Merge pull request #3496 from SomberNight/coinchooser1

CoinChooser: privacy prefers confirmed and is default
This commit is contained in:
ThomasV 2017-12-12 17:19:19 +01:00 committed by GitHub
commit 936ee47d3a
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
4 changed files with 85 additions and 53 deletions

View File

@ -2674,19 +2674,20 @@ class ElectrumWindow(QMainWindow, MessageBoxMixin, PrintError):
return '\n'.join([key, "", " ".join(lines)])
choosers = sorted(coinchooser.COIN_CHOOSERS.keys())
chooser_name = coinchooser.get_name(self.config)
msg = _('Choose coin (UTXO) selection method. The following are available:\n\n')
msg += '\n\n'.join(fmt_docs(*item) for item in coinchooser.COIN_CHOOSERS.items())
chooser_label = HelpLabel(_('Coin selection') + ':', msg)
chooser_combo = QComboBox()
chooser_combo.addItems(choosers)
i = choosers.index(chooser_name) if chooser_name in choosers else 0
chooser_combo.setCurrentIndex(i)
def on_chooser(x):
chooser_name = choosers[chooser_combo.currentIndex()]
self.config.set_key('coin_chooser', chooser_name)
chooser_combo.currentIndexChanged.connect(on_chooser)
tx_widgets.append((chooser_label, chooser_combo))
if len(choosers) > 1:
chooser_name = coinchooser.get_name(self.config)
msg = _('Choose coin (UTXO) selection method. The following are available:\n\n')
msg += '\n\n'.join(fmt_docs(*item) for item in coinchooser.COIN_CHOOSERS.items())
chooser_label = HelpLabel(_('Coin selection') + ':', msg)
chooser_combo = QComboBox()
chooser_combo.addItems(choosers)
i = choosers.index(chooser_name) if chooser_name in choosers else 0
chooser_combo.setCurrentIndex(i)
def on_chooser(x):
chooser_name = choosers[chooser_combo.currentIndex()]
self.config.set_key('coin_chooser', chooser_name)
chooser_combo.currentIndexChanged.connect(on_chooser)
tx_widgets.append((chooser_label, chooser_combo))
def on_unconf(x):
self.config.set_key('confirmed_only', bool(x))

