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https://github.com/bitcoin/bitcoin.git
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Bump unconfirmed parent txs to target feerate
When a transaction uses an unconfirmed input, preceding this commit it would not consider the feerate of the parent transaction. Given a parent transaction with a lower ancestor feerate, this resulted in the new transaction's ancestor feerate undershooting the target feerate. This commit changes how we calculate the effective value of unconfirmed UTXOs. The effective value of unconfirmed UTXOs is decreased by the fee necessary to bump its ancestry to the target feerate. This also impacts the calculation of the waste metric: since the estimate for the current fee is increased by the bump fees, unconfirmed UTXOs current fees appear less favorable compared to their unchanged long term fees. This has one caveat: if multiple UTXOs have overlapping ancestries, each of their individual estimates will account for bumping all ancestors.
This commit is contained in:
Murch
@@ -514,6 +514,12 @@ CAmount SelectionResult::GetSelectedEffectiveValue() const
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return std::accumulate(m_selected_inputs.cbegin(), m_selected_inputs.cend(), CAmount{0}, [](CAmount sum, const auto& coin) { return sum + coin->GetEffectiveValue(); });
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}
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CAmount SelectionResult::GetTotalBumpFees() const
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{
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return std::accumulate(m_selected_inputs.cbegin(), m_selected_inputs.cend(), CAmount{0}, [](CAmount sum, const auto& coin) { return sum + coin->ancestor_bump_fees; });
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}
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void SelectionResult::Clear()
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{
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m_selected_inputs.clear();
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@@ -17,6 +17,7 @@
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#include <optional>
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namespace wallet {
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//! lower bound for randomly-chosen target change amount
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static constexpr CAmount CHANGE_LOWER{50000};
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@@ -26,10 +27,10 @@ static constexpr CAmount CHANGE_UPPER{1000000};
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/** A UTXO under consideration for use in funding a new transaction. */
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struct COutput {
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private:
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/** The output's value minus fees required to spend it.*/
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/** The output's value minus fees required to spend it and bump its unconfirmed ancestors to the target feerate. */
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std::optional<CAmount> effective_value;
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/** The fee required to spend this output at the transaction's target feerate. */
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/** The fee required to spend this output at the transaction's target feerate and to bump its unconfirmed ancestors to the target feerate. */
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std::optional<CAmount> fee;
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public:
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@@ -71,6 +72,9 @@ public:
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/** The fee required to spend this output at the consolidation feerate. */
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CAmount long_term_fee{0};
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/** The fee necessary to bump this UTXO's ancestor transactions to the target feerate */
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CAmount ancestor_bump_fees{0};
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COutput(const COutPoint& outpoint, const CTxOut& txout, int depth, int input_bytes, bool spendable, bool solvable, bool safe, int64_t time, bool from_me, const std::optional<CFeeRate> feerate = std::nullopt)
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: outpoint{outpoint},
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txout{txout},
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@@ -83,6 +87,7 @@ public:
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from_me{from_me}
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{
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if (feerate) {
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// base fee without considering potential unconfirmed ancestors
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fee = input_bytes < 0 ? 0 : feerate.value().GetFee(input_bytes);
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effective_value = txout.nValue - fee.value();
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}
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@@ -104,6 +109,16 @@ public:
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return outpoint < rhs.outpoint;
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}
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void ApplyBumpFee(CAmount bump_fee)
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{
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assert(bump_fee >= 0);
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ancestor_bump_fees = bump_fee;
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assert(fee);
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*fee += bump_fee;
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// Note: assert(effective_value - bump_fee == nValue - fee.value());
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effective_value = txout.nValue - fee.value();
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}
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CAmount GetFee() const
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{
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assert(fee.has_value());
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@@ -355,6 +370,8 @@ public:
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[[nodiscard]] CAmount GetSelectedEffectiveValue() const;
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[[nodiscard]] CAmount GetTotalBumpFees() const;
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void Clear();
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void AddInput(const OutputGroup& group);
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@@ -63,7 +63,7 @@ static feebumper::Result PreconditionChecks(const CWallet& wallet, const CWallet
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}
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//! Check if the user provided a valid feeRate
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static feebumper::Result CheckFeeRate(const CWallet& wallet, const CFeeRate& newFeerate, const int64_t maxTxSize, CAmount old_fee, std::vector<bilingual_str>& errors)
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static feebumper::Result CheckFeeRate(const CWallet& wallet, const CMutableTransaction& mtx, const CFeeRate& newFeerate, const int64_t maxTxSize, CAmount old_fee, std::vector<bilingual_str>& errors)
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{
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// check that fee rate is higher than mempool's minimum fee
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// (no point in bumping fee if we know that the new tx won't be accepted to the mempool)
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@@ -80,7 +80,19 @@ static feebumper::Result CheckFeeRate(const CWallet& wallet, const CFeeRate& new
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return feebumper::Result::WALLET_ERROR;
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}
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CAmount new_total_fee = newFeerate.GetFee(maxTxSize);
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std::vector<COutPoint> reused_inputs;
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reused_inputs.reserve(mtx.vin.size());
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for (const CTxIn& txin : mtx.vin) {
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reused_inputs.push_back(txin.prevout);
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}
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std::map<COutPoint, CAmount> bump_fees = wallet.chain().CalculateIndividualBumpFees(reused_inputs, newFeerate);
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CAmount total_bump_fees = 0;
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for (auto& [_, bump_fee] : bump_fees) {
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total_bump_fees += bump_fee;
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}
