Merge bitcoindevkit/bdk#1216: Migrate to bitcoin::FeeRate
475a77219a6e7649c91b7cfeb44871cee9d0f374 refactor(bdk)!: Remove trait Vbytes (vmammal) 0d64beb040e885d653adb901dc49482f9daafddf chore: organize some imports (vmammal) 89608ddd0fd582d011f7b7ae8bbeb63dee6a3b99 refactor(bdk): display CreateTxError::FeeRateTooLow in sat/vb (vmammal) 09bd86e2d82020d5f4079c5d234888a9eed50489 test(bdk): initialize all feerates from `u64` (vmammal) 004957dc2969171b7a37ce92d2cdb0e8f22b6da5 refactor(bdk)!: drop FeeRate from bdk::types (vmammal) Pull request description: ### Description This follows a similar approach to #1141 namely to remove `FeeRate` from `bdk::types` and instead defer to the upstream implementation for all fee rates. The idea is that making the switch allows BDK to benefit from a higher level abstraction, leaving the implementation details largely hidden. As noted in #774, we should avoid extraneous conversions that can result in deviations in estimated transaction size and calculated fee amounts, etc. This would happen for example whenever calling a method like `FeeRate::to_sat_per_vb_ceil`. The only exception I would make is if we must return a fee rate error to the user, we might prefer to display it in the more familiar sats/vb, but this would only be useful if the rate can be expressed as a float. ### Notes to the reviewers `bitcoin::FeeRate` is an integer whose native unit is sats per kilo-weight unit. In order to facilitate the change, a helper method `feerate_unchecked` is added and used only in wallet tests and psbt tests as necessary to convert existing fee rates to the new type. It's "unchecked" in the sense that we're not checking for integer overflow, because it's assumed we're passing a valid fee rate in a unit test. Potential follow-ups can include: - [x] Constructing a proper `FeeRate` from a `u64` in all unit tests, and thus obviating the need for the helper `feerate_unchecked` going forward. - [x] Remove trait `Vbytes`. - Consider adding an extra check that the argument to `TxBuilder::drain_to` is within "standard" size limits. - Consider refactoring `coin_selection::select_sorted_utxos` to be efficient and readable. closes #1136 ### Changelog notice - Removed `FeeRate` type. All fee rates are now rust-bitcoin [`FeeRate`](https://docs.rs/bitcoin/latest/bitcoin/blockdata/fee_rate/struct.FeeRate.html). - Removed trait `Vbytes`. ### Checklists #### All Submissions: * [x] I've signed all my commits * [x] I followed the [contribution guidelines](https://github.com/bitcoindevkit/bdk/blob/master/CONTRIBUTING.md) * [x] I ran `cargo fmt` and `cargo clippy` before committing ACKs for top commit: evanlinjin: ACK 475a77219a6e7649c91b7cfeb44871cee9d0f374 Tree-SHA512: 511dab8aa7a65d2b15b160cb4feb96964e8401bb04cda4ef0f0244524bf23a575b3739783a14b90d2dccc984b3f30f5dabfb0a890ffe7c897c2dc23ba301bcaf
This commit is contained in:
commit
6e8a4a8966
@ -11,9 +11,10 @@
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//! Additional functions on the `rust-bitcoin` `PartiallySignedTransaction` structure.
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use crate::FeeRate;
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use alloc::vec::Vec;
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use bitcoin::psbt::PartiallySignedTransaction as Psbt;
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use bitcoin::Amount;
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use bitcoin::FeeRate;
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use bitcoin::TxOut;
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// TODO upstream the functions here to `rust-bitcoin`?
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@ -65,7 +66,7 @@ impl PsbtUtils for Psbt {
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let fee_amount = self.fee_amount();
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fee_amount.map(|fee| {
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let weight = self.clone().extract_tx().weight();
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FeeRate::from_wu(fee, weight)
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Amount::from_sat(fee) / weight
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})
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}
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}
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@ -11,11 +11,10 @@
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use alloc::boxed::Box;
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use core::convert::AsRef;
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use core::ops::Sub;
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use bdk_chain::ConfirmationTime;
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use bitcoin::blockdata::transaction::{OutPoint, Sequence, TxOut};
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use bitcoin::{psbt, Weight};
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use bitcoin::psbt;
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use serde::{Deserialize, Serialize};
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@ -47,116 +46,6 @@ impl AsRef<[u8]> for KeychainKind {
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}
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}
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/// Fee rate
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#[derive(Debug, Copy, Clone, PartialEq, PartialOrd)]
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// Internally stored as satoshi/vbyte
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pub struct FeeRate(f32);
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impl FeeRate {
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/// Create a new instance checking the value provided
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///
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/// ## Panics
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///
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/// Panics if the value is not [normal](https://doc.rust-lang.org/std/primitive.f32.html#method.is_normal) (except if it's a positive zero) or negative.
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fn new_checked(value: f32) -> Self {
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assert!(value.is_normal() || value == 0.0);
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assert!(value.is_sign_positive());
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FeeRate(value)
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}
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/// Create a new instance of [`FeeRate`] given a float fee rate in sats/kwu
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pub fn from_sat_per_kwu(sat_per_kwu: f32) -> Self {
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FeeRate::new_checked(sat_per_kwu / 250.0_f32)
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}
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/// Create a new instance of [`FeeRate`] given a float fee rate in sats/kvb
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pub fn from_sat_per_kvb(sat_per_kvb: f32) -> Self {
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FeeRate::new_checked(sat_per_kvb / 1000.0_f32)
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}
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/// Create a new instance of [`FeeRate`] given a float fee rate in btc/kvbytes
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///
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/// ## Panics
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///
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/// Panics if the value is not [normal](https://doc.rust-lang.org/std/primitive.f32.html#method.is_normal) (except if it's a positive zero) or negative.
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pub fn from_btc_per_kvb(btc_per_kvb: f32) -> Self {
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FeeRate::new_checked(btc_per_kvb * 1e5)
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}
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/// Create a new instance of [`FeeRate`] given a float fee rate in satoshi/vbyte
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///
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/// ## Panics
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///
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/// Panics if the value is not [normal](https://doc.rust-lang.org/std/primitive.f32.html#method.is_normal) (except if it's a positive zero) or negative.
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pub fn from_sat_per_vb(sat_per_vb: f32) -> Self {
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FeeRate::new_checked(sat_per_vb)
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}
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/// Create a new [`FeeRate`] with the default min relay fee value
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pub const fn default_min_relay_fee() -> Self {
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FeeRate(1.0)
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}
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/// Calculate fee rate from `fee` and weight units (`wu`).
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pub fn from_wu(fee: u64, wu: Weight) -> FeeRate {
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Self::from_vb(fee, wu.to_vbytes_ceil() as usize)
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}
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/// Calculate fee rate from `fee` and `vbytes`.
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pub fn from_vb(fee: u64, vbytes: usize) -> FeeRate {
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let rate = fee as f32 / vbytes as f32;
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Self::from_sat_per_vb(rate)
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}
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/// Return the value as satoshi/vbyte
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pub fn as_sat_per_vb(&self) -> f32 {
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self.0
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}
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/// Return the value as satoshi/kwu
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pub fn sat_per_kwu(&self) -> f32 {
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self.0 * 250.0_f32
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}
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/// Calculate absolute fee in Satoshis using size in weight units.
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pub fn fee_wu(&self, wu: Weight) -> u64 {
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self.fee_vb(wu.to_vbytes_ceil() as usize)
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}
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/// Calculate absolute fee in Satoshis using size in virtual bytes.
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pub fn fee_vb(&self, vbytes: usize) -> u64 {
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(self.as_sat_per_vb() * vbytes as f32).ceil() as u64
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}
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}
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impl Default for FeeRate {
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fn default() -> Self {
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FeeRate::default_min_relay_fee()
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}
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}
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impl Sub for FeeRate {
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type Output = Self;
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fn sub(self, other: FeeRate) -> Self::Output {
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FeeRate(self.0 - other.0)
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}
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}
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/// Trait implemented by types that can be used to measure weight units.
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pub trait Vbytes {
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/// Convert weight units to virtual bytes.
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fn vbytes(self) -> usize;
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}
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impl Vbytes for usize {
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fn vbytes(self) -> usize {
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// ref: https://github.com/bitcoin/bips/blob/master/bip-0141.mediawiki#transaction-size-calculations
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(self as f32 / 4.0).ceil() as usize
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}
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}
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/// An unspent output owned by a [`Wallet`].
