CInputCoin` to `COutput` and replaces the usage of `CInputCoin` with `COutput`.
`COutput` is also moved to coinselection.h. As part of this move, the usage of `CWalletTx` is removed from `COutput`. It is instead replaced by storing a `COutPoint` and the `CTxOut` rather than the entire `CWalletTx` as coin selection does not really need the full `CWalletTx`. The `CWalletTx` was only used for figuring out whether the transaction containing the output was from the current wallet, and for the transaction's time. These are now parameters to `COutput`'s constructor.
ACKs for top commit:
ryanofsky:
Code review ACK 049003fe68a4183f6f20da16f58f10079d1e02df, just adding comments and removing == operators since last review
w0xlt:
reACK 049003f
Xekyo:
reACK 049003fe68a4183f6f20da16f58f10079d1e02df
Tree-SHA512: 048b4cd620a0415e1d9fe8597257ee4bc64656566e1d28a9bdd147d6d72dc87c3f34a3339fa9ab6acf42c388df7901fc4ee900ccaabc3de790ffad162b544c15
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It is no longer needed as everything it was doing is now done by COutput
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Also rename setPresetCoins to preset_coins
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Instead of determining whether the containing transaction is from the
wallet dynamically as needed, just pass it in to COutput and store it.
The transaction ownership isn't going to change.
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As we change the constructor for COutput, it becomes somewhat dangerous
if there are default values.
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Update the member variables to match the new style
-BEGIN VERIFY SCRIPT-
sed -i 's/fSpendableIn/spendable/' $(git grep -l "fSpendableIn")
sed -i 's/fSpendable/spendable/' $(git grep -l "fSpendable")
sed -i 's/fSolvableIn/solvable/' $(git grep -l "fSolvableIn")
sed -i 's/fSolvable/solvable/' $(git grep -l "fSolvable")
sed -i 's/fSafeIn/safe/' $(git grep -l "fSafeIn")
sed -i 's/fSafe/safe/' $(git grep -l "fSafe")
sed -i 's/nInputBytes/input_bytes/' $(git grep -l "nInputBytes")
sed -i 's/nDepthIn/depth/' $(git grep -l "nDepthIn" src/wallet src/bench)
sed -i 's/nDepth/depth/' src/wallet/spend.h
sed -i 's/\.nDepth/.depth/' $(git grep -l "\.nDepth" src/wallet/)
sed -i 's/nDepth, FormatMoney/depth, FormatMoney/' src/wallet/spend.cpp
-END VERIFY SCRIPT-
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-BEGIN VERIFY SCRIPT-
./contrib/devtools/copyright_header.py update ./
-END VERIFY SCRIPT-
Commits of previous years:
* 2020: fa0074e2d82928016a43ca408717154a1c70a4db
* 2019: aaaaad6ac95b402fe18d019d67897ced6b316ee0
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encapsulating a coin selection solution
05300c14392facf38330eb4fcd8e695a838b76f3 Use SelectionResult in SelectCoins (Andrew Chow)
9d9b101d2019d8237546eedd022e74519feb07bb Use SelectionResult in AttemptSelection (Andrew Chow)
bb50850a447bdf461ffb76d47d4a4db904fce324 Use SelectionResult for waste calculation (Andrew Chow)
e8f7ae5eb3c682d1a80b503f71e06ce76af1b65c Make an OutputGroup for preset inputs (Andrew Chow)
51a9c00b4de707e0a6a1a68ca6f8e38d86c72d94 Return SelectionResult from SelectCoinsSRD (Andrew Chow)
0ef6184575e77b17f5ec6d7ca086900aca79f6d7 Return SelectionResult from KnapsackSolver (Andrew Chow)
60d2ca72e3f4c56433c63b929a88e7a2def06399 Return SelectionResult from SelectCoinsBnB (Andrew Chow)
a339add471717623915cd1a846ade4dab2c89deb Make member variables of SelectionResult private (Andrew Chow)
cbf0b9f4ff438865a71c7ceb0a543c18a34f41f0 scripted-diff: Use SelectionResult in coin selector tests (Andrew Chow)
9d1d86da04d5d4768975338841285e90b01130b8 Introduce SelectionResult struct (Andrew Chow)
94d851d28cb909a8f1f8ab795f1d9fc74bebfc7f Fix bnb_search_test to use set equivalence for (Andrew Chow)
Pull request description:
Instead of returning a set of selected coins and their total value as separate items, encapsulate both of these, and other variables, into a new `SelectionResult` struct. This allows us to have all of the things relevant to a coin selection solution be in a single object. `SelectionResult` enables us to implement the waste calculation in a cleaner way.
All of the coin selection functions (`SelectCoinsBnB`, `KnapsackSolver`, `AttemptSelection`, and `SelectCoins`) are changed to use a `SelectionResult` as the output parameter.
Based on #22009
ACKs for top commit:
laanwj:
Code review ACK 05300c14392facf38330eb4fcd8e695a838b76f3
Tree-SHA512: e4dbb4d78a6cda9c237d230b19e7265591efac5a101a64e6970f0654e2c4f93d13bb5d07b98e8c7b8d37321753dbfc94c28c3a7810cb1c59b5bc29b08a8493ef
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Replace setCoinsRet and nValueRet with a SelectionResult in
AttemptSelection
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Removes coins_out and value_ret has SelectCoinsBnB return a
std::optional<SelectionResult>
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Current CWalletTx state representation makes it possible to set
inconsistent states that won't be handled correctly by wallet sync code
or serialized & deserialized back into the same form.
For example, it is possible to call setConflicted without setting a
conflicting block hash, or setConfirmed with no transaction index. And
it's possible update individual m_confirm and fInMempool data fields
without setting an overall consistent state that can be serialized and
handled correctly.
Fix this without changing behavior by using std::variant, instead of an
enum and collection of fields, to represent sync state, so state
tracking code is safer and more legible.
This is a first step to fixing state tracking bugs
https://github.com/bitcoin-core/bitcoin-devwiki/wiki/Wallet-Transaction-Conflict-Tracking,
by adding an extra margin of safety that can prevent new bugs from being
introduced as existing bugs are fixed.
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Co-authored-by: Russell Yanofsky <russ@yanofsky.org>
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For wallet related benchmarks that need a ScriptPubKeyMan for operation,
use a DescriptorScriptPubKeyMan
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Followup to commit "MOVEONLY: CWallet transaction code out of
wallet.cpp/.h" that detaches and renames some CWalletTx methods, making
into them into standalone functions or CWallet methods instead.
There are no changes in behavior and no code changes that aren't purely
mechanical. It just gives spend and receive functions more consistent
names and removes the circular dependencies added by the earlier
MOVEONLY commit.
There are also no comment or documentation changes. Removed comments
from transaction.h are just migrated to spend.h, receive.h, and
wallet.h.
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SelectCoinsMinConf is a bit of a misnomer now since it really just does
all of the coin selection given some parameters. So rename this to
something less annoying to say and makes a bit more sense.
-BEGIN VERIFY SCRIPT-
sed -i 's/SelectCoinsMinConf/AttemptSelection/g' $(git grep -l SelectCoinsMinConf ./src)
-END VERIFY SCRIPT-
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These booleans are no longer needed
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The fees for transaction overhead and recipient outputs are now included
in nTargetValue instead of being a separate parameter. For the coin
selection algorithms, it doesn't matter that these are separate as in
either case, the algorithm needs to select enough to cover these fees.
Note that setting nValueToSelect is changed as it now includes
not_input_fees. Without the change to how nValueToSelect is increased
for KnapsackSolver, this would result in overpaying fees. The change to
increase by the difference between nFeeRet and not_input_fees allows
this to have the same behavior as previously.
Additionally, because we assume that KnapsackSolver will always find a
solution that requires change (we assume that BnB always finds a
non-change solution), we also include the fee for the change output in
KnapsackSolver's target. As part of this, we also use the changeless
nFeeRet when iterating for KnapsackSolver. This is because we include
the change fee when doing KnapsackSolver, so nFeeRet on further
iterations won't include the change fee.
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selection
f9cd2bfbccb7a2b8ff07cec5f6d2adbeca5f07c3 Rename CoinSelectionParams::effective_fee to m_effective_feerate (Andrew Chow)
bdd0c2934b7f389ffcfae3b602ee3ecee8581acd wallet: Move discard feerate fetching to CreateTransaction (Andrew Chow)
448d04b931f86941903e855f831249ff5ec77485 wallet: Move long term feerate setting to CreateTransaction (Andrew Chow)
e2f429e6bbf7098f278c0247b954ecd3ba53cf37 wallet: Replace nFeeRateNeeded with effective_fee (Andrew Chow)
1a6a0b0dfb90f9ebd4b86d7934c6aa5594974f5f wallet: Use existing feerate instead of getting a new one (Andrew Chow)
Pull request description:
During coin selection, there are various places where we need to have a feerate. We need the feerate for the transaction itself, the discard fee rate, and long term feerate. Fetching these each time we need them can lead to a race condition where two feerates that should be the same are actually different. One particular instance where this can happen is during the loop in `CreateTransactionInternal`. After inputs are chosen, the expected transaction fee is calculated using a newly fetched feerate. If `pick_new_inputs == false`, the loop will go again with the assumption that the fee for the transaction remains the same. However because the feerate is fetched again, it is possible that it actually isn't and this causes coin selection to fail.
Instead of fetching the feerate each time it is needed, we fetch them all at once at the top of `CreateTransactionInternal`, store them in `CoinSelectionParams`, and use them where needed.
While some of these fee rates probably don't need this caching, I've done it for consistency and the guarantee that they remain the same.
Fixes #19229
ACKs for top commit:
glozow:
reACK https://github.com/bitcoin/bitcoin/commit/f9cd2bfbccb7a2b8ff07cec5f6d2adbeca5f07c3
fjahr:
Code review re-ACK f9cd2bfbccb7a2b8ff07cec5f6d2adbeca5f07c3
Xekyo:
tACK https://github.com/bitcoin/bitcoin/pull/21083/commits/f9cd2bfbccb7a2b8ff07cec5f6d2adbeca5f07c3
meshcollider:
Code review + test run ACK f9cd2bfbccb7a2b8ff07cec5f6d2adbeca5f07c3
Tree-SHA512: be83ff64ba473c3cdd3469c812e214659b6e2a9584c22ed2b1595618fce0d4b35d0901e61068cd1069fc1a8fb911db01dd7312d05c3b8cbafbe2504ab7a3e863
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It's a feerate, not a fee. Also follow the style guide for member names.
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Instead of fetching the discard feerate for each SelectCoinsMinConf
iteration, fetch and cache it once during CreateTransaction so that it
is shared for each SelectCoinsMinConf through
coin_selection_params.m_discard_feerate.
Does not change behavior.
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Instead of setting the long term feerate for each SelectCoinsMinConf
iteration, set it once during CreateTransaction and let it be shared
with each SelectCoinsMinConf through
coin_selection_params.m_long_term_feerate.
Does not change behavior.
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