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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.Tests/PayJoinTests.cs
View File

@@ -26,6 +26,7 @@ using NBitcoin;
using NBitcoin.Altcoins;
using NBitcoin.Payment;
using NBitpayClient;
using NBXplorer.Models;
using OpenQA.Selenium;
using Xunit;
using Xunit.Abstractions;
@@ -90,6 +91,45 @@ namespace BTCPayServer.Tests
}
}
[Fact]
[Trait("Integration", "Integration")]
public async Task ChooseBestUTXOsForPayjoin()
{
using (var tester = ServerTester.Create())
{
await tester.StartAsync();
var network = tester.NetworkProvider.GetNetwork<BTCPayNetwork>("BTC");
var controller = tester.PayTester.GetService<PayJoinEndpointController>();
//Only one utxo, so obvious result
var utxos = new[] {FakeUTXO(1.0m)};
var paymentAmount = 0.5m;
var otherOutputs = new[] {0.5m};
var inputs = new[] {1m};
var result = await controller.SelectUTXO(network, utxos, inputs, paymentAmount, otherOutputs);
Assert.Equal(PayJoinEndpointController.PayjoinUtxoSelectionType.Ordered, result.selectionType);
Assert.Contains( result.selectedUTXO, utxo => utxos.Contains(utxo));
//no matter what here, no good selection, it seems that payment with 1 utxo generally makes payjoin coin selection unperformant
utxos = new[] {FakeUTXO(0.3m),FakeUTXO(0.7m)};
paymentAmount = 0.5m;
otherOutputs = new[] {0.5m};
inputs = new[] {1m};
result = await controller.SelectUTXO(network, utxos, inputs, paymentAmount, otherOutputs);
Assert.Equal(PayJoinEndpointController.PayjoinUtxoSelectionType.Ordered, result.selectionType);
//when there is no change, anything works
utxos = new[] {FakeUTXO(1),FakeUTXO(0.1m),FakeUTXO(0.001m),FakeUTXO(0.003m)};
paymentAmount = 0.5m;
otherOutputs = new decimal[0];
inputs = new[] {0.03m, 0.07m};
result = await controller.SelectUTXO(network, utxos, inputs, paymentAmount, otherOutputs);
Assert.Equal(PayJoinEndpointController.PayjoinUtxoSelectionType.HeuristicBased, result.selectionType);
}
}
private Transaction RandomTransaction(BTCPayNetwork network)
{
var tx = network.NBitcoinNetwork.CreateTransaction();
@@ -98,6 +138,15 @@ namespace BTCPayServer.Tests
return tx;
}
private UTXO FakeUTXO(decimal amount)
{
return new UTXO()
{
Value = new Money(amount, MoneyUnit.BTC),
Outpoint = RandomOutpoint()
};
}
private OutPoint RandomOutpoint()
{
return new OutPoint(RandomUtils.GetUInt256(), 0);

45
BTCPayServer/Payments/PayJoin/PayJoinEndpointController.cs
View File

@@ -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);
}
@@ -505,17 +506,23 @@ 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.
@@ -527,19 +534,29 @@ namespace BTCPayServer.Payments.PayJoin
{
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)}))
{
var computedOutputs =
otherOutputs.Concat(new[] {mainPaymentOutput + availableUtxo.Value.GetValue(network)});
if (computedOutputs.Any(output => input > output))
{
//UIH 1 & 2
continue;
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);
}
}
}