[wallet] Make coin_select take may/must use utxo lists
so that in the future you can add a UTXO that you *must* spend and let the coin selection fill in the rest. This partially addresses #121
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@ -51,24 +51,25 @@
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//! impl CoinSelectionAlgorithm for AlwaysSpendEverything {
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//! fn coin_select(
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//! &self,
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//! utxos: Vec<UTXO>,
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//! _use_all_utxos: bool,
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//! must_use_utxos: Vec<UTXO>,
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//! may_use_utxos: Vec<UTXO>,
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//! fee_rate: FeeRate,
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//! amount_needed: u64,
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//! input_witness_weight: usize,
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//! fee_amount: f32,
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//! ) -> Result<CoinSelectionResult, bdk::Error> {
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//! let selected_amount = utxos.iter().fold(0, |acc, utxo| acc + utxo.txout.value);
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//! let all_utxos_selected = utxos
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//! .into_iter()
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//! .map(|utxo| {
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//! (
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//! let mut selected_amount = 0;
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//! let all_utxos_selected = must_use_utxos
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//! .into_iter().chain(may_use_utxos)
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//! .scan(&mut selected_amount, |selected_amount, utxo| {
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//! **selected_amount += utxo.txout.value;
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//! Some((
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//! TxIn {
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//! previous_output: utxo.outpoint,
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//! ..Default::default()
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//! },
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//! utxo.txout.script_pubkey,
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//! )
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//! ))
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//! })
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//! .collect::<Vec<_>>();
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//! let additional_weight = all_utxos_selected.iter().fold(0, |acc, (txin, _)| {
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@ -132,16 +133,16 @@ pub struct CoinSelectionResult {
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pub trait CoinSelectionAlgorithm: std::fmt::Debug {
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/// Perform the coin selection
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///
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/// - `utxos`: the list of spendable UTXOs
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/// - `use_all_utxos`: if true all utxos should be spent unconditionally
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/// - `must_use_utxos`: the utxos that must be spent regardless of `amount_needed`
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/// - `may_be_spent`: the utxos that may be spent to satisfy `amount_needed`
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/// - `fee_rate`: fee rate to use
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/// - `amount_needed`: the amount in satoshi to select
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/// - `input_witness_weight`: the weight of an input's witness to keep into account for the fees
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/// - `fee_amount`: the amount of fees in satoshi already accumulated from adding outputs
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fn coin_select(
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&self,
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utxos: Vec<UTXO>,
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use_all_utxos: bool,
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must_use_utxos: Vec<UTXO>,
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may_use_utxos: Vec<UTXO>,
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fee_rate: FeeRate,
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amount_needed: u64,
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input_witness_weight: usize,
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@ -159,14 +160,13 @@ pub struct DumbCoinSelection;
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impl CoinSelectionAlgorithm for DumbCoinSelection {
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fn coin_select(
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&self,
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mut utxos: Vec<UTXO>,
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use_all_utxos: bool,
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must_use_utxos: Vec<UTXO>,
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mut may_use_utxos: Vec<UTXO>,
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fee_rate: FeeRate,
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outgoing_amount: u64,
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input_witness_weight: usize,
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mut fee_amount: f32,
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) -> Result<CoinSelectionResult, Error> {
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let mut txin = Vec::new();
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let calc_fee_bytes = |wu| (wu as f32) * fee_rate.as_sat_vb() / 4.0;
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log::debug!(
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@ -176,35 +176,51 @@ impl CoinSelectionAlgorithm for DumbCoinSelection {
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fee_rate
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);
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// sort so that we pick them starting from the larger.
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utxos.sort_by(|a, b| a.txout.value.partial_cmp(&b.txout.value).unwrap());
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// We put the "must_use" UTXOs first and make sure the "may_use" are sorted largest to smallest
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let utxos = {
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may_use_utxos.sort_by(|a, b| b.txout.value.partial_cmp(&a.txout.value).unwrap());
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must_use_utxos
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.into_iter()
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.map(|utxo| (true, utxo))
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.chain(may_use_utxos.into_iter().map(|utxo| (false, utxo)))
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};
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let mut selected_amount: u64 = 0;
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while use_all_utxos || selected_amount < outgoing_amount + (fee_amount.ceil() as u64) {
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let utxo = match utxos.pop() {
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Some(utxo) => utxo,
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None if selected_amount < outgoing_amount + (fee_amount.ceil() as u64) => {
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return Err(Error::InsufficientFunds)
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}
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None if use_all_utxos => break,
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None => return Err(Error::InsufficientFunds),
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};
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// Keep including inputs until we've got enough.
