Commit graph

50 commits

Author SHA1 Message Date
fanquake
eaf712c801
lint: codespell 2.1.0 2022-04-07 12:49:51 +01:00
fanquake
6d5771ba07
Merge bitcoin/bitcoin#24494: wallet: generate random change target for each tx for better privacy
9053f64fcb [doc] release notes for random change target (glozow)
46f2fed6c5 [wallet] remove MIN_CHANGE (glozow)
a44236addd [wallet] randomly generate change targets (glozow)
1e52e6bd0a 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 9053f64fcb
  Xekyo:
    reACK 9053f64fcb

Tree-SHA512: 45ce5d064697065549473347648e29935733f3deffc71a6ab995449431f60302d1f9911a0994dfdb960b48c48b5d8859f168b396ff2a62db67d535a7db041d35
2022-03-25 21:03:32 +00:00
glozow
46f2fed6c5 [wallet] remove MIN_CHANGE 2022-03-25 11:57:51 +00:00
glozow
a44236addd [wallet] randomly generate change targets
If the wallet always chooses 1 million sats as its change target, it is
easier to fingerprint transactions created by the Core wallet.
2022-03-25 11:56:46 +00:00
glozow
1e52e6bd0a refactor coin selection for parameterizable change target
no behavior changes, since the target is always MIN_CHANGE
2022-03-25 11:56:46 +00:00
MarcoFalke
fab287cedd
Clarify that COutput is a struct, not a class
Also, use {}-initialization
2022-03-25 09:58:36 +01:00
fanquake
3740cdd125
Merge bitcoin/bitcoin#24091: wallet: Consolidate CInputCoin and COutput
049003fe68 coinselection: Remove COutput operators == and != (Andrew Chow)
f6c39c6adb coinselection: Remove CInputCoin (Andrew Chow)
70f31f1a81 coinselection: Use COutput instead of CInputCoin (Andrew Chow)
14fbb57b79 coinselection: Add effective value and fees to COutput (Andrew Chow)
f0821230b8 moveonly: move COutput to coinselection.h (Andrew Chow)
42e974e15c wallet: Remove CWallet and CWalletTx from COutput's constructor (Andrew Chow)
14d04d5ad1 wallet: Replace CWalletTx in COutput with COutPoint and CTxOut (Andrew Chow)
0ba4d1916e wallet: Provide input bytes to COutput (Andrew Chow)
d51f27d3bb wallet: Store whether a COutput is from the wallet (Andrew Chow)
b799814bbd wallet: Store tx time in COutput (Andrew Chow)
46022953ee wallet: Remove use_max_sig default value (Andrew Chow)
10379f007f scripted-diff: Rename COutput member variables (Andrew Chow)
c7c64db41e 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 049003fe68, just adding comments and removing == operators since last review
  w0xlt:
    reACK 049003f
  Xekyo:
    reACK 049003fe68

Tree-SHA512: 048b4cd620a0415e1d9fe8597257ee4bc64656566e1d28a9bdd147d6d72dc87c3f34a3339fa9ab6acf42c388df7901fc4ee900ccaabc3de790ffad162b544c15
2022-03-24 20:46:43 +00:00
Andrew Chow
049003fe68 coinselection: Remove COutput operators == and !=
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.
2022-03-23 15:01:39 -04:00
Andrew Chow
f6c39c6adb coinselection: Remove CInputCoin
It is no longer needed as everything it was doing is now done by COutput
2022-03-23 15:01:39 -04:00
Andrew Chow
70f31f1a81 coinselection: Use COutput instead of CInputCoin
Also rename setPresetCoins to preset_coins
2022-03-23 15:01:39 -04:00
Andrew Chow
14fbb57b79 coinselection: Add effective value and fees to COutput 2022-03-23 15:01:38 -04:00
Andrew Chow
f0821230b8 moveonly: move COutput to coinselection.h 2022-03-23 14:32:07 -04:00
MarcoFalke
fa7deaa046
wallet: Pass FastRandomContext& to coin selection 2022-03-14 15:17:04 +01:00
Russell Yanofsky
f7086fd8ff Add src/wallet/* code to wallet:: namespace 2022-01-06 22:14:16 -05:00
Hennadii Stepanov
f47dda2c58
scripted-diff: Bump copyright headers
-BEGIN VERIFY SCRIPT-
./contrib/devtools/copyright_header.py update ./
-END VERIFY SCRIPT-

