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bitcoin-bitcoin-core/src/wallet/test/coinselector_tests.cpp

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// Copyright (c) 2017-2022 The Bitcoin Core developers
// Distributed under the MIT software license, see the accompanying
// file COPYING or http://www.opensource.org/licenses/mit-license.php.
#include <consensus/amount.h>
#include <node/context.h>
#include <policy/policy.h>
#include <primitives/transaction.h>
#include <random.h>
#include <test/util/setup_common.h>
#include <util/translation.h>
#include <wallet/coincontrol.h>
#include <wallet/coinselection.h>
#include <wallet/spend.h>
#include <wallet/test/wallet_test_fixture.h>
#include <wallet/wallet.h>
#include <algorithm>
#include <boost/test/unit_test.hpp>
#include <random>
namespace wallet {
BOOST_FIXTURE_TEST_SUITE(coinselector_tests, WalletTestingSetup)
// how many times to run all the tests to have a chance to catch errors that only show up with particular random shuffles
#define RUN_TESTS 100
// some tests fail 1% of the time due to bad luck.
// we repeat those tests this many times and only complain if all iterations of the test fail
#define RANDOM_REPEATS 5
typedef std::set<std::shared_ptr<COutput>> CoinSet;
static const CoinEligibilityFilter filter_standard(1, 6, 0);
static const CoinEligibilityFilter filter_confirmed(1, 1, 0);
static const CoinEligibilityFilter filter_standard_extra(6, 6, 0);
static int nextLockTime = 0;
static void add_coin(const CAmount& nValue, int nInput, std::vector<COutput>& set)
{
CMutableTransaction tx;
tx.vout.resize(nInput + 1);
tx.vout[nInput].nValue = nValue;
tx.nLockTime = nextLockTime++; // so all transactions get different hashes
set.emplace_back(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, /*input_bytes=*/ -1, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false, /*fees=*/ 0);
}
static void add_coin(const CAmount& nValue, int nInput, SelectionResult& result)
{
CMutableTransaction tx;
tx.vout.resize(nInput + 1);
tx.vout[nInput].nValue = nValue;
tx.nLockTime = nextLockTime++; // so all transactions get different hashes
COutput output(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, /*input_bytes=*/ -1, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false, /*fees=*/ 0);
OutputGroup group;
group.Insert(std::make_shared<COutput>(output), /*ancestors=*/ 0, /*descendants=*/ 0);
result.AddInput(group);
}
static void add_coin(const CAmount& nValue, int nInput, CoinSet& set, CAmount fee = 0, CAmount long_term_fee = 0)
{
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));
}
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)
{
CMutableTransaction tx;
tx.nLockTime = nextLockTime++; // so all transactions get different hashes
tx.vout.resize(nInput + 1);
tx.vout[nInput].nValue = nValue;
if (spendable) {
tx.vout[nInput].scriptPubKey = GetScriptForDestination(*Assert(wallet.GetNewDestination(OutputType::BECH32, "")));
}
uint256 txid = tx.GetHash();
LOCK(wallet.cs_wallet);
auto ret = wallet.mapWallet.emplace(std::piecewise_construct, std::forward_as_tuple(txid), std::forward_as_tuple(MakeTransactionRef(std::move(tx)), TxStateInactive{}));
assert(ret.second);
CWalletTx& wtx = (*ret.first).second;
const auto& txout = wtx.tx->vout.at(nInput);
available_coins.Add(OutputType::BECH32, {COutPoint(wtx.GetHash(), nInput), txout, nAge, CalculateMaximumSignedInputSize(txout, &wallet, /*coin_control=*/nullptr), /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, wtx.GetTxTime(), fIsFromMe, feerate});
}
// Helpers
std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, const CAmount& nTargetValue,
CAmount change_target, FastRandomContext& rng)
{
auto res{KnapsackSolver(groups, nTargetValue, change_target, rng, MAX_STANDARD_TX_WEIGHT)};
return res ? std::optional<SelectionResult>(*res) : std::nullopt;
}
std::optional<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change)
{
auto res{SelectCoinsBnB(utxo_pool, selection_target, cost_of_change, MAX_STANDARD_TX_WEIGHT)};
return res ? std::optional<SelectionResult>(*res) : std::nullopt;
}
/** Check if SelectionResult a is equivalent to SelectionResult b.
* Equivalent means same input values, but maybe different inputs (i.e. same value, different prevout) */
static bool EquivalentResult(const SelectionResult& a, const SelectionResult& b)
{
std::vector<CAmount> a_amts;
std::vector<CAmount> b_amts;
for (const auto& coin : a.GetInputSet()) {
a_amts.push_back(coin->txout.nValue);
}
for (const auto& coin : b.GetInputSet()) {
b_amts.push_back(coin->txout.nValue);
}
std::sort(a_amts.begin(), a_amts.end());
std::sort(b_amts.begin(), b_amts.end());
std::pair<std::vector<CAmount>::iterator, std::vector<CAmount>::iterator> ret = std::mismatch(a_amts.begin(), a_amts.end(), b_amts.begin());
return ret.first == a_amts.end() && ret.second == b_amts.end();
}
/** Check if this selection is equal to another one. Equal means same inputs (i.e same value and prevout) */
static bool EqualResult(const SelectionResult& a, const SelectionResult& b)
{
std::pair<CoinSet::iterator, CoinSet::iterator> ret = std::mismatch(a.GetInputSet().begin(), a.GetInputSet().end(), b.GetInputSet().begin(),
[](const std::shared_ptr<COutput>& a, const std::shared_ptr<COutput>& b) {
return a->outpoint == b->outpoint;
});
return ret.first == a.GetInputSet().end() && ret.second == b.GetInputSet().end();
}
static CAmount make_hard_case(int utxos, std::vector<COutput>& utxo_pool)
{
utxo_pool.clear();
CAmount target = 0;
for (int i = 0; i < utxos; ++i) {
target += CAmount{1} << (utxos+i);
add_coin(CAmount{1} << (utxos+i), 2*i, utxo_pool);
add_coin((CAmount{1} << (utxos+i)) + (CAmount{1} << (utxos-1-i)), 2*i + 1, utxo_pool);
}
return target;
}
inline std::vector<OutputGroup>& GroupCoins(const std::vector<COutput>& available_coins)
{
static std::vector<OutputGroup> static_groups;
static_groups.clear();
for (auto& coin : available_coins) {
static_groups.emplace_back();
static_groups.back().Insert(std::make_shared<COutput>(coin), /*ancestors=*/ 0, /*descendants=*/ 0);
