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Added add_foreign_utxo

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To allow adding UTXOs external to the current wallet.
The caller must provide the psbt::Input so we can create a coherent PSBT
at the end and so this is compatible with existing PSBT workflows.

Main changes:

- There are now two types of UTXOs, local and foreign reflected in a
`Utxo` enum.
- `WeightedUtxo` now captures floating `(Utxo, usize)` tuples
- `CoinSelectionResult` now has methods on it for distinguishing between
local amount included vs total.
This commit is contained in:
LLFourn
2021-02-08 15:40:56 +11:00
parent 9a918f285d
commit 1fbfeabd77
5 changed files with 491 additions and 130 deletions
Download Patch File Download Diff File Expand all files Collapse all files

171
src/wallet/coin_selection.rs
View File

@@ -50,8 +50,8 @@
//! fn coin_select(
//! &self,
//! database: &D,
//! required_utxos: Vec<(LocalUtxo, usize)>,
//! optional_utxos: Vec<(LocalUtxo, usize)>,
//! required_utxos: Vec<WeightedUtxo>,
//! optional_utxos: Vec<WeightedUtxo>,
//! fee_rate: FeeRate,
//! amount_needed: u64,
//! fee_amount: f32,
@@ -60,11 +60,10 @@
//! let mut additional_weight = 0;
//! let all_utxos_selected = required_utxos
//! .into_iter().chain(optional_utxos)
//! .scan((&mut selected_amount, &mut additional_weight), |(selected_amount, additional_weight), (utxo, weight)| {
//! **selected_amount += utxo.txout.value;
//! **additional_weight += TXIN_BASE_WEIGHT + weight;
//!
//! Some(utxo)
//! .scan((&mut selected_amount, &mut additional_weight), |(selected_amount, additional_weight), weighted_utxo| {
//! **selected_amount += weighted_utxo.utxo.txout().value;
//! **additional_weight += TXIN_BASE_WEIGHT + weighted_utxo.satisfaction_weight;
//! Some(weighted_utxo.utxo)
//! })
//! .collect::<Vec<_>>();
//! let additional_fees = additional_weight as f32 * fee_rate.as_sat_vb() / 4.0;
@@ -75,7 +74,6 @@
//!
//! Ok(CoinSelectionResult {
//! selected: all_utxos_selected,
//! selected_amount,
//! fee_amount: fee_amount + additional_fees,
//! })
//! }
@@ -97,9 +95,9 @@
//! # Ok::<(), bdk::Error>(())
//! ```
use crate::database::Database;
use crate::error::Error;
use crate::types::{FeeRate, LocalUtxo};
use crate::types::FeeRate;
use crate::{database::Database, WeightedUtxo};
use crate::{error::Error, Utxo};
use rand::seq::SliceRandom;
#[cfg(not(test))]
@@ -122,13 +120,29 @@ pub(crate) const TXIN_BASE_WEIGHT: usize = (32 + 4 + 4 + 1) * 4;
#[derive(Debug)]
pub struct CoinSelectionResult {
/// List of outputs selected for use as inputs
pub selected: Vec<LocalUtxo>,
/// Sum of the selected inputs' value
pub selected_amount: u64,
pub selected: Vec<Utxo>,
/// Total fee amount in satoshi
pub fee_amount: f32,
}
impl CoinSelectionResult {
/// The total value of the inputs selected.
pub fn selected_amount(&self) -> u64 {
self.selected.iter().map(|u| u.txout().value).sum()
}
/// The total value of the inputs selected from the local wallet.
pub fn local_selected_amount(&self) -> u64 {
self.selected
.iter()
.filter_map(|u| match u {
Utxo::Local(_) => Some(u.txout().value),
_ => None,
})
.sum()
}
}
/// Trait for generalized coin selection algorithms
///
/// This trait can be implemented to make the [`Wallet`](super::Wallet) use a customized coin
@@ -151,8 +165,8 @@ pub trait CoinSelectionAlgorithm<D: Database>: std::fmt::Debug {
fn coin_select(
&self,
database: &D,
required_utxos: Vec<(LocalUtxo, usize)>,
optional_utxos: Vec<(LocalUtxo, usize)>,
required_utxos: Vec<WeightedUtxo>,
optional_utxos: Vec<WeightedUtxo>,
fee_rate: FeeRate,
amount_needed: u64,
fee_amount: f32,
@@ -170,8 +184,8 @@ impl<D: Database> CoinSelectionAlgorithm<D> for LargestFirstCoinSelection {
fn coin_select(
&self,
_database: &D,
required_utxos: Vec<(LocalUtxo, usize)>,
mut optional_utxos: Vec<(LocalUtxo, usize)>,
required_utxos: Vec<WeightedUtxo>,
mut optional_utxos: Vec<WeightedUtxo>,
fee_rate: FeeRate,
amount_needed: u64,
mut fee_amount: f32,
@@ -188,7 +202,7 @@ impl<D: Database> CoinSelectionAlgorithm<D> for LargestFirstCoinSelection {
// We put the "required UTXOs" first and make sure the optional UTXOs are sorted,
// initially smallest to largest, before being reversed with `.rev()`.
