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86beee0579
Instead of always choosing BnB if it finds a solution, always do both BnB and KnapsackSolver and choose the one which has the least waste.
999 lines
45 KiB
C++
999 lines
45 KiB
C++
// Copyright (c) 2021 The Bitcoin Core developers
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// Distributed under the MIT software license, see the accompanying
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// file COPYING or http://www.opensource.org/licenses/mit-license.php.
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#include <consensus/validation.h>
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#include <interfaces/chain.h>
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#include <policy/policy.h>
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#include <util/check.h>
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#include <util/fees.h>
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#include <util/moneystr.h>
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#include <util/rbf.h>
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#include <util/translation.h>
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#include <wallet/coincontrol.h>
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#include <wallet/fees.h>
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#include <wallet/receive.h>
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#include <wallet/spend.h>
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#include <wallet/transaction.h>
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#include <wallet/wallet.h>
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using interfaces::FoundBlock;
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static constexpr size_t OUTPUT_GROUP_MAX_ENTRIES{100};
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std::string COutput::ToString() const
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{
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return strprintf("COutput(%s, %d, %d) [%s]", tx->GetHash().ToString(), i, nDepth, FormatMoney(tx->tx->vout[i].nValue));
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}
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int CalculateMaximumSignedInputSize(const CTxOut& txout, const CWallet* wallet, bool use_max_sig)
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{
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CMutableTransaction txn;
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txn.vin.push_back(CTxIn(COutPoint()));
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if (!wallet->DummySignInput(txn.vin[0], txout, use_max_sig)) {
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return -1;
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}
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return GetVirtualTransactionInputSize(txn.vin[0]);
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}
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// txouts needs to be in the order of tx.vin
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TxSize CalculateMaximumSignedTxSize(const CTransaction &tx, const CWallet *wallet, const std::vector<CTxOut>& txouts, bool use_max_sig)
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{
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CMutableTransaction txNew(tx);
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if (!wallet->DummySignTx(txNew, txouts, use_max_sig)) {
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return TxSize{-1, -1};
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}
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CTransaction ctx(txNew);
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int64_t vsize = GetVirtualTransactionSize(ctx);
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int64_t weight = GetTransactionWeight(ctx);
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return TxSize{vsize, weight};
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}
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TxSize CalculateMaximumSignedTxSize(const CTransaction &tx, const CWallet *wallet, bool use_max_sig)
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{
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std::vector<CTxOut> txouts;
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for (const CTxIn& input : tx.vin) {
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const auto mi = wallet->mapWallet.find(input.prevout.hash);
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// Can not estimate size without knowing the input details
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if (mi == wallet->mapWallet.end()) {
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return TxSize{-1, -1};
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}
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assert(input.prevout.n < mi->second.tx->vout.size());
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txouts.emplace_back(mi->second.tx->vout[input.prevout.n]);
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}
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return CalculateMaximumSignedTxSize(tx, wallet, txouts, use_max_sig);
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}
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void CWallet::AvailableCoins(std::vector<COutput>& vCoins, const CCoinControl* coinControl, const CAmount& nMinimumAmount, const CAmount& nMaximumAmount, const CAmount& nMinimumSumAmount, const uint64_t nMaximumCount) const
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{
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AssertLockHeld(cs_wallet);
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vCoins.clear();
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CAmount nTotal = 0;
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// Either the WALLET_FLAG_AVOID_REUSE flag is not set (in which case we always allow), or we default to avoiding, and only in the case where
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// a coin control object is provided, and has the avoid address reuse flag set to false, do we allow already used addresses
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bool allow_used_addresses = !IsWalletFlagSet(WALLET_FLAG_AVOID_REUSE) || (coinControl && !coinControl->m_avoid_address_reuse);
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const int min_depth = {coinControl ? coinControl->m_min_depth : DEFAULT_MIN_DEPTH};
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const int max_depth = {coinControl ? coinControl->m_max_depth : DEFAULT_MAX_DEPTH};
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const bool only_safe = {coinControl ? !coinControl->m_include_unsafe_inputs : true};
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std::set<uint256> trusted_parents;
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for (const auto& entry : mapWallet)
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{
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const uint256& wtxid = entry.first;
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const CWalletTx& wtx = entry.second;
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if (!chain().checkFinalTx(*wtx.tx)) {
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continue;
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}
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if (wtx.IsImmatureCoinBase())
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continue;
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int nDepth = wtx.GetDepthInMainChain();
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if (nDepth < 0)
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continue;
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// We should not consider coins which aren't at least in our mempool
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// It's possible for these to be conflicted via ancestors which we may never be able to detect
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if (nDepth == 0 && !wtx.InMempool())
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continue;
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bool safeTx = IsTrusted(wtx, trusted_parents);
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// We should not consider coins from transactions that are replacing
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// other transactions.
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//
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// Example: There is a transaction A which is replaced by bumpfee
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// transaction B. In this case, we want to prevent creation of
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// a transaction B' which spends an output of B.
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//
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// Reason: If transaction A were initially confirmed, transactions B
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// and B' would no longer be valid, so the user would have to create
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// a new transaction C to replace B'. However, in the case of a
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// one-block reorg, transactions B' and C might BOTH be accepted,
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// when the user only wanted one of them. Specifically, there could
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// be a 1-block reorg away from the chain where transactions A and C
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// were accepted to another chain where B, B', and C were all
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// accepted.
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if (nDepth == 0 && wtx.mapValue.count("replaces_txid")) {
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safeTx = false;
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}
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// Similarly, we should not consider coins from transactions that
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// have been replaced. In the example above, we would want to prevent
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// creation of a transaction A' spending an output of A, because if
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// transaction B were initially confirmed, conflicting with A and
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// A', we wouldn't want to the user to create a transaction D
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// intending to replace A', but potentially resulting in a scenario
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// where A, A', and D could all be accepted (instead of just B and
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// D, or just A and A' like the user would want).
