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Merge #21520: [0.21] wallet: Avoid requesting fee rates multiple times during coin selection

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d61fb07da7 Rename CoinSelectionParams::effective_fee to m_effective_feerate (Andrew Chow)
5fc381e443 wallet: Move discard feerate fetching to CreateTransaction (Andrew Chow)
bcd716670b wallet: Move long term feerate setting to CreateTransaction (Andrew Chow)
34c89f92f3 wallet: Replace nFeeRateNeeded with effective_fee (Andrew Chow)
48fc675163 wallet: Use existing feerate instead of getting a new one (Andrew Chow)

Pull request description:

  Backport of #21083

ACKs for top commit:
  MarcoFalke:
    cherry-pick-only re-ACK d61fb07da7 🔙
  instagibbs:
    utACK d61fb07da7

Tree-SHA512: 23b212301bb467153dd9723903918ae01dd520525c81d541c411e7a4381e46594fe032e2a7c06ddcff7dc56dcb546991d50187c33fcff08ec45bd835cc01bd19
This commit is contained in:
fanquake 2021-04-16 09:40:19 +08:00
commit 0fe5b6130c
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GPG key ID: 2EEB9F5CC09526C1
4 changed files with 58 additions and 34 deletions
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5
src/bench/coin_selection.cpp
View file

@ -50,7 +50,10 @@ static void CoinSelection(benchmark::Bench& bench)
}
const CoinEligibilityFilter filter_standard(1, 6, 0);
const CoinSelectionParams coin_selection_params(true, 34, 148, CFeeRate(0), 0);
const CoinSelectionParams coin_selection_params(/* use_bnb= */ true, /* change_output_size= */ 34,
/* change_spend_size= */ 148, /* effective_feerate= */ CFeeRate(0),
/* long_term_feerate= */ CFeeRate(0), /* discard_feerate= */ CFeeRate(0),
/* tx_no_inputs_size= */ 0);
bench.run([&] {
std::set<CInputCoin> setCoinsRet;
CAmount nValueRet;

22
src/wallet/test/coinselector_tests.cpp
View file

@ -35,7 +35,10 @@ static CAmount balance = 0;
CoinEligibilityFilter filter_standard(1, 6, 0);
CoinEligibilityFilter filter_confirmed(1, 1, 0);
CoinEligibilityFilter filter_standard_extra(6, 6, 0);
CoinSelectionParams coin_selection_params(false, 0, 0, CFeeRate(0), 0);
CoinSelectionParams coin_selection_params(/* use_bnb= */ false, /* change_output_size= */ 0,
/* change_spend_size= */ 0, /* effective_feerate= */ CFeeRate(0),
/* long_term_feerate= */ CFeeRate(0), /* discard_feerate= */ CFeeRate(0),
/* tx_no_inputs_size= */ 0);
static void add_coin(const CAmount& nValue, int nInput, std::vector<CInputCoin>& set)
{
@ -262,7 +265,10 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
}
// Make sure that effective value is working in SelectCoinsMinConf when BnB is used
CoinSelectionParams coin_selection_params_bnb(true, 0, 0, CFeeRate(3000), 0);
CoinSelectionParams coin_selection_params_bnb(/* use_bnb= */ true, /* change_output_size= */ 0,
/* change_spend_size= */ 0, /* effective_feerate= */ CFeeRate(3000),
/* long_term_feerate= */ CFeeRate(1000), /* discard_feerate= */ CFeeRate(1000),
/* tx_no_inputs_size= */ 0);
CoinSet setCoinsRet;
CAmount nValueRet;
bool bnb_used;
@ -294,7 +300,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
CCoinControl coin_control;
coin_control.fAllowOtherInputs = true;
coin_control.Select(COutPoint(vCoins.at(0).tx->GetHash(), vCoins.at(0).i));
coin_selection_params_bnb.effective_fee = CFeeRate(0);
coin_selection_params_bnb.m_effective_feerate = CFeeRate(0);
BOOST_CHECK(wallet->SelectCoins(vCoins, 10 * CENT, setCoinsRet, nValueRet, coin_control, coin_selection_params_bnb, bnb_used));
BOOST_CHECK(bnb_used);
BOOST_CHECK(coin_selection_params_bnb.use_bnb);
@ -632,8 +638,14 @@ BOOST_AUTO_TEST_CASE(SelectCoins_test)
CAmount target = rand.randrange(balance - 1000) + 1000;
// Perform selection
CoinSelectionParams coin_selection_params_knapsack(false, 34, 148, CFeeRate(0), 0);
CoinSelectionParams coin_selection_params_bnb(true, 34, 148, CFeeRate(0), 0);
CoinSelectionParams coin_selection_params_knapsack(/* use_bnb= */ false, /* change_output_size= */ 34,
/* change_spend_size= */ 148, /* effective_feerate= */ CFeeRate(0),
/* long_term_feerate= */ CFeeRate(0), /* discard_feerate= */ CFeeRate(0),
/* tx_no_inputs_size= */ 0);
CoinSelectionParams coin_selection_params_bnb(/* use_bnb= */ true, /* change_output_size= */ 34,
/* change_spend_size= */ 148, /* effective_feerate= */ CFeeRate(0),
/* long_term_feerate= */ CFeeRate(0), /* discard_feerate= */ CFeeRate(0),
/* tx_no_inputs_size= */ 0);
CoinSet out_set;
CAmount out_value = 0;
bool bnb_used = false;

