mtx: refactor coin selection.
This commit is contained in:
Christopher Jeffrey
parent
1edb5aa4cf
commit
1b87514542
@ -947,7 +947,7 @@ MTX.prototype.isInputScripted = function isInputScripted(index) {
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/**
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* Estimate maximum possible size.
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* @param {(Wallet|Object)?} options - Wallet or options object.
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* @param {Object?} options - Wallet or options object.
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* @param {Number} options.m - Multisig `m` value.
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* @param {Number} options.n - Multisig `n` value.
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* @returns {Number}
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@ -1069,7 +1069,7 @@ MTX.prototype.maxSize = function maxSize(options) {
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// simply add more of the fee to the change
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// output.
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// m value
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m = options.m || 3;
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m = options.m || 2;
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// n value
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n = options.n || 3;
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// OP_0
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@ -1144,7 +1144,8 @@ MTX.prototype._guessRedeem = function guessRedeem(options, hash) {
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* See {@link TX#getMinFee} vs. {@link TX#getRoundFee}.
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* @param {Boolean} options.free - Do not apply a fee if the
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* transaction priority is high enough to be considered free.
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* @param {Amount?} options.fee - Use a hard fee rather than calculating one.
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* @param {Amount?} options.hardFee - Use a hard fee rather
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* than calculating one.
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* @param {Rate?} options.rate - Rate used for fee calculation.
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* @param {Number|Boolean} options.subtractFee - Whether to subtract the
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* fee from * existing outputs rather than adding more inputs.
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@ -1154,155 +1155,8 @@ MTX.prototype._guessRedeem = function guessRedeem(options, hash) {
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*/
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MTX.prototype.selectCoins = function selectCoins(coins, options) {
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var chosen = [];
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var index = 0;
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var tx = this.clone();
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var outputValue = tx.getOutputValue();
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var tryFree, size, change, fee;
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if (!options)
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options = {};
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tryFree = options.free;
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// Null the inputs if there are any.
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tx.inputs.length = 0;
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if (!options.selection || options.selection === 'age') {
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// Oldest unspents first
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coins = coins.slice().sort(function(a, b) {
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a = a.height === -1 ? 0x7fffffff : a.height;
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b = b.height === -1 ? 0x7fffffff : b.height;
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return a - b;
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});
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} else if (options.selection === 'random' || options.selection === 'all') {
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// Random unspents
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coins = coins.slice().sort(function() {
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return Math.random() > 0.5 ? 1 : -1;
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});
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}
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function total() {
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if (options.subtractFee || options.subtractFee === 0)
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return outputValue;
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return outputValue + fee;
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}
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function isFull() {
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return tx.getInputValue() >= total();
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}
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function addCoins() {
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var coin;
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while (index < coins.length) {
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coin = coins[index++];
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if (options.confirmed && coin.height === -1)
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continue;
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if (options.height >= 0 && coin.coinbase) {
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if (options.height + 1 < coin.height + constants.tx.COINBASE_MATURITY)
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continue;
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}
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// Add new inputs until TX will have enough
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// funds to cover both minimum post cost
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// and fee.
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tx.addInput(coin);
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chosen.push(coin);
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if (options.selection === 'all')
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continue;
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// Stop once we're full.
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if (isFull())
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break;
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}
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}
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if (options.fee != null) {
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fee = options.fee;
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if (fee > constants.tx.MAX_FEE)
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fee = constants.tx.MAX_FEE;
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// Transfer `total` funds maximum.
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addCoins();
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} else {
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fee = constants.tx.MIN_FEE;
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// Transfer `total` funds maximum.
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addCoins();
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// Add dummy output (for `change`) to
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// calculate maximum TX size.
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tx.addOutput({
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// In case we don't have a change address,
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// use a fake p2pkh output to gauge size.
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script: options.changeAddress
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? Script.fromAddress(options.changeAddress)
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: Script.fromPubkeyhash(constants.ZERO_HASH160),
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value: 0
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});
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// Change fee value if it is more than 1024
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// bytes (10000 satoshi for every 1024 bytes).
