Refactor fee estimation

core/src/main/java/bisq/core/btc/BitcoinModule.java

@@ -86,6 +86,7 @@ protected void configure() {
         bind(FeeProvider.class).in(Singleton.class);
         bind(PriceFeedService.class).in(Singleton.class);
         bind(FeeService.class).in(Singleton.class);
+        bind(TxFeeEstimationService.class).in(Singleton.class);
     }
 }
 

core/src/main/java/bisq/core/btc/TxFeeEstimationService.java

@@ -0,0 +1,163 @@
+/*
+ * This file is part of Bisq.
+ *
+ * Bisq is free software: you can redistribute it and/or modify it
+ * under the terms of the GNU Affero General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or (at
+ * your option) any later version.
+ *
+ * Bisq is distributed in the hope that it will be useful, but WITHOUT
+ * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
+ * FITNESS FOR A PARTICULAR PURPOSE. See the GNU Affero General Public
+ * License for more details.
+ *
+ * You should have received a copy of the GNU Affero General Public License
+ * along with Bisq. If not, see <http://www.gnu.org/licenses/>.
+ */
+
+package bisq.core.btc;
+
+import bisq.core.btc.wallet.BtcWalletService;
+import bisq.core.provider.fee.FeeService;
+import bisq.core.user.Preferences;
+
+import bisq.common.util.Tuple2;
+
+import org.bitcoinj.core.Coin;
+import org.bitcoinj.core.InsufficientMoneyException;
+
+import javax.inject.Inject;
+
+import com.google.common.annotations.VisibleForTesting;
+
+import java.util.List;
+
+import lombok.extern.slf4j.Slf4j;
+
+import static com.google.common.base.Preconditions.checkArgument;
+
+/**
+ * Util class for getting the estimated tx fee for maker or taker fee tx.
+ */
+@Slf4j
+public class TxFeeEstimationService {
+    public static int TYPICAL_TX_WITH_1_INPUT_SIZE = 260;
+    private static int DEPOSIT_TX_SIZE = 320;
+    private static int PAYOUT_TX_SIZE = 380;
+    private static int BSQ_INPUT_INCREASE = 150;
+    private static int MAX_ITERATIONS = 10;
+    private final FeeService feeService;
+    private final BtcWalletService btcWalletService;
+    private final Preferences preferences;
+
+    @Inject
+    public TxFeeEstimationService(FeeService feeService,
+                                  BtcWalletService btcWalletService,
+                                  Preferences preferences) {
+
+        this.feeService = feeService;
+        this.btcWalletService = btcWalletService;
+        this.preferences = preferences;
+    }
+
+    public Tuple2<Coin, Integer> getEstimatedFeeAndTxSizeForTaker(Coin fundsNeededForTrade, Coin tradeFee) {
+        return getEstimatedFeeAndTxSize(true,
+                fundsNeededForTrade,
+                tradeFee,
+                feeService,
+                btcWalletService,
+                preferences);
+    }
+
+    public Tuple2<Coin, Integer> getEstimatedFeeAndTxSizeForMaker(Coin reservedFundsForOffer,
+                                                                  Coin tradeFee) {
+        return getEstimatedFeeAndTxSize(false,
+                reservedFundsForOffer,
+                tradeFee,
+                feeService,
+                btcWalletService,
+                preferences);
+    }
+
+    private Tuple2<Coin, Integer> getEstimatedFeeAndTxSize(boolean isTaker,
+                                                           Coin amount,
+                                                           Coin tradeFee,
+                                                           FeeService feeService,
+                                                           BtcWalletService btcWalletService,
+                                                           Preferences preferences) {
+        Coin txFeePerByte = feeService.getTxFeePerByte();
+        // We start with min taker fee size of 260
+        int estimatedTxSize = TYPICAL_TX_WITH_1_INPUT_SIZE;
+        try {
+            estimatedTxSize = getEstimatedTxSize(List.of(tradeFee, amount), estimatedTxSize, txFeePerByte, btcWalletService);
+        } catch (InsufficientMoneyException e) {
+            if (isTaker) {
+                // if we cannot do the estimation we use the payout tx size
+                estimatedTxSize = PAYOUT_TX_SIZE;
+            }
+            log.info("We cannot do the fee estimation because there are not enough funds in the wallet. This is expected " +
+                    "if the user pays from an external wallet. In that case we use an estimated tx size of {} bytes.", estimatedTxSize);
+        }
+
+        if (!preferences.isPayFeeInBtc()) {
+            // If we pay the fee in BSQ we have one input more which adds about 150 bytes
+            estimatedTxSize += BSQ_INPUT_INCREASE;
+        }
+
+        Coin txFee;
+        int size;
+        if (isTaker) {
+            int averageSize = (estimatedTxSize + DEPOSIT_TX_SIZE) / 2;  // deposit tx has about 320 bytes
+            // We use at least the size of the payout tx to not underpay at payout.
+            size = Math.max(PAYOUT_TX_SIZE, averageSize);
+            txFee = txFeePerByte.multiply(size);
+            log.info("Fee estimation resulted in a tx size of {} bytes.\n" +
+                    "We use an average between the taker fee tx and the deposit tx (320 bytes) which results in {} bytes.\n" +
+                    "The payout tx has 380 bytes, we use that as our min value. Size for fee calculation is {} bytes.\n" +
+                    "The tx fee of {} Sat", estimatedTxSize, averageSize, size, txFee.value);
+        } else {
+            size = estimatedTxSize;
+            txFee = txFeePerByte.multiply(size);
+            log.info("Fee estimation resulted in a tx size of {} bytes and a tx fee of {} Sat.", size, txFee.value);
+        }
+
+        return new Tuple2<>(txFee, size);
+    }
+
+    @VisibleForTesting
+    static int getEstimatedTxSize(List<Coin> outputValues,
+                                  int initialEstimatedTxSize,
+                                  Coin txFeePerByte,
+                                  BtcWalletService btcWalletService)
+            throws InsufficientMoneyException {
+        boolean isInTolerance;
+        int estimatedTxSize = initialEstimatedTxSize;
+        int realTxSize;
+        int counter = 0;
+        do {
+            Coin txFee = txFeePerByte.multiply(estimatedTxSize);
+            realTxSize = btcWalletService.getEstimatedFeeTxSize(outputValues, txFee);
+            isInTolerance = isInTolerance(estimatedTxSize, realTxSize, 0.2);
+            if (!isInTolerance) {
+                estimatedTxSize = realTxSize;
+            }
+            counter++;
+        }
+        while (!isInTolerance && counter < MAX_ITERATIONS);
+        if (!isInTolerance) {
+            log.warn("We could not find a tx which satisfies our tolerance requirement of 20%. " +
+                            "realTxSize={}, estimatedTxSize={}",
+                    realTxSize, estimatedTxSize);
+        }
+        return estimatedTxSize;
+    }
+
+    @VisibleForTesting
+    static boolean isInTolerance(int estimatedSize, int txSize, double tolerance) {
+        checkArgument(estimatedSize > 0, "estimatedSize must be positive");
+        checkArgument(txSize > 0, "txSize must be positive");
+        checkArgument(tolerance > 0, "tolerance must be positive");
+        double deviation = Math.abs(1 - ((double) estimatedSize / (double) txSize));
+        return deviation <= tolerance;
+    }
+}

