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[wallet] Refactor to use new MIN_CHANGE

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* Introduce new constant MIN_CHANGE and use it instead of the
hardcoded "CENT"
* Add test case for MIN_CHANGE
* Introduce new constant for -mintxfee default:
  DEFAULT_TRANSACTION_MINFEE = 1000
This commit is contained in:
MarcoFalke 2015-09-13 23:23:59 +02:00
parent 0143a1f228
commit 6b0e622c25
4 changed files with 84 additions and 55 deletions
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2
src/qt/coincontroldialog.cpp
View file

@ -567,7 +567,7 @@ void CoinControlDialog::updateLabels(WalletModel *model, QDialog* dialog)
nChange -= nPayFee;
// Never create dust outputs; if we would, just add the dust to the fee.
if (nChange > 0 && nChange < CENT)
if (nChange > 0 && nChange < MIN_CHANGE)
{
CTxOut txout(nChange, (CScript)std::vector<unsigned char>(24, 0));
if (txout.IsDust(::minRelayTxFee))

111
src/wallet/test/wallet_tests.cpp
View file

@ -117,7 +117,7 @@ BOOST_AUTO_TEST_CASE(coin_selection_tests)
// try making 34 cents from 1,2,5,10,20 - we can't do it exactly
BOOST_CHECK( wallet.SelectCoinsMinConf(34 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_GT(nValueRet, 34 * CENT); // but should get more than 34 cents
BOOST_CHECK_EQUAL(nValueRet, 35 * CENT); // but 35 cents is closest
BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U); // the best should be 20+10+5. it's incredibly unlikely the 1 or 2 got included (but possible)
// when we try making 7 cents, the smaller coins (1,2,5) are enough. We should see just 2+5
@ -185,33 +185,34 @@ BOOST_AUTO_TEST_CASE(coin_selection_tests)
BOOST_CHECK_EQUAL(nValueRet, 2 * COIN); // we should get 2 BTC in 1 coin
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
// empty the wallet and start again, now with fractions of a cent, to test sub-cent change avoidance
// empty the wallet and start again, now with fractions of a cent, to test small change avoidance
empty_wallet();
add_coin(0.1*CENT);
add_coin(0.2*CENT);
add_coin(0.3*CENT);
add_coin(0.4*CENT);
add_coin(0.5*CENT);
add_coin(0.1*MIN_CHANGE);
add_coin(0.2*MIN_CHANGE);
add_coin(0.3*MIN_CHANGE);
add_coin(0.4*MIN_CHANGE);
add_coin(0.5*MIN_CHANGE);
// try making 1 cent from 0.1 + 0.2 + 0.3 + 0.4 + 0.5 = 1.5 cents
// we'll get sub-cent change whatever happens, so can expect 1.0 exactly
BOOST_CHECK( wallet.SelectCoinsMinConf(1 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1 * CENT);
// try making 1 * MIN_CHANGE from the 1.5 * MIN_CHANGE
// we'll get change smaller than MIN_CHANGE whatever happens, so can expect MIN_CHANGE exactly
BOOST_CHECK( wallet.SelectCoinsMinConf(MIN_CHANGE, 1, 1, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, MIN_CHANGE);
// but if we add a bigger coin, making it possible to avoid sub-cent change, things change:
add_coin(1111*CENT);
// but if we add a bigger coin, small change is avoided
add_coin(1111*MIN_CHANGE);
// try making 1 cent from 0.1 + 0.2 + 0.3 + 0.4 + 0.5 + 1111 = 1112.5 cents
BOOST_CHECK( wallet.SelectCoinsMinConf(1 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1 * CENT); // we should get the exact amount
// try making 1 from 0.1 + 0.2 + 0.3 + 0.4 + 0.5 + 1111 = 1112.5
BOOST_CHECK( wallet.SelectCoinsMinConf(1 * MIN_CHANGE, 1, 1, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1 * MIN_CHANGE); // we should get the exact amount
// if we add more sub-cent coins:
add_coin(0.6*CENT);
add_coin(0.7*CENT);
// if we add more small coins:
add_coin(0.6*MIN_CHANGE);
add_coin(0.7*MIN_CHANGE);
// and try again to make 1.0 cents, we can still make 1.0 cents
BOOST_CHECK( wallet.SelectCoinsMinConf(1 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1 * CENT); // we should get the exact amount
// and try again to make 1.0 * MIN_CHANGE
BOOST_CHECK( wallet.SelectCoinsMinConf(1 * MIN_CHANGE, 1, 1, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1 * MIN_CHANGE); // we should get the exact amount
