You can not select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
217 lines
8.6 KiB
217 lines
8.6 KiB
#!/usr/bin/env python
|
|
#
|
|
# Electrum - lightweight Bitcoin client
|
|
# Copyright (C) 2011 thomasv@gitorious
|
|
#
|
|
# This program is free software: you can redistribute it and/or modify
|
|
# it under the terms of the GNU General Public License as published by
|
|
# the Free Software Foundation, either version 3 of the License, or
|
|
# (at your option) any later version.
|
|
#
|
|
# This program is distributed in the hope that it will be useful,
|
|
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
|
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
|
# GNU General Public License for more details.
|
|
#
|
|
# 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 collections import defaultdict, namedtuple
|
|
from random import shuffle
|
|
|
|
from bitcoin import COIN
|
|
from transaction import Transaction
|
|
from util import NotEnoughFunds, PrintError, profiler
|
|
|
|
Bucket = namedtuple('Bucket', ['desc', 'size', 'value', 'coins'])
|
|
|
|
class CoinChooserBase(PrintError):
|
|
|
|
def keys(self, coins):
|
|
raise NotImplementedError
|
|
|
|
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 penalty_func(self, tx):
|
|
def penalty(candidate):
|
|
return 0
|
|
return penalty
|
|
|
|
def add_change(self, tx, change_addrs, fee_estimator, dust_threshold):
|
|
# How much is left if we add 1 change output?
|
|
change_amount = tx.get_fee() - fee_estimator(1)
|
|
|
|
# If change is above dust threshold after accounting for the
|
|
# size of the change output, add it to the transaction.
|
|
if change_amount > dust_threshold:
|
|
tx.outputs.append(('address', change_addrs[0], change_amount))
|
|
self.print_error('change', change_amount)
|
|
elif change_amount:
|
|
self.print_error('not keeping dust', change_amount)
|
|
|
|
def make_tx(self, coins, outputs, change_addrs, fee_estimator,
|
|
dust_threshold):
|
|
'''Select unspent coins to spend to pay outputs. If the change is
|
|
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.'''
|
|
|
|
# Copy the ouputs so when adding change we don't modify "outputs"
|
|
tx = Transaction.from_io([], outputs[:])
|
|
# Size of the transaction with no inputs and no change
|
|
base_size = tx.estimated_size()
|
|
# 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, tx.output_value(), fee,
|
|
self.penalty_func(tx))
|
|
|
|
tx.inputs = [coin for b in buckets for coin in b.coins]
|
|
tx_size = base_size + sum(bucket.size for bucket in buckets)
|
|
|
|
# This takes a count of change outputs and returns a tx fee;
|
|
# each pay-to-bitcoin-address output serializes as 34 bytes
|
|
fee = lambda count: fee_estimator(tx_size + count * 34)
|
|
self.add_change(tx, change_addrs, fee, dust_threshold)
|
|
|
|
self.print_error("using %d inputs" % len(tx.inputs))
|
|
self.print_error("using buckets:", [bucket.desc for bucket in buckets])
|
|
|
|
return tx
|
|
|
|
class CoinChooserClassic(CoinChooserBase):
|
|
'''
|
|
The classic electrum algorithm. Chooses coins starting with
|
|
the oldest that are sufficient to cover the spent amount, and
|
|
then removes any unneeded 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, penalty_func):
|
|
'''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]
|
|
|
|
class CoinChooserRandom(CoinChooserBase):
|
|
|
|
def bucket_candidates(self, buckets, sufficient_funds):
|
|
'''Returns a list of bucket sets.'''
|
|
candidates = set()
|
|
|
|
# Add all singletons
|
|
for n, bucket in enumerate(buckets):
|
|
if sufficient_funds([bucket]):
|
|
candidates.add((n, ))
|
|
|
|
# And now some random ones
|
|
attempts = min(100, (len(buckets) - 1) * 10 + 1)
|
|
permutation = range(len(buckets))
|
|
for i in range(attempts):
|
|
# Get a random permutation of the buckets, and
|
|
# incrementally combine buckets until sufficient
|
|
shuffle(permutation)
|
|
bkts = []
|
|
for count, index in enumerate(permutation):
|
|
bkts.append(buckets[index])
|
|
if sufficient_funds(bkts):
|
|
candidates.add(tuple(sorted(permutation[:count + 1])))
|
|
break
|
|
else:
|
|
raise NotEnoughFunds()
|
|
|
|
return [[buckets[n] for n in candidate] for candidate in candidates]
|
|
|
|
def choose_buckets(self, buckets, spent_amount, fee, penalty_func):
|
|
|
|
def sufficient(buckets):
|
|
'''Given a set of buckets, return True if it has enough
|
|
value to pay for the transaction'''
|
|
total_input = sum(bucket.value for bucket in buckets)
|
|
total_size = sum(bucket.size for bucket in buckets)
|
|
return total_input >= spent_amount + fee(total_size)
|
|
|
|
candidates = self.bucket_candidates(buckets, sufficient)
|
|
penalties = [penalty_func(cand) for cand in candidates]
|
|
winner = candidates[penalties.index(min(penalties))]
|
|
self.print_error("Bucket sets:", len(buckets))
|
|
self.print_error("Winning penalty:", min(penalties))
|
|
return winner
|
|
|
|
class CoinChooserPrivacy(CoinChooserRandom):
|
|
'''
|
|
Attempts to better preserve user privacy. First, if any coin is
|
|
spent from a user address, all coins are. Compared to spending
|
|
from other addresses to make up an amount, this reduces
|
|
information leakage about sender holdings. It also helps to
|
|
reduce blockchain UTXO bloat, and reduce future privacy loss
|
|
that would come from reusing that address' remaining UTXOs.
|
|
Second, it penalizes change that is quite different to the sent
|
|
amount. Third, it penalizes change that is too big.'''
|
|
|
|
def keys(self, coins):
|
|
return [coin['address'] for coin in coins]
|
|
|
|
def penalty_func(self, buckets, tx):
|
|
'''Returns a penalty for a candidate set of buckets.'''
|
|
raise NotImplementedError
|
|
|
|
def penalty_func(self, tx):
|
|
min_change = min(o[2] for o in tx.outputs) * 0.75
|
|
max_change = max(o[2] for o in tx.outputs) * 1.33
|
|
spent_amount = sum(o[2] for o in tx.outputs)
|
|
|
|
def penalty(buckets):
|
|
badness = len(buckets) - 1
|
|
total_input = sum(bucket.value for bucket in buckets)
|
|
change = float(total_input - spent_amount)
|
|
# Penalize change not roughly in output range
|
|
if change < min_change:
|
|
badness += (min_change - change) / (min_change + 10000)
|
|
elif change > max_change:
|
|
badness += (change - max_change) / (max_change + 10000)
|
|
# Penalize large change; 5 BTC excess ~= using 1 more input
|
|
badness += change / (COIN * 5)
|
|
return badness
|
|
|
|
return penalty
|
|
|
|
COIN_CHOOSERS = {'Classic': CoinChooserClassic,
|
|
'Privacy': CoinChooserPrivacy}
|
|
|