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Merge bitcoin/bitcoin#21759: wallet: document coin selection code
6ba892126drefactor + document coin selection strategy (glozow)58ea324fdd[docs] add doxygen comments to wallet code (glozow)0c74716c50[docs] format existing comments as doxygen (glozow) Pull request description: I think it would help code review to have more documentation + doxygen comments ACKs for top commit: Xekyo: ReACK6ba892126dachow101: ACK6ba892126dTree-SHA512: 74a78d9b0e0c1d5659bed566432a5b3511511d8b2432f440565f443da7b8257a1b90e70aa7505a7f8abf618748eeb43d166e84f278bdee3d34ce5d5c37dc573a
This commit is contained in:
fanquake
commit
d9ae6ec892
@ -15,6 +15,7 @@ static constexpr CAmount MIN_CHANGE{COIN / 100};
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//! final minimum change amount after paying for fees
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static const CAmount MIN_FINAL_CHANGE = MIN_CHANGE/2;
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/** A UTXO under consideration for use in funding a new transaction. */
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class CInputCoin {
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public:
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CInputCoin(const CTransactionRef& tx, unsigned int i)
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@ -56,31 +57,58 @@ public:
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}
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};
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/** Parameters for filtering which OutputGroups we may use in coin selection.
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* We start by being very selective and requiring multiple confirmations and
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* then get more permissive if we cannot fund the transaction. */
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struct CoinEligibilityFilter
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{
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/** Minimum number of confirmations for outputs that we sent to ourselves.
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* We may use unconfirmed UTXOs sent from ourselves, e.g. change outputs. */
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const int conf_mine;
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/** Minimum number of confirmations for outputs received from a different
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* wallet. We never spend unconfirmed foreign outputs as we cannot rely on these funds yet. */
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const int conf_theirs;
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/** Maximum number of unconfirmed ancestors aggregated across all UTXOs in an OutputGroup. */
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const uint64_t max_ancestors;
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/** Maximum number of descendants that a single UTXO in the OutputGroup may have. */
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const uint64_t max_descendants;
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const bool m_include_partial_groups{false}; //! Include partial destination groups when avoid_reuse and there are full groups
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/** When avoid_reuse=true and there are full groups (OUTPUT_GROUP_MAX_ENTRIES), whether or not to use any partial groups.*/
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const bool m_include_partial_groups{false};
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CoinEligibilityFilter(int conf_mine, int conf_theirs, uint64_t max_ancestors) : conf_mine(conf_mine), conf_theirs(conf_theirs), max_ancestors(max_ancestors), max_descendants(max_ancestors) {}
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CoinEligibilityFilter(int conf_mine, int conf_theirs, uint64_t max_ancestors, uint64_t max_descendants) : conf_mine(conf_mine), conf_theirs(conf_theirs), max_ancestors(max_ancestors), max_descendants(max_descendants) {}
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CoinEligibilityFilter(int conf_mine, int conf_theirs, uint64_t max_ancestors, uint64_t max_descendants, bool include_partial) : conf_mine(conf_mine), conf_theirs(conf_theirs), max_ancestors(max_ancestors), max_descendants(max_descendants), m_include_partial_groups(include_partial) {}
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};
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/** A group of UTXOs paid to the same output script. */
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struct OutputGroup
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{
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/** The list of UTXOs contained in this output group. */
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std::vector<CInputCoin> m_outputs;
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/** Whether the UTXOs were sent by the wallet to itself. This is relevant because we may want at
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* least a certain number of confirmations on UTXOs received from outside wallets while trusting
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* our own UTXOs more. */
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bool m_from_me{true};
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/** The total value of the UTXOs in sum. */
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CAmount m_value{0};
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/** The minimum number of confirmations the UTXOs in the group have. Unconfirmed is 0. */
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int m_depth{999};
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/** The aggregated count of unconfirmed ancestors of all UTXOs in this
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* group. Not deduplicated and may overestimate when ancestors are shared. */
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size_t m_ancestors{0};
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/** The maximum count of descendants of a single UTXO in this output group. */
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size_t m_descendants{0};
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/** The value of the UTXOs after deducting the cost of spending them at the effective feerate. */
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CAmount effective_value{0};
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/** The fee to spend these UTXOs at the effective feerate. */
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CAmount fee{0};
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/** The target feerate of the transaction we're trying to build. */
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CFeeRate m_effective_feerate{0};
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/** The fee to spend these UTXOs at the long term feerate. */
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CAmount long_term_fee{0};
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/** The feerate for spending a created change output eventually (i.e. not urgently, and thus at
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* a lower feerate). Calculated using long term fee estimate. This is used to decide whether
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* it could be economical to create a change output. */
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CFeeRate m_long_term_feerate{0};
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OutputGroup() {}
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@ -2478,7 +2478,7 @@ bool CWallet::SelectCoins(const std::vector<COutput>& vAvailableCoins, const CAm
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}
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}
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// remove preset inputs from vCoins
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// remove preset inputs from vCoins so that Coin Selection doesn't pick them.
