add min change threshold

This commit is contained in:
Ivan Socolsky 2016-03-23 10:58:01 -03:00
parent d93630b5e8
commit 37ee40f26a
3 changed files with 13 additions and 8 deletions

View File

@ -63,4 +63,7 @@ Defaults.UTXO_SELECTION_MAX_FEE_VS_TX_AMOUNT_FACTOR = 0.05;
// when fees are significant (proportional to how much we would pay for using that big input only). // when fees are significant (proportional to how much we would pay for using that big input only).
Defaults.UTXO_SELECTION_MAX_FEE_VS_SINGLE_UTXO_FEE_FACTOR = 5; Defaults.UTXO_SELECTION_MAX_FEE_VS_SINGLE_UTXO_FEE_FACTOR = 5;
// Do not generate change for less than the specified amount
Defaults.UTXO_SELECTION_MIN_CHANGE_AMOUNT = 5000;
module.exports = Defaults; module.exports = Defaults;

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@ -1480,8 +1480,9 @@ WalletService.prototype._selectTxInputs = function(txp, utxosToExclude, cb) {
var changeAmount = Math.round(total - txpAmount - fee); var changeAmount = Math.round(total - txpAmount - fee);
log.debug('Tx change: ', Utils.formatAmountInBtc(changeAmount)); log.debug('Tx change: ', Utils.formatAmountInBtc(changeAmount));
if (changeAmount > 0 && changeAmount <= Bitcore.Transaction.DUST_AMOUNT) { var smallChangeThreshold = Math.max(Defaults.UTXO_SELECTION_MIN_CHANGE_AMOUNT, Bitcore.Transaction.DUST_AMOUNT);
log.debug('Change below dust amount (' + Utils.formatAmountInBtc(Bitcore.Transaction.DUST_AMOUNT) + ')'); if (changeAmount > 0 && changeAmount <= smallChangeThreshold) {
log.debug('Change below threshold (' + Utils.formatAmountInBtc(smallChangeThreshold) + '). Incrementing fee to remove change.');
// Remove dust change by incrementing fee // Remove dust change by incrementing fee
fee += changeAmount; fee += changeAmount;
} }

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@ -2326,18 +2326,18 @@ describe('Wallet service', function() {
it('should be possible to use a smaller fee', function(done) { it('should be possible to use a smaller fee', function(done) {
helpers.stubUtxos(server, wallet, 1, function() { helpers.stubUtxos(server, wallet, 1, function() {
var txOpts = helpers.createSimpleProposalOpts('18PzpUFkFZE8zKWUPvfykkTxmB9oMR8qP7', 0.99995, TestData.copayers[0].privKey_1H_0, { var txOpts = helpers.createSimpleProposalOpts('18PzpUFkFZE8zKWUPvfykkTxmB9oMR8qP7', 0.9999, TestData.copayers[0].privKey_1H_0, {
feePerKb: 80000 feePerKb: 80000
}); });
server.createTxLegacy(txOpts, function(err, tx) { server.createTxLegacy(txOpts, function(err, tx) {
should.exist(err); should.exist(err);
err.code.should.equal('INSUFFICIENT_FUNDS_FOR_FEE'); err.code.should.equal('INSUFFICIENT_FUNDS_FOR_FEE');
var txOpts = helpers.createSimpleProposalOpts('18PzpUFkFZE8zKWUPvfykkTxmB9oMR8qP7', 0.99995, TestData.copayers[0].privKey_1H_0, { var txOpts = helpers.createSimpleProposalOpts('18PzpUFkFZE8zKWUPvfykkTxmB9oMR8qP7', 0.9999, TestData.copayers[0].privKey_1H_0, {
feePerKb: 5000 feePerKb: 5000
}); });
server.createTxLegacy(txOpts, function(err, tx) { server.createTxLegacy(txOpts, function(err, tx) {
should.not.exist(err); should.not.exist(err);
var estimatedFee = 5000 * 400 / 1000; // fully signed tx should have about 400 bytes var estimatedFee = 5000 * 410 / 1000; // fully signed tx should have about 410 bytes
tx.fee.should.be.within(0.9 * estimatedFee, 1.1 * estimatedFee); tx.fee.should.be.within(0.9 * estimatedFee, 1.1 * estimatedFee);
// Sign it to make sure Bitcore doesn't complain about the fees // Sign it to make sure Bitcore doesn't complain about the fees
@ -3597,17 +3597,18 @@ describe('Wallet service', function() {
}); });
}); });
}); });
it('should correct fee if resulting change would be below dust', function(done) { it('should correct fee if resulting change would be below threshold', function(done) {
helpers.stubUtxos(server, wallet, ['200bit', '500sat'], function() { helpers.stubUtxos(server, wallet, ['200bit', '500sat'], function() {
var txOpts = { var txOpts = {
outputs: [{ outputs: [{
toAddress: '18PzpUFkFZE8zKWUPvfykkTxmB9oMR8qP7', toAddress: '18PzpUFkFZE8zKWUPvfykkTxmB9oMR8qP7',
amount: 200e2, amount: 150e2,
}], }],
feePerKb: 400, feePerKb: 100e2,
}; };
server.createTx(txOpts, function(err, txp) { server.createTx(txOpts, function(err, txp) {
should.not.exist(err); should.not.exist(err);
txp.inputs.length.should.equal(1);
(_.sum(txp.inputs, 'satoshis') - txp.outputs[0].amount - txp.fee).should.equal(0); (_.sum(txp.inputs, 'satoshis') - txp.outputs[0].amount - txp.fee).should.equal(0);
var changeOutput = txp.getBitcoreTx().getChangeOutput(); var changeOutput = txp.getBitcoreTx().getChangeOutput();
should.not.exist(changeOutput); should.not.exist(changeOutput);