Merge pull request #2959 from lbryio/sqlite-coin-chooser

Add all sqlite coin chooser

lbry/wallet/coinselection.py

@@ -5,7 +5,7 @@ from lbry.wallet.transaction import OutputEffectiveAmountEstimator
 
 MAXIMUM_TRIES = 100000
 
-STRATEGIES = []
+STRATEGIES = ['sqlite']  # sqlite coin chooser is in database.py
 
 
 def strategy(method):

lbry/wallet/database.py

@@ -4,6 +4,7 @@ import asyncio
 import sqlite3
 import platform
 from binascii import hexlify
+from collections import defaultdict
 from dataclasses import dataclass
 from contextvars import ContextVar
 from concurrent.futures.thread import ThreadPoolExecutor
@@ -14,7 +15,7 @@ from prometheus_client import Gauge, Counter, Histogram
 from lbry.utils import LockWithMetrics
 
 from .bip32 import PubKey
-from .transaction import Transaction, Output, OutputScript, TXRefImmutable
+from .transaction import Transaction, Output, OutputScript, TXRefImmutable, Input
 from .constants import TXO_TYPES, CLAIM_TYPES
 from .util import date_to_julian_day
 
@@ -466,6 +467,101 @@ def dict_row_factory(cursor, row):
     return d
 
 
+SQLITE_MAX_INTEGER = 9223372036854775807
+
+
+def _get_spendable_utxos(transaction: sqlite3.Connection, accounts: List, decoded_transactions: Dict[str, Transaction],
+                         result: Dict[Tuple[bytes, int, bool], List[int]], reserved: List[Transaction],
+                         amount_to_reserve: int, reserved_amount: int, floor: int, ceiling: int,
+                         fee_per_byte: int) -> int:
+    accounts_fmt = ",".join(["?"] * len(accounts))
+    txo_query = f"""
+        SELECT tx.txid, txo.txoid, tx.raw, tx.height, txo.position as nout, tx.is_verified, txo.amount FROM txo
+        INNER JOIN account_address USING (address)
+        LEFT JOIN txi USING (txoid)
+        INNER JOIN tx USING (txid)
+        WHERE txo.txo_type=0 AND txi.txoid IS NULL AND tx.txid IS NOT NULL AND NOT txo.is_reserved
+        AND txo.amount >= ? AND txo.amount < ?
+    """
+    if accounts:
+        txo_query += f"""
+            AND account_address.account {'= ?' if len(accounts_fmt) == 1 else 'IN (' + accounts_fmt + ')'}
+        """
+    txo_query += """
+        ORDER BY txo.amount ASC, tx.height DESC
+    """
+    # prefer confirmed, but save unconfirmed utxos from this selection in case they are needed
+    unconfirmed = []
+    for row in transaction.execute(txo_query, (floor, ceiling, *accounts)):
+        (txid, txoid, raw, height, nout, verified, amount) = row.values()
+        # verified or non verified transactions were found- reset the gap count
+        # multiple txos can come from the same tx, only decode it once and cache
+        if txid not in decoded_transactions:
+            # cache the decoded transaction
+            decoded_transactions[txid] = Transaction(raw)
+        decoded_tx = decoded_transactions[txid]
+        # save the unconfirmed txo for possible use later, if still needed
+        if verified:
+            # add the txo to the reservation, minus the fee for including it
+            reserved_amount += amount
+            reserved_amount -= Input.spend(decoded_tx.outputs[nout]).size * fee_per_byte
+            # mark it as reserved
+            result[(raw, height, verified)].append(nout)
+            reserved.append(txoid)
+            # if we've reserved enough, return
+            if reserved_amount >= amount_to_reserve:
+                return reserved_amount
+        else:
+            unconfirmed.append((txid, txoid, raw, height, nout, verified, amount))
+    # we're popping the items, so to get them in the order they were seen they are reversed
+    unconfirmed.reverse()
+    # add available unconfirmed txos if any were previously found
+    while unconfirmed and reserved_amount < amount_to_reserve:
+        (txid, txoid, raw, height, nout, verified, amount) = unconfirmed.pop()
+        # it's already decoded
+        decoded_tx = decoded_transactions[txid]
+        # add to the reserved amount
+        reserved_amount += amount
+        reserved_amount -= Input.spend(decoded_tx.outputs[nout]).size * fee_per_byte
+        result[(raw, height, verified)].append(nout)
+        reserved.append(txoid)
+    return reserved_amount
+
+
+def get_and_reserve_spendable_utxos(transaction: sqlite3.Connection, accounts: List, amount_to_reserve: int, floor: int,
+                                    fee_per_byte: int, set_reserved: bool, return_insufficient_funds: bool):
+    txs = defaultdict(list)
+    decoded_transactions = {}
+    reserved = []
+
+    reserved_dewies = 0
+    multiplier = 10
+    gap_count = 0
+
+    while reserved_dewies < amount_to_reserve and gap_count < 5 and floor * multiplier < SQLITE_MAX_INTEGER:
+        previous_reserved_dewies = reserved_dewies
+        reserved_dewies = _get_spendable_utxos(
+            transaction, accounts, decoded_transactions, txs, reserved, amount_to_reserve, reserved_dewies,
+            floor, floor * multiplier, fee_per_byte
+        )
+        floor *= multiplier
+        if previous_reserved_dewies == reserved_dewies:
+            gap_count += 1
+            multiplier **= 2
+        else:
+            gap_count = 0
+            multiplier = 10
+
+    # reserve the accumulated txos if enough were found
+    if reserved_dewies >= amount_to_reserve:
+        if set_reserved:
+            transaction.executemany("UPDATE txo SET is_reserved = ? WHERE txoid = ?",
+                                    [(True, txoid) for txoid in reserved]).fetchall()
+        return txs
+    # return_insufficient_funds and set_reserved are used for testing
+    return txs if return_insufficient_funds else {}
+
+
 class Database(SQLiteMixin):
 
