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[wallet, rpc]: add max_tx_weight to tx funding options
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This allows a transaction's weight to be bound under a certain
weight if possible and desired. This can be beneficial for future
RBF attempts, or whenever a more restricted spend topology is
desired.

Co-authored-by: Greg Sanders <gsanders87@gmail.com>
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ismaelsadeeq and instagibbs committed Jun 27, 2024
1 parent b6fc504 commit 734076c
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Showing 9 changed files with 119 additions and 17 deletions.
3 changes: 3 additions & 0 deletions src/rpc/client.cpp
Original file line number Diff line number Diff line change
Expand Up @@ -146,6 +146,7 @@ static const CRPCConvertParam vRPCConvertParams[] =
{ "fundrawtransaction", 1, "conf_target"},
{ "fundrawtransaction", 1, "replaceable"},
{ "fundrawtransaction", 1, "solving_data"},
{ "fundrawtransaction", 1, "max_tx_weight"},
{ "fundrawtransaction", 2, "iswitness" },
{ "walletcreatefundedpsbt", 0, "inputs" },
{ "walletcreatefundedpsbt", 1, "outputs" },
Expand All @@ -164,6 +165,7 @@ static const CRPCConvertParam vRPCConvertParams[] =
{ "walletcreatefundedpsbt", 3, "conf_target"},
{ "walletcreatefundedpsbt", 3, "replaceable"},
{ "walletcreatefundedpsbt", 3, "solving_data"},
{ "walletcreatefundedpsbt", 3, "max_tx_weight"},
{ "walletcreatefundedpsbt", 4, "bip32derivs" },
{ "walletprocesspsbt", 1, "sign" },
{ "walletprocesspsbt", 3, "bip32derivs" },
Expand Down Expand Up @@ -208,6 +210,7 @@ static const CRPCConvertParam vRPCConvertParams[] =
{ "send", 4, "conf_target"},
{ "send", 4, "replaceable"},
{ "send", 4, "solving_data"},
{ "send", 4, "max_tx_weight"},
{ "sendall", 0, "recipients" },
{ "sendall", 1, "conf_target" },
{ "sendall", 3, "fee_rate"},
Expand Down
2 changes: 2 additions & 0 deletions src/wallet/coincontrol.h
Original file line number Diff line number Diff line change
Expand Up @@ -115,6 +115,8 @@ class CCoinControl
std::optional<uint32_t> m_locktime;
//! Version
std::optional<uint32_t> m_version;
//! Caps weight of resulting tx
std::optional<int> m_max_tx_weight{std::nullopt};

CCoinControl();

Expand Down
31 changes: 23 additions & 8 deletions src/wallet/coinselection.cpp
Original file line number Diff line number Diff line change
Expand Up @@ -597,11 +597,12 @@ util::Result<SelectionResult> SelectCoinsSRD(const std::vector<OutputGroup>& utx
* nTargetValue, with indices corresponding to groups. If the ith
* entry is true, that means the ith group in groups was selected.
* param@[out] nBest Total amount of subset chosen that is closest to nTargetValue.
* paramp[in] max_selection_weight The maximum allowed weight for a selection result to be valid.
* param@[in] iterations Maximum number of tries.
*/
static void ApproximateBestSubset(FastRandomContext& insecure_rand, const std::vector<OutputGroup>& groups,
const CAmount& nTotalLower, const CAmount& nTargetValue,
std::vector<char>& vfBest, CAmount& nBest, int iterations = 1000)
std::vector<char>& vfBest, CAmount& nBest, int max_selection_weight, int iterations = 1000)
{
std::vector<char> vfIncluded;

Expand All @@ -613,6 +614,7 @@ static void ApproximateBestSubset(FastRandomContext& insecure_rand, const std::v
{
vfIncluded.assign(groups.size(), false);
CAmount nTotal = 0;
int selected_coins_weight{0};
bool fReachedTarget = false;
for (int nPass = 0; nPass < 2 && !fReachedTarget; nPass++)
{
Expand All @@ -627,9 +629,9 @@ static void ApproximateBestSubset(FastRandomContext& insecure_rand, const std::v
if (nPass == 0 ? insecure_rand.randbool() : !vfIncluded[i])
{
nTotal += groups[i].GetSelectionAmount();
selected_coins_weight += groups[i].m_weight;
vfIncluded[i] = true;
if (nTotal >= nTargetValue)
{
if (nTotal >= nTargetValue && selected_coins_weight <= max_selection_weight) {
fReachedTarget = true;
// If the total is between nTargetValue and nBest, it's our new best
// approximation.
Expand All @@ -639,6 +641,7 @@ static void ApproximateBestSubset(FastRandomContext& insecure_rand, const std::v
vfBest = vfIncluded;
}
nTotal -= groups[i].GetSelectionAmount();
selected_coins_weight -= groups[i].m_weight;
vfIncluded[i] = false;
}
}
Expand All @@ -652,6 +655,7 @@ util::Result<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, c
{
SelectionResult result(nTargetValue, SelectionAlgorithm::KNAPSACK);

