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Refactor fee calculation out of wallet.completeTx(). Introduce a (not widely used yet) InsufficientMoneyException.
This commit is contained in:
Mike Hearn
parent
46914b12b7
commit
6077d32c4a
@ -0,0 +1,23 @@
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/*
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* Copyright 2013 Google Inc.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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package com.google.bitcoin.core;
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/**
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* Thrown to indicate that you don't have enough money available to perform the requested operation.
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*/
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public class InsufficientMoneyException extends Exception {
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}
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@ -1956,193 +1956,29 @@ public class Wallet implements Serializable, BlockChainListener {
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LinkedList<TransactionOutput> candidates = calculateSpendCandidates(true);
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LinkedList<TransactionOutput> candidates = calculateSpendCandidates(true);
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Address changeAddress = req.changeAddress;
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Address changeAddress = req.changeAddress;
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int minSize = 0;
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int minSize = 0;
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// There are 3 possibilities for what adding change might do:
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// This can throw InsufficientMoneyException.
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// 1) No effect
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FeeCalculation feeCalculation = null;
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// 2) Causes increase in fee (change < 0.01 COINS)
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// 3) Causes the transaction to have a dust output or change < fee increase (ie change will be thrown away)
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// If we get either of the last 2, we keep note of what the inputs looked like at the time and move try to
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// add inputs as we go up the list (keeping track of minimum inputs for each category). At the end, we pick
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// the best input set as the one which generates the lowest total fee.
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BigInteger additionalValueForNextCategory = null;
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CoinSelection selection3 = null;
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CoinSelection selection2 = null; TransactionOutput selection2Change = null;
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CoinSelection selection1 = null; TransactionOutput selection1Change = null;
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while (true) {
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req.tx.clearInputs();
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for (TransactionInput input : originalInputs)
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req.tx.addInput(input);
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BigInteger fees = req.fee.add(BigInteger.valueOf(minSize/1000).multiply(req.feePerKb));
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if (needAtLeastReferenceFee && fees.compareTo(Transaction.REFERENCE_DEFAULT_MIN_TX_FEE) < 0)
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fees = Transaction.REFERENCE_DEFAULT_MIN_TX_FEE;
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BigInteger valueNeeded = value.add(fees);
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if (additionalValueForNextCategory != null)
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valueNeeded = valueNeeded.add(additionalValueForNextCategory);
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BigInteger additionalValueSelected = additionalValueForNextCategory;
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// Of the coins we could spend, pick some that we actually will spend.
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CoinSelection selection = coinSelector.select(valueNeeded, candidates);
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// Can we afford this?
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if (selection.valueGathered.compareTo(valueNeeded) < 0)
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break;
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checkState(selection.gathered.size() > 0 || originalInputs.size() > 0);
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// We keep track of an upper bound on transaction size to calculate fees that need added
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// Note that the difference between the upper bound and lower bound is usually small enough that it
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// will be very rare that we pay a fee we do not need to
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int size = 0;
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// We can't be sure a selection is valid until we check fee per kb at the end, so we just store them here temporarily
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boolean eitherCategory2Or3 = false;
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boolean isCategory3 = false;
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BigInteger change = selection.valueGathered.subtract(valueNeeded);
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if (additionalValueSelected != null)
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change = change.add(additionalValueSelected);
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TransactionOutput changeOutput = null;
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// If change is < 0.01 BTC, we will need to have at least minfee to be accepted by the network
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if (req.ensureMinRequiredFee && !change.equals(BigInteger.ZERO) &&
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change.compareTo(Utils.CENT) < 0 && fees.compareTo(Transaction.REFERENCE_DEFAULT_MIN_TX_FEE) < 0) {
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// This solution may fit into category 2, but it may also be category 3, we'll check that later
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eitherCategory2Or3 = true;
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additionalValueForNextCategory = Utils.CENT;
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// If the change is smaller than the fee we want to add, this will be negative
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change = change.subtract(Transaction.REFERENCE_DEFAULT_MIN_TX_FEE.subtract(fees));
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}
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if (change.compareTo(BigInteger.ZERO) > 0) {
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// The value of the inputs is greater than what we want to send. Just like in real life then,
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// we need to take back some coins ... this is called "change". Add another output that sends the change
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// back to us. The address comes either from the request or getChangeAddress() as a default..