// run the 'mtgox' test (see http://blockexplorer.com/tx/29a3efd3ef04f9153d47a990bd7b048a4b2d213daaa5fb8ed670fb85f13bdbcf)
// they tried to consolidate 10 50k coins into one 500k coin, and ended up with 50k in change
@ -223,45 +224,65 @@ BOOST_AUTO_TEST_CASE(coin_selection_tests)
BOOST_CHECK_EQUAL(nValueRet, 500000 * COIN); // we should get the exact amount
BOOST_CHECK_EQUAL(setCoinsRet.size(), 10U); // in ten coins
// if there's not enough in the smaller coins to make at least 1 cent change (0.5+0.6+0.7 < 1.0+1.0),
// if there's not enough in the smaller coins to make at least 1 * MIN_CHANGE change (0.5+0.6+0.7 < 1.0+1.0),
// we need to try finding an exact subset anyway
// sometimes it will fail, and so we use the next biggest coin:
empty_wallet();
add_coin(0.5 * CENT);
add_coin(0.6 * CENT);
add_coin(0.7 * CENT);
add_coin(1111 * CENT);
BOOST_CHECK( wallet.SelectCoinsMinConf(1 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1111 * CENT); // we get the bigger coin
add_coin(0.5 * MIN_CHANGE);
add_coin(0.6 * MIN_CHANGE);
add_coin(0.7 * MIN_CHANGE);
add_coin(1111 * MIN_CHANGE);
BOOST_CHECK( wallet.SelectCoinsMinConf(1 * MIN_CHANGE, 1, 1, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1111 * MIN_CHANGE); // we get the bigger coin
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
// but sometimes it's possible, and we use an exact subset (0.4 + 0.6 = 1.0)
empty_wallet();
add_coin(0.4 * CENT);
add_coin(0.6 * CENT);
add_coin(0.8 * CENT);
add_coin(1111 * CENT);
BOOST_CHECK( wallet.SelectCoinsMinConf(1 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1 * CENT); // we should get the exact amount
add_coin(0.4 * MIN_CHANGE);
add_coin(0.6 * MIN_CHANGE);
add_coin(0.8 * MIN_CHANGE);
add_coin(1111 * MIN_CHANGE);
BOOST_CHECK( wallet.SelectCoinsMinConf(MIN_CHANGE, 1, 1, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, MIN_CHANGE); // we should get the exact amount
BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U); // in two coins 0.4+0.6
// test avoiding sub-cent change
// test avoiding small change
empty_wallet();
add_coin(0.0005 * COIN);
add_coin(0.01 * COIN);
add_coin(1 * COIN);
add_coin(0.05 * MIN_CHANGE);
add_coin(1 * MIN_CHANGE);
add_coin(100 * MIN_CHANGE);
// trying to make 1.0001 from these three coins
BOOST_CHECK( wallet.SelectCoinsMinConf(1.0001 * COIN, 1, 1, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1.0105 * COIN); // we should get all coins
// trying to make 100.01 from these three coins
BOOST_CHECK( wallet.SelectCoinsMinConf(100.01 * MIN_CHANGE, 1, 1, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 101.05 * MIN_CHANGE); // we should get all coins
BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U);
// but if we try to make 0.999, we should take the bigger of the two small coins to avoid sub-cent change
BOOST_CHECK( wallet.SelectCoinsMinConf(0.999 * COIN, 1, 1, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1.01 * COIN); // we should get 1 + 0.01
// but if we try to make 99.9, we should take the bigger of the two small coins to avoid small change
BOOST_CHECK( wallet.SelectCoinsMinConf(99.9 * MIN_CHANGE, 1, 1, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 101 * MIN_CHANGE);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U);
// test with many inputs
for (CAmount amt=1500; amt < COIN; amt*=10) {
empty_wallet();
// Create 676 inputs (= MAX_STANDARD_TX_SIZE / 148 bytes per input)
for (uint16_t j = 0; j < 676; j++)
add_coin(amt);
BOOST_CHECK(wallet.SelectCoinsMinConf(2000, 1, 1, vCoins, setCoinsRet, nValueRet));
if (amt - 2000 < MIN_CHANGE) {
// needs more than one input:
uint16_t returnSize = std::ceil((2000.0 + MIN_CHANGE)/amt);
CAmount returnValue = amt * returnSize;
BOOST_CHECK_EQUAL(nValueRet, returnValue);
BOOST_CHECK_EQUAL(setCoinsRet.size(), returnSize);
} else {
// one input is sufficient:
BOOST_CHECK_EQUAL(nValueRet, amt);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
}
}
// test randomness
{
empty_wallet();

