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Merge #10706: Improve wallet fee logic and fix GUI bugs

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11590d3 Properly bound check conf_target in wallet RPC calls (Alex Morcos)
fd29d3d Remove checking of mempool min fee from estimateSmartFee. (Alex Morcos)
2fffaa9 Make QT fee displays use GetMinimumFee instead of estimateSmartFee (Alex Morcos)
1983ca6 Use CoinControl to pass custom fee setting from QT. (Alex Morcos)
03ee701 Refactor to use CoinControl in GetMinimumFee and FeeBumper (Alex Morcos)
ecd81df Make CoinControl a required argument to CreateTransaction (Alex Morcos)

Pull request description:

  This builds on #10589  (first 5 commits from that PR, last 5 commits are new)

  The first couple commits refactor to use the CCoinControl class to pass fee calculation parameters around.

  This allows for fixing the buggy interaction in QT between the global payTxFee which can be modified by the RPC call settxfee or temporarily modified by the QT custom fee settings.  Before these changes the GUI could sometimes send a transaction with a recently set payTxFee and not respect the settings displayed in the GUI.   After these changes, using the GUI does not involve the global transaction confirm target or payTxFee.

  The prospective fee displays in the smart fee slider and the coin control dialog are changed to use the fee calculation from GetMinimumFee, this simplifies the code and makes them slightly more correct in edge cases.

  Maxing the fee calculation with the mempool min fee is move from estimateSmartFee to GetMinimumFee.

  This fixes a long standing bug, and should be tagged for 0.15 as it is holding up finalizing the estimatesmartfee RPC API before release.

Tree-SHA512: 4d36a1bd5934aa62f3806d380fcafbef73e9fe5bdf190fc5259a3e3a13349e5ce796e50e7068c46dc630ccf56d061bce5804f0bfe2e082bb01ca725b63efd4c1
This commit is contained in:
Wladimir J. van der Laan 2017-07-17 08:51:41 +02:00
commit 6859ad2936
No known key found for this signature in database
GPG Key ID: 1E4AED62986CD25D
17 changed files with 197 additions and 229 deletions
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112
src/policy/fees.cpp
View File

@ -826,8 +826,10 @@ double CBlockPolicyEstimator::estimateConservativeFee(unsigned int doubleTarget,
* estimates, however, required the 95% threshold at 2 * target be met for any
* longer time horizons also.
*/
CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, FeeCalculation *feeCalc, const CTxMemPool& pool, bool conservative) const
CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, FeeCalculation *feeCalc, bool conservative) const
{
LOCK(cs_feeEstimator);
if (feeCalc) {
feeCalc->desiredTarget = confTarget;
feeCalc->returnedTarget = confTarget;
@ -835,80 +837,70 @@ CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, FeeCalculation
double median = -1;
EstimationResult tempResult;
{
LOCK(cs_feeEstimator);
// Return failure if trying to analyze a target we're not tracking
if (confTarget <= 0 || (unsigned int)confTarget > longStats->GetMaxConfirms())
return CFeeRate(0);
// Return failure if trying to analyze a target we're not tracking
if (confTarget <= 0 || (unsigned int)confTarget > longStats->GetMaxConfirms())
return CFeeRate(0);
// It's not possible to get reasonable estimates for confTarget of 1
if (confTarget == 1)
confTarget = 2;
// It's not possible to get reasonable estimates for confTarget of 1
if (confTarget == 1)
confTarget = 2;
unsigned int maxUsableEstimate = MaxUsableEstimate();
if (maxUsableEstimate <= 1)
return CFeeRate(0);
unsigned int maxUsableEstimate = MaxUsableEstimate();
if (maxUsableEstimate <= 1)
return CFeeRate(0);
if ((unsigned int)confTarget > maxUsableEstimate) {
confTarget = maxUsableEstimate;
}
if ((unsigned int)confTarget > maxUsableEstimate) {
confTarget = maxUsableEstimate;
}
assert(confTarget > 0); //estimateCombinedFee and estimateConservativeFee take unsigned ints
/** true is passed to estimateCombined fee for target/2 and target so
* that we check the max confirms for shorter time horizons as well.
* This is necessary to preserve monotonically increasing estimates.
* For non-conservative estimates we do the same thing for 2*target, but
* for conservative estimates we want to skip these shorter horizons
* checks for 2*target because we are taking the max over all time
* horizons so we already have monotonically increasing estimates and
* the purpose of conservative estimates is not to let short term
* fluctuations lower our estimates by too much.
*/
double halfEst = estimateCombinedFee(confTarget/2, HALF_SUCCESS_PCT, true, &tempResult);
assert(confTarget > 0); //estimateCombinedFee and estimateConservativeFee take unsigned ints
/** true is passed to estimateCombined fee for target/2 and target so
* that we check the max confirms for shorter time horizons as well.
* This is necessary to preserve monotonically increasing estimates.
* For non-conservative estimates we do the same thing for 2*target, but
* for conservative estimates we want to skip these shorter horizons
* checks for 2*target because we are taking the max over all time
* horizons so we already have monotonically increasing estimates and
* the purpose of conservative estimates is not to let short term
* fluctuations lower our estimates by too much.
*/
double halfEst = estimateCombinedFee(confTarget/2, HALF_SUCCESS_PCT, true, &tempResult);
if (feeCalc) {
feeCalc->est = tempResult;
feeCalc->reason = FeeReason::HALF_ESTIMATE;
}
median = halfEst;
double actualEst = estimateCombinedFee(confTarget, SUCCESS_PCT, true, &tempResult);
if (actualEst > median) {
median = actualEst;
if (feeCalc) {
feeCalc->est = tempResult;
feeCalc->reason = FeeReason::HALF_ESTIMATE;
feeCalc->reason = FeeReason::FULL_ESTIMATE;
}
median = halfEst;
double actualEst = estimateCombinedFee(confTarget, SUCCESS_PCT, true, &tempResult);
if (actualEst > median) {
median = actualEst;
if (feeCalc) {
feeCalc->est = tempResult;
feeCalc->reason = FeeReason::FULL_ESTIMATE;
}
}
double doubleEst = estimateCombinedFee(2 * confTarget, DOUBLE_SUCCESS_PCT, !conservative, &tempResult);
if (doubleEst > median) {
median = doubleEst;
if (feeCalc) {
feeCalc->est = tempResult;
feeCalc->reason = FeeReason::DOUBLE_ESTIMATE;
}
}
double doubleEst = estimateCombinedFee(2 * confTarget, DOUBLE_SUCCESS_PCT, !conservative, &tempResult);
if (doubleEst > median) {
median = doubleEst;
if (feeCalc) {
feeCalc->est = tempResult;
feeCalc->reason = FeeReason::DOUBLE_ESTIMATE;
}
}
if (conservative || median == -1) {
double consEst = estimateConservativeFee(2 * confTarget, &tempResult);
if (consEst > median) {
median = consEst;
if (feeCalc) {
feeCalc->est = tempResult;
feeCalc->reason = FeeReason::CONSERVATIVE;
}
if (conservative || median == -1) {
double consEst = estimateConservativeFee(2 * confTarget, &tempResult);
if (consEst > median) {
median = consEst;
if (feeCalc) {
feeCalc->est = tempResult;
feeCalc->reason = FeeReason::CONSERVATIVE;
}
}
} // Must unlock cs_feeEstimator before taking mempool locks
}
if (feeCalc) feeCalc->returnedTarget = confTarget;
// If mempool is limiting txs , return at least the min feerate from the mempool
CAmount minPoolFee = pool.GetMinFee(GetArg("-maxmempool", DEFAULT_MAX_MEMPOOL_SIZE) * 1000000).GetFeePerK();
if (minPoolFee > 0 && minPoolFee > median) {
if (feeCalc) feeCalc->reason = FeeReason::MEMPOOL_MIN;
return CFeeRate(minPoolFee);
}
if (median < 0)
return CFeeRate(0);

