Commit Graph

102 Commits

Author SHA1 Message Date
glozow
a067ca3410 [doc] coin selection filters by max cluster count, not descendant
Avoid confusion by clarifying the docs and renaming the variables that
now hold cluster count rather than descendant count. No behavior change.
2026-02-11 11:09:42 -08:00
Ava Chow
d88997b809 Merge bitcoin/bitcoin#34299: wallet: remove PreSelectedInputs and re-activate "AmountWithFeeExceedsBalance" error
48161f6a05 wallet: introduce "tx amount exceeds balance when fees are included" error (stratospher)
b7fa609ed1 wallet: remove PreSelectedInputs (stratospher)
7819da2c16 walllet: use CoinsResult instead of PreSelectedInputs (stratospher)
e5474079f1 wallet: introduce GetAppropriateTotal() in CoinsResult (stratospher)
d8ea921d01 wallet: correctly reserve in CoinsResult::All() (stratospher)
7072d825e3 wallet: ensure COutput added in set are unique (stratospher)
fefa3be782 wallet: fix, make 'total_effective_amount' optional actually optional (stratospher)

Pull request description:

  picks up https://github.com/bitcoin/bitcoin/pull/25269.

  This PR re-implements the code path so that an error message is thrown when a transaction's total amount (including fees) exceeds the available balance. It also refactors the wallet's coin selection code.

  1. the first 3 commits are unrelated to the code but few small bug fixes which are nice to fix. but also kind of impacts the remaining logic. (could PR separately if reviewers wish)
  1. c467325aaf187d7f056bb1ea1cec6b7c4250af2e: make `total_effective_amount` optional actually optional
  2. 2202ab597596c84fc49f8784e823372b7a9efcbe: ensure `set<shared_ptr<COutput>>` has unique COutput
  3. a5ffbbf122d66fc4ad9b2e7c6d7d1dfa1816388e: Correctly reserve size when flattening `CoinsResult.coins` map to vector

  3. the next 3 commits from 4745d5480ca5c3809edd51140e4d2c0433582844 replace the `PreSelectedInputs` struct with `CoinsResult` and removes `PreSelectedInputs`.

  4. the last commit (e664484a6d34c1795ebb0925ab31faea5d64ab00) deals with the error message - `AmountWithFeeExceedsBalance` error inside `WalletModel::prepareTransaction` is never thrown and remains an unused code path. This is because `createTransaction` does not retrieve the fee when the process fails. The fee return arg is set only at the end of the process, when the transaction is successfully created. Therefore, if the transaction creation fails, the fee is not available inside `WalletModel::prepareTransaction` to trigger the `AmountWithFeeExceedsBalance` error.

  This PR re-implements the feature inside `CreateTransactionInternal` and adds test coverage for it.

  | on master | on PR |
  |-----------|-------|
  | <img src="https://github.com/user-attachments/assets/a903e687-2466-42c7-b898-5dec24bfe515" width="750" alt="Insufficient funds" /> | <img src="https://github.com/user-attachments/assets/74bb3c83-6132-4c09-91f0-0a446618b3c8" width="750" alt="AmountWithFeeExceedsBalance" /> |

  the unreachable code path is removed in https://github.com/bitcoin-core/gui/pull/807 which requires this PR.

ACKs for top commit:
  achow101:
    ACK 48161f6a05
  furszy:
    utACK 48161f6

Tree-SHA512: a963fac8d6714f76571df8cf9aff70601536dc6faa4326fbb5892c3f080dc393f0d7c6e2d21879c7a2c898bf0092adb154376d9b0a8929b31575ce9d1d47dec2
2026-02-06 14:30:20 -08:00
stratospher
7072d825e3 wallet: ensure COutput added in set are unique
before #25806, set<COutput> was used and would not
contain same COutputs in the set.

now we use set<shared_ptr<COutput>> and it might be
possible for 2 distinct shared_ptr (different pointer
address but same COutputs) to be added into the set.

so preserve previous behaviour by making sure values
in the set are also distinct
2026-02-06 09:36:22 +05:30
merge-script
d9e651f995 Merge bitcoin/bitcoin#33622: docs: add doc comment for SRD selection algorithm
3400db8040 doc: add missing param description to SRD (yancy)

Pull request description:

  The params documentation is missing `change_fee` and the description is lacking recent changes.

ACKs for top commit:
  murchandamus:
    ACK 3400db8040
  brunoerg:
    code review ACK 3400db8040

Tree-SHA512: 8f6fac0d92873c5c9f77b19fbc0c6ecfb425b2a6b3d5f5ad69c82ed706b21cf4627e68c71acbc43661000e6063e8f8dbcd3b8ff60e3c727bdcba497d13ee1383
2026-01-28 14:38:16 +01:00
yancy
3400db8040 doc: add missing param description to SRD
Co-authored-by: Mark "Murch" Erhardt <murch@murch.one>
2026-01-27 13:55:32 -06:00
MarcoFalke
fa64d8424b refactor: Enforce readability-avoid-const-params-in-decls 2026-01-14 23:04:12 +01:00
MarcoFalke
fa5f297748 scripted-diff: [doc] Unify stale copyright headers
-BEGIN VERIFY SCRIPT-

 sed --in-place --regexp-extended \
   's;( 20[0-2][0-9])(-20[0-2][0-9])? The Bitcoin Core developers;\1-present The Bitcoin Core developers;g' \
   $( git grep -l 'The Bitcoin Core developers' -- ':(exclude)COPYING' ':(exclude)src/ipc/libmultiprocess' ':(exclude)src/minisketch' )

-END VERIFY SCRIPT-
2025-12-16 22:21:15 +01:00
Ava Chow
6a7aa01574 wallet: Remove COutput::spendable and AvailableCoinsListUnspent
In descriptor wallets, we consider all outputs to be spendable as we no
longer have mixed mine and watchonly in a wallet. As such,
COutput::spendable is meaningless and can be removed.

Furthermore, CoinFilterParams::only_spendable can be removed as that was
essentially checking for COutput::spendable.

Lastly, AvailableCoinsListUnspent can also be removed as the wrapper is
now only setting the feerate to std::nullopt which is trivial enough that
a dedicated wrapper is not needed.
2025-08-19 14:49:37 -07:00
ishaanam
da8748ad62 wallet: limit v3 tx weight in coin selection 2025-08-15 10:45:36 -04:00
Ava Chow
efbf4e71ce Merge bitcoin/bitcoin#29523: Wallet: Add max_tx_weight to transaction funding options (take 2)
734076c6de [wallet, rpc]: add `max_tx_weight` to tx funding options (ismaelsadeeq)
b6fc5043c1 [wallet]: update the data type of `change_output_size`, `change_spend_size` and `tx_noinputs_size` to `int` (ismaelsadeeq)
baab0d2d43 [doc]: update reason for deducting change output weight (ismaelsadeeq)
7f61d31a5c [refactor]: update coin selection algorithms input parameter `max_weight` name (ismaelsadeeq)

Pull request description:

  This PR taken over from #29264

  The PR added an option `max_tx_weight` to transaction funding RPC's that ensures the resulting transaction weight does not exceed the specified `max_tx_weight` limit.

  If `max_tx_weight` is not given `MAX_STANDARD_TX_WEIGHT` is used as the max threshold.

  This PR addressed outstanding review comments in #29264

  For more context and rationale behind this PR see https://delvingbitcoin.org/t/lightning-transactions-with-v3-and-ephemeral-anchors/418/11?u=instagibbs

ACKs for top commit:
  achow101:
    ACK 734076c6de
  furszy:
    utACK 734076c6de
  rkrux:
    reACK [734076c](734076c6de)

Tree-SHA512: 013501aa443d239ee2ac01bccfc5296490c27b4edebe5cfca6b96c842375e895e5cfeb5424e82e359be581460f8be92095855763a62779a18ccd5bdfdd7ddce7
2024-07-17 18:27:59 -04:00
MarcoFalke
3333bae9b2 tidy: modernize-use-equals-default 2024-07-08 11:12:01 +02:00
ismaelsadeeq
734076c6de [wallet, rpc]: add max_tx_weight to tx funding options
This allows a transaction's weight to be bound under a certain
weight if possible and desired. This can be beneficial for future
RBF attempts, or whenever a more restricted spend topology is
desired.

Co-authored-by: Greg Sanders <gsanders87@gmail.com>
2024-06-27 15:31:21 +01:00
ismaelsadeeq
b6fc5043c1 [wallet]: update the data type of change_output_size, change_spend_size and tx_noinputs_size to int
- This change ensures consistency in transaction size and weight calculation
  within the wallet and prevents conversion overflow when calculating
  `max_selection_weight`.
2024-06-27 12:37:33 +01:00
ismaelsadeeq
7f61d31a5c [refactor]: update coin selection algorithms input parameter max_weight name
- This commit renames the coin selection algorithms input parameter `max_weight`
  to `max_selection_weight` for clarity.

  The parameter represent the maximum weight of the UTXOs the coin selection algorithm
  should select, not the transaction maximum weight.

- The commit updates the parameter docstring to provide correct description.

- Also updates coin selection unit and fuzzing test variables to match the new name.
2024-06-27 12:37:33 +01:00
Murch
7aa7e30441 Fold GetSelectionWaste() into ComputeAndSetWaste()
Both `GetSelectionWaste()` and `ComputeAndSetWaste()` now are part of
`SelectionResult`. Instead of `ComputeAndSetWaste()` being a wrapper for
`GetSelectionWaste()`, we combine them to a new function
`RecalculateWaste()`.

As I was combining the logic of the two functions, I noticed that
`GetSelectionWaste()` was making the odd assumption that the
`change_cost` being set to zero means that no change is created.
However, if we build transactions at a feerate of zero with the
`discard_feerate` also set to zero, we'd organically have a
`change_cost` of zero, even when we create change on a transaction.

This commit cleans up this duplicate meaning of `change_cost` and relies
on `GetChange()` to figure out whether there is change on basis of the
`min_viable_change` and whatever is left after deducting fees.

Since this broke a bunch of tests that relied on the double-meaning of
`change_cost` a bunch of tests had to be fixed.
2024-05-24 14:53:54 -04:00
Murch
1502231229 coinselection: Track whether CG completed
CoinGrinder may not be able to exhaustively search all potentially
interesting combinations for large UTXO pools, so we keep track of
whether the search was terminated by the iteration limit.
2024-02-09 10:50:10 +01:00
Murch
6cc9a46cd0 coinselection: Add CoinGrinder algorithm
CoinGrinder is a DFS-based coin selection algorithm that
deterministically finds the input set with the lowest weight creating a
change output.
2024-02-09 10:44:32 +01:00
Murch
f18f9ef4d3 Amend bumpfee for inputs with overlapping ancestry
At the end of coin selection reduce the fees by the difference between
the individual bump fee estimates and the collective bump fee estimate.
2023-09-13 15:46:59 -04:00
Murch
2e35e944da 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.
2023-09-13 14:33:58 -04:00
Andrew Chow
3e3e052411 coinselection: Move GetSelectionWaste into SelectionResult
GetSelectionWaste will need to access more context within a selection
result, and so should be a private member function rather than a static
function. It's only use outside of SelectionResult was for tests which
have now been updated to just make a SelectionResult.

Co-authored-by: Murch <murch@murch.one>
2023-09-13 14:33:57 -04:00
Murch
941b8c6539 [bug] Increase SRD target by change_fee
I discovered via fuzzing of another coin selection approach that at
extremely high feerates SRD may find input sets that lead to
transactions without change outputs. This is an unintended outcome since
SRD is meant to always produce a transaction with a change output—we use
other algorithms to specifically search for changeless solutions.

The issue occures when the flat allowance of 50,000 ṩ for change is
insufficient to pay for the creation of a change output with a non-dust
amount, at and above 1,613 ṩ/vB. Increasing the change budget by
change_fees makes SRD behave as expected at any feerates.
2023-06-21 16:19:19 -04:00
TheCharlatan
44de325d95 refactor: Split util::insert into its own file 2023-05-20 12:03:31 +02:00
Andrew Chow
395b932807 Merge bitcoin/bitcoin#26720: wallet: coin selection, don't return results that exceed the max allowed weight
25ab14712b refactor: coinselector_tests, unify wallet creation code (furszy)
ba9431c505 test: coverage for bnb max weight (furszy)
5a2bc45ee0 wallet: clean post coin selection max weight filter (furszy)
2d112584e3 coin selection: BnB, don't return selection if exceeds max allowed tx weight (furszy)
d3a1c098e4 test: coin selection, add coverage for SRD (furszy)
9d9689e5a6 coin selection: heap-ify SRD, don't return selection if exceeds max tx weight (furszy)
6107ec2229 coin selection: knapsack, select closest UTXO above target if result exceeds max tx size (furszy)
1284223691 wallet: refactor coin selection algos to return util::Result (furszy)

Pull request description:

  Coming from the following comment https://github.com/bitcoin/bitcoin/pull/25729#discussion_r1029324367.

  The reason why we are adding hundreds of UTXO from different sources when the target
  amount is covered only by one of them is because only SRD returns a usable result.

  Context:
  In the test, we create 1515 UTXOs with 0.033 BTC each, and 1 UTXO with 50 BTC. Then
  perform Coin Selection to fund 49.5 BTC.

  As the selection of the 1515 small UTXOs exceeds the max allowed tx size, the
  expectation here is to receive a selection result that only contain the big UTXO.
  Which is not happening for the following reason:

  Knapsack returns a result that exceeds the max allowed transaction size, when
  it should return the closest utxo above the target, so we fallback to SRD who
  selects coins randomly up until the target is met. So we end up with a selection
  result with lot more coins than what is needed.

ACKs for top commit:
  S3RK:
    ACK 25ab14712b
  achow101:
    ACK 25ab14712b
  Xekyo:
    reACK 25ab14712b
  theStack:
    Code-review ACK 25ab14712b

Tree-SHA512: 2425de4cc479b4db999b3b2e02eb522a2130a06379cca0418672a51c4076971a1d427191173820db76a0f85a8edfff100114e1c38fb3b5dc51598d07cabe1a60
2023-04-20 16:33:39 -04:00
furszy
2d112584e3 coin selection: BnB, don't return selection if exceeds max allowed tx weight 2023-04-05 09:32:39 -03:00
furszy
9d9689e5a6 coin selection: heap-ify SRD, don't return selection if exceeds max tx weight
Uses a min-effective-value heap, so we can remove the least valuable input/s
while the selected weight exceeds the maximum allowed weight.

Co-authored-by: Murch <murch@murch.one>
2023-04-05 09:32:39 -03:00
furszy
6107ec2229 coin selection: knapsack, select closest UTXO above target if result exceeds max tx size
The simplest scenario where this is useful is on the 'check_max_weight' unit test
already:

We create 1515 UTXOs with 0.033 BTC each, and 1 UTXO with 50 BTC. Then perform
Coin Selection.

As the selection of the 1515 small UTXOs exceeds the max allowed tx size, the
expectation here is to receive a selection result that only contain the big
UTXO (which is not happening for the reasons stated below).

As knapsack returns a result that exceeds the max allowed transaction size, we
fallback to SRD, which selects coins randomly up until the target is met. So
we end up with a selection result with lot more coins than what is needed.
2023-04-05 09:32:39 -03:00
furszy
475c20aa56 wallet: remove coin control arg from AutomaticCoinSelection
we only need the "include unsafe" flag, not all what coin
control stores.
2023-03-08 19:03:40 -03:00
furszy
8a5583131c wallet: remove unused methods
CWallet::DummySignTx, OutputGroupTypeMap::find
2023-03-08 10:32:30 -03:00
furszy
a9aa04183c wallet: OutputGroup, remove unused effective_feerate member 2023-03-08 10:32:30 -03:00
furszy
1284223691 wallet: refactor coin selection algos to return util::Result
so the selection processes can retrieve different errors and not
uninformative std::nullopt
2023-03-07 09:01:57 -03:00
furszy
6a302d40df wallet: single output groups filtering and grouping process
Optimizes coin selection by performing the "group outputs"
procedure only once, outside the "attempt selection" process.

Avoiding the repeated execution of the 'GroupOutputs' operation
that occurs on each coin eligibility filters (up to 8 of them);
then for every coin vector type plus one for all the coins together.

This also let us not perform coin selection over coin eligibility
filtered groups that don't add new elements.
(because, if the previous round failed, and the subsequent one has
the same coins, then this new round will fail again).
2023-03-06 09:45:40 -03:00
furszy
bd91ed1cb2 wallet: unify outputs grouping process
The 'GroupOutputs()' function performs the same
calculations for only-positive and mixed groups,
the only difference is that when we look for
only-positive groups, we discard negative utxos.

So, instead of wasting resources calling GroupOutputs()
for positive-only first, then call it again to include
the negative ones in the result, we can execute
GroupOutputs() only once, including in the response
both group types (positive-only and mixed).
2023-03-06 09:45:40 -03:00
furszy
34f54a0a3a wallet: decouple outputs grouping process from each ChooseSelectionResult
Another step towards the single OutputGroups calculation goal
2023-03-06 09:45:40 -03:00
furszy
461f0821a2 refactor: make OutputGroup::m_outputs field a vector of shared_ptr
Initial steps towards sharing COutput instances across all possible
OutputGroups (instead of copying them time after time).
2023-03-06 09:45:40 -03:00
furszy
06ec8f9928 wallet: make OutputGroup "positive_only" filter explicit
And not hide it inside the `OutputGroup::Insert` method.
This method does not return anything if insertion fails.

We can know before calling `Insert` whether the coin
will be accepted or not.
2023-03-03 18:18:03 -03:00
Andrew Chow
3f8591d46b Merge bitcoin/bitcoin#26661: wallet: Coin Selection, return accurate error messages
76dc547ee7 gui: create tx, launch error dialog if backend throws runtime_error (furszy)
f4d79477ff wallet: coin selection, add duplicated inputs checks (furszy)
0aa065b14e wallet: return accurate error messages from Coin Selection (furszy)
7e8340ab1a wallet: make SelectCoins flow return util::Result (furszy)
e5e147fe97 wallet: refactor eight consecutive 'AttemptSelection' calls into a loop (furszy)

Pull request description:

  Work decoupled from #25806, which cleanup and improves the Coin Selection flow further.

  Adding the capability to propagate specific error messages from the Coin Selection process to the user.
  Instead of always returning the general "Insufficient funds" message which is not always accurate to what happened internally.
  Letting us instruct the user how to proceed under certain circumstances.

  The following error messages were added:

  1) If the selection result exceeds the maximum transaction weight,
     we now will return:
  -> "The inputs size exceeds the maximum weight. Please try sending
  a smaller amount or manually consolidating your wallet's UTXOs".

  2) If the user pre-selected inputs and disallowed the automatic coin
     selection process (no other inputs are allowed), we now will
     return:
  -> "The preselected coins total amount does not cover the transaction
  target. Please allow other inputs to be automatically selected or include
  more coins manually".

  3) The double-counted preset inputs during Coin Selection error will now
  throw an "internal bug detected" message instead of crashing the node.

  The essence of this work comes from several comments:
  1. https://github.com/bitcoin/bitcoin/pull/26560#discussion_r1037395665
  2. https://github.com/bitcoin/bitcoin/pull/25729#discussion_r940619491
  3. https://github.com/bitcoin/bitcoin/pull/25269#pullrequestreview-1135240825
  4. https://github.com/bitcoin/bitcoin/issues/23144 (which is connected to #24845)

ACKs for top commit:
  ishaanam:
    crACK 76dc547ee7
  achow101:
    ACK 76dc547ee7
  aureleoules:
    ACK 76dc547ee7
  theStack:
    ACK 76dc547ee7 🌇