     SCHEMA_VERSION = "1.3"
@@ -666,6 +762,20 @@ class Database(SQLiteMixin):
         # 2. update address histories removing deleted TXs
         return True
 
+    async def get_spendable_utxos(self, ledger, reserve_amount, accounts: Optional[Iterable], min_amount: int = 100000,
+                                  fee_per_byte: int = 50, set_reserved: bool = True,
+                                  return_insufficient_funds: bool = False) -> List:
+        to_spend = await self.db.run(
+            get_and_reserve_spendable_utxos, tuple(account.id for account in accounts), reserve_amount, min_amount,
+            fee_per_byte, set_reserved, return_insufficient_funds
+        )
+        txos = []
+        for (raw, height, verified), positions in to_spend.items():
+            tx = Transaction(raw, height=height, is_verified=verified)
+            for nout in positions:
+                txos.append(tx.outputs[nout].get_estimator(ledger))
+        return txos
+
     async def select_transactions(self, cols, accounts=None, read_only=False, **constraints):
         if not {'txid', 'txid__in'}.intersection(constraints):
             assert accounts, "'accounts' argument required when no 'txid' constraint is present"

lbry/wallet/ledger.py

@@ -133,7 +133,7 @@ class Ledger(metaclass=LedgerRegistry):
         self._on_transaction_controller = StreamController()
         self.on_transaction = self._on_transaction_controller.stream
         self.on_transaction.listen(
-            lambda e: log.info(
+            lambda e: log.debug(
                 '(%s) on_transaction: address=%s, height=%s, is_verified=%s, tx.id=%s',
                 self.get_id(), e.address, e.tx.height, e.tx.is_verified, e.tx.id
             )
@@ -244,11 +244,16 @@ class Ledger(metaclass=LedgerRegistry):
     def get_address_count(self, **constraints):
         return self.db.get_address_count(**constraints)
 