2
src/policy/fees.h
View File

@ -208,7 +208,7 @@ public:
* the closest target where one can be given. 'conservative' estimates are
* valid over longer time horizons also.
*/
CFeeRate estimateSmartFee(int confTarget, FeeCalculation *feeCalc, const CTxMemPool& pool, bool conservative) const;
CFeeRate estimateSmartFee(int confTarget, FeeCalculation *feeCalc, bool conservative) const;
/** Return a specific fee estimate calculation with a given success
* threshold and time horizon, and optionally return detailed data about

12
src/qt/coincontroldialog.cpp
View File

@ -490,8 +490,6 @@ void CoinControlDialog::updateLabels(WalletModel *model, QDialog* dialog)
else nBytesInputs += 148;
}
bool conservative_estimate = CalculateEstimateType(FeeEstimateMode::UNSET, coinControl->signalRbf);
// calculation
if (nQuantity > 0)
{
@ -512,7 +510,7 @@ void CoinControlDialog::updateLabels(WalletModel *model, QDialog* dialog)
nBytes -= 34;
// Fee
nPayFee = CWallet::GetMinimumFee(nBytes, coinControl->nConfirmTarget, ::mempool, ::feeEstimator, nullptr /* FeeCalculation */, false /* ignoreGlobalPayTxFee */, conservative_estimate);
nPayFee = CWallet::GetMinimumFee(nBytes, *coinControl, ::mempool, ::feeEstimator, nullptr /* FeeCalculation */);
if (nPayAmount > 0)
{
@ -583,12 +581,8 @@ void CoinControlDialog::updateLabels(WalletModel *model, QDialog* dialog)
QString toolTipDust = tr("This label turns red if any recipient receives an amount smaller than the current dust threshold.");
// how many satoshis the estimated fee can vary per byte we guess wrong
double dFeeVary;
if (payTxFee.GetFeePerK() > 0)
dFeeVary = (double)std::max(CWallet::GetRequiredFee(1000), payTxFee.GetFeePerK()) / 1000;
else {
dFeeVary = (double)std::max(CWallet::GetRequiredFee(1000), ::feeEstimator.estimateSmartFee(coinControl->nConfirmTarget, NULL, ::mempool, conservative_estimate).GetFeePerK()) / 1000;
}
double dFeeVary = (double)nPayFee / nBytes;
QString toolTip4 = tr("Can vary +/- %1 satoshi(s) per input.").arg(dFeeVary);
l3->setToolTip(toolTip4);

