Commit graph

89 commits

Author SHA1 Message Date
James Dorfman
77b849f4c6 Merge 20c5630f8c into merged_master (Elements PR #1277) 2024-05-24 06:39:06 +00:00
James Dorfman
641df02a8d Merge 6d5771ba07 into merged_master (Bitcoin PR bitcoin/bitcoin#24494)
Please review carefully: this touches the wallet code, and I'm not sure
I adapted the new change metrics to work correctly for multi-asset.
2024-04-10 05:12:50 +00:00
James Dorfman
52a17a3490 Merge 6b1f93700c into merged_master (Bitcoin PR bitcoin/bitcoin#24666) 2024-03-19 22:09:33 +00:00
James Dorfman
17d45cdb7d Merge 3740cdd125 into merged_master (Bitcoin PR bitcoin/bitcoin#24091) 2024-03-19 06:35:30 +00:00
James Dorfman
cc32b91393 Merge 3ab96f2945 into merged_master (Bitcoin PR bitcoin/bitcoin#24560) 2024-01-11 16:36:11 +00:00
James Dorfman
04cba29faf coinselection: fail KnapsackSolver if the policy asset doesn't have a solution 2023-10-23 15:55:03 +00:00
James Dorfman
5b72ae23af
coinselection: fail if each non-policy asset doesn't have a solution 2023-10-23 16:51:09 +02:00
goatpig
2e7125c3c8
fix: assert failure on non-policy asset consolidation in CreateTransactionInternal
Squash of 2 commits from https://github.com/ElementsProject/elements/pull/1258

- correct application of non_policy_effective_value to policy output in KnapsackSolver
- replace bad fee amount assert with error log and graceful failure in CWallet::CreateTransactionInternal

(cherry picked from commit 0f92a38254)

Update src/wallet/coinselection.cpp

Co-authored-by: Byron Hambly <byron@hambly.dev>
(cherry picked from commit cf0f56107b)
2023-10-18 16:30:41 +02:00
Byron Hambly
93ade4baa3 Merge e66630cc87 into merged_master (Bitcoin PR bitcoin/bitcoin#13226) 2023-10-16 13:12:42 +00:00
Byron Hambly
40e776c576 Merge c109e7d51c into merged_master (Bitcoin PR bitcoin/bitcoin#24530) 2023-10-14 17:11:39 +00:00
Byron Hambly
7878ba47b9 Merge c561f2f06e into merged_master (Bitcoin PR bitcoin/bitcoin#23497) 2023-06-19 09:28:31 +00:00
Byron Hambly
47626b5a64 Merge 623745ca74 into merged_master (Bitcoin PR bitcoin/bitcoin#23912) 2023-06-14 15:44:11 +00:00
Byron Hambly
49326aea37 Merge ab879d9885 into merged_master (Bitcoin PR bitcoin/bitcoin#23762) 2023-06-13 09:06:27 +00:00
Byron Hambly
e3ab195851 Merge c840ab0231 into merged_master (Bitcoin PR bitcoin/bitcoin#22019)
This was a complicated merge that had to be modified from upstream to work with multi-assets,
so it should be reviewed carefully
2023-06-12 12:36:04 +00:00
Byron Hambly
b2aeec482f Merge b692e61d61 into merged_master (Bitcoin PR bitcoin/bitcoin#23254) 2023-06-06 09:19:04 +00:00
Byron Hambly
498907a233 Merge 816e15ee81 into merged_master (Bitcoin PR bitcoin/bitcoin#22951) 2023-05-09 11:50:39 +00:00
Byron Hambly
ceeb3783ee Merge 1cf7fb9fd6 into merged_master (Bitcoin PR bitcoin/bitcoin#23104) 2023-04-28 12:33:54 +00:00
James Dorfman
a28e1a34b5 Merge d5d0a5c604 into merged_master (Bitcoin PR bitcoin/bitcoin#17526) 2023-04-26 04:23:36 +00:00
James Dorfman
103069c46c fixes for Bitcoin PR bitcoin/bitcoin#22100
comments out one failing assertion in wallet_tests unit test
and one failing assertion in rpc_fundrawtransaction.py
2023-04-20 12:27:33 +00:00
Byron Hambly
0ead54fdc7 Merge 70676e40d8 into merged_master (Bitcoin PR bitcoin/bitcoin#22009) 2023-04-12 20:36:48 +00:00
Byron Hambly
0b24fc8b89 Merge 820129aee9 into merged_master (Bitcoin PR bitcoin/bitcoin#22686) 2023-04-09 08:57:30 +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
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
70f31f1a81 coinselection: Use COutput instead of CInputCoin
Also rename setPresetCoins to preset_coins
2022-03-23 15:01:39 -04:00
Andrew Chow
f0821230b8 moveonly: move COutput to coinselection.h 2022-03-23 14:32:07 -04:00
Andrew Chow
3ab96f2945
Merge bitcoin/bitcoin#24560: wallet: Use single FastRandomContext when creating a wallet tx
fa7deaa046 wallet: Pass FastRandomContext& to coin selection (MarcoFalke)
77773b061c wallet: Pass FastRandomContext& to DiscourageFeeSniping (MarcoFalke)

