sweepbatcher: consolidate identical change pkscripts

batch separate change outputs with identical pkscripts
are tallied up and consolidated to a single change output.

Author: hieblmi

sweepbatcher/greedy_batch_selection.go

@@ -210,11 +210,21 @@ func estimateBatchWeight(batch *batch) (feeDetails, error) {
 			err)
 	}
 
-	// Add change output weights.
+	// Add change output weights. Change outputs with identical pkscript
+	// will be consolidated into a single output.
+	changeOutputs := make(map[string]struct{})
 	for _, s := range batch.sweeps {
-		if s.change != nil {
-			weight.AddOutput(s.change.PkScript)
+		if s.change == nil {
+			continue
 		}
+
+		pkScriptString := string(s.change.PkScript)
+		if _, has := changeOutputs[pkScriptString]; has {
+			continue
+		}
+
+		weight.AddOutput(s.change.PkScript)
+		changeOutputs[pkScriptString] = struct{}{}
 	}
 
 	// Add inputs.

sweepbatcher/greedy_batch_selection_test.go

@@ -36,6 +36,7 @@ const (
 
 	coopTwoSweepBatchWeight          = coopNewBatchWeight + coopInputWeight
 	coopSingleSweepChangeBatchWeight = coopInputWeight + batchOutputWeight + changeOutputWeight
+	coopDoubleSweepChangeBatchWeight = 2*coopInputWeight + batchOutputWeight + changeOutputWeight
 	nonCoopTwoSweepBatchWeight       = coopTwoSweepBatchWeight + 2*nonCoopPenalty
 	v2v3BatchWeight                  = nonCoopTwoSweepBatchWeight - 25
 	mixedTwoSweepBatchWeight         = coopTwoSweepBatchWeight + nonCoopPenalty
@@ -325,6 +326,35 @@ func TestEstimateBatchWeight(t *testing.T) {
 			},
 		},
 
+		{
+			name: "two sweeps regular batch with identical change",
+			batch: &batch{
+				id: 1,
+				rbfCache: rbfCache{
+					FeeRate: lowFeeRate,
+				},
+				sweeps: map[wire.OutPoint]sweep{
+					outpoint1: {
+						htlcSuccessEstimator: se3,
+						change: &wire.TxOut{
+							PkScript: changePkscript,
+						},
+					},
+					outpoint2: {
+						htlcSuccessEstimator: se3,
+						change: &wire.TxOut{
+							PkScript: changePkscript,
+						},
+					},
+				},
+			},
+			wantBatchFeeDetails: feeDetails{
+				BatchId: 1,
+				FeeRate: lowFeeRate,
+				Weight:  coopDoubleSweepChangeBatchWeight,
+			},
+		},
+
 		{
 			name: "two sweeps regular batch",
 			batch: &batch{

sweepbatcher/sweep_batch.go

@@ -7,6 +7,7 @@ import (
 	"errors"
 	"fmt"
 	"math"
+	"sort"
 	"strings"
 	"sync"
 	"sync/atomic"
@@ -1311,10 +1312,22 @@ func constructUnsignedTx(sweeps []sweep, address btcutil.Address,
 		LockTime: uint32(currentHeight),
 	}
 
-	var changeOutputs []*wire.TxOut
-	for _, sweep := range sweeps {
-		if sweep.change != nil {
-			changeOutputs = append(changeOutputs, sweep.change)
+	// Consolidate change outputs with identical pkscript.
+	changeOutputs := make(map[string]*wire.TxOut)
+	for _, s := range sweeps {
+		if s.change == nil {
+			continue
+		}
+
+		stringPkScript := string(s.change.PkScript)
+		if _, has := changeOutputs[stringPkScript]; has {
+			changeOutputs[stringPkScript].Value += s.change.Value
+			continue
+		}
+
+		changeOutputs[stringPkScript] = &wire.TxOut{
+			Value:    s.change.Value,
+			PkScript: s.change.PkScript,
 		}
 	}
 
