lbry-sdk/lbry/wallet/coinselection.py
2020-01-03 03:08:15 -05:00

153 lines
5.6 KiB
Python

from random import Random
from typing import List
from lbry.wallet.transaction import OutputEffectiveAmountEstimator
MAXIMUM_TRIES = 100000
STRATEGIES = []
def strategy(method):
STRATEGIES.append(method.__name__)
return method
class CoinSelector:
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.random = Random(seed)
if seed is not None:
self.random.seed(seed, version=1)
def select(
self, txos: List[OutputEffectiveAmountEstimator],
strategy_name: str = None) -> List[OutputEffectiveAmountEstimator]:
if not txos:
return []
available = sum(c.effective_amount for c in txos)
if self.target > available:
return []
return getattr(self, strategy_name or "standard")(txos, available)
@strategy
def prefer_confirmed(self, txos: List[OutputEffectiveAmountEstimator],
available: int) -> List[OutputEffectiveAmountEstimator]:
return (
self.only_confirmed(txos, available) or
self.standard(txos, available)
)
@strategy
def only_confirmed(self, txos: List[OutputEffectiveAmountEstimator],
_) -> List[OutputEffectiveAmountEstimator]:
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[OutputEffectiveAmountEstimator],
available: int) -> List[OutputEffectiveAmountEstimator]:
return (
self.branch_and_bound(txos, available) or
self.closest_match(txos, available) or
self.random_draw(txos, available)
)
@strategy
def branch_and_bound(self, txos: List[OutputEffectiveAmountEstimator],
available: int) -> List[OutputEffectiveAmountEstimator]:
# see bitcoin implementation for more info:
# https://github.com/bitcoin/bitcoin/blob/master/src/wallet/coinselection.cpp
txos.sort(reverse=True)
current_value = 0
current_available_value = available
current_selection: List[bool] = []
best_waste = self.cost_of_change
best_selection: List[bool] = []
while self.tries < MAXIMUM_TRIES:
self.tries += 1
backtrack = False
if current_value + current_available_value < self.target or \
current_value > self.target + self.cost_of_change:
backtrack = True
elif current_value >= self.target:
new_waste = current_value - self.target
if new_waste <= best_waste:
best_waste = new_waste
best_selection = current_selection[:]
backtrack = True
if backtrack:
while current_selection and not current_selection[-1]:
current_selection.pop()
current_available_value += txos[len(current_selection)].effective_amount
if not current_selection:
break
current_selection[-1] = False
utxo = txos[len(current_selection) - 1]
current_value -= utxo.effective_amount
else:
utxo = txos[len(current_selection)]
current_available_value -= utxo.effective_amount
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:
current_selection.append(False)
else:
current_selection.append(True)
current_value += utxo.effective_amount
if best_selection:
self.exact_match = True
return [
txos[i] for i, include in enumerate(best_selection) if include
]
return []
@strategy
def closest_match(self, txos: List[OutputEffectiveAmountEstimator],
_) -> List[OutputEffectiveAmountEstimator]:
""" 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 txos:
if txo.effective_amount >= target:
change = txo.effective_amount - target
if smallest_change is None or change < smallest_change:
smallest_change, best_match = change, txo
return [best_match] if best_match else []
@strategy
def random_draw(self, txos: List[OutputEffectiveAmountEstimator],
_) -> List[OutputEffectiveAmountEstimator]:
""" Accumulate UTXOs at random until there is enough to cover the target. """
target = self.target + self.cost_of_change
self.random.shuffle(txos, self.random.random)
selection = []
amount = 0
for coin in txos:
selection.append(coin)
amount += coin.effective_amount
if amount >= target:
return selection
return []