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bitcore-wallet-service
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adapt fee to avoid change below dust

This commit is contained in:
Ivan Socolsky 2016-03-08 15:24:58 -03:00
parent 9ed48f1e77
commit c01d1568bb
5 changed files with 85 additions and 59 deletions
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15
lib/common/utils.js
View File

@ -23,8 +23,7 @@ Utils.checkRequired = function(obj, args) {
* @return {number}
*/
Utils.strip = function(number) {
return parseFloat(number);
return (parseFloat(number.toPrecision(12)));
return parseFloat(number.toPrecision(12));
}
/* TODO: It would be nice to be compatible with bitcoind signmessage. How
@ -67,6 +66,11 @@ Utils.formatAmount = function(satoshis, unit, opts) {
maxDecimals: 0,
minDecimals: 0,
},
sat: {
toSatoshis: 1,
maxDecimals: 0,
minDecimals: 0,
}
};
$.shouldBeNumber(satoshis);
@ -89,13 +93,16 @@ Utils.formatAmount = function(satoshis, unit, opts) {
opts = opts || {};
var u = UNITS[unit];
var u = _.assign(UNITS[unit], opts);
var amount = (satoshis / u.toSatoshis).toFixed(u.maxDecimals);
return addSeparators(amount, opts.thousandsSeparator || ',', opts.decimalSeparator || '.', u.minDecimals);
};
Utils.formatAmountInBtc = function(amount) {
return Utils.formatAmount(amount, 'btc') + 'btc';
return Utils.formatAmount(amount, 'btc', {
minDecimals: 8,
maxDecimals: 8,
}) + 'btc';
};
Utils.formatUtxos = function(utxos) {

12
lib/model/txproposal.js
View File

@ -158,7 +158,13 @@ TxProposal.prototype._buildTx = function() {
});
t.fee(self.fee);
t.change(self.changeAddress.address);
var totalInputs = _.sum(self.inputs, 'satoshis');
var totalOutputs = _.sum(self.outputs, 'satoshis');
if (totalInputs - totalOutputs - self.fee > 0) {
t.change(self.changeAddress.address);
}
// Shuffle outputs for improved privacy
if (t.outputs.length > 1) {
@ -173,8 +179,8 @@ TxProposal.prototype._buildTx = function() {
});
}
// Validate inputs vs outputs independently of Bitcore
var totalInputs = _.sum(self.inputs, 'satoshis');
// Validate actual inputs vs outputs independently of Bitcore
var totalInputs = _.sum(t.inputs, 'satoshis');
var totalOutputs = _.sum(t.outputs, 'satoshis');
$.checkState(totalInputs - totalOutputs <= Defaults.MAX_TX_FEE);

