Optimizes coin selection by performing the "group outputs"
procedure only once, outside the "attempt selection" process.
Avoiding the repeated execution of the 'GroupOutputs' operation
that occurs on each coin eligibility filters (up to 8 of them);
then for every coin vector type plus one for all the coins together.
This also let us not perform coin selection over coin eligibility
filtered groups that don't add new elements.
(because, if the previous round failed, and the subsequent one has
the same coins, then this new round will fail again).
And not hide it inside the `OutputGroup::Insert` method.
This method does not return anything if insertion fails.
We can know before calling `Insert` whether the coin
will be accepted or not.
switch to new methods, remove old code. this also
updates the Size, All, and Clear methods to now use
the coins map.
this commit is not strictly a refactor because previously
coin selection was never run over the UNKNOWN type until the last
step when being run over all. now that we are iterating over each,
it is run over UNKNOWN but this is expected to be empty most of the time.
Co-authored-by: furszy <matiasfurszyfer@protonmail.com>
Run coin selection on each OutputType separately, choosing the best
solution according to the waste metric.
This is to avoid mixing UTXOs that are of different OutputTypes,
which can hurt privacy.
If no single OutputType can fund the transaction, then coin selection
considers the entire wallet, potentially mixing (current behavior).
This is done inside AttemptSelection so that all OutputTypes are
considered at each back-off in coin selection.
Pass the whole CoinsResult struct to SelectCoins instead of only a
vector. This means we now have to remove preselected coins from each
OutputType vector and shuffle each vector individually.
Pass the whole CoinsResult struct to AttemptSelection. This involves
moving the logic in AttemptSelection to a newly named function,
ChooseSelectionResult. This will allow us to run ChooseSelectionResult
over each OutputType in a later commit. This ensures the backoffs work
properly.
Update unit and bench tests to use CoinResult.
Previously in COutput, effective_value was initialized as the absolute
value of the txout, and fee as 0. effective_value along with fee were
calculated outside of the COutput constructor and set after the
object had been initialized. These changes will allow either the fee
or the feerate to be passed in a COutput constructor. If either are
provided, fee and effective_value are calculated and set in the
constructor. As a result, AvailableCoins also needs to be passed the
feerate when utxos are being spent. When balance is calculated or the
coins are being listed and feerate is neither available nor required,
AvailableCoinsListUnspent is used instead, which runs AvailableCoins
while providing the default value for feerate. Unit tests for the
calculation of effective value have also been added.
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
Instead of determining whether the containing transaction is from the
wallet dynamically as needed, just pass it in to COutput and store it.
The transaction ownership isn't going to change.
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
Current CWalletTx state representation makes it possible to set
inconsistent states that won't be handled correctly by wallet sync code
or serialized & deserialized back into the same form.
For example, it is possible to call setConflicted without setting a
conflicting block hash, or setConfirmed with no transaction index. And
it's possible update individual m_confirm and fInMempool data fields
without setting an overall consistent state that can be serialized and
handled correctly.
Fix this without changing behavior by using std::variant, instead of an
enum and collection of fields, to represent sync state, so state
tracking code is safer and more legible.
This is a first step to fixing state tracking bugs
https://github.com/bitcoin-core/bitcoin-devwiki/wiki/Wallet-Transaction-Conflict-Tracking,
by adding an extra margin of safety that can prevent new bugs from being
introduced as existing bugs are fixed.
Followup to commit "MOVEONLY: CWallet transaction code out of
wallet.cpp/.h" that detaches and renames some CWalletTx methods, making
into them into standalone functions or CWallet methods instead.
There are no changes in behavior and no code changes that aren't purely
mechanical. It just gives spend and receive functions more consistent
names and removes the circular dependencies added by the earlier
MOVEONLY commit.
There are also no comment or documentation changes. Removed comments
from transaction.h are just migrated to spend.h, receive.h, and
wallet.h.
SelectCoinsMinConf is a bit of a misnomer now since it really just does
all of the coin selection given some parameters. So rename this to
something less annoying to say and makes a bit more sense.
-BEGIN VERIFY SCRIPT-
sed -i 's/SelectCoinsMinConf/AttemptSelection/g' $(git grep -l SelectCoinsMinConf ./src)
-END VERIFY SCRIPT-
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.
f9cd2bfbcc Rename CoinSelectionParams::effective_fee to m_effective_feerate (Andrew Chow)
bdd0c2934b wallet: Move discard feerate fetching to CreateTransaction (Andrew Chow)
448d04b931 wallet: Move long term feerate setting to CreateTransaction (Andrew Chow)
e2f429e6bb wallet: Replace nFeeRateNeeded with effective_fee (Andrew Chow)
1a6a0b0dfb wallet: Use existing feerate instead of getting a new one (Andrew Chow)
Pull request description:
During coin selection, there are various places where we need to have a feerate. We need the feerate for the transaction itself, the discard fee rate, and long term feerate. Fetching these each time we need them can lead to a race condition where two feerates that should be the same are actually different. One particular instance where this can happen is during the loop in `CreateTransactionInternal`. After inputs are chosen, the expected transaction fee is calculated using a newly fetched feerate. If `pick_new_inputs == false`, the loop will go again with the assumption that the fee for the transaction remains the same. However because the feerate is fetched again, it is possible that it actually isn't and this causes coin selection to fail.
Instead of fetching the feerate each time it is needed, we fetch them all at once at the top of `CreateTransactionInternal`, store them in `CoinSelectionParams`, and use them where needed.
While some of these fee rates probably don't need this caching, I've done it for consistency and the guarantee that they remain the same.
Fixes #19229
ACKs for top commit:
glozow:
reACK f9cd2bfbcc
fjahr:
Code review re-ACK f9cd2bfbcc
Xekyo:
tACK f9cd2bfbcc
meshcollider:
Code review + test run ACK f9cd2bfbcc
Tree-SHA512: be83ff64ba473c3cdd3469c812e214659b6e2a9584c22ed2b1595618fce0d4b35d0901e61068cd1069fc1a8fb911db01dd7312d05c3b8cbafbe2504ab7a3e863
Instead of fetching the discard feerate for each SelectCoinsMinConf
iteration, fetch and cache it once during CreateTransaction so that it
is shared for each SelectCoinsMinConf through
coin_selection_params.m_discard_feerate.
Does not change behavior.
Instead of setting the long term feerate for each SelectCoinsMinConf
iteration, set it once during CreateTransaction and let it be shared
with each SelectCoinsMinConf through
coin_selection_params.m_long_term_feerate.
Does not change behavior.
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