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CAmount new_total_fee = newFeerate.GetFee(maxTxSize) + total_bump_fees;
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CFeeRate incrementalRelayFee = std::max(wallet.chain().relayIncrementalFee(), CFeeRate(WALLET_INCREMENTAL_RELAY_FEE));
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@@ -283,7 +295,7 @@ Result CreateRateBumpTransaction(CWallet& wallet, const uint256& txid, const CCo
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}
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temp_mtx.vout = txouts;
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const int64_t maxTxSize{CalculateMaximumSignedTxSize(CTransaction(temp_mtx), &wallet, &new_coin_control).vsize};
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Result res = CheckFeeRate(wallet, *new_coin_control.m_feerate, maxTxSize, old_fee, errors);
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Result res = CheckFeeRate(wallet, temp_mtx, *new_coin_control.m_feerate, maxTxSize, old_fee, errors);
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if (res != Result::OK) {
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return res;
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}
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@@ -162,6 +162,7 @@ util::Result<PreSelectedInputs> FetchSelectedInputs(const CWallet& wallet, const
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{
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PreSelectedInputs result;
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const bool can_grind_r = wallet.CanGrindR();
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std::map<COutPoint, CAmount> map_of_bump_fees = wallet.chain().CalculateIndividualBumpFees(coin_control.ListSelected(), coin_selection_params.m_effective_feerate);
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for (const COutPoint& outpoint : coin_control.ListSelected()) {
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int input_bytes = -1;
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CTxOut txout;
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@@ -197,6 +198,7 @@ util::Result<PreSelectedInputs> FetchSelectedInputs(const CWallet& wallet, const
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/* Set some defaults for depth, spendable, solvable, safe, time, and from_me as these don't matter for preset inputs since no selection is being done. */
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COutput output(outpoint, txout, /*depth=*/ 0, input_bytes, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false, coin_selection_params.m_effective_feerate);
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output.ApplyBumpFee(map_of_bump_fees.at(output.outpoint));
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result.Insert(output, coin_selection_params.m_subtract_fee_outputs);
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}
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return result;
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@@ -217,6 +219,7 @@ CoinsResult AvailableCoins(const CWallet& wallet,
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const int max_depth = {coinControl ? coinControl->m_max_depth : DEFAULT_MAX_DEPTH};
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const bool only_safe = {coinControl ? !coinControl->m_include_unsafe_inputs : true};
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const bool can_grind_r = wallet.CanGrindR();
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std::vector<COutPoint> outpoints;
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std::set<uint256> trusted_parents;
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for (const auto& entry : wallet.mapWallet)
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@@ -334,6 +337,8 @@ CoinsResult AvailableCoins(const CWallet& wallet,
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result.Add(GetOutputType(type, is_from_p2sh),
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COutput(outpoint, output, nDepth, input_bytes, spendable, solvable, safeTx, wtx.GetTxTime(), tx_from_me, feerate));
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outpoints.push_back(outpoint);
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// Checks the sum amount of all UTXO's.
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if (params.min_sum_amount != MAX_MONEY) {
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if (result.GetTotalAmount() >= params.min_sum_amount) {
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@@ -348,6 +353,16 @@ CoinsResult AvailableCoins(const CWallet& wallet,
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}
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}
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if (feerate.has_value()) {
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std::map<COutPoint, CAmount> map_of_bump_fees = wallet.chain().CalculateIndividualBumpFees(outpoints, feerate.value());
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for (auto& [_, outputs] : result.coins) {
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for (auto& output : outputs) {
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output.ApplyBumpFee(map_of_bump_fees.at(output.outpoint));
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}
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}
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}
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return result;
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}
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@@ -1021,7 +1036,7 @@ static util::Result<CreatedTransactionResult> CreateTransactionInternal(
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if (nBytes == -1) {
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return util::Error{_("Missing solving data for estimating transaction size")};
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}
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CAmount fee_needed = coin_selection_params.m_effective_feerate.GetFee(nBytes);
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CAmount fee_needed = coin_selection_params.m_effective_feerate.GetFee(nBytes) + result.GetTotalBumpFees();
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const CAmount output_value = CalculateOutputValue(txNew);
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Assume(recipients_sum + change_amount == output_value);
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CAmount current_fee = result.GetSelectedValue() - output_value;
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@@ -954,6 +954,53 @@ BOOST_AUTO_TEST_CASE(waste_test)
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}
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}
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BOOST_AUTO_TEST_CASE(bump_fee_test)
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{
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const CAmount fee{100};
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const CAmount min_viable_change{200};
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const CAmount change_cost{125};
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const CAmount change_fee{35};
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const CAmount fee_diff{40};
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const CAmount target{2 * COIN};
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{
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SelectionResult selection{target, SelectionAlgorithm::MANUAL};
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add_coin(1 * COIN, 1, selection, /*fee=*/fee, /*long_term_fee=*/fee + fee_diff);
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add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
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const std::vector<std::shared_ptr<COutput>> inputs = selection.GetShuffledInputVector();
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for (size_t i = 0; i < inputs.size(); ++i) {
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inputs[i]->ApplyBumpFee(20*(i+1));
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}
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selection.ComputeAndSetWaste(min_viable_change, change_cost, change_fee);
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CAmount expected_waste = fee_diff * -2 + change_cost + /*bump_fees=*/60;
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BOOST_CHECK_EQUAL(expected_waste, selection.GetWaste());
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}
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{
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// Test with changeless transaction
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//
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// Bump fees and excess both contribute fully to the waste score,
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// therefore, a bump fee group discount will not change the waste
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// score as long as we do not create change in both instances.
