wallet: RBF batch payments manager

Author: ecdsa

electrum/submarine_swaps.py

@@ -464,19 +464,11 @@ async def hold_invoice_callback(self, payment_hash: bytes) -> None:
         if key in self.swaps:
             swap = self.swaps[key]
             if swap.funding_txid is None:
-                password = self.wallet.get_unlocked_password()
-                for batch_rbf in [False]:
-                    # FIXME: tx batching is disabled, because extra logic is needed to handle
-                    # the case where the base tx gets mined.
-                    tx = self.create_funding_tx(swap, None, password=password, batch_rbf=batch_rbf)
-                    self.logger.info(f'adding funding_tx {tx.txid()}')
-                    self.wallet.adb.add_transaction(tx)
-                    try:
-                        await self.broadcast_funding_tx(swap, tx)
-                    except TxBroadcastError:
-                        self.wallet.adb.remove_transaction(tx.txid())
-                        continue
-                    break
+                output = self.create_funding_output(swap)
+                self.wallet.add_batch_payment(output)
+                swap.funding_txid = True
+        else:
+            self.logger.info(f'key not in swaps {key}')
 
     def create_normal_swap(self, *, lightning_amount_sat: int, payment_hash: bytes, their_pubkey: bytes = None):
         """ server method """
@@ -773,6 +765,9 @@ async def callback(payment_hash):
             await asyncio.sleep(0.1)
         return swap.funding_txid
 
+    def create_funding_output(self, swap):
+        return PartialTxOutput.from_address_and_value(swap.lockup_address, swap.onchain_amount)
+
     def create_funding_tx(
         self,
         swap: SwapData,
@@ -785,7 +780,7 @@ def create_funding_tx(
         # note: rbf must not decrease payment
         # this is taken care of in wallet._is_rbf_allowed_to_touch_tx_output
         if tx is None:
-            funding_output = PartialTxOutput.from_address_and_value(swap.lockup_address, swap.onchain_amount)
+            funding_output = self.create_funding_output(swap)
             tx = self.wallet.create_transaction(
                 outputs=[funding_output],
                 rbf=True,

electrum/wallet.py

@@ -59,6 +59,7 @@
                    WalletFileException, BitcoinException,
                    InvalidPassword, format_time, timestamp_to_datetime, Satoshis,
                    Fiat, bfh, TxMinedInfo, quantize_feerate, OrderedDictWithIndex)
+from .util import log_exceptions
 from .simple_config import SimpleConfig, FEE_RATIO_HIGH_WARNING, FEERATE_WARNING_HIGH_FEE
 from .bitcoin import COIN, TYPE_ADDRESS
 from .bitcoin import is_address, address_to_script, is_minikey, relayfee, dust_threshold
@@ -88,6 +89,7 @@
 from .util import EventListener, event_listener
 from . import descriptor
 from .descriptor import Descriptor
+from .network import TxBroadcastError
 
 if TYPE_CHECKING:
     from .network import Network
@@ -458,6 +460,7 @@ async def main_loop(self):
             async with self.taskgroup as group:
                 await group.spawn(asyncio.Event().wait)  # run forever (until cancel)
                 await group.spawn(self.do_synchronize_loop())
+                await group.spawn(self.manage_batch_payments())
         except Exception as e:
             self.logger.exception("taskgroup died.")
         finally:
@@ -1812,21 +1815,26 @@ def make_unsigned_transaction(
             self, *,
             coins: Sequence[PartialTxInput],
             outputs: List[PartialTxOutput],
+            inputs: Optional[List[PartialTxInput]] = None,
             fee=None,
             change_addr: str = None,
             is_sweep: bool = False,  # used by Wallet_2fa subclass
             rbf: bool = True,
-            batch_rbf: Optional[bool] = None,
+            base_tx = None,
             send_change_to_lightning: Optional[bool] = None,
     ) -> PartialTransaction:
         """Can raise NotEnoughFunds or NoDynamicFeeEstimates."""
 
+        assert base_tx is None or inputs is None
+
         if not coins:  # any bitcoin tx must have at least 1 input by consensus
             raise NotEnoughFunds()
         if any([c.already_has_some_signatures() for c in coins]):
             raise Exception("Some inputs already contain signatures!")
-        if batch_rbf is None:
-            batch_rbf = self.config.WALLET_BATCH_RBF
+        if inputs is None:
+            inputs = []
+        if base_tx is None and self.config.WALLET_BATCH_RBF:
+            base_tx = self.get_unconfirmed_base_tx_for_batching(outputs, coins)
         if send_change_to_lightning is None:
             send_change_to_lightning = self.config.WALLET_SEND_CHANGE_TO_LIGHTNING
 
@@ -1865,7 +1873,6 @@ def make_unsigned_transaction(
             # Let the coin chooser select the coins to spend
             coin_chooser = coinchooser.get_coin_chooser(self.config)
             # If there is an unconfirmed RBF tx, merge with it
-            base_tx = self.get_unconfirmed_base_tx_for_batching(outputs, coins) if batch_rbf else None
             if base_tx:
                 # make sure we don't try to spend change from the tx-to-be-replaced:
                 coins = [c for c in coins if c.prevout.txid.hex() != base_tx.txid()]
@@ -1887,7 +1894,7 @@ def fee_estimator(size: Union[int, float, Decimal]) -> int:
                 old_change_addrs = [o.address for o in base_tx.outputs() if self.is_change(o.address)]
                 rbf_merge_txid = base_tx.txid()
             else:
-                txi = []
+                txi = list(inputs)
                 txo = list(outputs)
                 old_change_addrs = []
             # change address. if empty, coin_chooser will set it
@@ -3057,7 +3064,8 @@ def create_transaction(
         password=None,
         locktime=None,
         tx_version: Optional[int] = None,
-        batch_rbf: Optional[bool] = None,
+        base_tx=None,
+        inputs=None,
         send_change_to_lightning: Optional[bool] = None,
         nonlocal_only: bool = False,
     ) -> PartialTransaction:
@@ -3074,10 +3082,11 @@ def create_transaction(
             fee_estimator = fee
         tx = self.make_unsigned_transaction(
             coins=coins,
+            inputs=inputs,
             outputs=outputs,
             fee=fee_estimator,
             change_addr=change_addr,
-            batch_rbf=batch_rbf,
+            base_tx=base_tx,
             send_change_to_lightning=send_change_to_lightning,
             rbf=rbf,
         )
@@ -3284,6 +3293,115 @@ def unlock(self, password):
     def get_unlocked_password(self):
         return self._password_in_memory
 