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for (std::vector<COutput>::iterator it = vCoins.begin(); it != vCoins.end() && coin_control.HasSelected();)
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{
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if (setPresetCoins.count(it->GetInputCoin()))
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@ -2490,9 +2490,9 @@ bool CWallet::SelectCoins(const std::vector<COutput>& vAvailableCoins, const CAm
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unsigned int limit_ancestor_count = 0;
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unsigned int limit_descendant_count = 0;
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chain().getPackageLimits(limit_ancestor_count, limit_descendant_count);
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size_t max_ancestors = (size_t)std::max<int64_t>(1, limit_ancestor_count);
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size_t max_descendants = (size_t)std::max<int64_t>(1, limit_descendant_count);
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bool fRejectLongChains = gArgs.GetBoolArg("-walletrejectlongchains", DEFAULT_WALLET_REJECT_LONG_CHAINS);
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const size_t max_ancestors = (size_t)std::max<int64_t>(1, limit_ancestor_count);
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const size_t max_descendants = (size_t)std::max<int64_t>(1, limit_descendant_count);
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const bool fRejectLongChains = gArgs.GetBoolArg("-walletrejectlongchains", DEFAULT_WALLET_REJECT_LONG_CHAINS);
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// form groups from remaining coins; note that preset coins will not
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// automatically have their associated (same address) coins included
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@ -2502,16 +2502,53 @@ bool CWallet::SelectCoins(const std::vector<COutput>& vAvailableCoins, const CAm
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// explicitly shuffling the outputs before processing
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Shuffle(vCoins.begin(), vCoins.end(), FastRandomContext());
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}
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bool res = value_to_select <= 0 ||
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SelectCoinsMinConf(value_to_select, CoinEligibilityFilter(1, 6, 0), vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used) ||
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SelectCoinsMinConf(value_to_select, CoinEligibilityFilter(1, 1, 0), vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used) ||
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(m_spend_zero_conf_change && SelectCoinsMinConf(value_to_select, CoinEligibilityFilter(0, 1, 2), vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)) ||
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(m_spend_zero_conf_change && SelectCoinsMinConf(value_to_select, CoinEligibilityFilter(0, 1, std::min((size_t)4, max_ancestors/3), std::min((size_t)4, max_descendants/3)), vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)) ||
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(m_spend_zero_conf_change && SelectCoinsMinConf(value_to_select, CoinEligibilityFilter(0, 1, max_ancestors/2, max_descendants/2), vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)) ||
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(m_spend_zero_conf_change && SelectCoinsMinConf(value_to_select, CoinEligibilityFilter(0, 1, max_ancestors-1, max_descendants-1, true /* include_partial_groups */), vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)) ||
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(m_spend_zero_conf_change && !fRejectLongChains && SelectCoinsMinConf(value_to_select, CoinEligibilityFilter(0, 1, std::numeric_limits<uint64_t>::max(), std::numeric_limits<uint64_t>::max(), true /* include_partial_groups */), vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used));
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// because SelectCoinsMinConf clears the setCoinsRet, we now add the possible inputs to the coinset
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// Coin Selection attempts to select inputs from a pool of eligible UTXOs to fund the
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// transaction at a target feerate. If an attempt fails, more attempts may be made using a more
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// permissive CoinEligibilityFilter.
