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path: root/src/wallet/coinselection.cpp
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2022-01-06Add src/wallet/* code to wallet:: namespaceRussell Yanofsky
2021-12-30scripted-diff: Bump copyright headersHennadii Stepanov
-BEGIN VERIFY SCRIPT- ./contrib/devtools/copyright_header.py update ./ -END VERIFY SCRIPT- Commits of previous years: * 2020: fa0074e2d82928016a43ca408717154a1c70a4db * 2019: aaaaad6ac95b402fe18d019d67897ced6b316ee0
2021-12-13wallet: Replace Assume with Assert where needed in coinselectionMarcoFalke
2021-12-09Merge bitcoin/bitcoin#22019: wallet: Introduce SelectionResult for ↵W. J. van der Laan
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
2021-12-05Return SelectionResult from SelectCoinsSRDAndrew Chow
Changes SelectCoinsSRD to return a SelectionResult.
2021-12-05Return SelectionResult from KnapsackSolverAndrew Chow
Returns a std::optional<SelectionResult> from KnapsackSolver instead of using out parameters for the inputs set and selected value.
2021-12-05Return SelectionResult from SelectCoinsBnBAndrew Chow
Removes coins_out and value_ret has SelectCoinsBnB return a std::optional<SelectionResult>
2021-12-05Introduce SelectionResult structAndrew Chow
Introduces a SelectionResult struct which contains the set of selected inputs and the total transaction fee for the transaction. This will be used by the various SelectCoins* functions. Additionally helpers are provided to compute the total input value and result comparisons.
2021-10-11Fix typo and grammarHeebs
Fix typo and grammar in the coin selection algorithm's description.
2021-10-05Merge bitcoin/bitcoin#22951: consensus: move amount.h into consensusMarcoFalke
9d0379cea6c164610d05287ae6dd4e66f35b92b3 consensus: use <cstdint> over <stdint.h> in amount.h (fanquake) 863e52fe63a67fa020fb1ef527b9095a35ab77a5 consensus: make COIN & MAX_MONEY constexpr (fanquake) d09071da5bc997f2de1f55ca7a9babc3d7619329 [MOVEONLY] consensus: move amount.h into consensus (fanquake) Pull request description: A first step (of a few) towards some source code reorganization, as well as making libbitcoinconsensus slightly more self contained. Related to #15732. ACKs for top commit: MarcoFalke: concept ACK 9d0379cea6c164610d05287ae6dd4e66f35b92b 🏝 Tree-SHA512: 97fc79262dcb8c00996852a288fee69ddf8398ae2c95700bba5b326f1f38ffcfaf8fa66e29d0cb446d9b3f4e608a96525fae0c2ad9cd531ad98ad2a4a687cd6a
2021-09-30Merge bitcoin/bitcoin#23104: log: Avoid breaking single log lines over ↵W. J. van der Laan
multiple lines in the log file 2222c04e1b9960030cb590c789a0d2375add4544 log: Adjust coin selection log string (MarcoFalke) fa6c1e850f3a96f884ba8a635b72d3abea1f4e56 test: Fix typos in tests (MarcoFalke) faeae2980fa2493391cdced20950a991e28cf47d log: Avoid broken DEBUG_LOCKORDER log (MarcoFalke) faffaa85cde32b621f598a8ea8dceae34f33f021 log: Avoid broken SELECTCOINS log (MarcoFalke) Pull request description: Follow up to commit d8b4b3077fd20c90b635eff1dd240bdad9725027 ACKs for top commit: laanwj: re-ACK 2222c04e1b9960030cb590c789a0d2375add4544 practicalswift: cr ACK 2222c04e1b9960030cb590c789a0d2375add4544 Tree-SHA512: e0daf76815a1b7c4898ceffedeaf7ede093223abf709874f9a0d78c8e41551c14e8b56d055c8fdf06ec698df64e67dfc168bbd8716131b23648d1d1294fa6636
2021-09-30[MOVEONLY] consensus: move amount.h into consensusfanquake
Move amount.h to consensus/amount.h. Renames, adds missing and removes uneeded includes.
2021-09-29log: Adjust coin selection log stringMarcoFalke
Replace the outdated function name with words from the English language. Logging the function name can be toggled with -logsourcelocations.
