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Fix wrong fee estimation for taker. Improve logs.

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This commit is contained in:
Manfred Karrer 2018-01-10 13:57:07 +01:00
parent 391844e41e
commit 43cc5598ca
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GPG Key ID: 401250966A6B2C46
6 changed files with 108 additions and 62 deletions
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67
core/src/main/java/io/bisq/core/btc/wallet/TradeWalletService.java
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@ -158,43 +158,53 @@ public class TradeWalletService {
log.debug("fundingAddress " + fundingAddress.toString());
log.debug("reservedForTradeAddress " + reservedForTradeAddress.toString());
log.debug("changeAddress " + changeAddress.toString());
log.debug("reservedFundsForOffer " + reservedFundsForOffer.toPlainString());
log.info("reservedFundsForOffer " + reservedFundsForOffer.toPlainString());
log.debug("useSavingsWallet " + useSavingsWallet);
log.debug("tradingFee " + tradingFee.toPlainString());
log.debug("txFee " + txFee.toPlainString());
log.info("tradingFee " + tradingFee.toPlainString());
log.info("txFee " + txFee.toPlainString());
log.debug("feeReceiverAddresses " + feeReceiverAddresses);
Transaction tradingFeeTx = new Transaction(params);
tradingFeeTx.addOutput(tradingFee, Address.fromBase58(params, feeReceiverAddresses));
// the reserved amount we need for the trade we send to our trade reservedForTradeAddress
tradingFeeTx.addOutput(reservedFundsForOffer, reservedForTradeAddress);
SendRequest sendRequest = null;
try {
tradingFeeTx.addOutput(tradingFee, Address.fromBase58(params, feeReceiverAddresses));
// the reserved amount we need for the trade we send to our trade reservedForTradeAddress
tradingFeeTx.addOutput(reservedFundsForOffer, reservedForTradeAddress);
// we allow spending of unconfirmed tx (double spend risk is low and usability would suffer if we need to
// wait for 1 confirmation)
// In case of double spend we will detect later in the trade process and use a ban score to penalize bad behaviour (not impl. yet)
SendRequest sendRequest = SendRequest.forTx(tradingFeeTx);
sendRequest.shuffleOutputs = false;
sendRequest.aesKey = aesKey;
if (useSavingsWallet)
sendRequest.coinSelector = new BtcCoinSelector(walletsSetup.getAddressesByContext(AddressEntry.Context.AVAILABLE));
else
sendRequest.coinSelector = new BtcCoinSelector(fundingAddress);
// We use a fixed fee
// we allow spending of unconfirmed tx (double spend risk is low and usability would suffer if we need to
// wait for 1 confirmation)
// In case of double spend we will detect later in the trade process and use a ban score to penalize bad behaviour (not impl. yet)
sendRequest = SendRequest.forTx(tradingFeeTx);
sendRequest.shuffleOutputs = false;
sendRequest.aesKey = aesKey;
if (useSavingsWallet)
sendRequest.coinSelector = new BtcCoinSelector(walletsSetup.getAddressesByContext(AddressEntry.Context.AVAILABLE));
else
sendRequest.coinSelector = new BtcCoinSelector(fundingAddress);
// We use a fixed fee
sendRequest.fee = txFee;
sendRequest.feePerKb = Coin.ZERO;
sendRequest.ensureMinRequiredFee = false;
sendRequest.fee = txFee;
sendRequest.feePerKb = Coin.ZERO;
sendRequest.ensureMinRequiredFee = false;
// Change is optional in case of overpay or use of funds from savings wallet
sendRequest.changeAddress = changeAddress;
// Change is optional in case of overpay or use of funds from savings wallet
sendRequest.changeAddress = changeAddress;
checkNotNull(wallet, "Wallet must not be null");
wallet.completeTx(sendRequest);
WalletService.printTx("tradingFeeTx", tradingFeeTx);
checkNotNull(wallet, "Wallet must not be null");
wallet.completeTx(sendRequest);
WalletService.printTx("tradingFeeTx", tradingFeeTx);
broadcastTx(tradingFeeTx, callback);
broadcastTx(tradingFeeTx, callback);
return tradingFeeTx;
return tradingFeeTx;
} catch (Throwable t) {
if (wallet!=null && sendRequest != null && sendRequest.coinSelector != null)
log.warn("Balance = {}; CoinSelector = {}",
wallet.getBalance(sendRequest.coinSelector),
sendRequest.coinSelector);
log.warn("createBtcTradingFeeTx failed: tradingFeeTx={}, txOutputs={}", tradingFeeTx.toString(), tradingFeeTx.getOutputs());
throw t;
}
}
public Transaction estimateBtcTradingFeeTxSize(Address fundingAddress,
@ -223,6 +233,7 @@ public class TradeWalletService {
sendRequest.ensureMinRequiredFee = false;
sendRequest.changeAddress = changeAddress;
checkNotNull(wallet, "Wallet must not be null");
log.info("estimateBtcTradingFeeTxSize");
wallet.completeTx(sendRequest);
return tradingFeeTx;
}

