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CoinGrinder may not be able to exhaustively search all potentially
interesting combinations for large UTXO pools, so we keep track of
whether the search was terminated by the iteration limit.
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CoinGrinder is a DFS-based coin selection algorithm that
deterministically finds the input set with the lowest weight creating a
change output.
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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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When a transaction uses an unconfirmed input, preceding this commit it
would not consider the feerate of the parent transaction. Given a parent
transaction with a lower ancestor feerate, this resulted in the new
transaction's ancestor feerate undershooting the target feerate.
This commit changes how we calculate the effective value of unconfirmed UTXOs.
The effective value of unconfirmed UTXOs is decreased by the fee
necessary to bump its ancestry to the target feerate. This also impacts
the calculation of the waste metric: since the estimate for the current
fee is increased by the bump fees, unconfirmed UTXOs current fees appear less
favorable compared to their unchanged long term fees.
This has one caveat: if multiple UTXOs have overlapping ancestries, each
of their individual estimates will account for bumping all ancestors.
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GetSelectionWaste will need to access more context within a selection
result, and so should be a private member function rather than a static
function. It's only use outside of SelectionResult was for tests which
have now been updated to just make a SelectionResult.
Co-authored-by: Murch <murch@murch.one>
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I discovered via fuzzing of another coin selection approach that at
extremely high feerates SRD may find input sets that lead to
transactions without change outputs. This is an unintended outcome since
SRD is meant to always produce a transaction with a change output—we use
other algorithms to specifically search for changeless solutions.
The issue occures when the flat allowance of 50,000 ṩ for change is
insufficient to pay for the creation of a change output with a non-dust
amount, at and above 1,613 ṩ/vB. Increasing the change budget by
change_fees makes SRD behave as expected at any feerates.
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that exceed the max allowed weight
25ab14712b9d80276016f9fc9bff7fb9c1d09635 refactor: coinselector_tests, unify wallet creation code (furszy)
ba9431c505e1590db6103b9632134985cd4704dc test: coverage for bnb max weight (furszy)
5a2bc45ee0b123e461c5191322ed0b43524c3d82 wallet: clean post coin selection max weight filter (furszy)
2d112584e384de10021c64e4700455d71326824e coin selection: BnB, don't return selection if exceeds max allowed tx weight (furszy)
d3a1c098e4b5df2ebbae20c6e390c3d783950e93 test: coin selection, add coverage for SRD (furszy)
9d9689e5a657956db8a30829c994600ec7d3098b coin selection: heap-ify SRD, don't return selection if exceeds max tx weight (furszy)
6107ec2229c5f5b4e944a6b10d38010c850094ac coin selection: knapsack, select closest UTXO above target if result exceeds max tx size (furszy)
1284223691127e76135a46d251c52416104f0ff1 wallet: refactor coin selection algos to return util::Result (furszy)
Pull request description:
Coming from the following comment https://github.com/bitcoin/bitcoin/pull/25729#discussion_r1029324367.
The reason why we are adding hundreds of UTXO from different sources when the target
amount is covered only by one of them is because only SRD returns a usable result.
Context:
In the test, we create 1515 UTXOs with 0.033 BTC each, and 1 UTXO with 50 BTC. Then
perform Coin Selection to fund 49.5 BTC.
As the selection of the 1515 small UTXOs exceeds the max allowed tx size, the
expectation here is to receive a selection result that only contain the big UTXO.
Which is not happening for the following reason:
Knapsack returns a result that exceeds the max allowed transaction size, when
it should return the closest utxo above the target, so we fallback to SRD who
selects coins randomly up until the target is met. So we end up with a selection
result with lot more coins than what is needed.
ACKs for top commit:
S3RK:
ACK 25ab14712b9d80276016f9fc9bff7fb9c1d09635
achow101:
ACK 25ab14712b9d80276016f9fc9bff7fb9c1d09635
Xekyo:
reACK 25ab14712b9d80276016f9fc9bff7fb9c1d09635
theStack:
Code-review ACK 25ab14712b9d80276016f9fc9bff7fb9c1d09635
Tree-SHA512: 2425de4cc479b4db999b3b2e02eb522a2130a06379cca0418672a51c4076971a1d427191173820db76a0f85a8edfff100114e1c38fb3b5dc51598d07cabe1a60
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Uses a min-effective-value heap, so we can remove the least valuable input/s
while the selected weight exceeds the maximum allowed weight.
Co-authored-by: Murch <murch@murch.one>
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max tx size
The simplest scenario where this is useful is on the 'check_max_weight' unit test
already:
We create 1515 UTXOs with 0.033 BTC each, and 1 UTXO with 50 BTC. Then perform
Coin Selection.
As the selection of the 1515 small UTXOs exceeds the max allowed tx size, the
expectation here is to receive a selection result that only contain the big
UTXO (which is not happening for the reasons stated below).
As knapsack returns a result that exceeds the max allowed transaction size, we
fallback to SRD, which selects coins randomly up until the target is met. So
we end up with a selection result with lot more coins than what is needed.
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we only need the "include unsafe" flag, not all what coin
control stores.
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CWallet::DummySignTx, OutputGroupTypeMap::find
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so the selection processes can retrieve different errors and not
uninformative std::nullopt
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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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The 'GroupOutputs()' function performs the same
calculations for only-positive and mixed groups,
the only difference is that when we look for
only-positive groups, we discard negative utxos.
So, instead of wasting resources calling GroupOutputs()
for positive-only first, then call it again to include
the negative ones in the result, we can execute
GroupOutputs() only once, including in the response
both group types (positive-only and mixed).
