AaronFiore/electrum
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coinchooser: better account for fees in penalty_func

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This commit is contained in:
SomberNight
2019-06-17 19:55:39 +02:00
parent e3c26d7c7a
commit cb204dd969
1 changed files with 16 additions and 5 deletions
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21
electrum/coinchooser.py
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@@ -121,7 +121,7 @@ class CoinChooserBase(Logger):
return list(map(make_Bucket, buckets.keys(), buckets.values()))
def penalty_func(self, tx):
def penalty_func(self, tx, *, fee_for_buckets):
def penalty(candidate):
return 0
return penalty
@@ -251,10 +251,19 @@ class CoinChooserBase(Logger):
total_weight = get_tx_weight(buckets)
return total_input >= spent_amount + fee_estimator_w(total_weight)
def fee_for_buckets(buckets) -> int:
"""Given a list of buckets, return the total fee paid by the
transaction, in satoshis.
Note that the change output(s) are not yet known here,
so fees for those are excluded and hence this is a lower bound.
"""
total_weight = get_tx_weight(buckets)
return fee_estimator_w(total_weight)
# Collect the coins into buckets, choose a subset of the buckets
buckets = self.bucketize_coins(coins)
buckets = self.choose_buckets(buckets, sufficient_funds,
self.penalty_func(tx))
self.penalty_func(tx, fee_for_buckets=fee_for_buckets))
tx.add_inputs([coin for b in buckets for coin in b.coins])
tx_weight = get_tx_weight(buckets)
@@ -379,7 +388,7 @@ class CoinChooserPrivacy(CoinChooserRandom):
def keys(self, coins):
return [coin['address'] for coin in coins]
def penalty_func(self, tx):
def penalty_func(self, tx, *, fee_for_buckets):
min_change = min(o.value for o in tx.outputs()) * 0.75
max_change = max(o.value for o in tx.outputs()) * 1.33
spent_amount = sum(o.value for o in tx.outputs())
@@ -387,8 +396,10 @@ class CoinChooserPrivacy(CoinChooserRandom):
def penalty(buckets):
badness = len(buckets) - 1
total_input = sum(bucket.value for bucket in buckets)
# FIXME "change" here also includes fees
change = float(total_input - spent_amount)
# FIXME fee_for_buckets does not include fees needed to cover the change output(s)
# so fee here is a lower bound
fee = fee_for_buckets(buckets)
change = float(total_input - spent_amount - fee)
# Penalize change not roughly in output range
if change < min_change:
badness += (min_change - change) / (min_change + 10000)