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Merge bitcoin/bitcoin#26152: Bump unconfirmed ancestor transactions to target feerate

Browse Source 
f18f9ef4d3 Amend bumpfee for inputs with overlapping ancestry (Murch)
2e35e944da Bump unconfirmed parent txs to target feerate (Murch)
3e3e052411 coinselection: Move GetSelectionWaste into SelectionResult (Andrew Chow)
c57889da66 [node] interface to get bump fees (glozow)
c24851be94 Make MiniMinerMempoolEntry fields private (Murch)
ac6030e4d8 Remove unused imports (Murch)
d2f90c31ef Fix calculation of ancestor set feerates in test (Murch)
a1f7d986e0 Match tx names to index in miniminer overlap test (Murch)

Pull request description:

  Includes some commits to address follow-ups from #27021: https://github.com/bitcoin/bitcoin/pull/27021#issuecomment-1554675156

  Reduces the effective value of unconfirmed UTXOs by the fees necessary to bump their ancestor transactions to the same feerate.

  While the individual UTXOs always account for their full ancestry before coin-selection, we can correct potential overestimates with a second pass where we establish the ancestry and bump fee for the whole input set collectively.

  Fixes #9645
  Fixes #9864
  Fixes #15553

ACKs for top commit:
  S3RK:
    ACK f18f9ef4d3
  ismaelsadeeq:
    ACK f18f9ef4d3
  achow101:
    ACK f18f9ef4d3
  brunoerg:
    crACK f18f9ef4d3
  t-bast:
    ACK https://github.com/bitcoin/bitcoin/pull/26152/commits/f18f9ef4d31c70e2d71ab90a24511692821418c3, I reviewed the latest changes and run e2e tests against eclair, everything looks good 👍

