Add one-output fee estimation and update corresponding unit test

src/Cardano/Wallet/CoinSelection/Fee.hs

@@ -21,23 +21,31 @@ module Cardano.Wallet.CoinSelection.Fee
     , FeeOptions (..)
     , FeeError(..)
     , adjustForFees
+    , cardanoPolicy
+    , estimateCardanoFee
     ) where
 
 import Prelude
 
+import Cardano.Wallet.Binary
+    ( encodeSignedTx )
 import Cardano.Wallet.CoinSelection
     ( CoinSelection (..) )
 import Cardano.Wallet.Primitive.Types
     ( Coin (..)
+    , Tx (..)
     , TxIn
     , TxOut (..)
+    , TxWitness
     , UTxO (..)
     , balance'
     , distance
     , invariant
     , isValidCoin
     , pickRandom
     )
+import Codec.CBOR.Write
+    ( toLazyByteString )
 import Control.Monad.Trans.Class
     ( lift )
 import Control.Monad.Trans.Except
@@ -53,9 +61,10 @@ import Data.Word
 import GHC.Generics
     ( Generic )
 
+import qualified Data.ByteString.Lazy as BL
 import qualified Data.List as L
 
-
+import Debug.Trace
 {-------------------------------------------------------------------------------
                                 Fee Adjustment
 -------------------------------------------------------------------------------}
@@ -341,3 +350,62 @@ computeFee (CoinSelection inps outs chgs) =
     -- by definition, impossible; unless we messed up real hard.
     collapse [] _ =
         invariant "outputs are bigger than inputs" (undefined) (const False)
+
+-- | A linear equation on the transaction size. Represents the @\s -> a + b*s@
+-- function where @s@ is the transaction size in bytes, @a@ and @b@ are
+-- constant coefficients.
+data TxSizeLinear = TxSizeLinear Double Double
+    deriving (Eq, Show)
+
+cardanoPolicy :: TxSizeLinear
+cardanoPolicy = TxSizeLinear 155381 43.946
+
+-- | Estimate the fee for a transaction that has @ins@ inputs
+--   and @length outs@ outputs. The @outs@ lists holds the coin value
+--   of each output.
+--
+--   NOTE: The average size of @Attributes AddrAttributes@ and
+--         the transaction attributes @Attributes ()@ are both hard-coded
+estimateCardanoFee
+    :: TxSizeLinear
+    -> (Tx, [TxWitness])
+    -> Fee
+estimateCardanoFee (TxSizeLinear a b) txWithWitness@(Tx inps _, _) =
+    trace ("totalPayload: "<> show totalPayload
+          <> " length : " <> show (BL.length $ toLazyByteString $ encodeSignedTx txWithWitness)) $
+    Fee $ ceiling $ a + b*totalPayload
+    where
+        totalPayload :: Double
+        totalPayload = fromIntegral
+            $ boundAddrAttrSize + boundTxAttrSize + boundSignatureWitnessSize + payloadFromTxWithWitness + 4*(length inps - 1)
+
+        payloadFromTxWithWitness :: Int
+        payloadFromTxWithWitness = (fromIntegral . BL.length . toLazyByteString . encodeSignedTx) txWithWitness
+
+        -- | Size to use for a value of type @Attributes AddrAttributes@ when estimating
+        --   encoded transaction sizes. The minimum possible value is 2.
+        --
+        -- NOTE: When the /actual/ size exceeds this bounds, we may underestimate
+        -- tranasction fees and potentially generate invalid transactions.
+        --
+        -- `boundAddrAttrSize` needed to increase due to the inclusion of
+        -- `NetworkMagic` in `AddrAttributes`. The `Bi` instance of
+        -- `AddrAttributes` serializes `NetworkTestnet` as [(Word8,Int32)] and
+        -- `NetworkMainOrStage` as []; this should require a 5 Byte increase in
+        --`boundAddrAttrSize`. Because encoding in unit tests is not guaranteed
+        -- to be efficient, it was decided to increase by 7 Bytes to mitigate
+        -- against potential random test failures in the future.
+        boundAddrAttrSize :: Int
+        boundAddrAttrSize = 34 + 7 -- 7 bytes for potential NetworkMagic
+
+        -- | Size to use for a value of type @Attributes ()@ when estimating
+        --   encoded transaction sizes. The minimum possible value is 2.
+        --
+        -- NOTE: When the /actual/ size exceeds this bounds, we may underestimate
+        -- transaction fees and potentially generate invalid transactions.
+        boundTxAttrSize :: Int
+        boundTxAttrSize = 2
+
+        -- | Signature of witness payload
+        boundSignatureWitnessSize :: Int
+        boundSignatureWitnessSize = 66

test/data/Cardano/Wallet/fees

@@ -3,8 +3,6 @@ inputs|outputs|fee
 [200000]|[9]|171905
 [200000]|[11]|171905
 [200000]|[15]|171905
-[200000]|[99]|171993
-[200000]|[101]|171993
 [200000]|[500]|171993
 [200000]|[999]|171993
 [200000]|[1000]|171993
@@ -52,6 +50,8 @@ inputs|outputs|fee
 [930206,8130,8130,8130,8130,10]|[750000]|212731
 [930205,8130,8130,8130,8130,8130,10]|[750000]|220861
 [50000,50000,50000,50000,50000,50000,50000,50000,50000,50000,50000,50000,50000,50000,50000,50000,50000,50000,50000,50000,50000,50000,5000]|[750000]|350941
+[200000]|[99]|171993
+[200000]|[101]|171993
 [200000,1]|[1,1]|187770
 [200000,1]|[1,100]|187945
 [250000,250000]|[100000,100000]|188298