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if (changeAddress == null)
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changeAddress = getChangeAddress();
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changeOutput = new TransactionOutput(params, req.tx, change, changeAddress);
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// If the change output would result in this transaction being rejected as dust, just drop the change and make it a fee
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if (req.ensureMinRequiredFee && Transaction.MIN_NONDUST_OUTPUT.compareTo(change) >= 0) {
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// This solution definitely fits in category 3
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isCategory3 = true;
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additionalValueForNextCategory = Transaction.REFERENCE_DEFAULT_MIN_TX_FEE.add(
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Transaction.MIN_NONDUST_OUTPUT.add(BigInteger.ONE));
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} else {
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size += changeOutput.bitcoinSerialize().length + VarInt.sizeOf(req.tx.getOutputs().size()) - VarInt.sizeOf(req.tx.getOutputs().size() - 1);
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// This solution is either category 1 or 2
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if (!eitherCategory2Or3) // must be category 1
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additionalValueForNextCategory = null;
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}
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} else {
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if (eitherCategory2Or3) {
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// This solution definitely fits in category 3 (we threw away change because it was smaller than MIN_TX_FEE)
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isCategory3 = true;
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additionalValueForNextCategory = Transaction.REFERENCE_DEFAULT_MIN_TX_FEE.add(BigInteger.ONE);
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}
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}
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for (TransactionOutput output : selection.gathered) {
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req.tx.addInput(output);
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// If the scriptBytes don't default to none, our size calculations will be thrown off
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checkState(req.tx.getInput(req.tx.getInputs().size()-1).getScriptBytes().length == 0);
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try {
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try {
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if (output.getScriptPubKey().isSentToAddress()) {
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feeCalculation = new FeeCalculation(req, value, originalInputs, needAtLeastReferenceFee,
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// Send-to-address spends usually take maximum pubkey.length (as it may be compressed or not) + 75 bytes
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candidates, changeAddress, minSize);
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size += this.findKeyFromPubHash(output.getScriptPubKey().getPubKeyHash()).getPubKey().length + 75;
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} catch (InsufficientMoneyException e) {
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} else if (output.getScriptPubKey().isSentToRawPubKey())
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// TODO: Propagate this after 0.9 is released and stop returning a boolean.
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size += 74; // Send-to-pubkey spends usually take maximum 74 bytes to spend
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else
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throw new RuntimeException("Unknown output type returned in coin selection");
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} catch (ScriptException e) {
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// If this happens it means an output script in a wallet tx could not be understood. That should never
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// happen, if it does it means the wallet has got into an inconsistent state.
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throw new RuntimeException(e);
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}
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}
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// Estimate transaction size and loop again if we need more fee per kb
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size += req.tx.bitcoinSerialize().length;
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if (size/1000 > minSize/1000 && req.feePerKb.compareTo(BigInteger.ZERO) > 0) {
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minSize = size;
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// We need more fees anyway, just try again with the same additional value
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additionalValueForNextCategory = additionalValueSelected;
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continue;
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}
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if (isCategory3) {
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if (selection3 == null)
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selection3 = selection;
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} else if (eitherCategory2Or3) {
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// If we are in selection2, we will require at least CENT additional. If we do that, there is no way
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// we can end up back here because CENT additional will always get us to 1
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checkState(selection2 == null);
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checkState(additionalValueForNextCategory.equals(Utils.CENT));
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selection2 = selection;
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selection2Change = checkNotNull(changeOutput); // If we get no change in category 2, we are actually in category 3
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} else {
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// Once we get a category 1 (change kept), we should break out of the loop because we can't do better
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checkState(selection1 == null);
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checkState(additionalValueForNextCategory == null);
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selection1 = selection;
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selection1Change = changeOutput;
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}
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if (additionalValueForNextCategory != null) {
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if (additionalValueSelected != null)
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checkState(additionalValueForNextCategory.compareTo(additionalValueSelected) > 0);
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continue;
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}
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break;
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}
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req.tx.clearInputs();
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for (TransactionInput input : originalInputs)
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req.tx.addInput(input);
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if (selection3 == null && selection2 == null && selection1 == null) {
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log.warn("Insufficient value in wallet for send");
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// TODO: Should throw an exception here.