Tree-SHA512: b65180c4243b1f9d13c311ada7a1c9f2f055d530d6c533b78c2068b50b8c29ac1321e89e85675b15515760d4f1b653ebd9da77b37c7be52d9bc565a3538f0aa6
This commit is contained in:
Andrew Chow committed 2023-09-14 16:08:37 -04:00
2 parents 541976b42e f18f9ef4d3
commit 459272d639
14 files changed
+1081 -312
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src/wallet/test/coinselector_tests.cpp
+168 -80
View File
@@ -58,15 +58,17 @@ static void add_coin(const CAmount& nValue, int nInput, SelectionResult& result)
result.AddInput(group);
}
static void add_coin(const CAmount& nValue, int nInput, CoinSet& set, CAmount fee = 0, CAmount long_term_fee = 0)
static void add_coin(const CAmount& nValue, int nInput, SelectionResult& result, CAmount fee, CAmount long_term_fee)
{
CMutableTransaction tx;
tx.vout.resize(nInput + 1);
tx.vout[nInput].nValue = nValue;
tx.nLockTime = nextLockTime++; // so all transactions get different hashes
COutput coin(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, /*input_bytes=*/ 148, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false, fee);
coin.long_term_fee = long_term_fee;
set.insert(std::make_shared<COutput>(coin));
std::shared_ptr<COutput> coin = std::make_shared<COutput>(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, /*input_bytes=*/ 148, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false, fee);
OutputGroup group;
group.Insert(coin, /*ancestors=*/ 0, /*descendants=*/ 0);
coin->long_term_fee = long_term_fee; // group.Insert() will modify long_term_fee, so we need to set it afterwards
result.AddInput(group);
}
static void add_coin(CoinsResult& available_coins, CWallet& wallet, const CAmount& nValue, CFeeRate feerate = CFeeRate(0), int nAge = 6*24, bool fIsFromMe = false, int nInput =0, bool spendable = false, int custom_size = 0)
@@ -827,7 +829,6 @@ BOOST_AUTO_TEST_CASE(SelectCoins_test)
BOOST_AUTO_TEST_CASE(waste_test)
{
CoinSet selection;
const CAmount fee{100};
const CAmount change_cost{125};
const CAmount fee_diff{40};
@@ -835,92 +836,179 @@ BOOST_AUTO_TEST_CASE(waste_test)
const CAmount target{2 * COIN};
const CAmount excess{in_amt - fee * 2 - target};
// Waste with change is the change cost and difference between fee and long term fee
add_coin(1 * COIN, 1, selection, fee, fee - fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee - fee_diff);
const CAmount waste1 = GetSelectionWaste(selection, change_cost, target);
BOOST_CHECK_EQUAL(fee_diff * 2 + change_cost, waste1);
selection.clear();
// The following tests that the waste is calculated correctly in various scenarios.
// ComputeAndSetWaste will first determine the size of the change output. We don't really
// care about the change and just want to use the variant that always includes the change_cost,
// so min_viable_change and change_fee are set to 0 to ensure that.
{
// Waste with change is the change cost and difference between fee and long term fee
SelectionResult selection1{target, SelectionAlgorithm::MANUAL};
add_coin(1 * COIN, 1, selection1, fee, fee - fee_diff);
add_coin(2 * COIN, 2, selection1, fee, fee - fee_diff);
selection1.ComputeAndSetWaste(/*min_viable_change=*/0, change_cost, /*change_fee=*/0);
BOOST_CHECK_EQUAL(fee_diff * 2 + change_cost, selection1.GetWaste());
// Waste without change is the excess and difference between fee and long term fee
add_coin(1 * COIN, 1, selection, fee, fee - fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee - fee_diff);
const CAmount waste_nochange1 = GetSelectionWaste(selection, 0, target);
BOOST_CHECK_EQUAL(fee_diff * 2 + excess, waste_nochange1);
selection.clear();
// Waste will be greater when fee is greater, but long term fee is the same
SelectionResult selection2{target, SelectionAlgorithm::MANUAL};
add_coin(1 * COIN, 1, selection2, fee * 2, fee - fee_diff);
add_coin(2 * COIN, 2, selection2, fee * 2, fee - fee_diff);
selection2.ComputeAndSetWaste(/*min_viable_change=*/0, change_cost, /*change_fee=*/0);
BOOST_CHECK_GT(selection2.GetWaste(), selection1.GetWaste());
// Waste with change and fee == long term fee is just cost of change
add_coin(1 * COIN, 1, selection, fee, fee);
add_coin(2 * COIN, 2, selection, fee, fee);
BOOST_CHECK_EQUAL(change_cost, GetSelectionWaste(selection, change_cost, target));
selection.clear();
// Waste with change is the change cost and difference between fee and long term fee
// With long term fee greater than fee, waste should be less than when long term fee is less than fee
SelectionResult selection3{target, SelectionAlgorithm::MANUAL};
add_coin(1 * COIN, 1, selection3, fee, fee + fee_diff);
add_coin(2 * COIN, 2, selection3, fee, fee + fee_diff);
selection3.ComputeAndSetWaste(/*min_viable_change=*/0, change_cost, /*change_fee=*/0);
BOOST_CHECK_EQUAL(fee_diff * -2 + change_cost, selection3.GetWaste());