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if (nDepth == 0 && wtx.mapValue.count("replaced_by_txid")) {
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safeTx = false;
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}
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if (only_safe && !safeTx) {
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continue;
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}
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if (nDepth < min_depth || nDepth > max_depth) {
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continue;
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}
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for (unsigned int i = 0; i < wtx.tx->vout.size(); i++) {
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// Only consider selected coins if add_inputs is false
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if (coinControl && !coinControl->m_add_inputs && !coinControl->IsSelected(COutPoint(entry.first, i))) {
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continue;
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}
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if (wtx.tx->vout[i].nValue < nMinimumAmount || wtx.tx->vout[i].nValue > nMaximumAmount)
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continue;
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if (coinControl && coinControl->HasSelected() && !coinControl->fAllowOtherInputs && !coinControl->IsSelected(COutPoint(entry.first, i)))
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continue;
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if (IsLockedCoin(entry.first, i))
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continue;
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if (IsSpent(wtxid, i))
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continue;
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isminetype mine = IsMine(wtx.tx->vout[i]);
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if (mine == ISMINE_NO) {
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continue;
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}
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if (!allow_used_addresses && IsSpentKey(wtxid, i)) {
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continue;
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}
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std::unique_ptr<SigningProvider> provider = GetSolvingProvider(wtx.tx->vout[i].scriptPubKey);
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bool solvable = provider ? IsSolvable(*provider, wtx.tx->vout[i].scriptPubKey) : false;
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bool spendable = ((mine & ISMINE_SPENDABLE) != ISMINE_NO) || (((mine & ISMINE_WATCH_ONLY) != ISMINE_NO) && (coinControl && coinControl->fAllowWatchOnly && solvable));
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vCoins.push_back(COutput(&wtx, i, nDepth, spendable, solvable, safeTx, (coinControl && coinControl->fAllowWatchOnly)));
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// Checks the sum amount of all UTXO's.
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if (nMinimumSumAmount != MAX_MONEY) {
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nTotal += wtx.tx->vout[i].nValue;
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if (nTotal >= nMinimumSumAmount) {
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return;
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}
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}
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// Checks the maximum number of UTXO's.
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if (nMaximumCount > 0 && vCoins.size() >= nMaximumCount) {
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return;
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}
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}
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}
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}
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CAmount CWallet::GetAvailableBalance(const CCoinControl* coinControl) const
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{
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LOCK(cs_wallet);
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CAmount balance = 0;
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std::vector<COutput> vCoins;
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AvailableCoins(vCoins, coinControl);
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for (const COutput& out : vCoins) {
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if (out.fSpendable) {
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balance += out.tx->tx->vout[out.i].nValue;
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}
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}
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return balance;
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}
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const CTxOut& CWallet::FindNonChangeParentOutput(const CTransaction& tx, int output) const
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{
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AssertLockHeld(cs_wallet);
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const CTransaction* ptx = &tx;
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int n = output;
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while (IsChange(ptx->vout[n]) && ptx->vin.size() > 0) {
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const COutPoint& prevout = ptx->vin[0].prevout;
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auto it = mapWallet.find(prevout.hash);
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if (it == mapWallet.end() || it->second.tx->vout.size() <= prevout.n ||
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!IsMine(it->second.tx->vout[prevout.n])) {
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break;
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}
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ptx = it->second.tx.get();
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n = prevout.n;
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}
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return ptx->vout[n];
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}
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std::map<CTxDestination, std::vector<COutput>> CWallet::ListCoins() const
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{
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AssertLockHeld(cs_wallet);
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std::map<CTxDestination, std::vector<COutput>> result;
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std::vector<COutput> availableCoins;
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AvailableCoins(availableCoins);
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for (const COutput& coin : availableCoins) {
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CTxDestination address;
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if ((coin.fSpendable || (IsWalletFlagSet(WALLET_FLAG_DISABLE_PRIVATE_KEYS) && coin.fSolvable)) &&
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ExtractDestination(FindNonChangeParentOutput(*coin.tx->tx, coin.i).scriptPubKey, address)) {
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result[address].emplace_back(std::move(coin));
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}
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}
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std::vector<COutPoint> lockedCoins;
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ListLockedCoins(lockedCoins);
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// Include watch-only for LegacyScriptPubKeyMan wallets without private keys
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const bool include_watch_only = GetLegacyScriptPubKeyMan() && IsWalletFlagSet(WALLET_FLAG_DISABLE_PRIVATE_KEYS);
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const isminetype is_mine_filter = include_watch_only ? ISMINE_WATCH_ONLY : ISMINE_SPENDABLE;
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for (const COutPoint& output : lockedCoins) {
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auto it = mapWallet.find(output.hash);
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if (it != mapWallet.end()) {
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int depth = it->second.GetDepthInMainChain();
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if (depth >= 0 && output.n < it->second.tx->vout.size() &&
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IsMine(it->second.tx->vout[output.n]) == is_mine_filter
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) {
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CTxDestination address;
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if (ExtractDestination(FindNonChangeParentOutput(*it->second.tx, output.n).scriptPubKey, address)) {
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result[address].emplace_back(
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&it->second, output.n, depth, true /* spendable */, true /* solvable */, false /* safe */);
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}
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}
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}
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}
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return result;
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}
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std::vector<OutputGroup> CWallet::GroupOutputs(const std::vector<COutput>& outputs, const CoinSelectionParams& coin_sel_params, const CoinEligibilityFilter& filter, bool positive_only) const
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{
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std::vector<OutputGroup> groups_out;
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if (!coin_sel_params.m_avoid_partial_spends) {
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// Allowing partial spends means no grouping. Each COutput gets its own OutputGroup.
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for (const COutput& output : outputs) {
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// Skip outputs we cannot spend
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if (!output.fSpendable) continue;
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size_t ancestors, descendants;
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chain().getTransactionAncestry(output.tx->GetHash(), ancestors, descendants);
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CInputCoin input_coin = output.GetInputCoin();
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// Make an OutputGroup containing just this output
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OutputGroup group{coin_sel_params};
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group.Insert(input_coin, output.nDepth, output.tx->IsFromMe(ISMINE_ALL), ancestors, descendants, positive_only);
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// Check the OutputGroup's eligibility. Only add the eligible ones.