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return false;
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return false;
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}
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}
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CoinSelection bestCoinSelection = feeCalculation.bestCoinSelection;
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BigInteger lowestFee = null;
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TransactionOutput bestChangeOutput = feeCalculation.bestChangeOutput;
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CoinSelection bestCoinSelection = null;
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TransactionOutput bestChangeOutput = null;
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if (selection1 != null) {
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if (selection1Change != null)
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lowestFee = selection1.valueGathered.subtract(selection1Change.getValue());
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else
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lowestFee = selection1.valueGathered;
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bestCoinSelection = selection1;
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bestChangeOutput = selection1Change;
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}
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if (selection2 != null) {
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BigInteger fee = selection2.valueGathered.subtract(checkNotNull(selection2Change).getValue());
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if (lowestFee == null || fee.compareTo(lowestFee) < 0) {
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lowestFee = fee;
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bestCoinSelection = selection2;
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bestChangeOutput = selection2Change;
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}
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}
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if (selection3 != null) {
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if (lowestFee == null || selection3.valueGathered.compareTo(lowestFee) < 0) {
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bestCoinSelection = selection3;
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bestChangeOutput = null;
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}
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}
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for (TransactionOutput output : bestCoinSelection.gathered)
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for (TransactionOutput output : bestCoinSelection.gathered)
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req.tx.addInput(output);
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req.tx.addInput(output);
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totalInput = totalInput.add(bestCoinSelection.valueGathered);
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totalInput = totalInput.add(bestCoinSelection.valueGathered);
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req.tx.getConfidence().setConfidenceType(ConfidenceType.PENDING);
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if (bestChangeOutput != null) {
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if (bestChangeOutput != null) {
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req.tx.addOutput(bestChangeOutput);
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req.tx.addOutput(bestChangeOutput);
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totalOutput = totalOutput.add(bestChangeOutput.getValue());
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totalOutput = totalOutput.add(bestChangeOutput.getValue());
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log.info(" with {} coins change", bitcoinValueToFriendlyString(bestChangeOutput.getValue()));
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log.info(" with {} coins change", bitcoinValueToFriendlyString(bestChangeOutput.getValue()));
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}
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}
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final BigInteger calculatedFee = totalInput.subtract(totalOutput);
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// Now sign the inputs, thus proving that we are entitled to redeem the connected outputs.
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// Now sign the inputs, thus proving that we are entitled to redeem the connected outputs.
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try {
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try {
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@ -2156,18 +1992,19 @@ public class Wallet implements Serializable, BlockChainListener {
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// Check size.
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// Check size.
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int size = req.tx.bitcoinSerialize().length;
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int size = req.tx.bitcoinSerialize().length;
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if (size > Transaction.MAX_STANDARD_TX_SIZE) {
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if (size > Transaction.MAX_STANDARD_TX_SIZE) {
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// TODO: Throw an exception here.
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// TODO: Throw an unchecked protocol exception here.
