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wallet: Avoid requesting fee rates multiple times during coin selection #21083

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merged 5 commits into from Mar 17, 2021
Merged

wallet: Avoid requesting fee rates multiple times during coin selection #21083

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1a6a0b0
wallet: Use existing feerate instead of getting a new one
achow101 Feb 4, 2021
e2f429e
wallet: Replace nFeeRateNeeded with effective_fee
achow101 Feb 4, 2021
448d04b
wallet: Move long term feerate setting to CreateTransaction
achow101 Feb 4, 2021
bdd0c29
wallet: Move discard feerate fetching to CreateTransaction
achow101 Feb 5, 2021
f9cd2bf
Rename CoinSelectionParams::effective_fee to m_effective_feerate
achow101 Mar 16, 2021
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5 changes: 4 additions & 1 deletion src/bench/coin_selection.cpp
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Expand Up @@ -49,7 +49,10 @@ static void CoinSelection(benchmark::Bench& bench)
}

const CoinEligibilityFilter filter_standard(1, 6, 0);
const CoinSelectionParams coin_selection_params(true, 34, 148, CFeeRate(0), 0, false);
const CoinSelectionParams coin_selection_params(/* use_bnb= */ true, /* change_output_size= */ 34,
/* change_spend_size= */ 148, /* effective_feerate= */ CFeeRate(0),
/* long_term_feerate= */ CFeeRate(0), /* discard_feerate= */ CFeeRate(0),
/* tx_no_inputs_size= */ 0, /* avoid_partial= */ false);
bench.run([&] {
std::set<CInputCoin> setCoinsRet;
CAmount nValueRet;
Expand Down
22 changes: 17 additions & 5 deletions src/wallet/test/coinselector_tests.cpp
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Expand Up @@ -35,7 +35,10 @@ static CAmount balance = 0;
CoinEligibilityFilter filter_standard(1, 6, 0);
CoinEligibilityFilter filter_confirmed(1, 1, 0);
CoinEligibilityFilter filter_standard_extra(6, 6, 0);
CoinSelectionParams coin_selection_params(false, 0, 0, CFeeRate(0), 0, false);
CoinSelectionParams coin_selection_params(/* use_bnb= */ false, /* change_output_size= */ 0,
/* change_spend_size= */ 0, /* effective_feerate= */ CFeeRate(0),
/* long_term_feerate= */ CFeeRate(0), /* discard_feerate= */ CFeeRate(0),
/* tx_no_inputs_size= */ 0, /* avoid_partial= */ false);

static void add_coin(const CAmount& nValue, int nInput, std::vector<CInputCoin>& set)
{
Expand Down Expand Up @@ -269,7 +272,10 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
}

// Make sure that effective value is working in SelectCoinsMinConf when BnB is used
CoinSelectionParams coin_selection_params_bnb(true, 0, 0, CFeeRate(3000), 0, false);
CoinSelectionParams coin_selection_params_bnb(/* use_bnb= */ true, /* change_output_size= */ 0,
/* change_spend_size= */ 0, /* effective_feerate= */ CFeeRate(3000),
/* long_term_feerate= */ CFeeRate(1000), /* discard_feerate= */ CFeeRate(1000),
/* tx_no_inputs_size= */ 0, /* avoid_partial= */ false);
CoinSet setCoinsRet;
CAmount nValueRet;
bool bnb_used;
Expand Down Expand Up @@ -301,7 +307,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
CCoinControl coin_control;
coin_control.fAllowOtherInputs = true;
coin_control.Select(COutPoint(vCoins.at(0).tx->GetHash(), vCoins.at(0).i));
coin_selection_params_bnb.effective_fee = CFeeRate(0);
coin_selection_params_bnb.m_effective_feerate = CFeeRate(0);
BOOST_CHECK(wallet->SelectCoins(vCoins, 10 * CENT, setCoinsRet, nValueRet, coin_control, coin_selection_params_bnb, bnb_used));
BOOST_CHECK(bnb_used);
BOOST_CHECK(coin_selection_params_bnb.use_bnb);
Expand Down Expand Up @@ -639,8 +645,14 @@ BOOST_AUTO_TEST_CASE(SelectCoins_test)
CAmount target = rand.randrange(balance - 1000) + 1000;