-    async def get_spendable_utxos(self, amount: int, funding_accounts):
+    async def get_spendable_utxos(self, amount: int, funding_accounts: Optional[Iterable['Account']],
+                                  min_amount=100000):
+        min_amount = min(amount // 10, min_amount)
+        fee = Output.pay_pubkey_hash(COIN, NULL_HASH32).get_fee(self)
+        selector = CoinSelector(amount, fee)
         async with self._utxo_reservation_lock:
+            if self.coin_selection_strategy == 'sqlite':
+                return await self.db.get_spendable_utxos(self, amount + fee, funding_accounts, min_amount=min_amount,
+                                                         fee_per_byte=self.fee_per_byte)
             txos = await self.get_effective_amount_estimators(funding_accounts)
-            fee = Output.pay_pubkey_hash(COIN, NULL_HASH32).get_fee(self)
-            selector = CoinSelector(amount, fee)
             spendables = selector.select(txos, self.coin_selection_strategy)
             if spendables:
                 await self.reserve_outputs(s.txo for s in spendables)
@@ -563,13 +568,26 @@ class Ledger(metaclass=LedgerRegistry):
                 await self.get_local_status_and_history(address, synced_history.getvalue())
             if local_status != remote_status:
                 if local_history == remote_history:
+                    log.warning(
+                        "%s has a synced history but a mismatched status", address
+                    )
                     return True
+                remote_set = set(remote_history)
+                local_set = set(local_history)
                 log.warning(
-                    "Wallet is out of sync after syncing. Remote: %s with %d items, local: %s with %d items",
-                    remote_status, len(remote_history), local_status, len(local_history)
+                    "%s is out of sync after syncing.\n"
+                    "Remote: %s with %d items (%i unique), local: %s with %d items (%i unique).\n"
+                    "Histories are mismatched on %i items.\n"
+                    "Local is missing\n"
+                    "%s\n"
+                    "Remote is missing\n"
+                    "%s\n"
+                    "******",
+                    address, remote_status, len(remote_history), len(remote_set),
+                    local_status, len(local_history), len(local_set), len(remote_set.symmetric_difference(local_set)),
+                    "\n".join([f"{txid} - {height}" for txid, height in local_set.difference(remote_set)]),
+                    "\n".join([f"{txid} - {height}" for txid, height in remote_set.difference(local_set)])
                 )
-                log.warning("local: %s", local_history)
-                log.warning("remote: %s", remote_history)
                 self._known_addresses_out_of_sync.add(address)
                 return False
             else:

lbry/wallet/manager.py

@@ -300,8 +300,8 @@ class WalletManager:
     async def broadcast_or_release(self, tx, blocking=False):
         try:
             await self.ledger.broadcast(tx)
-            if blocking:
-                await self.ledger.wait(tx, timeout=None)
         except:
             await self.ledger.release_tx(tx)
             raise
+        if blocking:
+            await self.ledger.wait(tx, timeout=None)

tests/integration/blockchain/test_transactions.py

@@ -5,6 +5,7 @@ from itertools import chain
 from lbry.wallet.transaction import Transaction, Output, Input
 from lbry.testcase import IntegrationTestCase
 from lbry.wallet.util import satoshis_to_coins, coins_to_satoshis
+from lbry.wallet.manager import WalletManager
 