50
src/wallet/wallet.cpp
View file

@ -2362,14 +2362,8 @@ bool CWallet::SelectCoinsMinConf(const CAmount& nTargetValue, const CoinEligibil
std::vector<OutputGroup> utxo_pool;
if (coin_selection_params.use_bnb) {
// Get long term estimate
FeeCalculation feeCalc;
CCoinControl temp;
temp.m_confirm_target = 1008;
CFeeRate long_term_feerate = GetMinimumFeeRate(*this, temp, &feeCalc);
// Calculate cost of change
CAmount cost_of_change = GetDiscardRate(*this).GetFee(coin_selection_params.change_spend_size) + coin_selection_params.effective_fee.GetFee(coin_selection_params.change_output_size);
CAmount cost_of_change = coin_selection_params.m_discard_feerate.GetFee(coin_selection_params.change_spend_size) + coin_selection_params.m_effective_feerate.GetFee(coin_selection_params.change_output_size);
// Filter by the min conf specs and add to utxo_pool and calculate effective value
for (OutputGroup& group : groups) {
@ -2377,16 +2371,16 @@ bool CWallet::SelectCoinsMinConf(const CAmount& nTargetValue, const CoinEligibil
if (coin_selection_params.m_subtract_fee_outputs) {
// Set the effective feerate to 0 as we don't want to use the effective value since the fees will be deducted from the output
group.SetFees(CFeeRate(0) /* effective_feerate */, long_term_feerate);
group.SetFees(CFeeRate(0) /* effective_feerate */, coin_selection_params.m_long_term_feerate);
} else {
group.SetFees(coin_selection_params.effective_fee, long_term_feerate);
group.SetFees(coin_selection_params.m_effective_feerate, coin_selection_params.m_long_term_feerate);
}
OutputGroup pos_group = group.GetPositiveOnlyGroup();
if (pos_group.effective_value > 0) utxo_pool.push_back(pos_group);
}
// Calculate the fees for things that aren't inputs
CAmount not_input_fees = coin_selection_params.effective_fee.GetFee(coin_selection_params.tx_noinputs_size);
CAmount not_input_fees = coin_selection_params.m_effective_feerate.GetFee(coin_selection_params.tx_noinputs_size);
bnb_used = true;
return SelectCoinsBnB(utxo_pool, nTargetValue, cost_of_change, setCoinsRet, nValueRet, not_input_fees);
} else {
@ -2443,7 +2437,7 @@ bool CWallet::SelectCoins(const std::vector<COutput>& vAvailableCoins, const CAm
if (coin.m_input_bytes <= 0) {
return false; // Not solvable, can't estimate size for fee
}
coin.effective_value = coin.txout.nValue - coin_selection_params.effective_fee.GetFee(coin.m_input_bytes);
coin.effective_value = coin.txout.nValue - coin_selection_params.m_effective_feerate.GetFee(coin.m_input_bytes);
if (coin_selection_params.use_bnb) {
value_to_select -= coin.effective_value;
} else {
@ -2811,16 +2805,27 @@ bool CWallet::CreateTransactionInternal(
CTxOut change_prototype_txout(0, scriptChange);
coin_selection_params.change_output_size = GetSerializeSize(change_prototype_txout);
CFeeRate discard_rate = GetDiscardRate(*this);
// Set discard feerate
coin_selection_params.m_discard_feerate = GetDiscardRate(*this);
// Get the fee rate to use effective values in coin selection
CFeeRate nFeeRateNeeded = GetMinimumFeeRate(*this, coin_control, &feeCalc);
coin_selection_params.m_effective_feerate = GetMinimumFeeRate(*this, coin_control, &feeCalc);
// Do not, ever, assume that it's fine to change the fee rate if the user has explicitly
// provided one
if (coin_control.m_feerate && nFeeRateNeeded > *coin_control.m_feerate) {
error = strprintf(_("Fee rate (%s) is lower than the minimum fee rate setting (%s)"), coin_control.m_feerate->ToString(FeeEstimateMode::SAT_VB), nFeeRateNeeded.ToString(FeeEstimateMode::SAT_VB));
if (coin_control.m_feerate && coin_selection_params.m_effective_feerate > *coin_control.m_feerate) {
error = strprintf(_("Fee rate (%s) is lower than the minimum fee rate setting (%s)"), coin_control.m_feerate->ToString(FeeEstimateMode::SAT_VB), coin_selection_params.m_effective_feerate.ToString(FeeEstimateMode::SAT_VB));
return false;
}
if (feeCalc.reason == FeeReason::FALLBACK && !m_allow_fallback_fee) {
// eventually allow a fallback fee
error = _("Fee estimation failed. Fallbackfee is disabled. Wait a few blocks or enable -fallbackfee.");
return false;
}
// Get long term estimate
CCoinControl cc_temp;
cc_temp.m_confirm_target = chain().estimateMaxBlocks();
coin_selection_params.m_long_term_feerate = GetMinimumFeeRate(*this, cc_temp, nullptr);
nFeeRet = 0;
bool pick_new_inputs = true;
@ -2895,7 +2900,6 @@ bool CWallet::CreateTransactionInternal(
} else {
coin_selection_params.change_spend_size = (size_t)change_spend_size;
}
coin_selection_params.effective_fee = nFeeRateNeeded;
if (!SelectCoins(vAvailableCoins, nValueToSelect, setCoins, nValueIn, coin_control, coin_selection_params, bnb_used))
{
// If BnB was used, it was the first pass. No longer the first pass and continue loop with knapsack.
@ -2921,7 +2925,7 @@ bool CWallet::CreateTransactionInternal(
// Never create dust outputs; if we would, just
// add the dust to the fee.
// The nChange when BnB is used is always going to go to fees.
if (IsDust(newTxOut, discard_rate) || bnb_used)
if (IsDust(newTxOut, coin_selection_params.m_discard_feerate) || bnb_used)
{
nChangePosInOut = -1;
nFeeRet += nChange;
@ -2958,13 +2962,7 @@ bool CWallet::CreateTransactionInternal(
return false;
}
nFeeNeeded = GetMinimumFee(*this, nBytes, coin_control, &feeCalc);
if (feeCalc.reason == FeeReason::FALLBACK && !m_allow_fallback_fee) {
// eventually allow a fallback fee
error = _("Fee estimation failed. Fallbackfee is disabled. Wait a few blocks or enable -fallbackfee.");
return false;
}
nFeeNeeded = coin_selection_params.m_effective_feerate.GetFee(nBytes);
if (nFeeRet >= nFeeNeeded) {
// Reduce fee to only the needed amount if possible. This
// prevents potential overpayment in fees if the coins
@ -2978,8 +2976,8 @@ bool CWallet::CreateTransactionInternal(
// change output. Only try this once.
if (nChangePosInOut == -1 && nSubtractFeeFromAmount == 0 && pick_new_inputs) {
unsigned int tx_size_with_change = nBytes + coin_selection_params.change_output_size + 2; // Add 2 as a buffer in case increasing # of outputs changes compact size
CAmount fee_needed_with_change = GetMinimumFee(*this, tx_size_with_change, coin_control, nullptr);
CAmount minimum_value_for_change = GetDustThreshold(change_prototype_txout, discard_rate);
CAmount fee_needed_with_change = coin_selection_params.m_effective_feerate.GetFee(tx_size_with_change);
CAmount minimum_value_for_change = GetDustThreshold(change_prototype_txout, coin_selection_params.m_discard_feerate);
if (nFeeRet >= fee_needed_with_change + minimum_value_for_change) {
pick_new_inputs = false;
nFeeRet = fee_needed_with_change;

