lbry-sdk/torba/coinselection.py
Lex Berezhny b0bd0b1fc0 + reserving outpoints should no longer have race conditions
+ converted all comment type annotations to python 3 style syntax annotations
+ pylint & mypy
2018-07-28 20:52:54 -04:00

97 lines
3.6 KiB
Python

from random import Random
from typing import List
from torba import basetransaction
MAXIMUM_TRIES = 100000
class CoinSelector:
def __init__(self, txos: List[basetransaction.BaseOutputEffectiveAmountEstimator],
target: int, cost_of_change: int, seed: str = None) -> None:
self.txos = txos
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) -> List[basetransaction.BaseOutputEffectiveAmountEstimator]:
if not self.txos:
return []
if self.target > self.available:
return []
return self.branch_and_bound() or self.single_random_draw()
def branch_and_bound(self) -> 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)
current_value = 0
current_available_value = self.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 += self.txos[len(current_selection)].effective_amount
if not current_selection:
break
current_selection[-1] = False
utxo = self.txos[len(current_selection) - 1]
current_value -= utxo.effective_amount
else:
utxo = self.txos[len(current_selection)]
current_available_value -= utxo.effective_amount
previous_utxo = self.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 [
self.txos[i] for i, include in enumerate(best_selection) if include
]
return []
def single_random_draw(self) -> List[basetransaction.BaseOutputEffectiveAmountEstimator]:
self.random.shuffle(self.txos, self.random.random)
selection = []
amount = 0
for coin in self.txos:
selection.append(coin)
amount += coin.effective_amount
if amount >= self.target+self.cost_of_change:
return selection
return []