electrum

Electrum Bitcoin wallet
git clone https://git.parazyd.org/electrum
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commit cb69aa80f7f9751ee5ed4699f93e4b00f8c59b10
parent e0b1bbfc4603556e646c41dec39d31a61a656c1a
Author: SomberNight <somber.night@protonmail.com>
Date:   Thu, 20 Jun 2019 22:40:57 +0200

coinchooser: don't spend buckets with negative effective value

Calculate the effective value of buckets, and filter <0 out.
Note that the filtering is done on the buckets, not per-coin.
This should better preserve the user's privacy in certain cases.

When the user "sends Max", as before, all UTXOs are selected,
even if they are not economical to spend.

see #5433

Diffstat:
Melectrum/coinchooser.py | 38++++++++++++++++++++++++++++++++------
Melectrum/simple_config.py | 6++++--
Melectrum/wallet.py | 15+++++++++++----
3 files changed, 47 insertions(+), 12 deletions(-)

diff --git a/electrum/coinchooser.py b/electrum/coinchooser.py @@ -25,6 +25,7 @@ from collections import defaultdict from math import floor, log10 from typing import NamedTuple, List, Callable +from decimal import Decimal from .bitcoin import sha256, COIN, TYPE_ADDRESS, is_address from .transaction import Transaction, TxOutput @@ -74,6 +75,7 @@ class Bucket(NamedTuple): desc: str weight: int # as in BIP-141 value: int # in satoshis + effective_value: int # estimate of value left after subtracting fees. in satoshis coins: List[dict] # UTXOs min_height: int # min block height where a coin was confirmed witness: bool # whether any coin uses segwit @@ -109,11 +111,14 @@ class CoinChooserBase(Logger): def keys(self, coins): raise NotImplementedError - def bucketize_coins(self, coins): + def bucketize_coins(self, coins, *, fee_estimator): keys = self.keys(coins) buckets = defaultdict(list) for key, coin in zip(keys, coins): buckets[key].append(coin) + # fee_estimator returns fee to be paid, for given vbytes. + # guess whether it is just returning a constant as follows. + constant_fee = fee_estimator(2000) == fee_estimator(200) def make_Bucket(desc, coins): witness = any(Transaction.is_segwit_input(coin, guess_for_address=True) for coin in coins) @@ -123,7 +128,23 @@ class CoinChooserBase(Logger): for coin in coins) value = sum(coin['value'] for coin in coins) min_height = min(coin['height'] for coin in coins) - return Bucket(desc, weight, value, coins, min_height, witness) + # the fee estimator is typically either a constant or a linear function, + # so the "function:" effective_value(bucket) will be homomorphic for addition + # i.e. effective_value(b1) + effective_value(b2) = effective_value(b1 + b2) + if constant_fee: + effective_value = value + else: + # when converting from weight to vBytes, instead of rounding up, + # keep fractional part, to avoid overestimating fee + fee = fee_estimator(Decimal(weight) / 4) + effective_value = value - fee + return Bucket(desc=desc, + weight=weight, + value=value, + effective_value=effective_value, + coins=coins, + min_height=min_height, + witness=witness) return list(map(make_Bucket, buckets.keys(), buckets.values())) @@ -287,8 +308,14 @@ class CoinChooserBase(Logger): dust_threshold=dust_threshold, base_weight=base_weight) - # Collect the coins into buckets, choose a subset of the buckets - all_buckets = self.bucketize_coins(coins) + # Collect the coins into buckets + all_buckets = self.bucketize_coins(coins, fee_estimator=fee_estimator) + # Filter some buckets out. Only keep those that have positive effective value. + # Note that this filtering is intentionally done on the bucket level + # instead of per-coin, as each bucket should be either fully spent or not at all. + # (e.g. CoinChooserPrivacy ensures that same-address coins go into one bucket) + all_buckets = list(filter(lambda b: b.effective_value > 0, all_buckets)) + # Choose a subset of the buckets scored_candidate = self.choose_buckets(all_buckets, sufficient_funds, self.penalty_func(base_tx, tx_from_buckets=tx_from_buckets)) tx = scored_candidate.tx @@ -334,8 +361,7 @@ class CoinChooserRandom(CoinChooserBase): candidates.add(tuple(sorted(permutation[:count + 1]))) break else: - # FIXME this assumes that the effective value of any bkt is >= 0 - # we should make sure not to choose buckets with <= 0 eff. val. + # note: this assumes that the effective value of any bkt is >= 0 raise NotEnoughFunds() candidates = [[buckets[n] for n in c] for c in candidates] diff --git a/electrum/simple_config.py b/electrum/simple_config.py @@ -533,14 +533,16 @@ class SimpleConfig(Logger): fee_per_kb = self.fee_per_kb() return fee_per_kb / 1000 if fee_per_kb is not None else None - def estimate_fee(self, size): + def estimate_fee(self, size: Union[int, float, Decimal]) -> int: fee_per_kb = self.fee_per_kb() if fee_per_kb is None: raise NoDynamicFeeEstimates() return self.estimate_fee_for_feerate(fee_per_kb, size) @classmethod - def estimate_fee_for_feerate(cls, fee_per_kb, size): + def estimate_fee_for_feerate(cls, fee_per_kb: Union[int, float, Decimal], + size: Union[int, float, Decimal]) -> int: + size = Decimal(size) fee_per_kb = Decimal(fee_per_kb) fee_per_byte = fee_per_kb / 1000 # to be consistent with what is displayed in the GUI, diff --git a/electrum/wallet.py b/electrum/wallet.py @@ -745,12 +745,13 @@ class Abstract_Wallet(AddressSynchronizer): base_tx.remove_signatures() base_tx.add_inputs_info(self) base_tx_fee = base_tx.get_fee() - relayfeerate = self.relayfee() / 1000 + relayfeerate = Decimal(self.relayfee()) / 1000 original_fee_estimator = fee_estimator - def fee_estimator(size: int) -> int: + def fee_estimator(size: Union[int, float, Decimal]) -> int: + size = Decimal(size) lower_bound = base_tx_fee + round(size * relayfeerate) lower_bound = lower_bound if not is_local else 0 - return max(lower_bound, original_fee_estimator(size)) + return int(max(lower_bound, original_fee_estimator(size))) txi = base_tx.inputs() txo = list(filter(lambda o: not self.is_change(o.address), base_tx.outputs())) old_change_addrs = [o.address for o in base_tx.outputs() if self.is_change(o.address)] @@ -763,7 +764,13 @@ class Abstract_Wallet(AddressSynchronizer): tx = coin_chooser.make_tx(coins, txi, outputs[:] + txo, change_addrs, fee_estimator, self.dust_threshold()) else: - # FIXME?? this might spend inputs with negative effective value... + # "spend max" branch + # note: This *will* spend inputs with negative effective value (if there are any). + # Given as the user is spending "max", and so might be abandoning the wallet, + # try to include all UTXOs, otherwise leftover might remain in the UTXO set + # forever. see #5433 + # note: Actually it might be the case that not all UTXOs from the wallet are + # being spent if the user manually selected UTXOs. sendable = sum(map(lambda x:x['value'], coins)) outputs[i_max] = outputs[i_max]._replace(value=0) tx = Transaction.from_io(coins, outputs[:])