let utxos = {
optional_utxos.sort_unstable_by_key(|(utxo, _)| utxo.txout.value);
optional_utxos.sort_unstable_by_key(|wu| wu.utxo.txout().value);
required_utxos
.into_iter()
.map(|utxo| (true, utxo))
@@ -201,18 +215,19 @@ impl<D: Database> CoinSelectionAlgorithm<D> for LargestFirstCoinSelection {
let selected = utxos
.scan(
(&mut selected_amount, &mut fee_amount),
|(selected_amount, fee_amount), (must_use, (utxo, weight))| {
|(selected_amount, fee_amount), (must_use, weighted_utxo)| {
if must_use || **selected_amount < amount_needed + (fee_amount.ceil() as u64) {
**fee_amount += calc_fee_bytes(TXIN_BASE_WEIGHT + weight);
**selected_amount += utxo.txout.value;
**fee_amount +=
calc_fee_bytes(TXIN_BASE_WEIGHT + weighted_utxo.satisfaction_weight);
**selected_amount += weighted_utxo.utxo.txout().value;
log::debug!(
"Selected {}, updated fee_amount = `{}`",
utxo.outpoint,
weighted_utxo.utxo.outpoint(),
fee_amount
);
Some(utxo)
Some(weighted_utxo.utxo)
} else {
None
}
@@ -231,7 +246,6 @@ impl<D: Database> CoinSelectionAlgorithm<D> for LargestFirstCoinSelection {
Ok(CoinSelectionResult {
selected,
fee_amount,
selected_amount,
})
}
}
@@ -239,9 +253,7 @@ impl<D: Database> CoinSelectionAlgorithm<D> for LargestFirstCoinSelection {
#[derive(Debug, Clone)]
// Adds fee information to an UTXO.
struct OutputGroup {
utxo: LocalUtxo,
// weight needed to satisfy the UTXO, as described in `Descriptor::max_satisfaction_weight`
satisfaction_weight: usize,
weighted_utxo: WeightedUtxo,
// Amount of fees for spending a certain utxo, calculated using a certain FeeRate
fee: f32,
// The effective value of the UTXO, i.e., the utxo value minus the fee for spending it
@@ -249,12 +261,12 @@ struct OutputGroup {
}
impl OutputGroup {
fn new(utxo: LocalUtxo, satisfaction_weight: usize, fee_rate: FeeRate) -> Self {
let fee = (TXIN_BASE_WEIGHT + satisfaction_weight) as f32 / 4.0 * fee_rate.as_sat_vb();
let effective_value = utxo.txout.value as i64 - fee.ceil() as i64;
fn new(weighted_utxo: WeightedUtxo, fee_rate: FeeRate) -> Self {
let fee = (TXIN_BASE_WEIGHT + weighted_utxo.satisfaction_weight) as f32 / 4.0
* fee_rate.as_sat_vb();
let effective_value = weighted_utxo.utxo.txout().value as i64 - fee.ceil() as i64;
OutputGroup {
utxo,
satisfaction_weight,
weighted_utxo,
effective_value,
fee,
}
@@ -291,8 +303,8 @@ impl<D: Database> CoinSelectionAlgorithm<D> for BranchAndBoundCoinSelection {
fn coin_select(
&self,
_database: &D,
required_utxos: Vec<(LocalUtxo, usize)>,
optional_utxos: Vec<(LocalUtxo, usize)>,
required_utxos: Vec<WeightedUtxo>,
optional_utxos: Vec<WeightedUtxo>,
fee_rate: FeeRate,
amount_needed: u64,
fee_amount: f32,
@@ -300,7 +312,7 @@ impl<D: Database> CoinSelectionAlgorithm<D> for BranchAndBoundCoinSelection {
// Mapping every (UTXO, usize) to an output group
let required_utxos: Vec<OutputGroup> = required_utxos
.into_iter()
.map(|u| OutputGroup::new(u.0, u.1, fee_rate))
.map(|u| OutputGroup::new(u, fee_rate))
.collect();
// Mapping every (UTXO, usize) to an output group.