67
src/qt/sendcoinsdialog.cpp
View File

@ -175,18 +175,13 @@ void SendCoinsDialog::setModel(WalletModel *_model)
ui->confTargetSelector->addItem(tr("%1 (%2 blocks)").arg(GUIUtil::formatNiceTimeOffset(n*Params().GetConsensus().nPowTargetSpacing)).arg(n));
}
connect(ui->confTargetSelector, SIGNAL(currentIndexChanged(int)), this, SLOT(updateSmartFeeLabel()));
connect(ui->confTargetSelector, SIGNAL(currentIndexChanged(int)), this, SLOT(updateGlobalFeeVariables()));
connect(ui->confTargetSelector, SIGNAL(currentIndexChanged(int)), this, SLOT(coinControlUpdateLabels()));
connect(ui->groupFee, SIGNAL(buttonClicked(int)), this, SLOT(updateFeeSectionControls()));
connect(ui->groupFee, SIGNAL(buttonClicked(int)), this, SLOT(updateGlobalFeeVariables()));
connect(ui->groupFee, SIGNAL(buttonClicked(int)), this, SLOT(coinControlUpdateLabels()));
connect(ui->groupCustomFee, SIGNAL(buttonClicked(int)), this, SLOT(updateGlobalFeeVariables()));
connect(ui->groupCustomFee, SIGNAL(buttonClicked(int)), this, SLOT(coinControlUpdateLabels()));
connect(ui->customFee, SIGNAL(valueChanged()), this, SLOT(updateGlobalFeeVariables()));
connect(ui->customFee, SIGNAL(valueChanged()), this, SLOT(coinControlUpdateLabels()));
connect(ui->checkBoxMinimumFee, SIGNAL(stateChanged(int)), this, SLOT(setMinimumFee()));
connect(ui->checkBoxMinimumFee, SIGNAL(stateChanged(int)), this, SLOT(updateFeeSectionControls()));
connect(ui->checkBoxMinimumFee, SIGNAL(stateChanged(int)), this, SLOT(updateGlobalFeeVariables()));
connect(ui->checkBoxMinimumFee, SIGNAL(stateChanged(int)), this, SLOT(coinControlUpdateLabels()));
connect(ui->optInRBF, SIGNAL(stateChanged(int)), this, SLOT(updateSmartFeeLabel()));
connect(ui->optInRBF, SIGNAL(stateChanged(int)), this, SLOT(coinControlUpdateLabels()));
@ -194,7 +189,6 @@ void SendCoinsDialog::setModel(WalletModel *_model)
updateFeeSectionControls();
updateMinFeeLabel();
updateSmartFeeLabel();
updateGlobalFeeVariables();
// set default rbf checkbox state
ui->optInRBF->setCheckState(model->getDefaultWalletRbf() ? Qt::Checked : Qt::Unchecked);
@ -274,14 +268,10 @@ void SendCoinsDialog::on_sendButton_clicked()
CCoinControl ctrl;
if (model->getOptionsModel()->getCoinControlFeatures())
ctrl = *CoinControlDialog::coinControl;
if (ui->radioSmartFee->isChecked())
ctrl.nConfirmTarget = getConfTargetForIndex(ui->confTargetSelector->currentIndex());
else
ctrl.nConfirmTarget = 0;
ctrl.signalRbf = ui->optInRBF->isChecked();
updateCoinControlState(ctrl);
prepareStatus = model->prepareTransaction(currentTransaction, &ctrl);
prepareStatus = model->prepareTransaction(currentTransaction, ctrl);
// process prepareStatus and on error generate message shown to user
processSendCoinsReturn(prepareStatus,
@ -636,18 +626,6 @@ void SendCoinsDialog::updateFeeSectionControls()
ui->customFee ->setEnabled(ui->radioCustomFee->isChecked() && !ui->checkBoxMinimumFee->isChecked());
}
void SendCoinsDialog::updateGlobalFeeVariables()
{
if (ui->radioSmartFee->isChecked())
{
payTxFee = CFeeRate(0);
}
else
{
payTxFee = CFeeRate(ui->customFee->value());
}
}
void SendCoinsDialog::updateFeeMinimizedLabel()
{
if(!model || !model->getOptionsModel())
@ -669,19 +647,32 @@ void SendCoinsDialog::updateMinFeeLabel()
);
}
void SendCoinsDialog::updateCoinControlState(CCoinControl& ctrl)
{
if (ui->radioCustomFee->isChecked()) {
ctrl.m_feerate = CFeeRate(ui->customFee->value());
} else {
ctrl.m_feerate.reset();
}
// Avoid using global defaults when sending money from the GUI
// Either custom fee will be used or if not selected, the confirmation target from dropdown box
ctrl.m_confirm_target = getConfTargetForIndex(ui->confTargetSelector->currentIndex());
ctrl.signalRbf = ui->optInRBF->isChecked();
}
void SendCoinsDialog::updateSmartFeeLabel()
{
if(!model || !model->getOptionsModel())
return;
int nBlocksToConfirm = getConfTargetForIndex(ui->confTargetSelector->currentIndex());
CCoinControl coin_control;
updateCoinControlState(coin_control);
coin_control.m_feerate.reset(); // Explicitly use only fee estimation rate for smart fee labels
FeeCalculation feeCalc;
bool conservative_estimate = CalculateEstimateType(FeeEstimateMode::UNSET, ui->optInRBF->isChecked());
CFeeRate feeRate = ::feeEstimator.estimateSmartFee(nBlocksToConfirm, &feeCalc, ::mempool, conservative_estimate);
if (feeRate <= CFeeRate(0)) // not enough data => minfee
{
ui->labelSmartFee->setText(BitcoinUnits::formatWithUnit(model->getOptionsModel()->getDisplayUnit(),
std::max(CWallet::fallbackFee.GetFeePerK(), CWallet::GetRequiredFee(1000))) + "/kB");
CFeeRate feeRate = CFeeRate(CWallet::GetMinimumFee(1000, coin_control, ::mempool, ::feeEstimator, &feeCalc));
ui->labelSmartFee->setText(BitcoinUnits::formatWithUnit(model->getOptionsModel()->getDisplayUnit(), feeRate.GetFeePerK()) + "/kB");
if (feeCalc.reason == FeeReason::FALLBACK) {
ui->labelSmartFee2->show(); // (Smart fee not initialized yet. This usually takes a few blocks...)
ui->labelFeeEstimation->setText("");
ui->fallbackFeeWarningLabel->setVisible(true);
@ -692,8 +683,6 @@ void SendCoinsDialog::updateSmartFeeLabel()
}
else
{
ui->labelSmartFee->setText(BitcoinUnits::formatWithUnit(model->getOptionsModel()->getDisplayUnit(),
std::max(feeRate.GetFeePerK(), CWallet::GetRequiredFee(1000))) + "/kB");
ui->labelSmartFee2->hide();
ui->labelFeeEstimation->setText(tr("Estimated to begin confirmation within %n block(s).", "", feeCalc.returnedTarget));
ui->fallbackFeeWarningLabel->setVisible(false);
@ -752,8 +741,6 @@ void SendCoinsDialog::coinControlFeatureChanged(bool checked)
if (!checked && model) // coin control features disabled
CoinControlDialog::coinControl->SetNull();
// make sure we set back the confirmation target
updateGlobalFeeVariables();
coinControlUpdateLabels();
}
@ -844,15 +831,11 @@ void SendCoinsDialog::coinControlUpdateLabels()
if (!model || !model->getOptionsModel())
return;
updateCoinControlState(*CoinControlDialog::coinControl);
// set pay amounts
CoinControlDialog::payAmounts.clear();
CoinControlDialog::fSubtractFeeFromAmount = false;
if (ui->radioSmartFee->isChecked()) {
CoinControlDialog::coinControl->nConfirmTarget = getConfTargetForIndex(ui->confTargetSelector->currentIndex());
} else {
CoinControlDialog::coinControl->nConfirmTarget = model->getDefaultConfirmTarget();
}
CoinControlDialog::coinControl->signalRbf = ui->optInRBF->isChecked();
for(int i = 0; i < ui->entries->count(); ++i)
{

3
src/qt/sendcoinsdialog.h
View File

@ -68,6 +68,8 @@ private:
void processSendCoinsReturn(const WalletModel::SendCoinsReturn &sendCoinsReturn, const QString &msgArg = QString());
void minimizeFeeSection(bool fMinimize);
void updateFeeMinimizedLabel();
// Update the passed in CCoinControl with state from the GUI
void updateCoinControlState(CCoinControl& ctrl);
private Q_SLOTS:
void on_sendButton_clicked();
@ -91,7 +93,6 @@ private Q_SLOTS:
void updateFeeSectionControls();
void updateMinFeeLabel();
void updateSmartFeeLabel();
void updateGlobalFeeVariables();
Q_SIGNALS:
// Fired when a message should be reported to the user

