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Author SHA1 Message Date
fanquake
669af32632
Merge bitcoin/bitcoin#27419: move-only: Extract common/args from util/system
be55f545d5 move-only: Extract common/args and common/config.cpp from util/system (TheCharlatan)

Pull request description:

  This pull request is part of the `libbitcoinkernel` project https://github.com/bitcoin/bitcoin/issues/24303 https://github.com/bitcoin/bitcoin/projects/18 and more specifically its "Step 2: Decouple most non-consensus code from libbitcoinkernel". It is part of a series of patches splitting up the `util/system` files. Its preceding pull request is https://github.com/bitcoin/bitcoin/pull/27254.

  The pull request contains an extraction of ArgsManager related functions from util/system into their own common/ file.

  The background of this commit is an ongoing effort to decouple the libbitcoinkernel library from the ArgsManager. The ArgsManager belongs into the common library, since the kernel library should not depend on it. See [doc/design/libraries.md](https://github.com/bitcoin/bitcoin/blob/master/doc/design/libraries.md) for more information on this rationale.

ACKs for top commit:
  MarcoFalke:
    re-ACK be55f545d5  🚲
  ryanofsky:
    Code review ACK be55f545d5. Just small cleanups since the last review.
  hebasto:
    ACK be55f545d5, I have reviewed the code and it looks OK, I agree it can be merged.

Tree-SHA512: 90eb03334af0155b823030b4f2ecf286d35058d700ee2ddbbaa445be19e31eb0fe982656f35bd14ecee3ad2c3d0db3746855cb8f3777eff7253713e42873e111
2023-04-21 11:19:08 +01:00
Andrew Chow
395b932807
Merge bitcoin/bitcoin#26720: wallet: coin selection, don't return results that exceed the max allowed weight
25ab14712b refactor: coinselector_tests, unify wallet creation code (furszy)
ba9431c505 test: coverage for bnb max weight (furszy)
5a2bc45ee0 wallet: clean post coin selection max weight filter (furszy)
2d112584e3 coin selection: BnB, don't return selection if exceeds max allowed tx weight (furszy)
d3a1c098e4 test: coin selection, add coverage for SRD (furszy)
9d9689e5a6 coin selection: heap-ify SRD, don't return selection if exceeds max tx weight (furszy)
6107ec2229 coin selection: knapsack, select closest UTXO above target if result exceeds max tx size (furszy)
1284223691 wallet: refactor coin selection algos to return util::Result (furszy)

Pull request description:

  Coming from the following comment https://github.com/bitcoin/bitcoin/pull/25729#discussion_r1029324367.

  The reason why we are adding hundreds of UTXO from different sources when the target
  amount is covered only by one of them is because only SRD returns a usable result.

  Context:
  In the test, we create 1515 UTXOs with 0.033 BTC each, and 1 UTXO with 50 BTC. Then
  perform Coin Selection to fund 49.5 BTC.

  As the selection of the 1515 small UTXOs exceeds the max allowed tx size, the
  expectation here is to receive a selection result that only contain the big UTXO.
  Which is not happening for the following reason:

  Knapsack returns a result that exceeds the max allowed transaction size, when
  it should return the closest utxo above the target, so we fallback to SRD who
  selects coins randomly up until the target is met. So we end up with a selection
  result with lot more coins than what is needed.

ACKs for top commit:
  S3RK:
    ACK 25ab14712b
  achow101:
    ACK 25ab14712b
  Xekyo:
    reACK 25ab14712b
  theStack:
    Code-review ACK 25ab14712b

Tree-SHA512: 2425de4cc479b4db999b3b2e02eb522a2130a06379cca0418672a51c4076971a1d427191173820db76a0f85a8edfff100114e1c38fb3b5dc51598d07cabe1a60
2023-04-20 16:33:39 -04:00
TheCharlatan
be55f545d5
move-only: Extract common/args and common/config.cpp from util/system
This is an extraction of ArgsManager related functions from util/system
into their own common file.

Config file related functions are moved to common/config.cpp.

The background of this commit is an ongoing effort to decouple the
libbitcoinkernel library from the ArgsManager. The ArgsManager belongs
into the common library, since the kernel library should not depend on
it. See doc/design/libraries.md for more information on this rationale.
2023-04-19 10:48:30 +02:00
furszy
2d112584e3
coin selection: BnB, don't return selection if exceeds max allowed tx weight 2023-04-05 09:32:39 -03:00
furszy
9d9689e5a6
coin selection: heap-ify SRD, don't return selection if exceeds max tx weight
Uses a min-effective-value heap, so we can remove the least valuable input/s
while the selected weight exceeds the maximum allowed weight.