}
return static_groups;
}
inline std::vector<OutputGroup>& KnapsackGroupOutputs(const CoinsResult& available_coins, CWallet& wallet, const CoinEligibilityFilter& filter)
{
FastRandomContext rand{};
CoinSelectionParams coin_selection_params{
rand,
/*change_output_size=*/ 0,
/*change_spend_size=*/ 0,
/*min_change_target=*/ CENT,
/*effective_feerate=*/ CFeeRate(0),
/*long_term_feerate=*/ CFeeRate(0),
/*discard_feerate=*/ CFeeRate(0),
/*tx_noinputs_size=*/ 0,
/*avoid_partial=*/ false,
};
static OutputGroupTypeMap static_groups;
static_groups = GroupOutputs(wallet, available_coins, coin_selection_params, {{filter}})[filter];
return static_groups.all_groups.mixed_group;
}
// Branch and bound coin selection tests
BOOST_AUTO_TEST_CASE(bnb_search_test)
{
FastRandomContext rand{};
// Setup
std::vector<COutput> utxo_pool;
SelectionResult expected_result(CAmount(0), SelectionAlgorithm::BNB);
/////////////////////////
// Known Outcome tests //
/////////////////////////
// Empty utxo pool
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT));
// Add utxos
add_coin(1 * CENT, 1, utxo_pool);
add_coin(2 * CENT, 2, utxo_pool);
add_coin(3 * CENT, 3, utxo_pool);
add_coin(4 * CENT, 4, utxo_pool);
// Select 1 Cent
add_coin(1 * CENT, 1, expected_result);
const auto result1 = SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT);
BOOST_CHECK(result1);
BOOST_CHECK(EquivalentResult(expected_result, *result1));
BOOST_CHECK_EQUAL(result1->GetSelectedValue(), 1 * CENT);
expected_result.Clear();
// Select 2 Cent
add_coin(2 * CENT, 2, expected_result);
const auto result2 = SelectCoinsBnB(GroupCoins(utxo_pool), 2 * CENT, 0.5 * CENT);
BOOST_CHECK(result2);
BOOST_CHECK(EquivalentResult(expected_result, *result2));
BOOST_CHECK_EQUAL(result2->GetSelectedValue(), 2 * CENT);
expected_result.Clear();
// Select 5 Cent
add_coin(3 * CENT, 3, expected_result);
add_coin(2 * CENT, 2, expected_result);
const auto result3 = SelectCoinsBnB(GroupCoins(utxo_pool), 5 * CENT, 0.5 * CENT);
BOOST_CHECK(result3);
BOOST_CHECK(EquivalentResult(expected_result, *result3));
BOOST_CHECK_EQUAL(result3->GetSelectedValue(), 5 * CENT);
expected_result.Clear();
// Select 11 Cent, not possible
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 11 * CENT, 0.5 * CENT));
expected_result.Clear();
// Cost of change is greater than the difference between target value and utxo sum
add_coin(1 * CENT, 1, expected_result);
const auto result4 = SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0.5 * CENT);
BOOST_CHECK(result4);
BOOST_CHECK_EQUAL(result4->GetSelectedValue(), 1 * CENT);
BOOST_CHECK(EquivalentResult(expected_result, *result4));
expected_result.Clear();
// Cost of change is less than the difference between target value and utxo sum
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0));
expected_result.Clear();
// Select 10 Cent
add_coin(5 * CENT, 5, utxo_pool);
add_coin(4 * CENT, 4, expected_result);
add_coin(3 * CENT, 3, expected_result);
add_coin(2 * CENT, 2, expected_result);
add_coin(1 * CENT, 1, expected_result);
const auto result5 = SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 0.5 * CENT);
BOOST_CHECK(result5);
BOOST_CHECK(EquivalentResult(expected_result, *result5));
BOOST_CHECK_EQUAL(result5->GetSelectedValue(), 10 * CENT);
expected_result.Clear();
// Select 0.25 Cent, not possible
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.25 * CENT, 0.5 * CENT));
expected_result.Clear();
// Iteration exhaustion test
CAmount target = make_hard_case(17, utxo_pool);
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), target, 1)); // Should exhaust
target = make_hard_case(14, utxo_pool);
const auto result7 = SelectCoinsBnB(GroupCoins(utxo_pool), target, 1); // Should not exhaust
BOOST_CHECK(result7);
// Test same value early bailout optimization
utxo_pool.clear();
add_coin(7 * CENT, 7, expected_result);
add_coin(7 * CENT, 7, expected_result);
add_coin(7 * CENT, 7, expected_result);
add_coin(7 * CENT, 7, expected_result);
add_coin(2 * CENT, 7, expected_result);
add_coin(7 * CENT, 7, utxo_pool);
add_coin(7 * CENT, 7, utxo_pool);
add_coin(7 * CENT, 7, utxo_pool);
add_coin(7 * CENT, 7, utxo_pool);
add_coin(2 * CENT, 7, utxo_pool);
for (int i = 0; i < 50000; ++i) {
add_coin(5 * CENT, 7, utxo_pool);
}
const auto result8 = SelectCoinsBnB(GroupCoins(utxo_pool), 30 * CENT, 5000);
BOOST_CHECK(result8);
BOOST_CHECK_EQUAL(result8->GetSelectedValue(), 30 * CENT);
BOOST_CHECK(EquivalentResult(expected_result, *result8));
////////////////////
// Behavior tests //
////////////////////
// Select 1 Cent with pool of only greater than 5 Cent
utxo_pool.clear();
for (int i = 5; i <= 20; ++i) {
add_coin(i * CENT, i, utxo_pool);
}
// Run 100 times, to make sure it is never finding a solution
for (int i = 0; i < 100; ++i) {
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 2 * CENT));
}
// Make sure that effective value is working in AttemptSelection when BnB is used
CoinSelectionParams coin_selection_params_bnb{
rand,
/*change_output_size=*/ 31,
/*change_spend_size=*/ 68,
/*min_change_target=*/ 0,
/*effective_feerate=*/ CFeeRate(3000),
/*long_term_feerate=*/ CFeeRate(1000),
/*discard_feerate=*/ CFeeRate(1000),
/*tx_noinputs_size=*/ 0,
/*avoid_partial=*/ false,
};
coin_selection_params_bnb.m_change_fee = coin_selection_params_bnb.m_effective_feerate.GetFee(coin_selection_params_bnb.change_output_size);
coin_selection_params_bnb.m_cost_of_change = coin_selection_params_bnb.m_effective_feerate.GetFee(coin_selection_params_bnb.change_spend_size) + coin_selection_params_bnb.m_change_fee;
coin_selection_params_bnb.min_viable_change = coin_selection_params_bnb.m_effective_feerate.GetFee(coin_selection_params_bnb.change_spend_size);
coin_selection_params_bnb.m_subtract_fee_outputs = true;
{
std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), "", CreateMockWalletDatabase());
wallet->LoadWallet();
LOCK(wallet->cs_wallet);
wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
wallet->SetupDescriptorScriptPubKeyMans();