9
src/qt/walletmodel.cpp
View File

@ -24,6 +24,7 @@
#include "sync.h"
#include "ui_interface.h"
#include "util.h" // for GetBoolArg
#include "wallet/coincontrol.h"
#include "wallet/feebumper.h"
#include "wallet/wallet.h"
#include "wallet/walletdb.h" // for BackupWallet
@ -191,7 +192,7 @@ bool WalletModel::validateAddress(const QString &address)
return addressParsed.IsValid();
}
WalletModel::SendCoinsReturn WalletModel::prepareTransaction(WalletModelTransaction &transaction, const CCoinControl *coinControl)
WalletModel::SendCoinsReturn WalletModel::prepareTransaction(WalletModelTransaction &transaction, const CCoinControl& coinControl)
{
CAmount total = 0;
bool fSubtractFeeFromAmount = false;
@ -258,7 +259,7 @@ WalletModel::SendCoinsReturn WalletModel::prepareTransaction(WalletModelTransact
return DuplicateAddress;
}
CAmount nBalance = getBalance(coinControl);
CAmount nBalance = getBalance(&coinControl);
if(total > nBalance)
{
@ -667,8 +668,10 @@ bool WalletModel::bumpFee(uint256 hash)
{
std::unique_ptr<CFeeBumper> feeBump;
{
CCoinControl coin_control;
coin_control.signalRbf = true;
LOCK2(cs_main, wallet->cs_wallet);
feeBump.reset(new CFeeBumper(wallet, hash, nTxConfirmTarget, false, 0, true, FeeEstimateMode::UNSET));
feeBump.reset(new CFeeBumper(wallet, hash, coin_control, 0));
}
if (feeBump->getResult() != BumpFeeResult::OK)
{

2
src/qt/walletmodel.h
View File

@ -154,7 +154,7 @@ public:
};
// prepare transaction for getting txfee before sending coins
SendCoinsReturn prepareTransaction(WalletModelTransaction &transaction, const CCoinControl *coinControl = NULL);
SendCoinsReturn prepareTransaction(WalletModelTransaction &transaction, const CCoinControl& coinControl);
// Send coins to a list of recipients
SendCoinsReturn sendCoins(WalletModelTransaction &transaction);

13
src/rpc/mining.cpp
View File

@ -30,6 +30,16 @@
#include <univalue.h>
unsigned int ParseConfirmTarget(const UniValue& value)
{
int target = value.get_int();
unsigned int max_target = ::feeEstimator.HighestTargetTracked(FeeEstimateHorizon::LONG_HALFLIFE);
if (target < 1 || (unsigned int)target > max_target) {
throw JSONRPCError(RPC_INVALID_PARAMETER, strprintf("Invalid conf_target, must be between %u - %u", 1, max_target));
}
return (unsigned int)target;
}
/**
* Return average network hashes per second based on the last 'lookup' blocks,
* or from the last difficulty change if 'lookup' is nonpositive.
@ -815,7 +825,6 @@ UniValue estimatesmartfee(const JSONRPCRequest& request)
"\n"
"A negative value is returned if not enough transactions and blocks\n"
"have been observed to make an estimate for any number of blocks.\n"
"However it will not return a value below the mempool reject fee.\n"
"\nExample:\n"
+ HelpExampleCli("estimatesmartfee", "6")
);
@ -831,7 +840,7 @@ UniValue estimatesmartfee(const JSONRPCRequest& request)
UniValue result(UniValue::VOBJ);
FeeCalculation feeCalc;
CFeeRate feeRate = ::feeEstimator.estimateSmartFee(nBlocks, &feeCalc, ::mempool, conservative);
CFeeRate feeRate = ::feeEstimator.estimateSmartFee(nBlocks, &feeCalc, conservative);
result.push_back(Pair("feerate", feeRate == CFeeRate(0) ? -1.0 : ValueFromAmount(feeRate.GetFeePerK())));
result.push_back(Pair("blocks", feeCalc.returnedTarget));
return result;

3
src/rpc/mining.h
View File

@ -12,4 +12,7 @@
/** Generate blocks (mine) */
UniValue generateBlocks(std::shared_ptr<CReserveScript> coinbaseScript, int nGenerate, uint64_t nMaxTries, bool keepScript);
/** Check bounds on a command line confirm target */
unsigned int ParseConfirmTarget(const UniValue& value);
#endif

10
src/test/policyestimator_tests.cpp
View File

@ -177,16 +177,6 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
for (int i = 2; i < 9; i++) { // At 9, the original estimate was already at the bottom (b/c scale = 2)
BOOST_CHECK(feeEst.estimateFee(i).GetFeePerK() < origFeeEst[i-1] - deltaFee);
}
// Test that if the mempool is limited, estimateSmartFee won't return a value below the mempool min fee
mpool.addUnchecked(tx.GetHash(), entry.Fee(feeV[5]).Time(GetTime()).Height(blocknum).FromTx(tx));
// evict that transaction which should set a mempool min fee of minRelayTxFee + feeV[5]
mpool.TrimToSize(1);
BOOST_CHECK(mpool.GetMinFee(1).GetFeePerK() > feeV[5]);
for (int i = 1; i < 10; i++) {
BOOST_CHECK(feeEst.estimateSmartFee(i, NULL, mpool, true).GetFeePerK() >= feeEst.estimateRawFee(i, 0.85, FeeEstimateHorizon::MED_HALFLIFE).GetFeePerK());
BOOST_CHECK(feeEst.estimateSmartFee(i, NULL, mpool, true).GetFeePerK() >= mpool.GetMinFee(1).GetFeePerK());
}
}
BOOST_AUTO_TEST_SUITE_END()

