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3740cdd125
049003fe68coinselection: Remove COutput operators == and != (Andrew Chow)f6c39c6adbcoinselection: Remove CInputCoin (Andrew Chow)70f31f1a81coinselection: Use COutput instead of CInputCoin (Andrew Chow)14fbb57b79coinselection: Add effective value and fees to COutput (Andrew Chow)f0821230b8moveonly: move COutput to coinselection.h (Andrew Chow)42e974e15cwallet: Remove CWallet and CWalletTx from COutput's constructor (Andrew Chow)14d04d5ad1wallet: Replace CWalletTx in COutput with COutPoint and CTxOut (Andrew Chow)0ba4d1916ewallet: Provide input bytes to COutput (Andrew Chow)d51f27d3bbwallet: Store whether a COutput is from the wallet (Andrew Chow)b799814bbdwallet: Store tx time in COutput (Andrew Chow)46022953eewallet: Remove use_max_sig default value (Andrew Chow)10379f007fscripted-diff: Rename COutput member variables (Andrew Chow)c7c64db41ewallet: cleanup COutput constructor (Andrew Chow) Pull request description: While working on coin selection code, it occurred to me that `CInputCoin` is really a subset of `COutput` and the conversion of a `COutput` to a `CInputCoin` does not appear to be all that useful. So this PR adds fields that are present in `CInputCoin` to `COutput` and replaces the usage of `CInputCoin` with `COutput`. `COutput` is also moved to coinselection.h. As part of this move, the usage of `CWalletTx` is removed from `COutput`. It is instead replaced by storing a `COutPoint` and the `CTxOut` rather than the entire `CWalletTx` as coin selection does not really need the full `CWalletTx`. The `CWalletTx` was only used for figuring out whether the transaction containing the output was from the current wallet, and for the transaction's time. These are now parameters to `COutput`'s constructor. ACKs for top commit: ryanofsky: Code review ACK049003fe68, just adding comments and removing == operators since last review w0xlt: reACK049003fXekyo: reACK049003fe68Tree-SHA512: 048b4cd620a0415e1d9fe8597257ee4bc64656566e1d28a9bdd147d6d72dc87c3f34a3339fa9ab6acf42c388df7901fc4ee900ccaabc3de790ffad162b544c15
816 lines
37 KiB
C++
816 lines
37 KiB
C++
// Copyright (c) 2017-2021 The Bitcoin Core developers
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// Distributed under the MIT software license, see the accompanying
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// file COPYING or http://www.opensource.org/licenses/mit-license.php.
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#include <consensus/amount.h>
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#include <node/context.h>
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#include <primitives/transaction.h>
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#include <random.h>
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#include <test/util/setup_common.h>
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#include <util/translation.h>
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#include <wallet/coincontrol.h>
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#include <wallet/coinselection.h>
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#include <wallet/spend.h>
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#include <wallet/test/wallet_test_fixture.h>
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#include <wallet/wallet.h>
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#include <algorithm>
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#include <boost/test/unit_test.hpp>
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#include <random>
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namespace wallet {
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BOOST_FIXTURE_TEST_SUITE(coinselector_tests, WalletTestingSetup)
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// how many times to run all the tests to have a chance to catch errors that only show up with particular random shuffles
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#define RUN_TESTS 100
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// some tests fail 1% of the time due to bad luck.
