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Merge bitcoin#29523: Wallet: Add max_tx_weight to transaction fundi…
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…ng options (take 2)

734076c [wallet, rpc]: add `max_tx_weight` to tx funding options (ismaelsadeeq)
b6fc504 [wallet]: update the data type of `change_output_size`, `change_spend_size` and `tx_noinputs_size` to `int` (ismaelsadeeq)
baab0d2 [doc]: update reason for deducting change output weight (ismaelsadeeq)
7f61d31 [refactor]: update coin selection algorithms input parameter `max_weight` name (ismaelsadeeq)

Pull request description:

  This PR taken over from bitcoin#29264

  The PR added an option `max_tx_weight` to transaction funding RPC's that ensures the resulting transaction weight does not exceed the specified `max_tx_weight` limit.

  If `max_tx_weight` is not given `MAX_STANDARD_TX_WEIGHT` is used as the max threshold.

  This PR addressed outstanding review comments in bitcoin#29264

  For more context and rationale behind this PR see https://delvingbitcoin.org/t/lightning-transactions-with-v3-and-ephemeral-anchors/418/11?u=instagibbs

ACKs for top commit:
  achow101:
    ACK 734076c
  furszy:
    utACK 734076c
  rkrux:
    reACK [734076c](bitcoin@734076c)

Tree-SHA512: 013501aa443d239ee2ac01bccfc5296490c27b4edebe5cfca6b96c842375e895e5cfeb5424e82e359be581460f8be92095855763a62779a18ccd5bdfdd7ddce7
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@achow101
achow101 committed Jul 17, 2024
2 parents 3679fa1 + 734076c commit efbf4e7
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Showing 10 changed files with 178 additions and 76 deletions.
3 changes: 3 additions & 0 deletions src/rpc/client.cpp
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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
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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
57 changes: 36 additions & 21 deletions src/wallet/coinselection.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -84,14 +84,14 @@ struct {
* bound of the range.
* @param const CAmount& cost_of_change This is the cost of creating and spending a change output.
* This plus selection_target is the upper bound of the range.
* @param int max_weight The maximum weight available for the input set.
* @param int max_selection_weight The maximum allowed weight for a selection result to be valid.
* @returns The result of this coin selection algorithm, or std::nullopt
*/

static const size_t TOTAL_TRIES = 100000;

util::Result<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change,
int max_weight)
int max_selection_weight)
{
SelectionResult result(selection_target, SelectionAlgorithm::BNB);
CAmount curr_value = 0;
Expand Down Expand Up @@ -128,7 +128,7 @@ util::Result<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool
curr_value > selection_target + cost_of_change || // Selected value is out of range, go back and try other branch
(curr_waste > best_waste && is_feerate_high)) { // Don't select things which we know will be more wasteful if the waste is increasing
backtrack = true;
} else if (curr_selection_weight > max_weight) { // Exceeding weight for standard tx, cannot find more solutions by adding more inputs
} else if (curr_selection_weight > max_selection_weight) { // Selected UTXOs weight exceeds the maximum weight allowed, cannot find more solutions by adding more inputs
max_tx_weight_exceeded = true; // at least one selection attempt exceeded the max weight
backtrack = true;
} else if (curr_value >= selection_target) { // Selected value is within range
Expand Down Expand Up @@ -319,10 +319,10 @@ util::Result<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool
* group with multiple as a heavier UTXO with the combined amount here.)
* @param const CAmount& selection_target This is the minimum amount that we need for the transaction without considering change.
* @param const CAmount& change_target The minimum budget for creating a change output, by which we increase the selection_target.
* @param int max_weight The maximum permitted weight for the input set.
* @param int max_selection_weight The maximum allowed weight for a selection result to be valid.
* @returns The result of this coin selection algorithm, or std::nullopt
*/
util::Result<SelectionResult> CoinGrinder(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, CAmount change_target, int max_weight)
util::Result<SelectionResult> CoinGrinder(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, CAmount change_target, int max_selection_weight)
{
std::sort(utxo_pool.begin(), utxo_pool.end(), descending_effval_weight);
// The sum of UTXO amounts after this UTXO index, e.g. lookahead[5] = Σ(UTXO[6+].amount)
Expand Down Expand Up @@ -359,7 +359,7 @@ util::Result<SelectionResult> CoinGrinder(std::vector<OutputGroup>& utxo_pool, c

// The weight of the currently selected input set, and the weight of the best selection
int curr_weight = 0;
int best_selection_weight = max_weight; // Tie is fine, because we prefer lower selection amount
int best_selection_weight = max_selection_weight; // Tie is fine, because we prefer lower selection amount

