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handle user defined fee amount better by requiring a fee rate of 1 sat/vb for utxo selectors

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This commit is contained in:
Craig Raw 2021-04-26 14:38:36 +02:00
parent 63394b142c
commit 2cd133bc1c
1 changed files with 53 additions and 9 deletions
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62
src/main/java/com/sparrowwallet/drongo/wallet/Wallet.java
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@ -419,9 +419,9 @@ public class Wallet {
}
/**
* Return the number of vBytes required for an input created by this wallet.
* Return the number of weight units required for an input created by this wallet.
*
* @return the number of vBytes
* @return the number of weight units (WU)
*/
public int getInputWeightUnits() {
//Estimate assuming an input spending from a fresh receive node - it does not matter this node has no real utxos
@ -463,7 +463,19 @@ public class Wallet {
public WalletTransaction createWalletTransaction(List<UtxoSelector> utxoSelectors, List<UtxoFilter> utxoFilters, List<Payment> payments, double feeRate, double longTermFeeRate, Long fee, Integer currentBlockHeight, boolean groupByAddress, boolean includeMempoolOutputs, boolean includeSpentMempoolOutputs) throws InsufficientFundsException {
boolean sendMax = payments.stream().anyMatch(Payment::isSendMax);
long totalPaymentAmount = payments.stream().map(Payment::getAmount).mapToLong(v -> v).sum();
long valueRequiredAmt = totalPaymentAmount;
long totalUtxoValue = getWalletUtxos().keySet().stream().mapToLong(BlockTransactionHashIndex::getValue).sum();
long maxSpendableAmt = getMaxSpendable(payments.stream().map(Payment::getAddress).collect(Collectors.toList()), feeRate);
if(maxSpendableAmt < 0) {
throw new InsufficientFundsException("Not enough combined value in all available UTXOs to send a transaction to the provided addresses at this fee rate");
}
//When a user fee is set, we can calculate the fees to spend all UTXOs because we assume all UTXOs are spendable at a fee rate of 1 sat/vB
//We can then add the user set fee less this amount as a "phantom payment amount" to the value required to find (which cannot include transaction fees)
long valueRequiredAmt = totalPaymentAmount + (fee != null ? fee - (totalUtxoValue - maxSpendableAmt) : 0);
if(maxSpendableAmt < valueRequiredAmt) {
throw new InsufficientFundsException("Not enough combined value in all available UTXOs to send a transaction to send the provided payments at the user set fee" + (fee == null ? " rate" : ""));
}
while(true) {
Map<BlockTransactionHashIndex, WalletNode> selectedUtxos = selectInputs(utxoSelectors, utxoFilters, valueRequiredAmt, feeRate, longTermFeeRate, groupByAddress, includeMempoolOutputs, includeSpentMempoolOutputs, sendMax);
@ -491,16 +503,13 @@ public class Wallet {
}
double noChangeVSize = transaction.getVirtualSize();
long noChangeFeeRequiredAmt = (fee == null ? (long)(feeRate * noChangeVSize) : fee);
long noChangeFeeRequiredAmt = (fee == null ? (long)Math.floor(feeRate * noChangeVSize) : fee);
//Add 1 satoshi to accommodate longer signatures when feeRate equals default min relay fee to ensure fee is sufficient
noChangeFeeRequiredAmt = (fee == null && feeRate == Transaction.DEFAULT_MIN_RELAY_FEE ? noChangeFeeRequiredAmt + 1 : noChangeFeeRequiredAmt);
//If sending all selected utxos, set the recipient amount to equal to total of those utxos less the no change fee
long maxSendAmt = totalSelectedAmt - noChangeFeeRequiredAmt;
if(maxSendAmt < 0) {
throw new InsufficientFundsException("Not enough combined value in selected UTXOs for fee of " + noChangeFeeRequiredAmt);
}
Optional<Payment> optMaxPayment = payments.stream().filter(Payment::isSendMax).findFirst();
if(optMaxPayment.isPresent()) {
@ -519,18 +528,23 @@ public class Wallet {
//If insufficient fee, increase value required from inputs to include the fee and try again
if(differenceAmt < noChangeFeeRequiredAmt) {
valueRequiredAmt = totalSelectedAmt + 1;
if(valueRequiredAmt > maxSpendableAmt && transaction.getInputs().size() < getWalletUtxos().size()) {
valueRequiredAmt = maxSpendableAmt;
}
continue;
}
//Determine if a change output is required by checking if its value is greater than its dust threshold
long changeAmt = differenceAmt - noChangeFeeRequiredAmt;
long costOfChangeAmt = getCostOfChange(feeRate, longTermFeeRate);
double noChangeFeeRate = (fee == null ? feeRate : noChangeFeeRequiredAmt / transaction.getVirtualSize());
long costOfChangeAmt = getCostOfChange(noChangeFeeRate, longTermFeeRate);
if(changeAmt > costOfChangeAmt) {
//Change output is required, determine new fee once change output has been added
WalletNode changeNode = getFreshNode(KeyPurpose.CHANGE);
TransactionOutput changeOutput = new TransactionOutput(transaction, changeAmt, getOutputScript(changeNode));
double changeVSize = noChangeVSize + changeOutput.getLength();
long changeFeeRequiredAmt = (fee == null ? (long)(feeRate * changeVSize) : fee);
long changeFeeRequiredAmt = (fee == null ? (long)Math.floor(feeRate * changeVSize) : fee);
changeFeeRequiredAmt = (fee == null && feeRate == Transaction.DEFAULT_MIN_RELAY_FEE ? changeFeeRequiredAmt + 1 : changeFeeRequiredAmt);
//Recalculate the change amount with the new fee
@ -657,6 +671,36 @@ public class Wallet {
return true;
}
/**
* Determines the maximum total amount this wallet can send for the number and type of addresses at the given fee rate
*
* @param paymentAddresses the addresses to sent to (amounts are irrelevant)
* @param feeRate the fee rate in sats/vB
* @return the maximum spendable amount (can be negative if the fee is higher than the combined UTXO value)
*/
public long getMaxSpendable(List<Address> paymentAddresses, double feeRate) {
long maxInputValue = 0;
int inputWeightUnits = getInputWeightUnits();
long minInputValue = (long)Math.ceil(feeRate * inputWeightUnits / WITNESS_SCALE_FACTOR);
Transaction transaction = new Transaction();
for(Map.Entry<BlockTransactionHashIndex, WalletNode> utxo : getWalletUtxos().entrySet()) {
if(utxo.getKey().getValue() > minInputValue) {
Transaction prevTx = getTransactions().get(utxo.getKey().getHash()).getTransaction();
TransactionOutput prevTxOut = prevTx.getOutputs().get((int)utxo.getKey().getIndex());
addDummySpendingInput(transaction, utxo.getValue(), prevTxOut);
maxInputValue += utxo.getKey().getValue();
}
}
for(Address address : paymentAddresses) {
transaction.addOutput(1L, address);
}
long fee = (long)Math.floor(transaction.getVirtualSize() * feeRate);
return maxInputValue - fee;
}
public boolean canSign(Transaction transaction) {
return isValid() && !getSigningNodes(transaction).isEmpty();
}