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///
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/// [`Wallet`]: crate::Wallet
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@ -244,73 +133,3 @@ impl Utxo {
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}
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}
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}
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#[cfg(test)]
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mod tests {
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use super::*;
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#[test]
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fn can_store_feerate_in_const() {
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const _MIN_RELAY: FeeRate = FeeRate::default_min_relay_fee();
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}
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#[test]
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#[should_panic]
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fn test_invalid_feerate_neg_zero() {
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let _ = FeeRate::from_sat_per_vb(-0.0);
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}
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#[test]
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#[should_panic]
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fn test_invalid_feerate_neg_value() {
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let _ = FeeRate::from_sat_per_vb(-5.0);
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}
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#[test]
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#[should_panic]
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fn test_invalid_feerate_nan() {
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let _ = FeeRate::from_sat_per_vb(f32::NAN);
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}
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#[test]
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#[should_panic]
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fn test_invalid_feerate_inf() {
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let _ = FeeRate::from_sat_per_vb(f32::INFINITY);
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}
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#[test]
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fn test_valid_feerate_pos_zero() {
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let _ = FeeRate::from_sat_per_vb(0.0);
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}
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#[test]
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fn test_fee_from_btc_per_kvb() {
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let fee = FeeRate::from_btc_per_kvb(1e-5);
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assert!((fee.as_sat_per_vb() - 1.0).abs() < f32::EPSILON);
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}
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#[test]
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fn test_fee_from_sat_per_vbyte() {
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let fee = FeeRate::from_sat_per_vb(1.0);
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assert!((fee.as_sat_per_vb() - 1.0).abs() < f32::EPSILON);
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}
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#[test]
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fn test_fee_default_min_relay_fee() {
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let fee = FeeRate::default_min_relay_fee();
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assert!((fee.as_sat_per_vb() - 1.0).abs() < f32::EPSILON);
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}
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#[test]
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fn test_fee_from_sat_per_kvb() {
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let fee = FeeRate::from_sat_per_kvb(1000.0);
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assert!((fee.as_sat_per_vb() - 1.0).abs() < f32::EPSILON);
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}
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#[test]
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fn test_fee_from_sat_per_kwu() {
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let fee = FeeRate::from_sat_per_kwu(250.0);
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assert!((fee.as_sat_per_vb() - 1.0).abs() < f32::EPSILON);
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assert_eq!(fee.sat_per_kwu(), 250.0);
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}
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}
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@ -41,7 +41,7 @@
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//! &self,
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//! required_utxos: Vec<WeightedUtxo>,
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//! optional_utxos: Vec<WeightedUtxo>,
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//! fee_rate: bdk::FeeRate,
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//! fee_rate: FeeRate,
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//! target_amount: u64,
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//! drain_script: &Script,
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//! ) -> Result<CoinSelectionResult, coin_selection::Error> {
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@ -61,7 +61,7 @@
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//! },
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//! )
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//! .collect::<Vec<_>>();
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//! let additional_fees = fee_rate.fee_wu(additional_weight);
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//! let additional_fees = (fee_rate * additional_weight).to_sat();
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//! let amount_needed_with_fees = additional_fees + target_amount;
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//! if selected_amount < amount_needed_with_fees {
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//! return Err(coin_selection::Error::InsufficientFunds {
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@ -101,10 +101,10 @@
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//! ```
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use crate::chain::collections::HashSet;
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use crate::types::FeeRate;
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use crate::wallet::utils::IsDust;
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use crate::Utxo;
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use crate::WeightedUtxo;
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use bitcoin::FeeRate;
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use alloc::vec::Vec;
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use bitcoin::consensus::encode::serialize;
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@ -313,7 +313,8 @@ impl CoinSelectionAlgorithm for OldestFirstCoinSelection {
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pub fn decide_change(remaining_amount: u64, fee_rate: FeeRate, drain_script: &Script) -> Excess {
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// drain_output_len = size(len(script_pubkey)) + len(script_pubkey) + size(output_value)
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let drain_output_len = serialize(drain_script).len() + 8usize;
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let change_fee = fee_rate.fee_vb(drain_output_len);
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let change_fee =
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(fee_rate * Weight::from_vb(drain_output_len as u64).expect("overflow occurred")).to_sat();
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let drain_val = remaining_amount.saturating_sub(change_fee);
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if drain_val.is_dust(drain_script) {
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@ -344,9 +345,12 @@ fn select_sorted_utxos(
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(&mut selected_amount, &mut fee_amount),
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|(selected_amount, fee_amount), (must_use, weighted_utxo)| {
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if must_use || **selected_amount < target_amount + **fee_amount {
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**fee_amount += fee_rate.fee_wu(Weight::from_wu(
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(TXIN_BASE_WEIGHT + weighted_utxo.satisfaction_weight) as u64,
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));
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**fee_amount += (fee_rate
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* Weight::from_wu(
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(TXIN_BASE_WEIGHT + weighted_utxo.satisfaction_weight) as u64,
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))
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.to_sat();
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**selected_amount += weighted_utxo.utxo.txout().value;
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Some(weighted_utxo.utxo)
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} else {
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@ -387,9 +391,10 @@ struct OutputGroup {
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impl OutputGroup {
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fn new(weighted_utxo: WeightedUtxo, fee_rate: FeeRate) -> Self {
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let fee = fee_rate.fee_wu(Weight::from_wu(
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(TXIN_BASE_WEIGHT + weighted_utxo.satisfaction_weight) as u64,
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));
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let fee = (fee_rate
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* Weight::from_wu((TXIN_BASE_WEIGHT + weighted_utxo.satisfaction_weight) as u64))
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.to_sat();
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let effective_value = weighted_utxo.utxo.txout().value as i64 - fee as i64;
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OutputGroup {
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weighted_utxo,
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@ -456,7 +461,8 @@ impl CoinSelectionAlgorithm for BranchAndBoundCoinSelection {
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.iter()
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.fold(0, |acc, x| acc + x.effective_value);
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let cost_of_change = self.size_of_change as f32 * fee_rate.as_sat_per_vb();
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let cost_of_change =
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(Weight::from_vb(self.size_of_change).expect("overflow occurred") * fee_rate).to_sat();