// Whether the input sets generated during this search have exceeded the maximum transaction weight at any point
bool max_tx_weight_exceeded = false;
Expand Down Expand Up @@ -436,8 +436,8 @@ util::Result<SelectionResult> CoinGrinder(std::vector<OutputGroup>& utxo_pool, c
// Insufficient funds with lookahead: CUT
should_cut = true;
} else if (curr_weight > best_selection_weight) {
// best_selection_weight is initialized to max_weight
if (curr_weight > max_weight) max_tx_weight_exceeded = true;
// best_selection_weight is initialized to max_selection_weight
if (curr_weight > max_selection_weight) max_tx_weight_exceeded = true;
// Worse weight than best solution. More UTXOs only increase weight:
// CUT if last selected group had minimal weight, else SHIFT
if (utxo_pool[curr_tail].m_weight <= min_tail_weight[curr_tail]) {
Expand Down Expand Up @@ -535,7 +535,7 @@ class MinOutputGroupComparator
};

util::Result<SelectionResult> SelectCoinsSRD(const std::vector<OutputGroup>& utxo_pool, CAmount target_value, CAmount change_fee, FastRandomContext& rng,
int max_weight)
int max_selection_weight)
{
SelectionResult result(target_value, SelectionAlgorithm::SRD);
std::priority_queue<OutputGroup, std::vector<OutputGroup>, MinOutputGroupComparator> heap;
Expand Down Expand Up @@ -565,14 +565,14 @@ util::Result<SelectionResult> SelectCoinsSRD(const std::vector<OutputGroup>& utx

// If the selection weight exceeds the maximum allowed size, remove the least valuable inputs until we
// are below max weight.
if (weight > max_weight) {
if (weight > max_selection_weight) {
max_tx_weight_exceeded = true; // mark it in case we don't find any useful result.
do {
const OutputGroup& to_remove_group = heap.top();
selected_eff_value -= to_remove_group.GetSelectionAmount();
weight -= to_remove_group.m_weight;
heap.pop();
} while (!heap.empty() && weight > max_weight);
} while (!heap.empty() && weight > max_selection_weight);
}

// Now check if we are above the target
Expand All @@ -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 @@ -648,10 +651,11 @@ static void ApproximateBestSubset(FastRandomContext& insecure_rand, const std::v
}

util::Result<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, const CAmount& nTargetValue,
CAmount change_target, FastRandomContext& rng, int max_weight)
CAmount change_target, FastRandomContext& rng, int max_selection_weight)
{
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
std::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 All @@ -709,7 +724,7 @@ util::Result<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, c
}

// If the result exceeds the maximum allowed size, return closest UTXO above the target
if (result.GetWeight() > max_weight) {
if (result.GetWeight() > max_selection_weight) {
// No coin above target, nothing to do.
if (!lowest_larger) return ErrorMaxWeightExceeded();

Expand All @@ -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
26 changes: 15 additions & 11 deletions src/wallet/coinselection.h
View file
Original file line number Diff line number Diff line change
Expand Up @@ -139,9 +139,9 @@ struct CoinSelectionParams {
/** Randomness to use in the context of coin selection. */
FastRandomContext& rng_fast;
/** Size of a change output in bytes, determined by the output type. */
size_t change_output_size = 0;
int change_output_size = 0;
/** Size of the input to spend a change output in virtual bytes. */
size_t change_spend_size = 0;
int change_spend_size = 0;
/** Mininmum change to target in Knapsack solver and CoinGrinder:
* select coins to cover the payment and at least this value of change. */
CAmount m_min_change_target{0};
Expand All @@ -162,7 +162,7 @@ struct CoinSelectionParams {
CFeeRate m_discard_feerate;
/** Size of the transaction before coin selection, consisting of the header and recipient
* output(s), excluding the inputs and change output(s). */
size_t tx_noinputs_size = 0;
int tx_noinputs_size = 0;
/** Indicate that we are subtracting the fee from outputs */
bool m_subtract_fee_outputs = false;
/** When true, always spend all (up to OUTPUT_GROUP_MAX_ENTRIES) or none of the outputs
Expand All @@ -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, size_t change_output_size, size_t change_spend_size,
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, size_t 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 Expand Up @@ -440,25 +444,25 @@ struct SelectionResult
};

util::Result<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change,
int max_weight);
int max_selection_weight);

util::Result<SelectionResult> CoinGrinder(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, CAmount change_target, int max_weight);
util::Result<SelectionResult> CoinGrinder(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, CAmount change_target, int max_selection_weight);

/** Select coins by Single Random Draw. OutputGroups are selected randomly from the eligible
* outputs until the target is satisfied
*
* @param[in] utxo_pool The positive effective value OutputGroups eligible for selection
* @param[in] target_value The target value to select for
* @param[in] rng The randomness source to shuffle coins
* @param[in] max_weight The maximum allowed weight for a selection result to be valid
* @param[in] max_selection_weight The maximum allowed weight for a selection result to be valid
* @returns If successful, a valid SelectionResult, otherwise, util::Error
*/
util::Result<SelectionResult> SelectCoinsSRD(const std::vector<OutputGroup>& utxo_pool, CAmount target_value, CAmount change_fee, FastRandomContext& rng,
int max_weight);
int max_selection_weight);

// Original coin selection algorithm as a fallback
util::Result<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, const CAmount& nTargetValue,
CAmount change_target, FastRandomContext& rng, int max_weight);
CAmount change_target, FastRandomContext& rng, int max_selection_weight);
} // namespace wallet

#endif // BITCOIN_WALLET_COINSELECTION_H
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