CoinsResult available_coins;
add_coin(available_coins, *wallet, 1, coin_selection_params_bnb.m_effective_feerate);
available_coins.All().at(0).input_bytes = 40; // Make sure that it has a negative effective value. The next check should assert if this somehow got through. Otherwise it will fail
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(available_coins.All()), 1 * CENT, coin_selection_params_bnb.m_cost_of_change));
// Test fees subtracted from output:
available_coins.Clear();
add_coin(available_coins, *wallet, 1 * CENT, coin_selection_params_bnb.m_effective_feerate);
available_coins.All().at(0).input_bytes = 40;
const auto result9 = SelectCoinsBnB(GroupCoins(available_coins.All()), 1 * CENT, coin_selection_params_bnb.m_cost_of_change);
BOOST_CHECK(result9);
BOOST_CHECK_EQUAL(result9->GetSelectedValue(), 1 * CENT);
}
{
std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), "", CreateMockWalletDatabase());
wallet->LoadWallet();
LOCK(wallet->cs_wallet);
wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
wallet->SetupDescriptorScriptPubKeyMans();
CoinsResult available_coins;
add_coin(available_coins, *wallet, 5 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
add_coin(available_coins, *wallet, 3 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
add_coin(available_coins, *wallet, 2 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
CCoinControl coin_control;
coin_control.m_allow_other_inputs = true;
COutput select_coin = available_coins.All().at(0);
coin_control.Select(select_coin.outpoint);
PreSelectedInputs selected_input;
selected_input.Insert(select_coin, coin_selection_params_bnb.m_subtract_fee_outputs);
available_coins.Erase({available_coins.coins[OutputType::BECH32].begin()->outpoint});
coin_selection_params_bnb.m_effective_feerate = CFeeRate(0);
const auto result10 = SelectCoins(*wallet, available_coins, selected_input, 10 * CENT, coin_control, coin_selection_params_bnb);
BOOST_CHECK(result10);
}
{
std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), "", CreateMockWalletDatabase());
wallet->LoadWallet();
LOCK(wallet->cs_wallet);
wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
wallet->SetupDescriptorScriptPubKeyMans();
CoinsResult available_coins;
// single coin should be selected when effective fee > long term fee
coin_selection_params_bnb.m_effective_feerate = CFeeRate(5000);
coin_selection_params_bnb.m_long_term_feerate = CFeeRate(3000);
add_coin(available_coins, *wallet, 10 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
add_coin(available_coins, *wallet, 9 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
add_coin(available_coins, *wallet, 1 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
expected_result.Clear();
add_coin(10 * CENT, 2, expected_result);
CCoinControl coin_control;
const auto result11 = SelectCoins(*wallet, available_coins, /*pre_set_inputs=*/{}, 10 * CENT, coin_control, coin_selection_params_bnb);
BOOST_CHECK(EquivalentResult(expected_result, *result11));
available_coins.Clear();
// more coins should be selected when effective fee < long term fee
coin_selection_params_bnb.m_effective_feerate = CFeeRate(3000);
coin_selection_params_bnb.m_long_term_feerate = CFeeRate(5000);
add_coin(available_coins, *wallet, 10 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
add_coin(available_coins, *wallet, 9 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
add_coin(available_coins, *wallet, 1 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
expected_result.Clear();
add_coin(9 * CENT, 2, expected_result);
add_coin(1 * CENT, 2, expected_result);
const auto result12 = SelectCoins(*wallet, available_coins, /*pre_set_inputs=*/{}, 10 * CENT, coin_control, coin_selection_params_bnb);
BOOST_CHECK(EquivalentResult(expected_result, *result12));
available_coins.Clear();
// pre selected coin should be selected even if disadvantageous
coin_selection_params_bnb.m_effective_feerate = CFeeRate(5000);
coin_selection_params_bnb.m_long_term_feerate = CFeeRate(3000);
add_coin(available_coins, *wallet, 10 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
add_coin(available_coins, *wallet, 9 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
add_coin(available_coins, *wallet, 1 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
expected_result.Clear();
add_coin(9 * CENT, 2, expected_result);
add_coin(1 * CENT, 2, expected_result);
coin_control.m_allow_other_inputs = true;
COutput select_coin = available_coins.All().at(1); // pre select 9 coin
coin_control.Select(select_coin.outpoint);
PreSelectedInputs selected_input;
selected_input.Insert(select_coin, coin_selection_params_bnb.m_subtract_fee_outputs);
available_coins.Erase({(++available_coins.coins[OutputType::BECH32].begin())->outpoint});
const auto result13 = SelectCoins(*wallet, available_coins, selected_input, 10 * CENT, coin_control, coin_selection_params_bnb);
BOOST_CHECK(EquivalentResult(expected_result, *result13));
}
}
BOOST_AUTO_TEST_CASE(knapsack_solver_test)
{
FastRandomContext rand{};
const auto temp1{[&rand](std::vector<OutputGroup>& g, const CAmount& v, CAmount c) { return KnapsackSolver(g, v, c, rand); }};
const auto KnapsackSolver{temp1};
std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), "", CreateMockWalletDatabase());
wallet->LoadWallet();
LOCK(wallet->cs_wallet);
wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
wallet->SetupDescriptorScriptPubKeyMans();
CoinsResult available_coins;
// test multiple times to allow for differences in the shuffle order
for (int i = 0; i < RUN_TESTS; i++)
{
available_coins.Clear();
// with an empty wallet we can't even pay one cent
BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 1 * CENT, CENT));
add_coin(available_coins, *wallet, 1*CENT, CFeeRate(0), 4); // add a new 1 cent coin
// with a new 1 cent coin, we still can't find a mature 1 cent
BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 1 * CENT, CENT));
// but we can find a new 1 cent
const auto result1 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 1 * CENT, CENT);