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// we repeat those tests this many times and only complain if all iterations of the test fail
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#define RANDOM_REPEATS 5
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typedef std::set<COutput> CoinSet;
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static const CoinEligibilityFilter filter_standard(1, 6, 0);
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static const CoinEligibilityFilter filter_confirmed(1, 1, 0);
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static const CoinEligibilityFilter filter_standard_extra(6, 6, 0);
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static int nextLockTime = 0;
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static void add_coin(const CAmount& nValue, int nInput, std::vector<COutput>& set)
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{
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CMutableTransaction tx;
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tx.vout.resize(nInput + 1);
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tx.vout[nInput].nValue = nValue;
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tx.nLockTime = nextLockTime++; // so all transactions get different hashes
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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);
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}
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static void add_coin(const CAmount& nValue, int nInput, SelectionResult& result)
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{
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CMutableTransaction tx;
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tx.vout.resize(nInput + 1);
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tx.vout[nInput].nValue = nValue;
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tx.nLockTime = nextLockTime++; // so all transactions get different hashes
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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);
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OutputGroup group;
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group.Insert(output, /*ancestors=*/ 0, /*descendants=*/ 0, /*positive_only=*/ true);
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result.AddInput(group);
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}
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static void add_coin(const CAmount& nValue, int nInput, CoinSet& set, CAmount fee = 0, CAmount long_term_fee = 0)
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{
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CMutableTransaction tx;
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tx.vout.resize(nInput + 1);
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tx.vout[nInput].nValue = nValue;
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tx.nLockTime = nextLockTime++; // so all transactions get different hashes
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COutput coin(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, /*input_bytes=*/ -1, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false);
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coin.effective_value = nValue - fee;
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coin.fee = fee;
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coin.long_term_fee = long_term_fee;
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set.insert(coin);
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}
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static void add_coin(std::vector<COutput>& coins, CWallet& wallet, const CAmount& nValue, int nAge = 6*24, bool fIsFromMe = false, int nInput=0, bool spendable = false)
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{
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CMutableTransaction tx;
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tx.nLockTime = nextLockTime++; // so all transactions get different hashes
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tx.vout.resize(nInput + 1);
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tx.vout[nInput].nValue = nValue;
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if (spendable) {
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CTxDestination dest;
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bilingual_str error;
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const bool destination_ok = wallet.GetNewDestination(OutputType::BECH32, "", dest, error);
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assert(destination_ok);
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tx.vout[nInput].scriptPubKey = GetScriptForDestination(dest);
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}
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uint256 txid = tx.GetHash();
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LOCK(wallet.cs_wallet);
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auto ret = wallet.mapWallet.emplace(std::piecewise_construct, std::forward_as_tuple(txid), std::forward_as_tuple(MakeTransactionRef(std::move(tx)), TxStateInactive{}));
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assert(ret.second);
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CWalletTx& wtx = (*ret.first).second;
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coins.emplace_back(COutPoint(wtx.GetHash(), nInput), wtx.tx->vout.at(nInput), nAge, GetTxSpendSize(wallet, wtx, nInput), /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, wtx.GetTxTime(), fIsFromMe);
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}
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/** Check if SelectionResult a is equivalent to SelectionResult b.
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* Equivalent means same input values, but maybe different inputs (i.e. same value, different prevout) */
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static bool EquivalentResult(const SelectionResult& a, const SelectionResult& b)
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{
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std::vector<CAmount> a_amts;
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std::vector<CAmount> b_amts;
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for (const auto& coin : a.GetInputSet()) {
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a_amts.push_back(coin.txout.nValue);
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}
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for (const auto& coin : b.GetInputSet()) {
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b_amts.push_back(coin.txout.nValue);
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}
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std::sort(a_amts.begin(), a_amts.end());
