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added coin selection strategy for both prefer_confirmed and only_confirmed

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This commit is contained in:
Lex Berezhny 2019-06-21 02:15:59 -04:00
parent 01cd02e4c5
commit d8265add2d
4 changed files with 102 additions and 82 deletions
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21
lbry/lbry/conf.py
View file

@ -193,19 +193,19 @@ class MaxKeyFee(Setting[dict]):
)
class OneOfString(String):
def __init__(self, valid_values: typing.List[str], *args, **kwargs):
super().__init__(*args, **kwargs)
class StringChoice(String):
def __init__(self, doc: str, valid_values: typing.List[str], default: str, *args, **kwargs):
super().__init__(doc, default, *args, **kwargs)
if not valid_values:
raise ValueError("No valid values provided")
if default not in valid_values:
raise ValueError(f"Default value must be one of: {', '.join(valid_values)}")
self.valid_values = valid_values
if not self.valid_values:
raise ValueError(f"No valid values provided")
if self.default not in self.valid_values:
raise ValueError(f"Default value must be one of: " + ', '.join(self.valid_values))
def validate(self, val):
super().validate(val)
if val not in self.valid_values:
raise ValueError(f"Setting '{self.name}' must be one of: " + ', '.join(self.valid_values))
raise ValueError(f"Setting '{self.name}' value must be one of: {', '.join(self.valid_values)}")
class ListSetting(Setting[list]):
@ -578,8 +578,9 @@ class Config(CLIConfig):
streaming_get = Toggle("Enable the /get endpoint for the streaming media server. "
"Disable to prevent new streams from being added.", True)
coin_selection_strategy = OneOfString(STRATEGIES, "Strategy to use when selecting UTXOs for a transaction",
"branch_and_bound")
coin_selection_strategy = StringChoice(
"Strategy to use when selecting UTXOs for a transaction",
STRATEGIES, "standard")
@property
def streaming_host(self):

38
lbry/tests/unit/test_conf.py
View file

@ -4,7 +4,7 @@ import types
import tempfile
import unittest
import argparse
from lbry.conf import Config, BaseConfig, String, Integer, Toggle, Servers, Strings, OneOfString, NOT_SET
from lbry.conf import Config, BaseConfig, String, Integer, Toggle, Servers, Strings, StringChoice, NOT_SET
from lbry.error import InvalidCurrencyError
@ -15,7 +15,7 @@ class TestConfig(BaseConfig):
test_true_toggle = Toggle('toggle help', True)
servers = Servers('servers help', [('localhost', 80)])
strings = Strings('cheese', ['string'])
one_of_string = OneOfString(["a", "b", "c"], "one of string", "a")
string_choice = StringChoice("one of string", ["a", "b", "c"], "a")
class ConfigurationTests(unittest.TestCase):
@ -227,31 +227,21 @@ class ConfigurationTests(unittest.TestCase):
c = Config.create_from_arguments(args)
self.assertEqual(c.max_key_fee, {'amount': 1.0, 'currency': 'BTC'})
def test_one_of_string(self):
with self.assertRaises(ValueError):
no_vaid_values = OneOfString([], "no valid values", None)
with self.assertRaises(ValueError):
default_none = OneOfString(["a"], "invalid default", None)
with self.assertRaises(ValueError):
invalid_default = OneOfString(["a"], "invalid default", "b")
valid_default = OneOfString(["a"], "valid default", "a")
self.assertEqual("hello", OneOfString(["hello"], "valid default", "hello").default)
def test_string_choice(self):
with self.assertRaisesRegex(ValueError, "No valid values provided"):
StringChoice("no valid values", [], "")
with self.assertRaisesRegex(ValueError, "Default value must be one of"):
StringChoice("invalid default", ["a"], "b")
c = TestConfig()
with self.assertRaises(ValueError):
c.one_of_string = "d"
self.assertEqual("a", c.string_choice) # default
c.string_choice = "b"
self.assertEqual("b", c.string_choice)
with self.assertRaisesRegex(ValueError, "Setting 'string_choice' value must be one of"):
c.string_choice = "d"
parser = argparse.ArgumentParser()
TestConfig.contribute_to_argparse(parser)
args = parser.parse_args(["--one-of-string=b"])
args = parser.parse_args(['--string-choice', 'c'])
c = TestConfig.create_from_arguments(args)
self.assertEqual("b", c.one_of_string)
# with self.assertRaises(ValueError):
# args = parser.parse_args(["--one-of-string=arst"])
# c = TestConfig.create_from_arguments(args)
# print("here")
self.assertEqual("c", c.string_choice)

