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Merge pull request #2608 from patricklodder/1.14.5-dynamic-minchange

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fees: Make wallet minimum change parameters dynamic
This commit is contained in:
Ross Nicoll 2021-10-12 22:12:52 +01:00 committed by GitHub
parent c338c5e6c4 b5b1e0426a
commit 6286491490
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4 changed files with 75 additions and 55 deletions
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2
src/qt/coincontroldialog.cpp
View file

@ -543,7 +543,7 @@ void CoinControlDialog::updateLabels(WalletModel *model, QDialog* dialog)
nChange -= nPayFee;
// Never create dust outputs; if we would, just add the dust to the fee.
if (nChange > 0 && nChange < MIN_CHANGE)
if (nChange > 0 && nChange < CWallet::GetMinChange())
{
CTxOut txout(nChange, (CScript)std::vector<unsigned char>(24, 0));
if (txout.IsDust(CWallet::discardThreshold))

78
src/wallet/test/wallet_tests.cpp
View file

@ -201,31 +201,31 @@ BOOST_AUTO_TEST_CASE(coin_selection_tests)
// empty the wallet and start again, now with fractions of a coin, to test small change avoidance
empty_wallet();
add_coin(MIN_CHANGE * 1 / 10);
add_coin(MIN_CHANGE * 2 / 10);
add_coin(MIN_CHANGE * 3 / 10);
add_coin(MIN_CHANGE * 4 / 10);
add_coin(MIN_CHANGE * 5 / 10);
add_coin(CWallet::GetMinChange() * 1 / 10);
add_coin(CWallet::GetMinChange() * 2 / 10);
add_coin(CWallet::GetMinChange() * 3 / 10);
add_coin(CWallet::GetMinChange() * 4 / 10);
add_coin(CWallet::GetMinChange() * 5 / 10);
// try making 1 * MIN_CHANGE from the 1.5 * MIN_CHANGE
// we'll get change smaller than MIN_CHANGE whatever happens, so can expect MIN_CHANGE exactly
BOOST_CHECK( wallet.SelectCoinsMinConf(MIN_CHANGE, 1, 1, 0, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, MIN_CHANGE);
// try making 1 * GetMinChange() from the 1.5 * GetMinChange()
// we'll get change smaller than GetMinChange() whatever happens, so can expect GetMinChange() exactly
BOOST_CHECK( wallet.SelectCoinsMinConf(CWallet::GetMinChange(), 1, 1, 0, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, CWallet::GetMinChange());
// but if we add a bigger output, small change is avoided
add_coin(1111*MIN_CHANGE);
add_coin(1111*CWallet::GetMinChange());
// try making 1 from 0.1 + 0.2 + 0.3 + 0.4 + 0.5 + 1111 = 1112.5
BOOST_CHECK( wallet.SelectCoinsMinConf(1 * MIN_CHANGE, 1, 1, 0, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1 * MIN_CHANGE); // we should get the exact amount
BOOST_CHECK( wallet.SelectCoinsMinConf(1 * CWallet::GetMinChange(), 1, 1, 0, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1 * CWallet::GetMinChange()); // we should get the exact amount
// if we add more small output:
add_coin(MIN_CHANGE * 6 / 10);
add_coin(MIN_CHANGE * 7 / 10);
add_coin(CWallet::GetMinChange() * 6 / 10);
add_coin(CWallet::GetMinChange() * 7 / 10);
// and try again to make 1.0 * MIN_CHANGE
BOOST_CHECK( wallet.SelectCoinsMinConf(1 * MIN_CHANGE, 1, 1, 0, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1 * MIN_CHANGE); // we should get the exact amount
// and try again to make 1.0 * GetMinChange()
BOOST_CHECK( wallet.SelectCoinsMinConf(1 * CWallet::GetMinChange(), 1, 1, 0, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1 * CWallet::GetMinChange()); // we should get the exact amount
// run the 'mtgox' test (see http://blockexplorer.com/tx/29a3efd3ef04f9153d47a990bd7b048a4b2d213daaa5fb8ed670fb85f13bdbcf)
// they tried to consolidate 10 50k outputs into one 500k output, and ended up with 50k in change
@ -237,43 +237,43 @@ BOOST_AUTO_TEST_CASE(coin_selection_tests)
BOOST_CHECK_EQUAL(nValueRet, 500000 * COIN); // we should get the exact amount
BOOST_CHECK_EQUAL(setCoinsRet.size(), 10U); // in ten outputs