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std::sort(b_amts.begin(), b_amts.end());
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std::pair<std::vector<CAmount>::iterator, std::vector<CAmount>::iterator> ret = std::mismatch(a_amts.begin(), a_amts.end(), b_amts.begin());
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return ret.first == a_amts.end() && ret.second == b_amts.end();
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}
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/** Check if this selection is equal to another one. Equal means same inputs (i.e same value and prevout) */
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static bool EqualResult(const SelectionResult& a, const SelectionResult& b)
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{
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std::pair<CoinSet::iterator, CoinSet::iterator> ret = std::mismatch(a.GetInputSet().begin(), a.GetInputSet().end(), b.GetInputSet().begin(),
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[](const COutput& a, const COutput& b) {
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return a.outpoint == b.outpoint;
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});
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return ret.first == a.GetInputSet().end() && ret.second == b.GetInputSet().end();
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}
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static CAmount make_hard_case(int utxos, std::vector<COutput>& utxo_pool)
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{
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utxo_pool.clear();
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CAmount target = 0;
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for (int i = 0; i < utxos; ++i) {
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target += (CAmount)1 << (utxos+i);
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add_coin((CAmount)1 << (utxos+i), 2*i, utxo_pool);
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add_coin(((CAmount)1 << (utxos+i)) + ((CAmount)1 << (utxos-1-i)), 2*i + 1, utxo_pool);
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}
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return target;
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}
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inline std::vector<OutputGroup>& GroupCoins(const std::vector<COutput>& coins)
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{
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static std::vector<OutputGroup> static_groups;
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static_groups.clear();
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for (auto& coin : coins) {
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static_groups.emplace_back();
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static_groups.back().Insert(coin, /*ancestors=*/ 0, /*descendants=*/ 0, /*positive_only=*/ false);
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}
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return static_groups;
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}
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inline std::vector<OutputGroup>& KnapsackGroupOutputs(const std::vector<COutput>& coins, CWallet& wallet, const CoinEligibilityFilter& filter)
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{
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FastRandomContext rand{};
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CoinSelectionParams coin_selection_params{
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rand,
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/* change_output_size= */ 0,
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/* change_spend_size= */ 0,
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/* effective_feerate= */ CFeeRate(0),
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/* long_term_feerate= */ CFeeRate(0),
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/* discard_feerate= */ CFeeRate(0),
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/* tx_noinputs_size= */ 0,
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/* avoid_partial= */ false,
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};
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static std::vector<OutputGroup> static_groups;
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static_groups = GroupOutputs(wallet, coins, coin_selection_params, filter, /*positive_only=*/false);
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return static_groups;
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}
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// Branch and bound coin selection tests
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BOOST_AUTO_TEST_CASE(bnb_search_test)
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{
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FastRandomContext rand{};
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// Setup
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std::vector<COutput> utxo_pool;
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SelectionResult expected_result(CAmount(0));
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/////////////////////////
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// Known Outcome tests //
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/////////////////////////
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// Empty utxo pool
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BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT));
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// Add utxos
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add_coin(1 * CENT, 1, utxo_pool);
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add_coin(2 * CENT, 2, utxo_pool);
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add_coin(3 * CENT, 3, utxo_pool);
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add_coin(4 * CENT, 4, utxo_pool);
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// Select 1 Cent
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add_coin(1 * CENT, 1, expected_result);
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const auto result1 = SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT);
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BOOST_CHECK(result1);
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BOOST_CHECK(EquivalentResult(expected_result, *result1));
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BOOST_CHECK_EQUAL(result1->GetSelectedValue(), 1 * CENT);
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expected_result.Clear();
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// Select 2 Cent
