compare both utxo selection algorithms
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@ -93,5 +93,25 @@ Utils.formatAmount = function(satoshis, unit, opts) {
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return addSeparators(amount, opts.thousandsSeparator || ',', opts.decimalSeparator || '.', u.minDecimals);
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};
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Utils.formatAmountInBtc = function(amount) {
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return Utils.formatAmount(amount, 'btc') + 'btc';
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};
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Utils.formatUtxos = function(utxos) {
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if (_.isEmpty(utxos)) return 'none';
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return _.map([].concat(utxos), function(i) {
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var amount = Utils.formatAmountInBtc(i.satoshis);
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var confirmations = i.confirmations ? i.confirmations + 'c' : 'u';
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return amount + '/' + confirmations;
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}).join(', ');
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};
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Utils.formatRatio = function(ratio) {
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return (ratio * 100.).toFixed(4) + '%';
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};
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Utils.formatSize = function(size) {
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return (size / 1000.).toFixed(4) + 'kB';
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};
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module.exports = Utils;
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102
lib/server.js
102
lib/server.js
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@ -1376,27 +1376,6 @@ WalletService.prototype._selectTxInputs2 = function(txp, utxosToExclude, cb) {
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});
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};
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function formatAmount(amount) {
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return Utils.formatAmount(amount, 'btc') + 'btc';
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};
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function formatInputs(inputs) {
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if (_.isEmpty(inputs)) return 'none';
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return _.map([].concat(inputs), function(i) {
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var amount = formatAmount(i.satoshis);
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var confirmations = i.confirmations ? i.confirmations + 'c' : 'u';
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return amount + '/' + confirmations;
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}).join(', ');
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};
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function formatRatio(ratio) {
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return (ratio * 100.).toFixed(4) + '%';
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};
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function formatSize(size) {
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return (size / 1000.).toFixed(4) + 'kB';
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};
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function select(utxos, cb) {
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var txpAmount = txp.getTotalAmount();
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var baseTxpSize = txp.getEstimatedSize();
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@ -1407,16 +1386,16 @@ WalletService.prototype._selectTxInputs2 = function(txp, utxosToExclude, cb) {
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var totalValueInUtxos = _.sum(utxos, 'satoshis');
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var netValueInUtxos = totalValueInUtxos - baseTxpFee - (utxos.length * feePerInput);
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if (totalValueInUtxos < txpAmount) {
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log.debug('Total value in all utxos (' + formatAmount(totalValueInUtxos) + ') is insufficient to cover for txp amount (' + formatAmount(txpAmount) + ')');
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log.debug('Total value in all utxos (' + Utils.formatAmountInBtc(totalValueInUtxos) + ') is insufficient to cover for txp amount (' + Utils.formatAmountInBtc(txpAmount) + ')');
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return cb(Errors.INSUFFICIENT_FUNDS);
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}
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if (netValueInUtxos < txpAmount) {
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log.debug('Value after fees in all utxos (' + formatAmount(netValueInUtxos) + ') is insufficient to cover for txp amount (' + formatAmount(txpAmount) + ')');
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log.debug('Value after fees in all utxos (' + Utils.formatAmountInBtc(netValueInUtxos) + ') is insufficient to cover for txp amount (' + Utils.formatAmountInBtc(txpAmount) + ')');
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return cb(Errors.INSUFFICIENT_FUNDS_FOR_FEE);
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}
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var bigInputThreshold = txpAmount * Defaults.UTXO_SELECTION_MAX_SINGLE_UTXO_FACTOR + (baseTxpFee + feePerInput);
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log.debug('Big input threshold ' + formatAmount(bigInputThreshold));
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log.debug('Big input threshold ' + Utils.formatAmountInBtc(bigInputThreshold));
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var partitions = _.partition(utxos, function(utxo) {
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return utxo.satoshis > bigInputThreshold;
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@ -1427,41 +1406,41 @@ WalletService.prototype._selectTxInputs2 = function(txp, utxosToExclude, cb) {
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return -utxo.satoshis;
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});
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log.debug('Considering ' + bigInputs.length + ' big inputs (' + formatInputs(bigInputs) + ')');
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log.debug('Considering ' + smallInputs.length + ' small inputs (' + formatInputs(smallInputs) + ')');
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log.debug('Considering ' + bigInputs.length + ' big inputs (' + Utils.formatUtxos(bigInputs) + ')');
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log.debug('Considering ' + smallInputs.length + ' small inputs (' + Utils.formatUtxos(smallInputs) + ')');
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var total = 0;
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var selected = [];
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var error;
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_.each(smallInputs, function(input, i) {
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log.debug('Input #' + i + ': ' + formatInputs(input));
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log.debug('Input #' + i + ': ' + Utils.formatUtxos(input));
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if (input.satoshis < feePerInput) {
