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yieldgenerator.py
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yieldgenerator.py
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#! /usr/bin/env python
import datetime
import os
import time
import abc
import base64
from twisted.python.log import startLogging
from twisted.application.service import Service
from twisted.internet import task
from optparse import OptionParser
from jmbase import get_log
from jmclient import (Maker, jm_single, load_program_config,
JMClientProtocolFactory, start_reactor, calc_cj_fee,
WalletService, add_base_options, SNICKERReceiver,
SNICKERClientProtocolFactory, FidelityBondMixin,
get_interest_rate, fmt_utxo, check_and_start_tor)
from .wallet_utils import open_test_wallet_maybe, get_wallet_path
from jmbase.support import EXIT_ARGERROR, EXIT_FAILURE, get_jm_version_str
import jmbitcoin as btc
from jmclient.fidelity_bond import FidelityBond
jlog = get_log()
MAX_MIX_DEPTH = 5
class NoIoauthInputException(Exception):
pass
class YieldGenerator(Maker):
"""A maker for the purposes of generating a yield from held
bitcoins, offering from the maximum mixdepth and trying to offer
the largest amount within the constraints of mixing depth isolation.
"""
__metaclass__ = abc.ABCMeta
def __init__(self, wallet_service):
Maker.__init__(self, wallet_service)
jlog.info(get_jm_version_str())
self.tx_unconfirm_timestamp = {}
self.statement_file = os.path.join(jm_single().datadir,
'logs', 'yigen-statement.csv')
if not os.path.isfile(self.statement_file):
self.log_statement(
['timestamp', 'cj amount/satoshi', 'my input count',
'my input value/satoshi', 'cjfee/satoshi', 'earned/satoshi',
'confirm time/min', 'notes'])
timestamp = datetime.datetime.now().strftime("%Y/%m/%d %H:%M:%S")
self.log_statement([timestamp, '', '', '', '', '', '', 'Connected'])
def log_statement(self, data):
data = [str(d) for d in data]
self.income_statement = open(self.statement_file, 'a')
self.income_statement.write(','.join(data) + '\n')
self.income_statement.close()
def on_tx_unconfirmed(self, offer, txid):
self.tx_unconfirm_timestamp[offer["cjaddr"]] = int(time.time())
newoffers = self.create_my_orders()
old_oid_offers = {x['oid']: x for x in self.offerlist}
new_oids = {x['oid'] for x in newoffers}
to_cancel, to_announce = [], []
for new_offer in newoffers:
old_offer = old_oid_offers.get(new_offer['oid'])
if old_offer is None or old_offer != new_offer:
to_announce.append(new_offer)
for old_oid in old_oid_offers:
if old_oid not in new_oids:
to_cancel.append(old_oid)
return to_cancel, to_announce
class YieldGeneratorBasic(YieldGenerator):
"""A simplest possible instantiation of a yieldgenerator.
It will often (but not always) reannounce orders after transactions,
thus is somewhat suboptimal in giving more information to spies.