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log.error("Transaction could not be created without exceeding max size: {} vs {}", size,
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log.warn(String.format(
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Transaction.MAX_STANDARD_TX_SIZE);
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"Transaction could not be created without exceeding max size: %d vs %d",
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size, Transaction.MAX_STANDARD_TX_SIZE));
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return false;
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return false;
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}
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}
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// Label the transaction as being self created. We can use this later to spend its change output even before
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// Label the transaction as being self created. We can use this later to spend its change output even before
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// the transaction is confirmed.
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// the transaction is confirmed.
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req.tx.getConfidence().setConfidenceType(ConfidenceType.PENDING);
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req.tx.getConfidence().setSource(TransactionConfidence.Source.SELF);
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req.tx.getConfidence().setSource(TransactionConfidence.Source.SELF);
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req.completed = true;
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req.completed = true;
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req.fee = totalInput.subtract(totalOutput);
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req.fee = calculatedFee;
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log.info(" completed {} with {} inputs", req.tx.getHashAsString(), req.tx.getInputs().size());
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log.info(" completed {} with {} inputs", req.tx.getHashAsString(), req.tx.getInputs().size());
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return true;
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return true;
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} finally {
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} finally {
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@ -3241,4 +3078,192 @@ public class Wallet implements Serializable, BlockChainListener {
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lock.lock();
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lock.lock();
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}
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}
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}
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}
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private class FeeCalculation {
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private CoinSelection bestCoinSelection;
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private TransactionOutput bestChangeOutput;
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public FeeCalculation(SendRequest req, BigInteger value, List<TransactionInput> originalInputs,
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boolean needAtLeastReferenceFee, LinkedList<TransactionOutput> candidates,
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Address changeAddress, int minSize) throws InsufficientMoneyException {
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// There are 3 possibilities for what adding change might do:
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// 1) No effect
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// 2) Causes increase in fee (change < 0.01 COINS)
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// 3) Causes the transaction to have a dust output or change < fee increase (ie change will be thrown away)
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// If we get either of the last 2, we keep note of what the inputs looked like at the time and try to
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// add inputs as we go up the list (keeping track of minimum inputs for each category). At the end, we pick
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// the best input set as the one which generates the lowest total fee.
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BigInteger additionalValueForNextCategory = null;
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CoinSelection selection3 = null;
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CoinSelection selection2 = null;
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TransactionOutput selection2Change = null;
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CoinSelection selection1 = null;
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TransactionOutput selection1Change = null;
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while (true) {
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resetTxInputs(req, originalInputs);
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BigInteger fees = req.fee.add(BigInteger.valueOf(minSize/1000).multiply(req.feePerKb));
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if (needAtLeastReferenceFee && fees.compareTo(Transaction.REFERENCE_DEFAULT_MIN_TX_FEE) < 0)
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fees = Transaction.REFERENCE_DEFAULT_MIN_TX_FEE;
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BigInteger valueNeeded = value.add(fees);
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if (additionalValueForNextCategory != null)
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valueNeeded = valueNeeded.add(additionalValueForNextCategory);
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BigInteger additionalValueSelected = additionalValueForNextCategory;
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// Of the coins we could spend, pick some that we actually will spend.
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CoinSelection selection = coinSelector.select(valueNeeded, candidates);
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// Can we afford this?
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if (selection.valueGathered.compareTo(valueNeeded) < 0)
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break;
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checkState(selection.gathered.size() > 0 || originalInputs.size() > 0);
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// We keep track of an upper bound on transaction size to calculate fees that need to be added.
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// Note that the difference between the upper bound and lower bound is usually small enough that it
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// will be very rare that we pay a fee we do not need to.
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//
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// We can't be sure a selection is valid until we check fee per kb at the end, so we just store
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// them here temporarily.
