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better fees estimates

This commit is contained in:
ThomasV
2014-09-07 18:45:06 +02:00
parent cfa833134a
commit 67b9a59d34
5 changed files with 169 additions and 141 deletions

View File

@@ -32,6 +32,7 @@ import struct
import struct
import StringIO
import mmap
import random
NO_SIGNATURE = 'ff'
@@ -497,7 +498,7 @@ class Transaction:
def __str__(self):
if self.raw is None:
self.raw = self.serialize(self.inputs, self.outputs, for_sig = None) # for_sig=-1 means do not sign
self.raw = self.serialize()
return self.raw
def __init__(self, inputs, outputs, locktime=0):
@@ -519,7 +520,6 @@ class Transaction:
self.outputs = map(lambda x: (x['type'], x['address'], x['value']), d['outputs'])
self.locktime = d['lockTime']
@classmethod
def sweep(klass, privkeys, network, to_address, fee):
inputs = []
@@ -594,8 +594,14 @@ class Transaction:
return script
@classmethod
def serialize(klass, inputs, outputs, for_sig = None ):
def serialize(self, for_sig=None):
# for_sig:
# -1 : do not sign, estimate length
# i>=0 : sign input i
# None : add all signatures
inputs = self.inputs
outputs = self.outputs
s = int_to_hex(1,4) # version
s += var_int( len(inputs) ) # number of inputs
@@ -613,11 +619,15 @@ class Transaction:
signatures = filter(lambda x: x is not None, x_signatures)
is_complete = len(signatures) == num_sig
if for_sig is None:
if for_sig in [-1, None]:
# if we have enough signatures, we use the actual pubkeys
# use extended pubkeys (with bip32 derivation)
sig_list = []
if is_complete:
if for_sig == -1:
# we assume that signature will be 0x48 bytes long
pubkeys = txin['pubkeys']
sig_list = [ "00"* 0x48 ] * num_sig
elif is_complete:
pubkeys = txin['pubkeys']
for signature in signatures:
sig_list.append(signature + '01')
@@ -633,13 +643,14 @@ class Transaction:
else:
script = '00' # op_0
script += sig_list
redeem_script = klass.multisig_script(pubkeys,2)
redeem_script = self.multisig_script(pubkeys,2)
script += push_script(redeem_script)
elif for_sig==i:
script = txin['redeemScript'] if p2sh else klass.pay_script('address', address)
script = txin['redeemScript'] if p2sh else self.pay_script('address', address)
else:
script = ''
s += var_int( len(script)/2 ) # script length
s += script
s += "ffffffff" # sequence
@@ -648,7 +659,7 @@ class Transaction:
for output in outputs:
type, addr, amount = output
s += int_to_hex( amount, 8) # amount
script = klass.pay_script(type, addr)
script = self.pay_script(type, addr)
s += var_int( len(script)/2 ) # script length
s += script # script
s += int_to_hex(0,4) # lock time
@@ -656,10 +667,8 @@ class Transaction:
s += int_to_hex(1, 4) # hash type
return s
def tx_for_sig(self,i):
return self.serialize(self.inputs, self.outputs, for_sig = i)
return self.serialize(for_sig = i)
def hash(self):
return Hash(self.raw.decode('hex') )[::-1].encode('hex')
@@ -672,8 +681,20 @@ class Transaction:
txin['signatures'][ii] = sig
txin['x_pubkeys'][ii] = pubkey
self.inputs[i] = txin
self.raw = self.serialize(self.inputs, self.outputs)
self.raw = self.serialize()
def add_input(self, input):
self.inputs.append(input)
self.raw = None
def input_value(self):
return sum([x['value'] for x in self.inputs])
def output_value(self):
return sum([ x[2] for x in self.outputs])
def get_fee(self):
return self.input_value() - self.output_value()
def signature_count(self):
r = 0
@@ -747,9 +768,8 @@ class Transaction:
assert public_key.verify_digest( sig, for_sig, sigdecode = ecdsa.util.sigdecode_der)
self.add_signature(i, pubkey, sig.encode('hex'))
print_error("is_complete", self.is_complete())
self.raw = self.serialize( self.inputs, self.outputs )
self.raw = self.serialize()
def add_pubkey_addresses(self, txlist):
@@ -861,7 +881,7 @@ class Transaction:
def requires_fee(self, verifier):
# see https://en.bitcoin.it/wiki/Transaction_fees
threshold = 57600000
size = len(str(self))/2
size = len(self.serialize(-1))/2
if size >= 10000:
return True