 
 class BasicTransactionTests(IntegrationTestCase):
@@ -173,3 +174,130 @@ class BasicTransactionTests(IntegrationTestCase):
         self.assertTrue(await self.ledger.update_history(address, remote_status))
         self.assertEqual(21, len((await self.ledger.get_local_status_and_history(address))[1]))
         self.assertEqual(0, len(self.ledger._known_addresses_out_of_sync))
+
+    def wait_for_txid(self, txid, address):
+        return self.ledger.on_transaction.where(
+            lambda e: e.tx.id == txid and e.address == address
+        )
+
+    async def _test_transaction(self, send_amount, address, inputs, change):
+        tx = await Transaction.create(
+            [], [Output.pay_pubkey_hash(send_amount, self.ledger.address_to_hash160(address))], [self.account],
+            self.account
+        )
+        await self.ledger.broadcast(tx)
+        input_amounts = [txi.amount for txi in tx.inputs]
+        self.assertListEqual(inputs, input_amounts)
+        self.assertEqual(len(inputs), len(tx.inputs))
+        self.assertEqual(2, len(tx.outputs))
+        self.assertEqual(send_amount, tx.outputs[0].amount)
+        self.assertEqual(change, tx.outputs[1].amount)
+        return tx
+
+    async def assertSpendable(self, amounts):
+        spendable = await self.ledger.db.get_spendable_utxos(
+                self.ledger, 2000000000000, [self.account], set_reserved=False, return_insufficient_funds=True
+            )
+        got_amounts = [estimator.effective_amount for estimator in spendable]
+        self.assertListEqual(amounts, got_amounts)
+
+    async def test_sqlite_coin_chooser(self):
+        wallet_manager = WalletManager([self.wallet], {self.ledger.get_id(): self.ledger})
+        await self.blockchain.generate(300)
+        await self.assertBalance(self.account, '0.0')
+        address = await self.account.receiving.get_or_create_usable_address()
+        other_account = self.wallet.generate_account(self.ledger)
+        other_address = await other_account.receiving.get_or_create_usable_address()
+        self.ledger.coin_selection_strategy = 'sqlite'
+        await self.ledger.subscribe_account(self.account)
+
+        txids = []
+        txids.append(await self.blockchain.send_to_address(address, 1.0))
+        txids.append(await self.blockchain.send_to_address(address, 1.0))
+        txids.append(await self.blockchain.send_to_address(address, 3.0))
+        txids.append(await self.blockchain.send_to_address(address, 5.0))
+        txids.append(await self.blockchain.send_to_address(address, 10.0))
+
+        await asyncio.wait([self.wait_for_txid(txid, address) for txid in txids], timeout=1)
+        await self.assertBalance(self.account, '20.0')
+        await self.assertSpendable([99992600, 99992600, 299992600, 499992600, 999992600])
+
+        # send 1.5 lbc
+
+        first_tx = await Transaction.create(
+            [], [Output.pay_pubkey_hash(150000000, self.ledger.address_to_hash160(other_address))], [self.account],
+            self.account
+        )
+
+        self.assertEqual(2, len(first_tx.inputs))
+        self.assertEqual(2, len(first_tx.outputs))
+        self.assertEqual(100000000, first_tx.inputs[0].amount)
+        self.assertEqual(100000000, first_tx.inputs[1].amount)
+        self.assertEqual(150000000, first_tx.outputs[0].amount)
+        self.assertEqual(49980200, first_tx.outputs[1].amount)
+
+        await self.assertBalance(self.account, '18.0')
+        await self.assertSpendable([299992600, 499992600, 999992600])
+
+        await wallet_manager.broadcast_or_release(first_tx, blocking=True)
+        await self.assertSpendable([49972800, 299992600, 499992600, 999992600])
+        # 0.499, 3.0, 5.0, 10.0
+        await self.assertBalance(self.account, '18.499802')
+
+        # send 1.5lbc again
+
+        second_tx = await self._test_transaction(150000000, other_address, [49980200, 300000000], 199960400)
+        await self.assertSpendable([499992600, 999992600])
+
+        # replicate cancelling the api call after the tx broadcast while ledger.wait'ing it
+        e = asyncio.Event()
+
+        real_broadcast = self.ledger.broadcast
+
+        async def broadcast(tx):
+            try:
+                return await real_broadcast(tx)
+            finally:
+                e.set()
+
+        self.ledger.broadcast = broadcast
+
+        broadcast_task = asyncio.create_task(wallet_manager.broadcast_or_release(second_tx, blocking=True))
+        # wait for the broadcast to finish
+        await e.wait()
+        # cancel the api call
+        broadcast_task.cancel()
+        with self.assertRaises(asyncio.CancelledError):
+            await broadcast_task
+
+        # test if sending another 1.5 lbc will try to double spend the inputs from the cancelled tx
+        tx1 = await self._test_transaction(150000000, other_address, [500000000], 349987600)
+        await self.ledger.wait(tx1, timeout=1)
+        # wait for the cancelled transaction too, so that it's in the database
+        # needed to keep everything deterministic
+        await self.ledger.wait(second_tx, timeout=1)
+        await self.assertSpendable([199953000, 349980200, 999992600])
+
+        # spend deep into the mempool and see what else breaks
+        tx2 = await self._test_transaction(150000000, other_address, [199960400], 49948000)
+        await self.assertSpendable([349980200, 999992600])
+        await self.ledger.wait(tx2, timeout=1)
+        await self.assertSpendable([49940600, 349980200, 999992600])
+
+        tx3 = await self._test_transaction(150000000, other_address, [49948000, 349987600], 249915800)
+        await self.assertSpendable([999992600])
+        await self.ledger.wait(tx3, timeout=1)
+        await self.assertSpendable([249908400, 999992600])
+
+        tx4 = await self._test_transaction(150000000, other_address, [249915800], 99903400)
+        await self.assertSpendable([999992600])
+        await self.ledger.wait(tx4, timeout=1)
+        await self.assertBalance(self.account, '10.999034')
+        await self.assertSpendable([99896000, 999992600])
+
+        # spend more
+        tx5 = await self._test_transaction(100000000, other_address, [99903400, 1000000000], 999883600)
+        await self.assertSpendable([])
+        await self.ledger.wait(tx5, timeout=1)
+        await self.assertSpendable([999876200])
+        await self.assertBalance(self.account, '9.998836')