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do {
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// Calculate max possible size after signing.
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size = tx.maxSize(options);
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if (tryFree && options.height >= 0) {
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// Note that this will only work
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// if the mempool's rolling reject
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// fee is zero (i.e. the mempool is
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// not full).
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if (tx.isFree(options.height + 1, size)) {
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fee = 0;
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break;
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}
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tryFree = false;
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}
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if (options.round)
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fee = tx.getRoundFee(size, options.rate);
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else
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fee = tx.getMinFee(size, options.rate);
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if (fee > constants.tx.MAX_FEE)
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fee = constants.tx.MAX_FEE;
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if (options.maxFee && fee > options.maxFee) {
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throw new FundingError(
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'Fee is too high.',
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tx.getInputValue(),
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total());
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}
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// Failed to get enough funds, add more coins.
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if (!isFull())
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addCoins();
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} while (!isFull() && index < coins.length);
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}
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if (!isFull()) {
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// Still failing to get enough funds.
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throw new FundingError(
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'Not enough funds.',
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tx.getInputValue(),
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total());
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}
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// How much money is left after filling outputs.
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change = tx.getInputValue() - total();
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// Return necessary inputs and change.
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return {
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coins: chosen,
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change: change,
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fee: fee,
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total: total()
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};
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var selector = new CoinSelector(this, options);
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return selector.select(coins);
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};
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/**
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@ -1370,27 +1224,24 @@ MTX.prototype.subtractFee = function subtractFee(fee, index) {
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* Select coins and fill the inputs.
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* @param {Coin[]} coins
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* @param {Object} options - See {@link MTX#selectCoins} options.
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* @returns {Object} See {@link MTX#selectCoins} return value.
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* @returns {CoinSelector}
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*/
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MTX.prototype.fund = function fund(coins, options) {
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var result, i, change, changeAddress;
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var i, result, change, changeAddress;
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assert(this.inputs.length === 0, 'TX is already filled.');
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if (!options)
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options = {};
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// Select necessary coins.
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result = this.selectCoins(coins, options);
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// We need a change address.
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changeAddress = options.changeAddress;
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changeAddress = result.changeAddress;
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// If change address is not available,
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// send back to one of the coins' addresses.
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for (i = 0; i < result.coins.length && !changeAddress; i++)
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changeAddress = result.coins[i].getAddress();
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for (i = 0; i < result.chosen.length && !changeAddress; i++)
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changeAddress = result.chosen[i].getAddress();
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// Will only happen in rare cases where
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// we're redeeming all non-standard coins.
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@ -1398,12 +1249,12 @@ MTX.prototype.fund = function fund(coins, options) {
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throw new Error('No change address available.');
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// Add coins to transaction.
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for (i = 0; i < result.coins.length; i++)
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this.addInput(result.coins[i]);
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for (i = 0; i < result.chosen.length; i++)
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this.addInput(result.chosen[i]);
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// Attempt to subtract fee.
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if (options.subtractFee || options.subtractFee === 0)
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this.subtractFee(result.fee, options.subtractFee);
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if (result.shouldSubtract)
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this.subtractFee(result.fee, result.subtractFee);
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// Add a change output.