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// `curr_value` and `curr_available_value` are both the sum of *effective_values* of
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// the UTXOs. For the optional UTXOs (curr_available_value) we filter out UTXOs with
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@ -547,7 +553,7 @@ impl BranchAndBoundCoinSelection {
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mut curr_value: i64,
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mut curr_available_value: i64,
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target_amount: i64,
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cost_of_change: f32,
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cost_of_change: u64,
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drain_script: &Script,
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fee_rate: FeeRate,
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) -> Result<CoinSelectionResult, Error> {
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@ -738,12 +744,11 @@ mod test {
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use core::str::FromStr;
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use bdk_chain::ConfirmationTime;
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use bitcoin::{OutPoint, ScriptBuf, TxOut};
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use bitcoin::{Amount, OutPoint, ScriptBuf, TxOut};
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use super::*;
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use crate::types::*;
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use crate::wallet::coin_selection::filter_duplicates;
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use crate::wallet::Vbytes;
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use rand::rngs::StdRng;
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use rand::seq::SliceRandom;
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@ -893,7 +898,7 @@ mod test {
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.coin_select(
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utxos,
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vec![],
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FeeRate::from_sat_per_vb(1.0),
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FeeRate::from_sat_per_vb_unchecked(1),
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target_amount,
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&drain_script,
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)
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@ -914,7 +919,7 @@ mod test {
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.coin_select(
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utxos,
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vec![],
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FeeRate::from_sat_per_vb(1.0),
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FeeRate::from_sat_per_vb_unchecked(1),
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target_amount,
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&drain_script,
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)
|
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@ -935,7 +940,7 @@ mod test {
|
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.coin_select(
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vec![],
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utxos,
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FeeRate::from_sat_per_vb(1.0),
|
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FeeRate::from_sat_per_vb_unchecked(1),
|
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target_amount,
|
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&drain_script,
|
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)
|
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@ -957,7 +962,7 @@ mod test {
|
||||
.coin_select(
|
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vec![],
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utxos,
|
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FeeRate::from_sat_per_vb(1.0),
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FeeRate::from_sat_per_vb_unchecked(1),
|
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target_amount,
|
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&drain_script,
|
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)
|
||||
@ -975,7 +980,7 @@ mod test {
|
||||
.coin_select(
|
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vec![],
|
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utxos,
|
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FeeRate::from_sat_per_vb(1000.0),
|
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FeeRate::from_sat_per_vb_unchecked(1000),
|
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target_amount,
|
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&drain_script,
|
||||
)
|
||||
@ -992,7 +997,7 @@ mod test {
|
||||
.coin_select(
|
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vec![],
|
||||
utxos,
|
||||
FeeRate::from_sat_per_vb(1.0),
|
||||
FeeRate::from_sat_per_vb_unchecked(1),
|
||||
target_amount,
|
||||
&drain_script,
|
||||
)
|
||||
@ -1013,7 +1018,7 @@ mod test {
|
||||
.coin_select(
|
||||
utxos,
|
||||
vec![],
|
||||
FeeRate::from_sat_per_vb(1.0),
|
||||
FeeRate::from_sat_per_vb_unchecked(1),
|
||||
target_amount,
|
||||
&drain_script,
|
||||
)
|
||||
@ -1034,7 +1039,7 @@ mod test {
|
||||
.coin_select(
|
||||
vec![],
|
||||
utxos,
|
||||
FeeRate::from_sat_per_vb(1.0),
|
||||
FeeRate::from_sat_per_vb_unchecked(1),
|
||||
target_amount,
|
||||
&drain_script,
|
||||
)
|
||||
@ -1056,7 +1061,7 @@ mod test {
|
||||
.coin_select(
|
||||
vec![],
|
||||
utxos,
|
||||
FeeRate::from_sat_per_vb(1.0),
|
||||
FeeRate::from_sat_per_vb_unchecked(1),
|
||||
target_amount,
|
||||
&drain_script,
|
||||
)
|
||||
@ -1075,7 +1080,7 @@ mod test {
|
||||
.coin_select(
|
||||
vec![],
|
||||
utxos,
|
||||
FeeRate::from_sat_per_vb(1000.0),
|
||||
FeeRate::from_sat_per_vb_unchecked(1000),
|
||||
target_amount,
|
||||
&drain_script,
|
||||
)
|
||||
@ -1096,7 +1101,7 @@ mod test {
|
||||
.coin_select(
|
||||
vec![],
|
||||
utxos,
|
||||
FeeRate::from_sat_per_vb(1.0),
|
||||
FeeRate::from_sat_per_vb_unchecked(1),
|
||||
target_amount,
|
||||
&drain_script,
|
||||
)
|
||||
@ -1117,7 +1122,7 @@ mod test {
|
||||
.coin_select(
|
||||
utxos.clone(),
|
||||
utxos,
|
||||
FeeRate::from_sat_per_vb(1.0),
|
||||
FeeRate::from_sat_per_vb_unchecked(1),
|
||||
target_amount,
|
||||
&drain_script,
|
||||
)
|
||||
@ -1138,7 +1143,7 @@ mod test {
|
||||
.coin_select(
|
||||
vec![],
|
||||
utxos,
|
||||
FeeRate::from_sat_per_vb(1.0),
|
||||
FeeRate::from_sat_per_vb_unchecked(1),
|
||||
target_amount,
|
||||
&drain_script,
|
||||
)
|
||||
@ -1175,7 +1180,7 @@ mod test {
|
||||
.coin_select(
|
||||
required,
|
||||
optional,
|
||||
FeeRate::from_sat_per_vb(1.0),
|
||||
FeeRate::from_sat_per_vb_unchecked(1),
|
||||
target_amount,
|
||||
&drain_script,
|
||||
)
|
||||
@ -1197,7 +1202,7 @@ mod test {
|
||||
.coin_select(
|
||||
vec![],
|
||||
utxos,
|
||||
FeeRate::from_sat_per_vb(1.0),
|
||||
FeeRate::from_sat_per_vb_unchecked(1),
|
||||
target_amount,
|
||||
&drain_script,
|
||||
)
|
||||
@ -1215,7 +1220,7 @@ mod test {
|
||||
.coin_select(
|
||||
vec![],
|
||||
utxos,
|
||||
FeeRate::from_sat_per_vb(1000.0),
|
||||
FeeRate::from_sat_per_vb_unchecked(1000),
|
||||
target_amount,
|
||||
&drain_script,
|
||||
)
|
||||
@ -1227,22 +1232,18 @@ mod test {
|
||||
let utxos = get_test_utxos();
|
||||
let drain_script = ScriptBuf::default();
|
||||
let target_amount = 99932; // first utxo's effective value
|
||||
let feerate = FeeRate::BROADCAST_MIN;
|
||||
|
||||
let result = BranchAndBoundCoinSelection::new(0)
|
||||
.coin_select(
|
||||
vec![],
|
||||
utxos,
|
||||
FeeRate::from_sat_per_vb(1.0),
|
||||
target_amount,
|
||||
&drain_script,
|
||||
)
|
||||
.coin_select(vec![], utxos, feerate, target_amount, &drain_script)
|
||||
.unwrap();
|
||||
|
||||
assert_eq!(result.selected.len(), 1);
|
||||
assert_eq!(result.selected_amount(), 100_000);
|
||||
let input_size = (TXIN_BASE_WEIGHT + P2WPKH_SATISFACTION_SIZE).vbytes();
|
||||
let input_weight = (TXIN_BASE_WEIGHT + P2WPKH_SATISFACTION_SIZE) as u64;
|
||||
// the final fee rate should be exactly the same as the fee rate given
|
||||
assert!((1.0 - (result.fee_amount as f32 / input_size as f32)).abs() < f32::EPSILON);
|
||||
let result_feerate = Amount::from_sat(result.fee_amount) / Weight::from_wu(input_weight);
|
||||
assert_eq!(result_feerate, feerate);
|
||||
}
|
||||
|
||||
#[test]
|
||||
@ -1258,7 +1259,7 @@ mod test {
|
||||
.coin_select(
|
||||
vec![],
|
||||
optional_utxos,
|
||||
FeeRate::from_sat_per_vb(0.0),
|
||||
FeeRate::ZERO,
|
||||
target_amount,
|
||||
&drain_script,
|
||||
)
|
||||
@ -1270,7 +1271,7 @@ mod test {
|
||||
#[test]
|
||||
#[should_panic(expected = "BnBNoExactMatch")]
|
||||
fn test_bnb_function_no_exact_match() {
|
||||
let fee_rate = FeeRate::from_sat_per_vb(10.0);
|
||||
let fee_rate = FeeRate::from_sat_per_vb_unchecked(10);
|
||||
let utxos: Vec<OutputGroup> = get_test_utxos()
|
||||
.into_iter()
|
||||
.map(|u| OutputGroup::new(u, fee_rate))
|
||||
@ -1279,7 +1280,7 @@ mod test {
|
||||
let curr_available_value = utxos.iter().fold(0, |acc, x| acc + x.effective_value);
|
||||
|
||||
let size_of_change = 31;
|
||||
let cost_of_change = size_of_change as f32 * fee_rate.as_sat_per_vb();
|
||||
let cost_of_change = (Weight::from_vb_unchecked(size_of_change) * fee_rate).to_sat();
|
||||
|
||||
let drain_script = ScriptBuf::default();
|
||||
let target_amount = 20_000 + FEE_AMOUNT;
|
||||
@ -1300,7 +1301,7 @@ mod test {
|
||||
#[test]
|
||||
#[should_panic(expected = "BnBTotalTriesExceeded")]
|
||||
fn test_bnb_function_tries_exceeded() {
|
||||
let fee_rate = FeeRate::from_sat_per_vb(10.0);
|
||||
let fee_rate = FeeRate::from_sat_per_vb_unchecked(10);
|
||||
let utxos: Vec<OutputGroup> = generate_same_value_utxos(100_000, 100_000)
|
||||
.into_iter()
|
||||
.map(|u| OutputGroup::new(u, fee_rate))
|
||||
@ -1309,7 +1310,7 @@ mod test {
|
||||
let curr_available_value = utxos.iter().fold(0, |acc, x| acc + x.effective_value);
|
||||
|
||||
let size_of_change = 31;
|
||||
let cost_of_change = size_of_change as f32 * fee_rate.as_sat_per_vb();
|
||||
let cost_of_change = (Weight::from_vb_unchecked(size_of_change) * fee_rate).to_sat();
|
||||
let target_amount = 20_000 + FEE_AMOUNT;
|
||||
|
||||
let drain_script = ScriptBuf::default();
|
||||
@ -1331,9 +1332,9 @@ mod test {
|
||||
// The match won't be exact but still in the range
|
||||
#[test]
|
||||
fn test_bnb_function_almost_exact_match_with_fees() {
|
||||
let fee_rate = FeeRate::from_sat_per_vb(1.0);
|
||||
let fee_rate = FeeRate::from_sat_per_vb_unchecked(1);
|
||||
let size_of_change = 31;
|
||||
let cost_of_change = size_of_change as f32 * fee_rate.as_sat_per_vb();
|
||||
let cost_of_change = (Weight::from_vb_unchecked(size_of_change) * fee_rate).to_sat();
|
||||
|
||||
let utxos: Vec<_> = generate_same_value_utxos(50_000, 10)
|
||||
.into_iter()
|
||||
@ -1346,7 +1347,7 @@ mod test {
|
||||
|
||||
// 2*(value of 1 utxo) - 2*(1 utxo fees with 1.0sat/vbyte fee rate) -
|
||||
// cost_of_change + 5.
