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coinselection: Move GetSelectionWaste into SelectionResult

Browse source 
GetSelectionWaste will need to access more context within a selection
result, and so should be a private member function rather than a static
function. It's only use outside of SelectionResult was for tests which
have now been updated to just make a SelectionResult.

Co-authored-by: Murch <murch@murch.one>
This commit is contained in:
Andrew Chow 2023-07-19 17:13:27 -04:00 • committed by Murch
parent c57889da66
commit 3e3e052411
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GPG key ID: 7BA035CA5B901713
3 changed files with 132 additions and 105 deletions
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10
src/wallet/coinselection.cpp
View file

@ -449,15 +449,15 @@ void OutputGroupTypeMap::Push(const OutputGroup& group, OutputType type, bool in
}
}
CAmount GetSelectionWaste(const std::set<std::shared_ptr<COutput>>& inputs, CAmount change_cost, CAmount target, bool use_effective_value)
CAmount SelectionResult::GetSelectionWaste(CAmount change_cost, CAmount target, bool use_effective_value)
{
// This function should not be called with empty inputs as that would mean the selection failed
assert(!inputs.empty());
assert(!m_selected_inputs.empty());
// Always consider the cost of spending an input now vs in the future.
CAmount waste = 0;
CAmount selected_effective_value = 0;
for (const auto& coin_ptr : inputs) {
for (const auto& coin_ptr : m_selected_inputs) {
const COutput& coin = *coin_ptr;
waste += coin.GetFee() - coin.long_term_fee;
selected_effective_value += use_effective_value ? coin.GetEffectiveValue() : coin.txout.nValue;
@ -493,9 +493,9 @@ void SelectionResult::ComputeAndSetWaste(const CAmount min_viable_change, const
const CAmount change = GetChange(min_viable_change, change_fee);
if (change > 0) {
m_waste = GetSelectionWaste(m_selected_inputs, change_cost, m_target, m_use_effective);
m_waste = GetSelectionWaste(change_cost, m_target, m_use_effective);
} else {
m_waste = GetSelectionWaste(m_selected_inputs, 0, m_target, m_use_effective);
m_waste = GetSelectionWaste(0, m_target, m_use_effective);
}
}

36
src/wallet/coinselection.h
View file

@ -275,26 +275,6 @@ struct OutputGroupTypeMap
typedef std::map<CoinEligibilityFilter, OutputGroupTypeMap> FilteredOutputGroups;
/** Compute the waste for this result given the cost of change
* and the opportunity cost of spending these inputs now vs in the future.
* If change exists, waste = change_cost + inputs * (effective_feerate - long_term_feerate)
* If no change, waste = excess + inputs * (effective_feerate - long_term_feerate)
* where excess = selected_effective_value - target
* change_cost = effective_feerate * change_output_size + long_term_feerate * change_spend_size
*
* Note this function is separate from SelectionResult for the tests.
*
* @param[in] inputs The selected inputs
* @param[in] change_cost The cost of creating change and spending it in the future.
* Only used if there is change, in which case it must be positive.
* Must be 0 if there is no change.
* @param[in] target The amount targeted by the coin selection algorithm.
* @param[in] use_effective_value Whether to use the input's effective value (when true) or the real value (when false).
* @return The waste
*/
[[nodiscard]] CAmount GetSelectionWaste(const std::set<std::shared_ptr<COutput>>& inputs, CAmount change_cost, CAmount target, bool use_effective_value = true);
/** Choose a random change target for each transaction to make it harder to fingerprint the Core
* wallet based on the change output values of transactions it creates.
* Change target covers at least change fees and adds a random value on top of it.
@ -348,6 +328,22 @@ private:
}
}
/** Compute the waste for this result given the cost of change
* and the opportunity cost of spending these inputs now vs in the future.
* If change exists, waste = change_cost + inputs * (effective_feerate - long_term_feerate)
* If no change, waste = excess + inputs * (effective_feerate - long_term_feerate)
* where excess = selected_effective_value - target
* change_cost = effective_feerate * change_output_size + long_term_feerate * change_spend_size
*
* @param[in] change_cost The cost of creating change and spending it in the future.
* Only used if there is change, in which case it must be positive.
* Must be 0 if there is no change.
* @param[in] target The amount targeted by the coin selection algorithm.
* @param[in] use_effective_value Whether to use the input's effective value (when true) or the real value (when false).
* @return The waste
*/
[[nodiscard]] CAmount GetSelectionWaste(CAmount change_cost, CAmount target, bool use_effective_value = true);
public:
explicit SelectionResult(const CAmount target, SelectionAlgorithm algo)
: m_target(target), m_algo(algo) {}