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const bool res = [&] {
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// Pre-selected inputs already cover the target amount.
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if (value_to_select <= 0) return true;
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// If possible, fund the transaction with confirmed UTXOs only. Prefer at least six
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// confirmations on outputs received from other wallets and only spend confirmed change.
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if (SelectCoinsMinConf(value_to_select, CoinEligibilityFilter(1, 6, 0), vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)) return true;
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if (SelectCoinsMinConf(value_to_select, CoinEligibilityFilter(1, 1, 0), vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)) return true;
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// Fall back to using zero confirmation change (but with as few ancestors in the mempool as
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// possible) if we cannot fund the transaction otherwise. We never spend unconfirmed
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// outputs received from other wallets.
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if (m_spend_zero_conf_change) {
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if (SelectCoinsMinConf(value_to_select, CoinEligibilityFilter(0, 1, 2), vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)) return true;
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if (SelectCoinsMinConf(value_to_select, CoinEligibilityFilter(0, 1, std::min((size_t)4, max_ancestors/3), std::min((size_t)4, max_descendants/3)),
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vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)) {
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return true;
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}
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if (SelectCoinsMinConf(value_to_select, CoinEligibilityFilter(0, 1, max_ancestors/2, max_descendants/2),
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vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)) {
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return true;
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}
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// If partial groups are allowed, relax the requirement of spending OutputGroups (groups
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// of UTXOs sent to the same address, which are obviously controlled by a single wallet)
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// in their entirety.
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if (SelectCoinsMinConf(value_to_select, CoinEligibilityFilter(0, 1, max_ancestors-1, max_descendants-1, true /* include_partial_groups */),
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vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)) {
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return true;
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}
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// Try with unlimited ancestors/descendants. The transaction will still need to meet
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// mempool ancestor/descendant policy to be accepted to mempool and broadcasted, but
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// OutputGroups use heuristics that may overestimate ancestor/descendant counts.
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if (!fRejectLongChains && SelectCoinsMinConf(value_to_select,
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CoinEligibilityFilter(0, 1, std::numeric_limits<uint64_t>::max(), std::numeric_limits<uint64_t>::max(), true /* include_partial_groups */),
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vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)) {
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return true;
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}
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}
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// Coin Selection failed.
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return false;
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}();
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// SelectCoinsMinConf clears setCoinsRet, so add the preset inputs from coin_control to the coinset
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util::insert(setCoinsRet, setPresetCoins);
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// add preset inputs to the total value selected
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@ -368,7 +368,7 @@ public:
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CTransactionRef tx;
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/* New transactions start as UNCONFIRMED. At BlockConnected,
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/** New transactions start as UNCONFIRMED. At BlockConnected,
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* they will transition to CONFIRMED. In case of reorg, at BlockDisconnected,
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* they roll back to UNCONFIRMED. If we detect a conflicting transaction at
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* block connection, we update conflicted tx and its dependencies as CONFLICTED.
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@ -383,7 +383,7 @@ public:
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ABANDONED
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};
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/* Confirmation includes tx status and a triplet of {block height/block hash/tx index in block}
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/** Confirmation includes tx status and a triplet of {block height/block hash/tx index in block}
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* at which tx has been confirmed. All three are set to 0 if tx is unconfirmed or abandoned.
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* Meaning of these fields changes with CONFLICTED state where they instead point to block hash
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* and block height of the deepest conflicting tx.
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@ -481,7 +481,7 @@ public:
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CAmount GetImmatureWatchOnlyCredit(const bool fUseCache = true) const;
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CAmount GetChange() const;
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// Get the marginal bytes if spending the specified output from this transaction
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/** Get the marginal bytes if spending the specified output from this transaction */
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int GetSpendSize(unsigned int out, bool use_max_sig = false) const
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{
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return CalculateMaximumSignedInputSize(tx->vout[out], pwallet, use_max_sig);
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@ -495,7 +495,7 @@ public:
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return (GetDebit(filter) > 0);
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}
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// True if only scriptSigs are different
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/** True if only scriptSigs are different */
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bool IsEquivalentTo(const CWalletTx& tx) const;
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bool InMempool() const;
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@ -503,7 +503,7 @@ public:
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int64_t GetTxTime() const;
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// Pass this transaction to node for mempool insertion and relay to peers if flag set to true
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/** Pass this transaction to node for mempool insertion and relay to peers if flag set to true */
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bool SubmitMemoryPoolAndRelay(std::string& err_string, bool relay);
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// TODO: Remove "NO_THREAD_SAFETY_ANALYSIS" and replace it with the correct
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@ -564,7 +564,15 @@ class COutput
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{
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public:
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const CWalletTx *tx;
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/** Index in tx->vout. */
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int i;
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/**
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* Depth in block chain.