// if there's not enough in the smaller coins to make at least 1 * MIN_CHANGE change (0.5+0.6+0.7 < 1.0+1.0),
// if there's not enough in the smaller coins to make at least 1 * GetMinChange() change (0.5+0.6+0.7 < 1.0+1.0),
// we need to try finding an exact subset anyway
// sometimes it will fail, and so we use the next biggest output:
empty_wallet();
add_coin(MIN_CHANGE * 5 / 10);
add_coin(MIN_CHANGE * 6 / 10);
add_coin(MIN_CHANGE * 7 / 10);
add_coin(1111 * MIN_CHANGE);
BOOST_CHECK( wallet.SelectCoinsMinConf(1 * MIN_CHANGE, 1, 1, 0, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1111 * MIN_CHANGE); // we get the bigger output
add_coin(CWallet::GetMinChange() * 5 / 10);
add_coin(CWallet::GetMinChange() * 6 / 10);
add_coin(CWallet::GetMinChange() * 7 / 10);
add_coin(1111 * CWallet::GetMinChange());
BOOST_CHECK( wallet.SelectCoinsMinConf(1 * CWallet::GetMinChange(), 1, 1, 0, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1111 * CWallet::GetMinChange()); // we get the bigger output
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
// but sometimes it's possible, and we use an exact subset (0.4 + 0.6 = 1.0)
empty_wallet();
add_coin(MIN_CHANGE * 4 / 10);
add_coin(MIN_CHANGE * 6 / 10);
add_coin(MIN_CHANGE * 8 / 10);
add_coin(1111 * MIN_CHANGE);
BOOST_CHECK( wallet.SelectCoinsMinConf(MIN_CHANGE, 1, 1, 0, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, MIN_CHANGE); // we should get the exact amount
add_coin(CWallet::GetMinChange() * 4 / 10);
add_coin(CWallet::GetMinChange() * 6 / 10);
add_coin(CWallet::GetMinChange() * 8 / 10);
add_coin(1111 * CWallet::GetMinChange());
BOOST_CHECK( wallet.SelectCoinsMinConf(CWallet::GetMinChange(), 1, 1, 0, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, CWallet::GetMinChange()); // we should get the exact amount
BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U); // in two outputs 0.4+0.6
// test avoiding small change
empty_wallet();
add_coin(MIN_CHANGE * 5 / 100);
add_coin(MIN_CHANGE * 1);
add_coin(MIN_CHANGE * 100);
add_coin(CWallet::GetMinChange() * 5 / 100);
add_coin(CWallet::GetMinChange() * 1);
add_coin(CWallet::GetMinChange() * 100);
// trying to make 100.01 from these three outputs
BOOST_CHECK(wallet.SelectCoinsMinConf(MIN_CHANGE * 10001 / 100, 1, 1, 0, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, MIN_CHANGE * 10105 / 100); // we should get all outputs
BOOST_CHECK(wallet.SelectCoinsMinConf(CWallet::GetMinChange() * 10001 / 100, 1, 1, 0, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, CWallet::GetMinChange() * 10105 / 100); // we should get all outputs
BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U);
// but if we try to make 99.9, we should take the bigger of the two small outputs to avoid small change
BOOST_CHECK(wallet.SelectCoinsMinConf(MIN_CHANGE * 9990 / 100, 1, 1, 0, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 101 * MIN_CHANGE);
BOOST_CHECK(wallet.SelectCoinsMinConf(CWallet::GetMinChange() * 9990 / 100, 1, 1, 0, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 101 * CWallet::GetMinChange());
BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U);
// test with many inputs
@ -283,9 +283,9 @@ BOOST_AUTO_TEST_CASE(coin_selection_tests)
for (uint16_t j = 0; j < 676; j++)
add_coin(amt);
BOOST_CHECK(wallet.SelectCoinsMinConf(20*CENT, 1, 1, 0, vCoins, setCoinsRet, nValueRet));
if (amt - 20*CENT < MIN_CHANGE) {
if (amt - 20*CENT < CWallet::GetMinChange()) {
// needs more than one input:
uint16_t returnSize = std::ceil((20.0 * CENT + MIN_CHANGE)/amt);
uint16_t returnSize = std::ceil((20.0 * CENT + CWallet::GetMinChange())/amt);
CAmount returnValue = amt * returnSize;
BOOST_CHECK_EQUAL(nValueRet, returnValue);
BOOST_CHECK_EQUAL(setCoinsRet.size(), returnSize);

