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Add a discard_rate

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Any change output which would be dust at the discard_rate you are
willing to discard completely and add to fee (as well as continuing to
pay the fee that would have been needed for creating the change).
This commit is contained in:
Alex Morcos 2017-07-06 14:00:46 -04:00
parent b1385852ef
commit f4d00e63f7
2 changed files with 32 additions and 2 deletions
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31
src/wallet/wallet.cpp
View File

@ -57,6 +57,8 @@ CFeeRate CWallet::minTxFee = CFeeRate(DEFAULT_TRANSACTION_MINFEE);
*/
CFeeRate CWallet::fallbackFee = CFeeRate(DEFAULT_FALLBACK_FEE);
CFeeRate CWallet::m_discard_rate = CFeeRate(DEFAULT_DISCARD_FEE);
const uint256 CMerkleTx::ABANDON_HASH(uint256S("0000000000000000000000000000000000000000000000000000000000000001"));
/** @defgroup mapWallet
@ -2501,6 +2503,17 @@ bool CWallet::FundTransaction(CMutableTransaction& tx, CAmount& nFeeRet, int& nC
return true;
}
static CFeeRate GetDiscardRate(const CBlockPolicyEstimator& estimator)
{
unsigned int highest_target = estimator.HighestTargetTracked(FeeEstimateHorizon::LONG_HALFLIFE);
CFeeRate discard_rate = estimator.estimateSmartFee(highest_target, nullptr /* FeeCalculation */, false /* conservative */);
// Don't let discard_rate be greater than longest possible fee estimate if we get a valid fee estimate
discard_rate = (discard_rate == CFeeRate(0)) ? CWallet::m_discard_rate : std::min(discard_rate, CWallet::m_discard_rate);
// Discard rate must be at least dustRelayFee
discard_rate = std::max(discard_rate, ::dustRelayFee);
return discard_rate;
}
bool CWallet::CreateTransaction(const std::vector<CRecipient>& vecSend, CWalletTx& wtxNew, CReserveKey& reservekey, CAmount& nFeeRet,
int& nChangePosInOut, std::string& strFailReason, const CCoinControl& coin_control, bool sign)
{
@ -2600,6 +2613,7 @@ bool CWallet::CreateTransaction(const std::vector<CRecipient>& vecSend, CWalletT
CTxOut change_prototype_txout(0, scriptChange);
size_t change_prototype_size = GetSerializeSize(change_prototype_txout, SER_DISK, 0);
CFeeRate discard_rate = GetDiscardRate(::feeEstimator);
nFeeRet = 0;
bool pick_new_inputs = true;
CAmount nValueIn = 0;
@ -2667,7 +2681,7 @@ bool CWallet::CreateTransaction(const std::vector<CRecipient>& vecSend, CWalletT
// Never create dust outputs; if we would, just
// add the dust to the fee.
if (IsDust(newTxOut, ::dustRelayFee))
if (IsDust(newTxOut, discard_rate))
{
nChangePosInOut = -1;
nFeeRet += nChange;
@ -2747,7 +2761,7 @@ bool CWallet::CreateTransaction(const std::vector<CRecipient>& vecSend, CWalletT
// (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, coin_control, ::mempool, ::feeEstimator, nullptr);
CAmount minimum_value_for_change = GetDustThreshold(change_prototype_txout, ::dustRelayFee);
CAmount minimum_value_for_change = GetDustThreshold(change_prototype_txout, discard_rate);
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) {
pick_new_inputs = false;
@ -3788,6 +3802,9 @@ std::string CWallet::GetWalletHelpString(bool showDebug)
strUsage += HelpMessageOpt("-keypool=<n>", strprintf(_("Set key pool size to <n> (default: %u)"), DEFAULT_KEYPOOL_SIZE));
strUsage += HelpMessageOpt("-fallbackfee=<amt>", strprintf(_("A fee rate (in %s/kB) that will be used when fee estimation has insufficient data (default: %s)"),
CURRENCY_UNIT, FormatMoney(DEFAULT_FALLBACK_FEE)));
strUsage += HelpMessageOpt("-discardfee=<amt>", strprintf(_("The fee rate (in %s/kB) used to discard change (to fee) if it would be dust at this fee rate (default: %s) "
"Note: We will always discard up to the dust relay fee and a discard fee above that is limited by the longest target fee estimate"),
CURRENCY_UNIT, FormatMoney(DEFAULT_DISCARD_FEE)));
strUsage += HelpMessageOpt("-mintxfee=<amt>", strprintf(_("Fees (in %s/kB) smaller than this are considered zero fee for transaction creation (default: %s)"),
CURRENCY_UNIT, FormatMoney(DEFAULT_TRANSACTION_MINFEE)));
strUsage += HelpMessageOpt("-paytxfee=<amt>", strprintf(_("Fee (in %s/kB) to add to transactions you send (default: %s)"),
@ -4113,6 +4130,16 @@ bool CWallet::ParameterInteraction()
_("This is the transaction fee you may pay when fee estimates are not available."));
CWallet::fallbackFee = CFeeRate(nFeePerK);
}
if (IsArgSet("-discardfee"))
{
CAmount nFeePerK = 0;
if (!ParseMoney(GetArg("-discardfee", ""), nFeePerK))
return InitError(strprintf(_("Invalid amount for -discardfee=<amount>: '%s'"), GetArg("-discardfee", "")));
if (nFeePerK > HIGH_TX_FEE_PER_KB)
InitWarning(AmountHighWarn("-discardfee") + " " +
_("This is the transaction fee you may discard if change is smaller than dust at this level"));
CWallet::m_discard_rate = CFeeRate(nFeePerK);
}
if (IsArgSet("-paytxfee"))
{
CAmount nFeePerK = 0;

3
src/wallet/wallet.h
View File

@ -45,6 +45,8 @@ static const unsigned int DEFAULT_KEYPOOL_SIZE = 100;
static const CAmount DEFAULT_TRANSACTION_FEE = 0;
//! -fallbackfee default
static const CAmount DEFAULT_FALLBACK_FEE = 20000;
//! -m_discard_rate default
static const CAmount DEFAULT_DISCARD_FEE = 10000;
//! -mintxfee default
static const CAmount DEFAULT_TRANSACTION_MINFEE = 1000;
//! minimum recommended increment for BIP 125 replacement txs
@ -965,6 +967,7 @@ public:
static CFeeRate minTxFee;
static CFeeRate fallbackFee;
static CFeeRate m_discard_rate;
/**
* Estimate the minimum fee considering user set parameters
* and the required fee