Merge ElementsProject#843: Support fee estimation for fees lower than…

… 1 sat/byte

8aab8a2 Optimize size estimation in FundTransaction (Steven Roose)
6939a72 Support fee estimation for fees lower than 1 sat/byte (Steven Roose)

Pull request description:

  The fee estimation buckets also have a minimum of 1000 sat/kB.

  This PR lowers that limit and also discards old estimates files.

Tree-SHA512: a097915b4f8f31cb2185afbbf6a247816945f1bfe01469260a1f4c90fed36eea2b7ec63b85143c35e335f9fc6877d7392b8969fc2ab1811c27e67bc94b4d6133

src/blind.h

@@ -17,6 +17,8 @@
 //! ELEMENTS:
 // 52-bit rangeproof size
 static const size_t DEFAULT_RANGEPROOF_SIZE = 4174;
+// constant-size surjection proof
+static const size_t SURJECTION_PROOF_SIZE = 67;
 // 32 bytes of asset type, 32 bytes of asset blinding factor in sidechannel
 static const size_t SIDECHANNEL_MSG_SIZE = 64;
 

src/policy/fees.cpp

@@ -901,7 +901,9 @@ bool CBlockPolicyEstimator::Write(CAutoFile& fileout) const
 {
     try {
         LOCK(m_cs_fee_estimator);
-        fileout << 149900; // version required to read: 0.14.99 or later
+        //ELEMENTS: We upped this from 0.14.99 in upstream because
+        // we changed the bucket sizes.
+        fileout << 180107; // version required to read: 0.18.1.7
         fileout << CLIENT_VERSION; // version that wrote the file
         fileout << nBestSeenHeight;
         if (BlockSpan() > HistoricalBlockSpan()/2) {
@@ -938,6 +940,9 @@ bool CBlockPolicyEstimator::Read(CAutoFile& filein)
 
         if (nVersionRequired < 149900) {
             LogPrintf("%s: incompatible old fee estimation data (non-fatal). Version: %d\n", __func__, nVersionRequired);
+        } else if (nVersionThatWrote < 180107) {
+            //ELEMENTS: we changed the buckets in 0.18.1.7
+            LogPrintf("%s: incompatible old fee estimation data (non-fatal). Version: %d\n", __func__, nVersionThatWrote);
         } else { // New format introduced in 149900
             unsigned int nFileHistoricalFirst, nFileHistoricalBest;
             filein >> nFileHistoricalFirst >> nFileHistoricalBest;

src/policy/fees.h

@@ -174,8 +174,8 @@ class CBlockPolicyEstimator
      * invalidates old estimates files. So leave it at 1000 unless it becomes
      * necessary to lower it, and then lower it substantially.
      */
-    static constexpr double MIN_BUCKET_FEERATE = 1000;
-    static constexpr double MAX_BUCKET_FEERATE = 1e7;
+    static constexpr double MIN_BUCKET_FEERATE = 100;
+    static constexpr double MAX_BUCKET_FEERATE = 1e6;
 
     /** Spacing of FeeRate buckets
      * We have to lump transactions into buckets based on feerate, but we want to be able

src/wallet/wallet.cpp

@@ -3223,6 +3223,7 @@ bool CWallet::CreateTransaction(interfaces::Chain::Lock& locked_chain, const std
                 change_prototype_txout.nAsset.vchCommitment.resize(33);
                 coin_selection_params.change_output_size = GetSerializeSize(change_prototype_txout);
                 coin_selection_params.change_output_size += DEFAULT_RANGEPROOF_SIZE/WITNESS_SCALE_FACTOR;
+                coin_selection_params.change_output_size += SURJECTION_PROOF_SIZE/WITNESS_SCALE_FACTOR;
             }
 
             CFeeRate discard_rate = GetDiscardRate(*this, ::feeEstimator);
@@ -3266,6 +3267,14 @@ bool CWallet::CreateTransaction(interfaces::Chain::Lock& locked_chain, const std
 
                 // vouts to the payees
                 coin_selection_params.tx_noinputs_size = 11; // Static vsize overhead + outputs vsize. 4 nVersion, 4 nLocktime, 1 input count, 1 output count, 1 witness overhead (dummy, flag, stack size)
+
+                // Account for the fee output in the tx.
+                if (g_con_elementsmode) {
+                    CTxOut fee(::policyAsset, nFeeRet, CScript());
+                    assert(fee.IsFee());
+                    coin_selection_params.tx_noinputs_size += ::GetSerializeSize(fee, PROTOCOL_VERSION);
+                }
+
                 for (const CRecipient& recipient : vecSend)
                 {
                     CTxOut txout(recipient.asset, recipient.nAmount, recipient.scriptPubKey);
@@ -3287,8 +3296,6 @@ bool CWallet::CreateTransaction(interfaces::Chain::Lock& locked_chain, const std
                             txout.nValue = txout.nValue.GetAmount() - nFeeRet % nSubtractFeeFromAmount;
                         }
                     }
-                    // Include the fee cost for outputs. Note this is only used for BnB right now
-                    coin_selection_params.tx_noinputs_size += ::GetSerializeSize(txout, PROTOCOL_VERSION);
                     // ELEMENTS: Core's logic isn't great here. We should be computing
                     // cost of making output + future spend. We're not as concerned
                     // about dust anyways, so let's focus upstream.
@@ -3305,12 +3312,18 @@ bool CWallet::CreateTransaction(interfaces::Chain::Lock& locked_chain, const std
                             strFailReason = _("Transaction amount too small");
                         return false;
                     }
+
+                    // Include the fee cost for outputs. Note this is only used for BnB right now
+                    coin_selection_params.tx_noinputs_size += ::GetSerializeSize(txout, PROTOCOL_VERSION);
                     txNew.vout.push_back(txout);
+
                     if (blind_details) {
                         blind_details->o_pubkeys.push_back(recipient.confidentiality_key);
                         if (blind_details->o_pubkeys.back().IsFullyValid()) {
                             blind_details->num_to_blind++;
                             blind_details->only_recipient_blind_index = txNew.vout.size()-1;
+                            coin_selection_params.tx_noinputs_size += DEFAULT_RANGEPROOF_SIZE/WITNESS_SCALE_FACTOR;
+                            coin_selection_params.tx_noinputs_size += SURJECTION_PROOF_SIZE/WITNESS_SCALE_FACTOR;
                         }
                     }
                 }