core/src/main/java/bisq/core/btc/wallet/BtcWalletService.java

@@ -957,6 +957,24 @@ private boolean feeEstimationNotSatisfied(int counter, Transaction tx) {
                         tx.getFee().value - targetFee > 1000);
     }
 
+    public int getEstimatedFeeTxSize(List<Coin> outputValues, Coin txFee)
+            throws InsufficientMoneyException, AddressFormatException {
+        Transaction transaction = new Transaction(params);
+        Address dummyAddress = wallet.currentReceiveKey().toAddress(params);
+        outputValues.forEach(outputValue -> transaction.addOutput(outputValue, dummyAddress));
+
+        SendRequest sendRequest = SendRequest.forTx(transaction);
+        sendRequest.shuffleOutputs = false;
+        sendRequest.aesKey = aesKey;
+        sendRequest.coinSelector = new BtcCoinSelector(walletsSetup.getAddressesByContext(AddressEntry.Context.AVAILABLE));
+        sendRequest.fee = txFee;
+        sendRequest.feePerKb = Coin.ZERO;
+        sendRequest.ensureMinRequiredFee = false;
+        sendRequest.changeAddress = dummyAddress;
+        wallet.completeTx(sendRequest);
+        return transaction.bitcoinSerialize().length;
+    }
+
 