@@ -308,7 +320,7 @@ impl<D: Database> CoinSelectionAlgorithm<D> for BranchAndBoundCoinSelection {
// adding them is more than their value
let optional_utxos: Vec<OutputGroup> = optional_utxos
.into_iter()
.map(|u| OutputGroup::new(u.0, u.1, fee_rate))
.map(|u| OutputGroup::new(u, fee_rate))
.filter(|u| u.effective_value > 0)
.collect();
@@ -507,14 +519,12 @@ impl BranchAndBoundCoinSelection {
fee_amount += selected_utxos.iter().map(|u| u.fee).sum::<f32>();
let selected = selected_utxos
.into_iter()
.map(|u| u.utxo)
.map(|u| u.weighted_utxo.utxo)
.collect::<Vec<_>>();
let selected_amount = selected.iter().map(|u| u.txout.value).sum();
CoinSelectionResult {
selected,
fee_amount,
selected_amount,
}
}
}
@@ -535,10 +545,11 @@ mod test {
const P2WPKH_WITNESS_SIZE: usize = 73 + 33 + 2;
fn get_test_utxos() -> Vec<(LocalUtxo, usize)> {
fn get_test_utxos() -> Vec<WeightedUtxo> {
vec![
(
LocalUtxo {
WeightedUtxo {
satisfaction_weight: P2WPKH_WITNESS_SIZE,
utxo: Utxo::Local(LocalUtxo {
outpoint: OutPoint::from_str(
"ebd9813ecebc57ff8f30797de7c205e3c7498ca950ea4341ee51a685ff2fa30a:0",
)
@@ -548,11 +559,11 @@ mod test {
script_pubkey: Script::new(),
},
keychain: KeychainKind::External,
},
P2WPKH_WITNESS_SIZE,
),
(
LocalUtxo {
}),
},
WeightedUtxo {
satisfaction_weight: P2WPKH_WITNESS_SIZE,
utxo: Utxo::Local(LocalUtxo {
outpoint: OutPoint::from_str(
"65d92ddff6b6dc72c89624a6491997714b90f6004f928d875bc0fd53f264fa85:0",
)
@@ -562,17 +573,17 @@ mod test {
script_pubkey: Script::new(),
},
keychain: KeychainKind::Internal,
},
P2WPKH_WITNESS_SIZE,
),
}),
},
]
}
fn generate_random_utxos(rng: &mut StdRng, utxos_number: usize) -> Vec<(LocalUtxo, usize)> {
fn generate_random_utxos(rng: &mut StdRng, utxos_number: usize) -> Vec<WeightedUtxo> {
let mut res = Vec::new();
for _ in 0..utxos_number {
res.push((
LocalUtxo {
res.push(WeightedUtxo {
satisfaction_weight: P2WPKH_WITNESS_SIZE,
utxo: Utxo::Local(LocalUtxo {
outpoint: OutPoint::from_str(
"ebd9813ecebc57ff8f30797de7c205e3c7498ca950ea4341ee51a685ff2fa30a:0",
)
@@ -582,16 +593,16 @@ mod test {
script_pubkey: Script::new(),
},
keychain: KeychainKind::External,
},
P2WPKH_WITNESS_SIZE,
));
}),
});
}
res
}
fn generate_same_value_utxos(utxos_value: u64, utxos_number: usize) -> Vec<(LocalUtxo, usize)> {
let utxo = (
LocalUtxo {
fn generate_same_value_utxos(utxos_value: u64, utxos_number: usize) -> Vec<WeightedUtxo> {
let utxo = WeightedUtxo {
satisfaction_weight: P2WPKH_WITNESS_SIZE,
utxo: Utxo::Local(LocalUtxo {
outpoint: OutPoint::from_str(
"ebd9813ecebc57ff8f30797de7c205e3c7498ca950ea4341ee51a685ff2fa30a:0",
)
@@ -601,18 +612,18 @@ mod test {
script_pubkey: Script::new(),
},
keychain: KeychainKind::External,
},
P2WPKH_WITNESS_SIZE,
);
}),
};
vec![utxo; utxos_number]
}
fn sum_random_utxos(mut rng: &mut StdRng, utxos: &mut Vec<(LocalUtxo, usize)>) -> u64 {
fn sum_random_utxos(mut rng: &mut StdRng, utxos: &mut Vec<WeightedUtxo>) -> u64 {
let utxos_picked_len = rng.gen_range(2, utxos.len() / 2);
utxos.shuffle(&mut rng);
utxos[..utxos_picked_len]
.iter()
.fold(0, |acc, x| acc + x.0.txout.value)
.map(|u| u.utxo.txout().value)
.sum()
}
#[test]
@@ -632,7 +643,7 @@ mod test {
.unwrap();
assert_eq!(result.selected.len(), 2);
assert_eq!(result.selected_amount, 300_000);
assert_eq!(result.selected_amount(), 300_000);
assert_eq!(result.fee_amount, 186.0);
