kaspad/cmd/kaspawallet/daemon/server/create_unsigned_transaction.go
Ori Newman 1e9ddc42d0
Add fee estimation to wallet (#2291)
* Add fee estimation to wallet

* Add fee rate to kaspawallet parse

* Update go version

* Get rid of golint

* Add RBF support to wallet

* Fix bump_fee UTXO lookup and fix wrong change address

* impl storage mass as per KIP9

* Use CalculateTransactionOverallMass where needed

* Some fixes

* Minor typos

* Fix test

* update version

* BroadcastRBF -> BroadcastReplacement

* rc3

* align proto files to only use camel case (fixed on RK as well)

* Rename to FeePolicy and add MaxFee option + todo

* apply max fee constrains

* increase minChangeTarget to 10kas

* fmt

* Some fixes

* fix description: maximum -> minimum

* put min feerate check in the correct location

* Fix calculateFeeLimits nil handling

* Add validations to CLI flags

* Change to rc6

* Add checkTransactionFeeRate

* Add failed broadcast transactions on send error`

* Fix estimateFee change value

* Estimate fee correctly for --send-all

* On estimateFee always assume that the recipient has ECDSA address

* remove patch version

---------

Co-authored-by: Michael Sutton <msutton@cs.huji.ac.il>
2024-10-22 12:34:54 +03:00

