implement zip 317

client/asset/btc/btc_test.go

@@ -669,9 +669,8 @@ func tNewWallet(segwit bool, walletType string) (*intermediaryWallet, *testData,
 			}
 			w.node = spvw
 			wallet = &intermediaryWallet{
-				baseWallet:     w,
-				txFeeEstimator: spvw,
-				tipRedeemer:    spvw,
+				baseWallet:  w,
+				tipRedeemer: spvw,
 			}
 		}
 	}

client/asset/btc/coin_selection.go

@@ -8,10 +8,13 @@ import (
 	"sort"
 	"time"
 
-	"decred.org/dcrdex/dex/calc"
 	dexbtc "decred.org/dcrdex/dex/networks/btc"
 )
 
+func (btc *baseWallet) sendEnough(amt, feeRate uint64, subtract bool, baseTxSize uint64, segwit, reportChange bool) func(inputCount, inputSize, sum uint64) (bool, uint64) {
+	return sendEnough(amt, feeRate, subtract, baseTxSize, segwit, reportChange, btc.isDust, btc.txFees)
+}
+
 // sendEnough generates a function that can be used as the enough argument to
 // the fund method when creating transactions to send funds. If fees are to be
 // subtracted from the inputs, set subtract so that the required amount excludes
@@ -20,9 +23,9 @@ import (
 // enough func will return a non-zero excess value. Otherwise, the enough func
 // will always return 0, leaving only unselected UTXOs to cover any required
 // reserves.
-func sendEnough(amt, feeRate uint64, subtract bool, baseTxSize uint64, segwit, reportChange bool) func(inputSize, sum uint64) (bool, uint64) {
-	return func(inputSize, sum uint64) (bool, uint64) {
-		txFee := (baseTxSize + inputSize) * feeRate
+func sendEnough(amt, feeRate uint64, subtract bool, baseTxSize uint64, segwit, reportChange bool, isDust DustRater, sendFees TxFeesCalculator) func(inputCount, inputSize, sum uint64) (bool, uint64) {
+	return func(inputCount, inputSize, sum uint64) (bool, uint64) {
+		txFee := sendFees(baseTxSize, inputCount, inputSize, feeRate)
 		req := amt
 		if !subtract { // add the fee to required
 			req += txFee
@@ -31,25 +34,29 @@ func sendEnough(amt, feeRate uint64, subtract bool, baseTxSize uint64, segwit, r
 			return false, 0
 		}
 		excess := sum - req
-		if !reportChange || dexbtc.IsDustVal(dexbtc.P2PKHOutputSize, excess, feeRate, segwit) {
+		if !reportChange || isDust(dexbtc.P2PKHOutputSize, excess, feeRate, segwit) {
 			excess = 0
 		}
 		return true, excess
 	}
 }
 
+func (btc *baseWallet) orderEnough(val, lots, feeRate, initTxSizeBase, initTxSize uint64, segwit, reportChange bool) func(inputCount, inputSize, sum uint64) (bool, uint64) {
+	return orderEnough(val, lots, feeRate, initTxSizeBase, initTxSize, segwit, reportChange, btc.orderReq, btc.isDust)
+}
+
 // orderEnough generates a function that can be used as the enough argument to
 // the fund method. If change from a split transaction will be created AND
 // immediately available, set reportChange to indicate this and the returned
 // enough func will return a non-zero excess value reflecting this potential
 // spit tx change. Otherwise, the enough func will always return 0, leaving
 // only unselected UTXOs to cover any required reserves.
-func orderEnough(val, lots, feeRate, initTxSizeBase, initTxSize uint64, segwit, reportChange bool) func(inputsSize, sum uint64) (bool, uint64) {
-	return func(inputsSize, sum uint64) (bool, uint64) {
-		reqFunds := calc.RequiredOrderFundsAlt(val, inputsSize, lots, initTxSizeBase, initTxSize, feeRate)
+func orderEnough(val, lots, feeRate, initTxSizeBase, initTxSize uint64, segwit, reportChange bool, orderReq OrderEstimator, isDust DustRater) func(inputCount, inputsSize, sum uint64) (bool, uint64) {
+	return func(inputCount, inputsSize, sum uint64) (bool, uint64) {
+		reqFunds := orderReq(val, inputCount, inputsSize, lots, initTxSizeBase, initTxSize, feeRate)
 		if sum >= reqFunds {
 			excess := sum - reqFunds
-			if !reportChange || dexbtc.IsDustVal(dexbtc.P2PKHOutputSize, excess, feeRate, segwit) {
+			if !reportChange || isDust(dexbtc.P2PKHOutputSize, excess, feeRate, segwit) {
 				excess = 0
 			}
 			return true, excess

