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Bump unconfirmed parent txs to target feerate

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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
2022-11-02 15:20:16 -04:00
parent 3e3e052411
commit 2e35e944da
7 changed files with 588 additions and 6 deletions
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17
src/wallet/spend.cpp
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@@ -162,6 +162,7 @@ util::Result<PreSelectedInputs> FetchSelectedInputs(const CWallet& wallet, const
{
PreSelectedInputs result;
const bool can_grind_r = wallet.CanGrindR();
std::map<COutPoint, CAmount> map_of_bump_fees = wallet.chain().CalculateIndividualBumpFees(coin_control.ListSelected(), coin_selection_params.m_effective_feerate);
for (const COutPoint& outpoint : coin_control.ListSelected()) {
int input_bytes = -1;
CTxOut txout;
@@ -197,6 +198,7 @@ util::Result<PreSelectedInputs> FetchSelectedInputs(const CWallet& wallet, const
/* 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. */
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);
output.ApplyBumpFee(map_of_bump_fees.at(output.outpoint));
result.Insert(output, coin_selection_params.m_subtract_fee_outputs);
}
return result;
@@ -217,6 +219,7 @@ CoinsResult AvailableCoins(const CWallet& wallet,
const int max_depth = {coinControl ? coinControl->m_max_depth : DEFAULT_MAX_DEPTH};
const bool only_safe = {coinControl ? !coinControl->m_include_unsafe_inputs : true};
const bool can_grind_r = wallet.CanGrindR();
std::vector<COutPoint> outpoints;
std::set<uint256> trusted_parents;
for (const auto& entry : wallet.mapWallet)
@@ -334,6 +337,8 @@ CoinsResult AvailableCoins(const CWallet& wallet,
result.Add(GetOutputType(type, is_from_p2sh),
COutput(outpoint, output, nDepth, input_bytes, spendable, solvable, safeTx, wtx.GetTxTime(), tx_from_me, feerate));
outpoints.push_back(outpoint);
// Checks the sum amount of all UTXO's.
if (params.min_sum_amount != MAX_MONEY) {
if (result.GetTotalAmount() >= params.min_sum_amount) {
@@ -348,6 +353,16 @@ CoinsResult AvailableCoins(const CWallet& wallet,
}
}
if (feerate.has_value()) {
std::map<COutPoint, CAmount> map_of_bump_fees = wallet.chain().CalculateIndividualBumpFees(outpoints, feerate.value());
for (auto& [_, outputs] : result.coins) {
for (auto& output : outputs) {
output.ApplyBumpFee(map_of_bump_fees.at(output.outpoint));
}
}
}
return result;
}
@@ -1021,7 +1036,7 @@ static util::Result<CreatedTransactionResult> CreateTransactionInternal(
if (nBytes == -1) {
return util::Error{_("Missing solving data for estimating transaction size")};
}
CAmount fee_needed = coin_selection_params.m_effective_feerate.GetFee(nBytes);
CAmount fee_needed = coin_selection_params.m_effective_feerate.GetFee(nBytes) + result.GetTotalBumpFees();
const CAmount output_value = CalculateOutputValue(txNew);
Assume(recipients_sum + change_amount == output_value);
CAmount current_fee = result.GetSelectedValue() - output_value;