commit fe41c61be482303013df797efbdd8b1977513ba7
parent efc837b4aae2015028dd66e1928c05bf8430bd67
Author: ThomasV <thomasv@electrum.org>
Date: Thu, 21 Dec 2017 11:56:44 +0100
Merge pull request #3574 from SomberNight/coinchooser_uses_weights
more precise fee calculation
Diffstat:
2 files changed, 48 insertions(+), 18 deletions(-)
diff --git a/lib/coinchooser.py b/lib/coinchooser.py
@@ -68,7 +68,13 @@ class PRNG:
x[i], x[j] = x[j], x[i]
-Bucket = namedtuple('Bucket', ['desc', 'size', 'value', 'coins', 'min_height'])
+Bucket = namedtuple('Bucket',
+ ['desc',
+ 'weight', # as in BIP-141
+ 'value', # in satoshis
+ 'coins', # UTXOs
+ 'min_height', # min block height where a coin was confirmed
+ 'witness']) # whether any coin uses segwit
def strip_unneeded(bkts, sufficient_funds):
'''Remove buckets that are unnecessary in achieving the spend amount'''
@@ -91,12 +97,14 @@ class CoinChooserBase(PrintError):
buckets[key].append(coin)
def make_Bucket(desc, coins):
- weight = sum(Transaction.estimated_input_weight(coin)
- for coin in coins)
- size = Transaction.virtual_size_from_weight(weight)
+ witness = any(Transaction.is_segwit_input(coin) for coin in coins)
+ # note that we're guessing whether the tx uses segwit based
+ # on this single bucket
+ weight = sum(Transaction.estimated_input_weight(coin, witness)
+ for coin in coins)
value = sum(coin['value'] for coin in coins)
min_height = min(coin['height'] for coin in coins)
- return Bucket(desc, size, value, coins, min_height)
+ return Bucket(desc, weight, value, coins, min_height, witness)
return list(map(make_Bucket, buckets.keys(), buckets.values()))
@@ -169,10 +177,13 @@ class CoinChooserBase(PrintError):
def make_tx(self, coins, outputs, change_addrs, fee_estimator,
dust_threshold):
- '''Select unspent coins to spend to pay outputs. If the change is
+ """Select unspent coins to spend to pay outputs. If the change is
greater than dust_threshold (after adding the change output to
the transaction) it is kept, otherwise none is sent and it is
- added to the transaction fee.'''
+ added to the transaction fee.
+
+ Note: fee_estimator expects virtual bytes
+ """
# Deterministic randomness from coins
utxos = [c['prevout_hash'] + str(c['prevout_n']) for c in coins]
@@ -180,16 +191,36 @@ class CoinChooserBase(PrintError):
# Copy the ouputs so when adding change we don't modify "outputs"
tx = Transaction.from_io([], outputs[:])
- # Size of the transaction with no inputs and no change
- base_size = tx.estimated_size()
+ # Weight of the transaction with no inputs and no change
+ # Note: this will use legacy tx serialization as the need for "segwit"
+ # would be detected from inputs. The only side effect should be that the
+ # marker and flag are excluded, which is compensated in get_tx_weight()
+ base_weight = tx.estimated_weight()
spent_amount = tx.output_value()
+ def fee_estimator_w(weight):
+ return fee_estimator(Transaction.virtual_size_from_weight(weight))
+
+ def get_tx_weight(buckets):
+ total_weight = base_weight + sum(bucket.weight for bucket in buckets)
+ is_segwit_tx = any(bucket.witness for bucket in buckets)
+ if is_segwit_tx:
+ total_weight += 2 # marker and flag
+ # non-segwit inputs were previously assumed to have
+ # a witness of '' instead of '00' (hex)
+ # note that mixed legacy/segwit buckets are already ok
+ num_legacy_inputs = sum((not bucket.witness) * len(bucket.coins)
+ for bucket in buckets)
+ total_weight += num_legacy_inputs
+
+ return total_weight
+
def sufficient_funds(buckets):
'''Given a list of buckets, return True if it has enough
value to pay for the transaction'''
total_input = sum(bucket.value for bucket in buckets)
- total_size = sum(bucket.size for bucket in buckets) + base_size
- return total_input >= spent_amount + fee_estimator(total_size)
+ total_weight = get_tx_weight(buckets)
+ return total_input >= spent_amount + fee_estimator_w(total_weight)
# Collect the coins into buckets, choose a subset of the buckets
buckets = self.bucketize_coins(coins)
@@ -197,11 +228,11 @@ class CoinChooserBase(PrintError):
self.penalty_func(tx))
tx.add_inputs([coin for b in buckets for coin in b.coins])
- tx_size = base_size + sum(bucket.size for bucket in buckets)
+ tx_weight = get_tx_weight(buckets)
# This takes a count of change outputs and returns a tx fee
- output_size = Transaction.estimated_output_size(change_addrs[0])
- fee = lambda count: fee_estimator(tx_size + count * output_size)
+ output_weight = 4 * Transaction.estimated_output_size(change_addrs[0])
+ fee = lambda count: fee_estimator_w(tx_weight + count * output_weight)
change = self.change_outputs(tx, change_addrs, fee, dust_threshold)
tx.add_outputs(change)
diff --git a/lib/transaction.py b/lib/transaction.py
@@ -863,17 +863,16 @@ class Transaction:
return self.virtual_size_from_weight(weight)
@classmethod
- def estimated_input_weight(cls, txin):
+ def estimated_input_weight(cls, txin, is_segwit_tx):
'''Return an estimate of serialized input weight in weight units.'''
script = cls.input_script(txin, True)
input_size = len(cls.serialize_input(txin, script)) // 2
- # note: we should actually branch based on tx.is_segwit()
- # only if none of the inputs have a witness, is the size actually 0
if cls.is_segwit_input(txin):
+ assert is_segwit_tx
witness_size = len(cls.serialize_witness(txin, True)) // 2
else:
- witness_size = 0
+ witness_size = 1 if is_segwit_tx else 0
return 4 * input_size + witness_size
