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accurate tx fee estimation based on weight

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This commit is contained in:
woodser 2022-10-27 08:22:10 -04:00
parent 416d21a8aa
commit 363f783f30
4 changed files with 59 additions and 46 deletions
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83
core/src/main/java/bisq/core/btc/wallet/XmrWalletService.java
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@ -23,7 +23,6 @@ import bisq.core.trade.TradeManager;
import bisq.core.trade.HavenoUtils;
import bisq.core.util.ParsingUtils;
import com.google.common.collect.TreeMultimap;
import com.google.common.util.concurrent.Service.State;
import com.google.inject.name.Named;
import common.utils.JsonUtils;
@ -31,7 +30,6 @@ import java.io.File;
import java.math.BigInteger;
import java.util.ArrayList;
import java.util.Arrays;
import java.util.Collection;
import java.util.HashMap;
import java.util.HashSet;
import java.util.List;
@ -50,7 +48,7 @@ import monero.common.MoneroRpcConnection;
import monero.common.MoneroRpcError;
import monero.common.MoneroUtils;
import monero.daemon.MoneroDaemonRpc;
import monero.daemon.model.MoneroKeyImageSpentStatus;
import monero.daemon.model.MoneroFeeEstimate;
import monero.daemon.model.MoneroNetworkType;
import monero.daemon.model.MoneroOutput;
import monero.daemon.model.MoneroSubmitTxResult;
@ -87,6 +85,8 @@ public class XmrWalletService {
private static final String MONERO_WALLET_RPC_DEFAULT_PASSWORD = "password"; // only used if account password is null
private static final String MONERO_WALLET_NAME = "haveno_XMR";
private static final String MONERO_MULTISIG_WALLET_PREFIX = "xmr_multisig_trade_";
private static final int MINER_FEE_PADDING_MULTIPLIER = 2; // extra padding for miner fees = estimated fee * multiplier
private static final double MINER_FEE_TOLERANCE = 0.25; // miner fee must be within percent of expected fee
private final CoreAccountService accountService;
private final CoreMoneroConnectionsService connectionsService;
@ -265,32 +265,40 @@ public class XmrWalletService {
* to the sender's payout address. Additional funds are reserved to allow
* fluctuations in the mining fee.
*
* @param tradeFee is the trade fee
* @param depositAmount the amount needed for the trade minus the trade fee
* @param tradeFee - trade fee
* @param depositAmount - amount needed for the trade minus the trade fee
* @param returnAddress - return address for deposit amount
* @param addPadding - reserve extra padding for miner fee fluctuations
* @return a transaction to reserve a trade
*/
public MoneroTxWallet createReserveTx(BigInteger tradeFee, String returnAddress, BigInteger depositAmount, boolean freezeInputs) {
public MoneroTxWallet createReserveTx(BigInteger tradeFee, String returnAddress, BigInteger depositAmount, boolean addPadding) {
MoneroWallet wallet = getWallet();
synchronized (wallet) {
// get expected mining fee
MoneroTxWallet miningFeeTx = wallet.createTx(new MoneroTxConfig()
.setAccountIndex(0)
.addDestination(HavenoUtils.getTradeFeeAddress(), tradeFee)
.addDestination(returnAddress, depositAmount));
BigInteger miningFee = miningFeeTx.getFee();
// add miner fee padding to deposit amount
if (addPadding) {
// get expected mining fee
MoneroTxWallet feeEstimateTx = wallet.createTx(new MoneroTxConfig()
.setAccountIndex(0)
.addDestination(HavenoUtils.getTradeFeeAddress(), tradeFee)
.addDestination(returnAddress, depositAmount));
BigInteger feeEstimate = feeEstimateTx.getFee();
// add extra padding to deposit amount
BigInteger minerFeePadding = feeEstimate.multiply(BigInteger.valueOf(MINER_FEE_PADDING_MULTIPLIER));
depositAmount = depositAmount.add(minerFeePadding);
}
// create reserve tx
MoneroTxWallet reserveTx = wallet.createTx(new MoneroTxConfig()
