Refactor to use CoinControl in GetMinimumFee and FeeBumper

Improve parameter precedence in coin_control
This commit is contained in:
Alex Morcos 2017-06-28 17:23:46 -04:00
parent ecd81dfa3c
commit 03ee701161
9 changed files with 80 additions and 74 deletions

View File

@ -512,7 +512,7 @@ void CoinControlDialog::updateLabels(WalletModel *model, QDialog* dialog)
nBytes -= 34;
// Fee
nPayFee = CWallet::GetMinimumFee(nBytes, coinControl->nConfirmTarget, ::mempool, ::feeEstimator, nullptr /* FeeCalculation */, false /* ignoreGlobalPayTxFee */, conservative_estimate);
nPayFee = CWallet::GetMinimumFee(nBytes, *coinControl, ::mempool, ::feeEstimator, nullptr /* FeeCalculation */);
if (nPayAmount > 0)
{
@ -587,7 +587,7 @@ void CoinControlDialog::updateLabels(WalletModel *model, QDialog* dialog)
if (payTxFee.GetFeePerK() > 0)
dFeeVary = (double)std::max(CWallet::GetRequiredFee(1000), payTxFee.GetFeePerK()) / 1000;
else {
dFeeVary = (double)std::max(CWallet::GetRequiredFee(1000), ::feeEstimator.estimateSmartFee(coinControl->nConfirmTarget, NULL, ::mempool, conservative_estimate).GetFeePerK()) / 1000;
dFeeVary = (double)std::max(CWallet::GetRequiredFee(1000), ::feeEstimator.estimateSmartFee(*coinControl->m_confirm_target, NULL, ::mempool, conservative_estimate).GetFeePerK()) / 1000;
}
QString toolTip4 = tr("Can vary +/- %1 satoshi(s) per input.").arg(dFeeVary);

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@ -274,11 +274,11 @@ void SendCoinsDialog::on_sendButton_clicked()
CCoinControl ctrl;
if (model->getOptionsModel()->getCoinControlFeatures())
ctrl = *CoinControlDialog::coinControl;
if (ui->radioSmartFee->isChecked())
ctrl.nConfirmTarget = getConfTargetForIndex(ui->confTargetSelector->currentIndex());
else
ctrl.nConfirmTarget = 0;
if (ui->radioSmartFee->isChecked()) {
ctrl.m_confirm_target = getConfTargetForIndex(ui->confTargetSelector->currentIndex());
} else {
ctrl.m_confirm_target = boost::none;
}
ctrl.signalRbf = ui->optInRBF->isChecked();
prepareStatus = model->prepareTransaction(currentTransaction, ctrl);
@ -848,9 +848,9 @@ void SendCoinsDialog::coinControlUpdateLabels()
CoinControlDialog::payAmounts.clear();
CoinControlDialog::fSubtractFeeFromAmount = false;
if (ui->radioSmartFee->isChecked()) {
CoinControlDialog::coinControl->nConfirmTarget = getConfTargetForIndex(ui->confTargetSelector->currentIndex());
CoinControlDialog::coinControl->m_confirm_target = getConfTargetForIndex(ui->confTargetSelector->currentIndex());
} else {
CoinControlDialog::coinControl->nConfirmTarget = model->getDefaultConfirmTarget();
CoinControlDialog::coinControl->m_confirm_target = boost::none;
}
CoinControlDialog::coinControl->signalRbf = ui->optInRBF->isChecked();

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@ -24,6 +24,7 @@
#include "sync.h"
#include "ui_interface.h"
#include "util.h" // for GetBoolArg
#include "wallet/coincontrol.h"
#include "wallet/feebumper.h"
#include "wallet/wallet.h"
#include "wallet/walletdb.h" // for BackupWallet
@ -667,8 +668,10 @@ bool WalletModel::bumpFee(uint256 hash)
{
std::unique_ptr<CFeeBumper> feeBump;
{
CCoinControl coin_control;
coin_control.signalRbf = true;
LOCK2(cs_main, wallet->cs_wallet);
feeBump.reset(new CFeeBumper(wallet, hash, nTxConfirmTarget, false, 0, true, FeeEstimateMode::UNSET));
feeBump.reset(new CFeeBumper(wallet, hash, coin_control, 0));
}
if (feeBump->getResult() != BumpFeeResult::OK)
{