bool max_weight_exceeded{false};
// List of values less than target
std::optional<OutputGroup> lowest_larger;
// Groups with selection amount smaller than the target and any change we might produce.
Expand All @@ -662,6 +666,10 @@ util::Result<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, c
Shuffle(groups.begin(), groups.end(), rng);

for (const OutputGroup& group : groups) {
if (group.m_weight > max_selection_weight) {
max_weight_exceeded = true;
continue;
}
if (group.GetSelectionAmount() == nTargetValue) {
result.AddInput(group);
return result;
Expand All @@ -677,11 +685,18 @@ util::Result<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, c
for (const auto& group : applicable_groups) {
result.AddInput(group);
}
return result;
if (result.GetWeight() <= max_selection_weight) return result;
else max_weight_exceeded = true;

// Try something else
result.Clear();
}

if (nTotalLower < nTargetValue) {
if (!lowest_larger) return util::Error();
if (!lowest_larger) {
if (max_weight_exceeded) return ErrorMaxWeightExceeded();
return util::Error();
}
result.AddInput(*lowest_larger);
return result;
}
Expand All @@ -691,9 +706,9 @@ util::Result<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, c
std::vector<char> vfBest;
CAmount nBest;

ApproximateBestSubset(rng, applicable_groups, nTotalLower, nTargetValue, vfBest, nBest);
ApproximateBestSubset(rng, applicable_groups, nTotalLower, nTargetValue, vfBest, nBest, max_selection_weight);
if (nBest != nTargetValue && nTotalLower >= nTargetValue + change_target) {
ApproximateBestSubset(rng, applicable_groups, nTotalLower, nTargetValue + change_target, vfBest, nBest);
ApproximateBestSubset(rng, applicable_groups, nTotalLower, nTargetValue + change_target, vfBest, nBest, max_selection_weight);
}

// If we have a bigger coin and (either the stochastic approximation didn't find a good solution,
Expand Down Expand Up @@ -728,7 +743,7 @@ util::Result<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, c
LogPrint(BCLog::SELECTCOINS, "%stotal %s\n", log_message, FormatMoney(nBest));
}
}

Assume(result.GetWeight() <= max_selection_weight);
return result;
}

Expand Down
8 changes: 6 additions & 2 deletions src/wallet/coinselection.h
Original file line number Diff line number Diff line change
Expand Up @@ -174,10 +174,13 @@ struct CoinSelectionParams {
* 1) Received from other wallets, 2) replacing other txs, 3) that have been replaced.
*/
bool m_include_unsafe_inputs = false;
/** The maximum weight for this transaction. */
std::optional<int> m_max_tx_weight{std::nullopt};

CoinSelectionParams(FastRandomContext& rng_fast, int change_output_size, int change_spend_size,
CAmount min_change_target, CFeeRate effective_feerate,
CFeeRate long_term_feerate, CFeeRate discard_feerate, int tx_noinputs_size, bool avoid_partial)
CFeeRate long_term_feerate, CFeeRate discard_feerate, int tx_noinputs_size, bool avoid_partial,
std::optional<int> max_tx_weight = std::nullopt)
: rng_fast{rng_fast},
change_output_size(change_output_size),
change_spend_size(change_spend_size),
Expand All @@ -186,7 +189,8 @@ struct CoinSelectionParams {
m_long_term_feerate(long_term_feerate),
m_discard_feerate(discard_feerate),
tx_noinputs_size(tx_noinputs_size),
m_avoid_partial_spends(avoid_partial)
m_avoid_partial_spends(avoid_partial),
m_max_tx_weight(max_tx_weight)
{
}
CoinSelectionParams(FastRandomContext& rng_fast)
Expand Down
14 changes: 14 additions & 0 deletions src/wallet/rpc/spend.cpp
Original file line number Diff line number Diff line change
Expand Up @@ -542,6 +542,7 @@ CreatedTransactionResult FundTransaction(CWallet& wallet, const CMutableTransact
{"minconf", UniValueType(UniValue::VNUM)},
{"maxconf", UniValueType(UniValue::VNUM)},
{"input_weights", UniValueType(UniValue::VARR)},
{"max_tx_weight", UniValueType(UniValue::VNUM)},
},
true, true);