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this.addOutput({
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@ -1439,21 +1290,8 @@ MTX.prototype.sortMembers = function sortMembers() {
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assert(changeOutput);
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}
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this.inputs = this.inputs.slice().sort(function(a, b) {
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var h1 = new Buffer(a.prevout.hash, 'hex');
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var h2 = new Buffer(b.prevout.hash, 'hex');
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var res = utils.cmp(h1, h2);
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if (res !== 0)
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return res;
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return a.prevout.index - b.prevout.index;
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});
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this.outputs = this.outputs.slice().sort(function(a, b) {
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var res = a.value - b.value;
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if (res !== 0)
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return res;
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return utils.cmp(a.script.toRaw(), b.script.toRaw());
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});
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this.inputs.sort(sortInputs);
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this.outputs.sort(sortOutputs);
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if (this.changeIndex !== -1) {
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this.changeIndex = this.outputs.indexOf(changeOutput);
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@ -1591,6 +1429,306 @@ MTX.isMTX = function isMTX(obj) {
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&& typeof obj.scriptInput === 'function';
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};
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/**
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* Coin Selector
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* @constructor
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* @param {TX} tx
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* @param {Object?} options
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*/
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function CoinSelector(tx, options) {
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if (!(this instanceof CoinSelector))
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return new CoinSelector(tx, options);
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if (!options)
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options = {};
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this.tx = tx.clone();
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this.coins = [];
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this.outputValue = -1;
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this.index = -1;
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this.chosen = [];
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this.change = -1;
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this.fee = -1;
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this.type = options.selection || 'age';
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this.shouldSubtract = !!options.subtractFee || options.subtractFee === 0;
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this.free = options.free || false;
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this.subtractFee = options.subtractFee || null;
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this.height = options.height || -1;
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this.confirmations = options.confirmations || -1;
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this.hardFee = options.hardFee || null;
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this.changeAddress = options.changeAddress || null;
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this.round = options.round || false;
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this.rate = options.rate || null;
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this.maxFee = options.maxFee || null;
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// Needed for size estimation.
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this.m = options.m || null;
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this.n = options.n || null;
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this.witness = options.witness || false;
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this.script = options.script || null;
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}
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/**
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* Initialize the selector with coins to select from.
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* @param {Coin[]} coins
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*/
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CoinSelector.prototype.init = function init(coins) {
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this.coins = coins.slice();
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this.outputValue = this.tx.getOutputValue();
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this.index = 0;
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this.chosen = [];
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this.change = 0;
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this.fee = 0;
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this.tx.inputs.length = 0;
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switch (this.type) {
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case 'all':
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case 'random':
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this.coins.sort(sortRandom);
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break;
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case 'age':
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this.coins.sort(sortAge);
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break;
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default:
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throw new FundingError('Bad selection type: ' + this.type);
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}
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};
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/**
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* Calculate total value required.
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* @returns {Amount}
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*/
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CoinSelector.prototype.total = function total() {
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if (this.shouldSubtract)
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return this.outputValue;
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return this.outputValue + this.fee;
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};
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/**
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* Test whether the selector has
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* completely funded the transaction.
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* @returns {Boolean}
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*/
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CoinSelector.prototype.isFull = function isFull() {
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return this.tx.getInputValue() >= this.total();
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};
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/**
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* Test whether a coin is spendable
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* with regards to the options.
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* @param {Coin}
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* @returns {Boolean}
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*/
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CoinSelector.prototype.isSpendable = function isSpendable(coin) {
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var height = this.height;
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var maturity = constants.tx.COINBASE_MATURITY;
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var conf;
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if (!(height >= 0))
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return true;
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if (this.confirmations > 0) {
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if (coin.height === -1)
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return this.confirmations <= 0;
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conf = height - coin.height;
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if (conf < 0)
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return false;
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conf += 1;
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if (conf < this.confirmations)
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return false;
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}
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if (coin.coinbase) {
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if (height + 1 < coin.height + maturity)
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return false;
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}
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return true;
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};
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/**
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* Get the current fee based on a size.
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* @param {Number} size
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* @returns {Amount}
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*/
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CoinSelector.prototype.getFee = function getFee(size) {
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var fee;
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if (this.round)
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fee = bcoin.tx.getRoundFee(size, this.rate);
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else
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fee = bcoin.tx.getMinFee(size, this.rate);
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if (fee > constants.tx.MAX_FEE)
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fee = constants.tx.MAX_FEE;
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return fee;
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};
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/**
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* Fund the transaction with more
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* coins if the `total` was updated.