16
src/wallet/coincontrol.h
View File

@ -10,6 +10,8 @@
#include "primitives/transaction.h"
#include "wallet/wallet.h"
#include <boost/optional.hpp>
/** Coin Control Features. */
class CCoinControl
{
@ -19,12 +21,12 @@ public:
bool fAllowOtherInputs;
//! Includes watch only addresses which match the ISMINE_WATCH_SOLVABLE criteria
bool fAllowWatchOnly;
//! Override estimated feerate
//! Override automatic min/max checks on fee, m_feerate must be set if true
bool fOverrideFeeRate;
//! Feerate to use if overrideFeeRate is true
CFeeRate nFeeRate;
//! Override the default confirmation target, 0 = use default
int nConfirmTarget;
//! Override the default payTxFee if set
boost::optional<CFeeRate> m_feerate;
//! Override the default confirmation target if set
boost::optional<unsigned int> m_confirm_target;
//! Signal BIP-125 replace by fee.
bool signalRbf;
//! Fee estimation mode to control arguments to estimateSmartFee
@ -41,9 +43,9 @@ public:
fAllowOtherInputs = false;
fAllowWatchOnly = false;
setSelected.clear();
nFeeRate = CFeeRate(0);
m_feerate.reset();
fOverrideFeeRate = false;
nConfirmTarget = 0;
m_confirm_target.reset();
signalRbf = fWalletRbf;
m_fee_mode = FeeEstimateMode::UNSET;
}

8
src/wallet/feebumper.cpp
View File

@ -3,6 +3,7 @@
// file COPYING or http://www.opensource.org/licenses/mit-license.php.
#include "consensus/validation.h"
#include "wallet/coincontrol.h"
#include "wallet/feebumper.h"
#include "wallet/wallet.h"
#include "policy/fees.h"
@ -66,7 +67,7 @@ bool CFeeBumper::preconditionChecks(const CWallet *pWallet, const CWalletTx& wtx
return true;
}
CFeeBumper::CFeeBumper(const CWallet *pWallet, const uint256 txidIn, int newConfirmTarget, bool ignoreGlobalPayTxFee, CAmount totalFee, bool newTxReplaceable, FeeEstimateMode fee_mode)
CFeeBumper::CFeeBumper(const CWallet *pWallet, const uint256 txidIn, const CCoinControl& coin_control, CAmount totalFee)
:
txid(std::move(txidIn)),
nOldFee(0),
@ -165,8 +166,7 @@ CFeeBumper::CFeeBumper(const CWallet *pWallet, const uint256 txidIn, int newConf
nNewFee = totalFee;
nNewFeeRate = CFeeRate(totalFee, maxNewTxSize);
} else {
bool conservative_estimate = CalculateEstimateType(fee_mode, newTxReplaceable);
nNewFee = CWallet::GetMinimumFee(maxNewTxSize, newConfirmTarget, mempool, ::feeEstimator, nullptr /* FeeCalculation */, ignoreGlobalPayTxFee, conservative_estimate);
nNewFee = CWallet::GetMinimumFee(maxNewTxSize, coin_control, mempool, ::feeEstimator, nullptr /* FeeCalculation */);
nNewFeeRate = CFeeRate(nNewFee, maxNewTxSize);
// New fee rate must be at least old rate + minimum incremental relay rate
@ -221,7 +221,7 @@ CFeeBumper::CFeeBumper(const CWallet *pWallet, const uint256 txidIn, int newConf
}
// Mark new tx not replaceable, if requested.
if (!newTxReplaceable) {
if (!coin_control.signalRbf) {
for (auto& input : mtx.vin) {
if (input.nSequence < 0xfffffffe) input.nSequence = 0xfffffffe;
}

3
src/wallet/feebumper.h
View File

@ -10,6 +10,7 @@
class CWallet;
class CWalletTx;
class uint256;
class CCoinControl;
enum class FeeEstimateMode;
enum class BumpFeeResult
@ -25,7 +26,7 @@ enum class BumpFeeResult
class CFeeBumper
{
public:
CFeeBumper(const CWallet *pWalletIn, const uint256 txidIn, int newConfirmTarget, bool ignoreGlobalPayTxFee, CAmount totalFee, bool newTxReplaceable, FeeEstimateMode fee_mode);
CFeeBumper(const CWallet *pWalletIn, const uint256 txidIn, const CCoinControl& coin_control, CAmount totalFee);
BumpFeeResult getResult() const { return currentResult; }
const std::vector<std::string>& getErrors() const { return vErrors; }
CAmount getOldFee() const { return nOldFee; }