test/unit/Cardano/Wallet/CoinSelection/FeeSpec.hs

@@ -13,13 +13,29 @@ import Prelude
 import Cardano.Wallet.CoinSelection
     ( CoinSelection (..), CoinSelectionOptions (..) )
 import Cardano.Wallet.CoinSelection.Fee
-    ( Fee (..), FeeError (..), FeeOptions (..), adjustForFees )
+    ( Fee (..)
+    , FeeError (..)
+    , FeeOptions (..)
+    , adjustForFees
+    , cardanoPolicy
+    , estimateCardanoFee
+    )
 import Cardano.Wallet.CoinSelection.Policy.LargestFirst
     ( largestFirst )
 import Cardano.Wallet.CoinSelectionSpec
     ( CoinSelProp (..), genTxOut, genUTxO )
 import Cardano.Wallet.Primitive.Types
-    ( Coin (..), ShowFmt (..), TxOut (..), UTxO (..) )
+    ( Address (..)
+    , Coin (..)
+    , Hash (..)
+    , ShowFmt (..)
+    , Tx (..)
+    , TxIn (..)
+    , TxOut (..)
+    , TxOut (..)
+    , TxWitness (..)
+    , UTxO (..)
+    )
 import Control.Arrow
     ( left )
 import Control.Monad
@@ -30,6 +46,12 @@ import Crypto.Random
     ( SystemDRG, getSystemDRG )
 import Crypto.Random.Types
     ( withDRG )
+import Data.ByteArray.Encoding
+    ( Base (Base16), convertFromBase )
+import Data.ByteString
+    ( ByteString )
+import Data.ByteString.Base58
+    ( bitcoinAlphabet, decodeBase58 )
 import Data.Char
     ( ord )
 import Data.Csv
@@ -59,6 +81,7 @@ import Test.QuickCheck
 import Text.Read
     ( read )
 
+import qualified Cardano.Wallet.CoinSelection as CS
 import qualified Data.ByteString.Lazy as BL
 import qualified Data.Csv as CSV
 import qualified Data.List as L
@@ -67,6 +90,8 @@ import qualified Data.Text as T
 import qualified Data.Text.Encoding as T
 import qualified Data.Vector as V
 
+import Debug.Trace
+
 spec :: Spec
 spec = do
     describe "Fee calculation : unit tests" $ do
@@ -327,8 +352,8 @@ propReducedChanges drg (ShowFmt (FeeProp (CoinSelProp utxo txOuts) utxo' (fee, d
     prop coinSel coinSel' = do
         let chgs' = sum $ map getCoin $ change coinSel'
         let chgs = sum $ map getCoin $ change coinSel
-        let inps' = inputs coinSel'
-        let inps = inputs coinSel
+        let inps' = CS.inputs coinSel'
+        let inps = CS.inputs coinSel
         disjoin
             [ chgs' `shouldSatisfy` (<= chgs)
             , length inps' `shouldSatisfy` (>= length inps)
@@ -364,8 +389,29 @@ realisticFeeUnitTest = it "realistic fee calculations" $ do
             let sum' = sum $ L.tail $ L.sort inps
             in (sum' < (fee + sum outs))
         checkFee :: FeeCase -> Expectation
-        checkFee (FeeCase _inps _outs fee) =
-            fee `shouldSatisfy` (> 10000)
+        checkFee (FeeCase inps outs fee) = do
+            let txIns = zipWith TxIn (replicate (length inps) inputId0) [0..]
+            let txOuts = zipWith TxOut (replicate (length outs) address0) (map Coin outs)
+            let tx = Tx txIns txOuts
+            let (Fee estFee) = estimateCardanoFee cardanoPolicy (tx, replicate (length inps) (PublicKeyWitness pkWitness))
+            trace ("estFee "<>show estFee) $ estFee `shouldBe` fee
+        inputId0 = hash16
+            "60dbb2679ee920540c18195a3d92ee9be50aee6ed5f891d92d51db8a76b02cd2"
+        address0 = addr58
+            "DdzFFzCqrhsug8jKBMV5Cr94hKY4DrbJtkUpqptoGEkovR2QSkcA\
+            \cRgjnUyegE689qBX6b2kyxyNvCL6mfqiarzRB9TRq8zwJphR31pr"
+        pkWitness = "\130X@\226E\220\252\DLE\170\216\210\164\155\182mm$ePG\252\186\195\225_\b=\v\241=\255 \208\147[\239\RS\170|\214\202\247\169\229\205\187O_)\221\175\155?e\198\248\170\157-K\155\169z\144\174\ENQhX@\193\151*,\NULz\205\234\&1tL@\211\&2\165\129S\STXP\164C\176 Xvf\160|;\CANs{\SYN\204<N\207\154\130\225\229\t\172mbC\139\US\159\246\168x\163Mq\248\145)\160|\139\207-\SI"
+
+-- | Make a Hash from a Base16 encoded string, without error handling.
+hash16 :: ByteString -> Hash a
+hash16 = either bomb Hash . convertFromBase Base16
+    where
+        bomb msg = error ("Could not decode test string: " <> msg)
+
+-- | Make an Address from a Base58 encoded string, without error handling.
+addr58 :: ByteString -> Address
+addr58 = maybe (error "addr58: Could not decode") Address
+    . decodeBase58 bitcoinAlphabet
 
 
 data FeeCase = FeeCase