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@ -10,6 +10,8 @@
#include "primitives/transaction.h"
#include "wallet/wallet.h"
#include <boost/optional.hpp>
/** Coin Control Features. */
class CCoinControl
{
@ -19,12 +21,12 @@ public:
bool fAllowOtherInputs;
//! Includes watch only addresses which match the ISMINE_WATCH_SOLVABLE criteria
bool fAllowWatchOnly;
//! Override estimated feerate
//! Override automatic min/max checks on fee, m_feerate must be set if true
bool fOverrideFeeRate;
//! Feerate to use if overrideFeeRate is true
CFeeRate nFeeRate;
//! Override the default confirmation target, 0 = use default
int nConfirmTarget;
//! Override the default payTxFee if set
boost::optional<CFeeRate> m_feerate;
//! Override the default confirmation target if set
boost::optional<unsigned int> m_confirm_target;
//! Signal BIP-125 replace by fee.
bool signalRbf;
//! Fee estimation mode to control arguments to estimateSmartFee
@ -41,9 +43,9 @@ public:
fAllowOtherInputs = false;
fAllowWatchOnly = false;
setSelected.clear();
nFeeRate = CFeeRate(0);
m_feerate = boost::none;
fOverrideFeeRate = false;
nConfirmTarget = 0;
m_confirm_target = boost::none;
signalRbf = fWalletRbf;
m_fee_mode = FeeEstimateMode::UNSET;
}

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@ -3,6 +3,7 @@
// file COPYING or http://www.opensource.org/licenses/mit-license.php.
#include "consensus/validation.h"
#include "wallet/coincontrol.h"
#include "wallet/feebumper.h"
#include "wallet/wallet.h"
#include "policy/fees.h"
@ -66,7 +67,7 @@ bool CFeeBumper::preconditionChecks(const CWallet *pWallet, const CWalletTx& wtx
return true;
}
CFeeBumper::CFeeBumper(const CWallet *pWallet, const uint256 txidIn, int newConfirmTarget, bool ignoreGlobalPayTxFee, CAmount totalFee, bool newTxReplaceable, FeeEstimateMode fee_mode)
CFeeBumper::CFeeBumper(const CWallet *pWallet, const uint256 txidIn, const CCoinControl& coin_control, CAmount totalFee)
:
txid(std::move(txidIn)),
nOldFee(0),
@ -165,8 +166,7 @@ CFeeBumper::CFeeBumper(const CWallet *pWallet, const uint256 txidIn, int newConf
nNewFee = totalFee;
nNewFeeRate = CFeeRate(totalFee, maxNewTxSize);
} else {
bool conservative_estimate = CalculateEstimateType(fee_mode, newTxReplaceable);
nNewFee = CWallet::GetMinimumFee(maxNewTxSize, newConfirmTarget, mempool, ::feeEstimator, nullptr /* FeeCalculation */, ignoreGlobalPayTxFee, conservative_estimate);
nNewFee = CWallet::GetMinimumFee(maxNewTxSize, coin_control, mempool, ::feeEstimator, nullptr /* FeeCalculation */);
nNewFeeRate = CFeeRate(nNewFee, maxNewTxSize);
// New fee rate must be at least old rate + minimum incremental relay rate
@ -221,7 +221,7 @@ CFeeBumper::CFeeBumper(const CWallet *pWallet, const uint256 txidIn, int newConf
}
// Mark new tx not replaceable, if requested.
if (!newTxReplaceable) {
if (!coin_control.signalRbf) {
for (auto& input : mtx.vin) {
if (input.nSequence < 0xfffffffe) input.nSequence = 0xfffffffe;
}