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CAmount changeless_target = 3 * COIN - 2 * fee - 100;
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SelectionResult selection{changeless_target, SelectionAlgorithm::MANUAL};
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add_coin(1 * COIN, 1, selection, /*fee=*/fee, /*long_term_fee=*/fee + fee_diff);
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add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
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const std::vector<std::shared_ptr<COutput>> inputs = selection.GetShuffledInputVector();
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for (size_t i = 0; i < inputs.size(); ++i) {
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inputs[i]->ApplyBumpFee(20*(i+1));
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}
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selection.ComputeAndSetWaste(min_viable_change, change_cost, change_fee);
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CAmount expected_waste = fee_diff * -2 + /*bump_fees=*/60 + /*excess = 100 - bump_fees*/40;
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BOOST_CHECK_EQUAL(expected_waste, selection.GetWaste());
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}
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}
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BOOST_AUTO_TEST_CASE(effective_value_test)
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{
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const int input_bytes = 148;
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@@ -315,6 +315,7 @@ BASE_SCRIPTS = [
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'wallet_sendall.py --descriptors',
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'wallet_create_tx.py --descriptors',
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'wallet_inactive_hdchains.py --legacy-wallet',
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'wallet_spend_unconfirmed.py',
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'p2p_fingerprint.py',
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'feature_uacomment.py',
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'feature_init.py',
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484
test/functional/wallet_spend_unconfirmed.py
Executable file
484
test/functional/wallet_spend_unconfirmed.py
Executable file
@@ -0,0 +1,484 @@
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#!/usr/bin/env python3
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# Copyright (c) 2022 The Bitcoin Core developers
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# Distributed under the MIT software license, see the accompanying
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# file COPYING or http://www.opensource.org/licenses/mit-license.php.
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from decimal import Decimal, getcontext
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from test_framework.test_framework import BitcoinTestFramework
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from test_framework.util import (
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assert_greater_than_or_equal,
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assert_equal,
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find_vout_for_address,
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)
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class UnconfirmedInputTest(BitcoinTestFramework):
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def add_options(self, parser):
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self.add_wallet_options(parser)
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def set_test_params(self):
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getcontext().prec=9
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self.setup_clean_chain = True
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self.num_nodes = 1
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def setup_and_fund_wallet(self, walletname):
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self.nodes[0].createwallet(walletname)
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wallet = self.nodes[0].get_wallet_rpc(walletname)
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self.def_wallet.sendtoaddress(address=wallet.getnewaddress(), amount=2)
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self.generate(self.nodes[0], 1) # confirm funding tx
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return wallet
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def skip_test_if_missing_module(self):
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self.skip_if_no_wallet()
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def calc_fee_rate(self, tx):
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fee = Decimal(-1e8) * tx["fee"]
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vsize = tx["decoded"]["vsize"]
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return fee / vsize
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def calc_set_fee_rate(self, txs):
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fees = Decimal(-1e8) * sum([tx["fee"] for tx in txs]) # fee is negative!
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vsizes = sum([tx["decoded"]["vsize"] for tx in txs])
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return fees / vsizes
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def assert_spends_only_parents(self, tx, parent_txids):
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parent_checklist = parent_txids.copy()
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number_inputs = len(tx["decoded"]["vin"])
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assert_equal(number_inputs, len(parent_txids))
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for i in range(number_inputs):
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txid_of_input = tx["decoded"]["vin"][i]["txid"]
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assert txid_of_input in parent_checklist
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parent_checklist.remove(txid_of_input)
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def assert_undershoots_target(self, tx):
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resulting_fee_rate = self.calc_fee_rate(tx)
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assert_greater_than_or_equal(self.target_fee_rate, resulting_fee_rate)
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def assert_beats_target(self, tx):
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resulting_fee_rate = self.calc_fee_rate(tx)
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assert_greater_than_or_equal(resulting_fee_rate, self.target_fee_rate)
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# Meta-Test: try feerate testing function on confirmed UTXO
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def test_target_feerate_confirmed(self):
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self.log.info("Start test feerate with confirmed input")
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wallet = self.setup_and_fund_wallet("confirmed_wallet")
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ancestor_aware_txid = wallet.sendtoaddress(address=self.def_wallet.getnewaddress(), amount=0.5, fee_rate=self.target_fee_rate)
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ancestor_aware_tx = wallet.gettransaction(txid=ancestor_aware_txid, verbose=True)
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self.assert_beats_target(ancestor_aware_tx)
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wallet.unloadwallet()
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# Spend unconfirmed UTXO from high-feerate parent
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def test_target_feerate_unconfirmed_high(self):
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self.log.info("Start test feerate with high feerate unconfirmed input")
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wallet = self.setup_and_fund_wallet("unconfirmed_high_wallet")
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# Send unconfirmed transaction with high feerate to testing wallet
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parent_txid = wallet.sendtoaddress(address=wallet.getnewaddress(), amount=1, fee_rate=3*self.target_fee_rate)
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parent_tx = wallet.gettransaction(txid=parent_txid, verbose=True)
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self.assert_beats_target(parent_tx)
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ancestor_aware_txid = wallet.sendtoaddress(address=self.def_wallet.getnewaddress(), amount=0.5, fee_rate=self.target_fee_rate)
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ancestor_aware_tx = wallet.gettransaction(txid=ancestor_aware_txid, verbose=True)
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self.assert_spends_only_parents(ancestor_aware_tx, [parent_txid])
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self.assert_beats_target(ancestor_aware_tx)
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wallet.unloadwallet()
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# Spend unconfirmed UTXO from low-feerate parent. Expect that parent gets
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# bumped to target feerate.
