#!/usr/bin/env python # # Electrum - lightweight Bitcoin client # Copyright (C) 2015 kyuupichan@gmail # # This program is free software: you can redistribute it and/or modify # it under the terms of the GNU General Public License as published by # the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # # This program is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU General Public License for more details. # # You should have received a copy of the GNU General Public License # along with this program. If not, see . from collections import defaultdict, namedtuple from random import choice, randint, shuffle from math import floor, log10 from bitcoin import COIN from transaction import Transaction from util import NotEnoughFunds, PrintError, profiler 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): # The amount left after adding 1 change output return [max(0, tx.get_fee() - fee_estimator(1))] 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 = [('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.''' # 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.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.outputs.extend(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): '''The classic electrum algorithm. Chooses coins starting with the oldest that are sufficient to cover the spent amount, and then removes any unneeded 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 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. Fourth, it breaks large change up into amounts comparable to the spent amount. Finally, change is rounded to similar precision to sent amounts. Extra change outputs and rounding might raise the transaction fee slightly. Transaction priority might be less than if older coins were chosen.''' 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 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] max_change = max(max(output_amounts) * 1.25, dust_threshold * 10) # 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 = randint(int(average * 0.7), int(average * 1.3)) precision = min(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 COIN_CHOOSERS = {'Oldest First': CoinChooserOldestFirst, 'Privacy': CoinChooserPrivacy}