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add_coin(2 * CENT, 2, expected_result);
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const auto result2 = SelectCoinsBnB(GroupCoins(utxo_pool), 2 * CENT, 0.5 * CENT);
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BOOST_CHECK(result2);
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BOOST_CHECK(EquivalentResult(expected_result, *result2));
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BOOST_CHECK_EQUAL(result2->GetSelectedValue(), 2 * CENT);
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expected_result.Clear();
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// Select 5 Cent
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add_coin(4 * CENT, 4, expected_result);
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add_coin(1 * CENT, 1, expected_result);
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const auto result3 = SelectCoinsBnB(GroupCoins(utxo_pool), 5 * CENT, 0.5 * CENT);
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BOOST_CHECK(result3);
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BOOST_CHECK(EquivalentResult(expected_result, *result3));
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BOOST_CHECK_EQUAL(result3->GetSelectedValue(), 5 * CENT);
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expected_result.Clear();
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// Select 11 Cent, not possible
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BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 11 * CENT, 0.5 * CENT));
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expected_result.Clear();
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// Cost of change is greater than the difference between target value and utxo sum
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add_coin(1 * CENT, 1, expected_result);
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const auto result4 = SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0.5 * CENT);
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BOOST_CHECK(result4);
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BOOST_CHECK_EQUAL(result4->GetSelectedValue(), 1 * CENT);
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BOOST_CHECK(EquivalentResult(expected_result, *result4));
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expected_result.Clear();
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// Cost of change is less than the difference between target value and utxo sum
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BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0));
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expected_result.Clear();
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// Select 10 Cent
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add_coin(5 * CENT, 5, utxo_pool);
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add_coin(5 * CENT, 5, expected_result);
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add_coin(4 * CENT, 4, expected_result);
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add_coin(1 * CENT, 1, expected_result);
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const auto result5 = SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 0.5 * CENT);
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BOOST_CHECK(result5);
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BOOST_CHECK(EquivalentResult(expected_result, *result5));
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BOOST_CHECK_EQUAL(result5->GetSelectedValue(), 10 * CENT);
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expected_result.Clear();
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// Negative effective value
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// Select 10 Cent but have 1 Cent not be possible because too small
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add_coin(5 * CENT, 5, expected_result);
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add_coin(3 * CENT, 3, expected_result);
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add_coin(2 * CENT, 2, expected_result);
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const auto result6 = SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 5000);
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BOOST_CHECK(result6);
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BOOST_CHECK_EQUAL(result6->GetSelectedValue(), 10 * CENT);
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// FIXME: this test is redundant with the above, because 1 Cent is selected, not "too small"
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// BOOST_CHECK(EquivalentResult(expected_result, *result));
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// Select 0.25 Cent, not possible
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BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.25 * CENT, 0.5 * CENT));
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expected_result.Clear();
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// Iteration exhaustion test
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CAmount target = make_hard_case(17, utxo_pool);
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BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), target, 0)); // Should exhaust
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target = make_hard_case(14, utxo_pool);
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const auto result7 = SelectCoinsBnB(GroupCoins(utxo_pool), target, 0); // Should not exhaust
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BOOST_CHECK(result7);
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// Test same value early bailout optimization
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utxo_pool.clear();
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add_coin(7 * CENT, 7, expected_result);
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add_coin(7 * CENT, 7, expected_result);
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add_coin(7 * CENT, 7, expected_result);
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add_coin(7 * CENT, 7, expected_result);
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add_coin(2 * CENT, 7, expected_result);
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add_coin(7 * CENT, 7, utxo_pool);
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add_coin(7 * CENT, 7, utxo_pool);
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add_coin(7 * CENT, 7, utxo_pool);
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add_coin(7 * CENT, 7, utxo_pool);
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add_coin(2 * CENT, 7, utxo_pool);
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for (int i = 0; i < 50000; ++i) {
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add_coin(5 * CENT, 7, utxo_pool);
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}
