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wallet/author: use vsize when estimating fees

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This commit makes use of the recently added EstimateVirtualSize
method to estimated the size of a transaction when calculating
fees. This makes fee estimation more accurate when we are spending
segwit outputs, as before we wouldn't account for the witness
descount, resulting in overshooting fee estimates.
This commit is contained in:
Johan T. Halseth 2018-02-15 15:00:15 +01:00 committed by Olaoluwa Osuntokun
parent 2caa8878b4
commit d626036401
1 changed files with 24 additions and 8 deletions
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32
wallet/txauthor/author.go
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@ -65,10 +65,10 @@ type ChangeSource func() ([]byte, error)
// increasing targets amounts. // increasing targets amounts.
// //
// If any remaining output value can be returned to the wallet via a change // If any remaining output value can be returned to the wallet via a change
// output without violating mempool dust rules, a P2PKH change output is // output without violating mempool dust rules, a P2WPKH change output is
// appended to the transaction outputs. Since the change output may not be // appended to the transaction outputs. Since the change output may not be
// necessary, fetchChange is called zero or one times to generate this script. // necessary, fetchChange is called zero or one times to generate this script.
// This function must return a P2PKH script or smaller, otherwise fee estimation // This function must return a P2WPKH script or smaller, otherwise fee estimation
// will be incorrect. // will be incorrect.
// //
// If successful, the transaction, total input value spent, and all previous // If successful, the transaction, total input value spent, and all previous
@ -77,12 +77,11 @@ type ChangeSource func() ([]byte, error)
// InputSourceError is returned. // InputSourceError is returned.
// //
// BUGS: Fee estimation may be off when redeeming non-compressed P2PKH outputs. // BUGS: Fee estimation may be off when redeeming non-compressed P2PKH outputs.
// TODO(roasbeef): fix fee estimation for witness outputs
func NewUnsignedTransaction(outputs []*wire.TxOut, relayFeePerKb btcutil.Amount, func NewUnsignedTransaction(outputs []*wire.TxOut, relayFeePerKb btcutil.Amount,
fetchInputs InputSource, fetchChange ChangeSource) (*AuthoredTx, error) { fetchInputs InputSource, fetchChange ChangeSource) (*AuthoredTx, error) {
targetAmount := h.SumOutputValues(outputs) targetAmount := h.SumOutputValues(outputs)
estimatedSize := txsizes.EstimateSerializeSize(1, outputs, true) estimatedSize := txsizes.EstimateVirtualSize(0, 1, 0, outputs, true)
targetFee := txrules.FeeForSerializeSize(relayFeePerKb, estimatedSize) targetFee := txrules.FeeForSerializeSize(relayFeePerKb, estimatedSize)
for { for {
@ -94,7 +93,24 @@ func NewUnsignedTransaction(outputs []*wire.TxOut, relayFeePerKb btcutil.Amount,
return nil, insufficientFundsError{} return nil, insufficientFundsError{}
} }
maxSignedSize := txsizes.EstimateSerializeSize(len(inputs), outputs, true) // We count the types of inputs, which we'll use to estimate
// the vsize of the transaction.
var nested, p2wpkh, p2pkh int
for _, pkScript := range scripts {
switch {
// If this is a p2sh output, we assume this is a
// nested P2WKH.
case txscript.IsPayToScriptHash(pkScript):
nested++
case txscript.IsPayToWitnessPubKeyHash(pkScript):
p2wpkh++
default:
p2pkh++
}
}
maxSignedSize := txsizes.EstimateVirtualSize(p2pkh, p2wpkh,
nested, outputs, true)
maxRequiredFee := txrules.FeeForSerializeSize(relayFeePerKb, maxSignedSize) maxRequiredFee := txrules.FeeForSerializeSize(relayFeePerKb, maxSignedSize)
remainingAmount := inputAmount - targetAmount remainingAmount := inputAmount - targetAmount
if remainingAmount < maxRequiredFee { if remainingAmount < maxRequiredFee {
@ -111,14 +127,14 @@ func NewUnsignedTransaction(outputs []*wire.TxOut, relayFeePerKb btcutil.Amount,
changeIndex := -1 changeIndex := -1
changeAmount := inputAmount - targetAmount - maxRequiredFee changeAmount := inputAmount - targetAmount - maxRequiredFee
if changeAmount != 0 && !txrules.IsDustAmount(changeAmount, if changeAmount != 0 && !txrules.IsDustAmount(changeAmount,
txsizes.P2PKHPkScriptSize, relayFeePerKb) { txsizes.P2WPKHPkScriptSize, relayFeePerKb) {
changeScript, err := fetchChange() changeScript, err := fetchChange()
if err != nil { if err != nil {
return nil, err return nil, err
} }
if len(changeScript) > txsizes.P2PKHPkScriptSize { if len(changeScript) > txsizes.P2WPKHPkScriptSize {
return nil, errors.New("fee estimation requires change " + return nil, errors.New("fee estimation requires change " +
"scripts no larger than P2PKH output scripts") "scripts no larger than P2WPKH output scripts")
} }
change := wire.NewTxOut(int64(changeAmount), changeScript) change := wire.NewTxOut(int64(changeAmount), changeScript)
l := len(outputs) l := len(outputs)