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Payjoin: Better UIH1 & UIH2 based selection (#1473)

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* Try to make SelectUTXO care about all inputs and outputs

* wip

* wip

* Add test and fix seelctor

* remove space

* review changes

* revert back to index check
This commit is contained in:
Andrew Camilleri
2020-04-27 18:28:21 +02:00
committed by GitHub
parent 94cdd399d5
commit 3801eeec43
2 changed files with 82 additions and 16 deletions
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49
BTCPayServer/Payments/PayJoin/PayJoinEndpointController.cs
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@@ -275,8 +275,9 @@ namespace BTCPayServer.Payments.PayJoin
var prevOuts = originalTx.Inputs.Select(o => o.PrevOut).ToHashSet();
utxos = utxos.Where(u => !prevOuts.Contains(u.Outpoint)).ToArray();
Array.Sort(utxos, UTXODeterministicComparer.Instance);
foreach (var utxo in await SelectUTXO(network, utxos, output.Value,
psbt.Outputs.Where(o => o.Index != output.Index).Select(o => o.Value).ToArray()))
foreach (var utxo in (await SelectUTXO(network, utxos, psbt.Inputs.Select(input => input.WitnessUtxo.Value.ToDecimal(MoneyUnit.BTC)), output.Value.ToDecimal(MoneyUnit.BTC),
psbt.Outputs.Where(psbtOutput => psbtOutput.Index != output.Index).Select(psbtOutput => psbtOutput.Value.ToDecimal(MoneyUnit.BTC)))).selectedUTXO)
{
selectedUTXOs.Add(utxo.Outpoint, utxo);
}
@@ -505,41 +506,57 @@ namespace BTCPayServer.Payments.PayJoin
return o;
}
private async Task<UTXO[]> SelectUTXO(BTCPayNetwork network, UTXO[] availableUtxos, Money paymentAmount,
Money[] otherOutputs)
public enum PayjoinUtxoSelectionType
{
Unavailable,
HeuristicBased,
Ordered
}
[NonAction]
public async Task<(UTXO[] selectedUTXO, PayjoinUtxoSelectionType selectionType)> SelectUTXO(BTCPayNetwork network, UTXO[] availableUtxos, IEnumerable<decimal> otherInputs, decimal mainPaymentOutput,
IEnumerable<decimal> otherOutputs)
{
if (availableUtxos.Length == 0)
return Array.Empty<UTXO>();
return (Array.Empty<UTXO>(), PayjoinUtxoSelectionType.Unavailable);
// Assume the merchant wants to get rid of the dust
HashSet<OutPoint> locked = new HashSet<OutPoint>();
// We don't want to make too many db roundtrip which would be inconvenient for the sender
int maxTries = 30;
int currentTry = 0;
List<UTXO> utxosByPriority = new List<UTXO>();
// UIH = "unnecessary input heuristic", basically "a wallet wouldn't choose more utxos to spend in this scenario".
//
// "UIH1" : one output is smaller than any input. This heuristically implies that that output is not a payment, and must therefore be a change output.
//
// "UIH2": one input is larger than any output. This heuristically implies that no output is a payment, or, to say it better, it implies that this is not a normal wallet-created payment, it's something strange/exotic.
//src: https://gist.github.com/AdamISZ/4551b947789d3216bacfcb7af25e029e#gistcomment-2796539
foreach (var availableUtxo in availableUtxos)
{
if (currentTry >= maxTries)
break;
//we can only check against our input as we dont know the value of the rest.
var input = (Money)availableUtxo.Value;
var paymentAmountSum = input + paymentAmount;
if (otherOutputs.Concat(new[] {paymentAmountSum}).Any(output => input > output))
var invalid = false;
foreach (var input in otherInputs.Concat(new[] {availableUtxo.Value.GetValue(network)}))
{
//UIH 1 & 2
continue;
var computedOutputs =
otherOutputs.Concat(new[] {mainPaymentOutput + availableUtxo.Value.GetValue(network)});
if (computedOutputs.Any(output => input > output))
{
//UIH 1 & 2
invalid = true;
break;
}
}
if (invalid)
{
continue;
}
if (await _payJoinRepository.TryLock(availableUtxo.Outpoint))
{
return new UTXO[] { availableUtxo };
return (new[] {availableUtxo}, PayjoinUtxoSelectionType.HeuristicBased);
}
locked.Add(availableUtxo.Outpoint);
currentTry++;
}
@@ -549,11 +566,11 @@ namespace BTCPayServer.Payments.PayJoin
break;
if (await _payJoinRepository.TryLock(utxo.Outpoint))
{
return new UTXO[] { utxo };
return (new[] {utxo}, PayjoinUtxoSelectionType.Ordered);
}
currentTry++;
}
return Array.Empty<UTXO>();
return (Array.Empty<UTXO>(), PayjoinUtxoSelectionType.Unavailable);
}
}
}