BOOST_CHECK(result1);
BOOST_CHECK_EQUAL(result1->GetSelectedValue(), 1 * CENT);
add_coin(available_coins, *wallet, 2*CENT); // add a mature 2 cent coin
// we can't make 3 cents of mature coins
BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 3 * CENT, CENT));
// we can make 3 cents of new coins
const auto result2 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 3 * CENT, CENT);
BOOST_CHECK(result2);
BOOST_CHECK_EQUAL(result2->GetSelectedValue(), 3 * CENT);
add_coin(available_coins, *wallet, 5*CENT); // add a mature 5 cent coin,
add_coin(available_coins, *wallet, 10*CENT, CFeeRate(0), 3, true); // a new 10 cent coin sent from one of our own addresses
add_coin(available_coins, *wallet, 20*CENT); // and a mature 20 cent coin
// now we have new: 1+10=11 (of which 10 was self-sent), and mature: 2+5+20=27. total = 38
// we can't make 38 cents only if we disallow new coins:
BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 38 * CENT, CENT));
// we can't even make 37 cents if we don't allow new coins even if they're from us
BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard_extra), 38 * CENT, CENT));
// but we can make 37 cents if we accept new coins from ourself
const auto result3 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 37 * CENT, CENT);
BOOST_CHECK(result3);
BOOST_CHECK_EQUAL(result3->GetSelectedValue(), 37 * CENT);
// and we can make 38 cents if we accept all new coins
const auto result4 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 38 * CENT, CENT);
BOOST_CHECK(result4);
BOOST_CHECK_EQUAL(result4->GetSelectedValue(), 38 * CENT);
// try making 34 cents from 1,2,5,10,20 - we can't do it exactly
const auto result5 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 34 * CENT, CENT);
BOOST_CHECK(result5);
BOOST_CHECK_EQUAL(result5->GetSelectedValue(), 35 * CENT); // but 35 cents is closest
BOOST_CHECK_EQUAL(result5->GetInputSet().size(), 3U); // the best should be 20+10+5. it's incredibly unlikely the 1 or 2 got included (but possible)
// when we try making 7 cents, the smaller coins (1,2,5) are enough. We should see just 2+5
const auto result6 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 7 * CENT, CENT);
BOOST_CHECK(result6);
BOOST_CHECK_EQUAL(result6->GetSelectedValue(), 7 * CENT);
BOOST_CHECK_EQUAL(result6->GetInputSet().size(), 2U);
// when we try making 8 cents, the smaller coins (1,2,5) are exactly enough.
const auto result7 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 8 * CENT, CENT);
BOOST_CHECK(result7);
BOOST_CHECK(result7->GetSelectedValue() == 8 * CENT);
BOOST_CHECK_EQUAL(result7->GetInputSet().size(), 3U);
// when we try making 9 cents, no subset of smaller coins is enough, and we get the next bigger coin (10)
const auto result8 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 9 * CENT, CENT);
BOOST_CHECK(result8);
BOOST_CHECK_EQUAL(result8->GetSelectedValue(), 10 * CENT);
BOOST_CHECK_EQUAL(result8->GetInputSet().size(), 1U);
// now clear out the wallet and start again to test choosing between subsets of smaller coins and the next biggest coin
available_coins.Clear();
add_coin(available_coins, *wallet, 6*CENT);
add_coin(available_coins, *wallet, 7*CENT);
add_coin(available_coins, *wallet, 8*CENT);
add_coin(available_coins, *wallet, 20*CENT);
add_coin(available_coins, *wallet, 30*CENT); // now we have 6+7+8+20+30 = 71 cents total
// check that we have 71 and not 72
const auto result9 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 71 * CENT, CENT);
BOOST_CHECK(result9);
BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 72 * CENT, CENT));
// now try making 16 cents. the best smaller coins can do is 6+7+8 = 21; not as good at the next biggest coin, 20
const auto result10 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 16 * CENT, CENT);
BOOST_CHECK(result10);
BOOST_CHECK_EQUAL(result10->GetSelectedValue(), 20 * CENT); // we should get 20 in one coin
BOOST_CHECK_EQUAL(result10->GetInputSet().size(), 1U);
add_coin(available_coins, *wallet, 5*CENT); // now we have 5+6+7+8+20+30 = 75 cents total
// now if we try making 16 cents again, the smaller coins can make 5+6+7 = 18 cents, better than the next biggest coin, 20
const auto result11 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 16 * CENT, CENT);
BOOST_CHECK(result11);
BOOST_CHECK_EQUAL(result11->GetSelectedValue(), 18 * CENT); // we should get 18 in 3 coins
BOOST_CHECK_EQUAL(result11->GetInputSet().size(), 3U);
add_coin(available_coins, *wallet, 18*CENT); // now we have 5+6+7+8+18+20+30
// and now if we try making 16 cents again, the smaller coins can make 5+6+7 = 18 cents, the same as the next biggest coin, 18
const auto result12 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 16 * CENT, CENT);
BOOST_CHECK(result12);
BOOST_CHECK_EQUAL(result12->GetSelectedValue(), 18 * CENT); // we should get 18 in 1 coin
BOOST_CHECK_EQUAL(result12->GetInputSet().size(), 1U); // because in the event of a tie, the biggest coin wins
// now try making 11 cents. we should get 5+6
const auto result13 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 11 * CENT, CENT);
BOOST_CHECK(result13);
BOOST_CHECK_EQUAL(result13->GetSelectedValue(), 11 * CENT);
BOOST_CHECK_EQUAL(result13->GetInputSet().size(), 2U);
// check that the smallest bigger coin is used
add_coin(available_coins, *wallet, 1*COIN);
add_coin(available_coins, *wallet, 2*COIN);
add_coin(available_coins, *wallet, 3*COIN);
add_coin(available_coins, *wallet, 4*COIN); // now we have 5+6+7+8+18+20+30+100+200+300+400 = 1094 cents
const auto result14 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 95 * CENT, CENT);
BOOST_CHECK(result14);
BOOST_CHECK_EQUAL(result14->GetSelectedValue(), 1 * COIN); // we should get 1 BTC in 1 coin
BOOST_CHECK_EQUAL(result14->GetInputSet().size(), 1U);
const auto result15 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 195 * CENT, CENT);
BOOST_CHECK(result15);
BOOST_CHECK_EQUAL(result15->GetSelectedValue(), 2 * COIN); // we should get 2 BTC in 1 coin