2021-09-27log: Avoid broken SELECTCOINS logMarcoFalke
Before this patch, the log might be corrupted by other threads logging at the same time. For example, another RPC thread: [httpworker.1] [default wallet] keypool reserve 1296 [httpworker.1] SelectCoins() best subset: Received a POST request for / from 127.0.0.1:53732 [httpworker.3] ThreadRPCServer method=getnetworkinfo user=__cookie__ [httpworker.1] 0.78125 0.1953125 0.02441406 0.00610351 0.00305175 0.00152587 total 1.01025417
2021-09-23Add SelectCoinsSRD functionAndrew Chow
2021-08-27Add waste metric calculation functionAndrew Chow
2021-08-13wallet: Use GetSelectionAmount for target value calculationsAndrew Chow
For target value calculations, GetSelectionAmount should be used, not m_effective_value or m_value. Specifically, ApproximateBestSubset mistakenly uses m_value when calculating whether the target value has been met. This has been changed to use GetSelectionAmount.
2021-05-19Have OutputGroup determine the value to useAndrew Chow
Instead of hijacking the effective_feerate to use the correct value during coin selection, have OutputGroup be aware of whether we are subtracting the fee from the outputs and provide the correct value to use for selection. To do this, OutputGroup now takes CoinSelectionParams and has a new function GetSelectionAmount().
2021-05-19Have KnapsackSolver actually use effective valuesAndrew Chow
Although the CreateTransaction loop currently remains, it should be largely unused. KnapsackSolver will now account for transaction fees when doing its selection. In the previous commit, SelectCoinsMinConf was refactored to have some calculations become shared for KnapsackSolver and SelectCoinsBnB. In this commit, KnapsackSolver will now use the not_input_fees and effective_feerate so that it include the fee for non-input things (excluding a change output) so that the algorithm will select enough to cover those fees. This is necessary for selecting on effective values. Additionally, the OutputGroups created for KnapsackSolver will actually have their effective values calculated and set, and KnapsackSolver will do its selection on those effective values. Lastly, SelectCoins is modified to use the same value for preselected inputs for BnB and KnapsackSolver. While it will still use the real value when subtracting the fee from outputs, this behavior will be the same regardless of the algo used for selecting additional inputs.
2021-05-19Roll static tx fees into nValueToSelect instead of having it be separateAndrew Chow
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.
2021-05-13scripted-diff: rename some variablesAndrew Chow
actual_target -> selection_target nChange -> change_and_fee -BEGIN VERIFY SCRIPT- sed -i -e 's/actual_target/selection_target/g' src/wallet/coinselection.cpp sed -i -e '2801,3691s/nChange /change_and_fee /g' src/wallet/wallet.cpp sed -i -e '2801,3691s/nChange,/change_and_fee,/g' src/wallet/wallet.cpp sed -i -e '2801,3691s/nChange;/change_and_fee;/g' src/wallet/wallet.cpp -END VERIFY SCRIPT-
2021-03-17refactor: post Optional<> removal cleanupsfanquake
2021-03-15scripted-diff: remove Optional & nulloptfanquake
-BEGIN VERIFY SCRIPT- git rm src/optional.h sed -i -e 's/Optional</std::optional</g' $(git grep -l 'Optional<' src) sed -i -e 's/{nullopt}/{std::nullopt}/g' $(git grep -l 'nullopt' src) sed -i -e 's/ nullopt;/ std::nullopt;/g' $(git grep -l 'nullopt' src) sed -i -e 's/ nullopt)/ std::nullopt)/g' $(git grep -l 'nullopt' src) sed -i -e 's/(nullopt)/(std::nullopt)/g' $(git grep -l 'nullopt' src) sed -i -e 's/ nullopt,/ std::nullopt,/g' $(git grep -l 'nullopt' src) sed -i -e 's/? nullopt :/? std::nullopt :/g' $(git grep -l 'nullopt' src) sed -i -e 's/: nullopt}/: std::nullopt}/g' $(git grep -l 'nullopt' src) sed -i -e '/optional.h \\/d' src/Makefile.am sed -i -e '/#include <optional.h>/d' src/test/fuzz/autofile.cpp src/test/fuzz/buffered_file.cpp src/test/fuzz/node_eviction.cpp sed -i -e 's/#include <optional.h>/#include <optional>/g' $(git grep -l '#include <optional.h>' src) -END VERIFY SCRIPT-