44
src/wallet/rpcwallet.cpp
View File

@ -356,7 +356,7 @@ UniValue getaddressesbyaccount(const JSONRPCRequest& request)
return ret;
}
static void SendMoney(CWallet * const pwallet, const CTxDestination &address, CAmount nValue, bool fSubtractFeeFromAmount, CWalletTx& wtxNew, CCoinControl *coin_control = nullptr)
static void SendMoney(CWallet * const pwallet, const CTxDestination &address, CAmount nValue, bool fSubtractFeeFromAmount, CWalletTx& wtxNew, const CCoinControl& coin_control)
{
CAmount curBalance = pwallet->GetBalance();
@ -460,7 +460,7 @@ UniValue sendtoaddress(const JSONRPCRequest& request)
}
if (request.params.size() > 6 && !request.params[6].isNull()) {
coin_control.nConfirmTarget = request.params[6].get_int();
coin_control.m_confirm_target = ParseConfirmTarget(request.params[6]);
}
if (request.params.size() > 7 && !request.params[7].isNull()) {
@ -472,7 +472,7 @@ UniValue sendtoaddress(const JSONRPCRequest& request)
EnsureWalletIsUnlocked(pwallet);
SendMoney(pwallet, address.Get(), nAmount, fSubtractFeeFromAmount, wtx, &coin_control);
SendMoney(pwallet, address.Get(), nAmount, fSubtractFeeFromAmount, wtx, coin_control);
return wtx.GetHash().GetHex();
}
@ -898,7 +898,8 @@ UniValue sendfrom(const JSONRPCRequest& request)
if (nAmount > nBalance)
throw JSONRPCError(RPC_WALLET_INSUFFICIENT_FUNDS, "Account has insufficient funds");
SendMoney(pwallet, address.Get(), nAmount, false, wtx);
CCoinControl no_coin_control; // This is a deprecated API
SendMoney(pwallet, address.Get(), nAmount, false, wtx, no_coin_control);
return wtx.GetHash().GetHex();
}
@ -980,7 +981,7 @@ UniValue sendmany(const JSONRPCRequest& request)
}
if (request.params.size() > 6 && !request.params[6].isNull()) {
coin_control.nConfirmTarget = request.params[6].get_int();
coin_control.m_confirm_target = ParseConfirmTarget(request.params[6]);
}
if (request.params.size() > 7 && !request.params[7].isNull()) {
@ -1033,7 +1034,7 @@ UniValue sendmany(const JSONRPCRequest& request)
CAmount nFeeRequired = 0;
int nChangePosRet = -1;
std::string strFailReason;
bool fCreated = pwallet->CreateTransaction(vecSend, wtx, keyChange, nFeeRequired, nChangePosRet, strFailReason, &coin_control);
bool fCreated = pwallet->CreateTransaction(vecSend, wtx, keyChange, nFeeRequired, nChangePosRet, strFailReason, coin_control);
if (!fCreated)
throw JSONRPCError(RPC_WALLET_INSUFFICIENT_FUNDS, strFailReason);
CValidationState state;
@ -2729,13 +2730,9 @@ UniValue fundrawtransaction(const JSONRPCRequest& request)
RPCTypeCheck(request.params, {UniValue::VSTR});
CCoinControl coinControl;
coinControl.destChange = CNoDestination();
int changePosition = -1;
coinControl.fAllowWatchOnly = false; // include watching
bool lockUnspents = false;
bool reserveChangeKey = true;
coinControl.nFeeRate = CFeeRate(0);
coinControl.fOverrideFeeRate = false;
UniValue subtractFeeFromOutputs;
std::set<int> setSubtractFeeFromOutputs;
@ -2787,7 +2784,7 @@ UniValue fundrawtransaction(const JSONRPCRequest& request)
if (options.exists("feeRate"))
{
coinControl.nFeeRate = CFeeRate(AmountFromValue(options["feeRate"]));
coinControl.m_feerate = CFeeRate(AmountFromValue(options["feeRate"]));
coinControl.fOverrideFeeRate = true;
}
@ -2798,7 +2795,7 @@ UniValue fundrawtransaction(const JSONRPCRequest& request)
coinControl.signalRbf = options["replaceable"].get_bool();
}
if (options.exists("conf_target")) {
coinControl.nConfirmTarget = options["conf_target"].get_int();
coinControl.m_confirm_target = ParseConfirmTarget(options["conf_target"]);
}
if (options.exists("estimate_mode")) {
if (!FeeModeFromString(options["estimate_mode"].get_str(), coinControl.m_fee_mode)) {
@ -2904,11 +2901,9 @@ UniValue bumpfee(const JSONRPCRequest& request)
hash.SetHex(request.params[0].get_str());
// optional parameters
bool ignoreGlobalPayTxFee = false;
int newConfirmTarget = nTxConfirmTarget;
CAmount totalFee = 0;
bool replaceable = true;
FeeEstimateMode fee_mode = FeeEstimateMode::UNSET;
CCoinControl coin_control;
coin_control.signalRbf = true;
if (request.params.size() > 1) {
UniValue options = request.params[1];
RPCTypeCheckObj(options,
@ -2922,15 +2917,8 @@ UniValue bumpfee(const JSONRPCRequest& request)
if (options.exists("confTarget") && options.exists("totalFee")) {
throw JSONRPCError(RPC_INVALID_PARAMETER, "confTarget and totalFee options should not both be set. Please provide either a confirmation target for fee estimation or an explicit total fee for the transaction.");
} else if (options.exists("confTarget")) {
// If the user has explicitly set a confTarget in this rpc call,
// then override the default logic that uses the global payTxFee
// instead of the confirmation target.
ignoreGlobalPayTxFee = true;
newConfirmTarget = options["confTarget"].get_int();
if (newConfirmTarget <= 0) { // upper-bound will be checked by estimatefee/smartfee
throw JSONRPCError(RPC_INVALID_PARAMETER, "Invalid confTarget (cannot be <= 0)");
}
} else if (options.exists("confTarget")) { // TODO: alias this to conf_target
coin_control.m_confirm_target = ParseConfirmTarget(options["confTarget"]);
} else if (options.exists("totalFee")) {
totalFee = options["totalFee"].get_int64();
if (totalFee <= 0) {
@ -2939,10 +2927,10 @@ UniValue bumpfee(const JSONRPCRequest& request)
}
if (options.exists("replaceable")) {
replaceable = options["replaceable"].get_bool();
coin_control.signalRbf = options["replaceable"].get_bool();
}
if (options.exists("estimate_mode")) {
if (!FeeModeFromString(options["estimate_mode"].get_str(), fee_mode)) {
if (!FeeModeFromString(options["estimate_mode"].get_str(), coin_control.m_fee_mode)) {
throw JSONRPCError(RPC_INVALID_PARAMETER, "Invalid estimate_mode parameter");
}
}
@ -2951,7 +2939,7 @@ UniValue bumpfee(const JSONRPCRequest& request)
LOCK2(cs_main, pwallet->cs_wallet);
EnsureWalletIsUnlocked(pwallet);
CFeeBumper feeBump(pwallet, hash, newConfirmTarget, ignoreGlobalPayTxFee, totalFee, replaceable, fee_mode);
CFeeBumper feeBump(pwallet, hash, coin_control, totalFee);
BumpFeeResult res = feeBump.getResult();
if (res != BumpFeeResult::OK)
{

4
src/wallet/test/wallet_tests.cpp
View File

@ -13,6 +13,7 @@
#include "rpc/server.h"
#include "test/test_bitcoin.h"
#include "validation.h"
#include "wallet/coincontrol.h"
#include "wallet/test/wallet_test_fixture.h"
#include <boost/test/unit_test.hpp>
@ -617,7 +618,8 @@ public:
CAmount fee;
int changePos = -1;
std::string error;
BOOST_CHECK(wallet->CreateTransaction({recipient}, wtx, reservekey, fee, changePos, error));
CCoinControl dummy;
BOOST_CHECK(wallet->CreateTransaction({recipient}, wtx, reservekey, fee, changePos, error, dummy));
CValidationState state;
BOOST_CHECK(wallet->CommitTransaction(wtx, reservekey, nullptr, state));
auto it = wallet->mapWallet.find(wtx.GetHash());