|
||||
let target_amount = 2 * 50_000 - 2 * 67 - cost_of_change.ceil() as i64 + 5;
|
||||
let target_amount = 2 * 50_000 - 2 * 67 - cost_of_change as i64 + 5;
|
||||
|
||||
let drain_script = ScriptBuf::default();
|
||||
|
||||
@ -1371,7 +1372,7 @@ mod test {
|
||||
fn test_bnb_function_exact_match_more_utxos() {
|
||||
let seed = [0; 32];
|
||||
let mut rng: StdRng = SeedableRng::from_seed(seed);
|
||||
let fee_rate = FeeRate::from_sat_per_vb(0.0);
|
||||
let fee_rate = FeeRate::ZERO;
|
||||
|
||||
for _ in 0..200 {
|
||||
let optional_utxos: Vec<_> = generate_random_utxos(&mut rng, 40)
|
||||
@ -1397,7 +1398,7 @@ mod test {
|
||||
curr_value,
|
||||
curr_available_value,
|
||||
target_amount,
|
||||
0.0,
|
||||
0,
|
||||
&drain_script,
|
||||
fee_rate,
|
||||
)
|
||||
@ -1413,7 +1414,7 @@ mod test {
|
||||
let mut utxos = generate_random_utxos(&mut rng, 300);
|
||||
let target_amount = sum_random_utxos(&mut rng, &mut utxos) + FEE_AMOUNT;
|
||||
|
||||
let fee_rate = FeeRate::from_sat_per_vb(1.0);
|
||||
let fee_rate = FeeRate::from_sat_per_vb_unchecked(1);
|
||||
let utxos: Vec<OutputGroup> = utxos
|
||||
.into_iter()
|
||||
.map(|u| OutputGroup::new(u, fee_rate))
|
||||
@ -1442,7 +1443,7 @@ mod test {
|
||||
let selection = BranchAndBoundCoinSelection::default().coin_select(
|
||||
vec![],
|
||||
utxos,
|
||||
FeeRate::from_sat_per_vb(10.0),
|
||||
FeeRate::from_sat_per_vb_unchecked(10),
|
||||
500_000,
|
||||
&drain_script,
|
||||
);
|
||||
@ -1468,7 +1469,7 @@ mod test {
|
||||
let selection = BranchAndBoundCoinSelection::default().coin_select(
|
||||
required,
|
||||
optional,
|
||||
FeeRate::from_sat_per_vb(10.0),
|
||||
FeeRate::from_sat_per_vb_unchecked(10),
|
||||
500_000,
|
||||
&drain_script,
|
||||
);
|
||||
@ -1490,7 +1491,7 @@ mod test {
|
||||
let selection = BranchAndBoundCoinSelection::default().coin_select(
|
||||
utxos,
|
||||
vec![],
|
||||
FeeRate::from_sat_per_vb(10_000.0),
|
||||
FeeRate::from_sat_per_vb_unchecked(10_000),
|
||||
500_000,
|
||||
&drain_script,
|
||||
);
|
||||
|
@ -14,7 +14,7 @@
|
||||
use crate::descriptor::policy::PolicyError;
|
||||
use crate::descriptor::DescriptorError;
|
||||
use crate::wallet::coin_selection;
|
||||
use crate::{descriptor, FeeRate, KeychainKind};
|
||||
use crate::{descriptor, KeychainKind};
|
||||
use alloc::string::String;
|
||||
use bitcoin::{absolute, psbt, OutPoint, Sequence, Txid};
|
||||
use core::fmt;
|
||||
@ -83,8 +83,8 @@ pub enum CreateTxError<P> {
|
||||
},
|
||||
/// When bumping a tx the fee rate requested is lower than required
|
||||
FeeRateTooLow {
|
||||
/// Required fee rate (satoshi/vbyte)
|
||||
required: FeeRate,
|
||||
/// Required fee rate
|
||||
required: bitcoin::FeeRate,
|
||||
},
|
||||
/// `manually_selected_only` option is selected but no utxo has been passed
|
||||
NoUtxosSelected,
|
||||
@ -168,8 +168,10 @@ where
|
||||
CreateTxError::FeeRateTooLow { required } => {
|
||||
write!(
|
||||
f,
|
||||
"Fee rate too low: required {} sat/vbyte",
|
||||
required.as_sat_per_vb()
|
||||
// Note: alternate fmt as sat/vb (ceil) available in bitcoin-0.31
|
||||
//"Fee rate too low: required {required:#}"
|
||||
"Fee rate too low: required {} sat/vb",
|
||||
crate::floating_rate!(required)
|
||||
)
|
||||
}
|
||||
CreateTxError::NoUtxosSelected => {
|
||||
|
@ -18,7 +18,7 @@
|
||||
//! # use bdk::signer::SignerOrdering;
|
||||
//! # use bdk::wallet::hardwaresigner::HWISigner;
|
||||
//! # use bdk::wallet::AddressIndex::New;
|
||||
//! # use bdk::{FeeRate, KeychainKind, SignOptions, Wallet};
|
||||
//! # use bdk::{KeychainKind, SignOptions, Wallet};
|
||||
//! # use hwi::HWIClient;
|
||||
//! # use std::sync::Arc;
|
||||
//! #
|
||||
|
@ -33,8 +33,8 @@ use bdk_chain::{
|
||||
use bitcoin::secp256k1::{All, Secp256k1};
|
||||
use bitcoin::sighash::{EcdsaSighashType, TapSighashType};
|
||||
use bitcoin::{
|
||||
absolute, Address, Block, Network, OutPoint, Script, ScriptBuf, Sequence, Transaction, TxOut,
|
||||
Txid, Weight, Witness,
|
||||
absolute, Address, Block, FeeRate, Network, OutPoint, Script, ScriptBuf, Sequence, Transaction,
|
||||
TxOut, Txid, Weight, Witness,
|
||||
};
|
||||
use bitcoin::{consensus::encode::serialize, BlockHash};
|
||||
use bitcoin::{constants::genesis_block, psbt};
|
||||
@ -986,10 +986,8 @@ impl<D> Wallet<D> {
|
||||
/// ```
|
||||
/// [`insert_txout`]: Self::insert_txout
|
||||
pub fn calculate_fee_rate(&self, tx: &Transaction) -> Result<FeeRate, CalculateFeeError> {
|
||||
self.calculate_fee(tx).map(|fee| {
|
||||
let weight = tx.weight();
|
||||
FeeRate::from_wu(fee, weight)
|
||||
})
|
||||
self.calculate_fee(tx)
|
||||
.map(|fee| bitcoin::Amount::from_sat(fee) / tx.weight())
|
||||
}
|
||||
|
||||
/// Compute the `tx`'s sent and received amounts (in satoshis).
|
||||
@ -1432,32 +1430,31 @@ impl<D> Wallet<D> {
|
||||
(Some(rbf), _) => rbf.get_value(),
|
||||
};
|
||||
|
||||
let (fee_rate, mut fee_amount) = match params
|
||||
.fee_policy
|
||||
.as_ref()
|
||||
.unwrap_or(&FeePolicy::FeeRate(FeeRate::default()))
|
||||
{
|
||||
let (fee_rate, mut fee_amount) = match params.fee_policy.unwrap_or_default() {
|
||||
//FIXME: see https://github.com/bitcoindevkit/bdk/issues/256
|
||||
FeePolicy::FeeAmount(fee) => {
|
||||
if let Some(previous_fee) = params.bumping_fee {
|
||||
if *fee < previous_fee.absolute {
|
||||
if fee < previous_fee.absolute {
|
||||
return Err(CreateTxError::FeeTooLow {
|
||||
required: previous_fee.absolute,
|
||||
});
|
||||
}
|
||||
}
|
||||
(FeeRate::from_sat_per_vb(0.0), *fee)
|
||||
(FeeRate::ZERO, fee)
|
||||
}
|
||||
FeePolicy::FeeRate(rate) => {
|
||||
if let Some(previous_fee) = params.bumping_fee {
|
||||
let required_feerate = FeeRate::from_sat_per_vb(previous_fee.rate + 1.0);
|
||||
if *rate < required_feerate {
|
||||
let required_feerate = FeeRate::from_sat_per_kwu(
|
||||
previous_fee.rate.to_sat_per_kwu()
|
||||
+ FeeRate::BROADCAST_MIN.to_sat_per_kwu(), // +1 sat/vb
|
||||
);
|
||||
if rate < required_feerate {
|
||||
return Err(CreateTxError::FeeRateTooLow {
|
||||
required: required_feerate,
|
||||
});
|
||||
}
|
||||
}
|
||||
(*rate, 0)
|
||||
(rate, 0)
|
||||
}
|
||||
};
|
||||
|
||||
@ -1500,7 +1497,7 @@ impl<D> Wallet<D> {
|
||||
outgoing += value;
|
||||
}
|
||||
|
||||
fee_amount += fee_rate.fee_wu(tx.weight());
|
||||
fee_amount += (fee_rate * tx.weight()).to_sat();
|
||||
|
||||
// Segwit transactions' header is 2WU larger than legacy txs' header,
|
||||
// as they contain a witness marker (1WU) and a witness flag (1WU) (see BIP144).
|
||||
@ -1511,7 +1508,7 @@ impl<D> Wallet<D> {
|
||||
// end up with a transaction with a slightly higher fee rate than the requested one.
|
||||
// If, instead, we undershoot, we may end up with a feerate lower than the requested one
|
||||
// - we might come up with non broadcastable txs!