// Perform selection
CoinSelectionParams coin_selection_params_knapsack(false, 34, 148, CFeeRate(0), 0, false);
CoinSelectionParams coin_selection_params_bnb(true, 34, 148, CFeeRate(0), 0, false);
CoinSelectionParams coin_selection_params_knapsack(/* use_bnb= */ false, /* change_output_size= */ 34,
/* change_spend_size= */ 148, /* effective_feerate= */ CFeeRate(0),
/* long_term_feerate= */ CFeeRate(0), /* discard_feerate= */ CFeeRate(0),
/* tx_no_inputs_size= */ 0, /* avoid_partial= */ false);
CoinSelectionParams coin_selection_params_bnb(/* use_bnb= */ true, /* change_output_size= */ 34,
/* change_spend_size= */ 148, /* effective_feerate= */ CFeeRate(0),
/* long_term_feerate= */ CFeeRate(0), /* discard_feerate= */ CFeeRate(0),
/* tx_no_inputs_size= */ 0, /* avoid_partial= */ false);
CoinSet out_set;
CAmount out_value = 0;
bool bnb_used = false;
Expand Down
50 changes: 24 additions & 26 deletions src/wallet/wallet.cpp
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Expand Up @@ -2364,26 +2364,20 @@ bool CWallet::SelectCoinsMinConf(const CAmount& nTargetValue, const CoinEligibil
nValueRet = 0;

if (coin_selection_params.use_bnb) {
// Get long term estimate
FeeCalculation feeCalc;
CCoinControl temp;
temp.m_confirm_target = 1008;
CFeeRate long_term_feerate = GetMinimumFeeRate(*this, temp, &feeCalc);

// Get the feerate for effective value.
// When subtracting the fee from the outputs, we want the effective feerate to be 0
CFeeRate effective_feerate{0};
if (!coin_selection_params.m_subtract_fee_outputs) {
effective_feerate = coin_selection_params.effective_fee;
effective_feerate = coin_selection_params.m_effective_feerate;
}

std::vector<OutputGroup> groups = GroupOutputs(coins, !coin_selection_params.m_avoid_partial_spends, effective_feerate, long_term_feerate, eligibility_filter, true /* positive_only */);
std::vector<OutputGroup> groups = GroupOutputs(coins, !coin_selection_params.m_avoid_partial_spends, effective_feerate, coin_selection_params.m_long_term_feerate, eligibility_filter, true /* positive_only */);

// Calculate cost of change
CAmount cost_of_change = GetDiscardRate(*this).GetFee(coin_selection_params.change_spend_size) + coin_selection_params.effective_fee.GetFee(coin_selection_params.change_output_size);
CAmount cost_of_change = coin_selection_params.m_discard_feerate.GetFee(coin_selection_params.change_spend_size) + coin_selection_params.m_effective_feerate.GetFee(coin_selection_params.change_output_size);

// Calculate the fees for things that aren't inputs
CAmount not_input_fees = coin_selection_params.effective_fee.GetFee(coin_selection_params.tx_noinputs_size);
CAmount not_input_fees = coin_selection_params.m_effective_feerate.GetFee(coin_selection_params.tx_noinputs_size);
bnb_used = true;
return SelectCoinsBnB(groups, nTargetValue, cost_of_change, setCoinsRet, nValueRet, not_input_fees);
} else {
Expand Down Expand Up @@ -2437,7 +2431,7 @@ bool CWallet::SelectCoins(const std::vector<COutput>& vAvailableCoins, const CAm
if (coin.m_input_bytes <= 0) {
return false; // Not solvable, can't estimate size for fee
}
coin.effective_value = coin.txout.nValue - coin_selection_params.effective_fee.GetFee(coin.m_input_bytes);
coin.effective_value = coin.txout.nValue - coin_selection_params.m_effective_feerate.GetFee(coin.m_input_bytes);
if (coin_selection_params.use_bnb) {
value_to_select -= coin.effective_value;
} else {
Expand Down Expand Up @@ -2804,17 +2798,28 @@ bool CWallet::CreateTransactionInternal(
CTxOut change_prototype_txout(0, scriptChange);
coin_selection_params.change_output_size = GetSerializeSize(change_prototype_txout);

CFeeRate discard_rate = GetDiscardRate(*this);
// Set discard feerate
coin_selection_params.m_discard_feerate = GetDiscardRate(*this);

// Get the fee rate to use effective values in coin selection
CFeeRate nFeeRateNeeded = GetMinimumFeeRate(*this, coin_control, &feeCalc);
coin_selection_params.m_effective_feerate = GetMinimumFeeRate(*this, coin_control, &feeCalc);
// Do not, ever, assume that it's fine to change the fee rate if the user has explicitly
// provided one
if (coin_control.m_feerate && nFeeRateNeeded > *coin_control.m_feerate) {
error = strprintf(_("Fee rate (%s) is lower than the minimum fee rate setting (%s)"), coin_control.m_feerate->ToString(FeeEstimateMode::SAT_VB), nFeeRateNeeded.ToString(FeeEstimateMode::SAT_VB));
if (coin_control.m_feerate && coin_selection_params.m_effective_feerate > *coin_control.m_feerate) {
error = strprintf(_("Fee rate (%s) is lower than the minimum fee rate setting (%s)"), coin_control.m_feerate->ToString(FeeEstimateMode::SAT_VB), coin_selection_params.m_effective_feerate.ToString(FeeEstimateMode::SAT_VB));
return false;
}
if (feeCalc.reason == FeeReason::FALLBACK && !m_allow_fallback_fee) {
// eventually allow a fallback fee
error = _("Fee estimation failed. Fallbackfee is disabled. Wait a few blocks or enable -fallbackfee.");
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return false;
}

