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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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47
src/wallet/test/coinselector_tests.cpp
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@@ -954,6 +954,53 @@ BOOST_AUTO_TEST_CASE(waste_test)
}
}
BOOST_AUTO_TEST_CASE(bump_fee_test)
{
const CAmount fee{100};
const CAmount min_viable_change{200};
const CAmount change_cost{125};
const CAmount change_fee{35};
const CAmount fee_diff{40};
const CAmount target{2 * COIN};
{
SelectionResult selection{target, SelectionAlgorithm::MANUAL};
add_coin(1 * COIN, 1, selection, /*fee=*/fee, /*long_term_fee=*/fee + fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
const std::vector<std::shared_ptr<COutput>> inputs = selection.GetShuffledInputVector();
for (size_t i = 0; i < inputs.size(); ++i) {
inputs[i]->ApplyBumpFee(20*(i+1));
}
selection.ComputeAndSetWaste(min_viable_change, change_cost, change_fee);
CAmount expected_waste = fee_diff * -2 + change_cost + /*bump_fees=*/60;
BOOST_CHECK_EQUAL(expected_waste, selection.GetWaste());
}
{
// Test with changeless transaction
//
// Bump fees and excess both contribute fully to the waste score,
// therefore, a bump fee group discount will not change the waste
// score as long as we do not create change in both instances.
CAmount changeless_target = 3 * COIN - 2 * fee - 100;
SelectionResult selection{changeless_target, SelectionAlgorithm::MANUAL};
add_coin(1 * COIN, 1, selection, /*fee=*/fee, /*long_term_fee=*/fee + fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
const std::vector<std::shared_ptr<COutput>> inputs = selection.GetShuffledInputVector();
for (size_t i = 0; i < inputs.size(); ++i) {
inputs[i]->ApplyBumpFee(20*(i+1));
}
selection.ComputeAndSetWaste(min_viable_change, change_cost, change_fee);
CAmount expected_waste = fee_diff * -2 + /*bump_fees=*/60 + /*excess = 100 - bump_fees*/40;
BOOST_CHECK_EQUAL(expected_waste, selection.GetWaste());
}
}
BOOST_AUTO_TEST_CASE(effective_value_test)
{
const int input_bytes = 148;