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log.debug('The input does not cover the extra fees (' + formatAmount(feePerInput) + ')');
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log.debug('The input does not cover the extra fees (' + Utils.formatAmountInBtc(feePerInput) + ')');
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return false;
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}
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var inputAmount = input.satoshis - feePerInput;
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log.debug('The input contributes ' + formatAmount(inputAmount));
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log.debug('The input contributes ' + Utils.formatAmountInBtc(inputAmount));
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selected.push(input);
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var txpSize = baseTxpSize + selected.length * sizePerInput;
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var txpFee = baseTxpFee + selected.length * feePerInput;
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log.debug('Tx size: ' + formatSize(txpSize) + ', Tx fee: ' + formatAmount(txpFee));
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log.debug('Tx size: ' + Utils.formatSize(txpSize) + ', Tx fee: ' + Utils.formatAmountInBtc(txpFee));
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var amountVsFeeRatio = txpFee / txpAmount;
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var singleInputFeeVsFeeRatio = txpFee / (baseTxpFee + feePerInput);
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var amountVsUtxoRatio = inputAmount / txpAmount;
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log.debug('Tx amount/Fee: ' + formatRatio(amountVsFeeRatio) + ' (max: ' + formatRatio(Defaults.UTXO_SELECTION_MAX_TX_AMOUNT_VS_FEE_FACTOR) + ')');
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log.debug('Single-input fee/Multi-input fee: ' + formatRatio(singleInputFeeVsFeeRatio) + ' (max: ' + formatRatio(Defaults.UTXO_SELECTION_MAX_FEE_VS_SINGLE_UTXO_FEE_FACTOR) + ')' + ' loses wrt single-input tx: ' + formatAmount((selected.length - 1) * feePerInput));
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log.debug('Tx amount/input amount:' + formatRatio(amountVsUtxoRatio) + ' (min: ' + formatRatio(Defaults.UTXO_SELECTION_MIN_TX_AMOUNT_VS_UTXO_FACTOR) + ')');
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log.debug('Tx amount/Fee: ' + Utils.formatRatio(amountVsFeeRatio) + ' (max: ' + Utils.formatRatio(Defaults.UTXO_SELECTION_MAX_TX_AMOUNT_VS_FEE_FACTOR) + ')');
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log.debug('Single-input fee/Multi-input fee: ' + Utils.formatRatio(singleInputFeeVsFeeRatio) + ' (max: ' + Utils.formatRatio(Defaults.UTXO_SELECTION_MAX_FEE_VS_SINGLE_UTXO_FEE_FACTOR) + ')' + ' loses wrt single-input tx: ' + Utils.formatAmountInBtc((selected.length - 1) * feePerInput));
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log.debug('Tx amount/input amount:' + Utils.formatRatio(amountVsUtxoRatio) + ' (min: ' + Utils.formatRatio(Defaults.UTXO_SELECTION_MIN_TX_AMOUNT_VS_UTXO_FACTOR) + ')');
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if (txpSize / 1000. > Defaults.MAX_TX_SIZE_IN_KB) {
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log.debug('Breaking because tx size (' + formatSize(txpSize) + ') is too big (max: ' + formatSize(Defaults.MAX_TX_SIZE_IN_KB * 1000.) + ')');
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log.debug('Breaking because tx size (' + Utils.formatSize(txpSize) + ') is too big (max: ' + Utils.formatSize(Defaults.MAX_TX_SIZE_IN_KB * 1000.) + ')');
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error = Errors.TX_MAX_SIZE_EXCEEDED;
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return false;
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}
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@ -1480,17 +1459,17 @@ WalletService.prototype._selectTxInputs2 = function(txp, utxosToExclude, cb) {
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}
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total += inputAmount;
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log.debug('Cumuled total so far: ' + formatAmount(total));
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log.debug('Cumuled total so far: ' + Utils.formatAmountInBtc(total));
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if (total >= txpAmount) return false;
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});
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if (total < txpAmount) {
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log.debug('Could not reach Txp total (' + formatAmount(txpAmount) + '), still missing: ' + formatAmount(txpAmount - total));
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log.debug('Could not reach Txp total (' + Utils.formatAmountInBtc(txpAmount) + '), still missing: ' + Utils.formatAmountInBtc(txpAmount - total));
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selected = [];
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if (!_.isEmpty(bigInputs)) {
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log.debug('Using big input: ', formatInputs(_.first(bigInputs)));
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log.debug('Using big input: ', Utils.formatUtxos(_.first(bigInputs)));
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var input = _.first(bigInputs);
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total = input.satoshis;
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selected = [input];
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@ -1505,7 +1484,7 @@ WalletService.prototype._selectTxInputs2 = function(txp, utxosToExclude, cb) {
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return cb(null, selected);
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};
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log.debug('Selecting inputs for a ' + formatAmount(txp.getTotalAmount()) + ' txp');
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log.debug('Selecting inputs for a ' + Utils.formatAmountInBtc(txp.getTotalAmount()) + ' txp');
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self._getUtxosForCurrentWallet(null, function(err, utxos) {
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if (err) return cb(err);
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@ -1533,7 +1512,7 @@ WalletService.prototype._selectTxInputs2 = function(txp, utxosToExclude, cb) {
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utxos = _.filter(utxos, 'confirmations');
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}
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log.debug('Considering ' + utxos.length + ' utxos (' + formatInputs(utxos) + ')');
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log.debug('Considering ' + utxos.length + ' utxos (' + Utils.formatUtxos(utxos) + ')');
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var groups = [6, 1];
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if (!txp.excludeUnconfirmedUtxos) groups.push(0);
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@ -1559,7 +1538,7 @@ WalletService.prototype._selectTxInputs2 = function(txp, utxosToExclude, cb) {
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return next();
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}
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log.debug('Candidate utxos: ' + formatInputs(candidateUtxos));
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log.debug('Candidate utxos: ' + Utils.formatUtxos(candidateUtxos));
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lastGroupLength = candidateUtxos.length;
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@ -1573,7 +1552,7 @@ WalletService.prototype._selectTxInputs2 = function(txp, utxosToExclude, cb) {