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def test_target_feerate_unconfirmed_low(self):
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self.log.info("Start test feerate with low feerate unconfirmed input")
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wallet = self.setup_and_fund_wallet("unconfirmed_low_wallet")
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parent_txid = wallet.sendtoaddress(address=wallet.getnewaddress(), amount=1, fee_rate=1)
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parent_tx = wallet.gettransaction(txid=parent_txid, verbose=True)
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self.assert_undershoots_target(parent_tx)
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ancestor_aware_txid = wallet.sendtoaddress(address=self.def_wallet.getnewaddress(), amount=0.5, fee_rate=self.target_fee_rate)
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ancestor_aware_tx = wallet.gettransaction(txid=ancestor_aware_txid, verbose=True)
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self.assert_spends_only_parents(ancestor_aware_tx, [parent_txid])
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self.assert_beats_target(ancestor_aware_tx)
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resulting_ancestry_fee_rate = self.calc_set_fee_rate([parent_tx, ancestor_aware_tx])
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assert_greater_than_or_equal(resulting_ancestry_fee_rate, self.target_fee_rate)
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assert_greater_than_or_equal(self.target_fee_rate*1.01, resulting_ancestry_fee_rate)
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wallet.unloadwallet()
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# Spend UTXO with unconfirmed low feerate parent and grandparent
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# txs. Expect that both ancestors get bumped to target feerate.
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def test_chain_of_unconfirmed_low(self):
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self.log.info("Start test with parent and grandparent tx")
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wallet = self.setup_and_fund_wallet("unconfirmed_low_chain_wallet")
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grandparent_txid = wallet.sendtoaddress(address=wallet.getnewaddress(), amount=1.8, fee_rate=1)
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gp_tx = wallet.gettransaction(txid=grandparent_txid, verbose=True)
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self.assert_undershoots_target(gp_tx)
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parent_txid = wallet.sendtoaddress(address=wallet.getnewaddress(), amount=1.5, fee_rate=2)
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p_tx = wallet.gettransaction(txid=parent_txid, verbose=True)
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self.assert_undershoots_target(p_tx)
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ancestor_aware_txid = wallet.sendtoaddress(address=self.def_wallet.getnewaddress(), amount=1.3, fee_rate=self.target_fee_rate)
|
||||
ancestor_aware_tx = wallet.gettransaction(txid=ancestor_aware_txid, verbose=True)
|
||||
self.assert_spends_only_parents(ancestor_aware_tx, [parent_txid])
|
||||
|
||||
self.assert_beats_target(ancestor_aware_tx)
|
||||
resulting_ancestry_fee_rate = self.calc_set_fee_rate([gp_tx, p_tx, ancestor_aware_tx])
|
||||
assert_greater_than_or_equal(resulting_ancestry_fee_rate, self.target_fee_rate)
|
||||
assert_greater_than_or_equal(self.target_fee_rate*1.01, resulting_ancestry_fee_rate)
|
||||
|
||||
wallet.unloadwallet()
|
||||
|
||||
# Spend unconfirmed UTXOs from two low feerate parent txs.
|
||||
def test_two_low_feerate_unconfirmed_parents(self):
|
||||
self.log.info("Start test with two unconfirmed parent txs")
|
||||
wallet = self.setup_and_fund_wallet("two_parents_wallet")
|
||||
|
||||
# Add second UTXO to tested wallet
|
||||
self.def_wallet.sendtoaddress(address=wallet.getnewaddress(), amount=2)
|
||||
self.generate(self.nodes[0], 1) # confirm funding tx
|
||||
|
||||
parent_one_txid = wallet.sendtoaddress(address=wallet.getnewaddress(), amount=1.5, fee_rate=2)
|
||||
p_one_tx = wallet.gettransaction(txid=parent_one_txid, verbose=True)
|
||||
self.assert_undershoots_target(p_one_tx)
|
||||
|
||||
parent_two_txid = wallet.sendtoaddress(address=wallet.getnewaddress(), amount=1.5, fee_rate=1)
|
||||
p_two_tx = wallet.gettransaction(txid=parent_two_txid, verbose=True)
|
||||
self.assert_undershoots_target(p_two_tx)