365 lines
11 KiB
Go

package server
import (
"context"
"fmt"
"math"
"github.com/kaspanet/kaspad/cmd/kaspawallet/daemon/pb"
"github.com/kaspanet/kaspad/cmd/kaspawallet/libkaspawallet"
"github.com/kaspanet/kaspad/domain/consensus/model/externalapi"
"github.com/kaspanet/kaspad/domain/consensus/utils/constants"
"github.com/kaspanet/kaspad/domain/consensus/utils/utxo"
"github.com/kaspanet/kaspad/util"
"github.com/pkg/errors"
)
// The minimal change amount to target in order to avoid large storage mass (see KIP9 for more details).
// By having at least 10KAS in the change output we make sure that the storage mass charged for change is
// at most 1000 gram. Generally, if the payment is above 10KAS as well, the resulting storage mass will be
// in the order of magnitude of compute mass and wil not incur additional charges.
// Additionally, every transaction with send value > ~0.1 KAS should succeed (at most ~99K storage mass for payment
// output, thus overall lower than standard mass upper bound which is 100K gram)
const minChangeTarget = constants.SompiPerKaspa * 10
// The current minimal fee rate according to mempool standards
const minFeeRate = 1.0
func (s *server) CreateUnsignedTransactions(_ context.Context, request *pb.CreateUnsignedTransactionsRequest) (
*pb.CreateUnsignedTransactionsResponse, error,
) {
s.lock.Lock()
defer s.lock.Unlock()
unsignedTransactions, err := s.createUnsignedTransactions(request.Address, request.Amount, request.IsSendAll,
request.From, request.UseExistingChangeAddress, request.FeePolicy)
if err != nil {
return nil, err
}
return &pb.CreateUnsignedTransactionsResponse{UnsignedTransactions: unsignedTransactions}, nil
}
func (s *server) calculateFeeLimits(requestFeePolicy *pb.FeePolicy) (feeRate float64, maxFee uint64, err error) {
feeRate = minFeeRate
maxFee = math.MaxUint64
if requestFeePolicy == nil {
requestFeePolicy = &pb.FeePolicy{}
}
switch requestFeePolicy := requestFeePolicy.FeePolicy.(type) {
case *pb.FeePolicy_ExactFeeRate:
feeRate = requestFeePolicy.ExactFeeRate
if feeRate < minFeeRate {
return 0, 0, errors.Errorf("requested fee rate %f is too low, minimum fee rate is %f", feeRate, minFeeRate)
}
case *pb.FeePolicy_MaxFeeRate:
estimate, err := s.rpcClient.GetFeeEstimate()
if err != nil {
return 0, 0, err
}
if requestFeePolicy.MaxFeeRate < minFeeRate {
return 0, 0, errors.Errorf("requested max fee rate %f is too low, minimum fee rate is %f", requestFeePolicy.MaxFeeRate, minFeeRate)
}
feeRate = math.Min(estimate.Estimate.NormalBuckets[0].Feerate, requestFeePolicy.MaxFeeRate)
case *pb.FeePolicy_MaxFee:
estimate, err := s.rpcClient.GetFeeEstimate()
if err != nil {
return 0, 0, err
}
feeRate = estimate.Estimate.NormalBuckets[0].Feerate
maxFee = requestFeePolicy.MaxFee
case nil:
estimate, err := s.rpcClient.GetFeeEstimate()
if err != nil {
return 0, 0, err
}
feeRate = estimate.Estimate.NormalBuckets[0].Feerate
// Default to a bound of max 1 KAS as fee
maxFee = constants.SompiPerKaspa
}
return feeRate, maxFee, nil
}
func (s *server) createUnsignedTransactions(address string, amount uint64, isSendAll bool, fromAddressesString []string, useExistingChangeAddress bool, requestFeePolicy *pb.FeePolicy) ([][]byte, error) {
if !s.isSynced() {
return nil, errors.Errorf("wallet daemon is not synced yet, %s", s.formatSyncStateReport())
}
feeRate, maxFee, err := s.calculateFeeLimits(requestFeePolicy)
if err != nil {
return nil, err
}
// make sure address string is correct before proceeding to a
// potentially long UTXO refreshment operation
toAddress, err := util.DecodeAddress(address, s.params.Prefix)
if err != nil {
return nil, err
}
var fromAddresses []*walletAddress
for _, from := range fromAddressesString {
fromAddress, exists := s.addressSet[from]
if !exists {
return nil, fmt.Errorf("specified from address %s does not exists", from)
}
fromAddresses = append(fromAddresses, fromAddress)
}
changeAddress, changeWalletAddress, err := s.changeAddress(useExistingChangeAddress, fromAddresses)
if err != nil {
return nil, err
}
selectedUTXOs, spendValue, changeSompi, err := s.selectUTXOs(amount, isSendAll, feeRate, maxFee, fromAddresses)
if err != nil {
return nil, err
}
if len(selectedUTXOs) == 0 {
return nil, errors.Errorf("couldn't find funds to spend")
}
payments := []*libkaspawallet.Payment{{
Address: toAddress,
Amount: spendValue,
}}
if changeSompi > 0 {
payments = append(payments, &libkaspawallet.Payment{
Address: changeAddress,
Amount: changeSompi,
})
}
unsignedTransaction, err := libkaspawallet.CreateUnsignedTransaction(s.keysFile.ExtendedPublicKeys,
s.keysFile.MinimumSignatures,
payments, selectedUTXOs)
if err != nil {
return nil, err
}
unsignedTransactions, err := s.maybeAutoCompoundTransaction(unsignedTransaction, toAddress, changeAddress, changeWalletAddress, feeRate, maxFee)
if err != nil {
return nil, err
}
return unsignedTransactions, nil
}
func (s *server) selectUTXOs(spendAmount uint64, isSendAll bool, feeRate float64, maxFee uint64, fromAddresses []*walletAddress) (
selectedUTXOs []*libkaspawallet.UTXO, totalReceived uint64, changeSompi uint64, err error) {
return s.selectUTXOsWithPreselected(nil, map[externalapi.DomainOutpoint]struct{}{}, spendAmount, isSendAll, feeRate, maxFee, fromAddresses)
}
func (s *server) selectUTXOsWithPreselected(preSelectedUTXOs []*walletUTXO, allowUsed map[externalapi.DomainOutpoint]struct{}, spendAmount uint64, isSendAll bool, feeRate float64, maxFee uint64, fromAddresses []*walletAddress) (
