Add a discard_rate

Any change output which would be dust at the discard_rate you are
willing to discard completely and add to fee (as well as continuing to
pay the fee that would have been needed for creating the change).

src/wallet/wallet.cpp

@@ -57,6 +57,8 @@ CFeeRate CWallet::minTxFee = CFeeRate(DEFAULT_TRANSACTION_MINFEE);
  */
 CFeeRate CWallet::fallbackFee = CFeeRate(DEFAULT_FALLBACK_FEE);
 
+CFeeRate CWallet::m_discard_rate = CFeeRate(DEFAULT_DISCARD_FEE);
+
 const uint256 CMerkleTx::ABANDON_HASH(uint256S("0000000000000000000000000000000000000000000000000000000000000001"));
 
 /** @defgroup mapWallet
@@ -2501,6 +2503,17 @@ bool CWallet::FundTransaction(CMutableTransaction& tx, CAmount& nFeeRet, int& nC
     return true;
 }
 
+static CFeeRate GetDiscardRate(const CBlockPolicyEstimator& estimator)
+{
+    unsigned int highest_target = estimator.HighestTargetTracked(FeeEstimateHorizon::LONG_HALFLIFE);
+    CFeeRate discard_rate = estimator.estimateSmartFee(highest_target, nullptr /* FeeCalculation */, false /* conservative */);
+    // Don't let discard_rate be greater than longest possible fee estimate if we get a valid fee estimate
+    discard_rate = (discard_rate == CFeeRate(0)) ? CWallet::m_discard_rate : std::min(discard_rate, CWallet::m_discard_rate);
+    // Discard rate must be at least dustRelayFee
+    discard_rate = std::max(discard_rate, ::dustRelayFee);
+    return discard_rate;
+}
+
 bool CWallet::CreateTransaction(const std::vector<CRecipient>& vecSend, CWalletTx& wtxNew, CReserveKey& reservekey, CAmount& nFeeRet,
                                 int& nChangePosInOut, std::string& strFailReason, const CCoinControl& coin_control, bool sign)
 {
@@ -2600,6 +2613,7 @@ bool CWallet::CreateTransaction(const std::vector<CRecipient>& vecSend, CWalletT
             CTxOut change_prototype_txout(0, scriptChange);
             size_t change_prototype_size = GetSerializeSize(change_prototype_txout, SER_DISK, 0);
 
+            CFeeRate discard_rate = GetDiscardRate(::feeEstimator);
             nFeeRet = 0;
             bool pick_new_inputs = true;
             CAmount nValueIn = 0;
@@ -2667,7 +2681,7 @@ bool CWallet::CreateTransaction(const std::vector<CRecipient>& vecSend, CWalletT
 
                     // Never create dust outputs; if we would, just
                     // add the dust to the fee.
-                    if (IsDust(newTxOut, ::dustRelayFee))
+                    if (IsDust(newTxOut, discard_rate))
                     {
                         nChangePosInOut = -1;
                         nFeeRet += nChange;
@@ -2747,7 +2761,7 @@ bool CWallet::CreateTransaction(const std::vector<CRecipient>& vecSend, CWalletT
                     // (because of reduced tx size) and so we should add a
                     // change output. Only try this once.
                     CAmount fee_needed_for_change = GetMinimumFee(change_prototype_size, coin_control, ::mempool, ::feeEstimator, nullptr);
-                    CAmount minimum_value_for_change = GetDustThreshold(change_prototype_txout, ::dustRelayFee);
+                    CAmount minimum_value_for_change = GetDustThreshold(change_prototype_txout, discard_rate);
                     CAmount max_excess_fee = fee_needed_for_change + minimum_value_for_change;
                     if (nFeeRet > nFeeNeeded + max_excess_fee && nChangePosInOut == -1 && nSubtractFeeFromAmount == 0 && pick_new_inputs) {
                         pick_new_inputs = false;
@@ -3788,6 +3802,9 @@ std::string CWallet::GetWalletHelpString(bool showDebug)
     strUsage += HelpMessageOpt("-keypool=<n>", strprintf(_("Set key pool size to <n> (default: %u)"), DEFAULT_KEYPOOL_SIZE));
     strUsage += HelpMessageOpt("-fallbackfee=<amt>", strprintf(_("A fee rate (in %s/kB) that will be used when fee estimation has insufficient data (default: %s)"),
                                                                CURRENCY_UNIT, FormatMoney(DEFAULT_FALLBACK_FEE)));
+    strUsage += HelpMessageOpt("-discardfee=<amt>", strprintf(_("The fee rate (in %s/kB) used to discard change (to fee) if it would be dust at this fee rate (default: %s) "
+                                                                "Note: We will always discard up to the dust relay fee and a discard fee above that is limited by the longest target fee estimate"),
+                                                              CURRENCY_UNIT, FormatMoney(DEFAULT_DISCARD_FEE)));
     strUsage += HelpMessageOpt("-mintxfee=<amt>", strprintf(_("Fees (in %s/kB) smaller than this are considered zero fee for transaction creation (default: %s)"),
                                                             CURRENCY_UNIT, FormatMoney(DEFAULT_TRANSACTION_MINFEE)));
     strUsage += HelpMessageOpt("-paytxfee=<amt>", strprintf(_("Fee (in %s/kB) to add to transactions you send (default: %s)"),
@@ -4113,6 +4130,16 @@ bool CWallet::ParameterInteraction()
                         _("This is the transaction fee you may pay when fee estimates are not available."));
         CWallet::fallbackFee = CFeeRate(nFeePerK);
     }
+    if (IsArgSet("-discardfee"))
+    {
+        CAmount nFeePerK = 0;
+        if (!ParseMoney(GetArg("-discardfee", ""), nFeePerK))
+            return InitError(strprintf(_("Invalid amount for -discardfee=<amount>: '%s'"), GetArg("-discardfee", "")));
+        if (nFeePerK > HIGH_TX_FEE_PER_KB)
+            InitWarning(AmountHighWarn("-discardfee") + " " +
+                        _("This is the transaction fee you may discard if change is smaller than dust at this level"));
+        CWallet::m_discard_rate = CFeeRate(nFeePerK);
+    }
     if (IsArgSet("-paytxfee"))
     {
         CAmount nFeePerK = 0;

src/wallet/wallet.h

@@ -45,6 +45,8 @@ static const unsigned int DEFAULT_KEYPOOL_SIZE = 100;
 static const CAmount DEFAULT_TRANSACTION_FEE = 0;
 //! -fallbackfee default
 static const CAmount DEFAULT_FALLBACK_FEE = 20000;
+//! -m_discard_rate default
+static const CAmount DEFAULT_DISCARD_FEE = 10000;
 //! -mintxfee default
 static const CAmount DEFAULT_TRANSACTION_MINFEE = 1000;
 //! minimum recommended increment for BIP 125 replacement txs
@@ -965,6 +967,7 @@ public:
 
     static CFeeRate minTxFee;
     static CFeeRate fallbackFee;
+    static CFeeRate m_discard_rate;
     /**
      * Estimate the minimum fee considering user set parameters
      * and the required fee