Expand Down Expand Up @@ -701,6 +702,10 @@ CreatedTransactionResult FundTransaction(CWallet& wallet, const CMutableTransact
}
}

if (options.exists("max_tx_weight")) {
coinControl.m_max_tx_weight = options["max_tx_weight"].getInt<int>();
}

if (recipients.empty())
throw JSONRPCError(RPC_INVALID_PARAMETER, "TX must have at least one output");

Expand Down Expand Up @@ -786,6 +791,8 @@ RPCHelpMan fundrawtransaction()
},
},
},
{"max_tx_weight", RPCArg::Type::NUM, RPCArg::Default{MAX_STANDARD_TX_WEIGHT}, "The maximum acceptable transaction weight.\n"
"Transaction building will fail if this can not be satisfied."},
},
FundTxDoc()),
RPCArgOptions{
Expand Down Expand Up @@ -1240,6 +1247,8 @@ RPCHelpMan send()
{"vout_index", RPCArg::Type::NUM, RPCArg::Optional::OMITTED, "The zero-based output index, before a change output is added."},
},
},
{"max_tx_weight", RPCArg::Type::NUM, RPCArg::Default{MAX_STANDARD_TX_WEIGHT}, "The maximum acceptable transaction weight.\n"
"Transaction building will fail if this can not be satisfied."},
},
FundTxDoc()),
RPCArgOptions{.oneline_description="options"}},
Expand Down Expand Up @@ -1287,6 +1296,9 @@ RPCHelpMan send()
// Automatically select coins, unless at least one is manually selected. Can
// be overridden by options.add_inputs.
coin_control.m_allow_other_inputs = rawTx.vin.size() == 0;
if (options.exists("max_tx_weight")) {
coin_control.m_max_tx_weight = options["max_tx_weight"].getInt<int>();
}
SetOptionsInputWeights(options["inputs"], options);
// Clear tx.vout since it is not meant to be used now that we are passing outputs directly.
// This sets us up for a future PR to completely remove tx from the function signature in favor of passing inputs directly
Expand Down Expand Up @@ -1697,6 +1709,8 @@ RPCHelpMan walletcreatefundedpsbt()
{"vout_index", RPCArg::Type::NUM, RPCArg::Optional::OMITTED, "The zero-based output index, before a change output is added."},
},
},
{"max_tx_weight", RPCArg::Type::NUM, RPCArg::Default{MAX_STANDARD_TX_WEIGHT}, "The maximum acceptable transaction weight.\n"
"Transaction building will fail if this can not be satisfied."},
},
FundTxDoc()),
RPCArgOptions{.oneline_description="options"}},
Expand Down
21 changes: 17 additions & 4 deletions src/wallet/spend.cpp
Original file line number Diff line number Diff line change
Expand Up @@ -696,7 +696,12 @@ util::Result<SelectionResult> ChooseSelectionResult(interfaces::Chain& chain, co
};

// Maximum allowed weight for selected coins.
int max_selection_weight = MAX_STANDARD_TX_WEIGHT - (coin_selection_params.tx_noinputs_size * WITNESS_SCALE_FACTOR);
int max_transaction_weight = coin_selection_params.m_max_tx_weight.value_or(MAX_STANDARD_TX_WEIGHT);
int tx_weight_no_input = coin_selection_params.tx_noinputs_size * WITNESS_SCALE_FACTOR;
int max_selection_weight = max_transaction_weight - tx_weight_no_input;
if (max_selection_weight <= 0) {
return util::Error{_("Maximum transaction weight is less than transaction weight without inputs")};
}

// SFFO frequently causes issues in the context of changeless input sets: skip BnB when SFFO is active
if (!coin_selection_params.m_subtract_fee_outputs) {
Expand All @@ -706,7 +711,11 @@ util::Result<SelectionResult> ChooseSelectionResult(interfaces::Chain& chain, co
}

// Deduct change weight because remaining Coin Selection algorithms can create change output
max_selection_weight -= (coin_selection_params.change_output_size * WITNESS_SCALE_FACTOR);
int change_outputs_weight = coin_selection_params.change_output_size * WITNESS_SCALE_FACTOR;
max_selection_weight -= change_outputs_weight;
if (max_selection_weight < 0 && results.empty()) {
return util::Error{_("Maximum transaction weight is too low, can not accommodate change output")};
}

// The knapsack solver has some legacy behavior where it will spend dust outputs. We retain this behavior, so don't filter for positive only here.
if (auto knapsack_result{KnapsackSolver(groups.mixed_group, nTargetValue, coin_selection_params.m_min_change_target, coin_selection_params.rng_fast, max_selection_weight)}) {
Expand Down Expand Up @@ -801,7 +810,7 @@ util::Result<SelectionResult> SelectCoins(const CWallet& wallet, CoinsResult& av
coin_selection_params.m_change_fee);