191
src/wallet/test/coinselector_tests.cpp
View file

@ -58,15 +58,17 @@ static void add_coin(const CAmount& nValue, int nInput, SelectionResult& result)
result.AddInput(group);
}
static void add_coin(const CAmount& nValue, int nInput, CoinSet& set, CAmount fee = 0, CAmount long_term_fee = 0)
static void add_coin(const CAmount& nValue, int nInput, SelectionResult& result, CAmount fee, CAmount long_term_fee)
{
CMutableTransaction tx;
tx.vout.resize(nInput + 1);
tx.vout[nInput].nValue = nValue;
tx.nLockTime = nextLockTime++; // so all transactions get different hashes
COutput coin(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, /*input_bytes=*/ 148, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false, fee);
coin.long_term_fee = long_term_fee;
set.insert(std::make_shared<COutput>(coin));
std::shared_ptr<COutput> coin = std::make_shared<COutput>(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, /*input_bytes=*/ 148, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false, fee);
OutputGroup group;
group.Insert(coin, /*ancestors=*/ 0, /*descendants=*/ 0);
coin->long_term_fee = long_term_fee; // group.Insert() will modify long_term_fee, so we need to set it afterwards
result.AddInput(group);
}
static void add_coin(CoinsResult& available_coins, CWallet& wallet, const CAmount& nValue, CFeeRate feerate = CFeeRate(0), int nAge = 6*24, bool fIsFromMe = false, int nInput =0, bool spendable = false, int custom_size = 0)
@ -827,7 +829,6 @@ BOOST_AUTO_TEST_CASE(SelectCoins_test)
BOOST_AUTO_TEST_CASE(waste_test)
{
CoinSet selection;
const CAmount fee{100};
const CAmount change_cost{125};
const CAmount fee_diff{40};
@ -835,92 +836,122 @@ BOOST_AUTO_TEST_CASE(waste_test)
const CAmount target{2 * COIN};
const CAmount excess{in_amt - fee * 2 - target};
// Waste with change is the change cost and difference between fee and long term fee
add_coin(1 * COIN, 1, selection, fee, fee - fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee - fee_diff);
const CAmount waste1 = GetSelectionWaste(selection, change_cost, target);
BOOST_CHECK_EQUAL(fee_diff * 2 + change_cost, waste1);
selection.clear();
// The following tests that the waste is calculated correctly in various scenarios.
// ComputeAndSetWaste will first determine the size of the change output. We don't really
// care about the change and just want to use the variant that always includes the change_cost,
// so min_viable_change and change_fee are set to 0 to ensure that.
{
// Waste with change is the change cost and difference between fee and long term fee
SelectionResult selection1{target, SelectionAlgorithm::MANUAL};
add_coin(1 * COIN, 1, selection1, fee, fee - fee_diff);
add_coin(2 * COIN, 2, selection1, fee, fee - fee_diff);
selection1.ComputeAndSetWaste(/*min_viable_change=*/0, change_cost, /*change_fee=*/0);
BOOST_CHECK_EQUAL(fee_diff * 2 + change_cost, selection1.GetWaste());
// Waste without change is the excess and difference between fee and long term fee
add_coin(1 * COIN, 1, selection, fee, fee - fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee - fee_diff);
const CAmount waste_nochange1 = GetSelectionWaste(selection, 0, target);
BOOST_CHECK_EQUAL(fee_diff * 2 + excess, waste_nochange1);
selection.clear();
// Waste will be greater when fee is greater, but long term fee is the same
SelectionResult selection2{target, SelectionAlgorithm::MANUAL};
add_coin(1 * COIN, 1, selection2, fee * 2, fee - fee_diff);
add_coin(2 * COIN, 2, selection2, fee * 2, fee - fee_diff);
selection2.ComputeAndSetWaste(/*min_viable_change=*/0, change_cost, /*change_fee=*/0);
BOOST_CHECK_GT(selection2.GetWaste(), selection1.GetWaste());
// Waste with change and fee == long term fee is just cost of change
add_coin(1 * COIN, 1, selection, fee, fee);
add_coin(2 * COIN, 2, selection, fee, fee);
BOOST_CHECK_EQUAL(change_cost, GetSelectionWaste(selection, change_cost, target));
selection.clear();