tests/unit/blob_exchange/test_transfer_blob.py

@@ -28,9 +28,10 @@ def mock_config():
 class BlobExchangeTestBase(AsyncioTestCase):
     async def asyncSetUp(self):
         self.loop = asyncio.get_event_loop()
-
+        self.client_wallet_dir = tempfile.mkdtemp()
         self.client_dir = tempfile.mkdtemp()
         self.server_dir = tempfile.mkdtemp()
+        self.addCleanup(shutil.rmtree, self.client_wallet_dir)
         self.addCleanup(shutil.rmtree, self.client_dir)
         self.addCleanup(shutil.rmtree, self.server_dir)
         self.server_config = Config(data_dir=self.server_dir, download_dir=self.server_dir, wallet=self.server_dir,
@@ -39,8 +40,8 @@ class BlobExchangeTestBase(AsyncioTestCase):
         self.server_blob_manager = BlobManager(self.loop, self.server_dir, self.server_storage, self.server_config)
         self.server = BlobServer(self.loop, self.server_blob_manager, 'bQEaw42GXsgCAGio1nxFncJSyRmnztSCjP')
 
-        self.client_config = Config(data_dir=self.client_dir, download_dir=self.client_dir, wallet=self.client_dir,
-                                    fixed_peers=[])
+        self.client_config = Config(data_dir=self.client_dir, download_dir=self.client_dir,
+                                    wallet=self.client_wallet_dir, fixed_peers=[])
         self.client_storage = SQLiteStorage(self.client_config, os.path.join(self.client_dir, "lbrynet.sqlite"))
         self.client_blob_manager = BlobManager(self.loop, self.client_dir, self.client_storage, self.client_config)
         self.client_peer_manager = PeerManager(self.loop)

tests/unit/stream/test_stream_manager.py

@@ -65,7 +65,7 @@ def get_claim_transaction(claim_name, claim=b''):
     )
 
 
-async def get_mock_wallet(sd_hash, storage, balance=10.0, fee=None):
+async def get_mock_wallet(sd_hash, storage, wallet_dir, balance=10.0, fee=None):
     claim = Claim()
     if fee:
         if fee['currency'] == 'LBC':
@@ -97,7 +97,7 @@ async def get_mock_wallet(sd_hash, storage, balance=10.0, fee=None):
 
     wallet = Wallet()
     ledger = Ledger({
-        'db': Database(':memory:'),
+        'db': Database(os.path.join(wallet_dir, 'blockchain.db')),
         'headers': FakeHeaders(514082)
     })
     await ledger.db.open()
@@ -136,7 +136,8 @@ class TestStreamManager(BlobExchangeTestBase):
             self.loop, self.server_blob_manager.blob_dir, file_path, old_sort=old_sort
         )
         self.sd_hash = descriptor.sd_hash
-        self.mock_wallet, self.uri = await get_mock_wallet(self.sd_hash, self.client_storage, balance, fee)
+        self.mock_wallet, self.uri = await get_mock_wallet(self.sd_hash, self.client_storage, self.client_wallet_dir,
+                                                           balance, fee)
         analytics_manager = AnalyticsManager(
             self.client_config,
             binascii.hexlify(generate_id()).decode(),

tests/unit/wallet/test_transaction.py

@@ -1,4 +1,7 @@
+import os
 import unittest
+import tempfile
+import shutil
 from binascii import hexlify, unhexlify
 from itertools import cycle
 