// Verify we haven't exceeded the maximum allowed weight
int max_inputs_weight = MAX_STANDARD_TX_WEIGHT - (coin_selection_params.tx_noinputs_size * WITNESS_SCALE_FACTOR);
int max_inputs_weight = coin_selection_params.m_max_tx_weight.value_or(MAX_STANDARD_TX_WEIGHT) - (coin_selection_params.tx_noinputs_size * WITNESS_SCALE_FACTOR);
if (op_selection_result->GetWeight() > max_inputs_weight) {
return util::Error{_("The combination of the pre-selected inputs and the wallet automatic inputs selection exceeds the transaction maximum weight. "
"Please try sending a smaller amount or manually consolidating your wallet's UTXOs")};
Expand Down Expand Up @@ -1002,7 +1011,11 @@ static util::Result<CreatedTransactionResult> CreateTransactionInternal(
CoinSelectionParams coin_selection_params{rng_fast}; // Parameters for coin selection, init with dummy
coin_selection_params.m_avoid_partial_spends = coin_control.m_avoid_partial_spends;
coin_selection_params.m_include_unsafe_inputs = coin_control.m_include_unsafe_inputs;

coin_selection_params.m_max_tx_weight = coin_control.m_max_tx_weight.value_or(MAX_STANDARD_TX_WEIGHT);
int minimum_tx_weight = MIN_STANDARD_TX_NONWITNESS_SIZE * WITNESS_SCALE_FACTOR;
if (coin_selection_params.m_max_tx_weight.value() < minimum_tx_weight || coin_selection_params.m_max_tx_weight.value() > MAX_STANDARD_TX_WEIGHT) {
return util::Error{strprintf(_("Maximum transaction weight must be between %d and %d"), minimum_tx_weight, MAX_STANDARD_TX_WEIGHT)};
}
// Set the long term feerate estimate to the wallet's consolidate feerate
coin_selection_params.m_long_term_feerate = wallet.m_consolidate_feerate;

Expand Down
11 changes: 8 additions & 3 deletions src/wallet/test/fuzz/coinselection.cpp
Original file line number Diff line number Diff line change
Expand Up @@ -256,29 +256,34 @@ FUZZ_TARGET(coinselection)
(void)group.EligibleForSpending(filter);
}

int max_selection_weight = fuzzed_data_provider.ConsumeIntegralInRange<int>(0, std::numeric_limits<int>::max());

// Run coinselection algorithms
auto result_bnb = coin_params.m_subtract_fee_outputs ? util::Error{Untranslated("BnB disabled when SFFO is enabled")} :
SelectCoinsBnB(group_pos, target, coin_params.m_cost_of_change, MAX_STANDARD_TX_WEIGHT);
SelectCoinsBnB(group_pos, target, coin_params.m_cost_of_change, max_selection_weight);
if (result_bnb) {
assert(result_bnb->GetChange(coin_params.min_viable_change, coin_params.m_change_fee) == 0);
assert(result_bnb->GetSelectedValue() >= target);
assert(result_bnb->GetWeight() <= max_selection_weight);
(void)result_bnb->GetShuffledInputVector();
(void)result_bnb->GetInputSet();
}

auto result_srd = SelectCoinsSRD(group_pos, target, coin_params.m_change_fee, fast_random_context, MAX_STANDARD_TX_WEIGHT);
auto result_srd = SelectCoinsSRD(group_pos, target, coin_params.m_change_fee, fast_random_context, max_selection_weight);
if (result_srd) {
assert(result_srd->GetSelectedValue() >= target);
assert(result_srd->GetChange(CHANGE_LOWER, coin_params.m_change_fee) > 0); // Demonstrate that SRD creates change of at least CHANGE_LOWER
assert(result_srd->GetWeight() <= max_selection_weight);
result_srd->RecalculateWaste(coin_params.min_viable_change, coin_params.m_cost_of_change, coin_params.m_change_fee);
(void)result_srd->GetShuffledInputVector();
(void)result_srd->GetInputSet();
}

CAmount change_target{GenerateChangeTarget(target, coin_params.m_change_fee, fast_random_context)};
auto result_knapsack = KnapsackSolver(group_all, target, change_target, fast_random_context, MAX_STANDARD_TX_WEIGHT);
auto result_knapsack = KnapsackSolver(group_all, target, change_target, fast_random_context, max_selection_weight);
if (result_knapsack) {
assert(result_knapsack->GetSelectedValue() >= target);
assert(result_knapsack->GetWeight() <= max_selection_weight);
result_knapsack->RecalculateWaste(coin_params.min_viable_change, coin_params.m_cost_of_change, coin_params.m_change_fee);
(void)result_knapsack->GetShuffledInputVector();
(void)result_knapsack->GetInputSet();
Expand Down
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