}
@@ -653,7 +664,7 @@ mod test {
.unwrap();
assert_eq!(result.selected.len(), 2);
assert_eq!(result.selected_amount, 300_000);
assert_eq!(result.selected_amount(), 300_000);
assert_eq!(result.fee_amount, 186.0);
}
@@ -674,7 +685,7 @@ mod test {
.unwrap();
assert_eq!(result.selected.len(), 1);
assert_eq!(result.selected_amount, 200_000);
assert_eq!(result.selected_amount(), 200_000);
assert_eq!(result.fee_amount, 118.0);
}
@@ -734,7 +745,7 @@ mod test {
.unwrap();
assert_eq!(result.selected.len(), 3);
assert_eq!(result.selected_amount, 300_000);
assert_eq!(result.selected_amount(), 300_000);
assert_eq!(result.fee_amount, 254.0);
}
@@ -755,7 +766,7 @@ mod test {
.unwrap();
assert_eq!(result.selected.len(), 2);
assert_eq!(result.selected_amount, 300_000);
assert_eq!(result.selected_amount(), 300_000);
assert_eq!(result.fee_amount, 186.0);
}
@@ -812,7 +823,7 @@ mod test {
.unwrap();
assert_eq!(result.selected.len(), 1);
assert_eq!(result.selected_amount, 100_000);
assert_eq!(result.selected_amount(), 100_000);
let input_size = (TXIN_BASE_WEIGHT as f32) / 4.0 + P2WPKH_WITNESS_SIZE as f32 / 4.0;
let epsilon = 0.5;
assert!((1.0 - (result.fee_amount / input_size)).abs() < epsilon);
@@ -837,7 +848,7 @@ mod test {
0.0,
)
.unwrap();
assert_eq!(result.selected_amount, target_amount);
assert_eq!(result.selected_amount(), target_amount);
}
}
@@ -847,7 +858,7 @@ mod test {
let fee_rate = FeeRate::from_sat_per_vb(10.0);
let utxos: Vec<OutputGroup> = get_test_utxos()
.into_iter()
.map(|u| OutputGroup::new(u.0, u.1, fee_rate))
.map(|u| OutputGroup::new(u, fee_rate))
.collect();
let curr_available_value = utxos
@@ -875,7 +886,7 @@ mod test {
let fee_rate = FeeRate::from_sat_per_vb(10.0);
let utxos: Vec<OutputGroup> = generate_same_value_utxos(100_000, 100_000)
.into_iter()
.map(|u| OutputGroup::new(u.0, u.1, fee_rate))
.map(|u| OutputGroup::new(u, fee_rate))
.collect();
let curr_available_value = utxos
@@ -908,7 +919,7 @@ mod test {
let utxos: Vec<_> = generate_same_value_utxos(50_000, 10)
.into_iter()
.map(|u| OutputGroup::new(u.0, u.1, fee_rate))
.map(|u| OutputGroup::new(u, fee_rate))
.collect();
let curr_value = 0;
@@ -933,7 +944,7 @@ mod test {
)
.unwrap();
assert_eq!(result.fee_amount, 186.0);
assert_eq!(result.selected_amount, 100_000);
assert_eq!(result.selected_amount(), 100_000);
}
// TODO: bnb() function should be optimized, and this test should be done with more utxos
@@ -946,7 +957,7 @@ mod test {
for _ in 0..200 {
let optional_utxos: Vec<_> = generate_random_utxos(&mut rng, 40)
.into_iter()
.map(|u| OutputGroup::new(u.0, u.1, fee_rate))
.map(|u| OutputGroup::new(u, fee_rate))
.collect();
let curr_value = 0;
@@ -969,7 +980,7 @@ mod test {
0.0,
)
.unwrap();
assert_eq!(result.selected_amount, target_amount);
assert_eq!(result.selected_amount(), target_amount);
}
}
@@ -983,7 +994,7 @@ mod test {
let fee_rate = FeeRate::from_sat_per_vb(1.0);
let utxos: Vec<OutputGroup> = utxos
.into_iter()
.map(|u| OutputGroup::new(u.0, u.1, fee_rate))
.map(|u| OutputGroup::new(u, fee_rate))
.collect();
let result = BranchAndBoundCoinSelection::default().single_random_draw(
@@ -994,7 +1005,7 @@ mod test {
50.0,
);
assert!(result.selected_amount > target_amount);
assert!(result.selected_amount() > target_amount);
assert_eq!(
result.fee_amount,
50.0 + result.selected.len() as f32 * 68.0