15
src/wallet/wallet.cpp
View file

@ -47,7 +47,7 @@ bool fPayAtLeastCustomFee = true;
* Fees smaller than this (in satoshi) are considered zero fee (for transaction creation)
* Override with -mintxfee
*/
CFeeRate CWallet::minTxFee = CFeeRate(1000);
CFeeRate CWallet::minTxFee = CFeeRate(DEFAULT_TRANSACTION_MINFEE);
/** @defgroup mapWallet
*
@ -1498,9 +1498,6 @@ CAmount CWallet::GetImmatureWatchOnlyBalance() const
return nTotal;
}
/**
* populate vCoins with vector of available COutputs.
*/
void CWallet::AvailableCoins(vector<COutput>& vCoins, bool fOnlyConfirmed, const CCoinControl *coinControl, bool fIncludeZeroValue) const
{
vCoins.clear();
@ -1620,7 +1617,7 @@ bool CWallet::SelectCoinsMinConf(const CAmount& nTargetValue, int nConfMine, int
nValueRet += coin.first;
return true;
}
else if (n < nTargetValue + CENT)
else if (n < nTargetValue + MIN_CHANGE)
{
vValue.push_back(coin);
nTotalLower += n;
@ -1655,14 +1652,14 @@ bool CWallet::SelectCoinsMinConf(const CAmount& nTargetValue, int nConfMine, int
vector<char> vfBest;
CAmount nBest;
ApproximateBestSubset(vValue, nTotalLower, nTargetValue, vfBest, nBest, 1000);
if (nBest != nTargetValue && nTotalLower >= nTargetValue + CENT)
ApproximateBestSubset(vValue, nTotalLower, nTargetValue + CENT, vfBest, nBest, 1000);
ApproximateBestSubset(vValue, nTotalLower, nTargetValue, vfBest, nBest);
if (nBest != nTargetValue && nTotalLower >= nTargetValue + MIN_CHANGE)
ApproximateBestSubset(vValue, nTotalLower, nTargetValue + MIN_CHANGE, vfBest, nBest);
// If we have a bigger coin and (either the stochastic approximation didn't find a good solution,
// or the next bigger coin is closer), return the bigger coin
if (coinLowestLarger.second.first &&
((nBest != nTargetValue && nBest < nTargetValue + CENT) || coinLowestLarger.first <= nBest))
((nBest != nTargetValue && nBest < nTargetValue + MIN_CHANGE) || coinLowestLarger.first <= nBest))
{
setCoinsRet.insert(coinLowestLarger.second);
nValueRet += coinLowestLarger.first;

11
src/wallet/wallet.h
View file

@ -41,8 +41,12 @@ extern bool fPayAtLeastCustomFee;
static const CAmount DEFAULT_TRANSACTION_FEE = 0;
//! -paytxfee will warn if called with a higher fee than this amount (in satoshis) per KB
static const CAmount nHighTransactionFeeWarning = 0.01 * COIN;
//! -mintxfee default
static const CAmount DEFAULT_TRANSACTION_MINFEE = 1000;
//! -maxtxfee default
static const CAmount DEFAULT_TRANSACTION_MAXFEE = 0.1 * COIN;
//! minimum change amount
static const CAmount MIN_CHANGE = CENT;
//! -txconfirmtarget default
static const unsigned int DEFAULT_TX_CONFIRM_TARGET = 2;
//! -maxtxfee will warn if called with a higher fee than this amount (in satoshis)
@ -544,7 +548,14 @@ public:
//! check whether we are allowed to upgrade (or already support) to the named feature
bool CanSupportFeature(enum WalletFeature wf) { AssertLockHeld(cs_wallet); return nWalletMaxVersion >= wf; }
/**
* populate vCoins with vector of available COutputs.
*/
void AvailableCoins(std::vector<COutput>& vCoins, bool fOnlyConfirmed=true, const CCoinControl *coinControl = NULL, bool fIncludeZeroValue=false) const;
/**
* Select coins until nTargetValue is reached. Return the actual value
* and the corresponding coin set.
*/
bool SelectCoinsMinConf(const CAmount& nTargetValue, int nConfMine, int nConfTheirs, std::vector<COutput> vCoins, std::set<std::pair<const CWalletTx*,unsigned int> >& setCoinsRet, CAmount& nValueRet) const;
bool IsSpent(const uint256& hash, unsigned int n) const;