Adds a new coin selection algorithm, which for Elements like BnB we will
only use for selections of 1 asset.
Fixed the call to BnB to correctly use `asset_groups` for its utxo_pool.
fix for intermittent assertion error in getselectionwaste
introduced in f46275d011 as part of merge
for bitcoin/bitcoin#25647
the assertion would trigger in a fundrawtransaction call in
feature_confidential_transactions.py where the transaction inputs
included a non-policy asset.
during the loop in getselectionwaste, if the non-policy input waste was
calculated first the assertion would be triggered because
selected_effective_value has not yet met the selection target, because
non-policy coins have 0 effective value
the fix changed the assertion to an if statement, only adding to the
waste metric when selected_effective_value meets the target.
This was a difficult merge as always with diffs that touch spend.cpp and
createtransactioninternal. Added a FIXME NB for fundrawtransaction with
external outputs, which MUST be fixed before a new release.
734076c6de [wallet, rpc]: add `max_tx_weight` to tx funding options (ismaelsadeeq)
b6fc5043c1 [wallet]: update the data type of `change_output_size`, `change_spend_size` and `tx_noinputs_size` to `int` (ismaelsadeeq)
baab0d2d43 [doc]: update reason for deducting change output weight (ismaelsadeeq)
7f61d31a5c [refactor]: update coin selection algorithms input parameter `max_weight` name (ismaelsadeeq)
Pull request description:
This PR taken over from #29264
The PR added an option `max_tx_weight` to transaction funding RPC's that ensures the resulting transaction weight does not exceed the specified `max_tx_weight` limit.
If `max_tx_weight` is not given `MAX_STANDARD_TX_WEIGHT` is used as the max threshold.
This PR addressed outstanding review comments in #29264
For more context and rationale behind this PR see https://delvingbitcoin.org/t/lightning-transactions-with-v3-and-ephemeral-anchors/418/11?u=instagibbs
ACKs for top commit:
achow101:
ACK 734076c6de
furszy:
utACK 734076c6de
rkrux:
reACK [734076c](https://github.com/bitcoin/bitcoin/pull/29523/commits/734076c6de1781f957c8bc3bf7ed6951920cfcf6)
Tree-SHA512: 013501aa443d239ee2ac01bccfc5296490c27b4edebe5cfca6b96c842375e895e5cfeb5424e82e359be581460f8be92095855763a62779a18ccd5bdfdd7ddce7
This allows a transaction's weight to be bound under a certain
weight if possible and desired. This can be beneficial for future
RBF attempts, or whenever a more restricted spend topology is
desired.
Co-authored-by: Greg Sanders <gsanders87@gmail.com>
- This commit renames the coin selection algorithms input parameter `max_weight`
to `max_selection_weight` for clarity.
The parameter represent the maximum weight of the UTXOs the coin selection algorithm
should select, not the transaction maximum weight.
- The commit updates the parameter docstring to provide correct description.
- Also updates coin selection unit and fuzzing test variables to match the new name.
Both `GetSelectionWaste()` and `ComputeAndSetWaste()` now are part of
`SelectionResult`. Instead of `ComputeAndSetWaste()` being a wrapper for
`GetSelectionWaste()`, we combine them to a new function
`RecalculateWaste()`.
As I was combining the logic of the two functions, I noticed that
`GetSelectionWaste()` was making the odd assumption that the
`change_cost` being set to zero means that no change is created.
However, if we build transactions at a feerate of zero with the
`discard_feerate` also set to zero, we'd organically have a
`change_cost` of zero, even when we create change on a transaction.
This commit cleans up this duplicate meaning of `change_cost` and relies
on `GetChange()` to figure out whether there is change on basis of the
`min_viable_change` and whatever is left after deducting fees.
Since this broke a bunch of tests that relied on the double-meaning of
`change_cost` a bunch of tests had to be fixed.
Given a lot of small amount UTXOs it is possible that the lookahead
indicates sufficient funds, but any combination of them would push us
beyond the current best_weight.
We can estimate a lower bound for the minimal necessary weight to reach
target from the maximal amount and minimal weight in the tail of the
UTXO pool: if adding a number of hypothetical UTXOs of this maximum
amount and minimum weight would not be able to beat `best_weight`, we
can SHIFT to the omission branch, and CUT if the last selected UTXO is
not heavier than the minimum weight of the remainder.
In situations where we have UTXO groups of various weight, we can CUT
rather than SHIFT when we exceeded the max_weight or the best
selection’s weight while the last step was equal to the minimum weight
in the lookahead.
When two successive UTXOs differ in weight but match in effective value,
we can skip the second if the first is not selected, because all input
sets we can generate by swapping out a lighter UTXOs with a heavier UTXO
of matching effective value would be strictly worse.
When two successive UTXOs match in effective value and weight, we can
skip the second if the prior is not selected: adding it would create an
equivalent input set to a previously evaluated.
E.g. if we have three UTXOs with effective values {5, 3, 3} of the same
weight each, we want to evaluate
{5, _, _}, {5, 3, _}, {5, 3, 3}, {_, 3, _}, {_, 3, 3},
but skip {5, _, 3}, and {_, _, 3}, because the first 3 is not selected,
and we therefore do not need to evaluate the second 3 at the same
position in the input set.
If we reach the end of the branch, we must SHIFT the previously selected
UTXO group instead.
Introduces a dedicated data structure to track the total
effective_value available in the remaining UTXOs at each index of the
UTXO pool. In contrast to the approach in BnB, this allows us to
immediately jump to a lower index instead of visiting every UTXO to add
back their eff_value to the lookahead.
CoinGrinder may not be able to exhaustively search all potentially
interesting combinations for large UTXO pools, so we keep track of
whether the search was terminated by the iteration limit.
