Use bucketing to choose coins

Bucketing is generalization of coin chooser logic that makes it easy
to implement other algorithms.

- Put core coin chooser functionality in base class.
- Specialize derived class to implement classic electrum algorithm of
  oldest coins first.  One bucket per output.

No intended change in behaviour.
Coin chooser now sorts the coins as it wants; remove redundant sorting
from get_spendable_coins().

lib/coinchooser.py

@@ -16,13 +16,28 @@
 # You should have received a copy of the GNU General Public License
 # along with this program. If not, see <http://www.gnu.org/licenses/>.
 
-from operator import itemgetter
+from collections import defaultdict, namedtuple
 
 from util import NotEnoughFunds, PrintError, profiler
 from transaction import Transaction
 
+Bucket = namedtuple('Bucket', ['desc', 'size', 'value', 'coins'])
 
-class CoinChooser(PrintError):
+class CoinChooserBase(PrintError):
+
+    def bucketize_coins(self, coins):
+        keys = self.keys(coins)
+        buckets = defaultdict(list)
+        for key, coin in zip(keys, coins):
+            buckets[key].append(coin)
+
+        def make_Bucket(desc, coins):
+            size = sum(Transaction.estimated_input_size(coin)
+                       for coin in coins)
+            value = sum(coin['value'] for coin in coins)
+            return Bucket(desc, size, value, coins)
+
+        return map(make_Bucket, buckets.keys(), buckets.values())
 
     def make_tx(self, coins, outputs, change_addrs, fee_estimator,
                 dust_threshold):
@@ -30,47 +45,71 @@ class CoinChooser(PrintError):
         greater than dust_threshold (after adding the change output to
         the transaction) it is kept, otherwise none is sent and it is
         added to the transaction fee.'''
-        amount = sum(map(lambda x: x[2], outputs))
-        total = 0
-        tx = Transaction.from_io([], outputs)
+        output_total = sum(map(lambda x: x[2], outputs))
 
         # Size of the transaction with no inputs and no change
+        tx = Transaction.from_io([], outputs)
         base_size = tx.estimated_size()
-        # Pay to bitcoin address serializes as 34 bytes
-        change_size = 34
-        # Size of each serialized coin
-        for coin in coins:
-            coin['size'] = Transaction.estimated_input_size(coin)
-
-        size = base_size
-        # add inputs, sorted by age
-        for item in coins:
-            v = item.get('value')
-            total += v
-            size += item['size']
-            tx.add_input(item)
-            if total >= amount + fee_estimator(size):
-                break
-        else:
-            raise NotEnoughFunds()
+        # Returns fee given input size
+        fee = lambda input_size: fee_estimator(base_size + input_size)
+
+        # Collect the coins into buckets, choose a subset of the buckets
+        buckets = self.bucketize_coins(coins)
+        buckets = self.choose_buckets(buckets, output_total, fee)
 
-        # remove unneeded inputs.
-        for item in sorted(tx.inputs, key=itemgetter('value')):
-            v = item.get('value')
-            if total - v >= amount + fee_estimator(size - item['size']):
-                tx.inputs.remove(item)
-                total -= v
-                size -= item['size']
         self.print_error("using %d inputs" % len(tx.inputs))
+        self.print_error("using buckets:", [bucket.desc for bucket in buckets])
+
+        tx.inputs = [coin for b in buckets for coin in b.coins]
+        input_total = sum(bucket.value for bucket in buckets)
+        tx_size = base_size + sum(bucket.size for bucket in buckets)
 
         # If change is above dust threshold after accounting for the
         # size of the change output, add it to the transaction.
-        change_amount = total - (amount + fee_estimator(size + change_size))
+        # Pay to bitcoin address serializes as 34 bytes
+        change_size = 34
+        fee = fee_estimator(tx_size + change_size)
+        change_amount = input_total - (output_total + fee)
         if change_amount > dust_threshold:
             tx.outputs.append(('address', change_addrs[0], change_amount))
-            size += change_size
             self.print_error('change', change_amount)
         elif change_amount:
             self.print_error('not keeping dust', change_amount)
 
         return tx
+
+class CoinChooser(CoinChooserBase):
+    '''The original electrum algorithm.  Chooses coins starting with the
+    oldest that are sufficient to cover the spent amount, and then
+    removes any not needed starting with the smallest in value.'''
+
+    def keys(self, coins):
+        return [coin['prevout_hash'] + ':' + str(coin['prevout_n'])
+                for coin in coins]
+
+    def choose_buckets(self, buckets, spent_amount, fee):
+        '''Spend the oldest buckets first.'''
+        # Unconfirmed coins are young, not old
+        adj_height = lambda height: 99999999 if height == 0 else height
+        buckets.sort(key = lambda b: max(adj_height(coin['height'])
+                                         for coin in b.coins))
+        selected, value, size = [], 0, 0
+        for bucket in buckets:
+            selected.append(bucket)
+            value += bucket.value
+            size += bucket.size
+            if value >= spent_amount + fee(size):
+                break
+        else:
+            raise NotEnoughFunds()
+
+        # Remove unneeded inputs starting with the smallest.
+        selected.sort(key = lambda b: b.value)
+        dropped = []
+        for bucket in selected:
+            if value - bucket.value >= spent_amount + fee(size - bucket.size):
+                value -= bucket.value
+                size -= bucket.size
+                dropped.append(bucket)
+
+        return [bucket for bucket in selected if bucket not in dropped]

lib/wallet.py

@@ -627,15 +627,9 @@ class Abstract_Wallet(PrintError):
                     'height':tx_height,
                     'coinbase':is_cb
                 }
-                coins.append((tx_height, output))
+                coins.append(output)
                 continue
-        # sort by age
-        if coins:
-            coins = sorted(coins)
-            if coins[-1][0] != 0:
-                while coins[0][0] == 0:
-                    coins = coins[1:] + [ coins[0] ]
-        return [value for height, value in coins]
+        return coins
 
     def get_max_amount(self, config, inputs, fee):
         sendable = sum(map(lambda x:x['value'], inputs))