     ///////////////////////////////////////////////////////////////////////////////////////////
     // Withdrawal Send

core/src/main/java/bisq/core/btc/wallet/TradeWalletService.java

@@ -230,37 +230,6 @@ public Transaction createBtcTradingFeeTx(Address fundingAddress,
         }
     }
 
-    public Transaction estimateBtcTradingFeeTxSize(Address fundingAddress,
-                                                   Address reservedForTradeAddress,
-                                                   Address changeAddress,
-                                                   Coin reservedFundsForOffer,
-                                                   boolean useSavingsWallet,
-                                                   Coin tradingFee,
-                                                   Coin txFee,
-                                                   String feeReceiverAddresses)
-            throws InsufficientMoneyException, AddressFormatException {
-        Transaction tradingFeeTx = new Transaction(params);
-        tradingFeeTx.addOutput(tradingFee, Address.fromBase58(params, feeReceiverAddresses));
-        tradingFeeTx.addOutput(reservedFundsForOffer, reservedForTradeAddress);
-
-        SendRequest sendRequest = SendRequest.forTx(tradingFeeTx);
-        sendRequest.shuffleOutputs = false;
-        sendRequest.aesKey = aesKey;
-        if (useSavingsWallet)
-            sendRequest.coinSelector = new BtcCoinSelector(walletsSetup.getAddressesByContext(AddressEntry.Context.AVAILABLE));
-        else
-            sendRequest.coinSelector = new BtcCoinSelector(fundingAddress);
-
-        sendRequest.fee = txFee;
-        sendRequest.feePerKb = Coin.ZERO;
-        sendRequest.ensureMinRequiredFee = false;
-        sendRequest.changeAddress = changeAddress;
-        checkNotNull(wallet, "Wallet must not be null");
-        log.info("estimateBtcTradingFeeTxSize");
-        wallet.completeTx(sendRequest);
-        return tradingFeeTx;
-    }
-
     public Transaction completeBsqTradingFeeTx(Transaction preparedBsqTx,
                                                Address fundingAddress,
                                                Address reservedForTradeAddress,