View File

@@ -42,6 +42,7 @@ from mnemonic import Mnemonic
COINBASE_MATURITY = 100
DUST_THRESHOLD = 5430
# internal ID for imported account
IMPORTED_ACCOUNT = '/x'
@@ -163,7 +164,7 @@ class Abstract_Wallet(object):
self.history = storage.get('addr_history',{}) # address -> list(txid, height)
self.fee = int(storage.get('fee_per_kb', 10000))
self.fee_per_kb = int(storage.get('fee_per_kb', 10000))
self.next_addresses = storage.get('next_addresses',{})
@@ -579,60 +580,13 @@ class Abstract_Wallet(object):
coins = coins[1:] + [ coins[0] ]
return [x[1] for x in coins]
def choose_tx_inputs( self, amount, fixed_fee, num_outputs, domain = None, coins = None ):
""" todo: minimize tx size """
total = 0
fee = self.fee if fixed_fee is None else fixed_fee
if not coins:
if domain is None:
domain = self.addresses(True)
for i in self.frozen_addresses:
if i in domain: domain.remove(i)
coins = self.get_unspent_coins(domain)
inputs = []
for item in coins:
if item.get('coinbase') and item.get('height') + COINBASE_MATURITY > self.network.get_local_height():
continue
v = item.get('value')
total += v
inputs.append(item)
fee = self.estimated_fee(inputs, num_outputs) if fixed_fee is None else fixed_fee
if total >= amount + fee: break
else:
inputs = []
return inputs, total, fee
def set_fee(self, fee):
if self.fee != fee:
self.fee = fee
self.storage.put('fee_per_kb', self.fee, True)
if self.fee_per_kb != fee:
self.fee_per_kb = fee
self.storage.put('fee_per_kb', self.fee_per_kb, True)
def estimated_fee(self, inputs, num_outputs):
estimated_size = len(inputs) * 180 + num_outputs * 34 # this assumes non-compressed keys
fee = self.fee * int(math.ceil(estimated_size/1000.))
return fee
def add_tx_change( self, inputs, outputs, amount, fee, total, change_addr=None):
"add change to a transaction"
change_amount = total - ( amount + fee )
if change_amount > DUST_THRESHOLD:
if not change_addr:
# send change to one of the accounts involved in the tx
address = inputs[0].get('address')
account, _ = self.get_address_index(address)
if not self.use_change or account == IMPORTED_ACCOUNT:
change_addr = address
else:
change_addr = self.accounts[account].get_addresses(1)[-self.gap_limit_for_change]
# Insert the change output at a random position in the outputs
posn = random.randint(0, len(outputs))
outputs[posn:posn] = [( 'address', change_addr, change_amount)]
def get_history(self, address):
with self.lock:
@@ -754,22 +708,77 @@ class Abstract_Wallet(object):
return default_label
def make_unsigned_transaction(self, outputs, fee=None, change_addr=None, domain=None, coins=None ):
def estimated_fee(self, tx):
estimated_size = len(tx.serialize(-1))/2
#print_error('estimated_size', estimated_size)
return int(self.fee_per_kb*estimated_size/1024.)
def make_unsigned_transaction(self, outputs, fixed_fee=None, change_addr=None, domain=None, coins=None ):
# check outputs
for type, data, value in outputs:
if type == 'op_return':
assert len(data) < 41, "string too long"
assert value == 0
#assert value == 0
if type == 'address':
assert is_address(data), "Address " + data + " is invalid!"
# get coins
if not coins:
if domain is None:
domain = self.addresses(True)
for i in self.frozen_addresses:
if i in domain: domain.remove(i)
coins = self.get_unspent_coins(domain)
amount = sum( map(lambda x:x[2], outputs) )
inputs, total, fee = self.choose_tx_inputs( amount, fee, len(outputs), domain, coins )
if not inputs:
raise ValueError("Not enough funds")
for txin in inputs:
self.add_input_info(txin)
self.add_tx_change(inputs, outputs, amount, fee, total, change_addr)
run_hook('make_unsigned_transaction', inputs, outputs)
return Transaction(inputs, outputs)
total = 0
inputs = []
tx = Transaction(inputs, outputs)
for item in coins:
if item.get('coinbase') and item.get('height') + COINBASE_MATURITY > self.network.get_local_height():
continue
v = item.get('value')
total += v
self.add_input_info(item)
tx.add_input(item)
fee = fixed_fee if fixed_fee is not None else self.estimated_fee(tx)
if total >= amount + fee: break
else:
print_error("Not enough funds", total, amount, fee)
return None
# change address
if not change_addr:
# send change to one of the accounts involved in the tx
address = inputs[0].get('address')
account, _ = self.get_address_index(address)
if not self.use_change or account == IMPORTED_ACCOUNT:
change_addr = address
else:
change_addr = self.accounts[account].get_addresses(1)[-self.gap_limit_for_change]
# if change is above dust threshold, add a change output.
change_amount = total - ( amount + fee )
if change_amount > DUST_THRESHOLD:
# Insert the change output at a random position in the outputs
posn = random.randint(0, len(tx.outputs))
tx.outputs[posn:posn] = [( 'address', change_addr, change_amount)]
# recompute fee including change output
fee = fixed_fee if fixed_fee is not None else self.estimated_fee(tx)
# remove change output
tx.outputs.pop(posn)
# if change is still above dust threshold, re-add change output.
change_amount = total - ( amount + fee )
if change_amount > DUST_THRESHOLD:
tx.outputs[posn:posn] = [( 'address', change_addr, change_amount)]
print_error('change', change_amount)
else:
print_error('not keeping dust', change_amount)
else:
print_error('not keeping dust', change_amount)
run_hook('make_unsigned_transaction', tx)
return tx
def mktx(self, outputs, password, fee=None, change_addr=None, domain= None, coins = None ):
tx = self.make_unsigned_transaction(outputs, fee, change_addr, domain, coins)