Commits of previous years:
* 2020: fa0074e2d8
* 2019: aaaaad6ac9
2021-12-30 19:36:57 +02:00
Andrew Chow
bb50850a44 Use SelectionResult for waste calculation 2021-12-05 13:43:28 -05:00
Andrew Chow
51a9c00b4d Return SelectionResult from SelectCoinsSRD
Changes SelectCoinsSRD to return a SelectionResult.
2021-12-05 13:40:48 -05:00
Andrew Chow
0ef6184575 Return SelectionResult from KnapsackSolver
Returns a std::optional<SelectionResult> from KnapsackSolver instead of
using out parameters for the inputs set and selected value.
2021-12-05 13:40:42 -05:00
Andrew Chow
60d2ca72e3 Return SelectionResult from SelectCoinsBnB
Removes coins_out and value_ret has SelectCoinsBnB return a
std::optional<SelectionResult>
2021-12-05 13:39:51 -05:00
Andrew Chow
a339add471 Make member variables of SelectionResult private 2021-12-05 13:39:51 -05:00
Andrew Chow
9d1d86da04 Introduce SelectionResult struct
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.
2021-12-05 13:39:41 -05:00
MarcoFalke
816e15ee81
Merge bitcoin/bitcoin#22951: consensus: move amount.h into consensus
9d0379cea6 consensus: use <cstdint> over <stdint.h> in amount.h (fanquake)
863e52fe63 consensus: make COIN & MAX_MONEY constexpr (fanquake)
d09071da5b [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 9d0379cea6 🏝

Tree-SHA512: 97fc79262dcb8c00996852a288fee69ddf8398ae2c95700bba5b326f1f38ffcfaf8fa66e29d0cb446d9b3f4e608a96525fae0c2ad9cd531ad98ad2a4a687cd6a
2021-10-05 09:43:23 +02:00
fanquake
d09071da5b
[MOVEONLY] consensus: move amount.h into consensus
Move amount.h to consensus/amount.h.
Renames, adds missing and removes uneeded includes.
2021-09-30 07:41:57 +08:00
Andrew Chow
a00eb388e8 Allow CInputCoin to also be constructed with COutPoint and CTxOut 2021-09-29 16:48:43 -04:00
Samuel Dobson
d5d0a5c604
Merge bitcoin/bitcoin#17526: Add Single Random Draw as an additional coin selection algorithm
3633b667ff Use SelectCoinsSRD if it has less waste (Andrew Chow)
8bf789b4b4 Add SelectCoinsSRD function (Andrew Chow)
2ad3b5d2ad tests: wallet_basic lock needed unspents (Andrew Chow)
b77885f13e tests: wallet_txn explicilty specify inputs (Andrew Chow)
59ba7d2861 tests: rpc_fundrawtx better test for UTXO inclusion with include_unsafe (Andrew Chow)
a165bfbe44 tests: rpc_fundrawtx use specific inputs for unavailable change test (Andrew Chow)
df765a484d tests: rpc_fundrawtx lock to UTXO types (Andrew Chow)

Pull request description:

  To ease in the use of SRD as our fallback mechanism, this PR adds it as a secondary fallback algorithm in addition to the knapsack solver. Since #22009, the solution with the least waste will be chosen. This pattern is continued with SRD simply being another solution whose waste is compared.

ACKs for top commit:
  glozow:
    reACK 3633b66 via `git range-diff  981b9d1...3633b66`, thanks for taking the suggestions
  laanwj:
    Concept and code review ACK 3633b667ff

Tree-SHA512: 895659f553fea2230990136565bdf18b1328de8b0ce47f06b64bb4d69301f6dd68cb38debe5c24fb6de1317b735fc020a987c541f00bbea65229de47e53adf92
2021-09-03 22:45:48 +12:00
Andrew Chow
8bf789b4b4 Add SelectCoinsSRD function 2021-09-23 13:33:25 -04:00
benthecarman
d2eccacd18
doc: Clarify that change_cost cannot be negative in GetSelectionWaste 2021-09-05 12:55:54 -05:00
Andrew Chow
4f5ad43b1e Add waste metric calculation function 2021-08-27 12:46:06 -04:00
Andrew Chow
51a3ac242c Have OutputGroup determine the value to use
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().
2021-05-19 15:35:11 -04:00
Andrew Chow
bf26e018de Roll static tx fees into nValueToSelect instead of having it be separate
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.
2021-05-19 13:33:31 -04:00
t-bast
11d6459b6e
rpc: include_unsafe option for fundrawtransaction
Allow RPC users to opt-in to unsafe inputs when funding a raw transaction.