41
torba/tests/client_tests/unit/test_coinselection.py
View file

@ -13,7 +13,7 @@ NULL_HASH = b'\x00'*32
def search(*args, **kwargs):
selection = CoinSelector(*args, **kwargs).branch_and_bound()
selection = CoinSelector(*args[1:], **kwargs).select(args[0], 'branch_and_bound')
return [o.txo.amount for o in selection] if selection else selection
@ -37,17 +37,17 @@ class BaseSelectionTestCase(AsyncioTestCase):
class TestCoinSelectionTests(BaseSelectionTestCase):
def test_empty_coins(self):
self.assertEqual(CoinSelector([], 0, 0).select(), [])
self.assertEqual(CoinSelector(0, 0).select([]), [])
def test_skip_binary_search_if_total_not_enough(self):
fee = utxo(CENT).get_estimator(self.ledger).fee
big_pool = self.estimates(utxo(CENT+fee) for _ in range(100))
selector = CoinSelector(big_pool, 101 * CENT, 0)
self.assertEqual(selector.select(), [])
selector = CoinSelector(101 * CENT, 0)
self.assertEqual(selector.select(big_pool), [])
self.assertEqual(selector.tries, 0) # Never tried.
# check happy path
selector = CoinSelector(big_pool, 100 * CENT, 0)
self.assertEqual(len(selector.select()), 100)
selector = CoinSelector(100 * CENT, 0)
self.assertEqual(len(selector.select(big_pool)), 100)
self.assertEqual(selector.tries, 201)
def test_exact_match(self):
@ -57,8 +57,8 @@ class TestCoinSelectionTests(BaseSelectionTestCase):
utxo(CENT),
utxo(CENT - fee)
)
selector = CoinSelector(utxo_pool, CENT, 0)
match = selector.select()
selector = CoinSelector(CENT, 0)
match = selector.select(utxo_pool)
self.assertEqual([CENT + fee], [c.txo.amount for c in match])
self.assertTrue(selector.exact_match)
@ -68,8 +68,8 @@ class TestCoinSelectionTests(BaseSelectionTestCase):
utxo(3 * CENT),
utxo(4 * CENT)
)
selector = CoinSelector(utxo_pool, CENT, 0, '\x00')
match = selector.select()
selector = CoinSelector(CENT, 0, '\x00')
match = selector.select(utxo_pool)
self.assertEqual([2 * CENT], [c.txo.amount for c in match])
self.assertFalse(selector.exact_match)
@ -81,20 +81,27 @@ class TestCoinSelectionTests(BaseSelectionTestCase):
utxo(5*CENT),
utxo(10*CENT),
)
selector = CoinSelector(utxo_pool, 3*CENT, 0)
match = selector.select()
selector = CoinSelector(3*CENT, 0)
match = selector.select(utxo_pool)
self.assertEqual([5*CENT], [c.txo.amount for c in match])
def test_prefer_confirmed_strategy(self):
def test_confirmed_strategies(self):
utxo_pool = self.estimates(
utxo(11*CENT, height=5),
utxo(11*CENT, height=0),
utxo(11*CENT, height=-2),
utxo(11*CENT, height=5),
)
selector = CoinSelector(utxo_pool, 20*CENT, 0)
match = selector.select("prefer_confirmed")
match = CoinSelector(20*CENT, 0).select(utxo_pool, "only_confirmed")
self.assertEqual([5, 5], [c.txo.tx_ref.height for c in match])
match = CoinSelector(25*CENT, 0).select(utxo_pool, "only_confirmed")
self.assertEqual([], [c.txo.tx_ref.height for c in match])
match = CoinSelector(20*CENT, 0).select(utxo_pool, "prefer_confirmed")
self.assertEqual([5, 5], [c.txo.tx_ref.height for c in match])
match = CoinSelector(25*CENT, 0, '\x00').select(utxo_pool, "prefer_confirmed")
self.assertEqual([5, 0, -2], [c.txo.tx_ref.height for c in match])
class TestOfficialBitcoinCoinSelectionTests(BaseSelectionTestCase):
@ -160,8 +167,8 @@ class TestOfficialBitcoinCoinSelectionTests(BaseSelectionTestCase):
# Iteration exhaustion test
utxo_pool, target = self.make_hard_case(17)
selector = CoinSelector(utxo_pool, target, 0)
self.assertEqual(selector.branch_and_bound(), [])
selector = CoinSelector(target, 0)
self.assertEqual(selector.select(utxo_pool, 'branch_and_bound'), [])
self.assertEqual(selector.tries, MAXIMUM_TRIES) # Should exhaust
utxo_pool, target = self.make_hard_case(14)
self.assertIsNotNone(search(utxo_pool, target, 0)) # Should not exhaust