2021-02-01Merge #20040: wallet: Refactor OutputGroups to handle fees and spending ↵Samuel Dobson
eligibility on grouping 5d4597666d589e39354e0d8dd5b2afbe1a5d7d8e Rewrite OutputGroups to be clearer and to use scriptPubKeys (Andrew Chow) f6b305273910db0e46798d361413a7e878cb45f7 Explicitly filter out partial groups when we don't want them (Andrew Chow) 416d74fb1687ae1d47a58c153d09d9afe0b6dc60 Move OutputGroup positive only filtering into Insert (Andrew Chow) d895e98b594b873f3d34c8ba63e9b55125d51b5a Move EligibleForSpending into GroupOutputs (Andrew Chow) 99b399aba5d27476b61b4865cc39553d03965d57 Move fee setting of OutputGroup to Insert (Andrew Chow) 6148a8acda5e594bb9b3b2d989056f9e03ddbdbd Move GroupOutputs into SelectCoinsMinConf (Andrew Chow) 2acad036575ec998f8bbe4f10f6206b1c8ad3d23 Remove OutputGroup non-default constructors (Andrew Chow) Pull request description: Even after #17458, we still deal with setting fees of an `OutputGroup` and filtering the `OutputGroup` outside of the struct. We currently make all of the `OutputGroup`s in `SelectCoins` and then copy and modify them within each `SelectCoinsMinConf` scenario. This PR changes this to constructing the `OutputGroup`s within the `SelectCoinsMinConf` so that the scenario can be taken into account during the group construction. Furthermore, setting of fees and filtering for effective value is moved into `OutputGroup::Insert` itself so that we don't add undesirable outputs to an `OutputGroup` rather than deleting them afterwards. To facilitate fee calculation and effective value filtering during `OutputGroup::Insert`, `OutputGroup` now takes the feerates in its constructor and computes the fees and effective value for each output during `Insert`. While removing `OutputGroup`s in accordance with the `CoinEligibilityFilter` still requires creating the `OutputGroup`s first, we can do that within the function that makes them - `GroupOutput`s. ACKs for top commit: Xekyo: Code review ACK: https://github.com/bitcoin/bitcoin/pull/20040/commits/5d4597666d589e39354e0d8dd5b2afbe1a5d7d8e fjahr: Code review ACK 5d4597666d589e39354e0d8dd5b2afbe1a5d7d8e meshcollider: Light utACK 5d4597666d589e39354e0d8dd5b2afbe1a5d7d8e Tree-SHA512: 35965b6d49a87f4ebb366ec4f00aafaaf78e9282481ae2c9682b515a3a9f2cbcd3cd6e202fee29489d48fe7f3a7cede4270796f5e72bbaff76da647138fb3059
2020-12-31scripted-diff: Bump copyright headersMarcoFalke
-BEGIN VERIFY SCRIPT- ./contrib/devtools/copyright_header.py update ./ -END VERIFY SCRIPT-
2020-10-02Move OutputGroup positive only filtering into InsertAndrew Chow
2020-09-29Move fee setting of OutputGroup to InsertAndrew Chow
OutputGroup will handle the fee and effective value computations inside of Insert. It now needs to take the effective feerate and long term feerates as arguments to its constructor.
2020-08-11Refactor OutputGroups to handle effective values, fees, and filteringAndrew Chow
Instead of having callers set the fees, effective values, and filtering of outputs, do these within OutputGroups themselves as member functions. m_fee and m_long_term_fee is added to OutputGroup to track the fees of the OutputGroup.
2020-07-30Use real value when calculating OutputGroup valueAndrew Chow
OutputGroup::m_value is the true value, not the effective value, so use the true values of the outputs, not their effective values.
2020-03-04bnb: exit selection when best_waste is 0Andrew Chow
If we find a solution which has no waste, just use that. This solution is what we would consider to be optimal, and other solutions we find would have to also have 0 waste, so they are equivalent to the first one with 0 waste. Thus we can optimize by just choosing the first one with 0 waste.