27
src/wallet/wallet.cpp
View file

@ -2179,6 +2179,14 @@ static void ApproximateBestSubset(vector<pair<CAmount, pair<const CWalletTx*,uns
}
}
// Dogecoin: MIN_CHANGE as a function of discardThreshold and minTxFee(1000)
// Makes the wallet change output minimums configurable instead of hardcoded
// defaults.
CAmount CWallet::GetMinChange()
{
return discardThreshold + minTxFee.GetFeePerK() * MIN_CHANGE_FEE_MULTIPLIER;
}
bool CWallet::SelectCoinsMinConf(const CAmount& nTargetValue, const int nConfMine, const int nConfTheirs, const uint64_t nMaxAncestors, vector<COutput> vCoins,
set<pair<const CWalletTx*,unsigned int> >& setCoinsRet, CAmount& nValueRet) const
{
@ -2218,7 +2226,7 @@ bool CWallet::SelectCoinsMinConf(const CAmount& nTargetValue, const int nConfMin
nValueRet += coin.first;
return true;
}
else if (n < nTargetValue + MIN_CHANGE)
else if (n < nTargetValue + GetMinChange())
{
vValue.push_back(coin);
nTotalLower += n;
@ -2255,13 +2263,13 @@ bool CWallet::SelectCoinsMinConf(const CAmount& nTargetValue, const int nConfMin
CAmount nBest;
ApproximateBestSubset(vValue, nTotalLower, nTargetValue, vfBest, nBest);
if (nBest != nTargetValue && nTotalLower >= nTargetValue + MIN_CHANGE)
ApproximateBestSubset(vValue, nTotalLower, nTargetValue + MIN_CHANGE, vfBest, nBest);
if (nBest != nTargetValue && nTotalLower >= nTargetValue + GetMinChange())
ApproximateBestSubset(vValue, nTotalLower, nTargetValue + GetMinChange(), vfBest, nBest);
// If we have a bigger coin and (either the stochastic approximation didn't find a good solution,
// or the next bigger coin is closer), return the bigger coin
if (coinLowestLarger.second.first &&
((nBest != nTargetValue && nBest < nTargetValue + MIN_CHANGE) || coinLowestLarger.first <= nBest))
((nBest != nTargetValue && nBest < nTargetValue + GetMinChange()) || coinLowestLarger.first <= nBest))
{
setCoinsRet.insert(coinLowestLarger.second);
nValueRet += coinLowestLarger.first;
@ -2735,7 +2743,16 @@ bool CWallet::CreateTransaction(const vector<CRecipient>& vecSend, CWalletTx& wt
CAmount additionalFeeNeeded = nFeeNeeded - nFeeRet;
vector<CTxOut>::iterator change_position = txNew.vout.begin()+nChangePosInOut;
// Only reduce change if remaining amount is still a large enough output.
if (change_position->nValue >= MIN_FINAL_CHANGE + additionalFeeNeeded) {
/* Dogecoin: this has been changed from a static MIN_FINAL_CHANGE that
* followed DEFAULT_DISCARD_THRESHOLD to instead use the configurable
* discard threshold.
*
* Note:
* If GetMinChange() ever becomes configurable or otherwise changes to no
* longer be derived from DEFAULT_DISCARD_THRESHOLD, then this check
* must be adapted.
*/
if (change_position->nValue >= discardThreshold + additionalFeeNeeded) {
change_position->nValue -= additionalFeeNeeded;
nFeeRet += additionalFeeNeeded;
break; // Done, able to increase fee from change

23
src/wallet/wallet.h
View file

@ -74,11 +74,10 @@ static const CAmount DEFAULT_DISCARD_THRESHOLD = COIN;
* This way, replacements for fee bumps are transient rather than persisted.
*/
static const CAmount WALLET_INCREMENTAL_RELAY_FEE = RECOMMENDED_MIN_TX_FEE / 10;
/*
* Dogecoin: Creating change outputs at exactly the dustlimit is counter-
* productive because it leaves no space to bump the fee up, so we make the
* MIN_CHANGE parameter higher than the DEFAULT_DISCARD_THRESHOLD parameter.
* minimum change higher than the discard threshold.
*
* When RBF is not a default policy, we need to scale for both that and CPFP,
* to have a facility for those that did not manually enable RBF, yet need to
@ -93,20 +92,18 @@ static const CAmount WALLET_INCREMENTAL_RELAY_FEE = RECOMMENDED_MIN_TX_FEE / 10;
* or transaction size, we assume that most transactions are < 1kb, leading
* to the following when planning for a replacements with 2x original fee:
*
* RBF: MIN_CHANGE = DEFAULT_DISCARD_THRESHOLD + min fee or
* CPFP: MIN_CHANGE = DEFAULT_DISCARD_THRESHOLD + 2 * min fee * 0.147 + min fee
* RBF: min change = discardThreshold + minTxFee(1000) or
* CPFP: min change = discardThreshold + 2 * minTxFee(147) + minTxFee(1000)
*
* Where the CPFP requirement is higher than the RBF one to lead to the same
* result.
*
* This can be rounded up to the nearest multiple of RECOMMENDED_MIN_TX_FEE as:
* This can be rounded up to the nearest multiple of minTxFee(1000) as:
*
* MIN_CHANGE = DEFAULT_DISCARD_THRESHOLD + 2 * RECOMMENDED_MIN_TX_FEE
* min change = discardThreshold + 2 * minTxFee(1000)
*/
//! target minimum change amount
static const CAmount MIN_CHANGE = DEFAULT_DISCARD_THRESHOLD + 2 * RECOMMENDED_MIN_TX_FEE;
//! final minimum change amount after paying for fees
static const CAmount MIN_FINAL_CHANGE = DEFAULT_DISCARD_THRESHOLD;
//! target minimum change fee multiplier
static const CAmount MIN_CHANGE_FEE_MULTIPLIER = 2;
//! Default for -spendzeroconfchange
static const bool DEFAULT_SPEND_ZEROCONF_CHANGE = true;
@ -798,6 +795,12 @@ public:
static CFeeRate minTxFee;
static CFeeRate fallbackFee;
static CAmount discardThreshold;
/**
* Minimum change as a function of discardThreshold
*/
static CAmount GetMinChange();
/**
* Estimate the minimum fee considering user set parameters
* and the required fee