"""
def __init__(self, wallet_service, offerconfig):
# note the randomizing entries are ignored in this base class:
self.txfee_contribution, self.cjfee_a, self.cjfee_r, self.ordertype,\
self.minsize, self.txfee_contribution_factor, self.cjfee_factor,\
self.size_factor = offerconfig
super().__init__(wallet_service)
def create_my_orders(self):
mix_balance = self.get_available_mixdepths()
if len([b for m, b in mix_balance.items() if b > 0]) == 0:
jlog.error('do not have any coins left')
return []
max_mix = max(mix_balance, key=mix_balance.get)
f = '0'
if self.ordertype in ('reloffer', 'swreloffer', 'sw0reloffer'):
f = self.cjfee_r
#minimum size bumped if necessary such that you always profit
#least 50% of the miner fee
self.minsize = max(int(1.5 * self.txfee_contribution /
float(self.cjfee_r)), self.minsize)
elif self.ordertype in ('absoffer', 'swabsoffer', 'sw0absoffer'):
f = str(self.txfee_contribution + self.cjfee_a)
order = {'oid': 0,
'ordertype': self.ordertype,
'minsize': self.minsize,
'maxsize': mix_balance[max_mix] - max(
jm_single().DUST_THRESHOLD, self.txfee_contribution),
'txfee': self.txfee_contribution,
'cjfee': f}
# sanity check
assert order['minsize'] >= 0
assert order['maxsize'] > 0
if order['minsize'] > order['maxsize']:
jlog.info('minsize (' + str(order['minsize']) + ') > maxsize (' + str(
order['maxsize']) + ')')
return []
return [order]
def get_fidelity_bond_template(self):
if not isinstance(self.wallet_service.wallet, FidelityBondMixin):
jlog.info("Not a fidelity bond wallet, not announcing fidelity bond")
return None
blocks = jm_single().bc_interface.get_current_block_height()
mediantime = jm_single().bc_interface.get_best_block_median_time()
BLOCK_COUNT_SAFETY = 2 #use this safety number to reduce chances of the proof expiring
#before the taker gets a chance to verify it
RETARGET_INTERVAL = 2016
CERT_MAX_VALIDITY_TIME = 1
cert_expiry = ((blocks + BLOCK_COUNT_SAFETY) // RETARGET_INTERVAL) + CERT_MAX_VALIDITY_TIME
utxos = self.wallet_service.wallet.get_utxos_by_mixdepth(include_disabled=True,
includeheight=True)[FidelityBondMixin.FIDELITY_BOND_MIXDEPTH]
timelocked_utxos = [(outpoint, info) for outpoint, info in utxos.items()
if FidelityBondMixin.is_timelocked_path(info["path"])]
if len(timelocked_utxos) == 0:
jlog.info("No timelocked coins in wallet, not announcing fidelity bond")
return
timelocked_utxos_with_confirmation_time = [(outpoint, info,
jm_single().bc_interface.get_block_time(
jm_single().bc_interface.get_block_hash(info["height"])
))
for (outpoint, info) in timelocked_utxos]
interest_rate = get_interest_rate()
max_valued_bond = max(timelocked_utxos_with_confirmation_time, key=lambda x:
FidelityBondMixin.calculate_timelocked_fidelity_bond_value(x[1]["value"], x[2],
x[1]["path"][-1], mediantime, interest_rate)
)
(utxo_priv, locktime), engine = self.wallet_service.wallet._get_key_from_path(
max_valued_bond[1]["path"])
utxo_pub = engine.privkey_to_pubkey(utxo_priv)
cert_priv = os.urandom(32) + b"\x01"
cert_pub = btc.privkey_to_pubkey(cert_priv)
cert_msg = b"fidelity-bond-cert|" + cert_pub + b"|" + str(cert_expiry).encode("ascii")
cert_sig = base64.b64decode(btc.ecdsa_sign(cert_msg, utxo_priv))
utxo = (max_valued_bond[0][0], max_valued_bond[0][1])
fidelity_bond = FidelityBond(utxo, utxo_pub, locktime, cert_expiry,
cert_priv, cert_pub, cert_sig)
jlog.info("Announcing fidelity bond coin {}".format(fmt_utxo(utxo)))
return fidelity_bond
def oid_to_order(self, offer, amount):
total_amount = amount + offer["txfee"]
real_cjfee = calc_cj_fee(offer["ordertype"], offer["cjfee"], amount)
required_amount = total_amount + \
jm_single().DUST_THRESHOLD + 1 - real_cjfee
mix_balance = self.get_available_mixdepths()
filtered_mix_balance = {m: b
for m, b in mix_balance.items()
if b >= required_amount}
if not filtered_mix_balance:
return None, None, None
jlog.debug('mix depths that have enough = ' + str(filtered_mix_balance))
try:
mixdepth, utxos = self._get_order_inputs(
filtered_mix_balance, offer, required_amount)
except NoIoauthInputException:
jlog.error(
'unable to fill order, no suitable IOAUTH UTXO found. In '
'order to spend coins (UTXOs) from a mixdepth using coinjoin,'
' there needs to be at least one standard wallet UTXO (not '
'fidelity bond or different address type).')
