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https://github.com/haveno-dex/haveno.git
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accurate tx fee estimation based on weight
This commit is contained in:
woodser
parent
416d21a8aa
commit
363f783f30
4 changed files with 59 additions and 46 deletions
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@ -23,7 +23,6 @@ import bisq.core.trade.TradeManager;
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import bisq.core.trade.HavenoUtils;
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import bisq.core.util.ParsingUtils;
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import com.google.common.collect.TreeMultimap;
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import com.google.common.util.concurrent.Service.State;
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import com.google.inject.name.Named;
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import common.utils.JsonUtils;
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@ -31,7 +30,6 @@ import java.io.File;
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import java.math.BigInteger;
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import java.util.ArrayList;
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import java.util.Arrays;
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import java.util.Collection;
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import java.util.HashMap;
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import java.util.HashSet;
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import java.util.List;
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@ -50,7 +48,7 @@ import monero.common.MoneroRpcConnection;
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import monero.common.MoneroRpcError;
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import monero.common.MoneroUtils;
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import monero.daemon.MoneroDaemonRpc;
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import monero.daemon.model.MoneroKeyImageSpentStatus;
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import monero.daemon.model.MoneroFeeEstimate;
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import monero.daemon.model.MoneroNetworkType;
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import monero.daemon.model.MoneroOutput;
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import monero.daemon.model.MoneroSubmitTxResult;
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@ -87,6 +85,8 @@ public class XmrWalletService {
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private static final String MONERO_WALLET_RPC_DEFAULT_PASSWORD = "password"; // only used if account password is null
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private static final String MONERO_WALLET_NAME = "haveno_XMR";
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private static final String MONERO_MULTISIG_WALLET_PREFIX = "xmr_multisig_trade_";
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private static final int MINER_FEE_PADDING_MULTIPLIER = 2; // extra padding for miner fees = estimated fee * multiplier
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private static final double MINER_FEE_TOLERANCE = 0.25; // miner fee must be within percent of expected fee
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private final CoreAccountService accountService;
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private final CoreMoneroConnectionsService connectionsService;
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@ -265,32 +265,40 @@ public class XmrWalletService {
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* to the sender's payout address. Additional funds are reserved to allow
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* fluctuations in the mining fee.
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*
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* @param tradeFee is the trade fee
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* @param depositAmount the amount needed for the trade minus the trade fee
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* @param tradeFee - trade fee
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* @param depositAmount - amount needed for the trade minus the trade fee
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* @param returnAddress - return address for deposit amount
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* @param addPadding - reserve extra padding for miner fee fluctuations
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* @return a transaction to reserve a trade
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*/
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public MoneroTxWallet createReserveTx(BigInteger tradeFee, String returnAddress, BigInteger depositAmount, boolean freezeInputs) {
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public MoneroTxWallet createReserveTx(BigInteger tradeFee, String returnAddress, BigInteger depositAmount, boolean addPadding) {
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MoneroWallet wallet = getWallet();
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synchronized (wallet) {
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// get expected mining fee
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MoneroTxWallet miningFeeTx = wallet.createTx(new MoneroTxConfig()
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.setAccountIndex(0)
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.addDestination(HavenoUtils.getTradeFeeAddress(), tradeFee)
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.addDestination(returnAddress, depositAmount));
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BigInteger miningFee = miningFeeTx.getFee();
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// add miner fee padding to deposit amount
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if (addPadding) {
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// get expected mining fee
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MoneroTxWallet feeEstimateTx = wallet.createTx(new MoneroTxConfig()
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.setAccountIndex(0)
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.addDestination(HavenoUtils.getTradeFeeAddress(), tradeFee)
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.addDestination(returnAddress, depositAmount));
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BigInteger feeEstimate = feeEstimateTx.getFee();
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// add extra padding to deposit amount
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BigInteger minerFeePadding = feeEstimate.multiply(BigInteger.valueOf(MINER_FEE_PADDING_MULTIPLIER));
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depositAmount = depositAmount.add(minerFeePadding);
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}
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// create reserve tx
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MoneroTxWallet reserveTx = wallet.createTx(new MoneroTxConfig()
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.setAccountIndex(0)
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.addDestination(HavenoUtils.getTradeFeeAddress(), tradeFee)
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.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?