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Another step towards the single OutputGroups calculation goal
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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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messages
76dc547ee7b05864e7b1b6c55fc0301d47aa3a15 gui: create tx, launch error dialog if backend throws runtime_error (furszy)
f4d79477ff0946b0bd340ade9251fa38e3b95dd7 wallet: coin selection, add duplicated inputs checks (furszy)
0aa065b14e67592d5be8f46ebbe5d59a083ff0a5 wallet: return accurate error messages from Coin Selection (furszy)
7e8340ab1a970a14e180b1fcf420b46a5657b062 wallet: make SelectCoins flow return util::Result (furszy)
e5e147fe97f706e82bc51358f8bdc355f355be57 wallet: refactor eight consecutive 'AttemptSelection' calls into a loop (furszy)
Pull request description:
Work decoupled from #25806, which cleanup and improves the Coin Selection flow further.
Adding the capability to propagate specific error messages from the Coin Selection process to the user.
Instead of always returning the general "Insufficient funds" message which is not always accurate to what happened internally.
Letting us instruct the user how to proceed under certain circumstances.
The following error messages were added:
1) If the selection result exceeds the maximum transaction weight,
we now will return:
-> "The inputs size exceeds the maximum weight. Please try sending
a smaller amount or manually consolidating your wallet's UTXOs".
2) If the user pre-selected inputs and disallowed the automatic coin
selection process (no other inputs are allowed), we now will
return:
-> "The preselected coins total amount does not cover the transaction
target. Please allow other inputs to be automatically selected or include
more coins manually".
3) The double-counted preset inputs during Coin Selection error will now
throw an "internal bug detected" message instead of crashing the node.
The essence of this work comes from several comments:
1. https://github.com/bitcoin/bitcoin/pull/26560#discussion_r1037395665
2. https://github.com/bitcoin/bitcoin/pull/25729#discussion_r940619491
3. https://github.com/bitcoin/bitcoin/pull/25269#pullrequestreview-1135240825
4. https://github.com/bitcoin/bitcoin/issues/23144 (which is connected to #24845)
ACKs for top commit:
ishaanam:
crACK 76dc547ee7b05864e7b1b6c55fc0301d47aa3a15
achow101:
ACK 76dc547ee7b05864e7b1b6c55fc0301d47aa3a15
aureleoules:
ACK 76dc547ee7b05864e7b1b6c55fc0301d47aa3a15
theStack:
ACK 76dc547ee7b05864e7b1b6c55fc0301d47aa3a15 :city_sunrise:
Tree-SHA512: 9de30792d7a5849cae77747aa978e70390b66ee9d082779a56088a024f82e725b0af050e6603aece0ac8229f6d73bc471ba97b4ab69dc7eddf419f5f56ae89a5
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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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As no process should be able to trigger this error
using the regular transaction creation process, throw
a runtime_error if happens to tell users/devs to
report the bug if happens.
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and remove 'CoinEligibilityFilter' default constructor to prevent
mistakes.
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Co-authored-by: Andrew Chow <github@achow101.com>
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The CoinsResult class will now count the raw total amount and the effective
total amount internally (inside the 'CoinsResult::Add' and 'CoinsResult::Erase'
methods).
So there is no discrepancy between what we add/erase and the total values.
(which is what was happening on the coinselector_test because the 'CoinsResult'
object is manually created there, and we were not keeping the total amount
in sync with the outputs being added/removed).
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First step towards decoupling the pre-selected-inputs fetching functionality
from `SelectCoins`. Which, will let us not waste resources calculating the
available coins if one of the pre-set inputs has an error.
(right now, if one of the pre-set inputs is invalid, we first walk through
the entire wallet txes map just to end up failing right after it finish)
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These values are both intended for the same thing. Their divergence
seems to be the result of an incomplete rename.
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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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tx for better privacy
9053f64fcbd26d87c26ae6b982d17756a6ea0896 [doc] release notes for random change target (glozow)
46f2fed6c5e0fa623bfeabf61ba4811d5cf8f47c [wallet] remove MIN_CHANGE (glozow)
a44236addd01cff4e4d751e0f379d399fbfc8eae [wallet] randomly generate change targets (glozow)
1e52e6bd0a8888efb4ed247d74ec7ca9dfc2e002 refactor coin selection for parameterizable change target (glozow)
Pull request description:
Closes #24458 - the wallet always chooses 1 million sats as its change target, making it easier to fingerprint transactions created by the Core wallet. Instead of using a fixed value, choose one randomly each time (within a range). Using 50ksat (around $20) as the lower bound and `min(1 million sat, 2 * average payment value)` as the upper bound.
RFC: If the payment is <25ksat, this doesn't work, so we're using the range (payment amount, 50ksat) instead.
ACKs for top commit:
achow101:
ACK 9053f64fcbd26d87c26ae6b982d17756a6ea0896
Xekyo:
reACK 9053f64fcbd26d87c26ae6b982d17756a6ea0896
Tree-SHA512: 45ce5d064697065549473347648e29935733f3deffc71a6ab995449431f60302d1f9911a0994dfdb960b48c48b5d8859f168b396ff2a62db67d535a7db041d35
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If the wallet always chooses 1 million sats as its change target, it is
easier to fingerprint transactions created by the Core wallet.
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no behavior changes, since the target is always MIN_CHANGE
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Also, use {}-initialization
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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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These operators are used only by the tests in std::mismatch. As
std::mismatch can take a binary predicate, we can use a lambda that
achieves the same instead.
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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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