client/asset/btc/rpcclient.go

@@ -812,7 +812,7 @@ func (wc *rpcClient) locked() bool {
 	return time.Unix(*walletInfo.UnlockedUntil, 0).Before(time.Now())
 }
 
-// sendTxFeeEstimator returns the fee required to send tx using the provided
+// estimateSendTxFee returns the fee required to send tx using the provided
 // feeRate.
 func (wc *rpcClient) estimateSendTxFee(tx *wire.MsgTx, feeRate uint64, subtract bool) (txfee uint64, err error) {
 	txBytes, err := wc.serializeTx(tx)

client/asset/btc/simnet_test.go

@@ -21,6 +21,9 @@ import (
 	"decred.org/dcrdex/dex/config"
 	dexbtc "decred.org/dcrdex/dex/networks/btc"
 	"github.com/btcsuite/btcd/btcutil"
+	"github.com/btcsuite/btcd/chaincfg"
+	"github.com/btcsuite/btcd/txscript"
+	"github.com/btcsuite/btcd/wire"
 	"github.com/decred/dcrd/dcrec/secp256k1/v4"
 )
 
@@ -61,6 +64,7 @@ func tBackend(t *testing.T, name string, blkFunc func(string, error)) (*Exchange
 	}
 	// settings["account"] = "default"
 	walletCfg := &asset.WalletConfig{
+		Type:     walletTypeRPC,
 		Settings: settings,
 		TipChange: func(err error) {
 			blkFunc(name, err)
@@ -236,3 +240,36 @@ func TestMakeBondTx(t *testing.T) {
 	}
 	t.Logf("refundCoin: %v\n", refundCoin)
 }
+
+func TestSendEstimation(t *testing.T) {
+	rig := newTestRig(t, func(name string, err error) {
+		tLogger.Infof("%s has reported a new block, error = %v", name, err)
+	})
+	defer rig.close(t)
+
+	addr, _ := btcutil.DecodeAddress("bcrt1qs6d2lpkcfccus6q7c0dvjnlpf5g45gf7yak6mm", &chaincfg.RegressionNetParams)
+	pkScript, _ := txscript.PayToAddrScript(addr)
+	tx := wire.NewMsgTx(wire.TxVersion)
+	tx.AddTxOut(wire.NewTxOut(10e8, pkScript))
+
+	// Use alpha, since there are many utxos.
+	w := rig.alpha()
+	const numCycles = 100
+	tStart := time.Now()
+	for i := 0; i < numCycles; i++ {
+		_, err := w.estimateSendTxFee(tx, 20, false)
+		if err != nil {
+			t.Fatalf("Error estimating with utxos: %v", err)
+		}
+	}
+	fmt.Println("Time to pick utxos ourselves:", time.Since(tStart))
+	node := w.node.(*rpcClient)
+	tStart = time.Now()
+	for i := 0; i < numCycles; i++ {
+		_, err := node.estimateSendTxFee(tx, 20, false)
+		if err != nil {
+			t.Fatalf("Error estimating with utxos: %v", err)
+		}
+	}
+	fmt.Println("Time to use fundrawtransaction:", time.Since(tStart))
+}

client/asset/btc/spv_wrapper.go

@@ -748,36 +748,43 @@ func (w *spvWallet) Lock() error {
 	return nil
 }
 
+// DRAFT NOTE: Move estimateSendTxFee out of spv_wrapper before merge. Leaving
+// for reviewability.
+
 // estimateSendTxFee callers should provide at least one output value.
-func (w *spvWallet) estimateSendTxFee(tx *wire.MsgTx, feeRate uint64, subtract bool) (fee uint64, err error) {
+func (btc *baseWallet) estimateSendTxFee(tx *wire.MsgTx, feeRate uint64, subtract bool) (fee uint64, err error) {
 	minTxSize := uint64(tx.SerializeSize())
 	var sendAmount uint64
 	for _, txOut := range tx.TxOut {
 		sendAmount += uint64(txOut.Value)
 	}
 