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const auto result8 = SelectCoinsBnB(GroupCoins(utxo_pool), 30 * CENT, 5000);
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BOOST_CHECK(result8);
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BOOST_CHECK_EQUAL(result8->GetSelectedValue(), 30 * CENT);
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BOOST_CHECK(EquivalentResult(expected_result, *result8));
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////////////////////
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// Behavior tests //
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////////////////////
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// Select 1 Cent with pool of only greater than 5 Cent
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utxo_pool.clear();
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for (int i = 5; i <= 20; ++i) {
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add_coin(i * CENT, i, utxo_pool);
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}
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// Run 100 times, to make sure it is never finding a solution
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for (int i = 0; i < 100; ++i) {
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BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 2 * CENT));
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}
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// Make sure that effective value is working in AttemptSelection when BnB is used
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CoinSelectionParams coin_selection_params_bnb{
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rand,
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/* change_output_size= */ 0,
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/* change_spend_size= */ 0,
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/* effective_feerate= */ CFeeRate(3000),
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/* long_term_feerate= */ CFeeRate(1000),
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/* discard_feerate= */ CFeeRate(1000),
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/* tx_noinputs_size= */ 0,
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/* avoid_partial= */ false,
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};
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{
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std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), "", m_args, CreateMockWalletDatabase());
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wallet->LoadWallet();
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LOCK(wallet->cs_wallet);
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wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
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wallet->SetupDescriptorScriptPubKeyMans();
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std::vector<COutput> coins;
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add_coin(coins, *wallet, 1);
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coins.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
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BOOST_CHECK(!SelectCoinsBnB(GroupCoins(coins), 1 * CENT, coin_selection_params_bnb.m_cost_of_change));
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// Test fees subtracted from output:
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coins.clear();
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add_coin(coins, *wallet, 1 * CENT);
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coins.at(0).input_bytes = 40;
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coin_selection_params_bnb.m_subtract_fee_outputs = true;
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const auto result9 = SelectCoinsBnB(GroupCoins(coins), 1 * CENT, coin_selection_params_bnb.m_cost_of_change);
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BOOST_CHECK(result9);
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BOOST_CHECK_EQUAL(result9->GetSelectedValue(), 1 * CENT);
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}
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{
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std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), "", m_args, CreateMockWalletDatabase());
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wallet->LoadWallet();
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LOCK(wallet->cs_wallet);
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wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
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wallet->SetupDescriptorScriptPubKeyMans();
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std::vector<COutput> coins;
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add_coin(coins, *wallet, 5 * CENT, 6 * 24, false, 0, true);
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add_coin(coins, *wallet, 3 * CENT, 6 * 24, false, 0, true);
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add_coin(coins, *wallet, 2 * CENT, 6 * 24, false, 0, true);
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CCoinControl coin_control;
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coin_control.fAllowOtherInputs = true;
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coin_control.Select(coins.at(0).outpoint);
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coin_selection_params_bnb.m_effective_feerate = CFeeRate(0);
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const auto result10 = SelectCoins(*wallet, coins, 10 * CENT, coin_control, coin_selection_params_bnb);
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BOOST_CHECK(result10);
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}
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}
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BOOST_AUTO_TEST_CASE(knapsack_solver_test)
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{
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FastRandomContext rand{};
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const auto temp1{[&rand](std::vector<OutputGroup>& g, const CAmount& v) { return KnapsackSolver(g, v, rand); }};
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const auto KnapsackSolver{temp1};
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std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), "", m_args, CreateMockWalletDatabase());
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wallet->LoadWallet();
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LOCK(wallet->cs_wallet);
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wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
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wallet->SetupDescriptorScriptPubKeyMans();