.setAccountIndex(0)
.addDestination(HavenoUtils.getTradeFeeAddress(), tradeFee)
.addDestination(returnAddress, depositAmount.add(miningFee.multiply(BigInteger.valueOf(3l))))); // add thrice the mining fee // TODO (woodser): really require more funds on top of security deposit?
.setAccountIndex(0)
.addDestination(HavenoUtils.getTradeFeeAddress(), tradeFee)
.addDestination(returnAddress, depositAmount));
// freeze inputs
if (freezeInputs) {
for (MoneroOutput input : reserveTx.getInputs()) wallet.freezeOutput(input.getKeyImage().getHex());
wallet.save();
}
for (MoneroOutput input : reserveTx.getInputs()) wallet.freezeOutput(input.getKeyImage().getHex());
wallet.save();
return reserveTx;
}
@ -368,18 +376,15 @@ public class XmrWalletService {
if (!check.getReceivedAmount().equals(tradeFee)) throw new RuntimeException("Trade fee is incorrect amount, expected " + tradeFee + " but was " + check.getReceivedAmount());
// verify mining fee
BigInteger feeEstimate = getFeeEstimate(txHex);
BigInteger feeThreshold = feeEstimate.multiply(BigInteger.valueOf(1l)).divide(BigInteger.valueOf(2l)); // must be at least 50% of estimated fee
if (tx.getFee().compareTo(feeThreshold) < 0) {
throw new RuntimeException("Mining fee is not enough, needed " + feeThreshold + " but was " + tx.getFee());
}
BigInteger feeEstimate = getFeeEstimate(tx.getWeight());
double feeDiff = tx.getFee().subtract(feeEstimate).abs().doubleValue() / feeEstimate.doubleValue();
if (feeDiff > MINER_FEE_TOLERANCE) throw new Error("Mining fee is not within " + (MINER_FEE_TOLERANCE * 100) + "% of estimated fee, expected " + feeEstimate + " but was " + tx.getFee());
// verify deposit amount
check = wallet.checkTxKey(txHash, txKey, depositAddress);
if (!check.isGood()) throw new RuntimeException("Invalid proof of deposit amount");
BigInteger depositThreshold = depositAmount;
if (miningFeePadding) depositThreshold = depositThreshold.add(feeThreshold.multiply(BigInteger.valueOf(3l))); // prove reserve of at least deposit amount + (3 * min mining fee)
if (check.getReceivedAmount().compareTo(depositThreshold) < 0) throw new RuntimeException("Deposit amount is not enough, needed " + depositThreshold + " but was " + check.getReceivedAmount());
if (miningFeePadding) depositAmount = depositAmount.add(feeEstimate.multiply(BigInteger.valueOf(MINER_FEE_PADDING_MULTIPLIER))); // prove reserve of at least deposit amount + miner fee padding
if (check.getReceivedAmount().compareTo(depositAmount) < 0) throw new RuntimeException("Deposit amount is not enough, needed " + depositAmount + " but was " + check.getReceivedAmount());
} finally {
try {
daemon.flushTxPool(txHash); // flush tx from pool
@ -390,9 +395,27 @@ public class XmrWalletService {
}
}
// TODO (woodser): fee estimates are too high, use more accurate estimate
public BigInteger getFeeEstimate(String txHex) {
return getDaemon().getFeeEstimate().getFee().multiply(BigInteger.valueOf(txHex.length()));
/**
* Get the tx fee estimate based on its weight.
*
* @param txWeight - the tx weight
* @return the tx fee estimate
*/
public BigInteger getFeeEstimate(long txWeight) {
// get fee estimates per kB from daemon
MoneroFeeEstimate feeEstimates = getDaemon().getFeeEstimate();
BigInteger baseFeeRate = feeEstimates.getFee(); // get normal fee per kB
BigInteger qmask = feeEstimates.getQuantizationMask();
// get tx base fee
BigInteger baseFee = baseFeeRate.multiply(BigInteger.valueOf(txWeight));
// round up to multiple of quantization mask
BigInteger[] quotientAndRemainder = baseFee.divideAndRemainder(qmask);
BigInteger feeEstimate = qmask.multiply(quotientAndRemainder[0]);
if (quotientAndRemainder[1].compareTo(BigInteger.valueOf(0)) > 0) feeEstimate = feeEstimate.add(qmask);
return feeEstimate;
}
public MoneroTx getTx(String txHash) {