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boolean eitherCategory2Or3 = false;
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boolean isCategory3 = false;
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BigInteger change = selection.valueGathered.subtract(valueNeeded);
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if (additionalValueSelected != null)
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change = change.add(additionalValueSelected);
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// If change is < 0.01 BTC, we will need to have at least minfee to be accepted by the network
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if (req.ensureMinRequiredFee && !change.equals(BigInteger.ZERO) &&
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change.compareTo(Utils.CENT) < 0 && fees.compareTo(Transaction.REFERENCE_DEFAULT_MIN_TX_FEE) < 0) {
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// This solution may fit into category 2, but it may also be category 3, we'll check that later
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eitherCategory2Or3 = true;
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additionalValueForNextCategory = Utils.CENT;
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// If the change is smaller than the fee we want to add, this will be negative
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change = change.subtract(Transaction.REFERENCE_DEFAULT_MIN_TX_FEE.subtract(fees));
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}
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int size = 0;
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TransactionOutput changeOutput = null;
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if (change.compareTo(BigInteger.ZERO) > 0) {
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// The value of the inputs is greater than what we want to send. Just like in real life then,
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// we need to take back some coins ... this is called "change". Add another output that sends the change
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// back to us. The address comes either from the request or getChangeAddress() as a default..
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if (changeAddress == null)
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changeAddress = getChangeAddress();
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changeOutput = new TransactionOutput(params, req.tx, change, changeAddress);
|
||||||
|
// If the change output would result in this transaction being rejected as dust, just drop the change and make it a fee
|
||||||
|
if (req.ensureMinRequiredFee && Transaction.MIN_NONDUST_OUTPUT.compareTo(change) >= 0) {
|
||||||
|
// This solution definitely fits in category 3
|
||||||
|
isCategory3 = true;
|
||||||
|
additionalValueForNextCategory = Transaction.REFERENCE_DEFAULT_MIN_TX_FEE.add(
|
||||||
|
Transaction.MIN_NONDUST_OUTPUT.add(BigInteger.ONE));
|
||||||
|
} else {
|
||||||
|
size += changeOutput.bitcoinSerialize().length + VarInt.sizeOf(req.tx.getOutputs().size()) - VarInt.sizeOf(req.tx.getOutputs().size() - 1);
|
||||||
|
// This solution is either category 1 or 2
|
||||||
|
if (!eitherCategory2Or3) // must be category 1
|
||||||
|
additionalValueForNextCategory = null;
|
||||||
|
}
|
||||||
|
} else {
|
||||||
|
if (eitherCategory2Or3) {
|
||||||
|
// This solution definitely fits in category 3 (we threw away change because it was smaller than MIN_TX_FEE)
|
||||||
|
isCategory3 = true;
|
||||||
|
additionalValueForNextCategory = Transaction.REFERENCE_DEFAULT_MIN_TX_FEE.add(BigInteger.ONE);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
for (TransactionOutput output : selection.gathered) {
|
||||||
|
req.tx.addInput(output);
|
||||||
|
// If the scriptBytes don't default to none, our size calculations will be thrown off
|
||||||
|
checkState(req.tx.getInput(req.tx.getInputs().size()-1).getScriptBytes().length == 0);
|
||||||
|
try {
|
||||||
|
if (output.getScriptPubKey().isSentToAddress()) {
|
||||||
|
// Send-to-address spends usually take maximum pubkey.length (as it may be compressed or not) + 75 bytes
|
||||||
|
size += findKeyFromPubHash(output.getScriptPubKey().getPubKeyHash()).getPubKey().length + 75;
|
||||||
|
} else if (output.getScriptPubKey().isSentToRawPubKey())
|
||||||
|
size += 74; // Send-to-pubkey spends usually take maximum 74 bytes to spend
|
||||||
|
else
|
||||||
|
throw new RuntimeException("Unknown output type returned in coin selection");
|
||||||
|
} catch (ScriptException e) {
|
||||||
|
// If this happens it means an output script in a wallet tx could not be understood. That should never
|
||||||
|
// happen, if it does it means the wallet has got into an inconsistent state.