Co-authored-by: Murch <murch@murch.one>
2023-04-05 09:32:39 -03:00
furszy
6107ec2229
coin selection: knapsack, select closest UTXO above target if result exceeds max tx size
The simplest scenario where this is useful is on the 'check_max_weight' unit test
already:

We create 1515 UTXOs with 0.033 BTC each, and 1 UTXO with 50 BTC. Then perform
Coin Selection.

As the selection of the 1515 small UTXOs exceeds the max allowed tx size, the
expectation here is to receive a selection result that only contain the big
UTXO (which is not happening for the reasons stated below).

As knapsack returns a result that exceeds the max allowed transaction size, we
fallback to SRD, which selects coins randomly up until the target is met. So
we end up with a selection result with lot more coins than what is needed.
2023-04-05 09:32:39 -03:00
furszy
8a5583131c
wallet: remove unused methods
CWallet::DummySignTx, OutputGroupTypeMap::find
2023-03-08 10:32:30 -03:00
furszy
1284223691
wallet: refactor coin selection algos to return util::Result
so the selection processes can retrieve different errors and not
uninformative std::nullopt
2023-03-07 09:01:57 -03:00
furszy
bd91ed1cb2
wallet: unify outputs grouping process
The 'GroupOutputs()' function performs the same
calculations for only-positive and mixed groups,
the only difference is that when we look for
only-positive groups, we discard negative utxos.

So, instead of wasting resources calling GroupOutputs()
for positive-only first, then call it again to include
the negative ones in the result, we can execute
GroupOutputs() only once, including in the response
both group types (positive-only and mixed).
2023-03-06 09:45:40 -03:00
furszy
461f0821a2
refactor: make OutputGroup::m_outputs field a vector of shared_ptr
Initial steps towards sharing COutput instances across all possible
OutputGroups (instead of copying them time after time).
2023-03-06 09:45:40 -03:00
furszy
06ec8f9928
wallet: make OutputGroup "positive_only" filter explicit
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.
2023-03-03 18:18:03 -03:00
Andrew Chow
3f8591d46b
Merge bitcoin/bitcoin#26661: wallet: Coin Selection, return accurate error messages
76dc547ee7 gui: create tx, launch error dialog if backend throws runtime_error (furszy)
f4d79477ff wallet: coin selection, add duplicated inputs checks (furszy)
0aa065b14e wallet: return accurate error messages from Coin Selection (furszy)
7e8340ab1a wallet: make SelectCoins flow return util::Result (furszy)
e5e147fe97 wallet: refactor eight consecutive 'AttemptSelection' calls into a loop (furszy)

Pull request description:

  Work decoupled from #25806, which cleanup and improves the Coin Selection flow further.

  Adding the capability to propagate specific error messages from the Coin Selection process to the user.
  Instead of always returning the general "Insufficient funds" message which is not always accurate to what happened internally.
  Letting us instruct the user how to proceed under certain circumstances.

  The following error messages were added:

  1) If the selection result exceeds the maximum transaction weight,
     we now will return:
  -> "The inputs size exceeds the maximum weight. Please try sending
  a smaller amount or manually consolidating your wallet's UTXOs".

  2) If the user pre-selected inputs and disallowed the automatic coin
     selection process (no other inputs are allowed), we now will
     return:
  -> "The preselected coins total amount does not cover the transaction
  target. Please allow other inputs to be automatically selected or include
  more coins manually".

  3) The double-counted preset inputs during Coin Selection error will now
  throw an "internal bug detected" message instead of crashing the node.

  The essence of this work comes from several comments:
  1. https://github.com/bitcoin/bitcoin/pull/26560#discussion_r1037395665
  2. https://github.com/bitcoin/bitcoin/pull/25729#discussion_r940619491
  3. https://github.com/bitcoin/bitcoin/pull/25269#pullrequestreview-1135240825
  4. https://github.com/bitcoin/bitcoin/issues/23144 (which is connected to #24845)

ACKs for top commit:
  ishaanam:
    crACK 76dc547ee7
  achow101:
    ACK 76dc547ee7
  aureleoules:
    ACK 76dc547ee7
  theStack:
    ACK 76dc547ee7 🌇

Tree-SHA512: 9de30792d7a5849cae77747aa978e70390b66ee9d082779a56088a024f82e725b0af050e6603aece0ac8229f6d73bc471ba97b4ab69dc7eddf419f5f56ae89a5
2023-01-03 18:53:36 -05:00
Andrew Chow
7bb07bf8bd
Merge bitcoin/bitcoin#25932: refactor: Simplify backtrack logic
81d4a2b14f refactor: Move feerate comparison invariant outside of the loop (yancy)
365aca4045 refactor: Simplify feerate comparison statement (yancy)

