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

Browse Source 
f9cd2bfbcc Rename CoinSelectionParams::effective_fee to m_effective_feerate (Andrew Chow)
bdd0c2934b wallet: Move discard feerate fetching to CreateTransaction (Andrew Chow)
448d04b931 wallet: Move long term feerate setting to CreateTransaction (Andrew Chow)
e2f429e6bb wallet: Replace nFeeRateNeeded with effective_fee (Andrew Chow)
1a6a0b0dfb wallet: Use existing feerate instead of getting a new one (Andrew Chow)

Pull request description:

  During coin selection, there are various places where we need to have a feerate. We need the feerate for the transaction itself, the discard fee rate, and long term feerate. Fetching these each time we need them can lead to a race condition where two feerates that should be the same are actually different. One particular instance where this can happen is during the loop in `CreateTransactionInternal`. After inputs are chosen, the expected transaction fee is calculated using a newly fetched feerate. If `pick_new_inputs == false`, the loop will go again with the assumption that the fee for the transaction remains the same. However because the feerate is fetched again, it is possible that it actually isn't and this causes coin selection to fail.

  Instead of fetching the feerate each time it is needed, we fetch them all at once at the top of `CreateTransactionInternal`, store them in `CoinSelectionParams`, and use them where needed.

  While some of these fee rates probably don't need this caching, I've done it for consistency and the guarantee that they remain the same.

  Fixes #19229

ACKs for top commit:
  glozow:
    reACK f9cd2bfbcc
  fjahr:
    Code review re-ACK f9cd2bfbcc
  Xekyo:
    tACK f9cd2bfbcc
  meshcollider:
    Code review + test run ACK f9cd2bfbcc

Tree-SHA512: be83ff64ba473c3cdd3469c812e214659b6e2a9584c22ed2b1595618fce0d4b35d0901e61068cd1069fc1a8fb911db01dd7312d05c3b8cbafbe2504ab7a3e863
pull/826/head
Samuel Dobson 4 years ago
parent 5ef16038a1 f9cd2bfbcc
commit d25e28c20b
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GPG Key ID: D300116E1C875A3D
4 changed files with 53 additions and 35 deletions
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5
src/bench/coin_selection.cpp
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@ -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;

22
src/wallet/test/coinselector_tests.cpp
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@ -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)
{
@ -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;
@ -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);
@ -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;

50
src/wallet/wallet.cpp
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@ -2399,26 +2399,20 @@ 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 {
@ -2472,7 +2466,7 @@ 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 {
@ -2840,17 +2834,28 @@ 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.");
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;
@ -2924,7 +2929,6 @@ 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.
@ -2950,7 +2954,7 @@ 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;
@ -2988,13 +2992,7 @@ 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
@ -3008,8 +3006,8 @@ 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;

11
src/wallet/wallet.h
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@ -608,17 +608,22 @@ 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),
m_long_term_feerate(long_term_feerate),
m_discard_feerate(discard_feerate),
tx_noinputs_size(tx_noinputs_size),
m_avoid_partial_spends(avoid_partial)
{}

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