@@ -302,9 +305,11 @@ class TestTransactionSigning(AsyncioTestCase):
 class TransactionIOBalancing(AsyncioTestCase):
 
     async def asyncSetUp(self):
+        wallet_dir = tempfile.mkdtemp()
+        self.addCleanup(shutil.rmtree, wallet_dir)
         self.ledger = Ledger({
-            'db': Database(':memory:'),
-            'headers': Headers(':memory:')
+            'db': Database(os.path.join(wallet_dir, 'blockchain.db')),
+            'headers': Headers(':memory:'),
         })
         await self.ledger.db.open()
         self.account = Account.from_dict(
@@ -419,3 +424,70 @@ class TransactionIOBalancing(AsyncioTestCase):
         self.assertListEqual([0.01, 1], self.inputs(tx))
         # change is now needed to consume extra input
         self.assertListEqual([0.97], self.outputs(tx))
+
+    async def test_basic_use_cases_sqlite(self):
+        self.ledger.coin_selection_strategy = 'sqlite'
+        self.ledger.fee_per_byte = int(0.01*CENT)
+
+        # available UTXOs for filling missing inputs
+        utxos = await self.create_utxos([
+            1, 1, 3, 5, 10
+        ])
+
+        self.assertEqual(5, len(await self.ledger.get_utxos()))
+
+        # pay 3 coins (3.07 w/ fees)
+        tx = await self.tx(
+            [],            # inputs
+            [self.txo(3)]  # outputs
+        )
+
+        await self.ledger.db.db.run(self.ledger.db._transaction_io, tx, tx.outputs[0].get_address(self.ledger), tx.id)
+
+        self.assertListEqual(self.inputs(tx), [1.0, 1.0, 3.0])
+        # a change of 1.95 is added to reach balance
+        self.assertListEqual(self.outputs(tx), [3, 1.95])
+        # utxos: 1.95, 3, 5, 10
+        self.assertEqual(2, len(await self.ledger.get_utxos()))
+        # pay 4.946 coins (5.00 w/ fees)
+        tx = await self.tx(
+            [],                # inputs
+            [self.txo(4.946)]  # outputs
+        )
+        self.assertEqual(1, len(await self.ledger.get_utxos()))
+
+        self.assertListEqual(self.inputs(tx), [5.0])
+        self.assertEqual(2, len(tx.outputs))
+        self.assertEqual(494600000, tx.outputs[0].amount)
+
+        # utxos: 3, 1.95, 4.946, 10
+        await self.ledger.release_outputs(utxos)
+
+        # supplied input and output, but input is not enough to cover output
+        tx = await self.tx(
+            [self.txi(self.txo(10))],  # inputs
+            [self.txo(11)]             # outputs
+        )
+        # additional input is chosen (UTXO 1)
+        self.assertListEqual([10, 1.0, 1.0], self.inputs(tx))
+        # change is now needed to consume extra input
+        self.assertListEqual([11, 0.95], self.outputs(tx))
+        await self.ledger.release_outputs(utxos)
+        # liquidating a UTXO
+        tx = await self.tx(
+            [self.txi(self.txo(10))],  # inputs
+            []                         # outputs
+        )
+        self.assertListEqual([10], self.inputs(tx))
+        # missing change added to consume the amount
+        self.assertListEqual([9.98], self.outputs(tx))
+        await self.ledger.release_outputs(utxos)
+        # liquidating at a loss, requires adding extra inputs
+        tx = await self.tx(
+            [self.txi(self.txo(0.01))],  # inputs
+            []                           # outputs
+        )
+        # UTXO 1 is added to cover some of the fee
+        self.assertListEqual([0.01, 1], self.inputs(tx))
+        # change is now needed to consume extra input
+        self.assertListEqual([0.97], self.outputs(tx))