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*/
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CoinSelector.prototype.fund = function fund() {
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var coin;
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while (this.index < this.coins.length) {
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coin = this.coins[this.index++];
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if (!this.isSpendable(coin))
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continue;
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// Add new inputs until TX will have enough
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// funds to cover both minimum post cost
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// and fee.
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this.tx.addInput(coin);
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this.chosen.push(coin);
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if (this.type === 'all')
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continue;
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// Stop once we're full.
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if (this.isFull())
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break;
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}
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};
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/**
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* Initiate selection from `coins`.
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* @param {Coin[]} coins
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* @returns {CoinSelector}
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*/
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CoinSelector.prototype.select = function select(coins) {
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this.init(coins);
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if (this.hardFee != null)
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this.selectHard(this.hardFee);
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else
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this.selectEstimate(constants.tx.MIN_FEE);
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if (!this.isFull()) {
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// Still failing to get enough funds.
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throw new FundingError(
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'Not enough funds.',
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this.tx.getInputValue(),
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this.total());
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}
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// How much money is left after filling outputs.
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this.change = this.tx.getInputValue() - this.total();
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return this;
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};
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/**
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* Initialize selection based on size estimate.
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* @param {Amount} fee
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*/
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CoinSelector.prototype.selectEstimate = function selectEstimate(fee) {
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var size;
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// Initial fee.
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this.fee = fee;
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// Transfer `total` funds maximum.
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this.fund();
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// Add dummy output (for `change`) to
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// calculate maximum TX size.
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this.tx.addOutput({
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// In case we don't have a change address,
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// use a fake p2pkh output to gauge size.
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script: this.changeAddress
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? Script.fromAddress(this.changeAddress)
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: Script.fromPubkeyhash(constants.ZERO_HASH160),
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value: 0
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});
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if (this.free && this.height >= 0) {
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size = this.tx.maxSize(this);
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// Note that this will only work
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// if the mempool's rolling reject
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// fee is zero (i.e. the mempool is
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// not full).
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if (this.tx.isFree(this.height + 1, size)) {
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this.fee = 0;
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return;
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}
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}
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// Keep recalculating fee and funding
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// until we reach some sort of equilibrium.
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do {
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size = this.tx.maxSize(this);
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this.fee = this.getFee(size);
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if (this.maxFee && this.fee > this.maxFee) {
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throw new FundingError(
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'Fee is too high.',
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this.tx.getInputValue(),
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this.total());
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}
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// Failed to get enough funds, add more coins.
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if (!this.isFull())
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this.fund();
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} while (!this.isFull() && this.index < this.coins.length);
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};
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/**
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* Initiate selection based on a hard fee.
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* @param {Amount} fee
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*/
|
||||
|
||||
CoinSelector.prototype.selectHard = function selectHard(fee) {
|
||||
// Initial fee.
|
||||
this.fee = fee;
|
||||
|
||||
if (this.fee > constants.tx.MAX_FEE)
|
||||
this.fee = constants.tx.MAX_FEE;
|
||||
|
||||
// Transfer `total` funds maximum.
|
||||
this.fund();
|
||||
};
|
||||
|
||||
/*
|
||||
* Helpers
|
||||
*/
|
||||
|
||||
function sortAge(a, b) {
|
||||
a = a.height === -1 ? 0x7fffffff : a.height;
|
||||
b = b.height === -1 ? 0x7fffffff : b.height;
|
||||
return a - b;
|
||||
}
|
||||
|
||||
function sortRandom(a, b) {
|
||||
return Math.random() > 0.5 ? 1 : -1;
|
||||
}
|
||||
|
||||
function sortInputs(a, b) {
|
||||
return utils.cmp(a.prevout.toRaw(), b.prevout.toRaw());
|
||||
}
|
||||
|
||||
function sortOutputs(a, b) {
|
||||
return utils.cmp(a.toRaw(), b.toRaw());
|
||||
}
|
||||
|
||||
/*
|
||||
* Expose
|
||||
*/
|
||||
|
||||
@ -1580,6 +1580,23 @@ TX.prototype.getMinFee = function getMinFee(size, rate) {
|
||||
return TX.getMinFee(size, rate);
|
||||
};
|
||||
|
||||
/**
|
||||
* Calculate the minimum fee in order for the transaction
|
||||
* to be relayable, but _round to the nearest kilobyte
|
||||
* when taking into account size.