@@ -1425,8 +1438,19 @@ func constructUnsignedTx(sweeps []sweep, address btcutil.Address,
 		PkScript: batchPkScript,
 		Value:    int64(batchAmt-fee) - sumChange,
 	})
-	// Then add change outputs.
-	for _, txOut := range changeOutputs {
+	// Then add change outputs. Sort the keys first to make tests
+	// deterministic.
+	keys := make([]string, 0, len(changeOutputs))
+	for k := range changeOutputs {
+		keys = append(keys, k)
+	}
+
+	// Sort the keys
+	sort.Strings(keys)
+
+	// Add change outputs orderly.
+	for _, k := range keys {
+		txOut := changeOutputs[k]
 		batchTx.AddTxOut(&wire.TxOut{
 			PkScript: txOut.PkScript,
 			Value:    txOut.Value,

sweepbatcher/sweep_batch_test.go

@@ -55,6 +55,17 @@ func TestConstructUnsignedTx(t *testing.T) {
 		PkScript: change1Pkscript,
 	}
 
+	change1PrimeAddr := "bc1pdx9ggvtjjcpaqfqk375qhdmzx9xu8dcu7w94lqfcxhh0rj" +
+		"lwyyeq5ryn6r"
+	change1PrimeAddress, err := btcutil.DecodeAddress(change1PrimeAddr, nil)
+	require.NoError(t, err)
+	change1PrimePkscript, err := txscript.PayToAddrScript(change1PrimeAddress)
+	require.NoError(t, err)
+	change1Prime := &wire.TxOut{
+		Value:    200_000,
+		PkScript: change1PrimePkscript,
+	}
+
 	change2Addr := "bc1psw0nrrulq4pgyuyk09a3wsutygltys4gxjjw3zl2uz4ep8pa" +
 		"r2vsvntfe0"
 	change2Address, err := btcutil.DecodeAddress(change2Addr, nil)
@@ -395,6 +406,108 @@ func TestConstructUnsignedTx(t *testing.T) {
 			wantFee:          1248,
 		},
 
+		{
+			name: "identical change pkscripts",
+			sweeps: []sweep{
+				{
+					outpoint: op1,
+					value:    1_000_000,
+				},
+				{
+					outpoint: op2,
+					value:    2_000_000,
+					change:   change1,
+				},
+				{
+					outpoint: op3,
+					value:    3_000_000,
+					change:   change1,
+				},
+			},
+			address:       p2trAddress,
+			currentHeight: 800_000,
+			feeRate:       1000,
+			wantTx: &wire.MsgTx{
+				Version:  2,
+				LockTime: 800_000,
+				TxIn: []*wire.TxIn{
+					{
+						PreviousOutPoint: op1,
+					},
+					{
+						PreviousOutPoint: op2,
+					},
+					{
+						PreviousOutPoint: op3,
+					},
+				},
+				TxOut: []*wire.TxOut{
+					{
+						Value:    5_798_924,
+						PkScript: p2trPkScript,
+					},
+					{
+						Value:    2 * change1.Value,
+						PkScript: change1.PkScript,
+					},
+				},
+			},
+			wantWeight:       1076,
+			wantFeeForWeight: 1076,
+			wantFee:          1076,
+		},
+
+		{
+			name: "identical change pkscripts different values",
+			sweeps: []sweep{
+				{
+					outpoint: op1,
+					value:    1_000_000,
+				},
+				{
+					outpoint: op2,
+					value:    2_000_000,
+					change:   change1,
+				},
+				{
+					outpoint: op3,
+					value:    3_000_000,
+					change:   change1Prime,
+				},
+			},
+			address:       p2trAddress,
+			currentHeight: 800_000,
+			feeRate:       1000,
+			wantTx: &wire.MsgTx{
+				Version:  2,
+				LockTime: 800_000,
+				TxIn: []*wire.TxIn{
+					{
+						PreviousOutPoint: op1,
+					},
+					{
+						PreviousOutPoint: op2,
+					},
+					{
+						PreviousOutPoint: op3,
+					},
+				},
+				TxOut: []*wire.TxOut{
+					{
+						Value:    5_698_924,
+						PkScript: p2trPkScript,
+					},
+					{
+						Value:    change1.Value + change1Prime.Value,
+						PkScript: change1.PkScript,
+					},
+				},
+			},
+			wantWeight:       1076,
+			wantFeeForWeight: 1076,
+			wantFee:          1076,
+		},
+
 		{
 			name: "change exceeds input value",
 			sweeps: []sweep{