|
||||
fee_amount += fee_rate.fee_wu(Weight::from_wu(2));
|
||||
fee_amount += (fee_rate * Weight::from_wu(2)).to_sat();
|
||||
|
||||
if params.change_policy != tx_builder::ChangeSpendPolicy::ChangeAllowed
|
||||
&& internal_descriptor.is_none()
|
||||
@ -1652,7 +1649,7 @@ impl<D> Wallet<D> {
|
||||
/// let mut psbt = {
|
||||
/// let mut builder = wallet.build_fee_bump(tx.txid())?;
|
||||
/// builder
|
||||
/// .fee_rate(bdk::FeeRate::from_sat_per_vb(5.0));
|
||||
/// .fee_rate(FeeRate::from_sat_per_vb(5).expect("valid feerate"));
|
||||
/// builder.finish()?
|
||||
/// };
|
||||
///
|
||||
@ -1780,7 +1777,7 @@ impl<D> Wallet<D> {
|
||||
utxos: original_utxos,
|
||||
bumping_fee: Some(tx_builder::PreviousFee {
|
||||
absolute: fee,
|
||||
rate: fee_rate.as_sat_per_vb(),
|
||||
rate: fee_rate,
|
||||
}),
|
||||
..Default::default()
|
||||
};
|
||||
@ -2566,6 +2563,17 @@ fn create_signers<E: IntoWalletDescriptor>(
|
||||
Ok((signers, change_signers))
|
||||
}
|
||||
|
||||
/// Transforms a [`FeeRate`] to `f64` with unit as sat/vb.
|
||||
#[macro_export]
|
||||
#[doc(hidden)]
|
||||
macro_rules! floating_rate {
|
||||
($rate:expr) => {{
|
||||
use $crate::bitcoin::blockdata::constants::WITNESS_SCALE_FACTOR;
|
||||
// sat_kwu / 250.0 -> sat_vb
|
||||
$rate.to_sat_per_kwu() as f64 / ((1000 / WITNESS_SCALE_FACTOR) as f64)
|
||||
}};
|
||||
}
|
||||
|
||||
#[macro_export]
|
||||
#[doc(hidden)]
|
||||
/// Macro for getting a wallet for use in a doctest
|
||||
|
@ -31,7 +31,7 @@
|
||||
//! // Create a transaction with one output to `to_address` of 50_000 satoshi
|
||||
//! .add_recipient(to_address.script_pubkey(), 50_000)
|
||||
//! // With a custom fee rate of 5.0 satoshi/vbyte
|
||||
//! .fee_rate(bdk::FeeRate::from_sat_per_vb(5.0))
|
||||
//! .fee_rate(FeeRate::from_sat_per_vb(5).expect("valid feerate"))
|
||||
//! // Only spend non-change outputs
|
||||
//! .do_not_spend_change()
|
||||
//! // Turn on RBF signaling
|
||||
@ -40,22 +40,20 @@
|
||||
//! # Ok::<(), anyhow::Error>(())
|
||||
//! ```
|
||||
|
||||
use crate::collections::BTreeMap;
|
||||
use crate::collections::HashSet;
|
||||
use alloc::{boxed::Box, rc::Rc, string::String, vec::Vec};
|
||||
use bdk_chain::PersistBackend;
|
||||
use core::cell::RefCell;
|
||||
use core::fmt;
|
||||
use core::marker::PhantomData;
|
||||
|
||||
use bdk_chain::PersistBackend;
|
||||
use bitcoin::psbt::{self, PartiallySignedTransaction as Psbt};
|
||||
use bitcoin::{absolute, script::PushBytes, OutPoint, ScriptBuf, Sequence, Transaction, Txid};
|
||||
use bitcoin::script::PushBytes;
|
||||
use bitcoin::{absolute, FeeRate, OutPoint, ScriptBuf, Sequence, Transaction, Txid};
|
||||
|
||||
use super::coin_selection::{CoinSelectionAlgorithm, DefaultCoinSelectionAlgorithm};
|
||||
use super::ChangeSet;
|
||||
use crate::types::{FeeRate, KeychainKind, LocalOutput, WeightedUtxo};
|
||||
use crate::wallet::CreateTxError;
|
||||
use crate::{Utxo, Wallet};
|
||||
use super::{ChangeSet, CreateTxError, Wallet};
|
||||
use crate::collections::{BTreeMap, HashSet};
|
||||
use crate::{KeychainKind, LocalOutput, Utxo, WeightedUtxo};
|
||||
|
||||
/// Context in which the [`TxBuilder`] is valid
|
||||
pub trait TxBuilderContext: core::fmt::Debug + Default + Clone {}
|
||||
@ -163,7 +161,7 @@ pub(crate) struct TxParams {
|
||||
#[derive(Clone, Copy, Debug)]
|
||||
pub(crate) struct PreviousFee {
|
||||
pub absolute: u64,
|
||||
pub rate: f32,
|
||||
pub rate: FeeRate,
|
||||
}
|
||||
|
||||
#[derive(Debug, Clone, Copy)]
|
||||
@ -174,7 +172,7 @@ pub(crate) enum FeePolicy {
|
||||
|
||||
impl Default for FeePolicy {
|
||||
fn default() -> Self {
|
||||
FeePolicy::FeeRate(FeeRate::default_min_relay_fee())
|
||||
FeePolicy::FeeRate(FeeRate::BROADCAST_MIN)
|
||||
}
|
||||
}
|
||||
|
||||
@ -191,14 +189,12 @@ impl<'a, D, Cs: Clone, Ctx> Clone for TxBuilder<'a, D, Cs, Ctx> {
|
||||
|
||||
// methods supported by both contexts, for any CoinSelectionAlgorithm
|
||||
impl<'a, D, Cs, Ctx> TxBuilder<'a, D, Cs, Ctx> {
|
||||
/// Set a custom fee rate
|
||||
/// The fee_rate method sets the mining fee paid by the transaction as a rate on its size.
|
||||
/// This means that the total fee paid is equal to this rate * size of the transaction in virtual Bytes (vB) or Weight Unit (wu).
|
||||
/// This rate is internally expressed in satoshis-per-virtual-bytes (sats/vB) using FeeRate::from_sat_per_vb, but can also be set by:
|
||||
/// * sats/kvB (1000 sats/kvB == 1 sats/vB) using FeeRate::from_sat_per_kvb
|
||||
/// * btc/kvB (0.00001000 btc/kvB == 1 sats/vB) using FeeRate::from_btc_per_kvb
|
||||
/// * sats/kwu (250 sats/kwu == 1 sats/vB) using FeeRate::from_sat_per_kwu
|
||||
/// Default is 1 sat/vB (see min_relay_fee)
|
||||
/// Set a custom fee rate.
|
||||
///
|
||||
/// This method sets the mining fee paid by the transaction as a rate on its size.
|
||||
/// This means that the total fee paid is equal to `fee_rate` times the size
|
||||
/// of the transaction. Default is 1 sat/vB in accordance with Bitcoin Core's default
|
||||
/// relay policy.
|
||||
///
|
||||
/// Note that this is really a minimum feerate -- it's possible to
|
||||
/// overshoot it slightly since adding a change output to drain the remaining
|
||||
@ -781,7 +777,7 @@ impl<'a, D, Cs: CoinSelectionAlgorithm> TxBuilder<'a, D, Cs, CreateTx> {
|
||||
/// .drain_wallet()
|
||||
/// // Send the excess (which is all the coins minus the fee) to this address.
|
||||
/// .drain_to(to_address.script_pubkey())
|
||||
/// .fee_rate(bdk::FeeRate::from_sat_per_vb(5.0))
|
||||
/// .fee_rate(FeeRate::from_sat_per_vb(5).expect("valid feerate"))
|
||||
/// .enable_rbf();
|
||||
/// let psbt = tx_builder.finish()?;
|
||||
/// # Ok::<(), anyhow::Error>(())
|
||||
|
@ -4,7 +4,7 @@ use bdk::{wallet::AddressIndex, KeychainKind, LocalOutput, Wallet};
|
||||
use bdk_chain::indexed_tx_graph::Indexer;
|
||||
use bdk_chain::{BlockId, ConfirmationTime};
|
||||
use bitcoin::hashes::Hash;
|
||||
use bitcoin::{Address, BlockHash, Network, OutPoint, Transaction, TxIn, TxOut, Txid};
|
||||
use bitcoin::{Address, BlockHash, FeeRate, Network, OutPoint, Transaction, TxIn, TxOut, Txid};
|
||||
use std::str::FromStr;
|
||||
|
||||
// Return a fake wallet that appears to be funded for testing.
|
||||
@ -154,3 +154,16 @@ pub fn get_test_tr_with_taptree_xprv() -> &'static str {
|
||||
pub fn get_test_tr_dup_keys() -> &'static str {
|
||||
"tr(cNJmN3fH9DDbDt131fQNkVakkpzawJBSeybCUNmP1BovpmGQ45xG,{pk(8aee2b8120a5f157f1223f72b5e62b825831a27a9fdf427db7cc697494d4a642),pk(8aee2b8120a5f157f1223f72b5e62b825831a27a9fdf427db7cc697494d4a642)})"
|
||||
}
|
||||
|
||||
/// Construct a new [`FeeRate`] from the given raw `sat_vb` feerate. This is
|
||||
/// useful in cases where we want to create a feerate from a `f64`, as the
|
||||
/// traditional [`FeeRate::from_sat_per_vb`] method will only accept an integer.
