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feat(wallet): add Wallet::insert_txout function and updated docs for …
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…fee functions

added
    - Wallet::insert_txout function to allow inserting foreign TxOuts
    - test to verify error when trying to calculate fee with missing foreign utxo
    - test to calculate fee with inserted foreign utxo

updated
    - docs for Wallet::calculate_fee, Wallet::calculate_fee_rate, and TxGraph::calculate_fee
      with note about missing foreign utxos
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notmandatory committed Aug 18, 2023
1 parent 35d650d commit 51250fe
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Showing 5 changed files with 206 additions and 61 deletions.
75 changes: 70 additions & 5 deletions crates/bdk/src/wallet/mod.rs
Original file line number Diff line number Diff line change
Expand Up @@ -431,16 +431,40 @@ impl<D> Wallet<D> {
.next()
}

/// Inserts the given foreign `TxOut` at `OutPoint` into the wallet's transaction graph. Any
/// inserted foreign TxOuts are not persisted until [`Self::commit`] is called.
///
/// Only insert TxOuts you trust the values for!
pub fn insert_txout(&mut self, outpoint: OutPoint, txout: TxOut)
where
D: PersistBackend<ChangeSet>,
{
let additions = self.indexed_graph.insert_txout(outpoint, &txout);
self.persist.stage(ChangeSet::from(additions));
}

/// Calculates the fee of a given transaction. Returns 0 if `tx` is a coinbase transaction.
///
/// To calculate the fee for a [`Transaction`] that depends on foreign [`TxOut`] values you must
/// first manually insert the foreign TxOuts into the tx graph using the [`insert_txout`] function.
/// Only insert TxOuts you trust the values for!
///
/// Note `tx` does not have to be in the graph for this to work.
///
/// [`insert_txout`]: Self::insert_txout
pub fn calculate_fee(&self, tx: &Transaction) -> Result<u64, CalculateFeeError> {
self.indexed_graph.graph().calculate_fee(tx)
}

/// Calculate the `FeeRate` for a given transaction.
/// Calculate the [`FeeRate`] for a given transaction.
///
/// To calculate the fee rate for a [`Transaction`] that depends on foreign [`TxOut`] values you
/// must first manually insert the foreign TxOuts into the tx graph using the [`insert_txout`] function.
/// Only insert TxOuts you trust the values for!
///
/// Note `tx` does not have to be in the graph for this to work.
///
/// [`insert_txout`]: Self::insert_txout
pub fn calculate_fee_rate(&self, tx: &Transaction) -> Result<FeeRate, CalculateFeeError> {
self.calculate_fee(tx).map(|fee| {
let weight = tx.weight();
Expand All @@ -451,14 +475,55 @@ impl<D> Wallet<D> {
/// Computes total input value going from script pubkeys in the index (sent) and the total output
/// value going to script pubkeys in the index (received) in `tx`. For the `sent` to be computed
/// correctly, the output being spent must have already been scanned by the index. Calculating
/// received just uses the transaction outputs directly, so it will be correct even if it has not
/// been scanned.
/// received just uses the [`Transaction`] outputs directly, so it will be correct even if it has
/// not been scanned.
pub fn sent_and_received(&self, tx: &Transaction) -> (u64, u64) {
self.indexed_graph.index.sent_and_received(tx)
}