4
gui/src/main/java/io/bisq/gui/main/offer/createoffer/CreateOfferViewModel.java
View File

@ -193,8 +193,8 @@ class CreateOfferViewModel extends ActivatableWithDataModel<CreateOfferDataModel
UserThread.runAfter(() -> {
switch (BisqEnvironment.getBaseCurrencyNetwork().getCurrencyCode()) {
case "BTC":
amount.set("0.1");
price.set("0.0001");
amount.set("0.0001");
price.set("14029");
break;
case "LTC":
amount.set("50");

90
gui/src/main/java/io/bisq/gui/main/offer/takeoffer/TakeOfferDataModel.java
View File

@ -103,8 +103,11 @@ class TakeOfferDataModel extends ActivatableDataModel {
Coin totalAvailableBalance;
private Notification walletFundedNotification;
Price tradePrice;
private int feeTxSize = 320; // 260 kb is size of typical trade fee tx with 1 input but trade tx (deposit and payout) are larger so we adjust to 320
private int feeTxSize = 320; // 260 kb is size of typical trade fee tx with 1 input but trade tx (deposit and payout)
// are larger so we adjust to 320
private int feeTxSizeEstimationRecursionCounter;
private boolean freezeFee;
private Coin txFeePerByteFromFeeService;
///////////////////////////////////////////////////////////////////////////////////////////
@ -187,12 +190,11 @@ class TakeOfferDataModel extends ActivatableDataModel {
getBuyerSecurityDeposit() :
getSellerSecurityDeposit();
// We request to get the actual estimated fee
requestTxFee();
// Taker pays 2 times the tx fee because the mining fee might be different when maker created the offer
// and reserved his funds, so that would not work well with dynamic fees.
// Taker pays 3 times the tx fee (taker fee, deposit, payout) because the mining fee might be different when maker created the offer
// and reserved his funds. Taker creates at least taker fee and deposit tx at nearly the same moment. Just the payout will
// be later and still could lead to issues if the required fee changed a lot in the meantime. using RBF and/or
// multiple batch-signed payout tx with different fees might be an option but RBF is not supported yet in BitcoinJ
// and batched txs would add more complexity to the trade protocol.
// A typical trade fee tx has about 260 bytes (if one input). The trade txs has about 336-414 bytes.
// We use 320 as a average value.
@ -204,7 +206,22 @@ class TakeOfferDataModel extends ActivatableDataModel {
// Set the default values (in rare cases if the fee request was not done yet we get the hard coded default values)
// But the "take offer" happens usually after that so we should have already the value from the estimation service.
txFeeFromFeeService = feeService.getTxFee(feeTxSize);
txFeePerByteFromFeeService = feeService.getTxFeePerByte();
txFeeFromFeeService = getTxFeeBySize(feeTxSize);
// We request to get the actual estimated fee
log.info("Start requestTxFee: txFeeFromFeeService={}", txFeeFromFeeService);
feeService.requestFees(() -> {
if (!freezeFee) {
txFeePerByteFromFeeService = feeService.getTxFeePerByte();
txFeeFromFeeService = getTxFeeBySize(feeTxSize);
calculateTotalToPay();
log.info("Completed requestTxFee: txFeeFromFeeService={}", txFeeFromFeeService);
} else {
log.warn("We received the tx fee respnse after we have shown the funding screen and ignore that " +
"to avoid that the total funds to pay changes due cahnged tx fees.");
}
}, null);
calculateVolume();
calculateTotalToPay();
@ -246,11 +263,11 @@ class TakeOfferDataModel extends ActivatableDataModel {
priceFeedService.setCurrencyCode(offer.getCurrencyCode());
}
void requestTxFee() {
feeService.requestFees(() -> {
txFeeFromFeeService = feeService.getTxFee(feeTxSize);
calculateTotalToPay();
}, null);
// We don't want that the fee gets updated anymore after we show the funding screen.
void onShowPayFundsScreen() {
estimateTxSize();
freezeFee = true;
calculateTotalToPay();
}
void onTabSelected(boolean isSelected) {
@ -307,20 +324,20 @@ class TakeOfferDataModel extends ActivatableDataModel {
// This works only if have already funds in the wallet
public void estimateTxSize() {
txFeeFromFeeService = feeService.getTxFee(feeTxSize);
txFeeFromFeeService = getTxFeeBySize(feeTxSize);
Address fundingAddress = btcWalletService.getOrCreateAddressEntry(AddressEntry.Context.AVAILABLE).getAddress();
Address reservedForTradeAddress = btcWalletService.getOrCreateAddressEntry(offer.getId(), AddressEntry.Context.RESERVED_FOR_TRADE).getAddress();
Address changeAddress = btcWalletService.getOrCreateAddressEntry(AddressEntry.Context.AVAILABLE).getAddress();
Coin reservedFundsForOffer = getSecurityDeposit();