|
||||
///
|
||||
/// **Note** this 'quick and dirty' conversion should only be used when the input
|
||||
/// parameter has units of `satoshis/vbyte` **AND** is not expected to overflow,
|
||||
/// or else the resulting value will be inaccurate.
|
||||
pub fn feerate_unchecked(sat_vb: f64) -> FeeRate {
|
||||
// 1 sat_vb / 4wu_vb * 1000kwu_wu = 250 sat_kwu
|
||||
let sat_kwu = (sat_vb * 250.0).ceil() as u64;
|
||||
FeeRate::from_sat_per_kwu(sat_kwu)
|
||||
}
|
||||
|
@ -1,7 +1,8 @@
|
||||
use bdk::bitcoin::FeeRate;
|
||||
use bdk::bitcoin::TxIn;
|
||||
use bdk::wallet::AddressIndex;
|
||||
use bdk::wallet::AddressIndex::New;
|
||||
use bdk::{psbt, FeeRate, SignOptions};
|
||||
use bdk::{psbt, SignOptions};
|
||||
use bitcoin::psbt::PartiallySignedTransaction as Psbt;
|
||||
use core::str::FromStr;
|
||||
mod common;
|
||||
@ -82,13 +83,13 @@ fn test_psbt_sign_with_finalized() {
|
||||
fn test_psbt_fee_rate_with_witness_utxo() {
|
||||
use psbt::PsbtUtils;
|
||||
|
||||
let expected_fee_rate = 1.2345;
|
||||
let expected_fee_rate = FeeRate::from_sat_per_kwu(310);
|
||||
|
||||
let (mut wallet, _) = get_funded_wallet("wpkh(tprv8ZgxMBicQKsPd3EupYiPRhaMooHKUHJxNsTfYuScep13go8QFfHdtkG9nRkFGb7busX4isf6X9dURGCoKgitaApQ6MupRhZMcELAxTBRJgS/*)");
|
||||
let addr = wallet.get_address(New);
|
||||
let mut builder = wallet.build_tx();
|
||||
builder.drain_to(addr.script_pubkey()).drain_wallet();
|
||||
builder.fee_rate(FeeRate::from_sat_per_vb(expected_fee_rate));
|
||||
builder.fee_rate(expected_fee_rate);
|
||||
let mut psbt = builder.finish().unwrap();
|
||||
let fee_amount = psbt.fee_amount();
|
||||
assert!(fee_amount.is_some());
|
||||
@ -99,21 +100,21 @@ fn test_psbt_fee_rate_with_witness_utxo() {
|
||||
assert!(finalized);
|
||||
|
||||
let finalized_fee_rate = psbt.fee_rate().unwrap();
|
||||
assert!(finalized_fee_rate.as_sat_per_vb() >= expected_fee_rate);
|
||||
assert!(finalized_fee_rate.as_sat_per_vb() < unfinalized_fee_rate.as_sat_per_vb());
|
||||
assert!(finalized_fee_rate >= expected_fee_rate);
|
||||
assert!(finalized_fee_rate < unfinalized_fee_rate);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_psbt_fee_rate_with_nonwitness_utxo() {
|
||||
use psbt::PsbtUtils;
|
||||
|
||||
let expected_fee_rate = 1.2345;
|
||||
let expected_fee_rate = FeeRate::from_sat_per_kwu(310);
|
||||
|
||||
let (mut wallet, _) = get_funded_wallet("pkh(tprv8ZgxMBicQKsPd3EupYiPRhaMooHKUHJxNsTfYuScep13go8QFfHdtkG9nRkFGb7busX4isf6X9dURGCoKgitaApQ6MupRhZMcELAxTBRJgS/*)");
|
||||
let addr = wallet.get_address(New);
|
||||
let mut builder = wallet.build_tx();
|
||||
builder.drain_to(addr.script_pubkey()).drain_wallet();
|
||||
builder.fee_rate(FeeRate::from_sat_per_vb(expected_fee_rate));
|
||||
builder.fee_rate(expected_fee_rate);
|
||||
let mut psbt = builder.finish().unwrap();
|
||||
let fee_amount = psbt.fee_amount();
|
||||
assert!(fee_amount.is_some());
|
||||
@ -123,21 +124,21 @@ fn test_psbt_fee_rate_with_nonwitness_utxo() {
|
||||
assert!(finalized);
|
||||
|
||||
let finalized_fee_rate = psbt.fee_rate().unwrap();
|
||||
assert!(finalized_fee_rate.as_sat_per_vb() >= expected_fee_rate);
|
||||
assert!(finalized_fee_rate.as_sat_per_vb() < unfinalized_fee_rate.as_sat_per_vb());
|
||||
assert!(finalized_fee_rate >= expected_fee_rate);
|
||||
assert!(finalized_fee_rate < unfinalized_fee_rate);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_psbt_fee_rate_with_missing_txout() {
|
||||
use psbt::PsbtUtils;
|
||||
|
||||
let expected_fee_rate = 1.2345;
|
||||
let expected_fee_rate = FeeRate::from_sat_per_kwu(310);
|
||||
|
||||
let (mut wpkh_wallet, _) = get_funded_wallet("wpkh(tprv8ZgxMBicQKsPd3EupYiPRhaMooHKUHJxNsTfYuScep13go8QFfHdtkG9nRkFGb7busX4isf6X9dURGCoKgitaApQ6MupRhZMcELAxTBRJgS/*)");
|
||||
let addr = wpkh_wallet.get_address(New);
|
||||
let mut builder = wpkh_wallet.build_tx();
|
||||
builder.drain_to(addr.script_pubkey()).drain_wallet();
|
||||
builder.fee_rate(FeeRate::from_sat_per_vb(expected_fee_rate));
|
||||
builder.fee_rate(expected_fee_rate);
|
||||
let mut wpkh_psbt = builder.finish().unwrap();
|
||||
|
||||
wpkh_psbt.inputs[0].witness_utxo = None;
|
||||
@ -149,7 +150,7 @@ fn test_psbt_fee_rate_with_missing_txout() {
|
||||
let addr = pkh_wallet.get_address(New);
|
||||
let mut builder = pkh_wallet.build_tx();
|
||||
builder.drain_to(addr.script_pubkey()).drain_wallet();
|
||||
builder.fee_rate(FeeRate::from_sat_per_vb(expected_fee_rate));
|
||||
builder.fee_rate(expected_fee_rate);
|
||||
let mut pkh_psbt = builder.finish().unwrap();
|
||||
|
||||
pkh_psbt.inputs[0].non_witness_utxo = None;
|
||||
|
@ -9,18 +9,18 @@ use bdk::wallet::error::CreateTxError;
|
||||
use bdk::wallet::tx_builder::AddForeignUtxoError;
|
||||
use bdk::wallet::{AddressIndex, AddressInfo, Balance, Wallet};
|
||||
use bdk::wallet::{AddressIndex::*, NewError};
|
||||
use bdk::{FeeRate, KeychainKind};
|
||||
use bdk::KeychainKind;
|
||||
use bdk_chain::COINBASE_MATURITY;
|
||||
use bdk_chain::{BlockId, ConfirmationTime};
|
||||
use bitcoin::hashes::Hash;
|
||||
use bitcoin::psbt;
|
||||
use bitcoin::script::PushBytesBuf;
|
||||
use bitcoin::sighash::{EcdsaSighashType, TapSighashType};
|
||||
use bitcoin::ScriptBuf;
|
||||
use bitcoin::taproot::TapNodeHash;
|
||||
use bitcoin::{
|
||||
absolute, script::PushBytesBuf, taproot::TapNodeHash, Address, OutPoint, Sequence, Transaction,
|
||||
TxIn, TxOut, Weight,
|
||||
absolute, Address, Amount, BlockHash, FeeRate, Network, OutPoint, ScriptBuf, Sequence,
|
||||
Transaction, TxIn, TxOut, Txid, Weight,
|
||||
};
|
||||
use bitcoin::{psbt, Network};
|
||||
use bitcoin::{BlockHash, Txid};
|
||||
|
||||
mod common;
|
||||
use common::*;
|
||||
@ -246,9 +246,11 @@ fn test_get_funded_wallet_tx_fee_rate() {
|
||||
// to a foreign address and one returning 50_000 back to the wallet as change. The remaining 1000
|
||||
// sats are the transaction fee.