112
src/wallet/wallet.cpp
View File

@ -2469,9 +2469,9 @@ bool CWallet::FundTransaction(CMutableTransaction& tx, CAmount& nFeeRet, int& nC
CReserveKey reservekey(this);
CWalletTx wtx;
if (!CreateTransaction(vecSend, wtx, reservekey, nFeeRet, nChangePosInOut, strFailReason, &coinControl, false))
if (!CreateTransaction(vecSend, wtx, reservekey, nFeeRet, nChangePosInOut, strFailReason, coinControl, false)) {
return false;
}
if (nChangePosInOut != -1)
tx.vout.insert(tx.vout.begin() + nChangePosInOut, wtx.tx->vout[nChangePosInOut]);
@ -2502,7 +2502,7 @@ bool CWallet::FundTransaction(CMutableTransaction& tx, CAmount& nFeeRet, int& nC
}
bool CWallet::CreateTransaction(const std::vector<CRecipient>& vecSend, CWalletTx& wtxNew, CReserveKey& reservekey, CAmount& nFeeRet,
int& nChangePosInOut, std::string& strFailReason, const CCoinControl* coinControl, bool sign)
int& nChangePosInOut, std::string& strFailReason, const CCoinControl& coin_control, bool sign)
{
CAmount nValue = 0;
int nChangePosRequest = nChangePosInOut;
@ -2567,7 +2567,7 @@ bool CWallet::CreateTransaction(const std::vector<CRecipient>& vecSend, CWalletT
LOCK2(cs_main, cs_wallet);
{
std::vector<COutput> vAvailableCoins;
AvailableCoins(vAvailableCoins, true, coinControl);
AvailableCoins(vAvailableCoins, true, &coin_control);
// Create change script that will be used if we need change
// TODO: pass in scriptChange instead of reservekey so
@ -2575,12 +2575,9 @@ bool CWallet::CreateTransaction(const std::vector<CRecipient>& vecSend, CWalletT
CScript scriptChange;
// coin control: send change to custom address
if (coinControl && !boost::get<CNoDestination>(&coinControl->destChange))
scriptChange = GetScriptForDestination(coinControl->destChange);
// no coin control: send change to newly generated address
else
{
if (!boost::get<CNoDestination>(&coin_control.destChange)) {
scriptChange = GetScriptForDestination(coin_control.destChange);
} else { // no coin control: send change to newly generated address
// Note: We use a new key here to keep it from being obvious which side is the change.
// The drawback is that by not reusing a previous key, the change may be lost if a
// backup is restored, if the backup doesn't have the new private key for the change.
@ -2654,7 +2651,7 @@ bool CWallet::CreateTransaction(const std::vector<CRecipient>& vecSend, CWalletT
if (pick_new_inputs) {
nValueIn = 0;
setCoins.clear();
if (!SelectCoins(vAvailableCoins, nValueToSelect, setCoins, nValueIn, coinControl))
if (!SelectCoins(vAvailableCoins, nValueToSelect, setCoins, nValueIn, &coin_control))
{
strFailReason = _("Insufficient funds");
return false;
@ -2705,8 +2702,7 @@ bool CWallet::CreateTransaction(const std::vector<CRecipient>& vecSend, CWalletT
// to avoid conflicting with other possible uses of nSequence,
// and in the spirit of "smallest possible change from prior
// behavior."
bool rbf = coinControl ? coinControl->signalRbf : fWalletRbf;
const uint32_t nSequence = rbf ? MAX_BIP125_RBF_SEQUENCE : (std::numeric_limits<unsigned int>::max() - 1);
const uint32_t nSequence = coin_control.signalRbf ? MAX_BIP125_RBF_SEQUENCE : (std::numeric_limits<unsigned int>::max() - 1);
for (const auto& coin : setCoins)
txNew.vin.push_back(CTxIn(coin.outpoint,CScript(),
nSequence));
@ -2725,17 +2721,7 @@ bool CWallet::CreateTransaction(const std::vector<CRecipient>& vecSend, CWalletT
vin.scriptWitness.SetNull();
}
// Allow to override the default confirmation target over the CoinControl instance
int currentConfirmationTarget = nTxConfirmTarget;
if (coinControl && coinControl->nConfirmTarget > 0)
currentConfirmationTarget = coinControl->nConfirmTarget;
// Allow to override the default fee estimate mode over the CoinControl instance
bool conservative_estimate = CalculateEstimateType(coinControl ? coinControl->m_fee_mode : FeeEstimateMode::UNSET, rbf);
CAmount nFeeNeeded = GetMinimumFee(nBytes, currentConfirmationTarget, ::mempool, ::feeEstimator, &feeCalc, false /* ignoreGlobalPayTxFee */, conservative_estimate);
if (coinControl && coinControl->fOverrideFeeRate)
nFeeNeeded = coinControl->nFeeRate.GetFee(nBytes);
CAmount nFeeNeeded = GetMinimumFee(nBytes, coin_control, ::mempool, ::feeEstimator, &feeCalc);
// If we made it here and we aren't even able to meet the relay fee on the next pass, give up
// because we must be at the maximum allowed fee.
@ -2760,7 +2746,7 @@ bool CWallet::CreateTransaction(const std::vector<CRecipient>& vecSend, CWalletT
// new inputs. We now know we only need the smaller fee
// (because of reduced tx size) and so we should add a
// change output. Only try this once.
CAmount fee_needed_for_change = GetMinimumFee(change_prototype_size, currentConfirmationTarget, ::mempool, ::feeEstimator, nullptr, false /* ignoreGlobalPayTxFee */, conservative_estimate);
CAmount fee_needed_for_change = GetMinimumFee(change_prototype_size, coin_control, ::mempool, ::feeEstimator, nullptr);
CAmount minimum_value_for_change = GetDustThreshold(change_prototype_txout, ::dustRelayFee);
CAmount max_excess_fee = fee_needed_for_change + minimum_value_for_change;
if (nFeeRet > nFeeNeeded + max_excess_fee && nChangePosInOut == -1 && nSubtractFeeFromAmount == 0 && pick_new_inputs) {
@ -2936,33 +2922,61 @@ CAmount CWallet::GetRequiredFee(unsigned int nTxBytes)
return std::max(minTxFee.GetFee(nTxBytes), ::minRelayTxFee.GetFee(nTxBytes));
}
CAmount CWallet::GetMinimumFee(unsigned int nTxBytes, unsigned int nConfirmTarget, const CTxMemPool& pool, const CBlockPolicyEstimator& estimator, FeeCalculation *feeCalc, bool ignoreGlobalPayTxFee, bool conservative_estimate)
CAmount CWallet::GetMinimumFee(unsigned int nTxBytes, const CCoinControl& coin_control, const CTxMemPool& pool, const CBlockPolicyEstimator& estimator, FeeCalculation *feeCalc)
{
// payTxFee is the user-set global for desired feerate
CAmount nFeeNeeded = payTxFee.GetFee(nTxBytes);
// User didn't set: use -txconfirmtarget to estimate...
if (nFeeNeeded == 0 || ignoreGlobalPayTxFee) {
nFeeNeeded = estimator.estimateSmartFee(nConfirmTarget, feeCalc, pool, conservative_estimate).GetFee(nTxBytes);
// ... unless we don't have enough mempool data for estimatefee, then use fallbackFee
if (nFeeNeeded == 0) {
nFeeNeeded = fallbackFee.GetFee(nTxBytes);
if (feeCalc) feeCalc->reason = FeeReason::FALLBACK;
}
} else {
/* User control of how to calculate fee uses the following parameter precedence:
1. coin_control.m_feerate
2. coin_control.m_confirm_target
3. payTxFee (user-set global variable)
4. nTxConfirmTarget (user-set global variable)
The first parameter that is set is used.
*/
CAmount fee_needed;
if (coin_control.m_feerate) { // 1.
fee_needed = coin_control.m_feerate->GetFee(nTxBytes);
if (feeCalc) feeCalc->reason = FeeReason::PAYTXFEE;
// Allow to override automatic min/max check over coin control instance
if (coin_control.fOverrideFeeRate) return fee_needed;
}
else if (!coin_control.m_confirm_target && ::payTxFee != CFeeRate(0)) { // 3. TODO: remove magic value of 0 for global payTxFee
fee_needed = ::payTxFee.GetFee(nTxBytes);
if (feeCalc) feeCalc->reason = FeeReason::PAYTXFEE;
}
else { // 2. or 4.
// We will use smart fee estimation
unsigned int target = coin_control.m_confirm_target ? *coin_control.m_confirm_target : ::nTxConfirmTarget;
// By default estimates are economical iff we are signaling opt-in-RBF
bool conservative_estimate = !coin_control.signalRbf;
// Allow to override the default fee estimate mode over the CoinControl instance
if (coin_control.m_fee_mode == FeeEstimateMode::CONSERVATIVE) conservative_estimate = true;
else if (coin_control.m_fee_mode == FeeEstimateMode::ECONOMICAL) conservative_estimate = false;
fee_needed = estimator.estimateSmartFee(target, feeCalc, conservative_estimate).GetFee(nTxBytes);
if (fee_needed == 0) {
// if we don't have enough data for estimateSmartFee, then use fallbackFee
fee_needed = fallbackFee.GetFee(nTxBytes);
if (feeCalc) feeCalc->reason = FeeReason::FALLBACK;
}
// Obey mempool min fee when using smart fee estimation
CAmount min_mempool_fee = pool.GetMinFee(GetArg("-maxmempool", DEFAULT_MAX_MEMPOOL_SIZE) * 1000000).GetFee(nTxBytes);
if (fee_needed < min_mempool_fee) {
fee_needed = min_mempool_fee;
if (feeCalc) feeCalc->reason = FeeReason::MEMPOOL_MIN;
}
}
// prevent user from paying a fee below minRelayTxFee or minTxFee
CAmount requiredFee = GetRequiredFee(nTxBytes);
if (requiredFee > nFeeNeeded) {
nFeeNeeded = requiredFee;
CAmount required_fee = GetRequiredFee(nTxBytes);
if (required_fee > fee_needed) {
fee_needed = required_fee;
if (feeCalc) feeCalc->reason = FeeReason::REQUIRED;
}
// But always obey the maximum
if (nFeeNeeded > maxTxFee) {
nFeeNeeded = maxTxFee;
if (fee_needed > maxTxFee) {
fee_needed = maxTxFee;
if (feeCalc) feeCalc->reason = FeeReason::MAXTXFEE;
}
return nFeeNeeded;
return fee_needed;
}
@ -4200,15 +4214,3 @@ bool CMerkleTx::AcceptToMemoryPool(const CAmount& nAbsurdFee, CValidationState&
{
return ::AcceptToMemoryPool(mempool, state, tx, true, NULL, NULL, false, nAbsurdFee);
}
bool CalculateEstimateType(FeeEstimateMode mode, bool opt_in_rbf) {
switch (mode) {
case FeeEstimateMode::UNSET:
return !opt_in_rbf; // Allow for lower fees if RBF is an option
case FeeEstimateMode::CONSERVATIVE:
return true;
case FeeEstimateMode::ECONOMICAL:
return false;
}
return true;
}