-	unspents, err := w.listUnspent()
+	unspents, err := btc.node.listUnspent()
 	if err != nil {
 		return 0, fmt.Errorf("error listing unspent outputs: %w", err)
 	}
 
-	utxos, _, _, err := convertUnspent(0, unspents, w.chainParams)
+	utxos, _, _, err := convertUnspent(0, unspents, btc.chainParams)
 	if err != nil {
 		return 0, fmt.Errorf("error converting unspent outputs: %w", err)
 	}
 
-	enough := sendEnough(sendAmount, feeRate, subtract, minTxSize, true, false)
-	sum, _, inputsSize, _, _, _, _, err := tryFund(utxos, enough)
+	enough := btc.sendEnough(sendAmount, feeRate, subtract, minTxSize, true, false)
+	sum, _, inputsSize, coins, _, _, _, err := tryFund(utxos, enough)
 	if err != nil {
 		return 0, err
 	}
 
-	txSize := minTxSize + inputsSize
-	estFee := feeRate * txSize
+	estFee := btc.txFees(minTxSize, uint64(len(coins)), inputsSize, feeRate)
 	remaining := sum - sendAmount
 
+	var opSize uint64 = dexbtc.P2PKHOutputSize
+	if btc.segwit {
+		opSize = dexbtc.P2WPKHOutputSize
+	}
+
 	// Check if there will be a change output if there is enough remaining.
-	estFeeWithChange := (txSize + dexbtc.P2WPKHOutputSize) * feeRate
+	estFeeWithChange := btc.txFees(minTxSize+opSize, uint64(len(coins)), inputsSize, feeRate)
 	var changeValue uint64
 	if remaining > estFeeWithChange {
 		changeValue = remaining - estFeeWithChange
@@ -789,7 +796,7 @@ func (w *spvWallet) estimateSendTxFee(tx *wire.MsgTx, feeRate uint64, subtract b
 	}
 
 	var finalFee uint64
-	if dexbtc.IsDustVal(dexbtc.P2WPKHOutputSize, changeValue, feeRate, true) {
+	if btc.isDust(opSize, changeValue, feeRate, true) {
 		// remaining cannot cover a non-dust change and the fee for the change.
 		finalFee = estFee + remaining
 	} else {
@@ -800,7 +807,7 @@ func (w *spvWallet) estimateSendTxFee(tx *wire.MsgTx, feeRate uint64, subtract b
 	if subtract {
 		sendAmount -= finalFee
 	}
-	if dexbtc.IsDustVal(minTxSize, sendAmount, feeRate, true) {
+	if btc.isDust(minTxSize, sendAmount, feeRate, true) {
 		return 0, errors.New("output value is dust")
 	}
 

client/asset/zec/shielded_rpc.go

@@ -123,7 +123,8 @@ const (
 
 // z_sendmany "fromaddress" [{"address":... ,"amount":...},...] ( minconf ) ( fee ) ( privacyPolicy )
 func zSendMany(c rpcCaller, fromAddress string, recips []*zSendManyRecipient, priv privacyPolicy) (operationID string, err error) {
-	const minConf, fee = 1, 0.00001
+	const minConf = 1
+	var fee *uint64 // Only makes sense with >= 5.5.0
 	return operationID, c.CallRPC(methodZSendMany, []interface{}{fromAddress, recips, minConf, fee, priv}, &operationID)
 }
 

client/asset/zec/zec.go

@@ -35,7 +35,7 @@ const (
 	// structure.
 	defaultFee          = 10
 	defaultFeeRateLimit = 1000
-	minNetworkVersion   = 5040250 // v5.4.2
+	minNetworkVersion   = 5050050 // v5.5.0
 	walletTypeRPC       = "zcashdRPC"
 