|
||||
|
||||
ancestor_aware_txid = wallet.sendtoaddress(address=self.def_wallet.getnewaddress(), amount=2.8, fee_rate=self.target_fee_rate)
|
||||
ancestor_aware_tx = wallet.gettransaction(txid=ancestor_aware_txid, verbose=True)
|
||||
self.assert_spends_only_parents(ancestor_aware_tx, [parent_one_txid, parent_two_txid])
|
||||
|
||||
self.assert_beats_target(ancestor_aware_tx)
|
||||
resulting_ancestry_fee_rate = self.calc_set_fee_rate([p_one_tx, p_two_tx, ancestor_aware_tx])
|
||||
assert_greater_than_or_equal(resulting_ancestry_fee_rate, self.target_fee_rate)
|
||||
assert_greater_than_or_equal(self.target_fee_rate*1.01, resulting_ancestry_fee_rate)
|
||||
|
||||
wallet.unloadwallet()
|
||||
|
||||
# Spend two unconfirmed inputs, one each from low and high feerate parents
|
||||
def test_mixed_feerate_unconfirmed_parents(self):
|
||||
self.log.info("Start test with two unconfirmed parent txs one of which has a higher feerate")
|
||||
wallet = self.setup_and_fund_wallet("two_mixed_parents_wallet")
|
||||
|
||||
# Add second UTXO to tested wallet
|
||||
self.def_wallet.sendtoaddress(address=wallet.getnewaddress(), amount=2)
|
||||
self.generate(self.nodes[0], 1) # confirm funding tx
|
||||
|
||||
high_parent_txid = wallet.sendtoaddress(address=wallet.getnewaddress(), amount=1.5, fee_rate=self.target_fee_rate*2)
|
||||
p_high_tx = wallet.gettransaction(txid=high_parent_txid, verbose=True)
|
||||
# This time the parent is greater than the child
|
||||
self.assert_beats_target(p_high_tx)
|
||||
|
||||
parent_low_txid = wallet.sendtoaddress(address=wallet.getnewaddress(), amount=1.5, fee_rate=1)
|
||||
p_low_tx = wallet.gettransaction(txid=parent_low_txid, verbose=True)
|
||||
# Other parent needs bump
|
||||
self.assert_undershoots_target(p_low_tx)
|
||||
|
||||
ancestor_aware_txid = wallet.sendtoaddress(address=self.def_wallet.getnewaddress(), amount=2.8, fee_rate=self.target_fee_rate)
|
||||
ancestor_aware_tx = wallet.gettransaction(txid=ancestor_aware_txid, verbose=True)
|
||||
self.assert_spends_only_parents(ancestor_aware_tx, [parent_low_txid, high_parent_txid])
|
||||
|
||||
self.assert_beats_target(ancestor_aware_tx)
|
||||
resulting_ancestry_fee_rate = self.calc_set_fee_rate([p_high_tx, p_low_tx, ancestor_aware_tx])
|
||||
assert_greater_than_or_equal(resulting_ancestry_fee_rate, self.target_fee_rate)
|
||||
|
||||
resulting_bumped_ancestry_fee_rate = self.calc_set_fee_rate([p_low_tx, ancestor_aware_tx])
|
||||
assert_greater_than_or_equal(resulting_bumped_ancestry_fee_rate, self.target_fee_rate)
|
||||
assert_greater_than_or_equal(self.target_fee_rate*1.01, resulting_bumped_ancestry_fee_rate)
|
||||
|
||||
wallet.unloadwallet()
|
||||
|
||||
# Spend from chain with high feerate grandparent and low feerate parent
|
||||
def test_chain_of_high_low(self):
|
||||
self.log.info("Start test with low parent and high grandparent tx")
|
||||
wallet = self.setup_and_fund_wallet("high_low_chain_wallet")
|
||||
|
||||
grandparent_txid = wallet.sendtoaddress(address=wallet.getnewaddress(), amount=1.8, fee_rate=self.target_fee_rate * 10)
|
||||
gp_tx = wallet.gettransaction(txid=grandparent_txid, verbose=True)
|
||||
# grandparent has higher feerate
|
||||
self.assert_beats_target(gp_tx)
|
||||
|
||||
parent_txid = wallet.sendtoaddress(address=wallet.getnewaddress(), amount=1.5, fee_rate=1)
|
||||
# parent is low feerate
|
||||
p_tx = wallet.gettransaction(txid=parent_txid, verbose=True)
|
||||
self.assert_undershoots_target(p_tx)
|
||||
|
||||
ancestor_aware_txid = wallet.sendtoaddress(address=self.def_wallet.getnewaddress(), amount=1.3, fee_rate=self.target_fee_rate)
|
||||
ancestor_aware_tx = wallet.gettransaction(txid=ancestor_aware_txid, verbose=True)
|
||||
self.assert_spends_only_parents(ancestor_aware_tx, [parent_txid])
|
||||
|
||||
self.assert_beats_target(ancestor_aware_tx)
|
||||
resulting_ancestry_fee_rate = self.calc_set_fee_rate([p_tx, ancestor_aware_tx])
|
||||
assert_greater_than_or_equal(resulting_ancestry_fee_rate, self.target_fee_rate)
|
||||
assert_greater_than_or_equal(self.target_fee_rate*1.01, resulting_ancestry_fee_rate)
|
||||
resulting_ancestry_fee_rate_with_high_feerate_gp = self.calc_set_fee_rate([gp_tx, p_tx, ancestor_aware_tx])
|
||||
# Check that we bumped the parent without relying on the grandparent
|
||||
assert_greater_than_or_equal(resulting_ancestry_fee_rate_with_high_feerate_gp, self.target_fee_rate*1.1)
|
||||
|
||||
wallet.unloadwallet()
|
||||
|
||||
# Spend UTXO from chain of unconfirmed transactions with low feerate
|
||||
# grandparent and even lower feerate parent
|