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@ -10,6 +10,7 @@
class CWallet;
class CWalletTx;
class uint256;
class CCoinControl;
enum class FeeEstimateMode;
enum class BumpFeeResult
@ -25,7 +26,7 @@ enum class BumpFeeResult
class CFeeBumper
{
public:
CFeeBumper(const CWallet *pWalletIn, const uint256 txidIn, int newConfirmTarget, bool ignoreGlobalPayTxFee, CAmount totalFee, bool newTxReplaceable, FeeEstimateMode fee_mode);
CFeeBumper(const CWallet *pWalletIn, const uint256 txidIn, const CCoinControl& coin_control, CAmount totalFee);
BumpFeeResult getResult() const { return currentResult; }
const std::vector<std::string>& getErrors() const { return vErrors; }
CAmount getOldFee() const { return nOldFee; }

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@ -460,7 +460,7 @@ UniValue sendtoaddress(const JSONRPCRequest& request)
}
if (request.params.size() > 6 && !request.params[6].isNull()) {
coin_control.nConfirmTarget = request.params[6].get_int();
coin_control.m_confirm_target = request.params[6].get_int();
}
if (request.params.size() > 7 && !request.params[7].isNull()) {
@ -981,7 +981,7 @@ UniValue sendmany(const JSONRPCRequest& request)
}
if (request.params.size() > 6 && !request.params[6].isNull()) {
coin_control.nConfirmTarget = request.params[6].get_int();
coin_control.m_confirm_target = request.params[6].get_int();
}
if (request.params.size() > 7 && !request.params[7].isNull()) {
@ -2730,13 +2730,9 @@ UniValue fundrawtransaction(const JSONRPCRequest& request)
RPCTypeCheck(request.params, {UniValue::VSTR});
CCoinControl coinControl;
coinControl.destChange = CNoDestination();
int changePosition = -1;
coinControl.fAllowWatchOnly = false; // include watching
bool lockUnspents = false;
bool reserveChangeKey = true;
coinControl.nFeeRate = CFeeRate(0);
coinControl.fOverrideFeeRate = false;
UniValue subtractFeeFromOutputs;
std::set<int> setSubtractFeeFromOutputs;
@ -2788,7 +2784,7 @@ UniValue fundrawtransaction(const JSONRPCRequest& request)
if (options.exists("feeRate"))
{
coinControl.nFeeRate = CFeeRate(AmountFromValue(options["feeRate"]));
coinControl.m_feerate = CFeeRate(AmountFromValue(options["feeRate"]));
coinControl.fOverrideFeeRate = true;
}
@ -2799,7 +2795,7 @@ UniValue fundrawtransaction(const JSONRPCRequest& request)
coinControl.signalRbf = options["replaceable"].get_bool();
}
if (options.exists("conf_target")) {
coinControl.nConfirmTarget = options["conf_target"].get_int();
coinControl.m_confirm_target = options["conf_target"].get_int();
}
if (options.exists("estimate_mode")) {
if (!FeeModeFromString(options["estimate_mode"].get_str(), coinControl.m_fee_mode)) {
@ -2905,11 +2901,9 @@ UniValue bumpfee(const JSONRPCRequest& request)
hash.SetHex(request.params[0].get_str());
// optional parameters
bool ignoreGlobalPayTxFee = false;
int newConfirmTarget = nTxConfirmTarget;
CAmount totalFee = 0;
bool replaceable = true;
FeeEstimateMode fee_mode = FeeEstimateMode::UNSET;
CCoinControl coin_control;
coin_control.signalRbf = true;
if (request.params.size() > 1) {
UniValue options = request.params[1];
RPCTypeCheckObj(options,
@ -2924,14 +2918,11 @@ UniValue bumpfee(const JSONRPCRequest& request)
if (options.exists("confTarget") && options.exists("totalFee")) {
throw JSONRPCError(RPC_INVALID_PARAMETER, "confTarget and totalFee options should not both be set. Please provide either a confirmation target for fee estimation or an explicit total fee for the transaction.");
} else if (options.exists("confTarget")) {
// If the user has explicitly set a confTarget in this rpc call,
// then override the default logic that uses the global payTxFee
// instead of the confirmation target.
ignoreGlobalPayTxFee = true;
newConfirmTarget = options["confTarget"].get_int();
if (newConfirmTarget <= 0) { // upper-bound will be checked by estimatefee/smartfee
int target = options["confTarget"].get_int();
if (target <= 0) { // FIXME: Check upper bound too
throw JSONRPCError(RPC_INVALID_PARAMETER, "Invalid confTarget (cannot be <= 0)");
}
coin_control.m_confirm_target = target;
} else if (options.exists("totalFee")) {
totalFee = options["totalFee"].get_int64();
if (totalFee <= 0) {
@ -2940,10 +2931,10 @@ UniValue bumpfee(const JSONRPCRequest& request)
}
if (options.exists("replaceable")) {
replaceable = options["replaceable"].get_bool();
coin_control.signalRbf = options["replaceable"].get_bool();
}
if (options.exists("estimate_mode")) {
if (!FeeModeFromString(options["estimate_mode"].get_str(), fee_mode)) {
if (!FeeModeFromString(options["estimate_mode"].get_str(), coin_control.m_fee_mode)) {
throw JSONRPCError(RPC_INVALID_PARAMETER, "Invalid estimate_mode parameter");
}
}
@ -2952,7 +2943,7 @@ UniValue bumpfee(const JSONRPCRequest& request)
LOCK2(cs_main, pwallet->cs_wallet);
EnsureWalletIsUnlocked(pwallet);
CFeeBumper feeBump(pwallet, hash, newConfirmTarget, ignoreGlobalPayTxFee, totalFee, replaceable, fee_mode);
CFeeBumper feeBump(pwallet, hash, coin_control, totalFee);
BumpFeeResult res = feeBump.getResult();
if (res != BumpFeeResult::OK)
{

