utxo selection

This commit is contained in:
timlucmiptev 2020-11-18 13:39:57 +02:00 committed by ixv
parent 7642fcdc23
commit 77f15b16b2
4 changed files with 90 additions and 25 deletions

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@ -74,6 +74,29 @@ Uses `btc-wallet-hook`, with max-gap=3
:: dbug should show re-filled scans: [xpub %1] :: dbug should show re-filled scans: [xpub %1]
``` ```
### utxo selection
```
=btc -build-file %/lib/btc/hoon
=bwsl -build-file %/lib/btc-wallet-store/hoon
=u (utxo:btc [pos=0 (hash256:btc [wid=32 dat=0xc493.f6f1.4668.5f76.b44f.0c77.ca88.120c.b8bc.89f5.34fe.69b6.8288.27b9.74e6.8849]) height=3 value=0])
=val0 200.000
=val1 500.000
=val2 30
=val3 235.000
=eny1 0v3uc.iuebi.5qilc.l8d87.c1k6n.7iksq.nkobs.8s5he.raq40.9ff0b.5tj3u.kjtg7.aq59e.hatv7.oioam.mlsr4.pqqcd.cnbjn.pnpi2.1m5rt.k4scg
=eny2 0v1gt.mc4ca.lfs0m.q1dal.lqobu.mmlbd.2umnp.lj9dr.4pf4s.pvclr.dps96.4a6i8.rt6n9.krp0r.11kqu.ckqe4.1tmat.gr754.463aj.a4b41.jj7qg
=inputs ~[[u(value val0) %0 0] [u(value val1) %0 2] [u(value val2) %0 1] [u(value val3) %1 2]]
(~(single-random-draw sut:bwsl [*walt:bwsl eny1 400.100 100 2]) inputs)
(~(single-random-draw sut:bwsl [*walt:bwsl eny2 400.100 100 2]) inputs)(~(single-random-draw sut:bwsl [*walt:bwsl eny2 400.100 100 2]) inputs)
```
Above tests w 2 outputs, total fees with 2 inputs of 27.500. Gives:
1. 500.000 input
2. Inputs 0 and 3
## scrys ## scrys
``` ```
.^((list @t) %gx /=btc-wallet-store=/scanned/noun) .^((list @t) %gx /=btc-wallet-store=/scanned/noun)

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@ -258,29 +258,4 @@
|=(=utxo:btc value.utxo) |=(=utxo:btc value.utxo)
add add
(roll values add) (roll values add)
:: Uses naive random selection. Should switch to branch-and-bound later
::
++ select-utxos
|= [target=sats w=walt]
^- (unit (list input))
=/ is=(list input)
%- zing
%+ turn ~(val by wach.w)
|= =addi
%+ turn ~(tap in utxos.addi)
|=(=utxo:btc [utxo chyg.addi idx.addi])
(single-random-draw target is)
::
++ single-random-draw
|= [target=sats is=(list input)]
^- (unit (list input))
=| [selected=(list input) total=sats:btc]
=/ rng ~(. og eny.bowl)
|- ?~ is ~
=^ n rng (rads:rng (lent is))
=/ i (snag n ((list input) is))
=/ new-total (add total value.utxo.i)
?: (gth new-total target)
`[i selected]
$(is t.is, total new-total, selected [i selected])
-- --

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@ -89,4 +89,70 @@
?:(?=(%0 chyg) [idx q.nixt.w] [p.nixt.w idx]) ?:(?=(%0 chyg) [idx q.nixt.w] [p.nixt.w idx])
-- --
-- --
:: sut: door to select utxos
:: targ: target output amount, not including fees
:: feyb: fee in sats per byte
:: outs: number of outputs
::
++ sut
|_ [w=walt eny=@uvJ targ=sats feyb=sats outs=@]
++ meta-weight 10
++ output-weight 31
++ base-weight
^- vbytes
%+ add meta-weight
(mul outs output-weight)
++ input-weight
^- vbytes
?. ?=(%bip84 bipt.w)
~|("Only bech32 wallets supported" !!)
102
::
++ total-vbytes
|= selected=(list input)
^- vbytes
%+ add base-weight
(mul input-weight (lent selected))
:: value of an input after fee
:: 0 if net is <= 0
::
++ net-value
|= val=sats ^- sats
=/ cost (mul input-weight feyb)
?: (lte val cost) 0
(sub val cost)
:: Uses naive random selection. Should switch to branch-and-bound later
::
++ select-utxos
^- (unit (list input))
=/ is=(list input)
%- zing
%+ turn ~(val by wach.w)
|= =addi
%+ turn ~(tap in utxos.addi)
|=(=utxo:btc [utxo chyg.addi idx.addi])
(single-random-draw is)
:: single-random-draw
:: randomly choose utxos until target is hit
:: only use an input if its net-value > 0
::
++ single-random-draw
|= is=(list input)
^- (unit (list input))
=/ rng ~(. og eny)
=/ target (add targ (mul feyb base-weight)) :: add base fees to target
=| [select=(list input) total=sats:btc]
|- ?~ is ~
=^ n rng (rads:rng (lent is))
=/ i=input (snag n ((list input) is))
=/ net-val (net-value value.utxo.i)
=? select (gth net-val 0) [i select] :: select if net-value > 0
=/ new-total (add total net-val)
?: (gte new-total target) `select
%= $
is (oust [n 1] ((list input) is))
total new-total
==
::
--
-- --

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@ -6,6 +6,7 @@
+$ address ?(legacy-address bech32-address) +$ address ?(legacy-address bech32-address)
+$ bipt $?(%bip44 %bip49 %bip84) +$ bipt $?(%bip44 %bip49 %bip84)
+$ sats @ud +$ sats @ud
+$ vbytes @ud
+$ hash256 [wid=%32 dat=@ux] +$ hash256 [wid=%32 dat=@ux]
+$ hash160 [wid=%20 dat=@ux] +$ hash160 [wid=%20 dat=@ux]
+$ hash ?(hash256 hash160) +$ hash ?(hash256 hash160)