/* * Copyright (c) 2013-2015 The btcsuite developers * * Permission to use, copy, modify, and distribute this software for any * purpose with or without fee is hereby granted, provided that the above * copyright notice and this permission notice appear in all copies. * * THE SOFTWARE IS PROVIDED "AS IS" AND THE AUTHOR DISCLAIMS ALL WARRANTIES * WITH REGARD TO THIS SOFTWARE INCLUDING ALL IMPLIED WARRANTIES OF * MERCHANTABILITY AND FITNESS. IN NO EVENT SHALL THE AUTHOR BE LIABLE FOR * ANY SPECIAL, DIRECT, INDIRECT, OR CONSEQUENTIAL DAMAGES OR ANY DAMAGES * WHATSOEVER RESULTING FROM LOSS OF USE, DATA OR PROFITS, WHETHER IN AN * ACTION OF CONTRACT, NEGLIGENCE OR OTHER TORTIOUS ACTION, ARISING OUT OF * OR IN CONNECTION WITH THE USE OR PERFORMANCE OF THIS SOFTWARE. */ package wallet import ( "errors" "fmt" badrand "math/rand" "sort" "time" "github.com/btcsuite/btcd/blockchain" "github.com/btcsuite/btcd/chaincfg" "github.com/btcsuite/btcd/txscript" "github.com/btcsuite/btcd/wire" "github.com/btcsuite/btcutil" "github.com/btcsuite/btcwallet/waddrmgr" "github.com/btcsuite/btcwallet/wtxmgr" ) const ( // All transactions have 4 bytes for version, 4 bytes of locktime, // and 2 varints for the number of inputs and outputs. txOverheadEstimate = 4 + 4 + 1 + 1 // A best case signature script to redeem a P2PKH output for a // compressed pubkey has 70 bytes of the smallest possible DER signature // (with no leading 0 bytes for R and S), 33 bytes of serialized pubkey, // and data push opcodes for both, plus one byte for the hash type flag // appended to the end of the signature. sigScriptEstimate = 1 + 70 + 1 + 33 + 1 // A best case tx input serialization cost is 32 bytes of sha, 4 bytes // of output index, 4 bytes of sequnce, and the estimated signature // script size. txInEstimate = 32 + 4 + 4 + sigScriptEstimate // A P2PKH pkScript contains the following bytes: // - OP_DUP // - OP_HASH160 // - OP_DATA_20 + 20 bytes of pubkey hash // - OP_EQUALVERIFY // - OP_CHECKSIG pkScriptEstimate = 1 + 1 + 1 + 20 + 1 + 1 // A best case tx output serialization cost is 8 bytes of value, one // byte of varint, and the pkScript size. txOutEstimate = 8 + 1 + pkScriptEstimate ) func estimateTxSize(numInputs, numOutputs int) int { return txOverheadEstimate + txInEstimate*numInputs + txOutEstimate*numOutputs } func feeForSize(incr btcutil.Amount, sz int) btcutil.Amount { return btcutil.Amount(1+sz/1000) * incr } // InsufficientFundsError represents an error where there are not enough // funds from unspent tx outputs for a wallet to create a transaction. // This may be caused by not enough inputs for all of the desired total // transaction output amount, or due to type InsufficientFundsError struct { in, out, fee btcutil.Amount } // Error satisifies the builtin error interface. func (e InsufficientFundsError) Error() string { total := e.out + e.fee if e.fee == 0 { return fmt.Sprintf("insufficient funds: transaction requires "+ "%s input but only %v spendable", total, e.in) } return fmt.Sprintf("insufficient funds: transaction requires %s input "+ "(%v output + %v fee) but only %v spendable", total, e.out, e.fee, e.in) } // ErrUnsupportedTransactionType represents an error where a transaction // cannot be signed as the API only supports spending P2PKH outputs. var ErrUnsupportedTransactionType = errors.New("Only P2PKH transactions are supported") // ErrNonPositiveAmount represents an error where a bitcoin amount is // not positive (either negative, or zero). var ErrNonPositiveAmount = errors.New("amount is not positive") // ErrNegativeFee represents an error where a fee is erroneously // negative. var ErrNegativeFee = errors.New("fee is negative") // defaultFeeIncrement is the default minimum transation fee (0.00001 BTC, // measured in satoshis) added to transactions requiring a fee. const defaultFeeIncrement = 1e3 // CreatedTx holds the state of a newly-created transaction and the change // output (if one was added). type CreatedTx struct { MsgTx *wire.MsgTx ChangeAddr