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calculate no inputs fee

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This commit is contained in:
Craig Raw 2020-07-14 13:36:12 +02:00
parent 9d272c0eb2
commit 832ca8f257
3 changed files with 35 additions and 22 deletions
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15
src/main/java/com/sparrowwallet/drongo/wallet/BnBUtxoSelector.java
View file

@ -4,19 +4,15 @@ import com.sparrowwallet.drongo.protocol.Transaction;
import java.util.*;
import static com.sparrowwallet.drongo.protocol.Transaction.WITNESS_SCALE_FACTOR;
public class BnBUtxoSelector implements UtxoSelector {
private static final int TOTAL_TRIES = 100000;
private final int noInputsWeightUnits;
private final Double feeRate;
private final long noInputsFee;
private final long costOfChangeValue;
public BnBUtxoSelector(Wallet wallet, int noInputsWeightUnits, Double feeRate, Double longTermFeeRate) {
this.noInputsWeightUnits = noInputsWeightUnits;
this.feeRate = feeRate;
this.costOfChangeValue = wallet.getCostOfChange(feeRate, longTermFeeRate);
public BnBUtxoSelector(long noInputsFee, long costOfChangeValue) {
this.noInputsFee = noInputsFee;
this.costOfChangeValue = costOfChangeValue;
}
@Override
@ -26,7 +22,7 @@ public class BnBUtxoSelector implements UtxoSelector {
long currentValue = 0;
ArrayDeque<Boolean> currentSelection = new ArrayDeque<>(utxoPool.size());
long actualTargetValue = targetValue + (long)(noInputsWeightUnits * feeRate / WITNESS_SCALE_FACTOR);
long actualTargetValue = targetValue + noInputsFee;
System.out.println("Selected must be: " + actualTargetValue + " < x < " + (actualTargetValue + costOfChangeValue));
long currentAvailableValue = utxoPool.stream().mapToLong(OutputGroup::getEffectiveValue).sum();
@ -131,7 +127,6 @@ public class BnBUtxoSelector implements UtxoSelector {
}
private void printCurrentUtxoSet(List<OutputGroup> utxoPool, ArrayDeque<Boolean> currentSelection, long currentValue) {
long noInputsFee = (long)(noInputsWeightUnits * feeRate / WITNESS_SCALE_FACTOR);
long inputsFee = 0;
StringJoiner joiner = new StringJoiner(" + ");
int i = 0;

32
src/main/java/com/sparrowwallet/drongo/wallet/KnapsackUtxoSelector.java
View file