return None, None, None
jlog.info('filling offer, mixdepth=' + str(mixdepth) + ', amount=' + str(amount))
cj_addr = self.select_output_address(mixdepth, offer, amount)
if cj_addr is None:
return None, None, None
jlog.info('sending output to address=' + str(cj_addr))
change_addr = self.wallet_service.get_internal_addr(mixdepth)
return utxos, cj_addr, change_addr
def _get_order_inputs(self, filtered_mix_balance, offer, required_amount):
"""
Select inputs from some applicable mixdepth that has a utxo suitable
for ioauth.
params:
filtered_mix_balance: see get_available_mixdepths() output
offer: offer dict
required_amount: int, total inputs value in sat
returns:
mixdepth, utxos (int, dict)
raises:
NoIoauthInputException: if no provided mixdepth has a suitable utxo
"""
while filtered_mix_balance:
mixdepth = self.select_input_mixdepth(
filtered_mix_balance, offer, required_amount)
utxos = self.wallet_service.select_utxos(
mixdepth, required_amount, minconfs=1, includeaddr=True,
require_auth_address=True)
if utxos:
return mixdepth, utxos
filtered_mix_balance.pop(mixdepth)
raise NoIoauthInputException()
def on_tx_confirmed(self, offer, txid, confirmations):
if offer["cjaddr"] in self.tx_unconfirm_timestamp:
confirm_time = int(time.time()) - self.tx_unconfirm_timestamp[
offer["cjaddr"]]
else:
confirm_time = 0
timestamp = datetime.datetime.now().strftime("%Y/%m/%d %H:%M:%S")
real_cjfee = calc_cj_fee(offer["offer"]["ordertype"],
offer["offer"]["cjfee"], offer["amount"])
self.log_statement([timestamp, offer["amount"], len(
offer["utxos"]), sum([av['value'] for av in offer["utxos"].values(
)]), real_cjfee, real_cjfee - offer["offer"]["txfee"], round(
confirm_time / 60.0, 2), ''])
return self.on_tx_unconfirmed(offer, txid)
def get_available_mixdepths(self):
"""Returns the mixdepth/balance dict from the wallet that contains
all available inputs for offers."""
return self.wallet_service.get_balance_by_mixdepth(verbose=False,
minconfs=1)
def select_input_mixdepth(self, available, offer, amount):
"""Returns the mixdepth from which the given order should spend the
inputs. available is a mixdepth/balance dict of all the mixdepths
that can be chosen from, i.e. have enough balance. If there is no
suitable input, the function can return None to abort the order."""
available = sorted(available.items(), key=lambda entry: entry[0])
return available[0][0]
def select_output_address(self, input_mixdepth, offer, amount):
"""Returns the address to which the mixed output should be sent for
an order spending from the given input mixdepth. Can return None if
there is no suitable output, in which case the order is
aborted."""
cjoutmix = (input_mixdepth + 1) % (self.wallet_service.mixdepth + 1)
return self.wallet_service.get_internal_addr(cjoutmix)
class YieldGeneratorService(Service):
def __init__(self, wallet_service, daemon_host, daemon_port, yg_config):
self.wallet_service = wallet_service
self.daemon_host = daemon_host
self.daemon_port = daemon_port
self.yg_config = yg_config
self.yieldgen = None
# setup,cleanup functions are to be run before
# starting, shutting down the service:
self.setup_fns = []
self.cleanup_fns = []
def startService(self):
""" We instantiate the Maker class only
here as its constructor will automatically
create orders based on the wallet.
Note makers already intrinsically handle
not-yet-synced wallet services, so there is
no need to check this here.