BOOST_CHECK_EQUAL(result15->GetInputSet().size(), 1U);
// empty the wallet and start again, now with fractions of a cent, to test small change avoidance
available_coins.Clear();
add_coin(available_coins, *wallet, CENT * 1 / 10);
add_coin(available_coins, *wallet, CENT * 2 / 10);
add_coin(available_coins, *wallet, CENT * 3 / 10);
add_coin(available_coins, *wallet, CENT * 4 / 10);
add_coin(available_coins, *wallet, CENT * 5 / 10);
// try making 1 * CENT from the 1.5 * CENT
// we'll get change smaller than CENT whatever happens, so can expect CENT exactly
const auto result16 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), CENT, CENT);
BOOST_CHECK(result16);
BOOST_CHECK_EQUAL(result16->GetSelectedValue(), CENT);
// but if we add a bigger coin, small change is avoided
add_coin(available_coins, *wallet, 1111*CENT);
// try making 1 from 0.1 + 0.2 + 0.3 + 0.4 + 0.5 + 1111 = 1112.5
const auto result17 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 1 * CENT, CENT);
BOOST_CHECK(result17);
BOOST_CHECK_EQUAL(result17->GetSelectedValue(), 1 * CENT); // we should get the exact amount
// if we add more small coins:
add_coin(available_coins, *wallet, CENT * 6 / 10);
add_coin(available_coins, *wallet, CENT * 7 / 10);
// and try again to make 1.0 * CENT
const auto result18 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 1 * CENT, CENT);
BOOST_CHECK(result18);
BOOST_CHECK_EQUAL(result18->GetSelectedValue(), 1 * CENT); // we should get the exact amount
// run the 'mtgox' test (see https://blockexplorer.com/tx/29a3efd3ef04f9153d47a990bd7b048a4b2d213daaa5fb8ed670fb85f13bdbcf)
// they tried to consolidate 10 50k coins into one 500k coin, and ended up with 50k in change
available_coins.Clear();
for (int j = 0; j < 20; j++)
add_coin(available_coins, *wallet, 50000 * COIN);
const auto result19 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 500000 * COIN, CENT);
BOOST_CHECK(result19);
BOOST_CHECK_EQUAL(result19->GetSelectedValue(), 500000 * COIN); // we should get the exact amount
BOOST_CHECK_EQUAL(result19->GetInputSet().size(), 10U); // in ten coins
// if there's not enough in the smaller coins to make at least 1 * CENT change (0.5+0.6+0.7 < 1.0+1.0),
// we need to try finding an exact subset anyway
// sometimes it will fail, and so we use the next biggest coin:
available_coins.Clear();
add_coin(available_coins, *wallet, CENT * 5 / 10);
add_coin(available_coins, *wallet, CENT * 6 / 10);
add_coin(available_coins, *wallet, CENT * 7 / 10);
add_coin(available_coins, *wallet, 1111 * CENT);
const auto result20 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 1 * CENT, CENT);
BOOST_CHECK(result20);
BOOST_CHECK_EQUAL(result20->GetSelectedValue(), 1111 * CENT); // we get the bigger coin
BOOST_CHECK_EQUAL(result20->GetInputSet().size(), 1U);
// but sometimes it's possible, and we use an exact subset (0.4 + 0.6 = 1.0)
available_coins.Clear();
add_coin(available_coins, *wallet, CENT * 4 / 10);
add_coin(available_coins, *wallet, CENT * 6 / 10);
add_coin(available_coins, *wallet, CENT * 8 / 10);
add_coin(available_coins, *wallet, 1111 * CENT);
const auto result21 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), CENT, CENT);
BOOST_CHECK(result21);
BOOST_CHECK_EQUAL(result21->GetSelectedValue(), CENT); // we should get the exact amount
BOOST_CHECK_EQUAL(result21->GetInputSet().size(), 2U); // in two coins 0.4+0.6
// test avoiding small change
available_coins.Clear();
add_coin(available_coins, *wallet, CENT * 5 / 100);
add_coin(available_coins, *wallet, CENT * 1);
add_coin(available_coins, *wallet, CENT * 100);
// trying to make 100.01 from these three coins
const auto result22 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), CENT * 10001 / 100, CENT);
BOOST_CHECK(result22);
BOOST_CHECK_EQUAL(result22->GetSelectedValue(), CENT * 10105 / 100); // we should get all coins
BOOST_CHECK_EQUAL(result22->GetInputSet().size(), 3U);
// but if we try to make 99.9, we should take the bigger of the two small coins to avoid small change
const auto result23 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), CENT * 9990 / 100, CENT);
BOOST_CHECK(result23);
BOOST_CHECK_EQUAL(result23->GetSelectedValue(), 101 * CENT);
BOOST_CHECK_EQUAL(result23->GetInputSet().size(), 2U);
}
// test with many inputs
for (CAmount amt=1500; amt < COIN; amt*=10) {
available_coins.Clear();
// Create 676 inputs (= (old MAX_STANDARD_TX_SIZE == 100000) / 148 bytes per input)
for (uint16_t j = 0; j < 676; j++)
add_coin(available_coins, *wallet, amt);
// We only create the wallet once to save time, but we still run the coin selection RUN_TESTS times.
for (int i = 0; i < RUN_TESTS; i++) {
const auto result24 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 2000, CENT);
BOOST_CHECK(result24);
if (amt - 2000 < CENT) {
// needs more than one input:
uint16_t returnSize = std::ceil((2000.0 + CENT)/amt);
CAmount returnValue = amt * returnSize;
BOOST_CHECK_EQUAL(result24->GetSelectedValue(), returnValue);
BOOST_CHECK_EQUAL(result24->GetInputSet().size(), returnSize);
} else {
// one input is sufficient:
BOOST_CHECK_EQUAL(result24->GetSelectedValue(), amt);
BOOST_CHECK_EQUAL(result24->GetInputSet().size(), 1U);
}
}
}
// test randomness
{
available_coins.Clear();
for (int i2 = 0; i2 < 100; i2++)
add_coin(available_coins, *wallet, COIN);
// Again, we only create the wallet once to save time, but we still run the coin selection RUN_TESTS times.
for (int i = 0; i < RUN_TESTS; i++) {
// picking 50 from 100 coins doesn't depend on the shuffle,
// but does depend on randomness in the stochastic approximation code
const auto result25 = KnapsackSolver(GroupCoins(available_coins.All()), 50 * COIN, CENT);
BOOST_CHECK(result25);
const auto result26 = KnapsackSolver(GroupCoins(available_coins.All()), 50 * COIN, CENT);
BOOST_CHECK(result26);
BOOST_CHECK(!EqualResult(*result25, *result26));
int fails = 0;
for (int j = 0; j < RANDOM_REPEATS; j++)
{
// Test that the KnapsackSolver selects randomly from equivalent coins (same value and same input size).
