315 lines
12 KiB
Python
315 lines
12 KiB
Python
#!/usr/bin/env python
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#
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# Electrum - lightweight Bitcoin client
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# Copyright (C) 2015 kyuupichan@gmail
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#
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# Permission is hereby granted, free of charge, to any person
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# obtaining a copy of this software and associated documentation files
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# (the "Software"), to deal in the Software without restriction,
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# including without limitation the rights to use, copy, modify, merge,
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# publish, distribute, sublicense, and/or sell copies of the Software,
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# and to permit persons to whom the Software is furnished to do so,
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# subject to the following conditions:
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#
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# The above copyright notice and this permission notice shall be
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# included in all copies or substantial portions of the Software.
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#
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# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
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# EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
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# MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
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# NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS
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# BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN
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# ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN
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# CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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# SOFTWARE.
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from collections import defaultdict, namedtuple
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from math import floor, log10
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import struct
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from bitcoin import sha256, COIN, TYPE_ADDRESS
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from transaction import Transaction
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from util import NotEnoughFunds, PrintError, profiler
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# A simple deterministic PRNG. Used to deterministically shuffle a
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# set of coins - the same set of coins should produce the same output.
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# Although choosing UTXOs "randomly" we want it to be deterministic,
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# so if sending twice from the same UTXO set we choose the same UTXOs
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# to spend. This prevents attacks on users by malicious or stale
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# servers.
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class PRNG:
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def __init__(self, seed):
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self.sha = sha256(seed)
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self.pool = bytearray()
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def get_bytes(self, n):
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while len(self.pool) < n:
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self.pool.extend(self.sha)
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self.sha = sha256(self.sha)
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result, self.pool = self.pool[:n], self.pool[n:]
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return result
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def random(self):
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# Returns random double in [0, 1)
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four = self.get_bytes(4)
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return struct.unpack("I", four)[0] / 4294967296.0
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def randint(self, start, end):
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# Returns random integer in [start, end)
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return start + int(self.random() * (end - start))
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def choice(self, seq):
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return seq[int(self.random() * len(seq))]
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def shuffle(self, x):
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for i in reversed(xrange(1, len(x))):
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# pick an element in x[:i+1] with which to exchange x[i]
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j = int(self.random() * (i+1))
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x[i], x[j] = x[j], x[i]
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Bucket = namedtuple('Bucket', ['desc', 'size', 'value', 'coins'])
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def strip_unneeded(bkts, sufficient_funds):
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'''Remove buckets that are unnecessary in achieving the spend amount'''
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bkts = sorted(bkts, key = lambda bkt: bkt.value)
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for i in range(len(bkts)):
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if not sufficient_funds(bkts[i + 1:]):
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return bkts[i:]
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# Shouldn't get here
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return bkts
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class CoinChooserBase(PrintError):
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def keys(self, coins):
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raise NotImplementedError
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def bucketize_coins(self, coins):
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keys = self.keys(coins)
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buckets = defaultdict(list)
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for key, coin in zip(keys, coins):
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buckets[key].append(coin)
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def make_Bucket(desc, coins):
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size = sum(Transaction.estimated_input_size(coin)
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for coin in coins)
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value = sum(coin['value'] for coin in coins)
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return Bucket(desc, size, value, coins)
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return map(make_Bucket, buckets.keys(), buckets.values())
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def penalty_func(self, tx):
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def penalty(candidate):
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return 0
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return penalty
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def change_amounts(self, tx, count, fee_estimator, dust_threshold):
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# Break change up if bigger than max_change
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output_amounts = [o[2] for o in tx.outputs()]
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# Don't split change of less than 0.02 BTC
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max_change = max(max(output_amounts) * 1.25, 0.02 * COIN)
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# Use N change outputs
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for n in range(1, count + 1):
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# How much is left if we add this many change outputs?
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change_amount = max(0, tx.get_fee() - fee_estimator(n))
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if change_amount // n <= max_change:
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break
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# Get a handle on the precision of the output amounts; round our
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# change to look similar
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def trailing_zeroes(val):
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s = str(val)
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return len(s) - len(s.rstrip('0'))
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zeroes = map(trailing_zeroes, output_amounts)
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min_zeroes = min(zeroes)
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max_zeroes = max(zeroes)
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zeroes = range(max(0, min_zeroes - 1), (max_zeroes + 1) + 1)
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# Calculate change; randomize it a bit if using more than 1 output
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remaining = change_amount
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amounts = []
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while n > 1:
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average = remaining // n
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amount = self.p.randint(int(average * 0.7), int(average * 1.3))
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precision = min(self.p.choice(zeroes), int(floor(log10(amount))))
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amount = int(round(amount, -precision))
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amounts.append(amount)
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remaining -= amount
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n -= 1
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# Last change output. Round down to maximum precision but lose
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# no more than 100 satoshis to fees (2dp)
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N = pow(10, min(2, zeroes[0]))
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amount = (remaining // N) * N
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amounts.append(amount)
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assert sum(amounts) <= change_amount
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return amounts
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def change_outputs(self, tx, change_addrs, fee_estimator, dust_threshold):
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amounts = self.change_amounts(tx, len(change_addrs), fee_estimator,
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dust_threshold)
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assert min(amounts) >= 0
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assert len(change_addrs) >= len(amounts)
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# If change is above dust threshold after accounting for the
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# size of the change output, add it to the transaction.
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dust = sum(amount for amount in amounts if amount < dust_threshold)
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amounts = [amount for amount in amounts if amount >= dust_threshold]
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change = [(TYPE_ADDRESS, addr, amount)
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for addr, amount in zip(change_addrs, amounts)]
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self.print_error('change:', change)
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if dust:
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self.print_error('not keeping dust', dust)
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return change
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def make_tx(self, coins, outputs, change_addrs, fee_estimator,
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dust_threshold):
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'''Select unspent coins to spend to pay outputs. If the change is
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greater than dust_threshold (after adding the change output to
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the transaction) it is kept, otherwise none is sent and it is
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added to the transaction fee.'''