View File

@ -68,7 +68,7 @@ class PRNG:
x[i], x[j] = x[j], x[i]
Bucket = namedtuple('Bucket', ['desc', 'size', 'value', 'coins'])
Bucket = namedtuple('Bucket', ['desc', 'size', 'value', 'coins', 'min_height'])
def strip_unneeded(bkts, sufficient_funds):
'''Remove buckets that are unnecessary in achieving the spend amount'''
@ -95,7 +95,8 @@ class CoinChooserBase(PrintError):
for coin in coins)
size = Transaction.virtual_size_from_weight(weight)
value = sum(coin['value'] for coin in coins)
return Bucket(desc, size, value, coins)
min_height = min(coin['height'] for coin in coins)
return Bucket(desc, size, value, coins, min_height)
return list(map(make_Bucket, buckets.keys(), buckets.values()))
@ -198,9 +199,9 @@ class CoinChooserBase(PrintError):
tx.add_inputs([coin for b in buckets for coin in b.coins])
tx_size = base_size + sum(bucket.size for bucket in buckets)
# This takes a count of change outputs and returns a tx fee;
# each pay-to-bitcoin-address output serializes as 34 bytes
fee = lambda count: fee_estimator(tx_size + count * 34)
# This takes a count of change outputs and returns a tx fee
output_size = Transaction.estimated_output_size(change_addrs[0])
fee = lambda count: fee_estimator(tx_size + count * output_size)
change = self.change_outputs(tx, change_addrs, fee, dust_threshold)
tx.add_outputs(change)
@ -212,35 +213,14 @@ class CoinChooserBase(PrintError):
def choose_buckets(self, buckets, sufficient_funds, penalty_func):
raise NotImplemented('To be subclassed')
class CoinChooserOldestFirst(CoinChooserBase):
'''Maximize transaction priority. Select the oldest unspent
transaction outputs in your wallet, that are sufficient to cover
the spent amount. Then, remove any unneeded inputs, starting with
the smallest in value.
'''
def keys(self, coins):
return [coin['prevout_hash'] + ':' + str(coin['prevout_n'])
for coin in coins]
def choose_buckets(self, buckets, sufficient_funds, penalty_func):
'''Spend the oldest buckets first.'''
# Unconfirmed coins are young, not old
adj_height = lambda height: 99999999 if height <= 0 else height
buckets.sort(key = lambda b: max(adj_height(coin['height'])
for coin in b.coins))
selected = []
for bucket in buckets:
selected.append(bucket)
if sufficient_funds(selected):
return strip_unneeded(selected, sufficient_funds)
else:
raise NotEnoughFunds()
class CoinChooserRandom(CoinChooserBase):
def bucket_candidates(self, buckets, sufficient_funds):
def bucket_candidates_any(self, buckets, sufficient_funds):
'''Returns a list of bucket sets.'''
if not buckets:
raise NotEnoughFunds()
candidates = set()
# Add all singletons
@ -267,8 +247,42 @@ class CoinChooserRandom(CoinChooserBase):
candidates = [[buckets[n] for n in c] for c in candidates]
return [strip_unneeded(c, sufficient_funds) for c in candidates]
def bucket_candidates_prefer_confirmed(self, buckets, sufficient_funds):
"""Returns a list of bucket sets preferring confirmed coins.
Any bucket can be:
1. "confirmed" if it only contains confirmed coins; else
2. "unconfirmed" if it does not contain coins with unconfirmed parents
3. "unconfirmed parent" otherwise
This method tries to only use buckets of type 1, and if the coins there
are not enough, tries to use the next type but while also selecting
all buckets of all previous types.
"""
conf_buckets = [bkt for bkt in buckets if bkt.min_height > 0]
unconf_buckets = [bkt for bkt in buckets if bkt.min_height == 0]
unconf_par_buckets = [bkt for bkt in buckets if bkt.min_height == -1]
bucket_sets = [conf_buckets, unconf_buckets, unconf_par_buckets]
already_selected_buckets = []
for bkts_choose_from in bucket_sets:
try:
def sfunds(bkts):
return sufficient_funds(already_selected_buckets + bkts)
candidates = self.bucket_candidates_any(bkts_choose_from, sfunds)
break
except NotEnoughFunds:
already_selected_buckets += bkts_choose_from
else:
raise NotEnoughFunds()
candidates = [(already_selected_buckets + c) for c in candidates]
return [strip_unneeded(c, sufficient_funds) for c in candidates]
def choose_buckets(self, buckets, sufficient_funds, penalty_func):
candidates = self.bucket_candidates(buckets, sufficient_funds)
candidates = self.bucket_candidates_prefer_confirmed(buckets, sufficient_funds)
penalties = [penalty_func(cand) for cand in candidates]
winner = candidates[penalties.index(min(penalties))]
self.print_error("Bucket sets:", len(buckets))
@ -276,14 +290,15 @@ class CoinChooserRandom(CoinChooserBase):
return winner
class CoinChooserPrivacy(CoinChooserRandom):
'''Attempts to better preserve user privacy. First, if any coin is
spent from a user address, all coins are. Compared to spending
from other addresses to make up an amount, this reduces
"""Attempts to better preserve user privacy.
First, if any coin is spent from a user address, all coins are.
Compared to spending from other addresses to make up an amount, this reduces
information leakage about sender holdings. It also helps to
reduce blockchain UTXO bloat, and reduce future privacy loss that
would come from reusing that address' remaining UTXOs. Second, it
penalizes change that is quite different to the sent amount.
Third, it penalizes change that is too big.'''
would come from reusing that address' remaining UTXOs.
Second, it penalizes change that is quite different to the sent amount.
Third, it penalizes change that is too big.
"""
def keys(self, coins):
return [coin['address'] for coin in coins]
@ -296,6 +311,7 @@ class CoinChooserPrivacy(CoinChooserRandom):
def penalty(buckets):
badness = len(buckets) - 1
total_input = sum(bucket.value for bucket in buckets)
# FIXME "change" here also includes fees
change = float(total_input - spent_amount)
# Penalize change not roughly in output range
if change < min_change:
@ -309,13 +325,14 @@ class CoinChooserPrivacy(CoinChooserRandom):
return penalty
COIN_CHOOSERS = {'Priority': CoinChooserOldestFirst,
'Privacy': CoinChooserPrivacy}
COIN_CHOOSERS = {
'Privacy': CoinChooserPrivacy,
}
def get_name(config):
kind = config.get('coin_chooser')
if not kind in COIN_CHOOSERS:
kind = 'Priority'
kind = 'Privacy'
return kind
def get_coin_chooser(config):

View File

@ -135,6 +135,13 @@ class TestTransaction(unittest.TestCase):
self.assertEqual(tx.estimated_weight(), 772)
self.assertEqual(tx.estimated_size(), 193)
def test_estimated_output_size(self):
estimated_output_size = transaction.Transaction.estimated_output_size
self.assertEqual(estimated_output_size('14gcRovpkCoGkCNBivQBvw7eso7eiNAbxG'), 34)
self.assertEqual(estimated_output_size('35ZqQJcBQMZ1rsv8aSuJ2wkC7ohUCQMJbT'), 32)
self.assertEqual(estimated_output_size('bc1q3g5tmkmlvxryhh843v4dz026avatc0zzr6h3af'), 31)
self.assertEqual(estimated_output_size('bc1qnvks7gfdu72de8qv6q6rhkkzu70fqz4wpjzuxjf6aydsx7wxfwcqnlxuv3'), 43)
# TODO other tests for segwit tx
def test_tx_signed_segwit(self):
tx = transaction.Transaction(signed_segwit_blob)

View File

@ -877,6 +877,13 @@ class Transaction:
return 4 * input_size + witness_size
@classmethod
def estimated_output_size(cls, address):
"""Return an estimate of serialized output size in bytes."""
script = bitcoin.address_to_script(address)
# 8 byte value + 1 byte script len + script
return 9 + len(script) // 2
@classmethod
def virtual_size_from_weight(cls, weight):
return weight // 4 + (weight % 4 > 0)