// When choosing 1 from 100 identical coins, 1% of the time, this test will choose the same coin twice
// which will cause it to fail.
// To avoid that issue, run the test RANDOM_REPEATS times and only complain if all of them fail
const auto result27 = KnapsackSolver(GroupCoins(available_coins.All()), COIN, CENT);
BOOST_CHECK(result27);
const auto result28 = KnapsackSolver(GroupCoins(available_coins.All()), COIN, CENT);
BOOST_CHECK(result28);
if (EqualResult(*result27, *result28))
fails++;
}
BOOST_CHECK_NE(fails, RANDOM_REPEATS);
}
// add 75 cents in small change. not enough to make 90 cents,
// then try making 90 cents. there are multiple competing "smallest bigger" coins,
// one of which should be picked at random
add_coin(available_coins, *wallet, 5 * CENT);
add_coin(available_coins, *wallet, 10 * CENT);
add_coin(available_coins, *wallet, 15 * CENT);
add_coin(available_coins, *wallet, 20 * CENT);
add_coin(available_coins, *wallet, 25 * CENT);
for (int i = 0; i < RUN_TESTS; i++) {
int fails = 0;
for (int j = 0; j < RANDOM_REPEATS; j++)
{
const auto result29 = KnapsackSolver(GroupCoins(available_coins.All()), 90 * CENT, CENT);
BOOST_CHECK(result29);
const auto result30 = KnapsackSolver(GroupCoins(available_coins.All()), 90 * CENT, CENT);
BOOST_CHECK(result30);
if (EqualResult(*result29, *result30))
fails++;
}
BOOST_CHECK_NE(fails, RANDOM_REPEATS);
}
}
}
BOOST_AUTO_TEST_CASE(ApproximateBestSubset)
{
FastRandomContext rand{};
std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), "", CreateMockWalletDatabase());
wallet->LoadWallet();
LOCK(wallet->cs_wallet);
wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
wallet->SetupDescriptorScriptPubKeyMans();
CoinsResult available_coins;
// Test vValue sort order
for (int i = 0; i < 1000; i++)
add_coin(available_coins, *wallet, 1000 * COIN);
add_coin(available_coins, *wallet, 3 * COIN);
const auto result = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 1003 * COIN, CENT, rand);
BOOST_CHECK(result);
BOOST_CHECK_EQUAL(result->GetSelectedValue(), 1003 * COIN);
BOOST_CHECK_EQUAL(result->GetInputSet().size(), 2U);
}
// Tests that with the ideal conditions, the coin selector will always be able to find a solution that can pay the target value
BOOST_AUTO_TEST_CASE(SelectCoins_test)
{
std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), "", CreateMockWalletDatabase());
wallet->LoadWallet();
LOCK(wallet->cs_wallet);
wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
wallet->SetupDescriptorScriptPubKeyMans();
// Random generator stuff
std::default_random_engine generator;
std::exponential_distribution<double> distribution (100);
FastRandomContext rand;
// Run this test 100 times
for (int i = 0; i < 100; ++i)
{
CoinsResult available_coins;
CAmount balance{0};
// Make a wallet with 1000 exponentially distributed random inputs
for (int j = 0; j < 1000; ++j)
{
CAmount val = distribution(generator)*10000000;
add_coin(available_coins, *wallet, val);
balance += val;
}
// Generate a random fee rate in the range of 100 - 400
CFeeRate rate(rand.randrange(300) + 100);
// Generate a random target value between 1000 and wallet balance
CAmount target = rand.randrange(balance - 1000) + 1000;
// Perform selection
CoinSelectionParams cs_params{
rand,
/*change_output_size=*/ 34,
/*change_spend_size=*/ 148,
/*min_change_target=*/ CENT,
/*effective_feerate=*/ CFeeRate(0),
/*long_term_feerate=*/ CFeeRate(0),
/*discard_feerate=*/ CFeeRate(0),
/*tx_noinputs_size=*/ 0,
/*avoid_partial=*/ false,
};
cs_params.m_cost_of_change = 1;
cs_params.min_viable_change = 1;
CCoinControl cc;
const auto result = SelectCoins(*wallet, available_coins, /*pre_set_inputs=*/{}, target, cc, cs_params);
BOOST_CHECK(result);
BOOST_CHECK_GE(result->GetSelectedValue(), target);
}
}
BOOST_AUTO_TEST_CASE(waste_test)
{
CoinSet selection;
const CAmount fee{100};
const CAmount change_cost{125};
const CAmount fee_diff{40};
const CAmount in_amt{3 * COIN};
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();
// 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 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 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 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 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 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();
// 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) == (-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) == (-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();
// 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 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));
}
BOOST_AUTO_TEST_CASE(effective_value_test)
{
const int input_bytes = 148;
const CFeeRate feerate(1000);
const CAmount nValue = 10000;
const int nInput = 0;
CMutableTransaction tx;
tx.vout.resize(1);
tx.vout[nInput].nValue = nValue;
// standard case, pass feerate in constructor
COutput output1(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, input_bytes, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false, feerate);
const CAmount expected_ev1 = 9852; // 10000 - 148
BOOST_CHECK_EQUAL(output1.GetEffectiveValue(), expected_ev1);
// input bytes unknown (input_bytes = -1), pass feerate in constructor
COutput output2(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, /*input_bytes=*/ -1, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false, feerate);
BOOST_CHECK_EQUAL(output2.GetEffectiveValue(), nValue); // The effective value should be equal to the absolute value if input_bytes is -1
// negative effective value, pass feerate in constructor
COutput output3(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, input_bytes, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false, CFeeRate(100000));
const CAmount expected_ev3 = -4800; // 10000 - 14800
BOOST_CHECK_EQUAL(output3.GetEffectiveValue(), expected_ev3);
// standard case, pass fees in constructor
const CAmount fees = 148;
COutput output4(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, input_bytes, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false, fees);
BOOST_CHECK_EQUAL(output4.GetEffectiveValue(), expected_ev1);
// input bytes unknown (input_bytes = -1), pass fees in constructor
COutput output5(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, /*input_bytes=*/ -1, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false, /*fees=*/ 0);
BOOST_CHECK_EQUAL(output5.GetEffectiveValue(), nValue); // The effective value should be equal to the absolute value if input_bytes is -1
}
static util::Result<SelectionResult> SelectCoinsSRD(const CAmount& target,
const CoinSelectionParams& cs_params,
const node::NodeContext& m_node,
int max_weight,
std::function<CoinsResult(CWallet&)> coin_setup)
{
std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), "", CreateMockWalletDatabase());
wallet->LoadWallet();
LOCK(wallet->cs_wallet);
wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
wallet->SetupDescriptorScriptPubKeyMans();
CoinEligibilityFilter filter(0, 0, 0); // accept all coins without ancestors
Groups group = GroupOutputs(*wallet, coin_setup(*wallet), cs_params, {{filter}})[filter].all_groups;
return SelectCoinsSRD(group.positive_group, target, cs_params.rng_fast, max_weight);
}
BOOST_AUTO_TEST_CASE(srd_tests)
{
// Test SRD:
// 1) Insufficient funds, select all provided coins and fail.