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# Deterministic randomness from coins
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utxos = [c['prevout_hash'] + str(c['prevout_n']) for c in coins]
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self.p = PRNG(''.join(sorted(utxos)))
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# Copy the ouputs so when adding change we don't modify "outputs"
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tx = Transaction.from_io([], outputs[:])
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# Size of the transaction with no inputs and no change
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base_size = tx.estimated_size()
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spent_amount = tx.output_value()
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def sufficient_funds(buckets):
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'''Given a list of buckets, return True if it has enough
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value to pay for the transaction'''
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total_input = sum(bucket.value for bucket in buckets)
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total_size = sum(bucket.size for bucket in buckets) + base_size
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return total_input >= spent_amount + fee_estimator(total_size)
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# Collect the coins into buckets, choose a subset of the buckets
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buckets = self.bucketize_coins(coins)
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buckets = self.choose_buckets(buckets, sufficient_funds,
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self.penalty_func(tx))
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tx.add_inputs([coin for b in buckets for coin in b.coins])
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tx_size = base_size + sum(bucket.size for bucket in buckets)
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# This takes a count of change outputs and returns a tx fee;
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# each pay-to-bitcoin-address output serializes as 34 bytes
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fee = lambda count: fee_estimator(tx_size + count * 34)
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change = self.change_outputs(tx, change_addrs, fee, dust_threshold)
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tx.add_outputs(change)
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self.print_error("using %d inputs" % len(tx.inputs()))
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self.print_error("using buckets:", [bucket.desc for bucket in buckets])
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return tx
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class CoinChooserOldestFirst(CoinChooserBase):
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'''Maximize transaction priority. Select the oldest unspent
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transaction outputs in your wallet, that are sufficient to cover
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the spent amount. Then, remove any unneeded inputs, starting with
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the smallest in value.
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'''
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def keys(self, coins):
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return [coin['prevout_hash'] + ':' + str(coin['prevout_n'])
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for coin in coins]
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def choose_buckets(self, buckets, sufficient_funds, penalty_func):
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'''Spend the oldest buckets first.'''
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# Unconfirmed coins are young, not old
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adj_height = lambda height: 99999999 if height == 0 else height
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buckets.sort(key = lambda b: max(adj_height(coin['height'])
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for coin in b.coins))
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selected = []
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for bucket in buckets:
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selected.append(bucket)
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if sufficient_funds(selected):
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return strip_unneeded(selected, sufficient_funds)
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else:
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raise NotEnoughFunds()
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class CoinChooserRandom(CoinChooserBase):
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def bucket_candidates(self, buckets, sufficient_funds):
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'''Returns a list of bucket sets.'''
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candidates = set()
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# Add all singletons
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for n, bucket in enumerate(buckets):
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if sufficient_funds([bucket]):
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candidates.add((n, ))
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# And now some random ones
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attempts = min(100, (len(buckets) - 1) * 10 + 1)
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permutation = range(len(buckets))
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for i in range(attempts):
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# Get a random permutation of the buckets, and
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# incrementally combine buckets until sufficient
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self.p.shuffle(permutation)
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bkts = []
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for count, index in enumerate(permutation):
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bkts.append(buckets[index])
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if sufficient_funds(bkts):
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candidates.add(tuple(sorted(permutation[:count + 1])))
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break
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else:
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raise NotEnoughFunds()
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candidates = [[buckets[n] for n in c] for c in candidates]
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return [strip_unneeded(c, sufficient_funds) for c in candidates]
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def choose_buckets(self, buckets, sufficient_funds, penalty_func):
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candidates = self.bucket_candidates(buckets, sufficient_funds)
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penalties = [penalty_func(cand) for cand in candidates]
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winner = candidates[penalties.index(min(penalties))]
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self.print_error("Bucket sets:", len(buckets))
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self.print_error("Winning penalty:", min(penalties))
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return winner
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class CoinChooserPrivacy(CoinChooserRandom):
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'''Attempts to better preserve user privacy. First, if any coin is
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spent from a user address, all coins are. Compared to spending
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from other addresses to make up an amount, this reduces
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information leakage about sender holdings. It also helps to
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reduce blockchain UTXO bloat, and reduce future privacy loss that
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would come from reusing that address' remaining UTXOs. Second, it
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penalizes change that is quite different to the sent amount.
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Third, it penalizes change that is too big.'''
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def keys(self, coins):
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return [coin['address'] for coin in coins]
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def penalty_func(self, buckets, tx):
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'''Returns a penalty for a candidate set of buckets.'''
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raise NotImplementedError
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def penalty_func(self, tx):
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min_change = min(o[2] for o in tx.outputs()) * 0.75
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max_change = max(o[2] for o in tx.outputs()) * 1.33
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spent_amount = sum(o[2] for o in tx.outputs())
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def penalty(buckets):
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badness = len(buckets) - 1
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total_input = sum(bucket.value for bucket in buckets)
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change = float(total_input - spent_amount)
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# Penalize change not roughly in output range
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if change < min_change:
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badness += (min_change - change) / (min_change + 10000)
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elif change > max_change:
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badness += (change - max_change) / (max_change + 10000)
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# Penalize large change; 5 BTC excess ~= using 1 more input
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badness += change / (COIN * 5)
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return badness
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return penalty
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COIN_CHOOSERS = {'Priority': CoinChooserOldestFirst,
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'Privacy': CoinChooserPrivacy}
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