BOOST_CHECK_LT(selection3.GetWaste(), selection1.GetWaste());
}
// Waste without change and fee == long term fee is just the excess
add_coin(1 * COIN, 1, selection, fee, fee);
add_coin(2 * COIN, 2, selection, fee, fee);
BOOST_CHECK_EQUAL(excess, GetSelectionWaste(selection, 0, target));
selection.clear();
{
// Waste without change is the excess and difference between fee and long term fee
SelectionResult selection_nochange1{target, SelectionAlgorithm::MANUAL};
add_coin(1 * COIN, 1, selection_nochange1, fee, fee - fee_diff);
add_coin(2 * COIN, 2, selection_nochange1, fee, fee - fee_diff);
selection_nochange1.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0);
BOOST_CHECK_EQUAL(fee_diff * 2 + excess, selection_nochange1.GetWaste());
// Waste will be greater when fee is greater, but long term fee is the same
add_coin(1 * COIN, 1, selection, fee * 2, fee - fee_diff);
add_coin(2 * COIN, 2, selection, fee * 2, fee - fee_diff);
const CAmount waste2 = GetSelectionWaste(selection, change_cost, target);
BOOST_CHECK_GT(waste2, waste1);
selection.clear();
// Waste without change is the excess and difference between fee and long term fee
// With long term fee greater than fee, waste should be less than when long term fee is less than fee
SelectionResult selection_nochange2{target, SelectionAlgorithm::MANUAL};
add_coin(1 * COIN, 1, selection_nochange2, fee, fee + fee_diff);
add_coin(2 * COIN, 2, selection_nochange2, fee, fee + fee_diff);
selection_nochange2.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0);
BOOST_CHECK_EQUAL(fee_diff * -2 + excess, selection_nochange2.GetWaste());
BOOST_CHECK_LT(selection_nochange2.GetWaste(), selection_nochange1.GetWaste());
}
// Waste with change is the change cost and difference between fee and long term fee
// With long term fee greater than fee, waste should be less than when long term fee is less than fee
add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
const CAmount waste3 = GetSelectionWaste(selection, change_cost, target);
BOOST_CHECK_EQUAL(fee_diff * -2 + change_cost, waste3);
BOOST_CHECK_LT(waste3, waste1);
selection.clear();
{
// Waste with change and fee == long term fee is just cost of change
SelectionResult selection{target, SelectionAlgorithm::MANUAL};
add_coin(1 * COIN, 1, selection, fee, fee);
add_coin(2 * COIN, 2, selection, fee, fee);
selection.ComputeAndSetWaste(/*min_viable_change=*/0, change_cost, /*change_fee=*/0);
BOOST_CHECK_EQUAL(change_cost, selection.GetWaste());
}
// Waste without change is the excess and difference between fee and long term fee
// With long term fee greater than fee, waste should be less than when long term fee is less than fee
add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
const CAmount waste_nochange2 = GetSelectionWaste(selection, 0, target);
BOOST_CHECK_EQUAL(fee_diff * -2 + excess, waste_nochange2);
BOOST_CHECK_LT(waste_nochange2, waste_nochange1);
selection.clear();
{
// Waste without change and fee == long term fee is just the excess
SelectionResult selection{target, SelectionAlgorithm::MANUAL};
add_coin(1 * COIN, 1, selection, fee, fee);
add_coin(2 * COIN, 2, selection, fee, fee);
selection.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0);
BOOST_CHECK_EQUAL(excess, selection.GetWaste());
}
// No Waste when fee == long_term_fee, no change, and no excess
add_coin(1 * COIN, 1, selection, fee, fee);
add_coin(2 * COIN, 2, selection, fee, fee);
const CAmount exact_target{in_amt - fee * 2};
BOOST_CHECK_EQUAL(0, GetSelectionWaste(selection, /*change_cost=*/0, exact_target));
selection.clear();
{
// No Waste when fee == long_term_fee, no change, and no excess
const CAmount exact_target{in_amt - fee * 2};
SelectionResult selection{exact_target, SelectionAlgorithm::MANUAL};
add_coin(1 * COIN, 1, selection, fee, fee);
add_coin(2 * COIN, 2, selection, fee, fee);
selection.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0);
BOOST_CHECK_EQUAL(0, selection.GetWaste());
}
// No Waste when (fee - long_term_fee) == (-cost_of_change), and no excess
const CAmount new_change_cost{fee_diff * 2};
add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
BOOST_CHECK_EQUAL(0, GetSelectionWaste(selection, new_change_cost, target));
selection.clear();
{
// No Waste when (fee - long_term_fee) == (-cost_of_change), and no excess
SelectionResult selection{target, SelectionAlgorithm::MANUAL};
const CAmount new_change_cost{fee_diff * 2};
add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
selection.ComputeAndSetWaste(/*min_viable_change=*/0, new_change_cost, /*change_fee=*/0);
BOOST_CHECK_EQUAL(0, selection.GetWaste());
}
// No Waste when (fee - long_term_fee) == (-excess), no change cost
const CAmount new_target{in_amt - fee * 2 - fee_diff * 2};
add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
