Refactor OutputGroups to handle effective values, fees, and filtering

Instead of having callers set the fees, effective values, and filtering
of outputs, do these within OutputGroups themselves as member functions.

m_fee and m_long_term_fee is added to OutputGroup to track the fees of
the OutputGroup.
This commit is contained in:
Andrew Chow 2019-11-12 15:06:24 -05:00
parent 7d07e864b8
commit 9adc2f80fc
3 changed files with 54 additions and 21 deletions

View File

@ -5,6 +5,7 @@
#include <wallet/coinselection.h>
#include <optional.h>
#include <policy/feerate.h>
#include <util/system.h>
#include <util/moneystr.h>
@ -311,7 +312,9 @@ void OutputGroup::Insert(const CInputCoin& output, int depth, bool from_me, size
// descendants is the count as seen from the top ancestor, not the descendants as seen from the
// coin itself; thus, this value is counted as the max, not the sum
m_descendants = std::max(m_descendants, descendants);
effective_value = m_value;
effective_value += output.effective_value;
fee += output.m_fee;
long_term_fee += output.m_long_term_fee;
}
std::vector<CInputCoin>::iterator OutputGroup::Discard(const CInputCoin& output) {
@ -320,6 +323,8 @@ std::vector<CInputCoin>::iterator OutputGroup::Discard(const CInputCoin& output)
if (it == m_outputs.end()) return it;
m_value -= output.txout.nValue;
effective_value -= output.effective_value;
fee -= output.m_fee;
long_term_fee -= output.m_long_term_fee;
return m_outputs.erase(it);
}
@ -329,3 +334,35 @@ bool OutputGroup::EligibleForSpending(const CoinEligibilityFilter& eligibility_f
&& m_ancestors <= eligibility_filter.max_ancestors
&& m_descendants <= eligibility_filter.max_descendants;
}
void OutputGroup::SetFees(const CFeeRate effective_feerate, const CFeeRate long_term_feerate)
{
fee = 0;
long_term_fee = 0;
effective_value = 0;
for (CInputCoin& coin : m_outputs) {
coin.m_fee = coin.m_input_bytes < 0 ? 0 : effective_feerate.GetFee(coin.m_input_bytes);
fee += coin.m_fee;
coin.m_long_term_fee = coin.m_input_bytes < 0 ? 0 : long_term_feerate.GetFee(coin.m_input_bytes);
long_term_fee += coin.m_long_term_fee;
coin.effective_value = coin.txout.nValue - coin.m_fee;
effective_value += coin.effective_value;
}
}
OutputGroup OutputGroup::GetPositiveOnlyGroup()
{
OutputGroup group(*this);
for (auto it = group.m_outputs.begin(); it != group.m_outputs.end(); ) {
const CInputCoin& coin = *it;
// Only include outputs that are positive effective value (i.e. not dust)
if (coin.effective_value <= 0) {
it = group.Discard(coin);
} else {
++it;
}
}
return group;
}

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@ -9,6 +9,8 @@
#include <primitives/transaction.h>
#include <random.h>
class CFeeRate;
//! target minimum change amount
static constexpr CAmount MIN_CHANGE{COIN / 100};
//! final minimum change amount after paying for fees
@ -36,6 +38,8 @@ public:
COutPoint outpoint;
CTxOut txout;
CAmount effective_value;
CAmount m_fee{0};
CAmount m_long_term_fee{0};
/** Pre-computed estimated size of this output as a fully-signed input in a transaction. Can be -1 if it could not be calculated */
int m_input_bytes{-1};
@ -91,6 +95,10 @@ struct OutputGroup
void Insert(const CInputCoin& output, int depth, bool from_me, size_t ancestors, size_t descendants);
std::vector<CInputCoin>::iterator Discard(const CInputCoin& output);
bool EligibleForSpending(const CoinEligibilityFilter& eligibility_filter) const;
//! Update the OutputGroup's fee, long_term_fee, and effective_value based on the given feerates
void SetFees(const CFeeRate effective_feerate, const CFeeRate long_term_feerate);
OutputGroup GetPositiveOnlyGroup();
};
bool SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& target_value, const CAmount& cost_of_change, std::set<CInputCoin>& out_set, CAmount& value_ret, CAmount not_input_fees);

View File

@ -2320,27 +2320,15 @@ bool CWallet::SelectCoinsMinConf(const CAmount& nTargetValue, const CoinEligibil
for (OutputGroup& group : groups) {
if (!group.EligibleForSpending(eligibility_filter)) continue;
group.fee = 0;
group.long_term_fee = 0;
group.effective_value = 0;
for (auto it = group.m_outputs.begin(); it != group.m_outputs.end(); ) {
const CInputCoin& coin = *it;
CAmount effective_value = coin.txout.nValue - (coin.m_input_bytes < 0 ? 0 : coin_selection_params.effective_fee.GetFee(coin.m_input_bytes));
// Only include outputs that are positive effective value (i.e. not dust)
if (effective_value > 0) {
group.fee += coin.m_input_bytes < 0 ? 0 : coin_selection_params.effective_fee.GetFee(coin.m_input_bytes);
group.long_term_fee += coin.m_input_bytes < 0 ? 0 : long_term_feerate.GetFee(coin.m_input_bytes);
if (coin_selection_params.m_subtract_fee_outputs) {
group.effective_value += coin.txout.nValue;
} else {
group.effective_value += effective_value;
}
++it;
} else {
it = group.Discard(coin);
}
if (coin_selection_params.m_subtract_fee_outputs) {
// Set the effective feerate to 0 as we don't want to use the effective value since the fees will be deducted from the output
group.SetFees(CFeeRate(0) /* effective_feerate */, long_term_feerate);
} else {
group.SetFees(coin_selection_params.effective_fee, long_term_feerate);
}
if (group.effective_value > 0) utxo_pool.push_back(group);
OutputGroup pos_group = group.GetPositiveOnlyGroup();
if (pos_group.effective_value > 0) utxo_pool.push_back(pos_group);
}
// Calculate the fees for things that aren't inputs
CAmount not_input_fees = coin_selection_params.effective_fee.GetFee(coin_selection_params.tx_noinputs_size);