68
lib/server.js
View File

@ -1230,7 +1230,11 @@ WalletService.prototype.getFeeLevels = function(opts, cb) {
});
};
WalletService.prototype._checkTxAndEstimateFee = function(txp) {
WalletService.prototype._estimateFee = function(txp) {
txp.estimateFee();
};
WalletService.prototype._checkTx = function(txp) {
var bitcoreError;
var serializationOpts = {
@ -1241,8 +1245,6 @@ WalletService.prototype._checkTxAndEstimateFee = function(txp) {
serializationOpts.disableLargeFees = true;
}
txp.estimateFee();
if (txp.getEstimatedSize() / 1000 > Defaults.MAX_TX_SIZE_IN_KB)
return Errors.TX_MAX_SIZE_EXCEEDED;
@ -1270,7 +1272,8 @@ WalletService.prototype._selectTxInputs = function(txp, utxosToExclude, cb) {
//todo: check inputs are ours and has enough value
if (txp.inputs && txp.inputs.length > 0) {
return cb(self._checkTxAndEstimateFee(txp));
self._estimateFee(txp);
return cb(self._checkTx(txp));
}
var txpAmount = txp.getTotalAmount();
@ -1331,7 +1334,9 @@ WalletService.prototype._selectTxInputs = function(txp, utxosToExclude, cb) {
log.debug('Considering ' + smallInputs.length + ' small inputs (' + Utils.formatUtxos(smallInputs) + ')');
var total = 0;
var netTotal = 0;
var selected = [];
var fee;
var error;
_.each(smallInputs, function(input, i) {
@ -1342,20 +1347,23 @@ WalletService.prototype._selectTxInputs = function(txp, utxosToExclude, cb) {
return false;
}
var inputAmount = input.satoshis - feePerInput;
log.debug('The input contributes ' + Utils.formatAmountInBtc(inputAmount));
var netInputAmount = input.satoshis - feePerInput;
log.debug('The input contributes ' + Utils.formatAmountInBtc(netInputAmount));
selected.push(input);
total += inputAmount;
total += input.satoshis;
netTotal += netInputAmount;
var txpSize = baseTxpSize + selected.length * sizePerInput;
var txpFee = baseTxpFee + selected.length * feePerInput;
fee = Math.round(baseTxpFee + selected.length * feePerInput);
log.debug('Tx size: ' + Utils.formatSize(txpSize) + ', Tx fee: ' + Utils.formatAmountInBtc(txpFee));
log.debug('Tx size: ' + Utils.formatSize(txpSize) + ', Tx fee: ' + Utils.formatAmountInBtc(fee));
var feeVsAmountRatio = txpFee / txpAmount;
var feeVsSingleInputFeeRatio = txpFee / (baseTxpFee + feePerInput);
var amountVsUtxoRatio = inputAmount / txpAmount;
var feeVsAmountRatio = fee / txpAmount;
var feeVsSingleInputFeeRatio = fee / (baseTxpFee + feePerInput);
var amountVsUtxoRatio = netInputAmount / txpAmount;
log.debug('Tx amount/Fee: ' + Utils.formatRatio(feeVsAmountRatio) + ' (max: ' + Utils.formatRatio(Defaults.UTXO_SELECTION_MAX_FEE_VS_TX_AMOUNT_FACTOR) + ')');
log.debug('Single-input fee/Multi-input fee: ' + Utils.formatRatio(feeVsSingleInputFeeRatio) + ' (max: ' + Utils.formatRatio(Defaults.UTXO_SELECTION_MAX_FEE_VS_SINGLE_UTXO_FEE_FACTOR) + ')' + ' loses wrt single-input tx: ' + Utils.formatAmountInBtc((selected.length - 1) * feePerInput));
@ -1380,29 +1388,34 @@ WalletService.prototype._selectTxInputs = function(txp, utxosToExclude, cb) {
}
}
log.debug('Cumuled total so far: ' + Utils.formatAmountInBtc(total));
log.debug('Cumuled total so far: ' + Utils.formatAmountInBtc(total) + ', Net total so far: ' + Utils.formatAmountInBtc(netTotal));
if (netTotal >= txpAmount) {
var changeAmount = Math.round(total - txpAmount - fee);
if (total >= txpAmount) {
var changeAmount = total - txpAmount - txpFee;
log.debug('Tx change: ', Utils.formatAmountInBtc(changeAmount));
if (changeAmount <= Bitcore.Transaction.DUST_AMOUNT) {
log.debug('Change (' + Utils.formatAmountInBtc(changeAmount) + ') below dust amount (' + Utils.formatAmountInBtc(Bitcore.Transaction.DUST_AMOUNT) + ')');
return;
if (changeAmount != 0 && Math.abs(changeAmount) <= Bitcore.Transaction.DUST_AMOUNT) {
log.debug('ABS(Change) (' + Utils.formatAmountInBtc(changeAmount) + ') below dust amount (' + Utils.formatAmountInBtc(Bitcore.Transaction.DUST_AMOUNT) + ')');
if (changeAmount > 0 && fee < changeAmount) return;
// Either increment or decrement fee to remove change
fee += changeAmount;
}
return false;
}
});
if (total < txpAmount) {
log.debug('Could not reach Txp total (' + Utils.formatAmountInBtc(txpAmount) + '), still missing: ' + Utils.formatAmountInBtc(txpAmount - total));
if (netTotal < txpAmount) {
log.debug('Could not reach Txp total (' + Utils.formatAmountInBtc(txpAmount) + '), still missing: ' + Utils.formatAmountInBtc(txpAmount - netTotal));
selected = [];
if (!_.isEmpty(bigInputs)) {
log.debug('Using big input: ', Utils.formatUtxos(_.first(bigInputs)));
var input = _.first(bigInputs);
log.debug('Using big input: ', Utils.formatUtxos(input));
total = input.satoshis;
fee = Math.round(baseTxpFee + feePerInput);
netTotal = total - fee;
selected = [input];
}
}
@ -1412,7 +1425,7 @@ WalletService.prototype._selectTxInputs = function(txp, utxosToExclude, cb) {
return cb(error || Errors.INSUFFICIENT_FUNDS_FOR_FEE);
}
return cb(null, selected);
return cb(null, selected, fee);
};
log.debug('Selecting inputs for a ' + Utils.formatAmountInBtc(txp.getTotalAmount()) + ' txp');
@ -1443,6 +1456,7 @@ WalletService.prototype._selectTxInputs = function(txp, utxosToExclude, cb) {
if (!txp.excludeUnconfirmedUtxos) groups.push(0);
var inputs = [];
var fee;
var selectionError;
var i = 0;
var lastGroupLength;
@ -1467,7 +1481,7 @@ WalletService.prototype._selectTxInputs = function(txp, utxosToExclude, cb) {
lastGroupLength = candidateUtxos.length;
select(candidateUtxos, function(err, selected) {
select(candidateUtxos, function(err, selectedInputs, selectedFee) {
if (err) {
log.debug('No inputs selected on this group: ', err);
selectionError = err;
@ -1475,9 +1489,12 @@ WalletService.prototype._selectTxInputs = function(txp, utxosToExclude, cb) {
}
selectionError = null;
inputs = selected;
inputs = selectedInputs;
fee = selectedFee;
log.debug('Selected inputs from this group: ' + Utils.formatUtxos(inputs));
log.debug('Fee for this selection: ' + Utils.formatAmountInBtc(fee));
return next();
});
}, function(err) {
@ -1485,8 +1502,9 @@ WalletService.prototype._selectTxInputs = function(txp, utxosToExclude, cb) {
if (selectionError || _.isEmpty(inputs)) return cb(selectionError || new Error('Could not select tx inputs'));
txp.setInputs(inputs);
txp.fee = fee;
var err = self._checkTxAndEstimateFee(txp);
var err = self._checkTx(txp);
if (!err) {
log.debug('Successfully built transaction. Total fees: ' + Utils.formatAmountInBtc(txp.fee) + ', total change: ' + Utils.formatAmountInBtc(_.sum(txp.inputs, 'satoshis') - txp.fee));