// 2) Exceeded max weight, coin selection always surpasses the max allowed weight.
// 3) Select coins without surpassing the max weight (some coins surpasses the max allowed weight, some others not)
FastRandomContext rand;
CoinSelectionParams dummy_params{ // Only used to provide the 'avoid_partial' flag.
rand,
/*change_output_size=*/34,
/*change_spend_size=*/68,
/*min_change_target=*/CENT,
/*effective_feerate=*/CFeeRate(0),
/*long_term_feerate=*/CFeeRate(0),
/*discard_feerate=*/CFeeRate(0),
/*tx_noinputs_size=*/10 + 34, // static header size + output size
/*avoid_partial=*/false,
};
{
// #########################################################
// 1) Insufficient funds, select all provided coins and fail
// #########################################################
CAmount target = 49.5L * COIN;
int max_weight = 10000; // high enough to not fail for this reason.
const auto& res = SelectCoinsSRD(target, dummy_params, m_node, max_weight, [&](CWallet& wallet) {
CoinsResult available_coins;
for (int j = 0; j < 10; ++j) {
add_coin(available_coins, wallet, CAmount(1 * COIN));
add_coin(available_coins, wallet, CAmount(2 * COIN));
}
return available_coins;
});
BOOST_CHECK(!res);
BOOST_CHECK(util::ErrorString(res).empty()); // empty means "insufficient funds"
}
{
// ###########################
// 2) Test max weight exceeded
// ###########################
CAmount target = 49.5L * COIN;
int max_weight = 3000;
const auto& res = SelectCoinsSRD(target, dummy_params, m_node, max_weight, [&](CWallet& wallet) {
CoinsResult available_coins;
for (int j = 0; j < 10; ++j) {
add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(0), 144, false, 0, true);
add_coin(available_coins, wallet, CAmount(2 * COIN), CFeeRate(0), 144, false, 0, true);
}
return available_coins;
});
BOOST_CHECK(!res);
BOOST_CHECK(util::ErrorString(res).original.find("The inputs size exceeds the maximum weight") != std::string::npos);
}
{
// ################################################################################################################
// 3) Test selection when some coins surpass the max allowed weight while others not. --> must find a good solution
// ################################################################################################################
CAmount target = 25.33L * COIN;
int max_weight = 10000; // WU
const auto& res = SelectCoinsSRD(target, dummy_params, m_node, max_weight, [&](CWallet& wallet) {
CoinsResult available_coins;
for (int j = 0; j < 60; ++j) { // 60 UTXO --> 19,8 BTC total --> 60 × 272 WU = 16320 WU
add_coin(available_coins, wallet, CAmount(0.33 * COIN), CFeeRate(0), 144, false, 0, true);
}
for (int i = 0; i < 10; i++) { // 10 UTXO --> 20 BTC total --> 10 × 272 WU = 2720 WU
add_coin(available_coins, wallet, CAmount(2 * COIN), CFeeRate(0), 144, false, 0, true);
}
return available_coins;
});
BOOST_CHECK(res);
}
}
static util::Result<SelectionResult> select_coins(const CAmount& target, const CoinSelectionParams& cs_params, const CCoinControl& cc, std::function<CoinsResult(CWallet&)> coin_setup, interfaces::Chain* chain)
{
std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(chain, "", CreateMockWalletDatabase());
wallet->LoadWallet();
LOCK(wallet->cs_wallet);
wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
wallet->SetupDescriptorScriptPubKeyMans();
auto available_coins = coin_setup(*wallet);
auto result = SelectCoins(*wallet, available_coins, /*pre_set_inputs=*/ {}, target, cc, cs_params);
if (result) {
const auto signedTxSize = 10 + 34 + 68 * result->GetInputSet().size(); // static header size + output size + inputs size (P2WPKH)
BOOST_CHECK_LE(signedTxSize * WITNESS_SCALE_FACTOR, MAX_STANDARD_TX_WEIGHT);
BOOST_CHECK_GE(result->GetSelectedValue(), target);
}
return result;
}
static bool has_coin(const CoinSet& set, CAmount amount)
{
return std::any_of(set.begin(), set.end(), [&](const auto& coin) { return coin->GetEffectiveValue() == amount; });
}
BOOST_AUTO_TEST_CASE(check_max_weight)
{
const CAmount target = 49.5L * COIN;
CCoinControl cc;
FastRandomContext rand;
CoinSelectionParams cs_params{
rand,
/*change_output_size=*/34,
/*change_spend_size=*/68,
/*min_change_target=*/CENT,
/*effective_feerate=*/CFeeRate(0),
/*long_term_feerate=*/CFeeRate(0),
/*discard_feerate=*/CFeeRate(0),
/*tx_noinputs_size=*/10 + 34, // static header size + output size
/*avoid_partial=*/false,
};
auto chain{m_node.chain.get()};
{
// Scenario 1:
// The actor starts with 1x 50.0 BTC and 1515x 0.033 BTC (~100.0 BTC total) unspent outputs
// Then tries to spend 49.5 BTC
// The 50.0 BTC output should be selected, because the transaction would otherwise be too large
// Perform selection
const auto result = select_coins(
target, cs_params, cc, [&](CWallet& wallet) {
CoinsResult available_coins;
for (int j = 0; j < 1515; ++j) {
add_coin(available_coins, wallet, CAmount(0.033 * COIN), CFeeRate(0), 144, false, 0, true);
}
add_coin(available_coins, wallet, CAmount(50 * COIN), CFeeRate(0), 144, false, 0, true);
return available_coins;
},
chain);
BOOST_CHECK(result);