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@ -2721,17 +2721,7 @@ bool CWallet::CreateTransaction(const std::vector<CRecipient>& vecSend, CWalletT
vin.scriptWitness.SetNull();
}
// Allow to override the default confirmation target over the CoinControl instance
int currentConfirmationTarget = nTxConfirmTarget;
if (coin_control.nConfirmTarget > 0)
currentConfirmationTarget = coin_control.nConfirmTarget;
// Allow to override the default fee estimate mode over the CoinControl instance
bool conservative_estimate = CalculateEstimateType(coin_control.m_fee_mode, coin_control.signalRbf);
CAmount nFeeNeeded = GetMinimumFee(nBytes, currentConfirmationTarget, ::mempool, ::feeEstimator, &feeCalc, false /* ignoreGlobalPayTxFee */, conservative_estimate);
if (coin_control.fOverrideFeeRate)
nFeeNeeded = coin_control.nFeeRate.GetFee(nBytes);
CAmount nFeeNeeded = GetMinimumFee(nBytes, coin_control, ::mempool, ::feeEstimator, &feeCalc);
// If we made it here and we aren't even able to meet the relay fee on the next pass, give up
// because we must be at the maximum allowed fee.
@ -2756,7 +2746,7 @@ bool CWallet::CreateTransaction(const std::vector<CRecipient>& vecSend, CWalletT
// new inputs. We now know we only need the smaller fee
// (because of reduced tx size) and so we should add a
// change output. Only try this once.
CAmount fee_needed_for_change = GetMinimumFee(change_prototype_size, currentConfirmationTarget, ::mempool, ::feeEstimator, nullptr, false /* ignoreGlobalPayTxFee */, conservative_estimate);
CAmount fee_needed_for_change = GetMinimumFee(change_prototype_size, coin_control, ::mempool, ::feeEstimator, nullptr);
CAmount minimum_value_for_change = GetDustThreshold(change_prototype_txout, ::dustRelayFee);
CAmount max_excess_fee = fee_needed_for_change + minimum_value_for_change;
if (nFeeRet > nFeeNeeded + max_excess_fee && nChangePosInOut == -1 && nSubtractFeeFromAmount == 0 && pick_new_inputs) {
@ -2932,33 +2922,52 @@ CAmount CWallet::GetRequiredFee(unsigned int nTxBytes)
return std::max(minTxFee.GetFee(nTxBytes), ::minRelayTxFee.GetFee(nTxBytes));
}
CAmount CWallet::GetMinimumFee(unsigned int nTxBytes, unsigned int nConfirmTarget, const CTxMemPool& pool, const CBlockPolicyEstimator& estimator, FeeCalculation *feeCalc, bool ignoreGlobalPayTxFee, bool conservative_estimate)
CAmount CWallet::GetMinimumFee(unsigned int nTxBytes, const CCoinControl& coin_control, const CTxMemPool& pool, const CBlockPolicyEstimator& estimator, FeeCalculation *feeCalc)
{
// payTxFee is the user-set global for desired feerate
CAmount nFeeNeeded = payTxFee.GetFee(nTxBytes);
// User didn't set: use -txconfirmtarget to estimate...
if (nFeeNeeded == 0 || ignoreGlobalPayTxFee) {
nFeeNeeded = estimator.estimateSmartFee(nConfirmTarget, feeCalc, pool, conservative_estimate).GetFee(nTxBytes);