if (!isBuyOffer())
Coin reservedFundsForOffer = getSecurityDeposit().add(txFeeFromFeeService).add(txFeeFromFeeService);
if (isBuyOffer())
reservedFundsForOffer = reservedFundsForOffer.add(amount.get());
checkNotNull(user.getAcceptedArbitrators(), "user.getAcceptedArbitrators() must not be null");
checkArgument(!user.getAcceptedArbitrators().isEmpty(), "user.getAcceptedArbitrators() must not be empty");
String dummyArbitratorAddress = user.getAcceptedArbitrators().get(0).getBtcAddress();
try {
log.info("We create a dummy tx to see if our estimated size is in the accepted range. feeTxSize={}," +
log.debug("We create a dummy tx to see if our estimated size is in the accepted range. feeTxSize={}," +
" txFee based on feeTxSize: {}, recommended txFee is {} sat/byte",
feeTxSize, txFeeFromFeeService.toFriendlyString(), feeService.getTxFeePerByte());
Transaction tradeFeeTx = tradeWalletService.estimateBtcTradingFeeTxSize(
@ -335,28 +352,41 @@ class TakeOfferDataModel extends ActivatableDataModel {
final int txSize = tradeFeeTx.bitcoinSerialize().length;
// use feeTxSizeEstimationRecursionCounter to avoid risk for endless loop
// We use the tx size for the trade fee tx as target for the fees.
// The deposit and payout txs are determined +/- 1 output but the trade fee tx can have either 1 or many inputs
// so we need to make sure the trade fee tx gets the correct fee to not get stuck.
// We use a 20% tolerance frm out default 320 byte size (typical for deposit and payout) and only if we get a
// larger size we increase the fee. Worst case is that we overpay for the other follow up txs, but better than
// use a too low fee and get stuck.
if (txSize > feeTxSize * 1.2 && feeTxSizeEstimationRecursionCounter < 10) {
feeTxSizeEstimationRecursionCounter++;
log.info("txSize is {} bytes but feeTxSize used for txFee calculation was {} bytes. We try again with an " +
"adjusted txFee to reach the target tx fee.", txSize, feeTxSize);
feeTxSize = txSize;
txFeeFromFeeService = feeService.getTxFee(feeTxSize);
txFeeFromFeeService = getTxFeeBySize(feeTxSize);
// lets try again with the adjusted txSize and fee.
estimateTxSize();
} else {
log.info("feeTxSize {} bytes", feeTxSize);
log.info("txFee based on estimated size: {}, recommended txFee is {} sat/byte",
txFeeFromFeeService.toFriendlyString(), feeService.getTxFeePerByte());
// We are done with estimation iterations
if (feeTxSizeEstimationRecursionCounter < 10)
log.info("txFee based on estimated size of {} bytes. Actual tx size = {} bytes. " +
"TxFee is {} BTC ({} sat/byte)",
feeTxSize, txSize, txFeeFromFeeService.toFriendlyString(), feeService.getTxFeePerByte());
else
log.warn("We could not estimate the fee as the feeTxSizeEstimationRecursionCounter exceeded our limit of 10 recursions. txFee based on estimated size of {} bytes. Actual tx size = {} bytes. " +
"TxFee is {} BTC ({} sat/byte)",
feeTxSize, txSize, txFeeFromFeeService.toFriendlyString(), feeService.getTxFeePerByte());
}
} catch (InsufficientMoneyException e) {
// If we need to fund from an external wallet we can assume we only have 1 input (260 bytes).
log.warn("We cannot do the fee estimation because there are not enough funds in the wallet. This is expected " +
"if the user pays from an external wallet. In that case we use an estimated tx size of 260 bytes.");
feeTxSize = 260;
txFeeFromFeeService = feeService.getTxFee(feeTxSize);
log.info("feeTxSize {} bytes", feeTxSize);
log.info("txFee based on estimated size: {}, recommended txFee is {} sat/byte",
txFeeFromFeeService.toFriendlyString(), feeService.getTxFeePerByte());
log.info("We cannot do the fee estimation because there are not enough funds in the wallet. This is expected " +
"if the user has not sufficient funds yet and need to fund from an external wallet. " +
"In that case we use an estimated tx size of 320 bytes.");
feeTxSize = 320;
txFeeFromFeeService = getTxFeeBySize(feeTxSize);
log.info("txFee based on estimated size of {} bytes. TxFee is {} BTC ({} sat/byte)",
feeTxSize, txFeeFromFeeService.toFriendlyString(), feeService.getTxFeePerByte());
}
}
@ -548,6 +578,10 @@ class TakeOfferDataModel extends ActivatableDataModel {
btcWalletService.resetAddressEntriesForOpenOffer(offer.getId());
}
private Coin getTxFeeBySize(int sizeInBytes) {
return txFeePerByteFromFeeService.multiply(sizeInBytes);
}
/* private void setFeeFromFundingTx(Coin fee) {
feeFromFundingTx = fee;
isFeeFromFundingTxSufficient.set(feeFromFundingTx.compareTo(FeePolicy.getMinRequiredFeeForFundingTx()) >= 0);