||||
def test_chain_of_high_low_below_target_feerate(self):
|
||||
self.log.info("Start test with low parent and higher low grandparent tx")
|
||||
wallet = self.setup_and_fund_wallet("low_and_lower_chain_wallet")
|
||||
|
||||
grandparent_txid = wallet.sendtoaddress(address=wallet.getnewaddress(), amount=1.8, fee_rate=5)
|
||||
gp_tx = wallet.gettransaction(txid=grandparent_txid, verbose=True)
|
||||
|
||||
# grandparent has higher feerate, but below target
|
||||
self.assert_undershoots_target(gp_tx)
|
||||
|
||||
parent_txid = wallet.sendtoaddress(address=wallet.getnewaddress(), amount=1.5, fee_rate=1)
|
||||
p_tx = wallet.gettransaction(txid=parent_txid, verbose=True)
|
||||
# parent even lower
|
||||
self.assert_undershoots_target(p_tx)
|
||||
|
||||
ancestor_aware_txid = wallet.sendtoaddress(address=self.def_wallet.getnewaddress(), amount=1.3, fee_rate=self.target_fee_rate)
|
||||
ancestor_aware_tx = wallet.gettransaction(txid=ancestor_aware_txid, verbose=True)
|
||||
self.assert_spends_only_parents(ancestor_aware_tx, [parent_txid])
|
||||
|
||||
self.assert_beats_target(ancestor_aware_tx)
|
||||
resulting_ancestry_fee_rate = self.calc_set_fee_rate([gp_tx, p_tx, ancestor_aware_tx])
|
||||
assert_greater_than_or_equal(resulting_ancestry_fee_rate, self.target_fee_rate)
|
||||
assert_greater_than_or_equal(self.target_fee_rate*1.01, resulting_ancestry_fee_rate)
|
||||
|
||||
wallet.unloadwallet()
|
||||
|
||||
# Test fee calculation when bumping while using subtract fee from output (SFFO)
|
||||
def test_target_feerate_unconfirmed_low_sffo(self):
|
||||
self.log.info("Start test feerate with low feerate unconfirmed input, while subtracting from output")
|
||||
wallet = self.setup_and_fund_wallet("unconfirmed_low_wallet_sffo")
|
||||
|
||||
parent_txid = wallet.sendtoaddress(address=wallet.getnewaddress(), amount=1, fee_rate=1)
|
||||
parent_tx = wallet.gettransaction(txid=parent_txid, verbose=True)
|
||||
|
||||
self.assert_undershoots_target(parent_tx)
|
||||
|
||||
ancestor_aware_txid = wallet.sendtoaddress(address=self.def_wallet.getnewaddress(), amount=0.5, fee_rate=self.target_fee_rate, subtractfeefromamount=True)
|
||||
ancestor_aware_tx = wallet.gettransaction(txid=ancestor_aware_txid, verbose=True)
|
||||
|
||||
self.assert_spends_only_parents(ancestor_aware_tx, [parent_txid])
|
||||
|
||||
self.assert_beats_target(ancestor_aware_tx)
|
||||
resulting_ancestry_fee_rate = self.calc_set_fee_rate([parent_tx, ancestor_aware_tx])
|
||||
assert_greater_than_or_equal(resulting_ancestry_fee_rate, self.target_fee_rate)
|
||||
assert_greater_than_or_equal(self.target_fee_rate*1.01, resulting_ancestry_fee_rate)
|
||||
|
||||
wallet.unloadwallet()
|
||||
|
||||
# Test that parents of preset unconfirmed inputs get cpfp'ed
|
||||
def test_preset_input_cpfp(self):
|
||||
self.log.info("Start test with preset input from low feerate unconfirmed transaction")
|
||||
wallet = self.setup_and_fund_wallet("preset_input")
|
||||
|
||||
parent_txid = wallet.sendtoaddress(address=wallet.getnewaddress(), amount=1, fee_rate=1)
|
||||
parent_tx = wallet.gettransaction(txid=parent_txid, verbose=True)
|
||||
|
||||
self.assert_undershoots_target(parent_tx)
|
||||
|
||||
number_outputs = len(parent_tx["decoded"]["vout"])
|
||||
assert_equal(number_outputs, 2)
|
||||
|
||||
# we don't care which of the two outputs we spent, they're both ours
|
||||
ancestor_aware_txid = wallet.send(outputs=[{self.def_wallet.getnewaddress(): 0.5}], fee_rate=self.target_fee_rate, options={"add_inputs": True, "inputs": [{"txid": parent_txid, "vout": 0}]})["txid"]
|
||||
ancestor_aware_tx = wallet.gettransaction(txid=ancestor_aware_txid, verbose=True)
|
||||
|
||||
self.assert_spends_only_parents(ancestor_aware_tx, [parent_txid])
|
||||
|
||||
self.assert_beats_target(ancestor_aware_tx)
|
||||
resulting_ancestry_fee_rate = self.calc_set_fee_rate([parent_tx, ancestor_aware_tx])
|
||||
assert_greater_than_or_equal(resulting_ancestry_fee_rate, self.target_fee_rate)
|
||||
assert_greater_than_or_equal(self.target_fee_rate*1.01, resulting_ancestry_fee_rate)
|
||||
|
||||
wallet.unloadwallet()
|
||||
|
||||
# Test that RBFing a transaction with unconfirmed input gets the right feerate
|
||||
def test_rbf_bumping(self):
|
||||
self.log.info("Start test to rbf a transaction unconfirmed input to bump it")
|
||||
wallet = self.setup_and_fund_wallet("bump")
|
||||
|
||||
parent_txid = wallet.sendtoaddress(address=wallet.getnewaddress(), amount=1, fee_rate=1)
|
||||
parent_tx = wallet.gettransaction(txid=parent_txid, verbose=True)
|
||||
|
||||