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.setAccountIndex(0)
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.addDestination(HavenoUtils.getTradeFeeAddress(), tradeFee)
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.addDestination(returnAddress, depositAmount));
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// freeze inputs
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if (freezeInputs) {
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for (MoneroOutput input : reserveTx.getInputs()) wallet.freezeOutput(input.getKeyImage().getHex());
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wallet.save();
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}
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for (MoneroOutput input : reserveTx.getInputs()) wallet.freezeOutput(input.getKeyImage().getHex());
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wallet.save();
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return reserveTx;
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}
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@ -368,18 +376,15 @@ public class XmrWalletService {
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if (!check.getReceivedAmount().equals(tradeFee)) throw new RuntimeException("Trade fee is incorrect amount, expected " + tradeFee + " but was " + check.getReceivedAmount());
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// verify mining fee
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BigInteger feeEstimate = getFeeEstimate(txHex);
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BigInteger feeThreshold = feeEstimate.multiply(BigInteger.valueOf(1l)).divide(BigInteger.valueOf(2l)); // must be at least 50% of estimated fee
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if (tx.getFee().compareTo(feeThreshold) < 0) {
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throw new RuntimeException("Mining fee is not enough, needed " + feeThreshold + " but was " + tx.getFee());
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}
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BigInteger feeEstimate = getFeeEstimate(tx.getWeight());
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double feeDiff = tx.getFee().subtract(feeEstimate).abs().doubleValue() / feeEstimate.doubleValue();
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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());
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// verify deposit amount
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check = wallet.checkTxKey(txHash, txKey, depositAddress);
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if (!check.isGood()) throw new RuntimeException("Invalid proof of deposit amount");
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BigInteger depositThreshold = depositAmount;
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if (miningFeePadding) depositThreshold = depositThreshold.add(feeThreshold.multiply(BigInteger.valueOf(3l))); // prove reserve of at least deposit amount + (3 * min mining fee)
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if (check.getReceivedAmount().compareTo(depositThreshold) < 0) throw new RuntimeException("Deposit amount is not enough, needed " + depositThreshold + " but was " + check.getReceivedAmount());
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if (miningFeePadding) depositAmount = depositAmount.add(feeEstimate.multiply(BigInteger.valueOf(MINER_FEE_PADDING_MULTIPLIER))); // prove reserve of at least deposit amount + miner fee padding
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if (check.getReceivedAmount().compareTo(depositAmount) < 0) throw new RuntimeException("Deposit amount is not enough, needed " + depositAmount + " but was " + check.getReceivedAmount());
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} finally {
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try {
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daemon.flushTxPool(txHash); // flush tx from pool
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@ -390,9 +395,27 @@ public class XmrWalletService {
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}
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}
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// TODO (woodser): fee estimates are too high, use more accurate estimate
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public BigInteger getFeeEstimate(String txHex) {
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return getDaemon().getFeeEstimate().getFee().multiply(BigInteger.valueOf(txHex.length()));
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/**
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* Get the tx fee estimate based on its weight.