/// Return a single `CanonicalTx` made and received by the wallet or `None` if it doesn't
/// exist in the wallet
/// Get a single transaction from the wallet as a [`CanonicalTx`] (if the transaction exists).
///
/// `CanonicalTx` contains the full transaction alongside meta-data such as:
/// * Blocks that the transaction is [`Anchor`]ed in. These may or may not be blocks that exist
/// in the best chain.
/// * The [`ChainPosition`] of the transaction in the best chain - whether the transaction is
/// confirmed or unconfirmed. If the transaction is confirmed, the anchor which proves the
/// confirmation is provided. If the transaction is unconfirmed, the unix timestamp of when
/// the transaction was last seen in the mempool is provided.
///
/// ```rust, no_run
/// use bdk::{chain::ChainPosition, Wallet};
/// use bdk_chain::Anchor;
/// # let wallet: Wallet<()> = todo!();
/// # let my_txid: bitcoin::Txid = todo!();
///
/// let canonical_tx = wallet.get_tx(my_txid).expect("panic if tx does not exist");
///
/// // get reference to full transaction
/// println!("my tx: {:#?}", canonical_tx.tx_node.tx);
///
/// // list all transaction anchors
/// for anchor in canonical_tx.tx_node.anchors {
/// println!(
/// "tx is anchored by block of hash {}",
/// anchor.anchor_block().hash
/// );
/// }
///
/// // get confirmation status of transaction
/// match canonical_tx.chain_position {
/// ChainPosition::Confirmed(anchor) => println!(
/// "tx is confirmed at height {}, we know this since {}:{} is in the best chain",
/// anchor.confirmation_height, anchor.anchor_block.height, anchor.anchor_block.hash,
/// ),
/// ChainPosition::Unconfirmed(last_seen) => println!(
/// "tx is last seen at {}, it is unconfirmed as it is not anchored in the best chain",
/// last_seen,
/// ),
/// }
/// ```
///
/// [`Anchor`]: bdk_chain::Anchor
pub fn get_tx(
&self,
txid: Txid,
Expand Down
11 changes: 10 additions & 1 deletion crates/bdk/tests/common.rs
Original file line number Diff line number Diff line change
Expand Up @@ -7,7 +7,11 @@ use bitcoin::hashes::Hash;
use bitcoin::{Address, BlockHash, Network, OutPoint, Transaction, TxIn, TxOut, Txid};
use std::str::FromStr;

/// Return a fake wallet that appears to be funded for testing.
// Return a fake wallet that appears to be funded for testing.
//
// The funded wallet containing a tx with a 76_000 sats input and two outputs, one spending 25_000
// to a foreign address and one returning 50_000 back to the wallet as change. The remaining 1000
// sats are the transaction fee.
pub fn get_funded_wallet_with_change(
descriptor: &str,
change: Option<&str>,
Expand Down Expand Up @@ -95,6 +99,11 @@ pub fn get_funded_wallet_with_change(
(wallet, tx1.txid())
}

// Return a fake wallet that appears to be funded for testing.
//
// The funded wallet containing a tx with a 76_000 sats input and two outputs, one spending 25_000
// to a foreign address and one returning 50_000 back to the wallet as change. The remaining 1000
// sats are the transaction fee.
pub fn get_funded_wallet(descriptor: &str) -> (Wallet, bitcoin::Txid) {
get_funded_wallet_with_change(descriptor, None)
}
Expand Down
153 changes: 110 additions & 43 deletions crates/bdk/tests/wallet.rs
Original file line number Diff line number Diff line change
Expand Up @@ -6,7 +6,6 @@ use bdk::wallet::coin_selection::LargestFirstCoinSelection;
use bdk::wallet::AddressIndex::*;
use bdk::wallet::{AddressIndex, AddressInfo, Balance, Wallet};
use bdk::{Error, FeeRate, KeychainKind};
use bdk_chain::tx_graph::CalculateFeeError;
use bdk_chain::COINBASE_MATURITY;
use bdk_chain::{BlockId, ConfirmationTime};
use bitcoin::hashes::Hash;
Expand Down Expand Up @@ -84,63 +83,60 @@ fn test_descriptor_checksum() {
#[test]
fn test_get_funded_wallet_balance() {
let (wallet, _) = get_funded_wallet(get_test_wpkh());
assert_eq!(wallet.get_balance().confirmed, 50000);

// The funded wallet contains a tx with a 76_000 sats input and two outputs, one spending 25_000
// to a foreign address and one returning 50_000 back to the wallet as change. The remaining 1000
// sats are the transaction fee.
assert_eq!(wallet.get_balance().confirmed, 50_000);
}