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// Store the total input value in selected_amount and the total fee being paid in fee_amount
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let mut selected_amount = 0;
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let txin = utxos
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.scan(
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(&mut selected_amount, &mut fee_amount),
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|(selected_amount, fee_amount), (must_use, utxo)| {
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if must_use || **selected_amount < outgoing_amount + (fee_amount.ceil() as u64)
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{
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let new_in = TxIn {
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previous_output: utxo.outpoint,
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script_sig: Script::default(),
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sequence: 0, // Let the caller choose the right nSequence
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witness: vec![],
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};
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let new_in = TxIn {
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previous_output: utxo.outpoint,
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script_sig: Script::default(),
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sequence: 0, // Let the caller choose the right nSequence
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witness: vec![],
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};
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fee_amount += calc_fee_bytes(serialize(&new_in).len() * 4 + input_witness_weight);
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log::debug!(
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"Selected {}, updated fee_amount = `{}`",
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new_in.previous_output,
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fee_amount
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);
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**fee_amount +=
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calc_fee_bytes(serialize(&new_in).len() * 4 + input_witness_weight);
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**selected_amount += utxo.txout.value;
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txin.push((new_in, utxo.txout.script_pubkey));
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selected_amount += utxo.txout.value;
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log::debug!(
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"Selected {}, updated fee_amount = `{}`",
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new_in.previous_output,
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fee_amount
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);
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Some((new_in, utxo.txout.script_pubkey))
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} else {
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None
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}
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},
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)
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.collect::<Vec<_>>();
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if selected_amount < outgoing_amount + (fee_amount.ceil() as u64) {
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return Err(Error::InsufficientFunds);
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}
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Ok(CoinSelectionResult {
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@ -259,8 +275,8 @@ mod test {
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let result = DumbCoinSelection
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.coin_select(
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vec![],
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utxos,
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false,
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FeeRate::from_sat_per_vb(1.0),
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250_000,
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P2WPKH_WITNESS_SIZE,
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@ -280,7 +296,7 @@ mod test {
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let result = DumbCoinSelection
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.coin_select(
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utxos,
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true,
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vec![],
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FeeRate::from_sat_per_vb(1.0),
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20_000,
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P2WPKH_WITNESS_SIZE,
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@ -299,8 +315,8 @@ mod test {
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let result = DumbCoinSelection
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.coin_select(
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vec![],
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utxos,
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false,
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FeeRate::from_sat_per_vb(1.0),
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20_000,
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P2WPKH_WITNESS_SIZE,
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@ -320,8 +336,8 @@ mod test {
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DumbCoinSelection
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.coin_select(
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vec![],
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utxos,
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false,
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FeeRate::from_sat_per_vb(1.0),
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500_000,
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P2WPKH_WITNESS_SIZE,
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@ -337,8 +353,8 @@ mod test {
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DumbCoinSelection
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.coin_select(
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vec![],
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utxos,
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false,
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FeeRate::from_sat_per_vb(1000.0),
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250_000,
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P2WPKH_WITNESS_SIZE,
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@ -359,13 +359,18 @@ where
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&builder.unspendable,
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builder.send_all,
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)?;
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let (must_use_utxos, may_use_utxos) = match use_all_utxos {
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true => (available_utxos, vec![]),
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false => (vec![], available_utxos),
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};
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let coin_selection::CoinSelectionResult {
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txin,
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selected_amount,
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mut fee_amount,
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} = builder.coin_selection.coin_select(
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available_utxos,
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use_all_utxos,
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must_use_utxos,
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may_use_utxos,
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fee_rate,
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outgoing,
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input_witness_weight,
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@ -597,13 +602,19 @@ where
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self.database.borrow().deref(),
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available_utxos.into_iter(),
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)?;
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let (must_use_utxos, may_use_utxos) = match use_all_utxos {
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true => (available_utxos, vec![]),
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false => (vec![], available_utxos),
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};
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let coin_selection::CoinSelectionResult {
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txin,
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selected_amount,
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fee_amount,
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} = builder.coin_selection.coin_select(
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available_utxos,
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use_all_utxos,
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must_use_utxos,
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may_use_utxos,
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new_feerate,
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fee_difference.saturating_sub(removed_change_output.value),
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input_witness_weight,
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