9
core/src/main/java/bisq/core/offer/placeoffer/tasks/MakerReserveOfferFunds.java
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@ -42,16 +42,11 @@ public class MakerReserveOfferFunds extends Task<PlaceOfferModel> {
try {
runInterceptHook();
// create tx to estimate fee
// create reserve tx with padding
String returnAddress = model.getXmrWalletService().getOrCreateAddressEntry(offer.getId(), XmrAddressEntry.Context.TRADE_PAYOUT).getAddressString();
BigInteger makerFee = ParsingUtils.coinToAtomicUnits(offer.getMakerFee());
BigInteger depositAmount = ParsingUtils.coinToAtomicUnits(model.getReservedFundsForOffer());
MoneroTxWallet feeEstimateTx = model.getXmrWalletService().createReserveTx(makerFee, returnAddress, depositAmount, false);
// create reserve tx and freeze inputs
BigInteger feeEstimate = model.getXmrWalletService().getFeeEstimate(feeEstimateTx.getFullHex());
depositAmount = depositAmount.add(feeEstimate.multiply(BigInteger.valueOf(3)));
MoneroTxWallet reserveTx = model.getXmrWalletService().createReserveTx(makerFee, returnAddress, depositAmount, true);
// collect reserved key images // TODO (woodser): switch to proof of reserve?

4
core/src/main/java/bisq/core/trade/Trade.java
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@ -716,9 +716,9 @@ public abstract class Trade implements Tradable, Model {
*/
public MoneroTxWallet createPayoutTx() {
// gather relevant info
// gather info
XmrWalletService walletService = processModel.getProvider().getXmrWalletService();
MoneroWallet multisigWallet = walletService.getMultisigWallet(this.getId());
MoneroWallet multisigWallet = getWallet();
if (multisigWallet.isMultisigImportNeeded()) throw new RuntimeException("Cannot create payout tx because multisig import is needed");
String sellerPayoutAddress = this.getSeller().getPayoutAddressString();
String buyerPayoutAddress = this.getBuyer().getPayoutAddressString();

9
core/src/main/java/bisq/core/trade/protocol/tasks/TakerReserveTradeFunds.java
View File

@ -38,18 +38,13 @@ public class TakerReserveTradeFunds extends TradeTask {
try {
runInterceptHook();
// create tx to estimate fee
// create reserve tx without padding
String returnAddress = model.getXmrWalletService().getOrCreateAddressEntry(trade.getOffer().getId(), XmrAddressEntry.Context.TRADE_PAYOUT).getAddressString();
BigInteger takerFee = ParsingUtils.coinToAtomicUnits(trade.getTakerFee());
BigInteger depositAmount = ParsingUtils.centinerosToAtomicUnits(processModel.getFundsNeededForTradeAsLong());
MoneroTxWallet feeEstimateTx = model.getXmrWalletService().createReserveTx(takerFee, returnAddress, depositAmount, false);
// create reserve tx and freeze inputs
BigInteger feeEstimate = model.getXmrWalletService().getFeeEstimate(feeEstimateTx.getFullHex());
depositAmount = depositAmount.add(feeEstimate.multiply(BigInteger.valueOf(3)));
MoneroTxWallet reserveTx = model.getXmrWalletService().createReserveTx(takerFee, returnAddress, depositAmount, true);
// collect reserved key images // TODO (woodser): switch to proof of reserve?
// collect reserved key images
List<String> reservedKeyImages = new ArrayList<String>();
for (MoneroOutput input : reserveTx.getInputs()) reservedKeyImages.add(input.getKeyImage().getHex());