mirror of
https://github.com/sparrowwallet/drongo.git
synced 2024-11-02 18:26:43 +00:00
support multiple utxo sets and change outputs
This commit is contained in:
Craig Raw
parent
81c202198e
commit
7ac4bce14f
12 changed files with 180 additions and 50 deletions
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@ -132,8 +132,8 @@ public class PSBT {
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Address address = txOutput.getScript().getToAddresses()[0];
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if(walletTransaction.getPayments().stream().anyMatch(payment -> payment.getAddress().equals(address))) {
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outputNodes.add(wallet.getWalletAddresses().getOrDefault(address, null));
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} else if(address.equals(wallet.getAddress(walletTransaction.getChangeNode()))) {
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outputNodes.add(walletTransaction.getChangeNode());
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} else if(walletTransaction.getChangeMap().keySet().stream().anyMatch(changeNode -> wallet.getAddress(changeNode).equals(address))) {
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outputNodes.add(wallet.getWalletAddresses().getOrDefault(address, null));
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}
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} catch(NonStandardScriptException e) {
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//Should never happen
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@ -6,7 +6,7 @@ import org.slf4j.LoggerFactory;
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import java.util.*;
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public class BnBUtxoSelector implements UtxoSelector {
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public class BnBUtxoSelector extends SingleSetUtxoSelector {
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private static final Logger log = LoggerFactory.getLogger(BnBUtxoSelector.class);
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private static final int TOTAL_TRIES = 100000;
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@ -5,7 +5,7 @@ import com.sparrowwallet.drongo.protocol.Transaction;
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import java.util.*;
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import java.util.stream.Collectors;
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public class KnapsackUtxoSelector implements UtxoSelector {
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public class KnapsackUtxoSelector extends SingleSetUtxoSelector {
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private static final long MIN_CHANGE = Transaction.SATOSHIS_PER_BITCOIN / 1000;
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private final long noInputsFee;
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@ -3,7 +3,7 @@ package com.sparrowwallet.drongo.wallet;
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import java.util.Collection;
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import java.util.stream.Collectors;
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public class MaxUtxoSelector implements UtxoSelector {
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public class MaxUtxoSelector extends SingleSetUtxoSelector {
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@Override
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public Collection<BlockTransactionHashIndex> select(long targetValue, Collection<OutputGroup> candidates) {
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return candidates.stream().filter(outputGroup -> outputGroup.getEffectiveValue() >= 0).flatMap(outputGroup -> outputGroup.getUtxos().stream()).collect(Collectors.toUnmodifiableList());
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@ -57,6 +57,6 @@ public class Payment {
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}
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public enum Type {
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DEFAULT, WHIRLPOOL_FEE;
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DEFAULT, WHIRLPOOL_FEE, FAKE_MIX;
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}
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}
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@ -5,7 +5,7 @@ import java.util.Collection;
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import java.util.List;
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import java.util.stream.Collectors;
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public class PresetUtxoSelector implements UtxoSelector {
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public class PresetUtxoSelector extends SingleSetUtxoSelector {
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private final Collection<BlockTransactionHashIndex> presetUtxos;
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public PresetUtxoSelector(Collection<BlockTransactionHashIndex> presetUtxos) {
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@ -4,7 +4,7 @@ import java.math.BigInteger;
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import java.util.*;
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import java.util.stream.Collectors;
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public class PriorityUtxoSelector implements UtxoSelector {
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public class PriorityUtxoSelector extends SingleSetUtxoSelector {
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private final int currentBlockHeight;
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public PriorityUtxoSelector(int currentBlockHeight) {
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@ -0,0 +1,13 @@
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package com.sparrowwallet.drongo.wallet;
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import java.util.Collection;
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import java.util.List;
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public abstract class SingleSetUtxoSelector implements UtxoSelector {
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@Override
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public List<Collection<BlockTransactionHashIndex>> selectSets(long targetValue, Collection<OutputGroup> candidates) {
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return List.of(select(targetValue, candidates));
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}
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public abstract Collection<BlockTransactionHashIndex> select(long targetValue, Collection<OutputGroup> candidates);
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}
