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10:43 < pinheadmz> strict DER sigs in bitcoin are 70-72 bytes, but what affects that ultimate size? I find that when i sign the same TX with the same private key, the sig is always the same size. Is that expected? or should it be more random?
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10:44 < sipa> signatures encode two integers, R and S, in a variable-length signed integer encoding.
10:45 < pinheadmz> so is this like, if a number is small enough we can eliminate a leading 00 or something?
10:45 < sipa> Not only can you, by BIP66 you must.
10:45 < pinheadmz> ah ok
10:46 < pinheadmz> so then does it make sense for a sig to always be the same size if key / msg are the same?
10:46 < sipa> If a value is between 2^248 and below 2^255, the encoding is 32 bytes.
10:46 < sipa> If it's at least 2^256, the encoding is 33 bytes.
10:46 < sipa> Eh, at least 2^255.
10:46 < sipa> Sorry, I'm being confusing. Let me start over.
10:47 < pinheadmz> what ive got here is a bcoin test on a wallet pull request, where for some reason i can not figure out, the new tx size in this test is 1 byte longer and both on master and in the branch, the test always produces the same size tx
10:47 < pinheadmz> so both branches are always consistent with themselves, but the branch sig is 1 byte longer
10:48 < sipa> Look at the bitlength of the number to encode. If it's at least 255 bits: 33 bytes. If it's at least 247 bits: 32 bytes. If it's at least 239 bits: 31 bytes. If it's at least 231 bits: 30 bytes. Etc.
10:49 < sipa> BIP62 rule 5 (not consensus, but adopted as policy) requires that the S value should be in the lower half, so S cannot exceed 2^255 already. This means that with probability 255/256, the S encoding will be 32 bytes.
10:50 < sipa> But once every 256 signatures, S will be 31 bytes only, or less.
10:51 < sipa> For the R value it's a bit more complicated. If you're doing low-R grinding, like Bitcoin Core does, the same rule applies for R, and 255 out of 256 signatures, R will be 32 bytes, and once every 256 sigs it will be 31 bytes or less.
10:51 < sipa> If you're not doing low-R grinding, there is roughly a 50% probability that R is 33 bytes, and 50% probability that's it's 32 bytes or less.
10:52 < pinheadmz> oh interesting -- i thought actually R was determinsitic somehow?
10:53 < sipa> Yes, but that's entirely orthogonal.
10:53 < pinheadmz> ok
10:53 < sipa> My probabilities are not for re-signing; they're across multiple signatures (with different keys/messages).
10:53 < pinheadmz> ok yes, thanks that makes sense
10:53 < pinheadmz> so lets talk about re-signing though
10:54 < pinheadmz> if you sign once and get 72 bytes, will it always be 72 bytes with every re-sign?
10:54 < sipa> If you use a deterministic signature algorithm, then by definition the signature is deterministic.
10:54 < sipa> Signing the same message again with the same key, you'll get the same signature.
10:55 < pinheadmz> right ofc
10:55 < pinheadmz> sorry for bugging you with a "by definition" answer ! :-P
10:56 < pinheadmz> whats really bonkers here is that the PR branch shouldnt be affecting the test vector or the signing function at all
10:56 < pinheadmz> and yet for some reason on the branch, the sig has changed size
10:56 < pinheadmz> i must be missing something
10:56 < sipa> Can you show me the signature?
10:57 < pinheadmz> https://gist.github.com/pinheadmz/d2c17d41c1861bb795ef4853ef603144
10:57 < pinheadmz> heres both
10:57 < pinheadmz> 3 inputs
10:58 < pinheadmz> first tx, sigs 2 & 3 are 72 bytes. second tx sigs 2 & 3 are 71
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10:59 < sipa> in your gistfile1, the (R,S) lengths are respectively (33, 32), (33, 32), (33, 32).
10:59 < sipa> in gistfile2, they are (33, 32), (32, 32), (32, 32)
11:00 < sipa> but all 3 signature are different
11:01 < sipa> so your signing algorithm must have changed
11:05 < sipa> Are all the signature valid?
11:25 < pinheadmz> yes but it is a test and the outputs being spent are from a regtest coinbase
11:25 < pinheadmz> so there could be some funny business in there
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11:44 < pinheadmz> actually what changed was the tx size estimation used in fee calculation. so whats most likely happening i guess is that the tx on the branch is NOT identical to the one on master, there is a slight difference in one of the output amounts
11:45 < pinheadmz> that would be enough to derive a different R ?
11:45 < sipa> it is required to be enough :D
11:45 < sipa> if R doesn't change, the key doesn't change, but the message does change... your signatures reveal the private key.
11:46 < pinheadmz> haha right!
11:46 < Murch> If you change the size estimation to expect r-grinding, the calculated fee will be slightly less, the change thus bigger
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11:46 < Murch> Ah wait, the first R is still 33
11:46 < Murch> so not r-grinding
11:46 < Murch> but the size estimation could have still changed the fee and thus the change
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11:47 < pinheadmz> yeah, bcoin uses libsecp256k1 for signing, so if thats where r-grinding happens, it should be the same as core
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11:47 < sipa> I'd suggest you implement R grinding independently of all of this, as it'll save a tiny bit of fees, and make tx sizes a bit more predictable.