self.assert_undershoots_target(parent_tx)
|
||||
|
||||
to_be_rbfed_ancestor_aware_txid = wallet.sendtoaddress(address=self.def_wallet.getnewaddress(), amount=0.5, fee_rate=self.target_fee_rate)
|
||||
ancestor_aware_tx = wallet.gettransaction(txid=to_be_rbfed_ancestor_aware_txid, verbose=True)
|
||||
|
||||
self.assert_spends_only_parents(ancestor_aware_tx, [parent_txid])
|
||||
|
||||
self.assert_beats_target(ancestor_aware_tx)
|
||||
resulting_ancestry_fee_rate = self.calc_set_fee_rate([parent_tx, ancestor_aware_tx])
|
||||
assert_greater_than_or_equal(resulting_ancestry_fee_rate, self.target_fee_rate)
|
||||
assert_greater_than_or_equal(self.target_fee_rate*1.01, resulting_ancestry_fee_rate)
|
||||
|
||||
bumped_ancestor_aware_txid = wallet.bumpfee(txid=to_be_rbfed_ancestor_aware_txid, options={"fee_rate": self.target_fee_rate * 2} )["txid"]
|
||||
bumped_ancestor_aware_tx = wallet.gettransaction(txid=bumped_ancestor_aware_txid, verbose=True)
|
||||
self.assert_spends_only_parents(ancestor_aware_tx, [parent_txid])
|
||||
|
||||
resulting_bumped_fee_rate = self.calc_fee_rate(bumped_ancestor_aware_tx)
|
||||
assert_greater_than_or_equal(resulting_bumped_fee_rate, 2*self.target_fee_rate)
|
||||
resulting_bumped_ancestry_fee_rate = self.calc_set_fee_rate([parent_tx, bumped_ancestor_aware_tx])
|
||||
assert_greater_than_or_equal(resulting_bumped_ancestry_fee_rate, 2*self.target_fee_rate)
|
||||
assert_greater_than_or_equal(2*self.target_fee_rate*1.01, resulting_bumped_ancestry_fee_rate)
|
||||
|
||||
wallet.unloadwallet()
|
||||
|
||||
# Test that new transaction ignores sibling transaction with low feerate
|
||||
def test_sibling_tx_gets_ignored(self):
|
||||
self.log.info("Start test where a low-fee sibling tx gets created and check that bumping ignores it")
|
||||
wallet = self.setup_and_fund_wallet("ignore-sibling")
|
||||
|
||||
parent_txid = wallet.sendtoaddress(address=wallet.getnewaddress(), amount=1, fee_rate=2)
|
||||
parent_tx = wallet.gettransaction(txid=parent_txid, verbose=True)
|
||||
|
||||
self.assert_undershoots_target(parent_tx)
|
||||
|
||||
# create sibling tx
|
||||
sibling_txid = wallet.sendtoaddress(address=self.def_wallet.getnewaddress(), amount=0.9, fee_rate=1)
|
||||
sibling_tx = wallet.gettransaction(txid=sibling_txid, verbose=True)
|
||||
self.assert_undershoots_target(sibling_tx)
|
||||
|
||||
# spend both outputs from parent transaction
|
||||
ancestor_aware_txid = wallet.sendtoaddress(address=self.def_wallet.getnewaddress(), amount=0.5, fee_rate=self.target_fee_rate)
|
||||
ancestor_aware_tx = wallet.gettransaction(txid=ancestor_aware_txid, verbose=True)
|
||||
|
||||
self.assert_spends_only_parents(ancestor_aware_tx, [parent_txid])
|
||||
|
||||
self.assert_beats_target(ancestor_aware_tx)
|
||||
resulting_ancestry_fee_rate = self.calc_set_fee_rate([parent_tx, ancestor_aware_tx])
|
||||
assert_greater_than_or_equal(resulting_ancestry_fee_rate, self.target_fee_rate)
|
||||
assert_greater_than_or_equal(self.target_fee_rate*1.01, resulting_ancestry_fee_rate)
|
||||
|
||||
wallet.unloadwallet()
|
||||
|
||||
# Test that new transaction only pays for itself when high feerate sibling pays for parent
|
||||
def test_sibling_tx_bumps_parent(self):
|
||||
self.log.info("Start test where a high-fee sibling tx bumps the parent")
|
||||
wallet = self.setup_and_fund_wallet("generous-sibling")
|
||||
|
||||
parent_txid = wallet.sendtoaddress(address=wallet.getnewaddress(), amount=1, fee_rate=1)
|
||||
parent_tx = wallet.gettransaction(txid=parent_txid, verbose=True)
|
||||
self.assert_undershoots_target(parent_tx)
|
||||
|
||||
# create sibling tx
|
||||
sibling_txid = wallet.sendtoaddress(address=self.def_wallet.getnewaddress(), amount=0.9, fee_rate=3*self.target_fee_rate)
|
||||
sibling_tx = wallet.gettransaction(txid=sibling_txid, verbose=True)
|
||||
self.assert_beats_target(sibling_tx)
|
||||
|
||||
# spend both outputs from parent transaction
|
||||
ancestor_aware_txid = wallet.sendtoaddress(address=self.def_wallet.getnewaddress(), amount=0.5, fee_rate=self.target_fee_rate)
|
||||
ancestor_aware_tx = wallet.gettransaction(txid=ancestor_aware_txid, verbose=True)
|
||||
|
||||
self.assert_spends_only_parents(ancestor_aware_tx, [parent_txid])
|
||||
|
||||
self.assert_beats_target(ancestor_aware_tx)
|
||||
# Child is only paying for itself…
|
||||
resulting_fee_rate = self.calc_fee_rate(ancestor_aware_tx)
|
||||
assert_greater_than_or_equal(1.05 * self.target_fee_rate, resulting_fee_rate)
|
||||
# …because sibling bumped to parent to ~50 s/vB, while our target is 30 s/vB
|
||||
