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
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
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).
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.
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
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.
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
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
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.
Instead of hijacking the effective_feerate to use the correct value
during coin selection, have OutputGroup be aware of whether we are
subtracting the fee from the outputs and provide the correct value to
use for selection.
To do this, OutputGroup now takes CoinSelectionParams and has a new
function GetSelectionAmount().
Although the CreateTransaction loop currently remains, it should be
largely unused. KnapsackSolver will now account for transaction fees
when doing its selection.
In the previous commit, SelectCoinsMinConf was refactored to have some
calculations become shared for KnapsackSolver and SelectCoinsBnB. In
this commit, KnapsackSolver will now use the not_input_fees and
effective_feerate so that it include the fee for non-input things
(excluding a change output) so that the algorithm will select enough to
cover those fees. This is necessary for selecting on effective values.
Additionally, the OutputGroups
created for KnapsackSolver will actually have their effective values
calculated and set, and KnapsackSolver will do its selection on those
effective values.
Lastly, SelectCoins is modified to use the same value for preselected
inputs for BnB and KnapsackSolver. While it will still use the real
value when subtracting the fee from outputs, this behavior will be
the same regardless of the algo used for selecting additional inputs.
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.
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
OutputGroup will handle the fee and effective value computations
inside of Insert. It now needs to take the effective feerate and long
term feerates as arguments to its constructor.
Instead of having callers set the fees, effective values, and filtering
of outputs, do these within OutputGroups themselves as member functions.
m_fee and m_long_term_fee is added to OutputGroup to track the fees of
the OutputGroup.
If we find a solution which has no waste, just use that. This solution
is what we would consider to be optimal, and other solutions we find
would have to also have 0 waste, so they are equivalent to the first
one with 0 waste. Thus we can optimize by just choosing the first one
with 0 waste.
After this:
- `boost::optional` is no longer used directly (only through `Optional`
which is an alias for it)
- `boost/optional.hpp` is only included in one place
3fc20632a3 qt: Set BLOCK_CHAIN_SIZE = 220 (DrahtBot)
2b6a2f4a28 Regenerate manpages (DrahtBot)
eb7daf4d60 Update copyright headers to 2018 (DrahtBot)
Pull request description:
Some trivial maintenance to avoid having to do it again after the 0.17 branch off.
(The scripts to do this are in `./contrib/`)
Tree-SHA512: 16b2af45e0351b1c691c5311d48025dc6828079e98c2aa2e600dc5910ee8aa01858ca6c356538150dc46fe14c8819ed8ec8e4ec9a0f682b9950dd41bc50518fa
232f96f5c8 doc: Add release notes for -avoidpartialspends (Karl-Johan Alm)
e00b4699cc clean-up: Remove no longer used ivars from CInputCoin (Karl-Johan Alm)
43e04d13b1 wallet: Remove deprecated OutputEligibleForSpending (Karl-Johan Alm)
0128121101 test: Add basic testing for wallet groups (Karl-Johan Alm)
59d6f7b4e2 wallet: Switch to using output groups instead of coins in coin selection (Karl-Johan Alm)
87ebce25d6 wallet: Add output grouping (Karl-Johan Alm)
bb629cb9dc Add -avoidpartialspends and m_avoid_partial_spends (Karl-Johan Alm)
65b3eda458 wallet: Add input bytes to CInputCoin (Karl-Johan Alm)
a443d7a0ca moveonly: CoinElegibilityFilter into coinselection.h (Karl-Johan Alm)
173e18a289 utils: Add insert() convenience templates (Karl-Johan Alm)
Pull request description:
This PR adds an optional (off by default) `-avoidpartialspends` flag, which changes coin select to use output groups rather than outputs, where each output group corresponds to all outputs with the same destination.
It is a privacy improvement, as each time you spend some output, any other output that is publicly associated with the destination (address) will also be spent at the same time, at the cost of fee increase for cases where coin select without group restriction would find a more optimal set of coins (see example below).
For regular use without address reuse, this PR should have no effect on the user experience whatsoever; it only affects users who, for some reason, have multiple outputs with the same destination (i.e. address reuse).
Nodes with this turned off will still try to avoid partial spending, if the fee of the resulting transaction is not greater than the fee of the original transaction.
Example: a node has four outputs linked to two addresses `A` and `B`:
* 1.0 btc to `A`
* 0.5 btc to `A`
* 1.0 btc to `B`
* 0.5 btc to `B`
The node sends 0.2 btc to `C`. Without `-avoidpartialspends`, the following coin selection will occur:
* 0.5 btc to `A` or `B` is picked
* 0.2 btc is output to `C`
* 0.3 - fee is output to (unique change address)
With `-avoidpartialspends`, the following will instead happen:
* Both of (0.5, 1.0) btc to `A` or `B` is picked (one or the other pair)
* 0.2 btc is output to `C`
* 1.3 - fee is output to (unique change address)
As noted, the pro here is that, assuming nobody sends to the address after you spend from it, you will only ever use one address once. The con is that the transaction becomes slightly larger in this case, because it is overpicking outputs to adhere to the no partial spending rule.
This complements #10386, in particular it addresses @luke-jr and @gmaxwell's concerns in https://github.com/bitcoin/bitcoin/pull/10386#issuecomment-300667926 and https://github.com/bitcoin/bitcoin/pull/10386#issuecomment-302361381.
Together with `-avoidreuse`, this fully addresses the concerns in #10065 I believe.
Tree-SHA512: 24687a4490ba59cf4198ed90052944ff4996653a4257833bb52ed24d058b3e924800c9b3790aeb6be6385b653b49e304453e5d7ff960e64c682fc23bfc447621