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@ -0,0 +1,76 @@
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package com.sparrowwallet.drongo.wallet;
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import java.util.*;
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import java.util.stream.Collectors;
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public class StonewallUtxoSelector implements UtxoSelector {
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private final long noInputsFee;
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//Use the same seed so the UTXO selection is deterministic
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private final Random random = new Random(42);
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public StonewallUtxoSelector(long noInputsFee) {
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this.noInputsFee = noInputsFee;
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}
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@Override
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public List<Collection<BlockTransactionHashIndex>> selectSets(long targetValue, Collection<OutputGroup> candidates) {
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long actualTargetValue = targetValue + noInputsFee;
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for(int i = 0; i < 10; i++) {
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List<OutputGroup> randomized = new ArrayList<>(candidates);
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Collections.shuffle(randomized, random);
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List<OutputGroup> set1 = new ArrayList<>();
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long selectedValue1 = getUtxoSet(actualTargetValue, set1, randomized);
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List<OutputGroup> set2 = new ArrayList<>();
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long selectedValue2 = getUtxoSet(actualTargetValue, set2, randomized);
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if(selectedValue1 >= targetValue && selectedValue2 >= targetValue) {
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return List.of(getUtxos(set1), getUtxos(set2));
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}
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}
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return Collections.emptyList();
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}
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private long getUtxoSet(long targetValue, List<OutputGroup> selectedSet, List<OutputGroup> randomized) {
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long selectedValue = 0;
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while(selectedValue <= targetValue && !randomized.isEmpty()) {
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OutputGroup candidate = randomized.remove(0);
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OutputGroup existingTxGroup = getTransactionAlreadySelected(selectedSet, candidate);
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if(existingTxGroup != null) {
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if(candidate.getValue() > existingTxGroup.getValue()) {
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selectedSet.remove(existingTxGroup);
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selectedSet.add(candidate);
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}
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} else {
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selectedSet.add(candidate);
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}
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selectedValue = selectedSet.stream().mapToLong(OutputGroup::getEffectiveValue).sum();
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}
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return selectedValue;
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}
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private OutputGroup getTransactionAlreadySelected(List<OutputGroup> selected, OutputGroup candidateGroup) {
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for(OutputGroup selectedGroup : selected) {
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for(BlockTransactionHashIndex selectedUtxo : selectedGroup.getUtxos()) {
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for(BlockTransactionHashIndex candidateUtxo : candidateGroup.getUtxos()) {
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if(selectedUtxo.getHash().equals(candidateUtxo.getHash())) {
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return selectedGroup;
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}
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}
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}
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}
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return null;
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}
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private Collection<BlockTransactionHashIndex> getUtxos(List<OutputGroup> set) {
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return set.stream().flatMap(outputGroup -> outputGroup.getUtxos().stream()).collect(Collectors.toList());
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}
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}
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@ -1,7 +1,8 @@
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package com.sparrowwallet.drongo.wallet;
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import java.util.Collection;
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import java.util.List;
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public interface UtxoSelector {
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Collection<BlockTransactionHashIndex> select(long targetValue, Collection<OutputGroup> candidates);
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List<Collection<BlockTransactionHashIndex>> selectSets(long targetValue, Collection<OutputGroup> candidates);
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}
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@ -622,7 +622,7 @@ public class Wallet extends Persistable {
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return getFee(changeOutput, feeRate, longTermFeeRate);
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}
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public WalletTransaction createWalletTransaction(List<UtxoSelector> utxoSelectors, List<UtxoFilter> utxoFilters, List<Payment> payments, List<WalletNode> excludedChangeNodes, double feeRate, double longTermFeeRate, Long fee, Integer currentBlockHeight, boolean groupByAddress, boolean includeMempoolOutputs, boolean includeSpentMempoolOutputs) throws InsufficientFundsException {