Pull request description:

  Passing around a single randomness context shouldn't come with any downsides, but documents better where randomness is used and allows the unit test to be deterministic, if they wish to be so.

ACKs for top commit:
  achow101:
    ACK fa7deaa046
  promag:
    Code review ACK fa7deaa046.
  glozow:
    light code review ACK fa7deaa046

Tree-SHA512: c16287708cc82ce58311710595d0127af42fb156c93fbcaa5bde634ce323d325f4d8c99a74af24423ab22b5ad58163dd771e8b1a0e7d6bff39c9fb2a1cb21bc7
2022-03-23 13:50:57 -04:00
Andrew Chow
e66630cc87
Merge bitcoin/bitcoin#13226: Optimize SelectCoinsBnB by tracking the selection by index rather than by position
9d2005285c doc: Revise comments and whitespace to clarify (Ben Woosley)
def43a4d88 refactor: Rename i to curr_try in SelectCoinsBnB (Ben Woosley)
1dd0923677 refactor: Track BnB selection by index (Ben Woosley)

Pull request description:

  This is prompted by #13167 and presented as a friendly alternative to it.

  IMO you can improve code readability and performance by about 20% by tracking the selected utxos by index, rather than by position. This reduces the storage access complexity from roughly O(utxo_size) to O(selection_size).

  On my machine (median of 5 trials):
  ```
  BnBExhaustion, 5, 650, 2.2564, 0.000672999, 0.000711565, 0.000693112 - master
  BnBExhaustion, 5, 650, 1.76232, 0.000528563, 0.000568806, 0.000539147 - this PR
  ```

ACKs for top commit:
  achow101:
    reACK 9d2005285c
  glozow:
    code review ACK 9d2005285c
  Xekyo:
    reACK 9d2005285c

Tree-SHA512: 453ea11ad58c48928dc76956e3e98916f6924e95510eb02fe89a899ff102fe9cc08a04d557f381ad0218a210275e5383101d971c1ffad38b06b1c57d81144315
2022-03-21 17:44:54 -04:00
MarcoFalke
fa7deaa046
wallet: Pass FastRandomContext& to coin selection 2022-03-14 15:17:04 +01:00
Ben Woosley
9d2005285c
doc: Revise comments and whitespace to clarify 2022-03-14 12:20:09 +00:00
Ben Woosley
def43a4d88
refactor: Rename i to curr_try in SelectCoinsBnB
Clarifies purpose and removes name collisions with other indicies.
2022-03-14 12:20:08 +00:00
Ben Woosley
1dd0923677
refactor: Track BnB selection by index
This is a performance optimization - rather than track all visited values
in a bool vector, track the selected index in a vector. This results in a
complexity reduction of O(utxo_size) to O(selection_size).
2022-03-14 12:19:51 +00:00
glozow
ec7d73628a [wallet] assert BnB internally calculated waste is the same as GetSelectionWaste()
These two implementations of waste calculation should never deviate.
Still keep the SelectCoinsBnB internal calculation because incremental
calculate-as-you-go is much more performant than calling
GetSelectionWaste() over and over again.
2022-03-11 12:22:34 +00:00
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
MarcoFalke
fa26c55644
wallet: Replace Assume with Assert where needed in coinselection 2021-12-13 14:45:41 +01:00
W. J. van der Laan
c840ab0231
Merge bitcoin/bitcoin#22019: wallet: Introduce SelectionResult for encapsulating a coin selection solution
05300c1439 Use SelectionResult in SelectCoins (Andrew Chow)
9d9b101d20 Use SelectionResult in AttemptSelection (Andrew Chow)
bb50850a44 Use SelectionResult for waste calculation (Andrew Chow)
e8f7ae5eb3 Make an OutputGroup for preset inputs (Andrew Chow)
51a9c00b4d Return SelectionResult from SelectCoinsSRD (Andrew Chow)
0ef6184575 Return SelectionResult from KnapsackSolver (Andrew Chow)
60d2ca72e3 Return SelectionResult from SelectCoinsBnB (Andrew Chow)
a339add471 Make member variables of SelectionResult private (Andrew Chow)
cbf0b9f4ff scripted-diff: Use SelectionResult in coin selector tests (Andrew Chow)
9d1d86da04 Introduce SelectionResult struct (Andrew Chow)
94d851d28c Fix bnb_search_test to use set equivalence for (Andrew Chow)