6
src/wallet/wallet.h
View File

@ -954,7 +954,7 @@ public:
* @note passing nChangePosInOut as -1 will result in setting a random position
*/
bool CreateTransaction(const std::vector<CRecipient>& vecSend, CWalletTx& wtxNew, CReserveKey& reservekey, CAmount& nFeeRet, int& nChangePosInOut,
std::string& strFailReason, const CCoinControl *coinControl = NULL, bool sign = true);
std::string& strFailReason, const CCoinControl& coin_control, bool sign = true);
bool CommitTransaction(CWalletTx& wtxNew, CReserveKey& reservekey, CConnman* connman, CValidationState& state);
void ListAccountCreditDebit(const std::string& strAccount, std::list<CAccountingEntry>& entries);
@ -969,7 +969,7 @@ public:
* Estimate the minimum fee considering user set parameters
* and the required fee
*/
static CAmount GetMinimumFee(unsigned int nTxBytes, unsigned int nConfirmTarget, const CTxMemPool& pool, const CBlockPolicyEstimator& estimator, FeeCalculation *feeCalc, bool ignoreGlobalPayTxFee, bool conservative_estimate);
static CAmount GetMinimumFee(unsigned int nTxBytes, const CCoinControl& coin_control, const CTxMemPool& pool, const CBlockPolicyEstimator& estimator, FeeCalculation *feeCalc);
/**
* Return the minimum required fee taking into account the
* floating relay fee and user set minimum transaction fee
@ -1220,6 +1220,4 @@ bool CWallet::DummySignTx(CMutableTransaction &txNew, const ContainerType &coins
return true;
}
bool CalculateEstimateType(FeeEstimateMode mode, bool opt_in_rbf);
#endif // BITCOIN_WALLET_WALLET_H