// ... unless we don't have enough mempool data for estimatefee, then use fallbackFee
if (nFeeNeeded == 0) {
nFeeNeeded = fallbackFee.GetFee(nTxBytes);
if (feeCalc) feeCalc->reason = FeeReason::FALLBACK;
/* User control of how to calculate fee uses the following parameter precedence:
1. coin_control.m_feerate
2. coin_control.m_confirm_target
3. payTxFee (user-set global variable)
4. nTxConfirmTarget (user-set global variable)
The first parameter that is set is used.
*/
CAmount fee_needed;
if (coin_control.m_feerate) { // 1.
fee_needed = coin_control.m_feerate->GetFee(nTxBytes);
if (feeCalc) feeCalc->reason = FeeReason::PAYTXFEE;
// Allow to override automatic min/max check over coin control instance
if (coin_control.fOverrideFeeRate) return fee_needed;
}
} else {
else if (!coin_control.m_confirm_target && ::payTxFee != CFeeRate(0)) { // 3. TODO: remove magic value of 0 for global payTxFee
fee_needed = ::payTxFee.GetFee(nTxBytes);
if (feeCalc) feeCalc->reason = FeeReason::PAYTXFEE;
}
else { // 2. or 4.
// We will use smart fee estimation
unsigned int target = coin_control.m_confirm_target ? *coin_control.m_confirm_target : ::nTxConfirmTarget;
// Allow to override the default fee estimate mode over the CoinControl instance
bool conservative_estimate = CalculateEstimateType(coin_control.m_fee_mode, coin_control.signalRbf);
fee_needed = estimator.estimateSmartFee(target, feeCalc, pool, conservative_estimate).GetFee(nTxBytes);
if (fee_needed == 0) {
// if we don't have enough data for estimateSmartFee, then use fallbackFee
fee_needed = fallbackFee.GetFee(nTxBytes);
if (feeCalc) feeCalc->reason = FeeReason::FALLBACK;
}
}
// prevent user from paying a fee below minRelayTxFee or minTxFee
CAmount requiredFee = GetRequiredFee(nTxBytes);
if (requiredFee > nFeeNeeded) {
nFeeNeeded = requiredFee;
CAmount required_fee = GetRequiredFee(nTxBytes);
if (required_fee > fee_needed) {
fee_needed = required_fee;
if (feeCalc) feeCalc->reason = FeeReason::REQUIRED;
}
// But always obey the maximum
if (nFeeNeeded > maxTxFee) {
nFeeNeeded = maxTxFee;
if (fee_needed > maxTxFee) {
fee_needed = maxTxFee;
if (feeCalc) feeCalc->reason = FeeReason::MAXTXFEE;
}
return nFeeNeeded;
return fee_needed;
}

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@ -964,7 +964,7 @@ public:
* Estimate the minimum fee considering user set parameters
* and the required fee
*/
static CAmount GetMinimumFee(unsigned int nTxBytes, unsigned int nConfirmTarget, const CTxMemPool& pool, const CBlockPolicyEstimator& estimator, FeeCalculation *feeCalc, bool ignoreGlobalPayTxFee, bool conservative_estimate);
static CAmount GetMinimumFee(unsigned int nTxBytes, const CCoinControl& coin_control, const CTxMemPool& pool, const CBlockPolicyEstimator& estimator, FeeCalculation *feeCalc);
/**
* Return the minimum required fee taking into account the
* floating relay fee and user set minimum transaction fee