"""
for setup in self.setup_fns:
# we do not catch Exceptions in setup,
# deliberately; this must be caught and distinguished
# by whoever started the service.
setup()
# TODO genericise to any YG class:
self.yieldgen = YieldGeneratorBasic(self.wallet_service, self.yg_config)
self.clientfactory = JMClientProtocolFactory(self.yieldgen, proto_type="MAKER")
# here 'start_reactor' does not start the reactor but instantiates
# the connection to the daemon backend; note daemon=False, i.e. the daemon
# backend is assumed to be started elsewhere; we just connect to it with a client.
start_reactor(self.daemon_host, self.daemon_port, self.clientfactory, rs=False)
# monitor the Maker object, just to check if it's still in an "up" state, marked
# by the aborted instance var:
self.monitor_loop = task.LoopingCall(self.monitor)
self.monitor_loop.start(0.5)
super().startService()
def monitor(self):
if self.yieldgen.aborted:
self.monitor_loop.stop()
self.stopService()
def addSetup(self, setup):
""" Setup functions as callbacks:
arguments - none
returns: must return True if the setup step
was successful, or False otherwise.
"""
self.setup_fns.append(setup)
def addCleanup(self, cleanup):
""" Cleanup functions as callbacks:
no arguments, and no return (we don't
intend to stop shutting down if the cleanup
doesn't work somehow).
"""
self.cleanup_fns.append(cleanup)
def stopService(self):
""" TODO need a method exposed to gracefully
shut down a maker bot.
"""
if self.running:
jlog.info("Shutting down YieldGenerator service.")
self.clientfactory.proto_client.request_mc_shutdown()
super().stopService()
for cleanup in self.cleanup_fns:
cleanup()
def isRunning(self):
return self.running == 1
def ygmain(ygclass, nickserv_password='', gaplimit=6):
import sys
parser = OptionParser(usage='usage: %prog [options] [wallet file]')
add_base_options(parser)
# A note about defaults:
# We want command line settings to override config settings.
# This would naturally mean setting `default=` arguments here, to the
# values in the config.
# However, we cannot load the config until we know the datadir.
# The datadir is a setting in the command line options, so we have to
# call parser.parse_args() before we know the datadir.
# Hence we do the following: set all modifyable-by-config arguments to
# default "None" initially; call parse_args(); then call load_program_config
# and override values of "None" with what is set in the config.
# (remember, the joinmarket defaultconfig always sets every value, even if
# the user doesn't).
parser.add_option('-o', '--ordertype', action='store', type='string',
dest='ordertype', default=None,
help='type of order; can be either reloffer or absoffer')
parser.add_option('-t', '--txfee-contribution', action='store', type='int',
dest='txfee_contribution', default=None,
help='the average transaction fee contribution you\'re adding to coinjoin transactions')
parser.add_option('-f', '--txfee-contribution-factor', action='store', type='float',
dest='txfee_contribution_factor', default=None,
help='variance around the average transaction fee contribution, decimal fraction')
parser.add_option('-a', '--cjfee-a', action='store', type='string',
dest='cjfee_a', default=None,
help='requested coinjoin fee (absolute) in satoshis')
parser.add_option('-r', '--cjfee-r', action='store', type='string',
dest='cjfee_r', default=None,
help='requested coinjoin fee (relative) as a decimal')
parser.add_option('-j', '--cjfee-factor', action='store', type='float',
dest='cjfee_factor', default=None,
help='variance around the average fee, decimal fraction')
parser.add_option('-p', '--password', action='store', type='string',
dest='password', default=nickserv_password,
help='irc nickserv password')
parser.add_option('-s', '--minsize', action='store', type='int',
dest='minsize', default=None,
help='minimum coinjoin size in satoshis')