15
src/wallet/wallet.h
View file

@ -606,12 +606,23 @@ struct CoinSelectionParams
bool use_bnb = true;
size_t change_output_size = 0;
size_t change_spend_size = 0;
CFeeRate effective_fee = CFeeRate(0);
CFeeRate m_effective_feerate;
CFeeRate m_long_term_feerate;
CFeeRate m_discard_feerate;
size_t tx_noinputs_size = 0;
//! Indicate that we are subtracting the fee from outputs
bool m_subtract_fee_outputs = false;
CoinSelectionParams(bool use_bnb, size_t change_output_size, size_t change_spend_size, CFeeRate effective_fee, size_t tx_noinputs_size) : use_bnb(use_bnb), change_output_size(change_output_size), change_spend_size(change_spend_size), effective_fee(effective_fee), tx_noinputs_size(tx_noinputs_size) {}
CoinSelectionParams(bool use_bnb, size_t change_output_size, size_t change_spend_size, CFeeRate effective_feerate,
CFeeRate long_term_feerate, CFeeRate discard_feerate, size_t tx_noinputs_size) :
use_bnb(use_bnb),
change_output_size(change_output_size),
change_spend_size(change_spend_size),
m_effective_feerate(effective_feerate),
m_long_term_feerate(long_term_feerate),
m_discard_feerate(discard_feerate),
tx_noinputs_size(tx_noinputs_size)
{}
CoinSelectionParams() {}
};