#[test]
fn test_get_funded_wallet_sent_and_received() {
let (wallet, _) = get_funded_wallet(get_test_wpkh());
assert_eq!(wallet.get_balance().confirmed, 50000);
let (wallet, txid) = get_funded_wallet(get_test_wpkh());

let mut tx_amounts: Vec<(Txid, (u64, u64))> = wallet
.transactions()
.map(|ct| (ct.node.txid, wallet.sent_and_received(ct.node.tx)))
.map(|ct| (ct.tx_node.txid, wallet.sent_and_received(ct.tx_node.tx)))
.collect();
tx_amounts.sort_by(|a1, a2| a1.0.cmp(&a2.0));

assert_eq!(tx_amounts.len(), 2);
assert_matches!(tx_amounts.get(0), Some((_, (76_000, 50_000))))
let tx = wallet.get_tx(txid).expect("transaction").tx_node.tx;
let (sent, received) = wallet.sent_and_received(tx);

// The funded wallet contains a tx with a 76_000 sats input and two outputs, one spending 25_000
// to a foreign address and one returning 50_000 back to the wallet as change. The remaining 1000
// sats are the transaction fee.
assert_eq!(sent, 76_000);
assert_eq!(received, 50_000);
}

#[test]
fn test_get_funded_wallet_tx_fees() {
let (wallet, _) = get_funded_wallet(get_test_wpkh());
assert_eq!(wallet.get_balance().confirmed, 50000);
let mut tx_fee_amounts: Vec<(Txid, Result<u64, CalculateFeeError>)> = wallet
.transactions()
.map(|ct| {
let fee = wallet.calculate_fee(ct.node.tx);
(ct.node.txid, fee)
})
.collect();
tx_fee_amounts.sort_by(|a1, a2| a1.0.cmp(&a2.0));
let (wallet, txid) = get_funded_wallet(get_test_wpkh());

assert_eq!(tx_fee_amounts.len(), 2);
assert_matches!(
tx_fee_amounts.get(1),
Some((_, Err(CalculateFeeError::MissingTxOut(_))))
);
assert_matches!(tx_fee_amounts.get(0), Some((_, Ok(1000))))
let tx = wallet.get_tx(txid).expect("transaction").tx_node.tx;
let tx_fee = wallet.calculate_fee(tx).expect("transaction fee");

// The funded wallet contains a tx with a 76_000 sats input and two outputs, one spending 25_000
// to a foreign address and one returning 50_000 back to the wallet as change. The remaining 1000
// sats are the transaction fee.
assert_eq!(tx_fee, 1000)
}

#[test]
fn test_get_funded_wallet_tx_fee_rate() {
let (wallet, _) = get_funded_wallet(get_test_wpkh());
assert_eq!(wallet.get_balance().confirmed, 50000);
let mut tx_fee_rates: Vec<(Txid, Result<FeeRate, CalculateFeeError>)> = wallet
.transactions()
.map(|ct| {
let fee_rate = wallet.calculate_fee_rate(ct.node.tx);
(ct.node.txid, fee_rate)
})
.collect();
tx_fee_rates.sort_by(|a1, a2| a1.0.cmp(&a2.0));
let (wallet, txid) = get_funded_wallet(get_test_wpkh());

assert_eq!(tx_fee_rates.len(), 2);
assert_matches!(
tx_fee_rates.get(1),
Some((_, Err(CalculateFeeError::MissingTxOut(_))))
);
assert_matches!(tx_fee_rates.get(0), Some((_, Ok(_))))
let tx = wallet.get_tx(txid).expect("transaction").tx_node.tx;
let tx_fee_rate = wallet.calculate_fee_rate(tx).expect("transaction fee rate");

// The funded wallet contains a tx with a 76_000 sats input and two outputs, one spending 25_000
// to a foreign address and one returning 50_000 back to the wallet as change. The remaining 1000
// sats are the transaction fee.