btcutil.Address ChangeIndex int // negative if no change Fee btcutil.Amount } // ByAmount defines the methods needed to satisify sort.Interface to // sort a slice of Utxos by their amount. type ByAmount []wtxmgr.Credit func (u ByAmount) Len() int { return len(u) } func (u ByAmount) Less(i, j int) bool { return u[i].Amount < u[j].Amount } func (u ByAmount) Swap(i, j int) { u[i], u[j] = u[j], u[i] } // txToPairs creates a raw transaction sending the amounts for each // address/amount pair and fee to each address and the miner. minconf // specifies the minimum number of confirmations required before an // unspent output is eligible for spending. Leftover input funds not sent // to addr or as a fee for the miner are sent to a newly generated // address. InsufficientFundsError is returned if there are not enough // eligible unspent outputs to create the transaction. func (w *Wallet) txToPairs(pairs map[string]btcutil.Amount, account uint32, minconf int32) (*CreatedTx, error) { // Address manager must be unlocked to compose transaction. Grab // the unlock if possible (to prevent future unlocks), or return the // error if already locked. heldUnlock, err := w.HoldUnlock() if err != nil { return nil, err } defer heldUnlock.Release() chainClient, err := w.requireChainClient() if err != nil { return nil, err } // Get current block's height and hash. bs, err := chainClient.BlockStamp() if err != nil { return nil, err } eligible, err := w.findEligibleOutputs(account, minconf, bs) if err != nil { return nil, err } return createTx(eligible, pairs, bs, w.FeeIncrement, w.Manager, account, w.NewChangeAddress, w.chainParams, w.DisallowFree) } // createTx selects inputs (from the given slice of eligible utxos) // whose amount are sufficient to fulfil all the desired outputs plus // the mining fee. It then creates and returns a CreatedTx containing // the selected inputs and the given outputs, validating it (using // validateMsgTx) as well. func createTx(eligible []wtxmgr.Credit, outputs map[string]btcutil.Amount, bs *waddrmgr.BlockStamp, feeIncrement btcutil.Amount, mgr *waddrmgr.Manager, account uint32, changeAddress func(account uint32) (btcutil.Address, error), chainParams *chaincfg.Params, disallowFree bool) (*CreatedTx, error) { msgtx := wire.NewMsgTx() minAmount, err := addOutputs(msgtx, outputs, chainParams) if err != nil { return nil, err } // Sort eligible inputs so that we first pick the ones with highest // amount, thus reducing number of inputs. sort.Sort(sort.Reverse(ByAmount(eligible))) // Start by adding enough inputs to cover for the total amount of all // desired outputs. var input wtxmgr.Credit var inputs []wtxmgr.Credit totalAdded := btcutil.Amount(0) for totalAdded < minAmount { if len(eligible) == 0 { return nil, InsufficientFundsError{totalAdded, minAmount, 0} } input, eligible = eligible[0], eligible[1:] inputs = append(inputs, input) msgtx.AddTxIn(wire.NewTxIn(&input.OutPoint, nil)) totalAdded += input.Amount } // Get an initial fee estimate based on the number of selected inputs // and added outputs, with no change. szEst := estimateTxSize(len(inputs), len(msgtx.TxOut)) feeEst := minimumFee(feeIncrement, szEst, msgtx.TxOut, inputs, bs.Height, disallowFree) // Now make sure the sum amount of all our inputs is enough for the // sum amount of all outputs plus the fee. If necessary we add more, // inputs, but in that case we also need to recalculate the fee. for totalAdded < minAmount+feeEst { if len(eligible) == 0 { return nil, InsufficientFundsError{totalAdded, minAmount, feeEst} } input, eligible = eligible[0], eligible[1:] inputs = append(inputs, input) msgtx.AddTxIn(wire.NewTxIn(&input.OutPoint, nil)) szEst += txInEstimate totalAdded += input.Amount feeEst = minimumFee(feeIncrement, szEst, msgtx.TxOut, inputs, bs.Height, disallowFree) } var changeAddr btcutil.Address // changeIdx is -1 unless there's a change output. changeIdx := -1 for { change := totalAdded - minAmount - feeEst if change > 0 { if changeAddr == nil { changeAddr, err = changeAddress(account) if err != nil { return nil, err } } changeIdx, err = addChange(msgtx, change, changeAddr) if err != nil { return nil, err } } if err = signMsgTx(msgtx, inputs, mgr, chainParams); err != nil { return nil, err } if feeForSize(feeIncrement, msgtx.SerializeSize()) <= feeEst { // The required fee for this size is less than or equal to what // we guessed, so we're done. break } if change > 0 { // Remove the change output since the next iteration will add // it again (with a new amount) if necessary. tmp := msgtx.TxOut[:changeIdx] tmp = append(tmp, msgtx.TxOut[changeIdx+1:]...) msgtx.TxOut = tmp } feeEst += feeIncrement for totalAdded < minAmount+feeEst { if len(eligible) == 0 { return nil, InsufficientFundsError{totalAdded, minAmount, feeEst} } input, eligible = eligible[0], eligible[1:] inputs = append(inputs, input) msgtx.AddTxIn(wire.NewTxIn(&input.OutPoint, nil)) szEst += txInEstimate totalAdded += input.Amount feeEst = minimumFee(feeIncrement, szEst, msgtx.TxOut, inputs, bs.Height, disallowFree) } } if err := validateMsgTx(msgtx, inputs); err != nil { return nil, err } info := &CreatedTx{ MsgTx: msgtx, ChangeAddr: changeAddr, ChangeIndex: changeIdx, Fee: feeEst, // Last estimate is the actual fee } return info, nil } // addChange adds a new output with the given amount and address, and // randomizes the index (and returns it) of the newly added output. func addChange(msgtx *wire.MsgTx, change btcutil.Amount, changeAddr btcutil.Address) (int, error) { pkScript, err := txscript.PayToAddrScript(changeAddr) if err != nil { return 0, fmt.Errorf("cannot create txout script: %s", err) } msgtx.AddTxOut(wire.NewTxOut(int64(change), pkScript)) // Randomize index of the change output. rng := badrand.New(badrand.NewSource(time.Now().UnixNano())) r := rng.Int31n(int32(len(msgtx.TxOut))) // random index c := len(msgtx.TxOut) - 1 // change index msgtx.TxOut[r], msgtx.TxOut[c] = msgtx.TxOut[c], msgtx.TxOut[r] return int(r), nil } // addOutputs adds the given address/amount pairs as outputs to msgtx, // returning their total amount. func addOutputs(msgtx *wire.MsgTx, pairs map[string]btcutil.Amount, chainParams *chaincfg.Params) (btcutil.Amount, error) { var minAmount btcutil.Amount for addrStr, amt := range pairs { if amt <= 0 { return minAmount, ErrNonPositiveAmount } minAmount += amt addr, err := btcutil.DecodeAddress(addrStr, chainParams) if err != nil { return minAmount, fmt.Errorf("cannot decode address: %s", err) } // Add output to spend amt to addr. pkScript, err := txscript.PayToAddrScript(addr) if err != nil { return minAmount, fmt.Errorf("cannot create txout script: %s", err) } txout := wire.NewTxOut(int64(amt), pkScript) msgtx.AddTxOut(txout) } return minAmount, nil } func (w *Wallet) findEligibleOutputs(account uint32, minconf int32, bs *waddrmgr.BlockStamp) ([]wtxmgr.Credit, error) { unspent, err := w.TxStore.UnspentOutputs() if err != nil { return nil, err } // TODO: Eventually all of these filters (except perhaps output locking) // should be handled by the call to UnspentOutputs (or similar). // Because one of these filters requires matching the output script to // the desired account, this change depends on making wtxmgr a waddrmgr // dependancy and requesting unspent outputs for a single account. eligible := make([]wtxmgr.Credit, 0, len(unspent)) for i := range unspent { output := &unspent[i] // Only include this output if it meets the required number of // confirmations. Coinbase transactions must have have reached // maturity before their outputs may be spent. if !confirmed(minconf, output.Height, bs.Height) { continue } if output.FromCoinBase { const target = blockchain.CoinbaseMaturity if !confirmed(target, output.Height, bs.Height) { continue } } // Locked unspent outputs are skipped. if w.LockedOutpoint(output.OutPoint) { continue } // Filter out unspendable outputs, that is, remove those that // (at this time) are not P2PKH outputs. Other inputs must be // manually included in