 	transparentAcctNumber = 0
@@ -210,7 +210,17 @@ func NewWallet(cfg *asset.WalletConfig, logger dex.Logger, net dex.Network) (ass
 			return dexzec.EncodeAddress(addr, addrParams)
 		},
 		TxSizeCalculator: dexzec.CalcTxSize,
-		NonSegwitSigner:  signTx,
+		DustRater: func(outputSize, value, minRelayTxFee uint64, segwit bool) bool {
+			return isDust(value, outputSize)
+		},
+		OrderEstimator: func(swapVal, inputCount, inputsSize, maxSwaps, swapSizeBase, _, _ uint64) uint64 {
+			return dexzec.RequiredOrderFunds(swapVal, inputCount, inputsSize, maxSwaps)
+		},
+		TxFeesCalculator: func(baseTxSize, inputCount, inputsSize, _ uint64) uint64 {
+			return txFees(baseTxSize, inputCount, inputsSize)
+		},
+		SplitFeeCalculator: splitTxFees,
+		NonSegwitSigner:    signTx,
 		TxDeserializer: func(b []byte) (*wire.MsgTx, error) {
 			zecTx, err := dexzec.DeserializeTx(b)
 			if err != nil {
@@ -259,6 +269,44 @@ type zecWallet struct {
 	lastAddress atomic.Value // "string"
 }
 
+func (w *zecWallet) FeeRate(context.Context) (uint64, error) {
+	return 10, nil
+}
+
+func (w *zecWallet) PreSwap(req *asset.PreSwapForm) (*asset.PreSwap, error) {
+	est, err := w.ExchangeWalletNoAuth.PreSwap(req)
+	if err != nil {
+		return nil, err
+	}
+	// We need to strip out the fee bump option.
+	const swapFeeBumpKey = "swapfeebump"
+	opts := make([]*asset.OrderOption, 0, len(est.Options))
+	for _, opt := range est.Options {
+		if opt.Key == swapFeeBumpKey {
+			continue
+		}
+		opts = append(opts, opt)
+	}
+	est.Options = opts
+	return est, nil
+}
+
+func (w *zecWallet) PreRedeem(req *asset.PreRedeemForm) (*asset.PreRedeem, error) {
+	var singleTxInsSize uint64 = dexbtc.TxInOverhead + dexbtc.RedeemSwapSigScriptSize + 1
+	var txOutsSize uint64 = dexbtc.P2PKHOutputSize + 1
+	worstCaseFees := dexzec.TransparentTxFeesZIP317(singleTxInsSize, txOutsSize) * req.Lots
+
+	multiTxInsSize := dexbtc.TxInOverhead + dexbtc.RedeemSwapSigScriptSize*req.Lots + uint64(wire.VarIntSerializeSize(req.Lots))
+	bestCaseFees := dexzec.TransparentTxFeesZIP317(multiTxInsSize, txOutsSize) * req.Lots
+	return &asset.PreRedeem{
+		Estimate: &asset.RedeemEstimate{
+			RealisticWorstCase: worstCaseFees,
+			RealisticBestCase:  bestCaseFees,
+		},
+		Options: []*asset.OrderOption{},
+	}, nil
+}
+
 var _ asset.ShieldedWallet = (*zecWallet)(nil)
 
 func transparentAddress(c rpcCaller, addrParams *dexzec.AddressParams, btcParams *chaincfg.Params) (btcutil.Address, error) {
@@ -600,3 +648,38 @@ func signTx(btcTx *wire.MsgTx, idx int, pkScript []byte, hashType txscript.SigHa
 