|
||||
|
||||
// tx weight = 452 bytes, as vbytes = (452+3)/4 = 113
|
||||
// fee rate (sats per vbyte) = fee / vbytes = 1000 / 113 = 8.8495575221 rounded to 8.849558
|
||||
assert_eq!(tx_fee_rate.as_sat_per_vb(), 8.849558);
|
||||
// tx weight = 452 wu, as vbytes = (452 + 3) / 4 = 113
|
||||
// fee_rate (sats per kwu) = fee / weight = 1000sat / 0.452kwu = 2212
|
||||
// fee_rate (sats per vbyte ceil) = fee / vsize = 1000sat / 113vb = 9
|
||||
assert_eq!(tx_fee_rate.to_sat_per_kwu(), 2212);
|
||||
assert_eq!(tx_fee_rate.to_sat_per_vb_ceil(), 9);
|
||||
}
|
||||
|
||||
#[test]
|
||||
@ -302,11 +304,15 @@ macro_rules! assert_fee_rate {
|
||||
|
||||
assert_eq!(fee_amount, $fees);
|
||||
|
||||
let tx_fee_rate = FeeRate::from_wu($fees, tx.weight());
|
||||
let fee_rate = $fee_rate;
|
||||
let tx_fee_rate = (Amount::from_sat(fee_amount) / tx.weight())
|
||||
.to_sat_per_kwu();
|
||||
let fee_rate = $fee_rate.to_sat_per_kwu();
|
||||
let half_default = FeeRate::BROADCAST_MIN.checked_div(2)
|
||||
.unwrap()
|
||||
.to_sat_per_kwu();
|
||||
|
||||
if !dust_change {
|
||||
assert!(tx_fee_rate >= fee_rate && (tx_fee_rate - fee_rate).as_sat_per_vb().abs() < 0.5, "Expected fee rate of {:?}, the tx has {:?}", fee_rate, tx_fee_rate);
|
||||
assert!(tx_fee_rate >= fee_rate && tx_fee_rate - fee_rate < half_default, "Expected fee rate of {:?}, the tx has {:?}", fee_rate, tx_fee_rate);
|
||||
} else {
|
||||
assert!(tx_fee_rate >= fee_rate, "Expected fee rate of at least {:?}, the tx has {:?}", fee_rate, tx_fee_rate);
|
||||
}
|
||||
@ -647,7 +653,7 @@ fn test_create_tx_default_fee_rate() {
|
||||
let psbt = builder.finish().unwrap();
|
||||
let fee = check_fee!(wallet, psbt);
|
||||
|
||||
assert_fee_rate!(psbt, fee.unwrap_or(0), FeeRate::default(), @add_signature);
|
||||
assert_fee_rate!(psbt, fee.unwrap_or(0), FeeRate::BROADCAST_MIN, @add_signature);
|
||||
}
|
||||
|
||||
#[test]
|
||||
@ -657,11 +663,11 @@ fn test_create_tx_custom_fee_rate() {
|
||||
let mut builder = wallet.build_tx();
|
||||
builder
|
||||
.add_recipient(addr.script_pubkey(), 25_000)
|
||||
.fee_rate(FeeRate::from_sat_per_vb(5.0));
|
||||
.fee_rate(FeeRate::from_sat_per_vb_unchecked(5));
|
||||
let psbt = builder.finish().unwrap();
|
||||
let fee = check_fee!(wallet, psbt);
|
||||
|
||||
assert_fee_rate!(psbt, fee.unwrap_or(0), FeeRate::from_sat_per_vb(5.0), @add_signature);
|
||||
assert_fee_rate!(psbt, fee.unwrap_or(0), FeeRate::from_sat_per_vb_unchecked(5), @add_signature);
|
||||
}
|
||||
|
||||
#[test]
|
||||
@ -753,7 +759,7 @@ fn test_create_tx_drain_to_dust_amount() {
|
||||
builder
|
||||
.drain_to(addr.script_pubkey())
|
||||
.drain_wallet()
|
||||
.fee_rate(FeeRate::from_sat_per_vb(453.0));
|
||||
.fee_rate(FeeRate::from_sat_per_vb_unchecked(454));
|
||||
builder.finish().unwrap();
|
||||
}
|
||||
|
||||
@ -1481,7 +1487,6 @@ fn test_bump_fee_confirmed_tx() {
|
||||
}
|
||||
|
||||
#[test]
|
||||
#[should_panic(expected = "FeeRateTooLow")]
|
||||
fn test_bump_fee_low_fee_rate() {
|
||||
let (mut wallet, _) = get_funded_wallet(get_test_wpkh());
|
||||
let addr = wallet.get_address(New);
|
||||
@ -1490,6 +1495,7 @@ fn test_bump_fee_low_fee_rate() {
|
||||
.add_recipient(addr.script_pubkey(), 25_000)
|
||||
.enable_rbf();
|
||||
let psbt = builder.finish().unwrap();
|
||||
let feerate = psbt.fee_rate().unwrap();
|
||||
|
||||
let tx = psbt.extract_tx();
|
||||
let txid = tx.txid();
|
||||
@ -1499,8 +1505,18 @@ fn test_bump_fee_low_fee_rate() {
|
||||
.unwrap();
|
||||
|
||||
let mut builder = wallet.build_fee_bump(txid).unwrap();
|
||||
builder.fee_rate(FeeRate::from_sat_per_vb(1.0));
|
||||
builder.finish().unwrap();
|
||||
builder.fee_rate(FeeRate::BROADCAST_MIN);
|
||||
let res = builder.finish();
|
||||
assert_matches!(
|
||||
res,
|
||||
Err(CreateTxError::FeeRateTooLow { .. }),
|
||||
"expected FeeRateTooLow error"
|
||||
);
|
||||
|
||||
let required = feerate.to_sat_per_kwu() + 250; // +1 sat/vb
|
||||
let sat_vb = required as f64 / 250.0;
|
||||
let expect = format!("Fee rate too low: required {} sat/vb", sat_vb);
|
||||
assert_eq!(res.unwrap_err().to_string(), expect);
|
||||
}
|
||||
|
||||
#[test]
|
||||
@ -1568,8 +1584,9 @@ fn test_bump_fee_reduce_change() {
|
||||
.insert_tx(tx, ConfirmationTime::Unconfirmed { last_seen: 0 })
|
||||
.unwrap();
|
||||
|
||||
let feerate = FeeRate::from_sat_per_kwu(625); // 2.5 sat/vb
|
||||
let mut builder = wallet.build_fee_bump(txid).unwrap();
|
||||
builder.fee_rate(FeeRate::from_sat_per_vb(2.5)).enable_rbf();
|
||||
builder.fee_rate(feerate).enable_rbf();
|
||||
let psbt = builder.finish().unwrap();
|
||||
let sent_received = wallet.sent_and_received(&psbt.clone().extract_tx());
|
||||
let fee = check_fee!(wallet, psbt);
|
||||
@ -1600,7 +1617,7 @@ fn test_bump_fee_reduce_change() {
|
||||
sent_received.1
|
||||
);
|
||||
|
||||
assert_fee_rate!(psbt, fee.unwrap_or(0), FeeRate::from_sat_per_vb(2.5), @add_signature);
|
||||
assert_fee_rate!(psbt, fee.unwrap_or(0), feerate, @add_signature);
|
||||
|
||||
let mut builder = wallet.build_fee_bump(txid).unwrap();
|
||||
builder.fee_absolute(200);
|
||||
@ -1663,9 +1680,10 @@ fn test_bump_fee_reduce_single_recipient() {
|
||||
.insert_tx(tx, ConfirmationTime::Unconfirmed { last_seen: 0 })
|
||||
.unwrap();
|
||||
|
||||
let feerate = FeeRate::from_sat_per_kwu(625); // 2.5 sat/vb
|
||||
let mut builder = wallet.build_fee_bump(txid).unwrap();
|
||||
builder
|
||||
.fee_rate(FeeRate::from_sat_per_vb(2.5))
|
||||
.fee_rate(feerate)
|
||||
.allow_shrinking(addr.script_pubkey())
|
||||
.unwrap();
|
||||
let psbt = builder.finish().unwrap();
|
||||
@ -1679,7 +1697,7 @@ fn test_bump_fee_reduce_single_recipient() {
|
||||
assert_eq!(tx.output.len(), 1);
|
||||
assert_eq!(tx.output[0].value + fee.unwrap_or(0), sent_received.0);
|
||||
|
||||
assert_fee_rate!(psbt, fee.unwrap_or(0), FeeRate::from_sat_per_vb(2.5), @add_signature);
|
||||
assert_fee_rate!(psbt, fee.unwrap_or(0), feerate, @add_signature);
|
||||
}
|
||||
|
||||
#[test]
|
||||
@ -1774,7 +1792,7 @@ fn test_bump_fee_drain_wallet() {
|
||||
.drain_wallet()
|
||||
.allow_shrinking(addr.script_pubkey())
|
||||
.unwrap()
|
||||
.fee_rate(FeeRate::from_sat_per_vb(5.0));
|
||||
.fee_rate(FeeRate::from_sat_per_vb_unchecked(5));
|
||||
let psbt = builder.finish().unwrap();
|
||||
let sent_received = wallet.sent_and_received(&psbt.extract_tx());
|
||||
|
||||
