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Merge #843: Support fee estimation for fees lower than 1 sat/byte

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8aab8a24c Optimize size estimation in FundTransaction (Steven Roose)
6939a7248 Support fee estimation for fees lower than 1 sat/byte (Steven Roose)

Pull request description:

  The fee estimation buckets also have a minimum of 1000 sat/kB.

  This PR lowers that limit and also discards old estimates files.

Tree-SHA512: a097915b4f8f31cb2185afbbf6a247816945f1bfe01469260a1f4c90fed36eea2b7ec63b85143c35e335f9fc6877d7392b8969fc2ab1811c27e67bc94b4d6133
This commit is contained in:
Steven Roose 2020-03-31 12:41:48 +01:00
commit b47d087356
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GPG key ID: 2F2A88D7F8D68E87
4 changed files with 25 additions and 5 deletions
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2
src/blind.h
View file

@ -17,6 +17,8 @@
//! ELEMENTS:
// 52-bit rangeproof size
static const size_t DEFAULT_RANGEPROOF_SIZE = 4174;
// constant-size surjection proof
static const size_t SURJECTION_PROOF_SIZE = 67;
// 32 bytes of asset type, 32 bytes of asset blinding factor in sidechannel
static const size_t SIDECHANNEL_MSG_SIZE = 64;

7
src/policy/fees.cpp
View file

@ -901,7 +901,9 @@ bool CBlockPolicyEstimator::Write(CAutoFile& fileout) const
{
try {
LOCK(m_cs_fee_estimator);
fileout << 149900; // version required to read: 0.14.99 or later
//ELEMENTS: We upped this from 0.14.99 in upstream because
// we changed the bucket sizes.
fileout << 180107; // version required to read: 0.18.1.7
fileout << CLIENT_VERSION; // version that wrote the file
fileout << nBestSeenHeight;
if (BlockSpan() > HistoricalBlockSpan()/2) {
@ -938,6 +940,9 @@ bool CBlockPolicyEstimator::Read(CAutoFile& filein)
if (nVersionRequired < 149900) {
LogPrintf("%s: incompatible old fee estimation data (non-fatal). Version: %d\n", __func__, nVersionRequired);
} else if (nVersionThatWrote < 180107) {
//ELEMENTS: we changed the buckets in 0.18.1.7
LogPrintf("%s: incompatible old fee estimation data (non-fatal). Version: %d\n", __func__, nVersionThatWrote);
} else { // New format introduced in 149900
unsigned int nFileHistoricalFirst, nFileHistoricalBest;
filein >> nFileHistoricalFirst >> nFileHistoricalBest;

4
src/policy/fees.h
View file

@ -174,8 +174,8 @@ private:
* invalidates old estimates files. So leave it at 1000 unless it becomes
* necessary to lower it, and then lower it substantially.
*/
static constexpr double MIN_BUCKET_FEERATE = 1000;
static constexpr double MAX_BUCKET_FEERATE = 1e7;
static constexpr double MIN_BUCKET_FEERATE = 100;
static constexpr double MAX_BUCKET_FEERATE = 1e6;
/** Spacing of FeeRate buckets
* We have to lump transactions into buckets based on feerate, but we want to be able

17
src/wallet/wallet.cpp
View file

@ -3223,6 +3223,7 @@ bool CWallet::CreateTransaction(interfaces::Chain::Lock& locked_chain, const std
change_prototype_txout.nAsset.vchCommitment.resize(33);
coin_selection_params.change_output_size = GetSerializeSize(change_prototype_txout);
coin_selection_params.change_output_size += DEFAULT_RANGEPROOF_SIZE/WITNESS_SCALE_FACTOR;
coin_selection_params.change_output_size += SURJECTION_PROOF_SIZE/WITNESS_SCALE_FACTOR;
}
CFeeRate discard_rate = GetDiscardRate(*this, ::feeEstimator);
@ -3266,6 +3267,14 @@ bool CWallet::CreateTransaction(interfaces::Chain::Lock& locked_chain, const std
// vouts to the payees
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)
// Account for the fee output in the tx.
if (g_con_elementsmode) {
CTxOut fee(::policyAsset, nFeeRet, CScript());
assert(fee.IsFee());
coin_selection_params.tx_noinputs_size += ::GetSerializeSize(fee, PROTOCOL_VERSION);
}
for (const CRecipient& recipient : vecSend)
{
CTxOut txout(recipient.asset, recipient.nAmount, recipient.scriptPubKey);
@ -3287,8 +3296,6 @@ bool CWallet::CreateTransaction(interfaces::Chain::Lock& locked_chain, const std
txout.nValue = txout.nValue.GetAmount() - nFeeRet % nSubtractFeeFromAmount;
}
}
// Include the fee cost for outputs. Note this is only used for BnB right now
coin_selection_params.tx_noinputs_size += ::GetSerializeSize(txout, PROTOCOL_VERSION);
// ELEMENTS: Core's logic isn't great here. We should be computing
// cost of making output + future spend. We're not as concerned
// about dust anyways, so let's focus upstream.
@ -3305,12 +3312,18 @@ bool CWallet::CreateTransaction(interfaces::Chain::Lock& locked_chain, const std
strFailReason = _("Transaction amount too small");
return false;
}
// Include the fee cost for outputs. Note this is only used for BnB right now
coin_selection_params.tx_noinputs_size += ::GetSerializeSize(txout, PROTOCOL_VERSION);
txNew.vout.push_back(txout);
if (blind_details) {
blind_details->o_pubkeys.push_back(recipient.confidentiality_key);
if (blind_details->o_pubkeys.back().IsFullyValid()) {
blind_details->num_to_blind++;
blind_details->only_recipient_blind_index = txNew.vout.size()-1;
coin_selection_params.tx_noinputs_size += DEFAULT_RANGEPROOF_SIZE/WITNESS_SCALE_FACTOR;
coin_selection_params.tx_noinputs_size += SURJECTION_PROOF_SIZE/WITNESS_SCALE_FACTOR;
}
}
}