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public WalletTransaction createWalletTransaction(List<UtxoSelector> utxoSelectors, List<UtxoFilter> utxoFilters, List<Payment> payments, Set<WalletNode> excludedChangeNodes, double feeRate, double longTermFeeRate, Long fee, Integer currentBlockHeight, boolean groupByAddress, boolean includeMempoolOutputs, boolean includeSpentMempoolOutputs) throws InsufficientFundsException {
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boolean sendMax = payments.stream().anyMatch(Payment::isSendMax);
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long totalPaymentAmount = payments.stream().map(Payment::getAmount).mapToLong(v -> v).sum();
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long totalUtxoValue = getWalletUtxos().keySet().stream().mapToLong(BlockTransactionHashIndex::getValue).sum();
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@ -644,8 +644,13 @@ public class Wallet extends Persistable {
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}
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while(true) {
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Map<BlockTransactionHashIndex, WalletNode> selectedUtxos = selectInputs(utxoSelectors, utxoFilters, valueRequiredAmt, feeRate, longTermFeeRate, groupByAddress, includeMempoolOutputs, includeSpentMempoolOutputs, sendMax);
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List<Map<BlockTransactionHashIndex, WalletNode>> selectedUtxoSets = selectInputSets(utxoSelectors, utxoFilters, valueRequiredAmt, feeRate, longTermFeeRate, groupByAddress, includeMempoolOutputs, includeSpentMempoolOutputs, sendMax);
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Map<BlockTransactionHashIndex, WalletNode> selectedUtxos = new HashMap<>();
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selectedUtxoSets.forEach(selectedUtxos::putAll);
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long totalSelectedAmt = selectedUtxos.keySet().stream().mapToLong(BlockTransactionHashIndex::getValue).sum();
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int numSets = selectedUtxoSets.size();
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List<Payment> txPayments = new ArrayList<>(payments);
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Set<WalletNode> txExcludedChangeNodes = new HashSet<>(excludedChangeNodes);
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Transaction transaction = new Transaction();
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transaction.setVersion(2);
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@ -663,8 +668,16 @@ public class Wallet extends Persistable {
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txInput.setSequenceNumber(TransactionInput.SEQUENCE_RBF_ENABLED);
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}
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for(int i = 1; i < numSets; i+=2) {
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WalletNode mixNode = getFreshNode(KeyPurpose.CHANGE);
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txExcludedChangeNodes.add(mixNode);
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Payment fakeMixPayment = new Payment(getAddress(mixNode), ".." + mixNode + " (Fake Mix)", totalPaymentAmount, false);
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fakeMixPayment.setType(Payment.Type.FAKE_MIX);
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txPayments.add(fakeMixPayment);
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}
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//Add recipient outputs
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for(Payment payment : payments) {
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for(Payment payment : txPayments) {
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transaction.addOutput(payment.getAmount(), payment.getAddress());
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}
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@ -689,7 +702,7 @@ public class Wallet extends Persistable {
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}
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//Calculate what is left over from selected utxos after paying recipient
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long differenceAmt = totalSelectedAmt - totalPaymentAmount;
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long differenceAmt = totalSelectedAmt - totalPaymentAmount * numSets;
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//If insufficient fee, increase value required from inputs to include the fee and try again
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if(differenceAmt < noChangeFeeRequiredAmt) {
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@ -703,38 +716,63 @@ public class Wallet extends Persistable {
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}
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//Determine if a change output is required by checking if its value is greater than its dust threshold
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long changeAmt = differenceAmt - noChangeFeeRequiredAmt;
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List<Long> setChangeAmts = getSetChangeAmounts(selectedUtxoSets, totalPaymentAmount, noChangeFeeRequiredAmt);
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double noChangeFeeRate = (fee == null ? feeRate : noChangeFeeRequiredAmt / transaction.getVirtualSize());
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long costOfChangeAmt = getCostOfChange(noChangeFeeRate, longTermFeeRate);
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if(changeAmt > costOfChangeAmt) {
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if(setChangeAmts.stream().allMatch(amt -> amt > costOfChangeAmt)) {
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//Change output is required, determine new fee once change output has been added
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WalletNode changeNode = getFreshNode(KeyPurpose.CHANGE);
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while(excludedChangeNodes.contains(changeNode)) {
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while(txExcludedChangeNodes.contains(changeNode)) {
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changeNode = getFreshNode(KeyPurpose.CHANGE, changeNode);
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}
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TransactionOutput changeOutput = new TransactionOutput(transaction, changeAmt, getOutputScript(changeNode));
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double changeVSize = noChangeVSize + changeOutput.getLength();