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if (positive_only && group.GetSelectionAmount() <= 0) continue;
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if (group.m_outputs.size() > 0 && group.EligibleForSpending(filter)) groups_out.push_back(group);
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}
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return groups_out;
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}
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// We want to combine COutputs that have the same scriptPubKey into single OutputGroups
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// except when there are more than OUTPUT_GROUP_MAX_ENTRIES COutputs grouped in an OutputGroup.
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// To do this, we maintain a map where the key is the scriptPubKey and the value is a vector of OutputGroups.
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// For each COutput, we check if the scriptPubKey is in the map, and if it is, the COutput's CInputCoin is added
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// to the last OutputGroup in the vector for the scriptPubKey. When the last OutputGroup has
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// OUTPUT_GROUP_MAX_ENTRIES CInputCoins, a new OutputGroup is added to the end of the vector.
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std::map<CScript, std::vector<OutputGroup>> spk_to_groups_map;
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for (const auto& output : outputs) {
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// Skip outputs we cannot spend
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if (!output.fSpendable) continue;
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size_t ancestors, descendants;
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chain().getTransactionAncestry(output.tx->GetHash(), ancestors, descendants);
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CInputCoin input_coin = output.GetInputCoin();
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CScript spk = input_coin.txout.scriptPubKey;
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std::vector<OutputGroup>& groups = spk_to_groups_map[spk];
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if (groups.size() == 0) {
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// No OutputGroups for this scriptPubKey yet, add one
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groups.emplace_back(coin_sel_params);
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}
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// Get the last OutputGroup in the vector so that we can add the CInputCoin to it
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// A pointer is used here so that group can be reassigned later if it is full.
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OutputGroup* group = &groups.back();
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// Check if this OutputGroup is full. We limit to OUTPUT_GROUP_MAX_ENTRIES when using -avoidpartialspends
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// to avoid surprising users with very high fees.
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if (group->m_outputs.size() >= OUTPUT_GROUP_MAX_ENTRIES) {
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// The last output group is full, add a new group to the vector and use that group for the insertion
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groups.emplace_back(coin_sel_params);
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group = &groups.back();
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}
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// Add the input_coin to group
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group->Insert(input_coin, output.nDepth, output.tx->IsFromMe(ISMINE_ALL), ancestors, descendants, positive_only);
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}
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// Now we go through the entire map and pull out the OutputGroups
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for (const auto& spk_and_groups_pair: spk_to_groups_map) {
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const std::vector<OutputGroup>& groups_per_spk= spk_and_groups_pair.second;
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// Go through the vector backwards. This allows for the first item we deal with being the partial group.
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for (auto group_it = groups_per_spk.rbegin(); group_it != groups_per_spk.rend(); group_it++) {
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const OutputGroup& group = *group_it;
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// Don't include partial groups if there are full groups too and we don't want partial groups
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if (group_it == groups_per_spk.rbegin() && groups_per_spk.size() > 1 && !filter.m_include_partial_groups) {
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continue;
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}
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// Check the OutputGroup's eligibility. Only add the eligible ones.
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if (positive_only && group.GetSelectionAmount() <= 0) continue;
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if (group.m_outputs.size() > 0 && group.EligibleForSpending(filter)) groups_out.push_back(group);
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}
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}
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return groups_out;
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}
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bool CWallet::AttemptSelection(const CAmount& nTargetValue, const CoinEligibilityFilter& eligibility_filter, std::vector<COutput> coins,
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std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet, const CoinSelectionParams& coin_selection_params) const
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{
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setCoinsRet.clear();
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nValueRet = 0;
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// Vector of results for use with waste calculation
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// In order: calculated waste, selected inputs, selected input value (sum of input values)
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// TODO: Use a struct representing the selection result
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std::vector<std::tuple<CAmount, std::set<CInputCoin>, CAmount>> results;
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// Note that unlike KnapsackSolver, we do not include the fee for creating a change output as BnB will not create a change output.
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std::vector<OutputGroup> positive_groups = GroupOutputs(coins, coin_selection_params, eligibility_filter, true /* positive_only */);
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std::set<CInputCoin> bnb_coins;
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CAmount bnb_value;
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if (SelectCoinsBnB(positive_groups, nTargetValue, coin_selection_params.m_cost_of_change, bnb_coins, bnb_value)) {
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const auto waste = GetSelectionWaste(bnb_coins, /* cost of change */ CAmount(0), nTargetValue, !coin_selection_params.m_subtract_fee_outputs);
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results.emplace_back(std::make_tuple(waste, std::move(bnb_coins), bnb_value));
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}
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// The knapsack solver has some legacy behavior where it will spend dust outputs. We retain this behavior, so don't filter for positive only here.
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std::vector<OutputGroup> all_groups = GroupOutputs(coins, coin_selection_params, eligibility_filter, false /* positive_only */);
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// While nTargetValue includes the transaction fees for non-input things, it does not include the fee for creating a change output.
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// So we need to include that for KnapsackSolver as well, as we are expecting to create a change output.
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std::set<CInputCoin> knapsack_coins;
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CAmount knapsack_value;
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if (KnapsackSolver(nTargetValue + coin_selection_params.m_change_fee, all_groups, knapsack_coins, knapsack_value)) {
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const auto waste = GetSelectionWaste(knapsack_coins, coin_selection_params.m_cost_of_change, nTargetValue + coin_selection_params.m_change_fee, !coin_selection_params.m_subtract_fee_outputs);
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results.emplace_back(std::make_tuple(waste, std::move(knapsack_coins), knapsack_value));
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}
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if (results.size() == 0) {
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// No solution found
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return false;
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}
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// Choose the result with the least waste
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// If the waste is the same, choose the one which spends more inputs.