// Waste with change is the change cost and difference between fee and long term fee
// With long term fee greater than fee, waste should be less than when long term fee is less than fee
SelectionResult selection3{target, SelectionAlgorithm::MANUAL};
add_coin(1 * COIN, 1, selection3, fee, fee + fee_diff);
add_coin(2 * COIN, 2, selection3, fee, fee + fee_diff);
selection3.ComputeAndSetWaste(/*min_viable_change=*/0, change_cost, /*change_fee=*/0);
BOOST_CHECK_EQUAL(fee_diff * -2 + change_cost, selection3.GetWaste());
BOOST_CHECK_LT(selection3.GetWaste(), selection1.GetWaste());
}
// Waste without change and fee == long term fee is just the excess
add_coin(1 * COIN, 1, selection, fee, fee);
add_coin(2 * COIN, 2, selection, fee, fee);
BOOST_CHECK_EQUAL(excess, GetSelectionWaste(selection, 0, target));
selection.clear();
{
// Waste without change is the excess and difference between fee and long term fee
SelectionResult selection_nochange1{target, SelectionAlgorithm::MANUAL};
add_coin(1 * COIN, 1, selection_nochange1, fee, fee - fee_diff);
add_coin(2 * COIN, 2, selection_nochange1, fee, fee - fee_diff);
selection_nochange1.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0);
BOOST_CHECK_EQUAL(fee_diff * 2 + excess, selection_nochange1.GetWaste());
// Waste will be greater when fee is greater, but long term fee is the same
add_coin(1 * COIN, 1, selection, fee * 2, fee - fee_diff);
add_coin(2 * COIN, 2, selection, fee * 2, fee - fee_diff);
const CAmount waste2 = GetSelectionWaste(selection, change_cost, target);
BOOST_CHECK_GT(waste2, waste1);
selection.clear();
// Waste without change is the excess and difference between fee and long term fee
// With long term fee greater than fee, waste should be less than when long term fee is less than fee
SelectionResult selection_nochange2{target, SelectionAlgorithm::MANUAL};
add_coin(1 * COIN, 1, selection_nochange2, fee, fee + fee_diff);
add_coin(2 * COIN, 2, selection_nochange2, fee, fee + fee_diff);
selection_nochange2.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0);
BOOST_CHECK_EQUAL(fee_diff * -2 + excess, selection_nochange2.GetWaste());
BOOST_CHECK_LT(selection_nochange2.GetWaste(), selection_nochange1.GetWaste());
}
// Waste with change is the change cost and difference between fee and long term fee
// With long term fee greater than fee, waste should be less than when long term fee is less than fee
add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
const CAmount waste3 = GetSelectionWaste(selection, change_cost, target);
BOOST_CHECK_EQUAL(fee_diff * -2 + change_cost, waste3);
BOOST_CHECK_LT(waste3, waste1);
selection.clear();
{
// Waste with change and fee == long term fee is just cost of change
SelectionResult selection{target, SelectionAlgorithm::MANUAL};
add_coin(1 * COIN, 1, selection, fee, fee);
add_coin(2 * COIN, 2, selection, fee, fee);
selection.ComputeAndSetWaste(/*min_viable_change=*/0, change_cost, /*change_fee=*/0);
BOOST_CHECK_EQUAL(change_cost, selection.GetWaste());
}
// Waste without change is the excess and difference between fee and long term fee
// With long term fee greater than fee, waste should be less than when long term fee is less than fee
add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
const CAmount waste_nochange2 = GetSelectionWaste(selection, 0, target);
BOOST_CHECK_EQUAL(fee_diff * -2 + excess, waste_nochange2);
BOOST_CHECK_LT(waste_nochange2, waste_nochange1);
selection.clear();
{
// Waste without change and fee == long term fee is just the excess
SelectionResult selection{target, SelectionAlgorithm::MANUAL};
add_coin(1 * COIN, 1, selection, fee, fee);
add_coin(2 * COIN, 2, selection, fee, fee);
selection.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0);
BOOST_CHECK_EQUAL(excess, selection.GetWaste());
}
// No Waste when fee == long_term_fee, no change, and no excess
add_coin(1 * COIN, 1, selection, fee, fee);
add_coin(2 * COIN, 2, selection, fee, fee);