6
test/integration/helpers.js
View File

@ -233,13 +233,13 @@ helpers._parseAmount = function(str) {
switch (match[3]) {
default:
case 'btc':
result.amount = Utils.strip(match[2] * 1e8);
result.amount = Utils.strip(+match[2] * 1e8);
break;
case 'bit':
result.amount = Utils.strip(match[2] * 1e2);
result.amount = Utils.strip(+match[2] * 1e2);
break
case 'sat':
result.amount = Utils.strip(match[2]);
result.amount = Utils.strip(+match[2]);
break;
};

43
test/integration/server.js
View File

@ -2381,19 +2381,18 @@ describe('Wallet service', function() {
});
});
it('should fail to create tx that would return change for dust amount', function(done) {
it('should modify fee if tx would return change for dust amount', function(done) {
helpers.stubUtxos(server, wallet, [1], function() {
var fee = 4095 / 1e8; // The exact fee of the resulting tx
var change = 100 / 1e8; // Below dust
var amount = 1 - fee - change;
var fee = 4095; // The exact fee of the resulting tx (based exclusively on feePerKB && size)
var change = 100; // Below dust
var amount = (1e8 - fee - change) / 1e8;
var txOpts = helpers.createSimpleProposalOpts('18PzpUFkFZE8zKWUPvfykkTxmB9oMR8qP7', amount, TestData.copayers[0].privKey_1H_0, {
feePerKb: 10000
});
server.createTxLegacy(txOpts, function(err, tx) {
should.exist(err);
err.code.should.equal('DUST_AMOUNT');
err.message.should.equal('Amount below dust threshold');
should.not.exist(err);
tx.fee.should.equal(fee + change);
done();
});
});
@ -3169,16 +3168,19 @@ describe('Wallet service', function() {
});
});
describe('UTXO Selection', function() {
describe.only('UTXO Selection', function() {
var server, wallet;
beforeEach(function(done) {
log.level = 'debug';
// log.level = 'debug';
helpers.createAndJoinWallet(2, 3, function(s, w) {
server = s;
wallet = w;
done();
});
});
afterEach(function() {
log.level = 'info';
});
it('should select a single utxo if within thresholds relative to tx amount', function(done) {
helpers.stubUtxos(server, wallet, [1, '350bit', '100bit', '100bit', '100bit'], function() {
@ -3479,7 +3481,7 @@ describe('Wallet service', function() {
});
});
});
it('should keep adding utxos while change is below dust', function(done) {
it('should correct fee if resulting change would be below dust', function(done) {
helpers.stubUtxos(server, wallet, ['200bit', '500sat'], function() {
var txOpts = {
outputs: [{
@ -3489,22 +3491,14 @@ describe('Wallet service', function() {
feePerKb: 400,
};
server.createTx(txOpts, function(err, txp) {
should.exist(err);
err.code.should.equal('DUST_AMOUNT');
helpers.stubUtxos(server, wallet, ['200bit'].concat(_.times(10, function() {
return '500sat';
})), function() {
server.createTx(txOpts, function(err, txp) {
should.not.exist(err);
txp.inputs[0].satoshis.should.equal(200e2);
(_.sum(txp.inputs, 'satoshis') - txp.outputs[0].amount - txp.fee).should.be.above(Bitcore.Transaction.DUST_AMOUNT);
done();
});
});
should.not.exist(err);
txp.inputs[0].satoshis.should.equal(200e2);
(_.sum(txp.inputs, 'satoshis') - txp.outputs[0].amount - txp.fee).should.equal(0);
done();
});
});
});
it.skip('should ignore small utxos if fee is higher', function(done) {
it('should ignore small utxos if fee is higher', function(done) {
helpers.stubUtxos(server, wallet, [].concat(_.times(10, function() {
return '30bit';
})), function() {
@ -3513,9 +3507,10 @@ describe('Wallet service', function() {
toAddress: '18PzpUFkFZE8zKWUPvfykkTxmB9oMR8qP7',
amount: 200e2,
}],
feePerKb: 30e2,
feePerKb: 50e2,
};
server.createTx(txOpts, function(err, txp) {
should.exist(err);
err.code.should.equal('INSUFFICIENT_FUNDS_FOR_FEE');
done();
});