84
torba/torba/client/coinselection.py
View file

@ -7,6 +7,7 @@ MAXIMUM_TRIES = 100000
STRATEGIES = []
def strategy(method):
STRATEGIES.append(method.__name__)
return method
@ -14,50 +15,67 @@ def strategy(method):
class CoinSelector:
def __init__(self, txos: List[basetransaction.BaseOutputEffectiveAmountEstimator],
target: int, cost_of_change: int, seed: str = None) -> None:
self.txos = txos
def __init__(self, target: int, cost_of_change: int, seed: str = None) -> None:
self.target = target
self.cost_of_change = cost_of_change
self.exact_match = False
self.tries = 0
self.available = sum(c.effective_amount for c in self.txos)
self.random = Random(seed)
if seed is not None:
self.random.seed(seed, version=1)
def select(self, strategy_name: str = None) -> List[basetransaction.BaseOutputEffectiveAmountEstimator]:
if not self.txos:
def select(
self, txos: List[basetransaction.BaseOutputEffectiveAmountEstimator],
strategy_name: str = None) -> List[basetransaction.BaseOutputEffectiveAmountEstimator]:
if not txos:
return []
if self.target > self.available:
available = sum(c.effective_amount for c in txos)
if self.target > available:
return []
if strategy_name is not None:
return getattr(self, strategy_name)()
return getattr(self, strategy_name or "standard")(txos, available)
@strategy
def prefer_confirmed(
self, txos: List[basetransaction.BaseOutputEffectiveAmountEstimator], available: int
) -> List[basetransaction.BaseOutputEffectiveAmountEstimator]:
return (
self.branch_and_bound() or
self.closest_match() or
self.random_draw()
self.only_confirmed(txos, available) or
self.standard(txos, available)
)
@strategy
def prefer_confirmed(self) -> List[basetransaction.BaseOutputEffectiveAmountEstimator]:
self.txos = [t for t in self.txos if t.txo.tx_ref and t.txo.tx_ref.height > 0] or self.txos
self.available = sum(c.effective_amount for c in self.txos)
def only_confirmed(
self, txos: List[basetransaction.BaseOutputEffectiveAmountEstimator], _
) -> List[basetransaction.BaseOutputEffectiveAmountEstimator]:
confirmed = [t for t in txos if t.txo.tx_ref and t.txo.tx_ref.height > 0]
if not confirmed:
return []
confirmed_available = sum(c.effective_amount for c in confirmed)
if self.target > confirmed_available:
return []
return self.standard(confirmed, confirmed_available)
@strategy
def standard(
self, txos: List[basetransaction.BaseOutputEffectiveAmountEstimator], available: int
) -> List[basetransaction.BaseOutputEffectiveAmountEstimator]:
return (
self.branch_and_bound() or
self.closest_match() or
self.random_draw()
self.branch_and_bound(txos, available) or
self.closest_match(txos, available) or
self.random_draw(txos, available)
)
@strategy
def branch_and_bound(self) -> List[basetransaction.BaseOutputEffectiveAmountEstimator]:
def branch_and_bound(
self, txos: List[basetransaction.BaseOutputEffectiveAmountEstimator], available: int
) -> List[basetransaction.BaseOutputEffectiveAmountEstimator]:
# see bitcoin implementation for more info:
# https://github.com/bitcoin/bitcoin/blob/master/src/wallet/coinselection.cpp
self.txos.sort(reverse=True)
txos.sort(reverse=True)
current_value = 0
current_available_value = self.available
current_available_value = available
current_selection: List[bool] = []
best_waste = self.cost_of_change
best_selection: List[bool] = []
@ -79,19 +97,19 @@ class CoinSelector:
if backtrack:
while current_selection and not current_selection[-1]:
current_selection.pop()
current_available_value += self.txos[len(current_selection)].effective_amount
current_available_value += txos[len(current_selection)].effective_amount
if not current_selection:
break
current_selection[-1] = False
utxo = self.txos[len(current_selection) - 1]
utxo = txos[len(current_selection) - 1]
current_value -= utxo.effective_amount
else:
utxo = self.txos[len(current_selection)]
utxo = txos[len(current_selection)]
current_available_value -= utxo.effective_amount
previous_utxo = self.txos[len(current_selection) - 1] if current_selection else None
previous_utxo = txos[len(current_selection) - 1] if current_selection else None
if current_selection and not current_selection[-1] and previous_utxo and \
utxo.effective_amount == previous_utxo.effective_amount and \
utxo.fee == previous_utxo.fee:
@ -103,18 +121,20 @@ class CoinSelector:
if best_selection:
self.exact_match = True
return [
self.txos[i] for i, include in enumerate(best_selection) if include
txos[i] for i, include in enumerate(best_selection) if include
]
return []
@strategy
def closest_match(self) -> List[basetransaction.BaseOutputEffectiveAmountEstimator]:
def closest_match(
self, txos: List[basetransaction.BaseOutputEffectiveAmountEstimator], _
) -> List[basetransaction.BaseOutputEffectiveAmountEstimator]:
""" Pick one UTXOs that is larger than the target but with the smallest change. """
target = self.target + self.cost_of_change
smallest_change = None
best_match = None
for txo in self.txos:
for txo in txos:
if txo.effective_amount >= target:
change = txo.effective_amount - target
if smallest_change is None or change < smallest_change:
@ -122,13 +142,15 @@ class CoinSelector:
return [best_match] if best_match else []
@strategy
def random_draw(self) -> List[basetransaction.BaseOutputEffectiveAmountEstimator]:
def random_draw(
self, txos: List[basetransaction.BaseOutputEffectiveAmountEstimator], _
) -> List[basetransaction.BaseOutputEffectiveAmountEstimator]:
""" Accumulate UTXOs at random until there is enough to cover the target. """
target = self.target + self.cost_of_change
self.random.shuffle(self.txos, self.random.random)
self.random.shuffle(txos, self.random.random)
selection = []
amount = 0
for coin in self.txos:
for coin in txos:
selection.append(coin)
amount += coin.effective_amount
if amount >= target: