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spend: add warning about fee for ancestor

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jp1ac4 2024-01-18 13:42:52 +00:00
parent a38c1739b6
commit c0d432057d
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GPG Key ID: A7ACD32423568D7B
2 changed files with 131 additions and 20 deletions
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15
src/spend.rs
View File

@ -543,6 +543,7 @@ pub enum SpendTxFees {
#[derive(Debug, Clone, Serialize, Deserialize, PartialEq, Eq)]
pub enum CreateSpendWarning {
ChangeAddedToFee(u64),
AddtionalFeeForAncestors(u64),
}
impl fmt::Display for CreateSpendWarning {
@ -554,6 +555,12 @@ impl fmt::Display for CreateSpendWarning {
amt,
if *amt > 1 {"s"} else {""},
),
CreateSpendWarning::AddtionalFeeForAncestors(amt) => write!(
f,
"An additional fee of {} sat{} has been added to pay for ancestors at the target feerate.",
amt,
if *amt > 1 {"s"} else {""},
),
}
}
}
@ -673,7 +680,7 @@ pub fn create_spend(
selected,
change_amount,
max_change_amount,
..
fee_for_ancestors,
} = {
// At this point the transaction still has no input and no change output, as expected
// by the coins selection helper function.
@ -735,6 +742,12 @@ pub fn create_spend(
));
}
if fee_for_ancestors.to_sat() > 0 {
warnings.push(CreateSpendWarning::AddtionalFeeForAncestors(
fee_for_ancestors.to_sat(),
));
}
// Iterate through selected coins and add necessary information to the PSBT inputs.
let mut psbt_ins = Vec::with_capacity(selected.len());
for cand in &selected {

136
tests/test_spend.py
View File

@ -171,7 +171,16 @@ def test_coin_marked_spent(lianad, bitcoind):
psbt = PSBT.from_base64(res["psbt"])
sign_and_broadcast(psbt)
assert len(psbt.o) == 4
assert len(res["warnings"]) == 0
assert bitcoind.rpc.getmempoolentry(deposit_d)["ancestorsize"] == 165
assert bitcoind.rpc.getmempoolentry(deposit_d)["fees"]["ancestor"] * COIN == 165
# ancestor vsize at feerate 2 sat/vb = ancestor_fee / 2 = 165 / 2 = 82
# extra_weight <= (extra vsize * witness factor) = (165 - 82) * 4 = 332
# additional fee at 2 sat/vb (0.5 sat/wu) = 332 * 0.5 = 166
assert len(res["warnings"]) == 1
assert (
res["warnings"][0]
== "An additional fee of 166 sats has been added to pay for ancestors at the target feerate."
)
# All the spent coins must have been detected as such
all_deposits = (deposit_a, deposit_b, deposit_c, deposit_d)
@ -263,6 +272,7 @@ def test_coin_selection(lianad, bitcoind):
# Coin selection now succeeds.
spend_res_1 = lianad.rpc.createspend({dest_addr_1: 100_000}, [], 2)
assert "psbt" in spend_res_1
assert len(spend_res_1["warnings"]) == 0
# Increase spend amount and we have insufficient funds again even though we
# now have confirmed coins.
assert "missing" in lianad.rpc.createspend({dest_addr_1: 200_000}, [], 2)
@ -280,17 +290,61 @@ def test_coin_selection(lianad, bitcoind):
assert lianad.rpc.listcoins(["unconfirmed"])["coins"][0]["is_change"] is True
assert len(lianad.rpc.listcoins(["spending"])["coins"]) == 1
# We can use unconfirmed change as candidate.
# Depending on the feerate, we'll get a warning about paying extra for the ancestor.
dest_addr_2 = bitcoind.rpc.getnewaddress()
spend_res_2 = lianad.rpc.createspend({dest_addr_2: 10_000}, [], 2)
# If feerate is higher than ancestor, we'll need to pay extra.
# Try 10 sat/vb:
spend_res_2 = lianad.rpc.createspend({dest_addr_2: 10_000}, [], 10)
assert "psbt" in spend_res_2
spend_psbt_2 = PSBT.from_base64(spend_res_2["psbt"])
# The spend is using the unconfirmed change.
assert spend_psbt_2.tx.vin[0].prevout.hash == uint256_from_str(
bytes.fromhex(spend_txid_1)[::-1]
)
assert bitcoind.rpc.getmempoolentry(spend_txid_1)["ancestorsize"] == 161
assert bitcoind.rpc.getmempoolentry(spend_txid_1)["fees"]["ancestor"] * COIN == 339
# ancestor vsize at feerate 10 sat/vb = ancestor_fee / 10 = 339 / 10 = 33
# extra_weight <= (extra vsize * witness factor) = (161 - 33) * 4 = 512
# additional fee at 10 sat/vb (2.5 sat/wu) = 512 * 2.5 = 1280
assert len(spend_res_2["warnings"]) == 1
assert (
spend_res_2["warnings"][0]
== "An additional fee of 1280 sats has been added to pay for ancestors at the target feerate."
)
# Try 3 sat/vb:
spend_res_2 = lianad.rpc.createspend({dest_addr_2: 10_000}, [], 3)
assert "psbt" in spend_res_2
spend_psbt_2 = PSBT.from_base64(spend_res_2["psbt"])
# The spend is using the unconfirmed change.
assert spend_psbt_2.tx.vin[0].prevout.hash == uint256_from_str(
bytes.fromhex(spend_txid_1)[::-1]
)
assert bitcoind.rpc.getmempoolentry(spend_txid_1)["ancestorsize"] == 161
assert bitcoind.rpc.getmempoolentry(spend_txid_1)["fees"]["ancestor"] * COIN == 339
# ancestor vsize at feerate 3 sat/vb = ancestor_fee / 3 = 339 / 3 = 113
# extra_weight <= (extra vsize * witness factor) = (161 - 113) * 4 = 192
# additional fee at 3 sat/vb (0.75 sat/wu) = 192 * 0.75 = 144
assert len(spend_res_2["warnings"]) == 1
assert (
spend_res_2["warnings"][0]
== "An additional fee of 144 sats has been added to pay for ancestors at the target feerate."
)
# 2 sat/vb is same feerate as ancestor and we have no warnings:
spend_res_2 = lianad.rpc.createspend({dest_addr_2: 10_000}, [], 2)
assert "psbt" in spend_res_2
assert len(spend_res_2["warnings"]) == 0
spend_psbt_2 = PSBT.from_base64(spend_res_2["psbt"])
# The spend is using the unconfirmed change.
assert spend_psbt_2.tx.vin[0].prevout.hash == uint256_from_str(
bytes.fromhex(spend_txid_1)[::-1]
)
# Get another coin to check coin selection with more than one candidate.
recv_addr_2 = lianad.rpc.getnewaddress()["address"]
deposit_2 = bitcoind.rpc.sendtoaddress(recv_addr_2, 0.0002) # 20_000 sats
deposit_2 = bitcoind.rpc.sendtoaddress(recv_addr_2, 30_000 / COIN)
wait_for(lambda: len(lianad.rpc.listcoins(["unconfirmed"])["coins"]) == 2)
assert (
len(
@ -302,33 +356,77 @@ def test_coin_selection(lianad, bitcoind):
)
== 1
)
# As only one unconfirmed coin is change, we have insufficient funds.
dest_addr_3 = bitcoind.rpc.getnewaddress()
assert "missing" in lianad.rpc.createspend({dest_addr_3: 30_000}, [], 2)
# Now confirm both coins.
bitcoind.generate_block(1, wait_for_mempool=deposit_2)
wait_for(lambda: len(lianad.rpc.listcoins(["confirmed"])["coins"]) == 2)
spend_res_3 = lianad.rpc.createspend({dest_addr_3: 30_000}, [], 2)
# As only one unconfirmed coin is change, we have insufficient funds.
assert "missing" in lianad.rpc.createspend({dest_addr_3: 20_000}, [], 10)
# If we include both unconfirmed coins manually, it will succeed.
# We'll need to pay extra for each unconfirmed coin's ancestors.
outpoints = [c["outpoint"] for c in lianad.rpc.listcoins(["unconfirmed"])["coins"]]
spend_res_3 = lianad.rpc.createspend({dest_addr_3: 20_000}, outpoints, 10)
assert "psbt" in spend_res_3
assert bitcoind.rpc.getmempoolentry(deposit_2)["ancestorsize"] == 165
assert bitcoind.rpc.getmempoolentry(deposit_2)["fees"]["ancestor"] * COIN == 165
# From above, extra fee for unconfirmed change at 10 sat/vb = 1280.
# For unconfirmed non-change:
# ancestor vsize at feerate 10 sat/vb = ancestor_fee / 10 = 165 / 10 = 16
# extra_weight <= (extra vsize * witness factor) = (165 - 16) * 4 = 596
# additional fee at 10 sat/vb (2.5 sat/wu) = 596 * 2.5 = 1490
# Sum of extra ancestor fees = 1280 + 1490 = 2770.
assert len(spend_res_3["warnings"]) == 1
assert (
spend_res_3["warnings"][0]
== "An additional fee of 2770 sats has been added to pay for ancestors at the target feerate."
)
spend_psbt_3 = PSBT.from_base64(spend_res_3["psbt"])
spend_txid_3 = sign_and_broadcast_psbt(lianad, spend_psbt_3)
mempool_txid_3 = bitcoind.rpc.getmempoolentry(spend_txid_3)
# The effective feerate of new transaction plus ancestor matches the target.
# Note that in the mempool entry, "ancestor" includes spend_txid_3 itself.
assert (
mempool_txid_3["fees"]["ancestor"] * COIN // mempool_txid_3["ancestorsize"]
== 10
)
# The spend_txid_3 transaction itself has a higher feerate.
assert (mempool_txid_3["fees"]["base"] * COIN) // mempool_txid_3["vsize"] > 10
# If we subtract the extra that pays for the ancestor, the feerate is at the target value.
assert ((mempool_txid_3["fees"]["base"] * COIN) - 2770) // mempool_txid_3[
"vsize"
] == 10
# Now confirm the spend.
bitcoind.generate_block(1, wait_for_mempool=spend_txid_3)
wait_for(lambda: len(lianad.rpc.listcoins(["confirmed"])["coins"]) == 1)
# Now create the same spend with auto and manual selection:
dest_addr_4 = bitcoind.rpc.getnewaddress()
spend_res_4 = lianad.rpc.createspend({dest_addr_4: 15_000}, [], 2)
assert "psbt" in spend_res_4
assert len(spend_res_4["warnings"]) == 0
# The transaction contains a change output.
spend_psbt_3 = PSBT.from_base64(spend_res_3["psbt"])
assert len(spend_psbt_3.i) == 2
assert len(spend_psbt_3.o) == 2
assert len(spend_psbt_3.tx.vout) == 2
spend_psbt_4 = PSBT.from_base64(spend_res_4["psbt"])
assert len(spend_psbt_4.i) == 1
assert len(spend_psbt_4.o) == 2
assert len(spend_psbt_4.tx.vout) == 2
# Now create a transaction with manual coin selection using the same outpoints.
outpoints = [
f"{txin.prevout.hash:064x}:{txin.prevout.n}" for txin in spend_psbt_3.tx.vin
f"{txin.prevout.hash:064x}:{txin.prevout.n}" for txin in spend_psbt_4.tx.vin
]
res_manual = lianad.rpc.createspend({dest_addr_3: 30_000}, outpoints, 2)
assert len(outpoints) > 0
res_manual = lianad.rpc.createspend({dest_addr_4: 15_000}, outpoints, 2)
assert len(res_manual["warnings"]) == 0
psbt_manual = PSBT.from_base64(res_manual["psbt"])
# Recipient details are the same for both.
assert spend_psbt_3.tx.vout[0].nValue == psbt_manual.tx.vout[0].nValue
assert spend_psbt_3.tx.vout[0].scriptPubKey == psbt_manual.tx.vout[0].scriptPubKey
# Change amount is the same (change address will be different).
assert spend_psbt_3.tx.vout[1].nValue == psbt_manual.tx.vout[1].nValue
assert spend_psbt_4.tx.vout[0].nValue == psbt_manual.tx.vout[0].nValue
assert spend_psbt_4.tx.vout[0].scriptPubKey == psbt_manual.tx.vout[0].scriptPubKey
# Change details are also the same
# (change address is same as neither transaction has been broadcast)
assert spend_psbt_4.tx.vout[1].nValue == psbt_manual.tx.vout[1].nValue
assert spend_psbt_4.tx.vout[1].scriptPubKey == psbt_manual.tx.vout[1].scriptPubKey
def test_coin_selection_changeless(lianad, bitcoind):