resulting_ancestry_fee_rate_sibling = self.calc_set_fee_rate([parent_tx, sibling_tx])
|
||||
assert_greater_than_or_equal(resulting_ancestry_fee_rate_sibling, self.target_fee_rate)
|
||||
# and our resulting "ancestry feerate" is therefore BELOW target feerate
|
||||
resulting_ancestry_fee_rate = self.calc_set_fee_rate([parent_tx, ancestor_aware_tx])
|
||||
assert_greater_than_or_equal(self.target_fee_rate, resulting_ancestry_fee_rate)
|
||||
|
||||
wallet.unloadwallet()
|
||||
|
||||
# Spend a confirmed and an unconfirmed input at the same time
|
||||
def test_confirmed_and_unconfirmed_parent(self):
|
||||
self.log.info("Start test with one unconfirmed and one confirmed input")
|
||||
wallet = self.setup_and_fund_wallet("confirmed_and_unconfirmed_wallet")
|
||||
confirmed_parent_txid = wallet.sendtoaddress(address=wallet.getnewaddress(), amount=1, fee_rate=self.target_fee_rate)
|
||||
self.generate(self.nodes[0], 1) # Wallet has two confirmed UTXOs of ~1BTC each
|
||||
unconfirmed_parent_txid = wallet.sendtoaddress(address=wallet.getnewaddress(), amount=0.5, fee_rate=0.5*self.target_fee_rate)
|
||||
|
||||
# wallet has one confirmed UTXO of 1BTC and two unconfirmed UTXOs of ~0.5BTC each
|
||||
ancestor_aware_txid = wallet.sendtoaddress(address=self.def_wallet.getnewaddress(), amount=1.4, fee_rate=self.target_fee_rate)
|
||||
ancestor_aware_tx = wallet.gettransaction(txid=ancestor_aware_txid, verbose=True)
|
||||
self.assert_spends_only_parents(ancestor_aware_tx, [confirmed_parent_txid, unconfirmed_parent_txid])
|
||||
resulting_fee_rate = self.calc_fee_rate(ancestor_aware_tx)
|
||||
assert_greater_than_or_equal(resulting_fee_rate, self.target_fee_rate)
|
||||
|
||||
wallet.unloadwallet()
|
||||
|
||||
def test_external_input_unconfirmed_low(self):
|
||||
self.log.info("Send funds to an external wallet then build tx that bumps parent by spending external input")
|
||||
wallet = self.setup_and_fund_wallet("test_external_wallet")
|
||||
|
||||
external_address = self.def_wallet.getnewaddress()
|
||||
address_info = self.def_wallet.getaddressinfo(external_address)
|
||||
external_descriptor = address_info["desc"]
|
||||
parent_txid = wallet.sendtoaddress(address=external_address, amount=1, fee_rate=1)
|
||||
parent_tx = wallet.gettransaction(txid=parent_txid, verbose=True)
|
||||
|
||||
self.assert_undershoots_target(parent_tx)
|
||||
|
||||
spend_res = wallet.send(outputs=[{self.def_wallet.getnewaddress(): 0.5}], fee_rate=self.target_fee_rate, options={"inputs":[{"txid":parent_txid, "vout":find_vout_for_address(self.nodes[0], parent_txid, external_address)}], "solving_data":{"descriptors":[external_descriptor]}})
|
||||
signed_psbt = self.def_wallet.walletprocesspsbt(spend_res["psbt"])
|
||||
external_tx = self.def_wallet.finalizepsbt(signed_psbt["psbt"])
|
||||
ancestor_aware_txid = self.def_wallet.sendrawtransaction(external_tx["hex"])
|
||||
|
||||
ancestor_aware_tx = self.def_wallet.gettransaction(txid=ancestor_aware_txid, verbose=True)
|
||||
|
||||
self.assert_spends_only_parents(ancestor_aware_tx, [parent_txid])
|
||||
|
||||
self.assert_beats_target(ancestor_aware_tx)
|
||||
resulting_ancestry_fee_rate = self.calc_set_fee_rate([parent_tx, ancestor_aware_tx])
|
||||
assert_greater_than_or_equal(resulting_ancestry_fee_rate, self.target_fee_rate)
|
||||
assert_greater_than_or_equal(self.target_fee_rate*1.01, resulting_ancestry_fee_rate)
|
||||
|
||||
wallet.unloadwallet()
|
||||
|
||||
|
||||
def run_test(self):
|
||||
self.log.info("Starting UnconfirmedInputTest!")
|
||||
self.target_fee_rate = 30
|
||||
self.def_wallet = self.nodes[0].get_wallet_rpc(self.default_wallet_name)
|
||||
self.generate(self.nodes[0], 110)
|
||||
|
||||
self.test_target_feerate_confirmed()
|
||||
|
||||
self.test_target_feerate_unconfirmed_high()
|
||||
|
||||
self.test_target_feerate_unconfirmed_low()
|
||||
|
||||
self.test_chain_of_unconfirmed_low()
|
||||
|
||||
self.test_two_low_feerate_unconfirmed_parents()
|
||||
|
||||
self.test_mixed_feerate_unconfirmed_parents()
|
||||
|
||||
self.test_chain_of_high_low()
|
||||
|
||||
self.test_chain_of_high_low_below_target_feerate()
|
||||
|
||||
self.test_target_feerate_unconfirmed_low_sffo()
|
||||
|
||||
self.test_preset_input_cpfp()
|
||||
|
||||
self.test_rbf_bumping()
|
||||
|
||||
self.test_sibling_tx_gets_ignored()
|
||||
|
||||
self.test_sibling_tx_bumps_parent()
|
||||
|
||||
self.test_confirmed_and_unconfirmed_parent()
|
||||
|
||||
self.test_external_input_unconfirmed_low()
|
||||
|
||||
if __name__ == '__main__':
|
||||
UnconfirmedInputTest().main()
|
||||
Reference in New Issue
Block a user