selectedUTXOs []*libkaspawallet.UTXO, totalReceived uint64, changeSompi uint64, err error) {
preSelectedSet := make(map[externalapi.DomainOutpoint]struct{})
for _, utxo := range preSelectedUTXOs {
preSelectedSet[*utxo.Outpoint] = struct{}{}
}
totalValue := uint64(0)
dagInfo, err := s.rpcClient.GetBlockDAGInfo()
if err != nil {
return nil, 0, 0, err
}
var fee uint64
iteration := func(utxo *walletUTXO, avoidPreselected bool) (bool, error) {
if (fromAddresses != nil && !walletAddressesContain(fromAddresses, utxo.address)) ||
!s.isUTXOSpendable(utxo, dagInfo.VirtualDAAScore) {
return true, nil
}
if broadcastTime, ok := s.usedOutpoints[*utxo.Outpoint]; ok {
if _, ok := allowUsed[*utxo.Outpoint]; !ok {
if s.usedOutpointHasExpired(broadcastTime) {
delete(s.usedOutpoints, *utxo.Outpoint)
} else {
return true, nil
}
}
}
if avoidPreselected {
if _, ok := preSelectedSet[*utxo.Outpoint]; ok {
return true, nil
}
}
selectedUTXOs = append(selectedUTXOs, &libkaspawallet.UTXO{
Outpoint: utxo.Outpoint,
UTXOEntry: utxo.UTXOEntry,
DerivationPath: s.walletAddressPath(utxo.address),
})
totalValue += utxo.UTXOEntry.Amount()
estimatedRecipientValue := spendAmount
if isSendAll {
estimatedRecipientValue = totalValue
}
fee, err = s.estimateFee(selectedUTXOs, feeRate, maxFee, estimatedRecipientValue)
if err != nil {
return false, err
}
totalSpend := spendAmount + fee
// Two break cases (if not send all):
// 1. totalValue == totalSpend, so there's no change needed -> number of outputs = 1, so a single input is sufficient
// 2. totalValue > totalSpend, so there will be change and 2 outputs, therefor in order to not struggle with --
// 2.1 go-nodes dust patch we try and find at least 2 inputs (even though the next one is not necessary in terms of spend value)
// 2.2 KIP9 we try and make sure that the change amount is not too small
if !isSendAll && (totalValue == totalSpend || (totalValue >= totalSpend+minChangeTarget && len(selectedUTXOs) > 1)) {
return false, nil
}
return true, nil
}
shouldContinue := true
for _, utxo := range preSelectedUTXOs {
shouldContinue, err = iteration(utxo, false)
if err != nil {
return nil, 0, 0, err
}
if !shouldContinue {
break
}
}
if shouldContinue {
for _, utxo := range s.utxosSortedByAmount {
shouldContinue, err := iteration(utxo, true)
if err != nil {
return nil, 0, 0, err
}
if !shouldContinue {
break
}
}
}
var totalSpend uint64
if isSendAll {
totalSpend = totalValue
totalReceived = totalValue - fee
} else {
totalSpend = spendAmount + fee
totalReceived = spendAmount
}
if totalValue < totalSpend {
return nil, 0, 0, errors.Errorf("Insufficient funds for send: %f required, while only %f available",
float64(totalSpend)/constants.SompiPerKaspa, float64(totalValue)/constants.SompiPerKaspa)
}
return selectedUTXOs, totalReceived, totalValue - totalSpend, nil
}
func (s *server) estimateFee(selectedUTXOs []*libkaspawallet.UTXO, feeRate float64, maxFee uint64, recipientValue uint64) (uint64, error) {
fakePubKey := [util.PublicKeySizeECDSA]byte{}
fakeAddr, err := util.NewAddressPublicKeyECDSA(fakePubKey[:], s.params.Prefix) // We assume the worst case where the recipient address is ECDSA. In this case the scriptPubKey will be the longest.
if err != nil {
return 0, err
}
totalValue := uint64(0)
for _, utxo := range selectedUTXOs {
totalValue += utxo.UTXOEntry.Amount()
}
// This is an approximation for the distribution of value between the recipient output and the change output.
var mockPayments []*libkaspawallet.Payment
if totalValue > recipientValue {
mockPayments = []*libkaspawallet.Payment{
{
Address: fakeAddr,
Amount: recipientValue,
},
{
Address: fakeAddr,
Amount: totalValue - recipientValue, // We ignore the fee since we expect it to be insignificant in mass calculation.
},
}
} else {
mockPayments = []*libkaspawallet.Payment{
{
Address: fakeAddr,
Amount: totalValue,
},
}
}
mockTx, err := libkaspawallet.CreateUnsignedTransaction(s.keysFile.ExtendedPublicKeys,
s.keysFile.MinimumSignatures,
mockPayments, selectedUTXOs)
if err != nil {
return 0, err
}
mass, err := s.estimateMassAfterSignatures(mockTx)
if err != nil {
return 0, err
}
return min(uint64(math.Ceil(float64(mass)*feeRate)), maxFee), nil
}
func (s *server) estimateFeePerInput(feeRate float64) (uint64, error) {
mockUTXO := &libkaspawallet.UTXO{
Outpoint: &externalapi.DomainOutpoint{
TransactionID: externalapi.DomainTransactionID{},
Index: 0,
},
UTXOEntry: utxo.NewUTXOEntry(1, &externalapi.ScriptPublicKey{
Script: nil,
Version: 0,
}, false, 0),
DerivationPath: "m",
}
mockTx, err := libkaspawallet.CreateUnsignedTransaction(s.keysFile.ExtendedPublicKeys,
s.keysFile.MinimumSignatures,
nil, []*libkaspawallet.UTXO{mockUTXO})
if err != nil {
return 0, err
}
// Here we use compute mass to avoid dividing by zero. This is ok since `s.estimateFeePerInput` is only used
// in the case of compound transactions that have a compute mass higher than its storage mass.
mass, err := s.estimateComputeMassAfterSignatures(mockTx)
if err != nil {
return 0, err
}
mockTxWithoutUTXO, err := libkaspawallet.CreateUnsignedTransaction(s.keysFile.ExtendedPublicKeys,
s.keysFile.MinimumSignatures,
nil, nil)
if err != nil {
return 0, err
}
massWithoutUTXO, err := s.estimateComputeMassAfterSignatures(mockTxWithoutUTXO)
if err != nil {
return 0, err
}
inputMass := mass - massWithoutUTXO
return uint64(float64(inputMass) * feeRate), nil
}
func walletAddressesContain(addresses []*walletAddress, contain *walletAddress) bool {
for _, address := range addresses {
if *address == *contain {
return true
}
}
return false
}