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* If > 0: the tx is on chain and has this many confirmations.
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* If = 0: the tx is waiting confirmation.
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* If < 0: a conflicting tx is on chain and has this many confirmations. */
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int nDepth;
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/** Pre-computed estimated size of this output as a fully-signed input in a transaction. Can be -1 if it could not be calculated */
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@ -604,17 +612,30 @@ public:
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}
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};
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/** Parameters for one iteration of Coin Selection. */
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struct CoinSelectionParams
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{
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/** Toggles use of Branch and Bound instead of Knapsack solver. */
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bool use_bnb = true;
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/** Size of a change output in bytes, determined by the output type. */
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size_t change_output_size = 0;
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/** Size of the input to spend a change output in virtual bytes. */
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size_t change_spend_size = 0;
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/** The targeted feerate of the transaction being built. */
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CFeeRate m_effective_feerate;
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/** The feerate estimate used to estimate an upper bound on what should be sufficient to spend
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* the change output sometime in the future. */
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CFeeRate m_long_term_feerate;
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/** If the cost to spend a change output at the discard feerate exceeds its value, drop it to fees. */
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CFeeRate m_discard_feerate;
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/** Size of the transaction before coin selection, consisting of the header and recipient
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* output(s), excluding the inputs and change output(s). */
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size_t tx_noinputs_size = 0;
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//! Indicate that we are subtracting the fee from outputs
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/** Indicate that we are subtracting the fee from outputs */
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bool m_subtract_fee_outputs = false;
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/** When true, always spend all (up to OUTPUT_GROUP_MAX_ENTRIES) or none of the outputs
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* associated with the same address. This helps reduce privacy leaks resulting from address
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* reuse. Dust outputs are not eligible to be added to output groups and thus not considered. */
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bool m_avoid_partial_spends = false;
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CoinSelectionParams(bool use_bnb, size_t change_output_size, size_t change_spend_size, CFeeRate effective_feerate,
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@ -652,7 +673,10 @@ private:
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//! the current wallet version: clients below this version are not able to load the wallet
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int nWalletVersion GUARDED_BY(cs_wallet){FEATURE_BASE};
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/** The next scheduled rebroadcast of wallet transactions. */
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int64_t nNextResend = 0;
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/** Whether this wallet will submit newly created transactions to the node's mempool and
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* prompt rebroadcasts (see ResendWalletTransactions()). */
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bool fBroadcastTransactions = false;
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// Local time that the tip block was received. Used to schedule wallet rebroadcasts.
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std::atomic<int64_t> m_best_block_time {0};
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@ -682,10 +706,10 @@ private:
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*/
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bool AddToWalletIfInvolvingMe(const CTransactionRef& tx, CWalletTx::Confirmation confirm, bool fUpdate) EXCLUSIVE_LOCKS_REQUIRED(cs_wallet);
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/* Mark a transaction (and its in-wallet descendants) as conflicting with a particular block. */
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/** Mark a transaction (and its in-wallet descendants) as conflicting with a particular block. */
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void MarkConflicted(const uint256& hashBlock, int conflicting_height, const uint256& hashTx);
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/* Mark a transaction's inputs dirty, thus forcing the outputs to be recomputed */
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/** Mark a transaction's inputs dirty, thus forcing the outputs to be recomputed */
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void MarkInputsDirty(const CTransactionRef& tx) EXCLUSIVE_LOCKS_REQUIRED(cs_wallet);
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void SyncMetaData(std::pair<TxSpends::iterator, TxSpends::iterator>) EXCLUSIVE_LOCKS_REQUIRED(cs_wallet);
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@ -694,6 +718,7 @@ private:
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* Should be called with non-zero block_hash and posInBlock if this is for a transaction that is included in a block. */
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void SyncTransaction(const CTransactionRef& tx, CWalletTx::Confirmation confirm, bool update_tx = true) EXCLUSIVE_LOCKS_REQUIRED(cs_wallet);
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/** WalletFlags set on this wallet. */
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std::atomic<uint64_t> m_wallet_flags{0};
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bool SetAddressBookWithDB(WalletBatch& batch, const CTxDestination& address, const std::string& strName, const std::string& strPurpose);
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@ -722,7 +747,7 @@ private:
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*/
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uint256 m_last_block_processed GUARDED_BY(cs_wallet);
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/* Height of last block processed is used by wallet to know depth of transactions
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/** Height of last block processed is used by wallet to know depth of transactions
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* without relying on Chain interface beyond asynchronous updates. For safety, we
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* initialize it to -1. Height is a pointer on node's tip and doesn't imply
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* that the wallet has scanned sequentially all blocks up to this one.