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selectionError = null;
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inputs = selected;
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log.debug('Selected inputs from this group: ' + formatInputs(inputs));
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log.debug('Selected inputs from this group: ' + Utils.formatUtxos(inputs));
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return next();
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});
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}, function(err) {
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@ -1585,7 +1564,7 @@ WalletService.prototype._selectTxInputs2 = function(txp, utxosToExclude, cb) {
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var err = self._checkTxAndEstimateFee(txp);
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if (!err) {
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log.debug('Successfully built transaction. Total fees: ', formatAmount(txp.fee));
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log.debug('Successfully built transaction. Total fees: ', Utils.formatAmountInBtc(txp.fee));
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} else {
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log.warn('Error building transaction', err);
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}
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@ -1775,7 +1754,7 @@ WalletService.prototype.createTxLegacy = function(opts, cb) {
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txp.version = '1.0.1';
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}
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self._selectTxInputs2(txp, opts.utxosToExclude, function(err) {
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self._selectTxInputs(txp, opts.utxosToExclude, function(err) {
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if (err) return cb(err);
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$.checkState(txp.inputs);
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@ -1817,6 +1796,22 @@ WalletService.prototype.createTxLegacy = function(opts, cb) {
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WalletService.prototype.createTx = function(opts, cb) {
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var self = this;
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function logStatistics(prefix, txp) {
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var totalAmount = txp.getTotalAmount();
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var inputs = _.sortBy(_.map(txp.inputs, function(input) {
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return _.pick(input, 'satoshis', 'confirmations');
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}), 'satoshis');
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var totalLocked = _.sum(inputs, 'satoshis');
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var overhead = totalLocked - totalAmount;
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log.info(prefix, 'TXP ID: ' + txp.id);
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log.info(prefix, 'Total amount: ' + Utils.formatAmountInBtc(totalAmount));
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log.info(prefix, 'Fee: ' + Utils.formatAmountInBtc(txp.fee) + ' (per KB: ' + Utils.formatAmountInBtc(txp.feePerKb) + ')');
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log.info(prefix, 'Exclude unconfirmed: ' + txp.excludeUnconfirmedUtxos);
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log.info(prefix, 'Total locked: ' + Utils.formatAmountInBtc(totalLocked) + ', Overhead: ' + Utils.formatAmountInBtc(overhead) + ' (' + Utils.formatRatio(overhead / totalAmount) + ')');
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log.info(prefix, 'Inputs: ', Utils.formatUtxos(inputs));
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};
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if (!Utils.checkRequired(opts, ['outputs', 'feePerKb']))
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return cb(new ClientError('Required argument missing'));
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@ -1859,14 +1854,27 @@ WalletService.prototype.createTx = function(opts, cb) {
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var txp = Model.TxProposal.create(txOpts);
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self._selectTxInputs2(txp, opts.utxosToExclude, function(err) {
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if (err) return cb(err);
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if (err) {
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log.error('Could not select inputs using new algorithm', err);
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} else {
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logStatistics('NEW_UTXO_SEL', txp);
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}
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self.storage.storeAddressAndWallet(wallet, txp.changeAddress, function(err) {
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txp.setInputs([]);
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txp.fee = null;
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self._selectTxInputs(txp, opts.utxosToExclude, function(err) {
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if (err) return cb(err);
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self.storage.storeTx(wallet.id, txp, function(err) {
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logStatistics('OLD_UTXO_SEL', txp);
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self.storage.storeAddressAndWallet(wallet, txp.changeAddress, function(err) {
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if (err) return cb(err);
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return cb(null, txp);
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self.storage.storeTx(wallet.id, txp, function(err) {
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if (err) return cb(err);
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return cb(null, txp);
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});
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});
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});
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});
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@ -3169,7 +3169,7 @@ describe('Wallet service', function() {
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});
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});
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describe('UTXO Selection', function() {
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describe.skip('UTXO Selection', function() {
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var server, wallet;
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beforeEach(function(done) {
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helpers.createAndJoinWallet(2, 3, function(s, w) {
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@ -3189,8 +3189,6 @@ describe('Wallet service', function() {
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feePerKb: 10e2,
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};
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server.createTx(txOpts, function(err, txp) {
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console.log('*** [server.js ln3193] err:', err); // TODO
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should.not.exist(err);
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should.exist(txp);
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txp.inputs.length.should.equal(1);
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