def select_coins(target,
fee,
output_size,
min_change,
*,
absolute_fee=False,
consolidate=False,
unspents):
'''
Implementation of Branch-and-Bound coin selection defined in Erhart's
Master's thesis An Evaluation of Coin Selection Strategies here:
http://murch.one/wp-content/uploads/2016/11/erhardt2016coinselection.pdf
:param target: The total amount of the outputs in a transaction for which
we try to select the inputs to spend.
:type target: ``int``
:param fee: The number of satoshi per byte for the fee of the transaction.
:type fee: ``int``
:param output_size: A list containing as int the sizes of each output.
:type output_size: ``list`` of ``int`
:param min_change: The minimum amount of satoshis allowed for the
return/change address if there is no perfect match.
:type min_change: ``int``
:param absolute_fee: Whether or not the parameter ``fee`` should be
repurposed to denote the exact fee amount.
:type absolute_fee: ``bool``
:param consolidate: Whether or not the Branch-and-Bound process for finding
a perfect match should be skipped and all unspents
used directly.
:type consolidate: ``bool``
:param unspents: The UTXOs to use as inputs.
:type unspents: ``list`` of :class:`~bit.network.meta.Unspent`
:raises InsufficientFunds: If ``unspents`` does not contain enough balance
to allow spending matching the target.
'''
# The maximum number of tries for Branch-and-Bound:
BNB_TRIES = 1000000
# COST_OF_OVERHEAD excludes the return address of output_size (last element).
COST_OF_OVERHEAD = (8 + sum(output_size[:-1]) + 1) * fee
def branch_and_bound(d, selected_coins, effective_value, target, fee,
sorted_unspents): # pragma: no cover
nonlocal COST_OF_OVERHEAD, BNB_TRIES
BNB_TRIES -= 1
COST_PER_INPUT = 148 * fee # Just typical estimate values
COST_PER_OUTPUT = 34 * fee
# The target we want to match includes cost of overhead for transaction
target_to_match = target + COST_OF_OVERHEAD
# Allowing to pay fee for a whole input and output is rationally
# correct, but increases the fee-rate dramatically for only few inputs.
match_range = COST_PER_INPUT + COST_PER_OUTPUT
# We could allow to spend up to X% more on the fees if we can find a
# perfect match:
# match_range += int(0.1 * fee * sum(u.vsize for u in selected_coins))
# Check for solution and cut criteria:
if effective_value > target_to_match + match_range:
return []
elif effective_value >= target_to_match:
return selected_coins
elif BNB_TRIES <= 0:
return []
elif d >= len(sorted_unspents):
return []
else:
# Randomly explore next branch:
binary_random = randint(0, 1)
if binary_random:
# Explore inclusion branch first, else omission branch:
effective_value_new = effective_value + sorted_unspents[
d].amount - fee * sorted_unspents[d].vsize
with_this = branch_and_bound(
d + 1, selected_coins + [sorted_unspents[d]],
effective_value_new, target, fee, sorted_unspents)
if with_this != []:
return with_this
else:
without_this = branch_and_bound(d + 1, selected_coins,
effective_value, target,
fee, sorted_unspents)
return without_this
else:
# As above but explore omission branch first:
without_this = branch_and_bound(d + 1, selected_coins,
effective_value, target, fee,
sorted_unspents)
if without_this != []:
return without_this
else:
effective_value_new = effective_value + sorted_unspents[
d].amount - fee * sorted_unspents[d].vsize
with_this = branch_and_bound(
d + 1, selected_coins + [sorted_unspents[d]],
effective_value_new, target, fee, sorted_unspents)
return with_this
sorted_unspents = sorted(unspents, key=lambda u: u.amount, reverse=True)
selected_coins = []
if not consolidate:
# Trying to find a perfect match using Branch-and-Bound:
selected_coins = branch_and_bound(d=0,
selected_coins=[],
effective_value=0,
target=target,
fee=fee,
sorted_unspents=sorted_unspents)
remaining = 0
# Fallback: If no match, Single Random Draw with return address:
if selected_coins == []:
unspents = unspents.copy()
# Since we have no information on the user's spending habit it is
# best practice to randomly select UTXOs until we have enough.
if not consolidate:
# To have a deterministic way of inserting inputs when
# consolidating, we only shuffle the unspents otherwise.
shuffle(unspents)
while unspents:
selected_coins.append(unspents.pop(0))
estimated_fee = estimate_tx_fee(
sum(u.vsize for u in selected_coins), len(selected_coins),
sum(output_size), len(output_size), fee,
any(u.segwit for u in selected_coins))
estimated_fee = fee if absolute_fee else estimated_fee
remaining = sum(u.amount
for u in selected_coins) - target - estimated_fee
if remaining >= min_change and (not consolidate
or len(unspents) == 0):
break
else:
raise InsufficientFunds('Balance {} is less than {} (including '
'fee).'.format(
sum(u.amount for u in selected_coins),
target + min_change + estimated_fee))
return selected_coins, remaining
def sanitize_tx_data(unspents,
outputs,
fee,
leftover,
combine=True,
message=None,
compressed=True,
version='main'):
"""
sanitize_tx_data()
fee is in satoshis per byte.