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@ -739,7 +764,7 @@ private:
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bool CreateTransactionInternal(const std::vector<CRecipient>& vecSend, CTransactionRef& tx, CAmount& nFeeRet, int& nChangePosInOut, bilingual_str& error, const CCoinControl& coin_control, FeeCalculation& fee_calc_out, bool sign);
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public:
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/*
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/**
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* Main wallet lock.
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* This lock protects all the fields added by CWallet.
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*/
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@ -753,8 +778,11 @@ public:
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/**
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* Select a set of coins such that nValueRet >= nTargetValue and at least
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* all coins from coinControl are selected; Never select unconfirmed coins
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* if they are not ours
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* all coins from coin_control are selected; never select unconfirmed coins if they are not ours
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* param@[out] setCoinsRet Populated with inputs including pre-selected inputs from
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* coin_control and Coin Selection if successful.
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* param@[out] nValueRet Total value of selected coins including pre-selected ones
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* from coin_control and Coin Selection if successful.
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*/
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bool SelectCoins(const std::vector<COutput>& vAvailableCoins, const CAmount& nTargetValue, std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet,
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const CCoinControl& coin_control, CoinSelectionParams& coin_selection_params, bool& bnb_used) const EXCLUSIVE_LOCKS_REQUIRED(cs_wallet);
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@ -788,6 +816,8 @@ public:
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/** Interface to assert chain access */
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bool HaveChain() const { return m_chain ? true : false; }
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/** Map from txid to CWalletTx for all transactions this wallet is
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* interested in, including received and sent transactions. */
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std::map<uint256, CWalletTx> mapWallet GUARDED_BY(cs_wallet);
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typedef std::multimap<int64_t, CWalletTx*> TxItems;
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@ -799,6 +829,10 @@ public:
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std::map<CTxDestination, CAddressBookData> m_address_book GUARDED_BY(cs_wallet);
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const CAddressBookData* FindAddressBookEntry(const CTxDestination&, bool allow_change = false) const EXCLUSIVE_LOCKS_REQUIRED(cs_wallet);
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|
||||
/** Set of Coins owned by this wallet that we won't try to spend from. A
|
||||
* Coin may be locked if it has already been used to fund a transaction
|
||||
* that hasn't confirmed yet. We wouldn't consider the Coin spent already,
|
||||
* but also shouldn't try to use it again. */
|
||||
std::set<COutPoint> setLockedCoins GUARDED_BY(cs_wallet);
|
||||
|
||||
/** Registered interfaces::Chain::Notifications handler. */
|
||||
@ -833,6 +867,11 @@ public:
|
||||
* small change; This method is stochastic for some inputs and upon
|
||||
* completion the coin set and corresponding actual target value is
|
||||
* assembled
|
||||
* param@[in] coins Set of UTXOs to consider. These will be categorized into
|
||||
* OutputGroups and filtered using eligibility_filter before
|
||||
* selecting coins.
|
||||
* param@[out] setCoinsRet Populated with the coins selected if successful.
|
||||
* param@[out] nValueRet Used to return the total value of selected coins.