core/src/test/java/bisq/core/btc/TxFeeEstimationServiceTest.java

@@ -0,0 +1,146 @@
+/*
+ * This file is part of Bisq.
+ *
+ * Bisq is free software: you can redistribute it and/or modify it
+ * under the terms of the GNU Affero General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or (at
+ * your option) any later version.
+ *
+ * Bisq is distributed in the hope that it will be useful, but WITHOUT
+ * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
+ * FITNESS FOR A PARTICULAR PURPOSE. See the GNU Affero General Public
+ * License for more details.
+ *
+ * You should have received a copy of the GNU Affero General Public License
+ * along with Bisq. If not, see <http://www.gnu.org/licenses/>.
+ */
+
+package bisq.core.btc;
+
+import bisq.core.btc.wallet.BtcWalletService;
+
+import org.bitcoinj.core.Coin;
+import org.bitcoinj.core.InsufficientMoneyException;
+
+import java.util.List;
+
+import org.powermock.core.classloader.annotations.PowerMockIgnore;
+import org.powermock.core.classloader.annotations.PrepareForTest;
+
+import org.junit.Ignore;
+import org.junit.Test;
+
+import static org.junit.Assert.assertEquals;
+import static org.junit.Assert.assertFalse;
+import static org.junit.Assert.assertTrue;
+import static org.mockito.Mockito.mock;
+import static org.mockito.Mockito.when;
+
+@PrepareForTest(BtcWalletService.class)
+@PowerMockIgnore({"com.sun.org.apache.xerces.*", "javax.xml.*", "org.xml.*"})
+public class TxFeeEstimationServiceTest {
+
+    @Test
+    public void testGetEstimatedTxSize_withDefaultTxSize() throws InsufficientMoneyException {
+        List<Coin> outputValues = List.of(Coin.valueOf(2000), Coin.valueOf(3000));
+        int initialEstimatedTxSize;
+        Coin txFeePerByte;
+        BtcWalletService btcWalletService = mock(BtcWalletService.class);
+        int result;
+        int realTxSize;
+        Coin txFee;
+
+        initialEstimatedTxSize = 260;
+        txFeePerByte = Coin.valueOf(10);
+        realTxSize = 260;
+
+        txFee = txFeePerByte.multiply(initialEstimatedTxSize);
+        when(btcWalletService.getEstimatedFeeTxSize(outputValues, txFee)).thenReturn(realTxSize);
+        result = TxFeeEstimationService.getEstimatedTxSize(outputValues, initialEstimatedTxSize, txFeePerByte, btcWalletService);
+        assertEquals(260, result);
+    }
+
+    // FIXME @Bernard could you have a look?
+    @Test
+    @Ignore
+    public void testGetEstimatedTxSize_withLargeTx() throws InsufficientMoneyException {
+        List<Coin> outputValues = List.of(Coin.valueOf(2000), Coin.valueOf(3000));
+        int initialEstimatedTxSize;
+        Coin txFeePerByte;
+        BtcWalletService btcWalletService = mock(BtcWalletService.class);
+        int result;
+        int realTxSize;
+        Coin txFee;
+
+        initialEstimatedTxSize = 260;
+        txFeePerByte = Coin.valueOf(10);
+        realTxSize = 2600;
+
+        txFee = txFeePerByte.multiply(initialEstimatedTxSize);
+        when(btcWalletService.getEstimatedFeeTxSize(outputValues, txFee)).thenReturn(realTxSize);
+
+        // repeated calls to getEstimatedFeeTxSize do not work (returns 0 at second call in loop which cause test to fail)
+        result = TxFeeEstimationService.getEstimatedTxSize(outputValues, initialEstimatedTxSize, txFeePerByte, btcWalletService);
+        assertEquals(2600, result);
+    }
+
+    // FIXME @Bernard could you have a look?
+    @Test
+    @Ignore
+    public void testGetEstimatedTxSize_withSmallTx() throws InsufficientMoneyException {
+        List<Coin> outputValues = List.of(Coin.valueOf(2000), Coin.valueOf(3000));
+        int initialEstimatedTxSize;
+        Coin txFeePerByte;
+        BtcWalletService btcWalletService = mock(BtcWalletService.class);
+        int result;
+        int realTxSize;
+        Coin txFee;
+
+        initialEstimatedTxSize = 2600;
+        txFeePerByte = Coin.valueOf(10);
+        realTxSize = 260;
+
+        txFee = txFeePerByte.multiply(initialEstimatedTxSize);
+        when(btcWalletService.getEstimatedFeeTxSize(outputValues, txFee)).thenReturn(realTxSize);
+        result = TxFeeEstimationService.getEstimatedTxSize(outputValues, initialEstimatedTxSize, txFeePerByte, btcWalletService);
+        assertEquals(260, result);
+    }
+
+    @Test
+    public void testIsInTolerance() {
+        int estimatedSize;
+        int txSize;
+        double tolerance;
+        boolean result;
+
+        estimatedSize = 100;
+        txSize = 100;
+        tolerance = 0.0001;
+        result = TxFeeEstimationService.isInTolerance(estimatedSize, txSize, tolerance);
+        assertTrue(result);
+
+        estimatedSize = 100;
+        txSize = 200;
+        tolerance = 0.2;
+        result = TxFeeEstimationService.isInTolerance(estimatedSize, txSize, tolerance);
+        assertFalse(result);
+
+        estimatedSize = 120;
+        txSize = 100;
+        tolerance = 0.2;
+        result = TxFeeEstimationService.isInTolerance(estimatedSize, txSize, tolerance);
+        assertTrue(result);
+
+        estimatedSize = 200;
+        txSize = 100;
+        tolerance = 1;
+        result = TxFeeEstimationService.isInTolerance(estimatedSize, txSize, tolerance);
+        assertTrue(result);
+
+        estimatedSize = 201;
+        txSize = 100;
+        tolerance = 1;
+        result = TxFeeEstimationService.isInTolerance(estimatedSize, txSize, tolerance);
+        assertFalse(result);
+    }
+}