"""
outputs = outputs.copy()
for i, output in enumerate(outputs):
dest, amount, currency = output
# Sanity check: If spending from main-/testnet, then all output addresses must also be for main-/testnet.
if amount: # ``dest`` could be a text to be stored in the blockchain; but only if ``amount`` is exactly zero.
vs = get_version(dest)
if vs and vs != version:
raise ValueError('Cannot send to ' + vs +
'net address when spending from a ' +
version + 'net address.')
outputs[i] = (dest, currency_to_satoshi_cached(amount, currency))
if not unspents:
raise ValueError('Transactions must have at least one unspent.')
# Temporary storage so all outputs precede messages.
messages = []
if message:
message_chunks = chunk_data(message.encode('utf-8'), MESSAGE_LIMIT)
for message in message_chunks:
messages.append((message, 0))
# Include return address in fee estimate.
total_in = 0
num_outputs = len(outputs) + len(messages) + 1
sum_outputs = sum(out[1] for out in outputs)
if combine:
# calculated_fee is in total satoshis.
calculated_fee = estimate_tx_fee(len(unspents), num_outputs, fee,
compressed)
total_out = sum_outputs + calculated_fee
unspents = unspents.copy()
total_in += sum(unspent.amount for unspent in unspents)
else:
unspents = sorted(unspents, key=lambda x: x.amount)
index = 0
for index, unspent in enumerate(unspents):
total_in += unspent.amount
calculated_fee = estimate_tx_fee(len(unspents[:index + 1]),
num_outputs, fee, compressed)
total_out = sum_outputs + calculated_fee
if total_in >= total_out:
break
unspents[:] = unspents[:index + 1]
remaining = total_in - total_out
if remaining > 0:
outputs.append((leftover, remaining))
elif remaining < 0:
raise InsufficientFunds('Balance {} is less than {} (including '
'fee).'.format(total_in, total_out))
outputs.extend(messages)
return unspents, outputs
def sanitize_tx_data(unspents,
outputs,
fee,
leftover,
combine=True,
message=None,
compressed=True):
outputs = outputs.copy()
for i, output in enumerate(outputs):
dest, amount, currency = output
outputs[i] = (dest, currency_to_satoshi_cached(amount, currency))
if not unspents:
raise ValueError('Transactions must have at least one unspent.')
# Temporary storage so all outputs precede messages.
messages = []
if message:
message_chunks = chunk_data(message.encode('utf-8'), MESSAGE_LIMIT)
for message in message_chunks:
messages.append((message, 0))
# Include return address in fee estimate.
fee = estimate_tx_fee(len(unspents),
len(outputs) + len(messages) + 1, fee, compressed)
total_out = sum(out[1] for out in outputs) + fee
total_in = 0
if combine:
unspents = unspents.copy()
total_in += sum(unspent.amount for unspent in unspents)
else:
unspents = sorted(unspents, key=lambda x: x.amount)
index = 0
for index, unspent in enumerate(unspents):
total_in += unspent.amount
if total_in >= total_out:
break
unspents[:] = unspents[:index + 1]
remaining = total_in - total_out
if remaining > 0:
outputs.append((leftover, remaining))
elif remaining < 0:
raise InsufficientFunds('Balance {} is less than {} (including '
'fee).'.format(total_in, total_out))
outputs.extend(messages)
return unspents, outputs
def sanitize_tx_data(unspents,
outputs,
fee,
leftover,
combine=True,
message=None,
compressed=True):
"""
sanitize_tx_data()
fee is in satoshis per byte.
"""
outputs = outputs.copy()
for i, output in enumerate(outputs):
dest, amount, currency = output
outputs[i] = (dest, currency_to_satoshi_cached(amount, currency))
if not unspents:
raise ValueError('Transactions must have at least one unspent.')
messages = []
if message:
if type(message) == int:
messages.append((int_to_unknown_bytes(message), 0))
else:
messages.append((hex_to_bytes(message), 0))
# Include return address in output count.
num_outputs = len(outputs) + len(messages) + 1
sum_outputs = sum(out[1] for out in outputs)
total_in = 0
if combine:
# calculated_fee is in total satoshis.
calculated_fee = estimate_tx_fee(len(unspents), num_outputs, fee,
compressed)
total_out = sum_outputs + calculated_fee
unspents = unspents.copy()
total_in += sum(unspent.amount for unspent in unspents)
else:
unspents = sorted(unspents, key=lambda x: x.amount)
index = 0
for index, unspent in enumerate(unspents):
total_in += unspent.amount
calculated_fee = estimate_tx_fee(len(unspents[:index + 1]),
num_outputs, fee, compressed)
total_out = sum_outputs + calculated_fee
if total_in >= total_out:
break
unspents[:] = unspents[:index + 1]
remaining = total_in - total_out
if remaining > 0:
outputs.append((leftover, remaining))
elif remaining < 0:
raise InsufficientFunds('Balance {} is less than {} (including '
'fee).'.format(total_in, total_out))
outputs.extend(messages)
return unspents, outputs