BOOST_CHECK_EQUAL(0, GetSelectionWaste(selection, /*change_cost=*/ 0, new_target));
selection.clear();
{
// No Waste when (fee - long_term_fee) == (-excess), no change cost
const CAmount new_target{in_amt - fee * 2 - fee_diff * 2};
SelectionResult selection{new_target, SelectionAlgorithm::MANUAL};
add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
selection.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0);
BOOST_CHECK_EQUAL(0, selection.GetWaste());
}
// Negative waste when the long term fee is greater than the current fee and the selected value == target
const CAmount exact_target1{3 * COIN - 2 * fee};
const CAmount target_waste1{-2 * fee_diff}; // = (2 * fee) - (2 * (fee + fee_diff))
add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
BOOST_CHECK_EQUAL(target_waste1, GetSelectionWaste(selection, /*change_cost=*/ 0, exact_target1));
selection.clear();
{
// Negative waste when the long term fee is greater than the current fee and the selected value == target
const CAmount exact_target{3 * COIN - 2 * fee};
SelectionResult selection{exact_target, SelectionAlgorithm::MANUAL};
const CAmount target_waste1{-2 * fee_diff}; // = (2 * fee) - (2 * (fee + fee_diff))
add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
selection.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0);
BOOST_CHECK_EQUAL(target_waste1, selection.GetWaste());
}
// Negative waste when the long term fee is greater than the current fee and change_cost < - (inputs * (fee - long_term_fee))
const CAmount large_fee_diff{90};
const CAmount target_waste2{-2 * large_fee_diff + change_cost}; // = (2 * fee) - (2 * (fee + large_fee_diff)) + change_cost
add_coin(1 * COIN, 1, selection, fee, fee + large_fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee + large_fee_diff);
BOOST_CHECK_EQUAL(target_waste2, GetSelectionWaste(selection, change_cost, target));
{
// Negative waste when the long term fee is greater than the current fee and change_cost < - (inputs * (fee - long_term_fee))
SelectionResult selection{target, SelectionAlgorithm::MANUAL};
const CAmount large_fee_diff{90};
const CAmount target_waste2{-2 * large_fee_diff + change_cost}; // = (2 * fee) - (2 * (fee + large_fee_diff)) + change_cost
add_coin(1 * COIN, 1, selection, fee, fee + large_fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee + large_fee_diff);
selection.ComputeAndSetWaste(/*min_viable_change=*/0, change_cost, /*change_fee=*/0);
BOOST_CHECK_EQUAL(target_waste2, selection.GetWaste());
}
}
BOOST_AUTO_TEST_CASE(bump_fee_test)
{
const CAmount fee{100};
const CAmount min_viable_change{200};
const CAmount change_cost{125};
const CAmount change_fee{35};
const CAmount fee_diff{40};
const CAmount target{2 * COIN};
{
SelectionResult selection{target, SelectionAlgorithm::MANUAL};
add_coin(1 * COIN, 1, selection, /*fee=*/fee, /*long_term_fee=*/fee + fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
const std::vector<std::shared_ptr<COutput>> inputs = selection.GetShuffledInputVector();
for (size_t i = 0; i < inputs.size(); ++i) {
inputs[i]->ApplyBumpFee(20*(i+1));
}
selection.ComputeAndSetWaste(min_viable_change, change_cost, change_fee);
CAmount expected_waste = fee_diff * -2 + change_cost + /*bump_fees=*/60;
BOOST_CHECK_EQUAL(expected_waste, selection.GetWaste());
selection.SetBumpFeeDiscount(30);
selection.ComputeAndSetWaste(min_viable_change, change_cost, change_fee);
expected_waste = fee_diff * -2 + change_cost + /*bump_fees=*/60 - /*group_discount=*/30;
BOOST_CHECK_EQUAL(expected_waste, selection.GetWaste());
}
{
// Test with changeless transaction
//
// Bump fees and excess both contribute fully to the waste score,
// therefore, a bump fee group discount will not change the waste
// score as long as we do not create change in both instances.
CAmount changeless_target = 3 * COIN - 2 * fee - 100;
SelectionResult selection{changeless_target, SelectionAlgorithm::MANUAL};
add_coin(1 * COIN, 1, selection, /*fee=*/fee, /*long_term_fee=*/fee + fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
const std::vector<std::shared_ptr<COutput>> inputs = selection.GetShuffledInputVector();
for (size_t i = 0; i < inputs.size(); ++i) {
inputs[i]->ApplyBumpFee(20*(i+1));
}
selection.ComputeAndSetWaste(min_viable_change, change_cost, change_fee);
CAmount expected_waste = fee_diff * -2 + /*bump_fees=*/60 + /*excess = 100 - bump_fees*/40;
BOOST_CHECK_EQUAL(expected_waste, selection.GetWaste());
selection.SetBumpFeeDiscount(30);
selection.ComputeAndSetWaste(min_viable_change, change_cost, change_fee);
expected_waste = fee_diff * -2 + /*bump_fees=*/60 - /*group_discount=*/30 + /*excess = 100 - bump_fees + group_discount*/70;
BOOST_CHECK_EQUAL(expected_waste, selection.GetWaste());
}
}
BOOST_AUTO_TEST_CASE(effective_value_test)