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const auto& best_result = std::min_element(results.begin(), results.end(), [](const auto& a, const auto& b) {
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return std::get<0>(a) < std::get<0>(b) || (std::get<0>(a) == std::get<0>(b) && std::get<1>(a).size() > std::get<1>(b).size());
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});
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setCoinsRet = std::get<1>(*best_result);
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nValueRet = std::get<2>(*best_result);
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return true;
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}
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bool CWallet::SelectCoins(const std::vector<COutput>& vAvailableCoins, const CAmount& nTargetValue, std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet, const CCoinControl& coin_control, CoinSelectionParams& coin_selection_params) const
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{
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std::vector<COutput> vCoins(vAvailableCoins);
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CAmount value_to_select = nTargetValue;
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// coin control -> return all selected outputs (we want all selected to go into the transaction for sure)
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if (coin_control.HasSelected() && !coin_control.fAllowOtherInputs)
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{
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for (const COutput& out : vCoins)
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{
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if (!out.fSpendable)
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continue;
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nValueRet += out.tx->tx->vout[out.i].nValue;
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setCoinsRet.insert(out.GetInputCoin());
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}
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return (nValueRet >= nTargetValue);
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}
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// calculate value from preset inputs and store them
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std::set<CInputCoin> setPresetCoins;
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CAmount nValueFromPresetInputs = 0;
|
|
|
|
std::vector<COutPoint> vPresetInputs;
|
|
coin_control.ListSelected(vPresetInputs);
|
|
for (const COutPoint& outpoint : vPresetInputs)
|
|
{
|
|
std::map<uint256, CWalletTx>::const_iterator it = mapWallet.find(outpoint.hash);
|
|
if (it != mapWallet.end())
|
|
{
|
|
const CWalletTx& wtx = it->second;
|
|
// Clearly invalid input, fail
|
|
if (wtx.tx->vout.size() <= outpoint.n) {
|
|
return false;
|
|
}
|
|
// Just to calculate the marginal byte size
|
|
CInputCoin coin(wtx.tx, outpoint.n, wtx.GetSpendSize(outpoint.n, false));
|
|
nValueFromPresetInputs += coin.txout.nValue;
|
|
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.m_effective_feerate.GetFee(coin.m_input_bytes);
|
|
if (coin_selection_params.m_subtract_fee_outputs) {
|
|
value_to_select -= coin.txout.nValue;
|
|
} else {
|
|
value_to_select -= coin.effective_value;
|
|
}
|
|
setPresetCoins.insert(coin);
|
|
} else {
|
|
return false; // TODO: Allow non-wallet inputs
|
|
}
|
|
}
|
|
|
|
// remove preset inputs from vCoins so that Coin Selection doesn't pick them.
|
|
for (std::vector<COutput>::iterator it = vCoins.begin(); it != vCoins.end() && coin_control.HasSelected();)
|
|
{
|
|
if (setPresetCoins.count(it->GetInputCoin()))
|
|
it = vCoins.erase(it);
|
|
else
|
|
++it;
|
|
}
|
|
|
|
unsigned int limit_ancestor_count = 0;
|
|
unsigned int limit_descendant_count = 0;
|
|
chain().getPackageLimits(limit_ancestor_count, limit_descendant_count);
|
|
const size_t max_ancestors = (size_t)std::max<int64_t>(1, limit_ancestor_count);
|
|
const size_t max_descendants = (size_t)std::max<int64_t>(1, limit_descendant_count);
|
|
const bool fRejectLongChains = gArgs.GetBoolArg("-walletrejectlongchains", DEFAULT_WALLET_REJECT_LONG_CHAINS);
|
|
|
|
// form groups from remaining coins; note that preset coins will not
|
|
// automatically have their associated (same address) coins included
|
|
if (coin_control.m_avoid_partial_spends && vCoins.size() > OUTPUT_GROUP_MAX_ENTRIES) {
|
|
// Cases where we have 101+ outputs all pointing to the same destination may result in
|
|
// privacy leaks as they will potentially be deterministically sorted. We solve that by
|
|
// explicitly shuffling the outputs before processing
|
|
Shuffle(vCoins.begin(), vCoins.end(), FastRandomContext());
|
|
}
|
|
|
|
// Coin Selection attempts to select inputs from a pool of eligible UTXOs to fund the
|
|
// transaction at a target feerate. If an attempt fails, more attempts may be made using a more
|
|
// permissive CoinEligibilityFilter.
|
|
const bool res = [&] {
|
|
// Pre-selected inputs already cover the target amount.
|
|
if (value_to_select <= 0) return true;
|
|
|
|
// If possible, fund the transaction with confirmed UTXOs only. Prefer at least six
|
|
// confirmations on outputs received from other wallets and only spend confirmed change.
|
|
if (AttemptSelection(value_to_select, CoinEligibilityFilter(1, 6, 0), vCoins, setCoinsRet, nValueRet, coin_selection_params)) return true;
|
|
if (AttemptSelection(value_to_select, CoinEligibilityFilter(1, 1, 0), vCoins, setCoinsRet, nValueRet, coin_selection_params)) return true;
|
|
|
|
// Fall back to using zero confirmation change (but with as few ancestors in the mempool as
|
|
// possible) if we cannot fund the transaction otherwise.
|
|
if (m_spend_zero_conf_change) {
|
|
if (AttemptSelection(value_to_select, CoinEligibilityFilter(0, 1, 2), vCoins, setCoinsRet, nValueRet, coin_selection_params)) return true;
|
|
if (AttemptSelection(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)) {
|
|
return true;
|
|
}
|
|
if (AttemptSelection(value_to_select, CoinEligibilityFilter(0, 1, max_ancestors/2, max_descendants/2),
|
|
vCoins, setCoinsRet, nValueRet, coin_selection_params)) {
|
|
return true;
|
|
}
|
|
// If partial groups are allowed, relax the requirement of spending OutputGroups (groups
|
|
// of UTXOs sent to the same address, which are obviously controlled by a single wallet)
|
|
// in their entirety.
|
|
if (AttemptSelection(value_to_select, CoinEligibilityFilter(0, 1, max_ancestors-1, max_descendants-1, true /* include_partial_groups */),
|
|
vCoins, setCoinsRet, nValueRet, coin_selection_params)) {
|
|
return true;
|
|
}
|
|
// Try with unsafe inputs if they are allowed. This may spend unconfirmed outputs
|
|
// received from other wallets.