transactions and sent (for example, // using createrawtransaction, signrawtransaction, and // sendrawtransaction). class, addrs, _, err := txscript.ExtractPkScriptAddrs( output.PkScript, w.chainParams) if err != nil || class != txscript.PubKeyHashTy { continue } // Only include the output if it is associated with the passed // account. There should only be one address since this is a // P2PKH script. addrAcct, err := w.Manager.AddrAccount(addrs[0]) if err != nil || addrAcct != account { continue } eligible = append(eligible, *output) } return eligible, nil } // signMsgTx sets the SignatureScript for every item in msgtx.TxIn. // It must be called every time a msgtx is changed. // Only P2PKH outputs are supported at this point. func signMsgTx(msgtx *wire.MsgTx, prevOutputs []wtxmgr.Credit, mgr *waddrmgr.Manager, chainParams *chaincfg.Params) error { if len(prevOutputs) != len(msgtx.TxIn) { return fmt.Errorf( "Number of prevOutputs (%d) does not match number of tx inputs (%d)", len(prevOutputs), len(msgtx.TxIn)) } for i, output := range prevOutputs { // Errors don't matter here, as we only consider the // case where len(addrs) == 1. _, addrs, _, _ := txscript.ExtractPkScriptAddrs(output.PkScript, chainParams) if len(addrs) != 1 { continue } apkh, ok := addrs[0].(*btcutil.AddressPubKeyHash) if !ok { return ErrUnsupportedTransactionType } ai, err := mgr.Address(apkh) if err != nil { return fmt.Errorf("cannot get address info: %v", err) } pka := ai.(waddrmgr.ManagedPubKeyAddress) privkey, err := pka.PrivKey() if err != nil { return fmt.Errorf("cannot get private key: %v", err) } sigscript, err := txscript.SignatureScript(msgtx, i, output.PkScript, txscript.SigHashAll, privkey, ai.Compressed()) if err != nil { return fmt.Errorf("cannot create sigscript: %s", err) } msgtx.TxIn[i].SignatureScript = sigscript } return nil } func validateMsgTx(msgtx *wire.MsgTx, prevOutputs []wtxmgr.Credit) error { for i := range msgtx.TxIn { vm, err := txscript.NewEngine(prevOutputs[i].PkScript, msgtx, i, txscript.StandardVerifyFlags, nil) if err != nil { return fmt.Errorf("cannot create script engine: %s", err) } if err = vm.Execute(); err != nil { return fmt.Errorf("cannot validate transaction: %s", err) } } return nil } // minimumFee estimates the minimum fee required for a transaction. // If cfg.DisallowFree is false, a fee may be zero so long as txLen // s less than 1 kilobyte and none of the outputs contain a value // less than 1 bitcent. Otherwise, the fee will be calculated using // incr, incrementing the fee for each kilobyte of transaction. func minimumFee(incr btcutil.Amount, txLen int, outputs []*wire.TxOut, prevOutputs []wtxmgr.Credit, height int32, disallowFree bool) btcutil.Amount { allowFree := false if !disallowFree { allowFree = allowNoFeeTx(height, prevOutputs, txLen) } fee := feeForSize(incr, txLen) if allowFree && txLen < 1000 { fee = 0 } if fee < incr { for _, txOut := range outputs { if txOut.Value < btcutil.SatoshiPerBitcent { return incr } } } // How can fee be smaller than 0 here? if fee < 0 || fee > btcutil.MaxSatoshi { fee = btcutil.MaxSatoshi } return fee } // allowNoFeeTx calculates the transaction priority and checks that the // priority reaches a certain threshold. If the threshhold is // reached, a free transaction fee is allowed. func allowNoFeeTx(curHeight int32, txouts []wtxmgr.Credit, txSize int) bool { const blocksPerDayEstimate = 144.0 const txSizeEstimate = 250.0 const threshold = btcutil.SatoshiPerBitcoin * blocksPerDayEstimate / txSizeEstimate var weightedSum int64 for _, txout := range txouts { depth := chainDepth(txout.Height, curHeight) weightedSum += int64(txout.Amount) * int64(depth) } priority := float64(weightedSum) / float64(txSize) return priority > threshold } // chainDepth returns the chaindepth of a target given the current // blockchain height. func chainDepth(target, current int32) int32 { if target == -1 { // target is not yet in a block. return 0 } // target is in a block. return current - target + 1 }