|
||||
* @param {Number?} size - If not present, max size
|
||||
* estimation will be calculated and used.
|
||||
* @param {Rate?} rate - Rate of satoshi per kB.
|
||||
* @returns {Amount} fee
|
||||
*/
|
||||
|
||||
TX.prototype.getRoundFee = function getRoundFee(size, rate) {
|
||||
if (size == null)
|
||||
size = this.maxSize();
|
||||
|
||||
return TX.getRoundFee(size, rate);
|
||||
};
|
||||
|
||||
/**
|
||||
* Calculate the transaction's rate based on size
|
||||
* and fees. Size will be calculated if not present.
|
||||
@ -1594,33 +1611,6 @@ TX.prototype.getRate = function getRate(size) {
|
||||
return TX.getRate(size, this.getFee());
|
||||
};
|
||||
|
||||
/**
|
||||
* Calculate the minimum fee in order for the transaction
|
||||
* to be relayable, but _round to the nearest kilobyte
|
||||
* when taking into account size.
|
||||
* @param {Number?} size - If not present, max size
|
||||
* estimation will be calculated and used.
|
||||
* @param {Rate?} rate - Rate of satoshi per kB.
|
||||
* @returns {Amount} fee
|
||||
*/
|
||||
|
||||
TX.prototype.getRoundFee = function getRoundFee(size, rate) {
|
||||
var fee;
|
||||
|
||||
if (size == null)
|
||||
size = this.maxSize();
|
||||
|
||||
if (rate == null)
|
||||
rate = constants.tx.MIN_RELAY;
|
||||
|
||||
fee = rate * Math.ceil(size / 1000);
|
||||
|
||||
if (fee === 0 && rate > 0)
|
||||
fee = rate;
|
||||
|
||||
return fee;
|
||||
};
|
||||
|
||||
/**
|
||||
* Calculate current number of transaction confirmations.
|
||||
* @param {Number?} height - Current chain height. If not
|
||||
@ -1780,6 +1770,29 @@ TX.getMinFee = function getMinFee(size, rate) {
|
||||
return fee;
|
||||
};
|
||||
|
||||
/**
|
||||
* Calculate the minimum fee in order for the transaction
|
||||
* to be relayable, but _round to the nearest kilobyte
|
||||
* when taking into account size.
|
||||
* @param {Number?} size
|
||||
* @param {Rate?} rate - Rate of satoshi per kB.
|
||||
* @returns {Amount} fee
|
||||
*/
|
||||
|
||||
TX.getRoundFee = function getRoundFee(size, rate) {
|
||||
var fee;
|
||||
|
||||
if (rate == null)
|
||||
rate = constants.tx.MIN_RELAY;
|
||||
|
||||
fee = rate * Math.ceil(size / 1000);
|
||||
|
||||
if (fee === 0 && rate > 0)
|
||||
fee = rate;
|
||||
|
||||
return fee;
|
||||
};
|
||||
|
||||
/**
|
||||
* Calculate a fee rate based on size and fees.
|
||||
* @param {Number} size
|
||||
|
||||
@ -489,7 +489,7 @@ Account.prototype.derivePath = function derivePath(path, master) {
|
||||
|
||||
// Custom redeem script.
|
||||
if (path.script)
|
||||
script = new bcoin.script(path.script);
|
||||
script = bcoin.script.fromRaw(path.script);
|
||||
|
||||
ring = this.deriveAddress(path.change, path.index, master, script);
|
||||
|
||||
|
||||
Loading…
Reference in New Issue
Block a user