parser.add_option('-z', '--size-factor', action='store', type='float',
dest='size_factor', default=None,
help='variance around all offer sizes, decimal fraction')
parser.add_option('-g', '--gap-limit', action='store', type="int",
dest='gaplimit', default=gaplimit,
help='gap limit for wallet, default='+str(gaplimit))
parser.add_option('-m', '--mixdepth', action='store', type='int',
dest='mixdepth', default=None,
help="highest mixdepth to use")
(options, args) = parser.parse_args()
# for string access, convert to dict:
options = vars(options)
if len(args) < 1:
parser.error('Needs a wallet')
sys.exit(EXIT_ARGERROR)
load_program_config(config_path=options["datadir"])
check_and_start_tor()
# As per previous note, override non-default command line settings:
for x in ["ordertype", "txfee_contribution", "txfee_contribution_factor",
"cjfee_a", "cjfee_r", "cjfee_factor", "minsize", "size_factor"]:
if options[x] is None:
options[x] = jm_single().config.get("YIELDGENERATOR", x)
wallet_name = args[0]
ordertype = options["ordertype"]
txfee_contribution = int(options["txfee_contribution"])
txfee_contribution_factor = float(options["txfee_contribution_factor"])
cjfee_factor = float(options["cjfee_factor"])
size_factor = float(options["size_factor"])
if ordertype == 'reloffer':
cjfee_r = options["cjfee_r"]
# minimum size is such that you always net profit at least 20%
#of the miner fee
minsize = max(int(1.2 * txfee_contribution / float(cjfee_r)),
int(options["minsize"]))
cjfee_a = None
elif ordertype == 'absoffer':
cjfee_a = int(options["cjfee_a"])
minsize = int(options["minsize"])
cjfee_r = None
else:
parser.error('You specified an incorrect offer type which ' +\
'can be either reloffer or absoffer')
sys.exit(EXIT_ARGERROR)
nickserv_password = options["password"]
if jm_single().bc_interface is None:
jlog.error("Running yield generator requires configured " +
"blockchain source.")
sys.exit(EXIT_FAILURE)
wallet_path = get_wallet_path(wallet_name, None)
wallet = open_test_wallet_maybe(
wallet_path, wallet_name, options["mixdepth"],
wallet_password_stdin=options["wallet_password_stdin"],
gap_limit=options["gaplimit"])
wallet_service = WalletService(wallet)
while not wallet_service.synced:
wallet_service.sync_wallet(fast=not options["recoversync"])
wallet_service.startService()
txtype = wallet_service.get_txtype()
if txtype == "p2wpkh":
prefix = "sw0"
elif txtype == "p2sh-p2wpkh":
prefix = "sw"
elif txtype == "p2pkh":
prefix = ""
else:
jlog.error("Unsupported wallet type for yieldgenerator: " + txtype)
sys.exit(EXIT_ARGERROR)
ordertype = prefix + ordertype
jlog.debug("Set the offer type string to: " + ordertype)
maker = ygclass(wallet_service,
[txfee_contribution, cjfee_a, cjfee_r, ordertype, minsize,
txfee_contribution_factor, cjfee_factor, size_factor])
jlog.info('starting yield generator')
clientfactory = JMClientProtocolFactory(maker, proto_type="MAKER")
if jm_single().config.get("SNICKER", "enabled") == "true":
if jm_single().config.get("BLOCKCHAIN", "network") == "mainnet":
jlog.error("You have enabled SNICKER on mainnet, this is not "
"yet supported for yieldgenerators; either use "
"signet/regtest/testnet, or run SNICKER manually "
"with snicker/receive-snicker.py.")
sys.exit(EXIT_ARGERROR)
snicker_r = SNICKERReceiver(wallet_service)
servers = jm_single().config.get("SNICKER", "servers").split(",")
snicker_factory = SNICKERClientProtocolFactory(snicker_r, servers)
else:
snicker_factory = None
nodaemon = jm_single().config.getint("DAEMON", "no_daemon")
daemon = True if nodaemon == 1 else False
if jm_single().config.get("BLOCKCHAIN", "network") in ["regtest", "testnet", "signet"]:
startLogging(sys.stdout)
start_reactor(jm_single().config.get("DAEMON", "daemon_host"),
jm_single().config.getint("DAEMON", "daemon_port"),
clientfactory, snickerfactory=snicker_factory,
daemon=daemon)