#!/usr/bin/env python # # Electrum - lightweight Bitcoin client # Copyright (C) 2015 kyuupichan@gmail # # Permission is hereby granted, free of charge, to any person # obtaining a copy of this software and associated documentation files # (the "Software"), to deal in the Software without restriction, # including without limitation the rights to use, copy, modify, merge, # publish, distribute, sublicense, and/or sell copies of the Software, # and to permit persons to whom the Software is furnished to do so, # subject to the following conditions: # # The above copyright notice and this permission notice shall be # included in all copies or substantial portions of the Software. # # THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, # EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF # MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND # NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS # BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN # ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN # CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE # SOFTWARE. from collections import defaultdict, namedtuple from math import floor, log10 import struct from bitcoin import sha256, COIN, TYPE_ADDRESS from transaction import Transaction from util import NotEnoughFunds, PrintError, profiler # A simple deterministic PRNG. Used to deterministically shuffle a # set of coins - the same set of coins should produce the same output. # Although choosing UTXOs "randomly" we want it to be deterministic, # so if sending twice from the same UTXO set we choose the same UTXOs # to spend. This prevents attacks on users by malicious or stale # servers. class PRNG: def __init__(self, seed): self.sha = sha256(seed) self.pool = bytearray() def get_bytes(self, n): while len(self.pool) < n: self.pool.extend(self.sha) self.sha = sha256(self.sha) result, self.pool = self.pool[:n], self.pool[n:] return result def random(self): # Returns random double in [0, 1) four = self.get_bytes(4) return struct.unpack("I", four)[0] / 4294967296.0 def randint(self, start, end): # Returns random integer in [start, end) return start + int(self.random() * (end - start)) def choice(self, seq): return seq[int(self.random() * len(seq))] def shuffle(self, x): for i in reversed(xrange(1, len(x))): # pick an element in x[:i+1] with which to exchange x[i] j = int(self.random() * (i+1)) x[i], x[j] = x[j], x[i] Bucket = namedtuple('Bucket', ['desc', 'size', 'value', 'coins']) def strip_unneeded(bkts, sufficient_funds): '''Remove buckets that are unnecessary in achieving the spend amount''' bkts = sorted(bkts, key = lambda bkt: bkt.value) for i in range(len(bkts)): if not sufficient_funds(bkts[i + 1:]): return bkts[i:] # Shouldn't get here return bkts class CoinChooserBase(PrintError): def keys(self, coins): raise NotImplementedError def bucketize_coins(self, coins): keys = self.keys(coins) buckets = defaultdict(list) for key, coin in zip(keys, coins): buckets[key].append(coin) def make_Bucket(desc, coins): size = sum(Transaction.estimated_input_size(coin) for coin in coins) value = sum(coin['value'] for coin in coins) return Bucket(desc, size, value, coins) return map(make_Bucket, buckets.keys(), buckets.values()) def penalty_func(self, tx): def penalty(candidate): return 0 return penalty def change_amounts(self, tx, count, fee_estimator, dust_threshold): # Break change up if bigger than max_change output_amounts = [o[2] for o in tx.outputs()] # Don't split change of less than 0.02 BTC max_change = max(max(output_amounts) * 1.25, 0.02 * COIN) # Use N change outputs for n in range(1, count + 1): # How much is left if we add this many change outputs? change_amount = max(0, tx.get_fee() - fee_estimator(n)) if change_amount // n <= max_change: break # Get a handle on the precision of the output amounts; round our # change to look similar def trailing_zeroes(val): s = str(val) return len(s) - len(s.rstrip('0')) zeroes = map(trailing_zeroes, output_amounts) min_zeroes = min(zeroes) max_zeroes = max(zeroes) zeroes = range(max(0, min_zeroes - 1), (max_zeroes + 1) + 1) # Calculate change; randomize it a bit if using more than 1 output remaining = change_amount amounts = [] while n > 1: average = remaining // n amount = self.p.randint(int(average * 0.7), int(average * 1.3)) precision = min(self.p.choice(zeroes), int(floor(log10(amount)))) amount = int(round(amount, -precision)) amounts.append(amount) remaining -= amount n -= 1 # Last change output. Round down to maximum precision but lose # no more than 100 satoshis to fees (2dp) N = pow(10, min(2, zeroes[0])) amount = (remaining // N) * N amounts.append(amount) assert sum(amounts) <= change_amount return amounts def change_outputs(self, tx, change_addrs, fee_estimator, dust_threshold): amounts = self.change_amounts(tx, len(change_addrs), fee_estimator, dust_threshold) assert min(amounts) >= 0 assert len(change_addrs) >= len(amounts) # If change is above dust threshold after accounting for the # size of the change output, add it to the transaction. dust = sum(amount for amount in amounts if amount < dust_threshold) amounts = [amount for amount in amounts if amount >= dust_threshold] change = [(TYPE_ADDRESS, addr, amount) for addr, amount in zip(change_addrs, amounts)] self.print_error('change:', change) if dust: self.print_error('not keeping dust', dust) return change def make_tx(self, coins, outputs, change_addrs, fee_estimator, dust_threshold): '''Select unspent coins to spend to pay outputs. If the change is greater than dust_threshold (after adding the change output to the transaction) it is kept, otherwise none is sent and it is added to the transaction fee.''' # Deterministic randomness from coins utxos = [c['prevout_hash'] + str(c['prevout_n']) for c in coins] self.p = PRNG(''.join(sorted(utxos))) # Copy the ouputs so when adding change we don't modify "outputs" tx = Transaction.from_io([], outputs[:]) # Size of the transaction with no inputs and no change base_size = tx.estimated_size() spent_amount = tx.output_value() def sufficient_funds(buckets): '''Given a list of buckets, return True if it has enough value to pay for the transaction''' total_input = sum(bucket.value for bucket in buckets) total_size = sum(bucket.size for bucket in buckets) + base_size return total_input >= spent_amount + fee_estimator(total_size) # Collect the coins into buckets, choose a subset of the buckets buckets = self.bucketize_coins(coins) buckets = self.choose_buckets(buckets, sufficient_funds, self.penalty_func(tx)) 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) change = self.change_outputs(tx, change_addrs, fee, dust_threshold) tx.add_outputs(change) self.print_error("using %d inputs" % len(tx.inputs())) self.print_error("using buckets:", [bucket.desc for bucket in buckets]) return tx 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): '''Returns a list of bucket sets.''' candidates = set() # Add all singletons for n, bucket in enumerate(buckets): if sufficient_funds([bucket]): candidates.add((n, )) # And now some random ones attempts = min(100, (len(buckets) - 1) * 10 + 1) permutation = range(len(buckets)) for i in range(attempts): # Get a random permutation of the buckets, and # incrementally combine buckets until sufficient self.p.shuffle(permutation) bkts = [] for count, index in enumerate(permutation): bkts.append(buckets[index]) if sufficient_funds(bkts): candidates.add(tuple(sorted(permutation[:count + 1]))) break else: raise NotEnoughFunds() candidates = [[buckets[n] for n in 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) penalties = [penalty_func(cand) for cand in candidates] winner = candidates[penalties.index(min(penalties))] self.print_error("Bucket sets:", len(buckets)) self.print_error("Winning penalty:", min(penalties)) 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 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.''' def keys(self, coins): return [coin['address'] for coin in coins] def penalty_func(self, buckets, tx): '''Returns a penalty for a candidate set of buckets.''' raise NotImplementedError def penalty_func(self, tx): min_change = min(o[2] for o in tx.outputs()) * 0.75 max_change = max(o[2] for o in tx.outputs()) * 1.33 spent_amount = sum(o[2] for o in tx.outputs()) def penalty(buckets): badness = len(buckets) - 1 total_input = sum(bucket.value for bucket in buckets) change = float(total_input - spent_amount) # Penalize change not roughly in output range if change < min_change: badness += (min_change - change) / (min_change + 10000) elif change > max_change: badness += (change - max_change) / (max_change + 10000) # Penalize large change; 5 BTC excess ~= using 1 more input badness += change / (COIN * 5) return badness return penalty COIN_CHOOSERS = {'Priority': CoinChooserOldestFirst, 'Privacy': CoinChooserPrivacy}