// Get long term estimate
CCoinControl cc_temp;
cc_temp.m_confirm_target = chain().estimateMaxBlocks();
coin_selection_params.m_long_term_feerate = GetMinimumFeeRate(*this, cc_temp, nullptr);

nFeeRet = 0;
bool pick_new_inputs = true;
CAmount nValueIn = 0;
Expand Down Expand Up @@ -2888,7 +2893,6 @@ bool CWallet::CreateTransactionInternal(
} else {
coin_selection_params.change_spend_size = (size_t)change_spend_size;
}
coin_selection_params.effective_fee = nFeeRateNeeded;
if (!SelectCoins(vAvailableCoins, nValueToSelect, setCoins, nValueIn, coin_control, coin_selection_params, bnb_used))
{
// If BnB was used, it was the first pass. No longer the first pass and continue loop with knapsack.
Expand All @@ -2914,7 +2918,7 @@ bool CWallet::CreateTransactionInternal(
// Never create dust outputs; if we would, just
// add the dust to the fee.
// The nChange when BnB is used is always going to go to fees.
if (IsDust(newTxOut, discard_rate) || bnb_used)
if (IsDust(newTxOut, coin_selection_params.m_discard_feerate) || bnb_used)
{
nChangePosInOut = -1;
nFeeRet += nChange;
Expand Down Expand Up @@ -2951,13 +2955,7 @@ bool CWallet::CreateTransactionInternal(
return false;
}

nFeeNeeded = GetMinimumFee(*this, nBytes, coin_control, &feeCalc);
if (feeCalc.reason == FeeReason::FALLBACK && !m_allow_fallback_fee) {
// eventually allow a fallback fee
error = _("Fee estimation failed. Fallbackfee is disabled. Wait a few blocks or enable -fallbackfee.");
return false;
}

nFeeNeeded = coin_selection_params.m_effective_feerate.GetFee(nBytes);
if (nFeeRet >= nFeeNeeded) {
// Reduce fee to only the needed amount if possible. This
// prevents potential overpayment in fees if the coins
Expand All @@ -2971,8 +2969,8 @@ bool CWallet::CreateTransactionInternal(
// change output. Only try this once.
if (nChangePosInOut == -1 && nSubtractFeeFromAmount == 0 && pick_new_inputs) {
unsigned int tx_size_with_change = nBytes + coin_selection_params.change_output_size + 2; // Add 2 as a buffer in case increasing # of outputs changes compact size
CAmount fee_needed_with_change = GetMinimumFee(*this, tx_size_with_change, coin_control, nullptr);
CAmount minimum_value_for_change = GetDustThreshold(change_prototype_txout, discard_rate);
CAmount fee_needed_with_change = coin_selection_params.m_effective_feerate.GetFee(tx_size_with_change);
CAmount minimum_value_for_change = GetDustThreshold(change_prototype_txout, coin_selection_params.m_discard_feerate);
if (nFeeRet >= fee_needed_with_change + minimum_value_for_change) {
pick_new_inputs = false;
nFeeRet = fee_needed_with_change;
Expand Down
11 changes: 8 additions & 3 deletions src/wallet/wallet.h
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Expand Up @@ -606,17 +606,22 @@ struct CoinSelectionParams
bool use_bnb = true;
size_t change_output_size = 0;
size_t change_spend_size = 0;
CFeeRate effective_fee = CFeeRate(0);
CFeeRate m_effective_feerate;
CFeeRate m_long_term_feerate;
CFeeRate m_discard_feerate;
size_t tx_noinputs_size = 0;
//! Indicate that we are subtracting the fee from outputs
bool m_subtract_fee_outputs = false;
bool m_avoid_partial_spends = false;

CoinSelectionParams(bool use_bnb, size_t change_output_size, size_t change_spend_size, CFeeRate effective_fee, size_t tx_noinputs_size, bool avoid_partial) :
CoinSelectionParams(bool use_bnb, size_t change_output_size, size_t change_spend_size, CFeeRate effective_feerate,
CFeeRate long_term_feerate, CFeeRate discard_feerate, size_t tx_noinputs_size, bool avoid_partial) :
use_bnb(use_bnb),
change_output_size(change_output_size),
change_spend_size(change_spend_size),
effective_fee(effective_fee),
m_effective_feerate(effective_feerate),
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Should perhaps all of these now start with m_?

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👍 Good for followup?

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They should, but that's an unrelated change. The newly added members use m_.

m_long_term_feerate(long_term_feerate),
m_discard_feerate(discard_feerate),
tx_noinputs_size(tx_noinputs_size),
m_avoid_partial_spends(avoid_partial)
{}
Expand Down