Bitcoin Core 22.99.0
P2P Digital Currency
coinselection.h
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1// Copyright (c) 2017-2019 The Bitcoin Core developers
2// Distributed under the MIT software license, see the accompanying
3// file COPYING or http://www.opensource.org/licenses/mit-license.php.
4
5#ifndef BITCOIN_WALLET_COINSELECTION_H
6#define BITCOIN_WALLET_COINSELECTION_H
7
8#include <consensus/amount.h>
9#include <policy/feerate.h>
11#include <random.h>
12
13#include <optional>
14
16static constexpr CAmount MIN_CHANGE{COIN / 100};
19
22public:
23 CInputCoin(const CTransactionRef& tx, unsigned int i)
24 {
25 if (!tx)
26 throw std::invalid_argument("tx should not be null");
27 if (i >= tx->vout.size())
28 throw std::out_of_range("The output index is out of range");
29
30 outpoint = COutPoint(tx->GetHash(), i);
31 txout = tx->vout[i];
33 }
34
35 CInputCoin(const CTransactionRef& tx, unsigned int i, int input_bytes) : CInputCoin(tx, i)
36 {
37 m_input_bytes = input_bytes;
38 }
39
40 CInputCoin(const COutPoint& outpoint_in, const CTxOut& txout_in)
41 {
42 outpoint = outpoint_in;
43 txout = txout_in;
45 }
46
47 CInputCoin(const COutPoint& outpoint_in, const CTxOut& txout_in, int input_bytes) : CInputCoin(outpoint_in, txout_in)
48 {
49 m_input_bytes = input_bytes;
50 }
51
57
60
61 bool operator<(const CInputCoin& rhs) const {
62 return outpoint < rhs.outpoint;
63 }
64
65 bool operator!=(const CInputCoin& rhs) const {
66 return outpoint != rhs.outpoint;
67 }
68
69 bool operator==(const CInputCoin& rhs) const {
70 return outpoint == rhs.outpoint;
71 }
72};
73
76{
94 size_t tx_noinputs_size = 0;
101
103 CFeeRate long_term_feerate, CFeeRate discard_feerate, size_t tx_noinputs_size, bool avoid_partial) :
106 m_effective_feerate(effective_feerate),
107 m_long_term_feerate(long_term_feerate),
108 m_discard_feerate(discard_feerate),
110 m_avoid_partial_spends(avoid_partial)
111 {}
113};
114
119{
122 const int conf_mine;
124 const int conf_theirs;
126 const uint64_t max_ancestors;
128 const uint64_t max_descendants;
130 const bool m_include_partial_groups{false};
131
135};
136
139{
141 std::vector<CInputCoin> m_outputs;
145 bool m_from_me{true};
149 int m_depth{999};
152 size_t m_ancestors{0};
154 size_t m_descendants{0};
170
176 {}
177
178 void Insert(const CInputCoin& output, int depth, bool from_me, size_t ancestors, size_t descendants, bool positive_only);
179 bool EligibleForSpending(const CoinEligibilityFilter& eligibility_filter) const;
181};
182
198[[nodiscard]] CAmount GetSelectionWaste(const std::set<CInputCoin>& inputs, CAmount change_cost, CAmount target, bool use_effective_value = true);
199
200bool SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change, std::set<CInputCoin>& out_set, CAmount& value_ret);
201
209std::optional<std::pair<std::set<CInputCoin>, CAmount>> SelectCoinsSRD(const std::vector<OutputGroup>& utxo_pool, CAmount target_value);
210
211// Original coin selection algorithm as a fallback
212bool KnapsackSolver(const CAmount& nTargetValue, std::vector<OutputGroup>& groups, std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet);
213
214#endif // BITCOIN_WALLET_COINSELECTION_H
int64_t CAmount
Amount in satoshis (Can be negative)
Definition: amount.h:12
static constexpr CAmount COIN
The amount of satoshis in one BTC.
Definition: amount.h:15
Fee rate in satoshis per kilobyte: CAmount / kB.
Definition: feerate.h:30
A UTXO under consideration for use in funding a new transaction.
Definition: coinselection.h:21
int m_input_bytes
Pre-computed estimated size of this output as a fully-signed input in a transaction.
Definition: coinselection.h:59
bool operator==(const CInputCoin &rhs) const
Definition: coinselection.h:69
CInputCoin(const CTransactionRef &tx, unsigned int i)
Definition: coinselection.h:23
CInputCoin(const COutPoint &outpoint_in, const CTxOut &txout_in, int input_bytes)
Definition: coinselection.h:47
CInputCoin(const CTransactionRef &tx, unsigned int i, int input_bytes)
Definition: coinselection.h:35
CTxOut txout
Definition: coinselection.h:53
bool operator!=(const CInputCoin &rhs) const
Definition: coinselection.h:65
bool operator<(const CInputCoin &rhs) const
Definition: coinselection.h:61
CAmount m_fee
Definition: coinselection.h:55
CInputCoin(const COutPoint &outpoint_in, const CTxOut &txout_in)
Definition: coinselection.h:40
CAmount m_long_term_fee
Definition: coinselection.h:56
COutPoint outpoint
Definition: coinselection.h:52
CAmount effective_value
Definition: coinselection.h:54
An outpoint - a combination of a transaction hash and an index n into its vout.