Applications that need to manage a complex RBF flow (such as lightning
nodes using anchor outputs) are very limited if they can only use safe inputs.

Fixes #21299
2021-04-30 18:53:47 +02:00
glozow
58ea324fdd [docs] add doxygen comments to wallet code
Co-authored-by: Xekyo <murch@murch.one>
2021-04-26 11:00:18 -07:00
Samuel Dobson
7dc4807691
Merge #20040: wallet: Refactor OutputGroups to handle fees and spending eligibility on grouping
5d4597666d Rewrite OutputGroups to be clearer and to use scriptPubKeys (Andrew Chow)
f6b3052739 Explicitly filter out partial groups when we don't want them (Andrew Chow)
416d74fb16 Move OutputGroup positive only filtering into Insert (Andrew Chow)
d895e98b59 Move EligibleForSpending into GroupOutputs (Andrew Chow)
99b399aba5 Move fee setting of OutputGroup to Insert (Andrew Chow)
6148a8acda Move GroupOutputs into SelectCoinsMinConf (Andrew Chow)
2acad03657 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: 5d4597666d
  fjahr:
    Code review ACK 5d4597666d
  meshcollider:
    Light utACK 5d4597666d

Tree-SHA512: 35965b6d49a87f4ebb366ec4f00aafaaf78e9282481ae2c9682b515a3a9f2cbcd3cd6e202fee29489d48fe7f3a7cede4270796f5e72bbaff76da647138fb3059
2021-02-01 22:43:17 +13:00
MarcoFalke
fa0074e2d8
scripted-diff: Bump copyright headers
-BEGIN VERIFY SCRIPT-
./contrib/devtools/copyright_header.py update ./
-END VERIFY SCRIPT-
2020-12-31 09:45:41 +01:00
Andrew Chow
f6b3052739 Explicitly filter out partial groups when we don't want them
Instead of hacking OutputGroup::m_ancestors to discourage the inclusion
of partial groups via the eligibility filter, add a parameter to the
eligibility filter that indicates whether we want to include the group.
Then for those partial groups, don't return them in GroupOutputs if we
indicate they aren't desired.
2020-10-02 12:35:22 -04:00
Andrew Chow
416d74fb16 Move OutputGroup positive only filtering into Insert 2020-10-02 12:35:04 -04:00
Andrew Chow
99b399aba5 Move fee setting of OutputGroup to Insert
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.
2020-09-29 14:25:56 -04:00
Andrew Chow
2acad03657 Remove OutputGroup non-default constructors 2020-09-29 14:25:11 -04:00
Andrew Chow
9adc2f80fc Refactor OutputGroups to handle effective values, fees, and filtering
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.
2020-08-11 14:25:02 -04:00
MarcoFalke
fa84723e73
amount: Move CAmount CENT to unit test header 2018-09-17 14:34:56 -04:00
DrahtBot
eb7daf4d60 Update copyright headers to 2018 2018-07-27 07:15:02 -04:00
Karl-Johan Alm
e00b4699cc
clean-up: Remove no longer used ivars from CInputCoin 2018-07-24 15:05:38 +09:00
Karl-Johan Alm
59d6f7b4e2
wallet: Switch to using output groups instead of coins in coin selection 2018-07-24 15:05:37 +09:00
Karl-Johan Alm
87ebce25d6
wallet: Add output grouping 2018-07-24 15:05:37 +09:00
Karl-Johan Alm
65b3eda458
wallet: Add input bytes to CInputCoin
With nInputBytes, coin selection can execute without a reference to the COutput
2018-07-24 15:05:36 +09:00
Karl-Johan Alm
a443d7a0ca
moveonly: CoinElegibilityFilter into coinselection.h 2018-07-24 15:05:36 +09:00
practicalswift
8fd6af89a0 Fix missing or inconsistent include guards 2018-03-22 16:23:04 +01:00
Andrew Chow
fb716f7b25 Move current coin selection algorithm to coinselection.{cpp,h}
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.
2018-03-13 12:39:26 -04:00
Andrew Chow
4b2716da46 Remove coinselection.h -> wallet.h circular dependency
Changes CInputCoin to coinselection and to use CTransactionRef in
order to avoid a circular dependency. Also moves other coin selection
specific variables out of wallet.h to coinselectoin.h
2018-03-13 12:39:26 -04:00
Andrew Chow
0185939be6 Implement Branch and Bound coin selection in a new file
Create a new file for coin selection logic and implement the BnB algorithm in it.
2018-03-13 12:39:17 -04:00