|
|
if (coin_control.m_include_unsafe_inputs
|
|
&& AttemptSelection(value_to_select,
|
|
CoinEligibilityFilter(0 /* conf_mine */, 0 /* conf_theirs */, max_ancestors-1, max_descendants-1, true /* include_partial_groups */),
|
|
vCoins, setCoinsRet, nValueRet, coin_selection_params)) {
|
|
return true;
|
|
}
|
|
// Try with unlimited ancestors/descendants. The transaction will still need to meet
|
|
// mempool ancestor/descendant policy to be accepted to mempool and broadcasted, but
|
|
// OutputGroups use heuristics that may overestimate ancestor/descendant counts.
|
|
if (!fRejectLongChains && AttemptSelection(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)) {
|
|
return true;
|
|
}
|
|
}
|
|
// Coin Selection failed.
|
|
return false;
|
|
}();
|
|
|
|
// AttemptSelection clears setCoinsRet, so add the preset inputs from coin_control to the coinset
|
|
util::insert(setCoinsRet, setPresetCoins);
|
|
|
|
// add preset inputs to the total value selected
|
|
nValueRet += nValueFromPresetInputs;
|
|
|
|
return res;
|
|
}
|
|
|
|
static bool IsCurrentForAntiFeeSniping(interfaces::Chain& chain, const uint256& block_hash)
|
|
{
|
|
if (chain.isInitialBlockDownload()) {
|
|
return false;
|
|
}
|
|
constexpr int64_t MAX_ANTI_FEE_SNIPING_TIP_AGE = 8 * 60 * 60; // in seconds
|
|
int64_t block_time;
|
|
CHECK_NONFATAL(chain.findBlock(block_hash, FoundBlock().time(block_time)));
|
|
if (block_time < (GetTime() - MAX_ANTI_FEE_SNIPING_TIP_AGE)) {
|
|
return false;
|
|
}
|
|
return true;
|
|
}
|
|
|
|
/**
|
|
* Return a height-based locktime for new transactions (uses the height of the
|
|
* current chain tip unless we are not synced with the current chain
|
|
*/
|
|
static uint32_t GetLocktimeForNewTransaction(interfaces::Chain& chain, const uint256& block_hash, int block_height)
|
|
{
|
|
uint32_t locktime;
|
|
// Discourage fee sniping.
|
|
//
|
|
// For a large miner the value of the transactions in the best block and
|
|
// the mempool can exceed the cost of deliberately attempting to mine two
|
|
// blocks to orphan the current best block. By setting nLockTime such that
|
|
// only the next block can include the transaction, we discourage this
|
|
// practice as the height restricted and limited blocksize gives miners
|
|
// considering fee sniping fewer options for pulling off this attack.
|
|
//
|
|
// A simple way to think about this is from the wallet's point of view we
|
|
// always want the blockchain to move forward. By setting nLockTime this
|
|
// way we're basically making the statement that we only want this
|
|
// transaction to appear in the next block; we don't want to potentially
|
|
// encourage reorgs by allowing transactions to appear at lower heights
|
|
// than the next block in forks of the best chain.
|
|
//
|
|
// Of course, the subsidy is high enough, and transaction volume low
|
|
// enough, that fee sniping isn't a problem yet, but by implementing a fix
|
|
// now we ensure code won't be written that makes assumptions about
|
|
// nLockTime that preclude a fix later.
|
|
if (IsCurrentForAntiFeeSniping(chain, block_hash)) {
|
|
locktime = block_height;
|
|
|
|
// Secondly occasionally randomly pick a nLockTime even further back, so
|
|
// that transactions that are delayed after signing for whatever reason,
|
|
// e.g. high-latency mix networks and some CoinJoin implementations, have
|
|
// better privacy.
|
|
if (GetRandInt(10) == 0)
|
|
locktime = std::max(0, (int)locktime - GetRandInt(100));
|
|
} else {
|
|
// If our chain is lagging behind, we can't discourage fee sniping nor help
|
|
// the privacy of high-latency transactions. To avoid leaking a potentially
|
|
// unique "nLockTime fingerprint", set nLockTime to a constant.
|
|
locktime = 0;
|
|
}
|
|
assert(locktime < LOCKTIME_THRESHOLD);
|
|
return locktime;
|
|
}
|
|
|
|
bool CWallet::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)
|
|
{
|
|
AssertLockHeld(cs_wallet);
|
|
|
|
CMutableTransaction txNew; // The resulting transaction that we make
|
|
txNew.nLockTime = GetLocktimeForNewTransaction(chain(), GetLastBlockHash(), GetLastBlockHeight());
|
|
|
|
CoinSelectionParams coin_selection_params; // Parameters for coin selection, init with dummy
|
|
coin_selection_params.m_avoid_partial_spends = coin_control.m_avoid_partial_spends;
|
|
|
|
// Set the long term feerate estimate to the wallet's consolidate feerate
|
|
coin_selection_params.m_long_term_feerate = m_consolidate_feerate;
|
|
|
|
CAmount recipients_sum = 0;
|
|
const OutputType change_type = TransactionChangeType(coin_control.m_change_type ? *coin_control.m_change_type : m_default_change_type, vecSend);
|
|
ReserveDestination reservedest(this, change_type);
|
|
unsigned int outputs_to_subtract_fee_from = 0; // The number of outputs which we are subtracting the fee from
|
|
for (const auto& recipient : vecSend) {
|
|
recipients_sum += recipient.nAmount;
|
|
|
|
if (recipient.fSubtractFeeFromAmount) {
|
|
outputs_to_subtract_fee_from++;
|
|
coin_selection_params.m_subtract_fee_outputs = true;
|
|
}
|
|
}
|
|
|
|
// Create change script that will be used if we need change
|
|
// TODO: pass in scriptChange instead of reservedest so
|
|
// change transaction isn't always pay-to-bitcoin-address
|
|
CScript scriptChange;
|
|
|
|
// coin control: send change to custom address
|
|
if (!std::get_if<CNoDestination>(&coin_control.destChange)) {
|
|
scriptChange = GetScriptForDestination(coin_control.destChange);
|
|
} else { // no coin control: send change to newly generated address
|
|
// Note: We use a new key here to keep it from being obvious which side is the change.
|
|
// The drawback is that by not reusing a previous key, the change may be lost if a
|
|
// backup is restored, if the backup doesn't have the new private key for the change.
|
|
// If we reused the old key, it would be possible to add code to look for and
|
|
// rediscover unknown transactions that were written with keys of ours to recover
|
|
// post-backup change.