Definition: transaction.h:27
An output of a transaction.
Definition: transaction.h:129
CAmount nValue
Definition: transaction.h:131
bool KnapsackSolver(const CAmount &nTargetValue, std::vector< OutputGroup > &groups, std::set< CInputCoin > &setCoinsRet, CAmount &nValueRet)
std::optional< std::pair< std::set< CInputCoin >, CAmount > > SelectCoinsSRD(const std::vector< OutputGroup > &utxo_pool, CAmount target_value)
Select coins by Single Random Draw.
bool SelectCoinsBnB(std::vector< OutputGroup > &utxo_pool, const CAmount &selection_target, const CAmount &cost_of_change, std::set< CInputCoin > &out_set, CAmount &value_ret)
static const CAmount MIN_FINAL_CHANGE
final minimum change amount after paying for fees
Definition: coinselection.h:18
CAmount GetSelectionWaste(const std::set< CInputCoin > &inputs, CAmount change_cost, CAmount target, bool use_effective_value=true)
Compute the waste for this result given the cost of change and the opportunity cost of spending these...
static constexpr CAmount MIN_CHANGE
target minimum change amount
Definition: coinselection.h:16
std::shared_ptr< const CTransaction > CTransactionRef
Definition: transaction.h:386
Parameters for filtering which OutputGroups we may use in coin selection.
const int conf_mine
Minimum number of confirmations for outputs that we sent to ourselves.
const uint64_t max_ancestors
Maximum number of unconfirmed ancestors aggregated across all UTXOs in an OutputGroup.
const int conf_theirs
Minimum number of confirmations for outputs received from a different wallet.
CoinEligibilityFilter(int conf_mine, int conf_theirs, uint64_t max_ancestors, uint64_t max_descendants)
const uint64_t max_descendants
Maximum number of descendants that a single UTXO in the OutputGroup may have.
CoinEligibilityFilter(int conf_mine, int conf_theirs, uint64_t max_ancestors)
CoinEligibilityFilter(int conf_mine, int conf_theirs, uint64_t max_ancestors, uint64_t max_descendants, bool include_partial)
const bool m_include_partial_groups
When avoid_reuse=true and there are full groups (OUTPUT_GROUP_MAX_ENTRIES), whether or not to use any...
Parameters for one iteration of Coin Selection.
Definition: coinselection.h:76
bool m_subtract_fee_outputs
Indicate that we are subtracting the fee from outputs.
Definition: coinselection.h:96
CFeeRate m_discard_feerate
If the cost to spend a change output at the discard feerate exceeds its value, drop it to fees.
Definition: coinselection.h:91
CAmount m_cost_of_change
Cost of creating the change output + cost of spending the change output in the future.
Definition: coinselection.h:84
size_t change_spend_size
Size of the input to spend a change output in virtual bytes.
Definition: coinselection.h:80
size_t tx_noinputs_size
Size of the transaction before coin selection, consisting of the header and recipient output(s),...
Definition: coinselection.h:94
CFeeRate m_effective_feerate
The targeted feerate of the transaction being built.
Definition: coinselection.h:86
bool m_avoid_partial_spends
When true, always spend all (up to OUTPUT_GROUP_MAX_ENTRIES) or none of the outputs associated with t...
CoinSelectionParams(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)
size_t change_output_size
Size of a change output in bytes, determined by the output type.
Definition: coinselection.h:78
CAmount m_change_fee
Cost of creating the change output.
Definition: coinselection.h:82
CFeeRate m_long_term_feerate
The feerate estimate used to estimate an upper bound on what should be sufficient to spend the change...
Definition: coinselection.h:89
A group of UTXOs paid to the same output script.
bool m_from_me
Whether the UTXOs were sent by the wallet to itself.
std::vector< CInputCoin > m_outputs
The list of UTXOs contained in this output group.
CAmount long_term_fee
The fee to spend these UTXOs at the long term feerate.
CFeeRate m_long_term_feerate
The feerate for spending a created change output eventually (i.e.
CAmount GetSelectionAmount() const
OutputGroup(const CoinSelectionParams &params)
int m_depth
The minimum number of confirmations the UTXOs in the group have.
CFeeRate m_effective_feerate
The target feerate of the transaction we're trying to build.
size_t m_descendants
The maximum count of descendants of a single UTXO in this output group.
CAmount m_value
The total value of the UTXOs in sum.
void Insert(const CInputCoin &output, int depth, bool from_me, size_t ancestors, size_t descendants, bool positive_only)
size_t m_ancestors
The aggregated count of unconfirmed ancestors of all UTXOs in this group.
CAmount effective_value
The value of the UTXOs after deducting the cost of spending them at the effective feerate.
bool EligibleForSpending(const CoinEligibilityFilter &eligibility_filter) const
CAmount fee
The fee to spend these UTXOs at the effective feerate.
bool m_subtract_fee_outputs
Indicate that we are subtracting the fee from outputs.