|
||||||
|
throw new RuntimeException(e);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
// Estimate transaction size and loop again if we need more fee per kb
|
||||||
|
size += req.tx.bitcoinSerialize().length;
|
||||||
|
if (size/1000 > minSize/1000 && req.feePerKb.compareTo(BigInteger.ZERO) > 0) {
|
||||||
|
minSize = size;
|
||||||
|
// We need more fees anyway, just try again with the same additional value
|
||||||
|
additionalValueForNextCategory = additionalValueSelected;
|
||||||
|
continue;
|
||||||
|
}
|
||||||
|
|
||||||
|
if (isCategory3) {
|
||||||
|
if (selection3 == null)
|
||||||
|
selection3 = selection;
|
||||||
|
} else if (eitherCategory2Or3) {
|
||||||
|
// If we are in selection2, we will require at least CENT additional. If we do that, there is no way
|
||||||
|
// we can end up back here because CENT additional will always get us to 1
|
||||||
|
checkState(selection2 == null);
|
||||||
|
checkState(additionalValueForNextCategory.equals(Utils.CENT));
|
||||||
|
selection2 = selection;
|
||||||
|
selection2Change = checkNotNull(changeOutput); // If we get no change in category 2, we are actually in category 3
|
||||||
|
} else {
|
||||||
|
// Once we get a category 1 (change kept), we should break out of the loop because we can't do better
|
||||||
|
checkState(selection1 == null);
|
||||||
|
checkState(additionalValueForNextCategory == null);
|
||||||
|
selection1 = selection;
|
||||||
|
selection1Change = changeOutput;
|
||||||
|
}
|
||||||
|
|
||||||
|
if (additionalValueForNextCategory != null) {
|
||||||
|
if (additionalValueSelected != null)
|
||||||
|
checkState(additionalValueForNextCategory.compareTo(additionalValueSelected) > 0);
|
||||||
|
continue;
|
||||||
|
}
|
||||||
|
break;
|
||||||
|
}
|
||||||
|
|
||||||
|
resetTxInputs(req, originalInputs);
|
||||||
|
|
||||||
|
if (selection3 == null && selection2 == null && selection1 == null) {
|
||||||
|
log.warn("Insufficient value in wallet for send");
|
||||||
|
throw new InsufficientMoneyException();
|
||||||
|
}
|
||||||
|
|
||||||
|
BigInteger lowestFee = null;
|
||||||
|
bestCoinSelection = null;
|
||||||
|
bestChangeOutput = null;
|
||||||
|
if (selection1 != null) {
|
||||||
|
if (selection1Change != null)
|
||||||
|
lowestFee = selection1.valueGathered.subtract(selection1Change.getValue());
|
||||||
|
else
|
||||||
|
lowestFee = selection1.valueGathered;
|
||||||
|
bestCoinSelection = selection1;
|
||||||
|
bestChangeOutput = selection1Change;
|
||||||
|
}
|
||||||
|
|
||||||
|
if (selection2 != null) {
|
||||||
|
BigInteger fee = selection2.valueGathered.subtract(checkNotNull(selection2Change).getValue());
|
||||||
|
if (lowestFee == null || fee.compareTo(lowestFee) < 0) {
|
||||||
|
lowestFee = fee;
|
||||||
|
bestCoinSelection = selection2;
|
||||||
|
bestChangeOutput = selection2Change;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
if (selection3 != null) {
|
||||||
|
if (lowestFee == null || selection3.valueGathered.compareTo(lowestFee) < 0) {
|
||||||
|
bestCoinSelection = selection3;
|
||||||
|
bestChangeOutput = null;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
private void resetTxInputs(SendRequest req, List<TransactionInput> originalInputs) {
|
||||||
|
req.tx.clearInputs();
|
||||||
|
for (TransactionInput input : originalInputs)
|
||||||
|
req.tx.addInput(input);
|
||||||
|
}
|
||||||
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
Loading…
x
Reference in New Issue
Block a user