@ -8,8 +8,16 @@ import java.util.stream.Collectors;
public class KnapsackUtxoSelector implements UtxoSelector {
private static final long MIN_CHANGE = Transaction.SATOSHIS_PER_BITCOIN / 100;
private final long noInputsFee;
public KnapsackUtxoSelector(long noInputsFee) {
this.noInputsFee = noInputsFee;
}
@Override
public Collection<BlockTransactionHashIndex> select(long targetValue, Collection<OutputGroup> candidates) {
long actualTargetValue = targetValue + noInputsFee;
List<OutputGroup> shuffled = new ArrayList<>(candidates);
Collections.shuffle(shuffled);
@ -18,9 +26,9 @@ public class KnapsackUtxoSelector implements UtxoSelector {
long totalLower = 0;
for(OutputGroup outputGroup : shuffled) {
if(outputGroup.getEffectiveValue() == targetValue) {
if(outputGroup.getEffectiveValue() == actualTargetValue) {
return new ArrayList<>(outputGroup.getUtxos());
} else if(outputGroup.getEffectiveValue() < targetValue + MIN_CHANGE) {
} else if(outputGroup.getEffectiveValue() < actualTargetValue + MIN_CHANGE) {
applicableGroups.add(outputGroup);
totalLower += outputGroup.getEffectiveValue();
} else if(lowestLarger == null || outputGroup.getEffectiveValue() < lowestLarger.getEffectiveValue()) {
@ -28,32 +36,32 @@ public class KnapsackUtxoSelector implements UtxoSelector {
}
}
if(totalLower == targetValue) {
if(totalLower == actualTargetValue) {
return applicableGroups.stream().flatMap(outputGroup -> outputGroup.getUtxos().stream()).collect(Collectors.toList());
}
if(totalLower < targetValue) {
if(totalLower < actualTargetValue) {
if(lowestLarger == null) {
return Collections.emptyList();
}
return lowestLarger.getUtxos();
}
//We now have a list of UTXOs that are all smaller than the target + MIN_CHANGE, but together sum to greater than targetValue
//We now have a list of UTXOs that are all smaller than the target + MIN_CHANGE, but together sum to greater than actualTargetValue
// Solve subset sum by stochastic approximation
applicableGroups.sort((a, b) -> (int)(b.getEffectiveValue() - a.getEffectiveValue()));
boolean[] bestSelection = new boolean[applicableGroups.size()];
long bestValue = findApproximateBestSubset(applicableGroups, totalLower, targetValue, bestSelection);
if(bestValue != targetValue && totalLower >= targetValue + MIN_CHANGE) {
bestValue = findApproximateBestSubset(applicableGroups, totalLower, targetValue + MIN_CHANGE, bestSelection);
long bestValue = findApproximateBestSubset(applicableGroups, totalLower, actualTargetValue, bestSelection);
if(bestValue != actualTargetValue && totalLower >= actualTargetValue + MIN_CHANGE) {
bestValue = findApproximateBestSubset(applicableGroups, totalLower, actualTargetValue + MIN_CHANGE, bestSelection);
}
// If we have a bigger coin and (either the stochastic approximation didn't find a good solution,
// or the next bigger coin is closer), return the bigger coin
if(lowestLarger != null && ((bestValue != targetValue && bestValue < targetValue + MIN_CHANGE) || lowestLarger.getEffectiveValue() <= bestValue)) {
if(lowestLarger != null && ((bestValue != actualTargetValue && bestValue < actualTargetValue + MIN_CHANGE) || lowestLarger.getEffectiveValue() <= bestValue)) {
return lowestLarger.getUtxos();
} else {
List<BlockTransactionHashIndex> utxos = new ArrayList<>();
@ -66,7 +74,7 @@ public class KnapsackUtxoSelector implements UtxoSelector {
}
}
private long findApproximateBestSubset(List<OutputGroup> groups, long totalLower, long targetValue, boolean[] bestSelection) {
private long findApproximateBestSubset(List<OutputGroup> groups, long totalLower, long actualTargetValue, boolean[] bestSelection) {
int iterations = 1000;
boolean[] includedSelection;
@ -76,7 +84,7 @@ public class KnapsackUtxoSelector implements UtxoSelector {
Random random = new Random();
for(int rep = 0; rep < iterations && bestValue != targetValue; rep++) {
for(int rep = 0; rep < iterations && bestValue != actualTargetValue; rep++) {
includedSelection = new boolean[groups.size()];
Arrays.fill(includedSelection, false);
long total = 0;
@ -94,7 +102,7 @@ public class KnapsackUtxoSelector implements UtxoSelector {
if(pass == 0 ? random.nextBoolean() : !includedSelection[i]) {
total += groups.get(i).getEffectiveValue();
includedSelection[i] = true;
if(total >= targetValue) {
if(total >= actualTargetValue) {
reachedTarget = true;
if(total < bestValue) {
bestValue = total;

10
src/main/java/com/sparrowwallet/drongo/wallet/Wallet.java
View file

@ -281,6 +281,16 @@ public class Wallet {
return (long)(feeRate * outputVbytes + longTermFeeRate * inputVbytes);
}
/**
* Determines the fee for a transaction from this wallet that has one output and no inputs
*
* @param recipientAddress The address to create the output to send to
* @return The determined fee
*/
public long getNoInputsFee(Address recipientAddress, Double feeRate) {
return (long)Math.ceil((double)getNoInputsWeightUnits(recipientAddress) * feeRate / (double)WITNESS_SCALE_FACTOR);
}
/**
* Determines the weight units for a transaction from this wallet that has one output and no inputs
*