+    def add_batch_payment(self, output: 'PartialTxOutput'):
+        # todo: raise InsufficientFunds if needed
+        self.batch_payments.append(output)
+
+    def find_confirmed_base_tx(self):
+        for tx in self.batch_txs:
+            tx_mined_status = self.adb.get_tx_height(tx.txid())
+            if tx_mined_status.conf > 0:
+                return tx
+
+    @log_exceptions
+    async def manage_batch_payments(self):
+        # batch rbf, and add it to adb before we broadcast it
+        # TODO: we should keep track of the transactions that have been replaced (base_tx)
+        # if a replaced transaction gets mined, we should ensure the payment is broadcast in a new tx
+        #
+        # output1 :     tx1(o1)       -----
+        #                                  \
+        # output 2:     tx1'(o1,o2)         ---> tx2(tx1|o2)   -----
+        #                                   \                       \
+        # output 3:     tx1''(o1,o2,o3)      --> tx2'(tx1|o2,o3)     --->  tx3(tx2|o3)
+        #                                                                  tx3(tx1'|o3) (if tx1'cannot be replaced)
+        #
+        # self.batch_txs = [tx1, tx1', tx1'']
+        #
+        # if tx1 gets mined:
+        # - use its output, batch all remaining payments: tx2(mined, o2,o3)
+        #
+        # if tx1' gets mined: tx3(mined, o3)
+        #
+        # what if we cannot RBF?  -> we must add a child tx
+        #   if cannot_rbf(tx1) -> broadcast tx2(tx1,o2) and remove first row: neww base is now tx2(tx,o2)
+        #   if cannot_rbf(tx1') -> broadcast tx3(tx1'|o3)
+        #
+        # that's the same strategy as if it was mined
+        #
+        #
+        # TODO: make this reorg-safe.
+        #
+        #
+        # TODO: persist batch_payments and batch_txs in wallet file.
+        # Note that it is probably fine not to persist them, but it is dangerous
+        # to persist one and not the other, as it might result in a double send.
+        self.batch_payments = []    # list of payments we need to make
+        self.batch_txs = []         # list of tx that were broadcast. Each tx is a RBF replacement of the previous one. Ony one can get mined.
+
+
+        while True:
+            await asyncio.sleep(1)
+            password = self.get_unlocked_password()
+            if self.has_keystore_encryption() and not password:
+                continue
+            tx = self.find_confirmed_base_tx()
+            if tx:
+                # one of the batch_txs has been confirmed
+                # find which outputs still need to be paid
+                to_pay = [x for x in self.batch_payments if x not in tx.outputs()]
+                self.logger.info(f'base tx confirmed. to_pay={to_pay}')
+                if to_pay:
+                    await self.create_new_base_tx(tx, to_pay, password)
+                else:
+                    self.batch_txs = []
+                    self.batch_payments = []
+            else:
+                base_tx = self.batch_txs[-1] if self.batch_txs else None
+                base_tx_outputs = base_tx.outputs() if base_tx else []
+                # check if all payments are in that tx
+                to_pay = [o for o in self.batch_payments if o not in base_tx_outputs]
+                if not to_pay:
+                    continue
+                self.logger.info(f'manage_batch_payments {to_pay}')
+                tx = self.create_transaction(
+                    outputs=to_pay,
+                    rbf=True,
+                    password=password,
+                    base_tx=base_tx,
+                )
+                try:
+                    #self.adb.add_transaction(tx)
+                    await self.network.broadcast_transaction(tx)
+                    self.batch_txs.append(tx)
+                except TxBroadcastError:
+                    # base_tx is not replaceable, probabaly because it has children
+                    #self.adb.remove_transaction(tx.txid())
+                    await self.create_new_base_tx(base_tx, to_pay, password)
+
+    async def create_new_base_tx(self, tx, to_pay, password):
+        inputs = []
+        for o in tx.get_change_outputs():
+            coins = self.adb.get_addr_utxo(o.address)
+            inputs += list(coins.values())
+        self.logger.info(f'create_new_base_tx: inputs={inputs} outputs={to_pay}')
+        tx2 = self.create_transaction(
+            inputs=inputs,
+            outputs=to_pay,
+            password=password,
+        )
+        #self.adb.add_transaction(tx2)
+        try:
+            await self.network.broadcast_transaction(tx2)
+        except TxBroadcastError:
+            # we will retry later, because we have not changed batch_payments
+            self.logger.info(f'create_new_base_tx: failed to broadcast')
+            return
+
+        self.logger.info(f'create_new_base_tx: success {tx2.txid()}')
+        self.batch_txs = [tx2]
+        self.batch_payments = to_pay # this removes payments in the old tx
+
 
 class Simple_Wallet(Abstract_Wallet):
     # wallet with a single keystore