@ -1837,7 +1855,7 @@ fn test_bump_fee_remove_output_manually_selected_only() {
|
||||
let mut builder = wallet.build_fee_bump(txid).unwrap();
|
||||
builder
|
||||
.manually_selected_only()
|
||||
.fee_rate(FeeRate::from_sat_per_vb(255.0));
|
||||
.fee_rate(FeeRate::from_sat_per_vb_unchecked(255));
|
||||
builder.finish().unwrap();
|
||||
}
|
||||
|
||||
@ -1878,7 +1896,7 @@ fn test_bump_fee_add_input() {
|
||||
.unwrap();
|
||||
|
||||
let mut builder = wallet.build_fee_bump(txid).unwrap();
|
||||
builder.fee_rate(FeeRate::from_sat_per_vb(50.0));
|
||||
builder.fee_rate(FeeRate::from_sat_per_vb_unchecked(50));
|
||||
let psbt = builder.finish().unwrap();
|
||||
let sent_received = wallet.sent_and_received(&psbt.clone().extract_tx());
|
||||
let fee = check_fee!(wallet, psbt);
|
||||
@ -1905,7 +1923,7 @@ fn test_bump_fee_add_input() {
|
||||
sent_received.1
|
||||
);
|
||||
|
||||
assert_fee_rate!(psbt, fee.unwrap_or(0), FeeRate::from_sat_per_vb(50.0), @add_signature);
|
||||
assert_fee_rate!(psbt, fee.unwrap_or(0), FeeRate::from_sat_per_vb_unchecked(50), @add_signature);
|
||||
}
|
||||
|
||||
#[test]
|
||||
@ -1988,7 +2006,7 @@ fn test_bump_fee_no_change_add_input_and_change() {
|
||||
// now bump the fees without using `allow_shrinking`. the wallet should add an
|
||||
// extra input and a change output, and leave the original output untouched
|
||||
let mut builder = wallet.build_fee_bump(txid).unwrap();
|
||||
builder.fee_rate(FeeRate::from_sat_per_vb(50.0));
|
||||
builder.fee_rate(FeeRate::from_sat_per_vb_unchecked(50));
|
||||
let psbt = builder.finish().unwrap();
|
||||
let sent_received = wallet.sent_and_received(&psbt.clone().extract_tx());
|
||||
let fee = check_fee!(wallet, psbt);
|
||||
@ -2020,7 +2038,7 @@ fn test_bump_fee_no_change_add_input_and_change() {
|
||||
75_000 - original_send_all_amount - fee.unwrap_or(0)
|
||||
);
|
||||
|
||||
assert_fee_rate!(psbt, fee.unwrap_or(0), FeeRate::from_sat_per_vb(50.0), @add_signature);
|
||||
assert_fee_rate!(psbt, fee.unwrap_or(0), FeeRate::from_sat_per_vb_unchecked(50), @add_signature);
|
||||
}
|
||||
|
||||
#[test]
|
||||
@ -2065,7 +2083,7 @@ fn test_bump_fee_add_input_change_dust() {
|
||||
// two inputs (50k, 25k) and one output (45k) - epsilon
|
||||
// We use epsilon here to avoid asking for a slightly too high feerate
|
||||
let fee_abs = 50_000 + 25_000 - 45_000 - 10;
|
||||
builder.fee_rate(FeeRate::from_wu(fee_abs, new_tx_weight));
|
||||
builder.fee_rate(Amount::from_sat(fee_abs) / new_tx_weight);
|
||||
let psbt = builder.finish().unwrap();
|
||||
let sent_received = wallet.sent_and_received(&psbt.clone().extract_tx());
|
||||
let fee = check_fee!(wallet, psbt);
|
||||
@ -2088,7 +2106,7 @@ fn test_bump_fee_add_input_change_dust() {
|
||||
45_000
|
||||
);
|
||||
|
||||
assert_fee_rate!(psbt, fee.unwrap_or(0), FeeRate::from_sat_per_vb(140.0), @dust_change, @add_signature);
|
||||
assert_fee_rate!(psbt, fee.unwrap_or(0), FeeRate::from_sat_per_vb_unchecked(140), @dust_change, @add_signature);
|
||||
}
|
||||
|
||||
#[test]
|
||||
@ -2119,7 +2137,7 @@ fn test_bump_fee_force_add_input() {
|
||||
builder
|
||||
.add_utxo(incoming_op)
|
||||
.unwrap()
|
||||
.fee_rate(FeeRate::from_sat_per_vb(5.0));
|
||||
.fee_rate(FeeRate::from_sat_per_vb_unchecked(5));
|
||||
let psbt = builder.finish().unwrap();
|
||||
let sent_received = wallet.sent_and_received(&psbt.clone().extract_tx());
|
||||
let fee = check_fee!(wallet, psbt);
|
||||
@ -2147,7 +2165,7 @@ fn test_bump_fee_force_add_input() {
|
||||
sent_received.1
|
||||
);
|
||||
|
||||
assert_fee_rate!(psbt, fee.unwrap_or(0), FeeRate::from_sat_per_vb(5.0), @add_signature);
|
||||
assert_fee_rate!(psbt, fee.unwrap_or(0), FeeRate::from_sat_per_vb_unchecked(5), @add_signature);
|
||||
}
|
||||
|
||||
#[test]
|
||||
@ -2243,7 +2261,7 @@ fn test_bump_fee_unconfirmed_inputs_only() {
|
||||
.insert_tx(tx, ConfirmationTime::Unconfirmed { last_seen: 0 })
|
||||
.unwrap();
|
||||
let mut builder = wallet.build_fee_bump(txid).unwrap();
|
||||
builder.fee_rate(FeeRate::from_sat_per_vb(25.0));
|
||||
builder.fee_rate(FeeRate::from_sat_per_vb_unchecked(25));
|
||||
builder.finish().unwrap();
|
||||
}
|
||||
|
||||
@ -2278,7 +2296,7 @@ fn test_bump_fee_unconfirmed_input() {
|
||||
|
||||
let mut builder = wallet.build_fee_bump(txid).unwrap();
|
||||
builder
|
||||
.fee_rate(FeeRate::from_sat_per_vb(15.0))
|
||||
.fee_rate(FeeRate::from_sat_per_vb_unchecked(15))
|
||||
.allow_shrinking(addr.script_pubkey())
|
||||
.unwrap();
|
||||
builder.finish().unwrap();
|
||||
@ -2298,7 +2316,7 @@ fn test_fee_amount_negative_drain_val() {
|
||||
let send_to = Address::from_str("tb1ql7w62elx9ucw4pj5lgw4l028hmuw80sndtntxt")
|
||||
.unwrap()
|
||||
.assume_checked();
|
||||
let fee_rate = FeeRate::from_sat_per_vb(2.01);
|
||||
let fee_rate = FeeRate::from_sat_per_kwu(500);
|
||||
let incoming_op = receive_output_in_latest_block(&mut wallet, 8859);
|
||||
|
||||
let mut builder = wallet.build_tx();
|
||||
@ -3499,7 +3517,7 @@ fn test_fee_rate_sign_no_grinding_high_r() {
|
||||
// alright.
|
||||
let (mut wallet, _) = get_funded_wallet("wpkh(tprv8ZgxMBicQKsPd3EupYiPRhaMooHKUHJxNsTfYuScep13go8QFfHdtkG9nRkFGb7busX4isf6X9dURGCoKgitaApQ6MupRhZMcELAxTBRJgS/*)");
|
||||
let addr = wallet.get_address(New);
|
||||
let fee_rate = FeeRate::from_sat_per_vb(1.0);
|
||||
let fee_rate = FeeRate::from_sat_per_vb_unchecked(1);
|
||||
let mut builder = wallet.build_tx();
|
||||
let mut data = PushBytesBuf::try_from(vec![0]).unwrap();
|
||||
builder
|
||||
@ -3565,7 +3583,7 @@ fn test_fee_rate_sign_grinding_low_r() {
|
||||
// signature is 70 bytes.
|
||||
let (mut wallet, _) = get_funded_wallet("wpkh(tprv8ZgxMBicQKsPd3EupYiPRhaMooHKUHJxNsTfYuScep13go8QFfHdtkG9nRkFGb7busX4isf6X9dURGCoKgitaApQ6MupRhZMcELAxTBRJgS/*)");
|
||||
let addr = wallet.get_address(New);
|
||||
let fee_rate = FeeRate::from_sat_per_vb(1.0);
|
||||
let fee_rate = FeeRate::from_sat_per_vb_unchecked(1);
|
||||
let mut builder = wallet.build_tx();
|
||||
builder
|
||||
.drain_to(addr.script_pubkey())
|
||||
|
@ -7,7 +7,7 @@
|
||||
//! # use bdk::signer::SignerOrdering;
|
||||
//! # use bdk_hwi::HWISigner;
|
||||
//! # use bdk::wallet::AddressIndex::New;
|
||||
//! # use bdk::{FeeRate, KeychainKind, SignOptions, Wallet};
|
||||
//! # use bdk::{KeychainKind, SignOptions, Wallet};
|
||||
//! # use hwi::HWIClient;
|
||||
//! # use std::sync::Arc;
|
||||
//! #
|
||||
|
Loading…
x
Reference in New Issue
Block a user