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TransactionOutput changeOutput = new TransactionOutput(transaction, setChangeAmts.iterator().next(), getOutputScript(changeNode));
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double changeVSize = noChangeVSize + changeOutput.getLength() * numSets;
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long changeFeeRequiredAmt = (fee == null ? (long)Math.floor(feeRate * changeVSize) : fee);
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changeFeeRequiredAmt = (fee == null && feeRate == Transaction.DEFAULT_MIN_RELAY_FEE ? changeFeeRequiredAmt + 1 : changeFeeRequiredAmt);
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//Recalculate the change amount with the new fee
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changeAmt = differenceAmt - changeFeeRequiredAmt;
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if(changeAmt < costOfChangeAmt) {
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//The new fee has meant that the change output is now dust. We pay too high a fee without change, but change is dust when added. Increase value required from inputs and try again
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valueRequiredAmt = totalSelectedAmt + 1;
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continue;
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while(changeFeeRequiredAmt % numSets > 0) {
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changeFeeRequiredAmt++;
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}
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//Add change output
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transaction.addOutput(changeAmt, getOutputScript(changeNode));
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//Add change output(s)
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Map<WalletNode, Long> changeMap = new LinkedHashMap<>();
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setChangeAmts = getSetChangeAmounts(selectedUtxoSets, totalPaymentAmount, changeFeeRequiredAmt);
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for(Long setChangeAmt : setChangeAmts) {
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transaction.addOutput(setChangeAmt, getOutputScript(changeNode));
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changeMap.put(changeNode, setChangeAmt);
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changeNode = getFreshNode(KeyPurpose.CHANGE, changeNode);
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}
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return new WalletTransaction(this, transaction, utxoSelectors, selectedUtxos, payments, changeNode, changeAmt, changeFeeRequiredAmt);
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if(setChangeAmts.stream().anyMatch(amt -> amt < costOfChangeAmt)) {
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//The new fee has meant that one of the change outputs is now dust. We pay too high a fee without change, but change is dust when added.
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if(numSets > 1) {
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//Maximize privacy. Pay a higher fee to keep multiple output sets.
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return new WalletTransaction(this, transaction, utxoSelectors, selectedUtxos, txPayments, differenceAmt);
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} else {
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//Maxmize efficiency. Increase value required from inputs and try again.
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valueRequiredAmt = totalSelectedAmt + 1;
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continue;
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}
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}
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return new WalletTransaction(this, transaction, utxoSelectors, selectedUtxos, txPayments, changeMap, changeFeeRequiredAmt);
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}
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return new WalletTransaction(this, transaction, utxoSelectors, selectedUtxos, payments, differenceAmt);
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return new WalletTransaction(this, transaction, utxoSelectors, selectedUtxos, txPayments, differenceAmt);
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}
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}
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private List<Long> getSetChangeAmounts(List<Map<BlockTransactionHashIndex, WalletNode>> selectedUtxoSets, long totalPaymentAmount, long feeRequiredAmt) {
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List<Long> changeAmts = new ArrayList<>();
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int numSets = selectedUtxoSets.size();
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for(Map<BlockTransactionHashIndex, WalletNode> selectedUtxoSet : selectedUtxoSets) {
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long setAmt = selectedUtxoSet.keySet().stream().mapToLong(BlockTransactionHashIndex::getValue).sum();
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long setChangeAmt = setAmt - (totalPaymentAmount + feeRequiredAmt / numSets);
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changeAmts.add(setChangeAmt);
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}
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return changeAmts;
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}
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public TransactionInput addDummySpendingInput(Transaction transaction, WalletNode walletNode, TransactionOutput prevTxOut) {
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if(getPolicyType().equals(PolicyType.SINGLE)) {
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ECKey pubKey = getPubKey(walletNode);
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@ -752,7 +790,7 @@ public class Wallet extends Persistable {
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}
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}
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private Map<BlockTransactionHashIndex, WalletNode> selectInputs(List<UtxoSelector> utxoSelectors, List<UtxoFilter> utxoFilters, Long targetValue, double feeRate, double longTermFeeRate, boolean groupByAddress, boolean includeMempoolOutputs, boolean includeSpentMempoolOutputs, boolean sendMax) throws InsufficientFundsException {
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private List<Map<BlockTransactionHashIndex, WalletNode>> selectInputSets(List<UtxoSelector> utxoSelectors, List<UtxoFilter> utxoFilters, Long targetValue, double feeRate, double longTermFeeRate, boolean groupByAddress, boolean includeMempoolOutputs, boolean includeSpentMempoolOutputs, boolean sendMax) throws InsufficientFundsException {