// tx weight = 452 bytes, as vbytes = (452+3)/4 = 113
// fee rate (sats per vbyte) = fee / vbytes = 1000 / 113 = 8.8495575221 rounded to 8.849558
assert_eq!(tx_fee_rate.as_sat_per_vb(), 8.849558);
}

macro_rules! assert_fee_rate {
Expand Down Expand Up @@ -1098,6 +1094,77 @@ fn test_add_foreign_utxo() {
assert!(finished, "all the inputs should have been signed now");
}

#[test]
#[should_panic(
expected = "MissingTxOut([OutPoint { txid: 0x21d7fb1bceda00ab4069fc52d06baa13470803e9050edd16f5736e5d8c4925fd, vout: 0 }])"
)]
fn test_calculate_fee_with_missing_foreign_utxo() {
let (mut wallet1, _) = get_funded_wallet(get_test_wpkh());
let (wallet2, _) =
get_funded_wallet("wpkh(cVbZ8ovhye9AoAHFsqobCf7LxbXDAECy9Kb8TZdfsDYMZGBUyCnm)");

let addr = Address::from_str("2N1Ffz3WaNzbeLFBb51xyFMHYSEUXcbiSoX")
.unwrap()
.assume_checked();
let utxo = wallet2.list_unspent().next().expect("must take!");
#[allow(deprecated)]
let foreign_utxo_satisfaction = wallet2
.get_descriptor_for_keychain(KeychainKind::External)
.max_satisfaction_weight()
.unwrap();

let psbt_input = psbt::Input {
witness_utxo: Some(utxo.txout.clone()),
..Default::default()
};

let mut builder = wallet1.build_tx();
builder
.add_recipient(addr.script_pubkey(), 60_000)
.only_witness_utxo()
.add_foreign_utxo(utxo.outpoint, psbt_input, foreign_utxo_satisfaction)
.unwrap();
let psbt = builder.finish().unwrap();
let tx = psbt.extract_tx();
wallet1.calculate_fee(&tx).unwrap();
}

#[test]
fn test_calculate_fee_with_inserted_foreign_utxo() {
let (mut wallet1, _) = get_funded_wallet(get_test_wpkh());
let (wallet2, _) =
get_funded_wallet("wpkh(cVbZ8ovhye9AoAHFsqobCf7LxbXDAECy9Kb8TZdfsDYMZGBUyCnm)");

let addr = Address::from_str("2N1Ffz3WaNzbeLFBb51xyFMHYSEUXcbiSoX")
.unwrap()
.assume_checked();
let utxo = wallet2.list_unspent().next().expect("must take!");
#[allow(deprecated)]
let foreign_utxo_satisfaction = wallet2
.get_descriptor_for_keychain(KeychainKind::External)
.max_satisfaction_weight()
.unwrap();

let psbt_input = psbt::Input {
witness_utxo: Some(utxo.txout.clone()),
..Default::default()
};

let mut builder = wallet1.build_tx();
builder
.add_recipient(addr.script_pubkey(), 60_000)
.only_witness_utxo()
.add_foreign_utxo(utxo.outpoint, psbt_input, foreign_utxo_satisfaction)
.unwrap();
let psbt = builder.finish().unwrap();
let psbt_fee = psbt.fee_amount().expect("psbt fee");
let tx = psbt.extract_tx();

wallet1.insert_txout(utxo.outpoint, utxo.txout);
let wallet1_fee = wallet1.calculate_fee(&tx).expect("wallet fee");
assert_eq!(psbt_fee, wallet1_fee);
}

#[test]
#[should_panic(expected = "Generic(\"Foreign utxo missing witness_utxo or non_witness_utxo\")")]
fn test_add_foreign_utxo_invalid_psbt_input() {
Expand All @@ -1122,8 +1189,8 @@ fn test_add_foreign_utxo_where_outpoint_doesnt_match_psbt_input() {
get_funded_wallet("wpkh(cVbZ8ovhye9AoAHFsqobCf7LxbXDAECy9Kb8TZdfsDYMZGBUyCnm)");

let utxo2 = wallet2.list_unspent().next().unwrap();
let tx1 = wallet1.get_tx(txid1).unwrap().node.tx.clone();
let tx2 = wallet2.get_tx(txid2).unwrap().node.tx.clone();
let tx1 = wallet1.get_tx(txid1).unwrap().tx_node.tx.clone();
let tx2 = wallet2.get_tx(txid2).unwrap().tx_node.tx.clone();