Pull request description:

  This is a small nit, however I think it's more understandable to write:

  `utxo_pool.at(0).fee > utxo_pool.at(0).long_term_fee`

  vs

  `(utxo_pool.at(0).fee - utxo_pool.at(0).long_term_fee) > 0`

ACKs for top commit:
  Xekyo:
    ACK 81d4a2b14f
  achow101:
    ACK 81d4a2b14f
  aureleoules:
    ACK 81d4a2b14f

Tree-SHA512: 3e89377989c36716b53114fe40178261671dde5688075fab1c21ec173ac310f8c84ed6af90354d7c329176cb7262dfcaa7191fd19847d3b7147a9a10c3e31176
2023-01-03 12:26:19 -05:00
Hennadii Stepanov
306ccd4927
scripted-diff: Bump copyright headers
-BEGIN VERIFY SCRIPT-
./contrib/devtools/copyright_header.py update ./
-END VERIFY SCRIPT-

Commits of previous years:
- 2021: f47dda2c58
- 2020: fa0074e2d8
- 2019: aaaaad6ac9
2022-12-24 23:49:50 +00:00
furszy
f4d79477ff
wallet: coin selection, add duplicated inputs checks
As no process should be able to trigger this error
using the regular transaction creation process, throw
a runtime_error if happens to tell users/devs to
report the bug if happens.
2022-12-21 23:20:16 -03:00
Aurèle Oulès
6b563cae92
wallet: Check max tx weight in coin selector
Co-authored-by: Andrew Chow <github@achow101.com>
2022-12-05 19:32:11 +01:00
S3RK
3282fad599
wallet: add assert to SelectionResult::Merge for safety 2022-12-02 12:39:15 -03:00
furszy
295852f619
wallet: encapsulate pre-selected-inputs lookup into its own function
First step towards decoupling the pre-selected-inputs fetching functionality
from `SelectCoins`. Which, will let us not waste resources calculating the
available coins if one of the pre-set inputs has an error.

(right now, if one of the pre-set inputs is invalid, we first walk through
the entire wallet txes map just to end up failing right after it finish)
2022-10-26 15:52:35 -03:00
yancy
81d4a2b14f refactor: Move feerate comparison invariant outside of the loop 2022-09-17 10:07:51 +02:00
yancy
365aca4045 refactor: Simplify feerate comparison statement 2022-09-16 14:29:05 +02:00
S3RK
4fef534428 wallet: use GetChange() when computing waste 2022-08-15 09:35:20 +02:00
S3RK
15e97a6886 wallet: add SelectionResult::GetChange 2022-08-15 09:35:20 +02:00
S3RK
f8e796348b wallet: add SelectionResult::Merge 2022-08-15 09:34:38 +02:00
S3RK
06f558e4e2 wallet: accurate SelectionResult::m_target
SelectionResult::m_target should be equal to actual selection target.
Selection target is the sum of all recipient amounts plus non input fees.
So we need to remove change_fee from the m_target. It's safe because change
target is always greater than the change fee, so we can always cover fees
if change output is created.
2022-08-15 09:34:38 +02:00
S3RK
c8cf08ea74 wallet: ensure m_min_change_target always covers change fee 2022-08-15 09:34:26 +02:00
Murch
af56d63eca Revert "bnb: exit selection when best_waste is 0"
This reverts commit 9b5950db86.

Waste can be negative. At feerates lower than long_term_feerate this
means that a waste of 0 may be a suboptimal solution and this causes the
search to exit prematurely.
Only when the feerate is equal to the long_term_feerate would achieving
a waste of 0 indicate that we have achieved an optimal solution,
because it would mean that the excess is 0. It seems unlikely
that this would ever occur outside of test cases, and even then we
should prefer solutions with more inputs over solutions with fewer
according to previous decisions—but solutions with more inputs are found
later in the branch exploration.

The "optimization" described in #18257 and implemented in #18262 is
therefore a premature exit on a suboptimal solution and should be reverted.
2022-06-28 17:27:06 -04:00
laanwj
bd971bffb0 logging: Unconditionally log levels >= WARN
Messages with level `WARN` or higher should be logged even when
the category is not provided with `-debug=`, to make sure important
warnings are not lost.
2022-05-25 11:26:15 +02:00
ishaanam
6fbb0edac2 Set effective_value when initializing a COutput
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.
2022-05-21 11:25:54 -04:00
Andrew Chow
912f1ed181 wallet: track which coin selection algorithm produced a SelectionResult 2022-04-14 12:40:36 -04:00
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