|
|
|
|
// Reserve a new key pair from key pool. If it fails, provide a dummy
|
|
// destination in case we don't need change.
|
|
CTxDestination dest;
|
|
bilingual_str dest_err;
|
|
if (!reservedest.GetReservedDestination(dest, true, dest_err)) {
|
|
error = _("Transaction needs a change address, but we can't generate it.") + Untranslated(" ") + dest_err;
|
|
}
|
|
scriptChange = GetScriptForDestination(dest);
|
|
// A valid destination implies a change script (and
|
|
// vice-versa). An empty change script will abort later, if the
|
|
// change keypool ran out, but change is required.
|
|
CHECK_NONFATAL(IsValidDestination(dest) != scriptChange.empty());
|
|
}
|
|
CTxOut change_prototype_txout(0, scriptChange);
|
|
coin_selection_params.change_output_size = GetSerializeSize(change_prototype_txout);
|
|
|
|
// Get size of spending the change output
|
|
int change_spend_size = CalculateMaximumSignedInputSize(change_prototype_txout, this);
|
|
// If the wallet doesn't know how to sign change output, assume p2sh-p2wpkh
|
|
// as lower-bound to allow BnB to do it's thing
|
|
if (change_spend_size == -1) {
|
|
coin_selection_params.change_spend_size = DUMMY_NESTED_P2WPKH_INPUT_SIZE;
|
|
} else {
|
|
coin_selection_params.change_spend_size = (size_t)change_spend_size;
|
|
}
|
|
|
|
// Set discard feerate
|
|
coin_selection_params.m_discard_feerate = GetDiscardRate(*this);
|
|
|
|
// Get the fee rate to use effective values in coin selection
|
|
FeeCalculation 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 && 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;
|
|
}
|
|
|
|
// Calculate the cost of change
|
|
// Cost of change is the cost of creating the change output + cost of spending the change output in the future.
|
|
// For creating the change output now, we use the effective feerate.
|
|
// For spending the change output in the future, we use the discard feerate for now.
|
|
// So cost of change = (change output size * effective feerate) + (size of spending change output * discard feerate)
|
|
coin_selection_params.m_change_fee = coin_selection_params.m_effective_feerate.GetFee(coin_selection_params.change_output_size);
|
|
coin_selection_params.m_cost_of_change = coin_selection_params.m_discard_feerate.GetFee(coin_selection_params.change_spend_size) + coin_selection_params.m_change_fee;
|
|
|
|
// vouts to the payees
|
|
if (!coin_selection_params.m_subtract_fee_outputs) {
|
|
coin_selection_params.tx_noinputs_size = 11; // Static vsize overhead + outputs vsize. 4 nVersion, 4 nLocktime, 1 input count, 1 output count, 1 witness overhead (dummy, flag, stack size)
|
|
}
|
|
for (const auto& recipient : vecSend)
|
|
{
|
|
CTxOut txout(recipient.nAmount, recipient.scriptPubKey);
|
|
|
|
// Include the fee cost for outputs.
|
|
if (!coin_selection_params.m_subtract_fee_outputs) {
|
|
coin_selection_params.tx_noinputs_size += ::GetSerializeSize(txout, PROTOCOL_VERSION);
|
|
}
|
|
|
|
if (IsDust(txout, chain().relayDustFee()))
|
|
{
|
|
error = _("Transaction amount too small");
|
|
return false;
|
|
}
|
|
txNew.vout.push_back(txout);
|
|
}
|
|
|
|
// Include the fees for things that aren't inputs, excluding the change output
|
|
const CAmount not_input_fees = coin_selection_params.m_effective_feerate.GetFee(coin_selection_params.tx_noinputs_size);
|
|
CAmount selection_target = recipients_sum + not_input_fees;
|
|
|
|
// Get available coins
|
|
std::vector<COutput> vAvailableCoins;
|
|
AvailableCoins(vAvailableCoins, &coin_control, 1, MAX_MONEY, MAX_MONEY, 0);
|
|
|
|
// Choose coins to use
|
|
CAmount inputs_sum = 0;
|
|
std::set<CInputCoin> setCoins;
|
|
if (!SelectCoins(vAvailableCoins, /* nTargetValue */ selection_target, setCoins, inputs_sum, coin_control, coin_selection_params))
|
|
{
|
|
error = _("Insufficient funds");
|
|
return false;
|
|
}
|
|
|
|
// Always make a change output
|
|
// We will reduce the fee from this change output later, and remove the output if it is too small.
|
|
const CAmount change_and_fee = inputs_sum - recipients_sum;
|
|
assert(change_and_fee >= 0);
|
|
CTxOut newTxOut(change_and_fee, scriptChange);
|
|
|
|
if (nChangePosInOut == -1)
|
|
{
|
|
// Insert change txn at random position:
|
|
nChangePosInOut = GetRandInt(txNew.vout.size()+1);
|
|
}
|
|
else if ((unsigned int)nChangePosInOut > txNew.vout.size())
|
|
{
|
|
error = _("Change index out of range");
|
|
return false;
|
|
}
|
|
|
|
assert(nChangePosInOut != -1);
|
|
auto change_position = txNew.vout.insert(txNew.vout.begin() + nChangePosInOut, newTxOut);
|
|
|
|
// Shuffle selected coins and fill in final vin
|
|
std::vector<CInputCoin> selected_coins(setCoins.begin(), setCoins.end());
|
|
Shuffle(selected_coins.begin(), selected_coins.end(), FastRandomContext());
|
|
|
|
// Note how the sequence number is set to non-maxint so that
|
|
// the nLockTime set above actually works.
|
|
//
|
|
// BIP125 defines opt-in RBF as any nSequence < maxint-1, so
|
|
// we use the highest possible value in that range (maxint-2)
|
|
// to avoid conflicting with other possible uses of nSequence,
|
|
// and in the spirit of "smallest possible change from prior
|
|
// behavior."