#[allow(deprecated)]
let satisfaction_weight = wallet2
Expand Down Expand Up @@ -1212,7 +1279,7 @@ fn test_add_foreign_utxo_only_witness_utxo() {

{
let mut builder = builder.clone();
let tx2 = wallet2.get_tx(txid2).unwrap().node.tx;
let tx2 = wallet2.get_tx(txid2).unwrap().tx_node.tx;
let psbt_input = psbt::Input {
non_witness_utxo: Some(tx2.clone()),
..Default::default()
Expand Down Expand Up @@ -2842,7 +2909,7 @@ fn test_taproot_sign_using_non_witness_utxo() {
let mut psbt = builder.finish().unwrap();

psbt.inputs[0].witness_utxo = None;
psbt.inputs[0].non_witness_utxo = Some(wallet.get_tx(prev_txid).unwrap().node.tx.clone());
psbt.inputs[0].non_witness_utxo = Some(wallet.get_tx(prev_txid).unwrap().tx_node.tx.clone());
assert!(
psbt.inputs[0].non_witness_utxo.is_some(),
"Previous tx should be present in the database"
Expand Down
4 changes: 2 additions & 2 deletions crates/chain/src/spk_txout_index.rs
Original file line number Diff line number Diff line change
Expand Up @@ -288,8 +288,8 @@ impl<I: Clone + Ord> SpkTxOutIndex<I> {
/// Computes total input value going from script pubkeys in the index (sent) and the total output
/// value going to script pubkeys in the index (received) in `tx`. For the `sent` to be computed
/// correctly, the output being spent must have already been scanned by the index. Calculating
/// received just uses the transaction outputs directly, so it will be correct even if it has not
/// been scanned.
/// received just uses the [`Transaction`] outputs directly, so it will be correct even if it has
/// not been scanned.
pub fn sent_and_received(&self, tx: &Transaction) -> (u64, u64) {
let mut sent = 0;
let mut received = 0;
Expand Down
24 changes: 14 additions & 10 deletions crates/chain/src/tx_graph.rs
Original file line number Diff line number Diff line change
Expand Up @@ -245,33 +245,37 @@ impl<A> TxGraph<A> {
}

/// Calculates the fee of a given transaction. Returns 0 if `tx` is a coinbase transaction.
/// Returns `OK(_)` if we have all the `TxOut`s being spent by `tx` in the graph (either as
/// Returns `OK(_)` if we have all the [`TxOut`]s being spent by `tx` in the graph (either as
/// the full transactions or individual txouts).
///
/// To calculate the fee for a [`Transaction`] that depends on foreign [`TxOut`] values you must
/// first manually insert the foreign TxOuts into the tx graph using the [`insert_txout`] function.
/// Only insert TxOuts you trust the values for!
///
/// Note `tx` does not have to be in the graph for this to work.
///
/// [`insert_txout`]: Self::insert_txout
pub fn calculate_fee(&self, tx: &Transaction) -> Result<u64, CalculateFeeError> {
if tx.is_coin_base() {
return Ok(0);
}
let inputs_sum = tx.input.iter().fold(
(0_u64, Vec::new()),

let (inputs_sum, missing_outputs) = tx.input.iter().fold(
(0_i64, Vec::new()),
|(mut sum, mut missing_outpoints), txin| match self.get_txout(txin.previous_output) {
None => {
missing_outpoints.push(txin.previous_output);
(sum, missing_outpoints)
}
Some(txout) => {
sum += txout.value;
sum += txout.value as i64;
(sum, missing_outpoints)
}
},
);

let inputs_sum = if inputs_sum.1.is_empty() {
Ok(inputs_sum.0 as i64)
} else {
Err(CalculateFeeError::MissingTxOut(inputs_sum.1))
}?;
if !missing_outputs.is_empty() {
return Err(CalculateFeeError::MissingTxOut(missing_outputs));
}

let outputs_sum = tx
.output
Expand Down

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