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*
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* @param txWeight - the tx weight
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* @return the tx fee estimate
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*/
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public BigInteger getFeeEstimate(long txWeight) {
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// get fee estimates per kB from daemon
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MoneroFeeEstimate feeEstimates = getDaemon().getFeeEstimate();
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BigInteger baseFeeRate = feeEstimates.getFee(); // get normal fee per kB
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BigInteger qmask = feeEstimates.getQuantizationMask();
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// get tx base fee
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BigInteger baseFee = baseFeeRate.multiply(BigInteger.valueOf(txWeight));
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// round up to multiple of quantization mask
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BigInteger[] quotientAndRemainder = baseFee.divideAndRemainder(qmask);
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BigInteger feeEstimate = qmask.multiply(quotientAndRemainder[0]);
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if (quotientAndRemainder[1].compareTo(BigInteger.valueOf(0)) > 0) feeEstimate = feeEstimate.add(qmask);
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return feeEstimate;
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}
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public MoneroTx getTx(String txHash) {
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@ -42,16 +42,11 @@ public class MakerReserveOfferFunds extends Task<PlaceOfferModel> {
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try {
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runInterceptHook();
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// create tx to estimate fee
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// create reserve tx with padding
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String returnAddress = model.getXmrWalletService().getOrCreateAddressEntry(offer.getId(), XmrAddressEntry.Context.TRADE_PAYOUT).getAddressString();
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BigInteger makerFee = ParsingUtils.coinToAtomicUnits(offer.getMakerFee());
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BigInteger depositAmount = ParsingUtils.coinToAtomicUnits(model.getReservedFundsForOffer());
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MoneroTxWallet feeEstimateTx = model.getXmrWalletService().createReserveTx(makerFee, returnAddress, depositAmount, false);
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// create reserve tx and freeze inputs
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BigInteger feeEstimate = model.getXmrWalletService().getFeeEstimate(feeEstimateTx.getFullHex());
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depositAmount = depositAmount.add(feeEstimate.multiply(BigInteger.valueOf(3)));
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MoneroTxWallet reserveTx = model.getXmrWalletService().createReserveTx(makerFee, returnAddress, depositAmount, true);
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// collect reserved key images // TODO (woodser): switch to proof of reserve?
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@ -716,9 +716,9 @@ public abstract class Trade implements Tradable, Model {
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*/
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public MoneroTxWallet createPayoutTx() {
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// gather relevant info
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// gather info
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XmrWalletService walletService = processModel.getProvider().getXmrWalletService();
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MoneroWallet multisigWallet = walletService.getMultisigWallet(this.getId());
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MoneroWallet multisigWallet = getWallet();
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if (multisigWallet.isMultisigImportNeeded()) throw new RuntimeException("Cannot create payout tx because multisig import is needed");
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String sellerPayoutAddress = this.getSeller().getPayoutAddressString();
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String buyerPayoutAddress = this.getBuyer().getPayoutAddressString();
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@ -38,18 +38,13 @@ public class TakerReserveTradeFunds extends TradeTask {
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try {
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runInterceptHook();
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// create tx to estimate fee
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// create reserve tx without padding
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String returnAddress = model.getXmrWalletService().getOrCreateAddressEntry(trade.getOffer().getId(), XmrAddressEntry.Context.TRADE_PAYOUT).getAddressString();
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BigInteger takerFee = ParsingUtils.coinToAtomicUnits(trade.getTakerFee());
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BigInteger depositAmount = ParsingUtils.centinerosToAtomicUnits(processModel.getFundsNeededForTradeAsLong());
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MoneroTxWallet feeEstimateTx = model.getXmrWalletService().createReserveTx(takerFee, returnAddress, depositAmount, false);
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// create reserve tx and freeze inputs
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BigInteger feeEstimate = model.getXmrWalletService().getFeeEstimate(feeEstimateTx.getFullHex());
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depositAmount = depositAmount.add(feeEstimate.multiply(BigInteger.valueOf(3)));
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MoneroTxWallet reserveTx = model.getXmrWalletService().createReserveTx(takerFee, returnAddress, depositAmount, true);
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// collect reserved key images // TODO (woodser): switch to proof of reserve?
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// collect reserved key images
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List<String> reservedKeyImages = new ArrayList<String>();
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for (MoneroOutput input : reserveTx.getInputs()) reservedKeyImages.add(input.getKeyImage().getHex());
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