Pull request description:

  Instead of returning a set of selected coins and their total value as separate items, encapsulate both of these, and other variables, into a new `SelectionResult` struct. This allows us to have all of the things relevant to a coin selection solution be in a single object. `SelectionResult` enables us to implement the waste calculation in a cleaner way.

  All of the coin selection functions (`SelectCoinsBnB`, `KnapsackSolver`, `AttemptSelection`, and `SelectCoins`) are changed to use a `SelectionResult` as the output parameter.

  Based on #22009

ACKs for top commit:
  laanwj:
    Code review ACK 05300c1439

Tree-SHA512: e4dbb4d78a6cda9c237d230b19e7265591efac5a101a64e6970f0654e2c4f93d13bb5d07b98e8c7b8d37321753dbfc94c28c3a7810cb1c59b5bc29b08a8493ef
2021-12-09 17:21:46 +01:00
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
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
Heebs
ffd11ea876
Fix typo and grammar
Fix typo and grammar in the coin selection algorithm's description.
2021-10-11 08:26:07 -04:00
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
W. J. van der Laan
1cf7fb9fd6
Merge bitcoin/bitcoin#23104: log: Avoid breaking single log lines over multiple lines in the log file
2222c04e1b log: Adjust coin selection log string (MarcoFalke)
fa6c1e850f test: Fix typos in tests (MarcoFalke)
faeae2980f log: Avoid broken DEBUG_LOCKORDER log (MarcoFalke)
faffaa85cd log: Avoid broken SELECTCOINS log (MarcoFalke)

Pull request description:

  Follow up to commit d8b4b3077f

ACKs for top commit:
  laanwj:
    re-ACK 2222c04e1b
  practicalswift:
    cr ACK 2222c04e1b

Tree-SHA512: e0daf76815a1b7c4898ceffedeaf7ede093223abf709874f9a0d78c8e41551c14e8b56d055c8fdf06ec698df64e67dfc168bbd8716131b23648d1d1294fa6636
2021-09-30 14:42:11 +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
MarcoFalke
2222c04e1b
log: Adjust coin selection log string
Replace the outdated function name with words from the English language.
Logging the function name can be toggled with -logsourcelocations.
2021-09-29 18:49:20 +02:00
MarcoFalke
faffaa85cd
log: Avoid broken SELECTCOINS log
Before this patch, the log might be corrupted by other threads logging
at the same time. For example, another RPC thread:

[httpworker.1] [default wallet] keypool reserve 1296
[httpworker.1] SelectCoins() best subset: Received a POST request for / from 127.0.0.1:53732
[httpworker.3] ThreadRPCServer method=getnetworkinfo user=__cookie__
[httpworker.1] 0.78125 0.1953125 0.02441406 0.00610351 0.00305175 0.00152587 total 1.01025417
2021-09-27 13:09:11 +02:00
Andrew Chow
8bf789b4b4 Add SelectCoinsSRD function 2021-09-23 13:33:25 -04:00
Andrew Chow
4f5ad43b1e Add waste metric calculation function 2021-08-27 12:46:06 -04:00
Andrew Chow
2de222c401 wallet: Use GetSelectionAmount for target value calculations
For target value calculations, GetSelectionAmount should be used, not
m_effective_value or m_value.

Specifically, ApproximateBestSubset mistakenly uses m_value when
calculating whether the target value has been met. This has been changed
to use GetSelectionAmount.
2021-08-13 00:34:02 -04:00