Tree-SHA512: 9de30792d7a5849cae77747aa978e70390b66ee9d082779a56088a024f82e725b0af050e6603aece0ac8229f6d73bc471ba97b4ab69dc7eddf419f5f56ae89a5
2023-01-03 18:53:36 -05:00
Hennadii Stepanov
306ccd4927 scripted-diff: Bump copyright headers
-BEGIN VERIFY SCRIPT-
./contrib/devtools/copyright_header.py update ./
-END VERIFY SCRIPT-

Commits of previous years:
- 2021: f47dda2c58
- 2020: fa0074e2d8
- 2019: aaaaad6ac9
2022-12-24 23:49:50 +00:00
furszy
f4d79477ff wallet: coin selection, add duplicated inputs checks
As no process should be able to trigger this error
using the regular transaction creation process, throw
a runtime_error if happens to tell users/devs to
report the bug if happens.
2022-12-21 23:20:16 -03:00
furszy
e5e147fe97 wallet: refactor eight consecutive 'AttemptSelection' calls into a loop
and remove 'CoinEligibilityFilter' default constructor to prevent
mistakes.
2022-12-21 23:14:50 -03:00
Aurèle Oulès
6b563cae92 wallet: Check max tx weight in coin selector
Co-authored-by: Andrew Chow <github@achow101.com>
2022-12-05 19:32:11 +01:00
S3RK
3282fad599 wallet: add assert to SelectionResult::Merge for safety 2022-12-02 12:39:15 -03:00
furszy
c4e3b7d6a1 wallet: SelectCoins, return early if wallet's UTXOs cannot cover the target
The CoinsResult class will now count the raw total amount and the effective
total amount internally (inside the 'CoinsResult::Add' and 'CoinsResult::Erase'
methods).
So there is no discrepancy between what we add/erase and the total values.
(which is what was happening on the coinselector_test because the 'CoinsResult'
object is manually created there, and we were not keeping the total amount
in sync with the outputs being added/removed).
2022-12-02 12:39:15 -03:00
furszy
295852f619 wallet: encapsulate pre-selected-inputs lookup into its own function
First step towards decoupling the pre-selected-inputs fetching functionality
from `SelectCoins`. Which, will let us not waste resources calculating the
available coins if one of the pre-set inputs has an error.

(right now, if one of the pre-set inputs is invalid, we first walk through
the entire wallet txes map just to end up failing right after it finish)
2022-10-26 15:52:35 -03:00
S3RK
4fef534428 wallet: use GetChange() when computing waste 2022-08-15 09:35:20 +02:00
S3RK
15e97a6886 wallet: add SelectionResult::GetChange 2022-08-15 09:35:20 +02:00
S3RK
72cad28da0 wallet: calculate and store min_viable_change 2022-08-15 09:35:13 +02:00
S3RK
f8e796348b wallet: add SelectionResult::Merge 2022-08-15 09:34:38 +02:00
S3RK
c8cf08ea74 wallet: ensure m_min_change_target always covers change fee 2022-08-15 09:34:26 +02:00
glozow
acda7e8686 [coin selection] consolidate m_change_target and m_min_change_target
These values are both intended for the same thing. Their divergence
seems to be the result of an incomplete rename.
2022-08-11 15:23:21 +01:00
ishaanam
6fbb0edac2 Set effective_value when initializing a COutput
Previously in COutput, effective_value was initialized as the absolute
value of the txout, and fee as 0. effective_value along with fee were
calculated outside of the COutput constructor and set after the
object had been initialized. These changes will allow either the fee
or the feerate to be passed in a COutput constructor. If either are
provided, fee and effective_value are calculated and set in the
constructor. As a result, AvailableCoins also needs to be passed the
feerate when utxos are being spent. When balance is calculated or the
coins are being listed and feerate is neither available nor required,
AvailableCoinsListUnspent is used instead, which runs AvailableCoins
while providing the default value for feerate. Unit tests for the
calculation of effective value have also been added.
2022-05-21 11:25:54 -04:00