11:47 < sipa> But that's not what's going on here.
11:47 < pinheadmz> but in the wallet, the size estimation is not perfect (JJ forgot the 2 bytes for witness marker, for example)
11:47 < sipa> No, r-grinding is done on top.
11:47 < pinheadmz> oh ok
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11:53 < Murch> <pinheadmz> "but in the wallet, the size..." <- yeah, if your estimate changed by two WU, it'll slightly change the size of the fee and thus your tx will be different and your sigs will be different
11:53 < Murch> :)
11:53 < pinheadmz> thats what we got here!
11:53 < pinheadmz> so whats r grinding ?
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11:54 < pinheadmz> my guess, finding a smaller R value so you pay less fee?
11:54 < sipa> just trying multiple signatures until you hit once whose R value is below 2^255
11:55 < sipa> which on average only needs 2 tries
11:55 < sipa> (if you're using a deterministic nonce algorithm, the iteration number needs to be fed to the nonce computation obviously, otherwise you'll always reach the same R)
11:55 < pinheadmz> aha
11:55 < pinheadmz> and the purpose paying less fee? smaller tx?
11:56 < sipa> i'd say the primary advantage is reducing variance in expected tx size
11:56 < pinheadmz> ahhh
11:57 < sipa> without R grinding, you have 50% chance of 72 byte sigs, 50% chance of 71 byte sigs or less
11:57 < sipa> with R grinding you have 99.6% of 71 byte sigs, and 0.4% for 70 bytes or less
11:57 < pinheadmz> makes sense - probably this whole conversation wouldnt have happened if we are r grinding then
11:58 < pinheadmz> and by "probably" i apparently mean 0.4%
11:58 < sipa> https://bitcoin.stackexchange.com/a/112666/208
11:59 < pinheadmz> cool thanks!
11:59 < sipa> so the exact numbers are:
12:00 < sipa> - without r grinding: 49.805% 71 bytes, 49.80% 70 bytes, 0.39% 69 bytes or less
12:01 < sipa> - with r grinding: 99.22% 70 bytes, 0.775% 69 bytes or less
12:01 < sipa> (this is excluding the sighash byte, so add one for actual script signatures)
12:01 < pinheadmz> really cool thanks
12:03 < Murch> pinheadmz: Yeah, your txsize is more predictable, and if it's not what you expect its smaller. Usually, you have to estimate with a 72 B signature so you never underestimate (which could e.g. get you in trouble with the minRelayTxFeerate or unnamed services that require a minimum feerate for payments), so you can generally estimate with one byte less per signature and thus save on fees, too.
12:04 < pinheadmz> makes sense, maybe we can integrate that as well
12:04 < Murch> Also, your transactions will look more like those of other wallets that have already adopted R-grinding
12:04 < Murch> ;)
12:04 < pinheadmz> its only June and my SoB student already wrote BnB plus two other coin selection algos
12:05 < sipa> what a great SoB story
12:05 < Murch> Someone gave a talk at BTC++ in Austin last week with a wishlist of things all wallets should be doing
12:05 < pinheadmz> bip69?
12:05 < Murch> Let me try to find the list of things
12:05  * pinheadmz ducks
12:06 < Murch> low-R grinding, anti-fee sniping, randomly sorted inputs/outputs (NOT BIP69)
12:06 < Murch> ^^
12:07 < Murch> the other things aren't quite as low hanging fruits: design your wallet to lead users away from address reuse and use P2TR ^^
12:08 < Murch> Note this is just the opinion of the speaker, tho
12:08 < Murch> which was me
12:08 < Murch> ^^
12:09 < pinheadmz> haha
12:09 < Murch> pinheadmz: If you have multiple coin selection algorithms, what do you use to pick the input set from the generated candidates?
12:09 < pinheadmz> Murch Someone gave a talk at BTC++ in Austin last week
12:09 < pinheadmz> lol
12:09 < pinheadmz> we're working on that
12:09 < pinheadmz> not sure how well end up
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12:10 < Murch> The waste metric has been working pretty well for us
12:10 < pinheadmz> probably bnb x attempts then fallback to his value based picker then finally random knapsack if everything else fails
12:10 < pinheadmz> were also going to bench mark by speed
12:10 < Murch> aaaaaaah, you didn't implement Knapsack in bcoin, did you?
12:10 < pinheadmz> one of the main goals is to sort wallet coins by value to reduce DB calls and memory for big wallets
12:11 < Murch> https://murch.one/posts/waste-metric/
12:11 < pinheadmz> right now bcoin basically just always picks the largets coin in your wallet and then adds more coins until > target
12:11 < pinheadmz> lots of room for improvement
12:11 < Murch> So, basically largest first selection
12:11 < sipa> that sounds a recipe for quickly grinding down your wallet's UTXO pool to dust
12:12 < Murch> Yeah largest-first does well to minimize the next transaction's fees, but pretty poorly for UTXO pool composition and overall fees
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12:17 < Murch> I think I also touch on LF here: https://bitcoin.stackexchange.com/a/32445/5406
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