const CAmount exact_target{in_amt - fee * 2};
BOOST_CHECK_EQUAL(0, GetSelectionWaste(selection, /*change_cost=*/0, exact_target));
selection.clear();
{
// No Waste when fee == long_term_fee, no change, and no excess
const CAmount exact_target{in_amt - fee * 2};
SelectionResult selection{exact_target, SelectionAlgorithm::MANUAL};
add_coin(1 * COIN, 1, selection, fee, fee);
add_coin(2 * COIN, 2, selection, fee, fee);
selection.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0);
BOOST_CHECK_EQUAL(0, selection.GetWaste());
}
// No Waste when (fee - long_term_fee) == (-cost_of_change), and no excess
const CAmount new_change_cost{fee_diff * 2};
add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
BOOST_CHECK_EQUAL(0, GetSelectionWaste(selection, new_change_cost, target));
selection.clear();
{
// No Waste when (fee - long_term_fee) == (-cost_of_change), and no excess
SelectionResult selection{target, SelectionAlgorithm::MANUAL};
const CAmount new_change_cost{fee_diff * 2};
add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
selection.ComputeAndSetWaste(/*min_viable_change=*/0, new_change_cost, /*change_fee=*/0);
BOOST_CHECK_EQUAL(0, selection.GetWaste());
}
// No Waste when (fee - long_term_fee) == (-excess), no change cost
const CAmount new_target{in_amt - fee * 2 - fee_diff * 2};
add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
BOOST_CHECK_EQUAL(0, GetSelectionWaste(selection, /*change_cost=*/ 0, new_target));
selection.clear();
{
// No Waste when (fee - long_term_fee) == (-excess), no change cost
const CAmount new_target{in_amt - fee * 2 - fee_diff * 2};
SelectionResult selection{new_target, SelectionAlgorithm::MANUAL};
add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
selection.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0);
BOOST_CHECK_EQUAL(0, selection.GetWaste());
}
// Negative waste when the long term fee is greater than the current fee and the selected value == target
const CAmount exact_target1{3 * COIN - 2 * fee};
const CAmount target_waste1{-2 * fee_diff}; // = (2 * fee) - (2 * (fee + fee_diff))
add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
BOOST_CHECK_EQUAL(target_waste1, GetSelectionWaste(selection, /*change_cost=*/ 0, exact_target1));
selection.clear();
{
// Negative waste when the long term fee is greater than the current fee and the selected value == target
const CAmount exact_target{3 * COIN - 2 * fee};
SelectionResult selection{exact_target, SelectionAlgorithm::MANUAL};
const CAmount target_waste1{-2 * fee_diff}; // = (2 * fee) - (2 * (fee + fee_diff))
add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
selection.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0);
BOOST_CHECK_EQUAL(target_waste1, selection.GetWaste());
}
// Negative waste when the long term fee is greater than the current fee and change_cost < - (inputs * (fee - long_term_fee))
const CAmount large_fee_diff{90};
const CAmount target_waste2{-2 * large_fee_diff + change_cost}; // = (2 * fee) - (2 * (fee + large_fee_diff)) + change_cost
add_coin(1 * COIN, 1, selection, fee, fee + large_fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee + large_fee_diff);
BOOST_CHECK_EQUAL(target_waste2, GetSelectionWaste(selection, change_cost, target));
{
// Negative waste when the long term fee is greater than the current fee and change_cost < - (inputs * (fee - long_term_fee))
SelectionResult selection{target, SelectionAlgorithm::MANUAL};
const CAmount large_fee_diff{90};
const CAmount target_waste2{-2 * large_fee_diff + change_cost}; // = (2 * fee) - (2 * (fee + large_fee_diff)) + change_cost
add_coin(1 * COIN, 1, selection, fee, fee + large_fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee + large_fee_diff);
selection.ComputeAndSetWaste(/*min_viable_change=*/0, change_cost, /*change_fee=*/0);
BOOST_CHECK_EQUAL(target_waste2, selection.GetWaste());
}
}
BOOST_AUTO_TEST_CASE(effective_value_test)