2019-12-30scripted-diff: Bump copyright of files changed in 2019MarcoFalke
-BEGIN VERIFY SCRIPT- ./contrib/devtools/copyright_header.py update ./ -END VERIFY SCRIPT-
2019-10-30refactor: Replace all uses of boost::optional with our own Optional typeWladimir J. van der Laan
After this: - `boost::optional` is no longer used directly (only through `Optional` which is an alias for it) - `boost/optional.hpp` is only included in one place
2018-12-12Introduce a Shuffle for FastRandomContext and use it in wallet and coinselectionPieter Wuille
2018-11-04scripted-diff: Move util files to separate directory.Jim Posen
-BEGIN VERIFY SCRIPT- mkdir -p src/util git mv src/util.h src/util/system.h git mv src/util.cpp src/util/system.cpp git mv src/utilmemory.h src/util/memory.h git mv src/utilmoneystr.h src/util/moneystr.h git mv src/utilmoneystr.cpp src/util/moneystr.cpp git mv src/utilstrencodings.h src/util/strencodings.h git mv src/utilstrencodings.cpp src/util/strencodings.cpp git mv src/utiltime.h src/util/time.h git mv src/utiltime.cpp src/util/time.cpp sed -i 's/<util\.h>/<util\/system\.h>/g' $(git ls-files 'src/*.h' 'src/*.cpp') sed -i 's/<utilmemory\.h>/<util\/memory\.h>/g' $(git ls-files 'src/*.h' 'src/*.cpp') sed -i 's/<utilmoneystr\.h>/<util\/moneystr\.h>/g' $(git ls-files 'src/*.h' 'src/*.cpp') sed -i 's/<utilstrencodings\.h>/<util\/strencodings\.h>/g' $(git ls-files 'src/*.h' 'src/*.cpp') sed -i 's/<utiltime\.h>/<util\/time\.h>/g' $(git ls-files 'src/*.h' 'src/*.cpp') sed -i 's/BITCOIN_UTIL_H/BITCOIN_UTIL_SYSTEM_H/g' src/util/system.h sed -i 's/BITCOIN_UTILMEMORY_H/BITCOIN_UTIL_MEMORY_H/g' src/util/memory.h sed -i 's/BITCOIN_UTILMONEYSTR_H/BITCOIN_UTIL_MONEYSTR_H/g' src/util/moneystr.h sed -i 's/BITCOIN_UTILSTRENCODINGS_H/BITCOIN_UTIL_STRENCODINGS_H/g' src/util/strencodings.h sed -i 's/BITCOIN_UTILTIME_H/BITCOIN_UTIL_TIME_H/g' src/util/time.h sed -i 's/ util\.\(h\|cpp\)/ util\/system\.\1/g' src/Makefile.am sed -i 's/utilmemory\.\(h\|cpp\)/util\/memory\.\1/g' src/Makefile.am sed -i 's/utilmoneystr\.\(h\|cpp\)/util\/moneystr\.\1/g' src/Makefile.am sed -i 's/utilstrencodings\.\(h\|cpp\)/util\/strencodings\.\1/g' src/Makefile.am sed -i 's/utiltime\.\(h\|cpp\)/util\/time\.\1/g' src/Makefile.am sed -i 's/-> util ->/-> util\/system ->/' test/lint/lint-circular-dependencies.sh sed -i 's/src\/util\.cpp/src\/util\/system\.cpp/g' test/lint/lint-format-strings.py test/lint/lint-locale-dependence.sh sed -i 's/src\/utilmoneystr\.cpp/src\/util\/moneystr\.cpp/g' test/lint/lint-locale-dependence.sh sed -i 's/src\/utilstrencodings\.\(h\|cpp\)/src\/util\/strencodings\.\1/g' test/lint/lint-locale-dependence.sh sed -i 's/src\\utilstrencodings\.cpp/src\\util\\strencodings\.cpp/' build_msvc/libbitcoinconsensus/libbitcoinconsensus.vcxproj -END VERIFY SCRIPT-
2018-08-24util: Replace boost::signals2 with std::functionMarcoFalke
2018-08-08Merge #13780: 0.17: Pre-branch maintenanceWladimir J. van der Laan
3fc20632a3ad30809356a58d2cf0ea4a4ad4cec3 qt: Set BLOCK_CHAIN_SIZE = 220 (DrahtBot) 2b6a2f4a28792f2fe9dc1be843b1ff1ecae35e8a Regenerate manpages (DrahtBot) eb7daf4d600eeb631427c018a984a77a34aca66e Update copyright headers to 2018 (DrahtBot) Pull request description: Some trivial maintenance to avoid having to do it again after the 0.17 branch off. (The scripts to do this are in `./contrib/`) Tree-SHA512: 16b2af45e0351b1c691c5311d48025dc6828079e98c2aa2e600dc5910ee8aa01858ca6c356538150dc46fe14c8819ed8ec8e4ec9a0f682b9950dd41bc50518fa
2018-07-31wallet: sum ancestors rather than taking max in output groupsKarl-Johan Alm
2018-07-27Update copyright headers to 2018DrahtBot
2018-07-24Merge #12257: [wallet] Use destination groups instead of coins in coin selectWladimir J. van der Laan