|
|
const uint32_t nSequence = coin_control.m_signal_bip125_rbf.value_or(m_signal_rbf) ? MAX_BIP125_RBF_SEQUENCE : (CTxIn::SEQUENCE_FINAL - 1);
|
|
for (const auto& coin : selected_coins) {
|
|
txNew.vin.push_back(CTxIn(coin.outpoint, CScript(), nSequence));
|
|
}
|
|
|
|
// Calculate the transaction fee
|
|
TxSize tx_sizes = CalculateMaximumSignedTxSize(CTransaction(txNew), this, coin_control.fAllowWatchOnly);
|
|
int nBytes = tx_sizes.vsize;
|
|
if (nBytes < 0) {
|
|
error = _("Signing transaction failed");
|
|
return false;
|
|
}
|
|
nFeeRet = coin_selection_params.m_effective_feerate.GetFee(nBytes);
|
|
|
|
// Subtract fee from the change output if not subtracting it from recipient outputs
|
|
CAmount fee_needed = nFeeRet;
|
|
if (!coin_selection_params.m_subtract_fee_outputs) {
|
|
change_position->nValue -= fee_needed;
|
|
}
|
|
|
|
// We want to drop the change to fees if:
|
|
// 1. The change output would be dust
|
|
// 2. The change is within the (almost) exact match window, i.e. it is less than or equal to the cost of the change output (cost_of_change)
|
|
CAmount change_amount = change_position->nValue;
|
|
if (IsDust(*change_position, coin_selection_params.m_discard_feerate) || change_amount <= coin_selection_params.m_cost_of_change)
|
|
{
|
|
nChangePosInOut = -1;
|
|
change_amount = 0;
|
|
txNew.vout.erase(change_position);
|
|
|
|
// Because we have dropped this change, the tx size and required fee will be different, so let's recalculate those
|
|
tx_sizes = CalculateMaximumSignedTxSize(CTransaction(txNew), this, coin_control.fAllowWatchOnly);
|
|
nBytes = tx_sizes.vsize;
|
|
fee_needed = coin_selection_params.m_effective_feerate.GetFee(nBytes);
|
|
}
|
|
|
|
// The only time that fee_needed should be less than the amount available for fees (in change_and_fee - change_amount) is when
|
|
// we are subtracting the fee from the outputs. If this occurs at any other time, it is a bug.
|
|
assert(coin_selection_params.m_subtract_fee_outputs || fee_needed <= change_and_fee - change_amount);
|
|
|
|
// Update nFeeRet in case fee_needed changed due to dropping the change output
|
|
if (fee_needed <= change_and_fee - change_amount) {
|
|
nFeeRet = change_and_fee - change_amount;
|
|
}
|
|
|
|
// Reduce output values for subtractFeeFromAmount
|
|
if (coin_selection_params.m_subtract_fee_outputs) {
|
|
CAmount to_reduce = fee_needed + change_amount - change_and_fee;
|
|
int i = 0;
|
|
bool fFirst = true;
|
|
for (const auto& recipient : vecSend)
|
|
{
|
|
if (i == nChangePosInOut) {
|
|
++i;
|
|
}
|
|
CTxOut& txout = txNew.vout[i];
|
|
|
|
if (recipient.fSubtractFeeFromAmount)
|
|
{
|
|
txout.nValue -= to_reduce / outputs_to_subtract_fee_from; // Subtract fee equally from each selected recipient
|
|
|
|
if (fFirst) // first receiver pays the remainder not divisible by output count
|
|
{
|
|
fFirst = false;
|
|
txout.nValue -= to_reduce % outputs_to_subtract_fee_from;
|
|
}
|
|
|
|
// Error if this output is reduced to be below dust
|
|
if (IsDust(txout, chain().relayDustFee())) {
|
|
if (txout.nValue < 0) {
|
|
error = _("The transaction amount is too small to pay the fee");
|
|
} else {
|
|
error = _("The transaction amount is too small to send after the fee has been deducted");
|
|
}
|
|
return false;
|
|
}
|
|
}
|
|
++i;
|
|
}
|
|
nFeeRet = fee_needed;
|
|
}
|
|
|
|
// Give up if change keypool ran out and change is required
|
|
if (scriptChange.empty() && nChangePosInOut != -1) {
|
|
return false;
|
|
}
|
|
|
|
if (sign && !SignTransaction(txNew)) {
|
|
error = _("Signing transaction failed");
|
|
return false;
|
|
}
|
|
|
|
// Return the constructed transaction data.
|
|
tx = MakeTransactionRef(std::move(txNew));
|
|
|
|
// Limit size
|
|
if ((sign && GetTransactionWeight(*tx) > MAX_STANDARD_TX_WEIGHT) ||
|
|
(!sign && tx_sizes.weight > MAX_STANDARD_TX_WEIGHT))
|
|
{
|
|
error = _("Transaction too large");
|
|
return false;
|
|
}
|
|
|
|
if (nFeeRet > m_default_max_tx_fee) {
|
|
error = TransactionErrorString(TransactionError::MAX_FEE_EXCEEDED);
|
|
return false;
|
|
}
|
|
|
|
if (gArgs.GetBoolArg("-walletrejectlongchains", DEFAULT_WALLET_REJECT_LONG_CHAINS)) {
|
|
// Lastly, ensure this tx will pass the mempool's chain limits
|
|
if (!chain().checkChainLimits(tx)) {
|
|
error = _("Transaction has too long of a mempool chain");
|
|
return false;
|
|
}
|
|
}
|
|
|
|
// Before we return success, we assume any change key will be used to prevent
|
|
// accidental re-use.