 	return append(ecdsa.Sign(key, sigHash[:]).Serialize(), byte(hashType)), nil
 }
+
+// isDust returns true if the output will be rejected as dust.
+func isDust(val, outputSize uint64) bool {
+	// See https://github.com/zcash/zcash/blob/5066efbb98bc2af5eed201212d27c77993950cee/src/primitives/transaction.h#L630
+	// https://github.com/zcash/zcash/blob/5066efbb98bc2af5eed201212d27c77993950cee/src/primitives/transaction.cpp#L127
+	// Also see informative comments hinting towards future changes at
+	// https://github.com/zcash/zcash/blob/master/src/policy/policy.h
+	sz := outputSize + 148                        // 148 accounts for an input on spending tx
+	const oneThirdDustThresholdRate = 100         // zats / kB
+	nFee := oneThirdDustThresholdRate * sz / 1000 // This is different from BTC
+	if nFee == 0 {
+		nFee = oneThirdDustThresholdRate
+	}
+	return val < 3*nFee
+}
+
+var emptyTxSize = dexzec.CalcTxSize(new(wire.MsgTx))
+
+// txFees is the tx fees for a basic single-output send with change.
+func txFees(baseTxSize, inputCount, inputsSize uint64) uint64 {
+	txInSize := inputsSize + uint64(wire.VarIntSerializeSize(inputCount))
+	outputsSize := baseTxSize - emptyTxSize
+	txOutSize := outputsSize + 1 // Assumes < 253 outputs
+	return dexzec.TransparentTxFeesZIP317(txInSize, txOutSize)
+}
+
+func splitTxFees(inputCount, inputsSize, _ uint64, extraOutput, _ bool) (swapInputSize, baggage uint64) {
+	txInsSize := inputsSize + uint64(wire.VarIntSerializeSize(inputCount))
+	var numOutputs uint64 = 2
+	if extraOutput {
+		numOutputs = 3
+	}
+	txOutsSize := dexbtc.P2PKHOutputSize*numOutputs + uint64(wire.VarIntSerializeSize(numOutputs))
+	return dexbtc.RedeemP2PKHInputSize, dexzec.TransparentTxFeesZIP317(txInsSize, txOutsSize)
+}

dex/networks/zec/script.go

@@ -0,0 +1,59 @@
+// This code is available on the terms of the project LICENSE.md file,
+// also available online at https://blueoakcouncil.org
+
+package zec
+
+import (
+	"math"
+
+	dexbtc "decred.org/dcrdex/dex/networks/btc"
+	"github.com/btcsuite/btcd/wire"
+)
+
+// TransparentTxFeesZIP317 calculates the ZIP-0317 fees for a fully transparent
+// Zcash transaction, which only depends on the size of the tx_in and tx_out
+// fields.
+// https://github.com/decred/dcrdex/blob/master/docs/images/zip-0317.png
+func TransparentTxFeesZIP317(txInSize, txOutSize uint64) uint64 {
+	return txFeesZIP317(txInSize, txOutSize, nil)
+}
+
+// txFeexZIP317 calculates fees for a transaction. If the tx is
+// fully-transparent, the shieldedTx argument can be nil. The caller must sum up
+// the txin and txout, which is the entire serialization size associated with
+// the respective field, including the size of the count varint.
+func txFeesZIP317(transparentTxInsSize, transparentTxOutsSize uint64, shieldedTx *Tx) uint64 {
+	const (
+		marginalFee           = 5000
+		graceActions          = 2
+		pkhStandardInputSize  = 150
+		pkhStandardOutputSize = 34
+	)
+
+	nIn := math.Ceil(float64(transparentTxInsSize) / pkhStandardInputSize)
+	nOut := math.Ceil(float64(transparentTxOutsSize) / pkhStandardOutputSize)
+
+	logicalActions := uint64(math.Max(nIn, nOut))
+	if shieldedTx != nil {
+		nSapling := uint64(math.Max(float64(shieldedTx.NSpendsSapling), float64(shieldedTx.NOutputsSapling)))
+		logicalActions += 2*shieldedTx.NJoinSplit + nSapling + shieldedTx.NActionsOrchard
+	}
+
+	return marginalFee * uint64(math.Max(graceActions, float64(logicalActions)))
+}
+
+// RequiredOrderFunds is the ZIP-0317 compliant version of
+// calc.RequiredOrderFunds.
+func RequiredOrderFunds(swapVal, inputCount, inputsSize, maxSwaps uint64) uint64 {
+	// One p2sh output for the contract, 1 change output.
+	const txOutsSize = dexbtc.P2PKHOutputSize + dexbtc.P2SHOutputSize + 1 /* wire.VarIntSerializeSize(2) */
+	txInsSize := inputsSize + uint64(wire.VarIntSerializeSize(inputCount))
+	firstTxFees := TransparentTxFeesZIP317(txInsSize, txOutsSize)
+	if maxSwaps == 1 {
+		return swapVal + firstTxFees
+	}
+
+	otherTxsFees := TransparentTxFeesZIP317(dexbtc.RedeemP2PKHInputSize+1, txOutsSize)
+	fees := firstTxFees + (maxSwaps-1)*otherTxsFees
+	return swapVal + fees
+}