3
gui/src/main/java/io/bisq/gui/main/offer/takeoffer/TakeOfferViewModel.java
View File

@ -216,8 +216,7 @@ class TakeOfferViewModel extends ActivatableWithDataModel<TakeOfferDataModel> im
}
public void onShowPayFundsScreen() {
dataModel.estimateTxSize();
dataModel.requestTxFee();
dataModel.onShowPayFundsScreen();
showPayFundsScreenDisplayed.set(true);
updateSpinnerInfo();
}

4
network/src/main/java/io/bisq/network/p2p/peers/PeerManager.java
View File

@ -611,6 +611,7 @@ public class PeerManager implements ConnectionListener, PersistedDataHost {
// Delivers the live peers from the last 30 min (MAX_AGE_LIVE_PEERS)
// We include older peers to avoid risks for network partitioning
public Set<Peer> getLivePeers(NodeAddress excludedNodeAddress) {
int oldNumLatestLivePeers = latestLivePeers.size();
Set<Peer> currentLivePeers = new HashSet<>(getConnectedReportedPeers().stream()
.filter(e -> !isSeedNode(e))
.filter(e -> !e.getNodeAddress().equals(excludedNodeAddress))
@ -620,7 +621,8 @@ public class PeerManager implements ConnectionListener, PersistedDataHost {
latestLivePeers = latestLivePeers.stream()
.filter(peer -> peer.getDate().getTime() > maxAge)
.collect(Collectors.toSet());
log.info("Num of latestLivePeers={}, latestLivePeers={}", latestLivePeers.size(), latestLivePeers);
if (oldNumLatestLivePeers != latestLivePeers.size())
log.info("Num of latestLivePeers={}, latestLivePeers={}", latestLivePeers.size(), latestLivePeers);
return latestLivePeers;
}

2
network/src/main/java/io/bisq/network/p2p/peers/peerexchange/PeerExchangeManager.java
View File

@ -210,7 +210,7 @@ public class PeerExchangeManager implements MessageListener, ConnectionListener,
@Override
public void onFault(String errorMessage, @Nullable Connection connection) {
log.info("PeerExchangeHandshake of outbound connection failed.\n\terrorMessage={}\n\t" +
log.debug("PeerExchangeHandshake of outbound connection failed.\n\terrorMessage={}\n\t" +
"nodeAddress={}", errorMessage, nodeAddress);
peerManager.handleConnectionFault(nodeAddress);