|
|
reservedest.KeepDestination();
|
|
fee_calc_out = feeCalc;
|
|
|
|
WalletLogPrintf("Fee Calculation: Fee:%d Bytes:%u Tgt:%d (requested %d) Reason:\"%s\" Decay %.5f: Estimation: (%g - %g) %.2f%% %.1f/(%.1f %d mem %.1f out) Fail: (%g - %g) %.2f%% %.1f/(%.1f %d mem %.1f out)\n",
|
|
nFeeRet, nBytes, feeCalc.returnedTarget, feeCalc.desiredTarget, StringForFeeReason(feeCalc.reason), feeCalc.est.decay,
|
|
feeCalc.est.pass.start, feeCalc.est.pass.end,
|
|
(feeCalc.est.pass.totalConfirmed + feeCalc.est.pass.inMempool + feeCalc.est.pass.leftMempool) > 0.0 ? 100 * feeCalc.est.pass.withinTarget / (feeCalc.est.pass.totalConfirmed + feeCalc.est.pass.inMempool + feeCalc.est.pass.leftMempool) : 0.0,
|
|
feeCalc.est.pass.withinTarget, feeCalc.est.pass.totalConfirmed, feeCalc.est.pass.inMempool, feeCalc.est.pass.leftMempool,
|
|
feeCalc.est.fail.start, feeCalc.est.fail.end,
|
|
(feeCalc.est.fail.totalConfirmed + feeCalc.est.fail.inMempool + feeCalc.est.fail.leftMempool) > 0.0 ? 100 * feeCalc.est.fail.withinTarget / (feeCalc.est.fail.totalConfirmed + feeCalc.est.fail.inMempool + feeCalc.est.fail.leftMempool) : 0.0,
|
|
feeCalc.est.fail.withinTarget, feeCalc.est.fail.totalConfirmed, feeCalc.est.fail.inMempool, feeCalc.est.fail.leftMempool);
|
|
return true;
|
|
}
|
|
|
|
bool CWallet::CreateTransaction(
|
|
const std::vector<CRecipient>& vecSend,
|
|
CTransactionRef& tx,
|
|
CAmount& nFeeRet,
|
|
int& nChangePosInOut,
|
|
bilingual_str& error,
|
|
const CCoinControl& coin_control,
|
|
FeeCalculation& fee_calc_out,
|
|
bool sign)
|
|
{
|
|
if (vecSend.empty()) {
|
|
error = _("Transaction must have at least one recipient");
|
|
return false;
|
|
}
|
|
|
|
if (std::any_of(vecSend.cbegin(), vecSend.cend(), [](const auto& recipient){ return recipient.nAmount < 0; })) {
|
|
error = _("Transaction amounts must not be negative");
|
|
return false;
|
|
}
|
|
|
|
LOCK(cs_wallet);
|
|
|
|
int nChangePosIn = nChangePosInOut;
|
|
Assert(!tx); // tx is an out-param. TODO change the return type from bool to tx (or nullptr)
|
|
bool res = CreateTransactionInternal(vecSend, tx, nFeeRet, nChangePosInOut, error, coin_control, fee_calc_out, sign);
|
|
// try with avoidpartialspends unless it's enabled already
|
|
if (res && nFeeRet > 0 /* 0 means non-functional fee rate estimation */ && m_max_aps_fee > -1 && !coin_control.m_avoid_partial_spends) {
|
|
CCoinControl tmp_cc = coin_control;
|
|
tmp_cc.m_avoid_partial_spends = true;
|
|
CAmount nFeeRet2;
|
|
CTransactionRef tx2;
|
|
int nChangePosInOut2 = nChangePosIn;
|
|
bilingual_str error2; // fired and forgotten; if an error occurs, we discard the results
|
|
if (CreateTransactionInternal(vecSend, tx2, nFeeRet2, nChangePosInOut2, error2, tmp_cc, fee_calc_out, sign)) {
|
|
// if fee of this alternative one is within the range of the max fee, we use this one
|
|
const bool use_aps = nFeeRet2 <= nFeeRet + m_max_aps_fee;
|
|
WalletLogPrintf("Fee non-grouped = %lld, grouped = %lld, using %s\n", nFeeRet, nFeeRet2, use_aps ? "grouped" : "non-grouped");
|
|
if (use_aps) {
|
|
tx = tx2;
|
|
nFeeRet = nFeeRet2;
|
|
nChangePosInOut = nChangePosInOut2;
|
|
}
|
|
}
|
|
}
|
|
return res;
|
|
}
|
|
|
|
bool CWallet::FundTransaction(CMutableTransaction& tx, CAmount& nFeeRet, int& nChangePosInOut, bilingual_str& error, bool lockUnspents, const std::set<int>& setSubtractFeeFromOutputs, CCoinControl coinControl)
|
|
{
|
|
std::vector<CRecipient> vecSend;
|
|
|
|
// Turn the txout set into a CRecipient vector.
|
|
for (size_t idx = 0; idx < tx.vout.size(); idx++) {
|
|
const CTxOut& txOut = tx.vout[idx];
|
|
CRecipient recipient = {txOut.scriptPubKey, txOut.nValue, setSubtractFeeFromOutputs.count(idx) == 1};
|
|
vecSend.push_back(recipient);
|
|
}
|
|
|
|
coinControl.fAllowOtherInputs = true;
|
|
|
|
for (const CTxIn& txin : tx.vin) {
|
|
coinControl.Select(txin.prevout);
|
|
}
|
|
|
|
// Acquire the locks to prevent races to the new locked unspents between the
|
|
// CreateTransaction call and LockCoin calls (when lockUnspents is true).
|
|
LOCK(cs_wallet);
|
|
|
|
CTransactionRef tx_new;
|
|
FeeCalculation fee_calc_out;
|
|
if (!CreateTransaction(vecSend, tx_new, nFeeRet, nChangePosInOut, error, coinControl, fee_calc_out, false)) {
|
|
return false;
|
|
}
|
|
|
|
if (nChangePosInOut != -1) {
|
|
tx.vout.insert(tx.vout.begin() + nChangePosInOut, tx_new->vout[nChangePosInOut]);
|
|
}
|
|
|
|
// Copy output sizes from new transaction; they may have had the fee
|
|
// subtracted from them.
|
|
for (unsigned int idx = 0; idx < tx.vout.size(); idx++) {
|
|
tx.vout[idx].nValue = tx_new->vout[idx].nValue;
|
|
}
|
|
|
|
// Add new txins while keeping original txin scriptSig/order.
|
|
for (const CTxIn& txin : tx_new->vin) {
|
|
if (!coinControl.IsSelected(txin.prevout)) {
|
|
tx.vin.push_back(txin);
|
|
|
|
}
|
|
if (lockUnspents) {
|
|
LockCoin(txin.prevout);
|
|
}
|
|
|
|
}
|
|
|
|
return true;
|
|
}
|