232f96f5c8a3920c09db92f4dbac2ad7d10ce8cf doc: Add release notes for -avoidpartialspends (Karl-Johan Alm) e00b4699cc6d2ee5697d38dd6607eb2631c9b77a clean-up: Remove no longer used ivars from CInputCoin (Karl-Johan Alm) 43e04d13b1ffc02b1082176e87f420198b40c7b1 wallet: Remove deprecated OutputEligibleForSpending (Karl-Johan Alm) 0128121101fb3ee82f3abd3973a967a4226ffe0e test: Add basic testing for wallet groups (Karl-Johan Alm) 59d6f7b4e2f847ec1f2ff46c84e6157655984f85 wallet: Switch to using output groups instead of coins in coin selection (Karl-Johan Alm) 87ebce25d66952f5ce565bb5130dcf5e24049872 wallet: Add output grouping (Karl-Johan Alm) bb629cb9dc567cc819724d9f4852652926e60cbf Add -avoidpartialspends and m_avoid_partial_spends (Karl-Johan Alm) 65b3eda458221644616d0fdd6ba0fe01bdbce893 wallet: Add input bytes to CInputCoin (Karl-Johan Alm) a443d7a0ca333b0bae63e04b5d476f9ad9c7aeac moveonly: CoinElegibilityFilter into coinselection.h (Karl-Johan Alm) 173e18a289088c6087ba6fac708e322aa63b7a94 utils: Add insert() convenience templates (Karl-Johan Alm) Pull request description: This PR adds an optional (off by default) `-avoidpartialspends` flag, which changes coin select to use output groups rather than outputs, where each output group corresponds to all outputs with the same destination. It is a privacy improvement, as each time you spend some output, any other output that is publicly associated with the destination (address) will also be spent at the same time, at the cost of fee increase for cases where coin select without group restriction would find a more optimal set of coins (see example below). For regular use without address reuse, this PR should have no effect on the user experience whatsoever; it only affects users who, for some reason, have multiple outputs with the same destination (i.e. address reuse). Nodes with this turned off will still try to avoid partial spending, if the fee of the resulting transaction is not greater than the fee of the original transaction. Example: a node has four outputs linked to two addresses `A` and `B`: * 1.0 btc to `A` * 0.5 btc to `A` * 1.0 btc to `B` * 0.5 btc to `B` The node sends 0.2 btc to `C`. Without `-avoidpartialspends`, the following coin selection will occur: * 0.5 btc to `A` or `B` is picked * 0.2 btc is output to `C` * 0.3 - fee is output to (unique change address) With `-avoidpartialspends`, the following will instead happen: * Both of (0.5, 1.0) btc to `A` or `B` is picked (one or the other pair) * 0.2 btc is output to `C` * 1.3 - fee is output to (unique change address) As noted, the pro here is that, assuming nobody sends to the address after you spend from it, you will only ever use one address once. The con is that the transaction becomes slightly larger in this case, because it is overpicking outputs to adhere to the no partial spending rule. This complements #10386, in particular it addresses @luke-jr and @gmaxwell's concerns in https://github.com/bitcoin/bitcoin/pull/10386#issuecomment-300667926 and https://github.com/bitcoin/bitcoin/pull/10386#issuecomment-302361381. Together with `-avoidreuse`, this fully addresses the concerns in #10065 I believe. Tree-SHA512: 24687a4490ba59cf4198ed90052944ff4996653a4257833bb52ed24d058b3e924800c9b3790aeb6be6385b653b49e304453e5d7ff960e64c682fc23bfc447621
2018-07-24wallet: Switch to using output groups instead of coins in coin selectionKarl-Johan Alm
2018-07-24wallet: Add output groupingKarl-Johan Alm
2018-07-18Remove redundant statementpracticalswift
2018-05-02Add missing newlines to LogPrint debug loggingWladimir J. van der Laan
The linter only checked `LogPrintf`, not `LogPrint`. Fix the remaining cases.
2018-03-13Move current coin selection algorithm to coinselection.{cpp,h}Andrew Chow
Moves the current coin selection algorithm out of SelectCoinsMinConf and puts it in coinselection.{cpp,h}. The new function, KnapsackSolver, instead of taking a vector of COutputs, will take a vector of CInputCoins that is prepared by SelectCoinsMinConf.
2018-03-13Implement Branch and Bound coin selection in a new fileAndrew Chow
Create a new file for coin selection logic and implement the BnB algorithm in it.