|
||||
*/
|
||||
bool SelectCoinsMinConf(const CAmount& nTargetValue, const CoinEligibilityFilter& eligibility_filter, std::vector<COutput> coins,
|
||||
std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet, const CoinSelectionParams& coin_selection_params, bool& bnb_used) const;
|
||||
@ -956,9 +995,9 @@ public:
|
||||
* calling CreateTransaction();
|
||||
*/
|
||||
bool FundTransaction(CMutableTransaction& tx, CAmount& nFeeRet, int& nChangePosInOut, bilingual_str& error, bool lockUnspents, const std::set<int>& setSubtractFeeFromOutputs, CCoinControl);
|
||||
// Fetch the inputs and sign with SIGHASH_ALL.
|
||||
/** Fetch the inputs and sign with SIGHASH_ALL. */
|
||||
bool SignTransaction(CMutableTransaction& tx) const EXCLUSIVE_LOCKS_REQUIRED(cs_wallet);
|
||||
// Sign the tx given the input coins and sighash.
|
||||
/** Sign the tx given the input coins and sighash. */
|
||||
bool SignTransaction(CMutableTransaction& tx, const std::map<COutPoint, Coin>& coins, int sighash, std::map<int, std::string>& input_errors) const;
|
||||
SigningResult SignMessage(const std::string& message, const PKHash& pkhash, std::string& str_sig) const;
|
||||
|
||||
@ -1015,6 +1054,8 @@ public:
|
||||
|
||||
CFeeRate m_pay_tx_fee{DEFAULT_PAY_TX_FEE};
|
||||
unsigned int m_confirm_target{DEFAULT_TX_CONFIRM_TARGET};
|
||||
/** Allow Coin Selection to pick unconfirmed UTXOs that were sent from our own wallet if it
|
||||
* cannot fund the transaction otherwise. */
|
||||
bool m_spend_zero_conf_change{DEFAULT_SPEND_ZEROCONF_CHANGE};
|
||||
bool m_signal_rbf{DEFAULT_WALLET_RBF};
|
||||
bool m_allow_fallback_fee{true}; //!< will be false if -fallbackfee=0
|
||||
@ -1025,7 +1066,12 @@ public:
|
||||
* Override with -fallbackfee
|
||||
*/
|
||||
CFeeRate m_fallback_fee{DEFAULT_FALLBACK_FEE};
|
||||
|
||||
/** If the cost to spend a change output at this feerate is greater than the value of the
|
||||
* output itself, just drop it to fees. */
|
||||
CFeeRate m_discard_rate{DEFAULT_DISCARD_FEE};
|
||||
|
||||
/** The maximum fee amount we're willing to pay to prioritize partial spend avoidance. */
|
||||
CAmount m_max_aps_fee{DEFAULT_MAX_AVOIDPARTIALSPEND_FEE}; //!< note: this is absolute fee, not fee rate
|
||||
OutputType m_default_address_type{DEFAULT_ADDRESS_TYPE};
|
||||
/**
|
||||
@ -1333,10 +1379,10 @@ public:
|
||||
}
|
||||
};
|
||||
|
||||
// Calculate the size of the transaction assuming all signatures are max size
|
||||
// Use DummySignatureCreator, which inserts 71 byte signatures everywhere.
|
||||
// NOTE: this requires that all inputs must be in mapWallet (eg the tx should
|
||||
// be IsAllFromMe).
|
||||
/** Calculate the size of the transaction assuming all signatures are max size
|
||||
* Use DummySignatureCreator, which inserts 71 byte signatures everywhere.
|
||||
* NOTE: this requires that all inputs must be in mapWallet (eg the tx should
|
||||
* be IsAllFromMe). */
|
||||
std::pair<int64_t, int64_t> CalculateMaximumSignedTxSize(const CTransaction &tx, const CWallet *wallet, bool use_max_sig = false) EXCLUSIVE_LOCKS_REQUIRED(wallet->cs_wallet);
|
||||
std::pair<int64_t, int64_t> CalculateMaximumSignedTxSize(const CTransaction &tx, const CWallet *wallet, const std::vector<CTxOut>& txouts, bool use_max_sig = false);
|
||||
|
||||
|
||||
Loading…
Reference in New Issue
Block a user