// Verify that only the 50 BTC UTXO was selected
const auto& selection_res = result->GetInputSet();
BOOST_CHECK(selection_res.size() == 1);
BOOST_CHECK((*selection_res.begin())->GetEffectiveValue() == 50 * COIN);
}
{
// Scenario 2:
// The actor starts with 400x 0.0625 BTC and 2000x 0.025 BTC (75.0 BTC total) unspent outputs
// Then tries to spend 49.5 BTC
// A combination of coins should be selected, such that the created transaction is not too large
// Perform selection
const auto result = select_coins(
target, cs_params, cc, [&](CWallet& wallet) {
CoinsResult available_coins;
for (int j = 0; j < 400; ++j) {
add_coin(available_coins, wallet, CAmount(0.0625 * COIN), CFeeRate(0), 144, false, 0, true);
}
for (int j = 0; j < 2000; ++j) {
add_coin(available_coins, wallet, CAmount(0.025 * COIN), CFeeRate(0), 144, false, 0, true);
}
return available_coins;
},
chain);
BOOST_CHECK(has_coin(result->GetInputSet(), CAmount(0.0625 * COIN)));
BOOST_CHECK(has_coin(result->GetInputSet(), CAmount(0.025 * COIN)));
}
{
// Scenario 3:
// The actor starts with 1515x 0.033 BTC (49.995 BTC total) unspent outputs
// No results should be returned, because the transaction would be too large
// Perform selection
const auto result = select_coins(
target, cs_params, cc, [&](CWallet& wallet) {
CoinsResult available_coins;
for (int j = 0; j < 1515; ++j) {
add_coin(available_coins, wallet, CAmount(0.033 * COIN), CFeeRate(0), 144, false, 0, true);
}
return available_coins;
},
chain);
// No results
// 1515 inputs * 68 bytes = 103,020 bytes
// 103,020 bytes * 4 = 412,080 weight, which is above the MAX_STANDARD_TX_WEIGHT of 400,000
BOOST_CHECK(!result);
}
}
BOOST_AUTO_TEST_CASE(SelectCoins_effective_value_test)
{
// Test that the effective value is used to check whether preset inputs provide sufficient funds when subtract_fee_outputs is not used.
// This test creates a coin whose value is higher than the target but whose effective value is lower than the target.
// The coin is selected using coin control, with m_allow_other_inputs = false. SelectCoins should fail due to insufficient funds.
std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), "", CreateMockWalletDatabase());
wallet->LoadWallet();
LOCK(wallet->cs_wallet);
wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
wallet->SetupDescriptorScriptPubKeyMans();
CoinsResult available_coins;
{
std::unique_ptr<CWallet> dummyWallet = std::make_unique<CWallet>(m_node.chain.get(), "dummy", CreateMockWalletDatabase());
dummyWallet->LoadWallet();
LOCK(dummyWallet->cs_wallet);
dummyWallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
dummyWallet->SetupDescriptorScriptPubKeyMans();
add_coin(available_coins, *dummyWallet, 100000); // 0.001 BTC
}
CAmount target{99900}; // 0.000999 BTC
FastRandomContext rand;
CoinSelectionParams cs_params{
rand,
/*change_output_size=*/34,
/*change_spend_size=*/148,
/*min_change_target=*/1000,
/*effective_feerate=*/CFeeRate(3000),
/*long_term_feerate=*/CFeeRate(1000),
/*discard_feerate=*/CFeeRate(1000),
/*tx_noinputs_size=*/0,
/*avoid_partial=*/false,
};
CCoinControl cc;
cc.m_allow_other_inputs = false;
COutput output = available_coins.All().at(0);
cc.SetInputWeight(output.outpoint, 148);
cc.SelectExternal(output.outpoint, output.txout);
const auto preset_inputs = *Assert(FetchSelectedInputs(*wallet, cc, cs_params));
available_coins.Erase({available_coins.coins[OutputType::BECH32].begin()->outpoint});
const auto result = SelectCoins(*wallet, available_coins, preset_inputs, target, cc, cs_params);
BOOST_CHECK(!result);
}
BOOST_FIXTURE_TEST_CASE(wallet_coinsresult_test, BasicTestingSetup)
{
// Test case to verify CoinsResult object sanity.
CoinsResult available_coins;
{
std::unique_ptr<CWallet> dummyWallet = std::make_unique<CWallet>(m_node.chain.get(), "dummy", CreateMockWalletDatabase());
BOOST_CHECK_EQUAL(dummyWallet->LoadWallet(), DBErrors::LOAD_OK);
LOCK(dummyWallet->cs_wallet);
dummyWallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
dummyWallet->SetupDescriptorScriptPubKeyMans();
// Add some coins to 'available_coins'
for (int i=0; i<10; i++) {
add_coin(available_coins, *dummyWallet, 1 * COIN);
}
}
{
// First test case, check that 'CoinsResult::Erase' function works as expected.
// By trying to erase two elements from the 'available_coins' object.
std::unordered_set<COutPoint, SaltedOutpointHasher> outs_to_remove;
const auto& coins = available_coins.All();
for (int i = 0; i < 2; i++) {
outs_to_remove.emplace(coins[i].outpoint);
}
available_coins.Erase(outs_to_remove);
// Check that the elements were actually removed.
const auto& updated_coins = available_coins.All();
for (const auto& out: outs_to_remove) {
auto it = std::find_if(updated_coins.begin(), updated_coins.end(), [&out](const COutput &coin) {
return coin.outpoint == out;
});
BOOST_CHECK(it == updated_coins.end());
}
// And verify that no extra element were removed
BOOST_CHECK_EQUAL(available_coins.Size(), 8);
}
}
BOOST_AUTO_TEST_SUITE_END()
} // namespace wallet
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