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List<OutputGroup> utxoPool = getGroupedUtxos(utxoFilters, feeRate, longTermFeeRate, groupByAddress, includeSpentMempoolOutputs);
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List<OutputGroup.Filter> filters = new ArrayList<>();
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@ -770,12 +808,19 @@ public class Wallet extends Persistable {
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List<OutputGroup> filteredPool = utxoPool.stream().filter(filter::isEligible).collect(Collectors.toList());
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for(UtxoSelector utxoSelector : utxoSelectors) {
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Collection<BlockTransactionHashIndex> selectedInputs = utxoSelector.select(targetValue, filteredPool);
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long total = selectedInputs.stream().mapToLong(BlockTransactionHashIndex::getValue).sum();
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if(total > targetValue) {
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Map<BlockTransactionHashIndex, WalletNode> utxos = getWalletUtxos(includeSpentMempoolOutputs);
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utxos.keySet().retainAll(selectedInputs);
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return utxos;
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List<Collection<BlockTransactionHashIndex>> selectedInputSets = utxoSelector.selectSets(targetValue, filteredPool);
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List<Map<BlockTransactionHashIndex, WalletNode>> selectedInputSetsList = new ArrayList<>();
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long total = 0;
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Map<BlockTransactionHashIndex, WalletNode> utxos = getWalletUtxos(includeSpentMempoolOutputs);
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for(Collection<BlockTransactionHashIndex> selectedInputs : selectedInputSets) {
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total += selectedInputs.stream().mapToLong(BlockTransactionHashIndex::getValue).sum();
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Map<BlockTransactionHashIndex, WalletNode> selectedInputsMap = new HashMap<>(utxos);
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selectedInputsMap.keySet().retainAll(selectedInputs);
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selectedInputSetsList.add(selectedInputsMap);
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}
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if(total > targetValue * selectedInputSetsList.size()) {
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return selectedInputSetsList;
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}
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}
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}
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@ -5,6 +5,7 @@ import com.sparrowwallet.drongo.protocol.Transaction;
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import com.sparrowwallet.drongo.psbt.PSBT;
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import java.util.ArrayList;
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import java.util.Collections;
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import java.util.List;
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import java.util.Map;
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@ -18,22 +19,20 @@ public class WalletTransaction {
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private final List<UtxoSelector> utxoSelectors;
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private final Map<BlockTransactionHashIndex, WalletNode> selectedUtxos;
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private final List<Payment> payments;
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private final WalletNode changeNode;
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private final long changeAmount;
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private final Map<WalletNode, Long> changeMap;
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private final long fee;
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public WalletTransaction(Wallet wallet, Transaction transaction, List<UtxoSelector> utxoSelectors, Map<BlockTransactionHashIndex, WalletNode> selectedUtxos, List<Payment> payments, long fee) {
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this(wallet, transaction, utxoSelectors, selectedUtxos, payments, null, 0L, fee);
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this(wallet, transaction, utxoSelectors, selectedUtxos, payments, Collections.emptyMap(), fee);
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}
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public WalletTransaction(Wallet wallet, Transaction transaction, List<UtxoSelector> utxoSelectors, Map<BlockTransactionHashIndex, WalletNode> selectedUtxos, List<Payment> payments, WalletNode changeNode, long changeAmount, long fee) {
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public WalletTransaction(Wallet wallet, Transaction transaction, List<UtxoSelector> utxoSelectors, Map<BlockTransactionHashIndex, WalletNode> selectedUtxos, List<Payment> payments, Map<WalletNode, Long> changeMap, long fee) {
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this.wallet = wallet;
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this.transaction = transaction;
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this.utxoSelectors = utxoSelectors;
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this.selectedUtxos = selectedUtxos;
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this.payments = payments;
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this.changeNode = changeNode;
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this.changeAmount = changeAmount;
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this.changeMap = changeMap;
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this.fee = fee;
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}
|
||||
|
||||
|
|
@ -61,16 +60,12 @@ public class WalletTransaction {
|
|||
return payments;
|
||||
}
|
||||
|
||||
public WalletNode getChangeNode() {
|
||||
return changeNode;
|
||||
public Map<WalletNode, Long> getChangeMap() {
|
||||
return changeMap;
|
||||
}
|
||||
|
||||
public Address getChangeAddress() {
|
||||
return getWallet().getAddress(getChangeNode());
|
||||
}
|
||||
|
||||
public long getChangeAmount() {
|
||||
return changeAmount;
|
||||
public Address getChangeAddress(WalletNode changeNode) {
|
||||
return getWallet().getAddress(changeNode);
|
||||
}
|
||||
|
||||
public long getFee() {
|
||||
|
|
|
|||
Loading…
Reference in a new issue