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std::vector<COutput> coins;
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// test multiple times to allow for differences in the shuffle order
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for (int i = 0; i < RUN_TESTS; i++)
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{
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coins.clear();
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// with an empty wallet we can't even pay one cent
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BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 1 * CENT));
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add_coin(coins, *wallet, 1*CENT, 4); // add a new 1 cent coin
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|
|
// with a new 1 cent coin, we still can't find a mature 1 cent
|
|
BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 1 * CENT));
|
|
|
|
// but we can find a new 1 cent
|
|
const auto result1 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 1 * CENT);
|
|
BOOST_CHECK(result1);
|
|
BOOST_CHECK_EQUAL(result1->GetSelectedValue(), 1 * CENT);
|
|
|
|
add_coin(coins, *wallet, 2*CENT); // add a mature 2 cent coin
|
|
|
|
// we can't make 3 cents of mature coins
|
|
BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 3 * CENT));
|
|
|
|
// we can make 3 cents of new coins
|
|
const auto result2 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 3 * CENT);
|
|
BOOST_CHECK(result2);
|
|
BOOST_CHECK_EQUAL(result2->GetSelectedValue(), 3 * CENT);
|
|
|
|
add_coin(coins, *wallet, 5*CENT); // add a mature 5 cent coin,
|
|
add_coin(coins, *wallet, 10*CENT, 3, true); // a new 10 cent coin sent from one of our own addresses
|
|
add_coin(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(coins, *wallet, filter_standard), 38 * 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(coins, *wallet, filter_standard_extra), 38 * CENT));
|
|
// but we can make 37 cents if we accept new coins from ourself
|
|
const auto result3 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 37 * 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(coins, *wallet, filter_confirmed), 38 * 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(coins, *wallet, filter_confirmed), 34 * 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(coins, *wallet, filter_confirmed), 7 * 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(coins, *wallet, filter_confirmed), 8 * 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(coins, *wallet, filter_confirmed), 9 * 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
|
|
coins.clear();
|
|
|
|
add_coin(coins, *wallet, 6*CENT);
|
|
add_coin(coins, *wallet, 7*CENT);
|
|
add_coin(coins, *wallet, 8*CENT);
|
|
add_coin(coins, *wallet, 20*CENT);
|
|
add_coin(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(coins, *wallet, filter_confirmed), 71 * CENT);
|
|
BOOST_CHECK(result9);
|
|
BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 72 * 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(coins, *wallet, filter_confirmed), 16 * 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(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(coins, *wallet, filter_confirmed), 16 * 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(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(coins, *wallet, filter_confirmed), 16 * 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(coins, *wallet, filter_confirmed), 11 * 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(coins, *wallet, 1*COIN);
|
|
add_coin(coins, *wallet, 2*COIN);
|
|
add_coin(coins, *wallet, 3*COIN);
|
|
add_coin(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(coins, *wallet, filter_confirmed), 95 * 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(coins, *wallet, filter_confirmed), 195 * 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
|
|
|
|
coins.clear();
|
|
add_coin(coins, *wallet, MIN_CHANGE * 1 / 10);
|
|
add_coin(coins, *wallet, MIN_CHANGE * 2 / 10);
|
|
add_coin(coins, *wallet, MIN_CHANGE * 3 / 10);
|
|
add_coin(coins, *wallet, MIN_CHANGE * 4 / 10);
|
|
add_coin(coins, *wallet, MIN_CHANGE * 5 / 10);
|
|
|
|
// try making 1 * MIN_CHANGE from the 1.5 * MIN_CHANGE
|
|
// we'll get change smaller than MIN_CHANGE whatever happens, so can expect MIN_CHANGE exactly
|
|
const auto result16 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), MIN_CHANGE);
|
|
BOOST_CHECK(result16);
|
|
BOOST_CHECK_EQUAL(result16->GetSelectedValue(), MIN_CHANGE);
|
|
|
|
// but if we add a bigger coin, small change is avoided
|
|
add_coin(coins, *wallet, 1111*MIN_CHANGE);
|
|
|
|
// try making 1 from 0.1 + 0.2 + 0.3 + 0.4 + 0.5 + 1111 = 1112.5
|
|
const auto result17 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 1 * MIN_CHANGE);
|
|
BOOST_CHECK(result17);
|
|
BOOST_CHECK_EQUAL(result17->GetSelectedValue(), 1 * MIN_CHANGE); // we should get the exact amount
|
|
|
|
// if we add more small coins:
|
|
add_coin(coins, *wallet, MIN_CHANGE * 6 / 10);
|
|
add_coin(coins, *wallet, MIN_CHANGE * 7 / 10);
|
|
|
|
// and try again to make 1.0 * MIN_CHANGE
|
|
const auto result18 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 1 * MIN_CHANGE);
|
|
BOOST_CHECK(result18);
|
|
BOOST_CHECK_EQUAL(result18->GetSelectedValue(), 1 * MIN_CHANGE); // 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
|
|
coins.clear();
|
|
for (int j = 0; j < 20; j++)
|
|
add_coin(coins, *wallet, 50000 * COIN);
|
|
|
|
const auto result19 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 500000 * COIN);
|
|
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 * MIN_CHANGE 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:
|
|
coins.clear();
|
|
add_coin(coins, *wallet, MIN_CHANGE * 5 / 10);
|
|
add_coin(coins, *wallet, MIN_CHANGE * 6 / 10);
|
|
add_coin(coins, *wallet, MIN_CHANGE * 7 / 10);
|
|
add_coin(coins, *wallet, 1111 * MIN_CHANGE);
|
|
const auto result20 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 1 * MIN_CHANGE);
|
|
BOOST_CHECK(result20);
|
|
BOOST_CHECK_EQUAL(result20->GetSelectedValue(), 1111 * MIN_CHANGE); // 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)
|
|
coins.clear();
|
|
add_coin(coins, *wallet, MIN_CHANGE * 4 / 10);
|
|
add_coin(coins, *wallet, MIN_CHANGE * 6 / 10);
|
|
add_coin(coins, *wallet, MIN_CHANGE * 8 / 10);
|
|
add_coin(coins, *wallet, 1111 * MIN_CHANGE);
|
|
const auto result21 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), MIN_CHANGE);
|
|
BOOST_CHECK(result21);
|
|
BOOST_CHECK_EQUAL(result21->GetSelectedValue(), MIN_CHANGE); // we should get the exact amount
|
|
BOOST_CHECK_EQUAL(result21->GetInputSet().size(), 2U); // in two coins 0.4+0.6
|
|
|
|
// test avoiding small change
|
|
coins.clear();
|
|
add_coin(coins, *wallet, MIN_CHANGE * 5 / 100);
|
|
add_coin(coins, *wallet, MIN_CHANGE * 1);
|
|
add_coin(coins, *wallet, MIN_CHANGE * 100);
|
|
|
|
// trying to make 100.01 from these three coins
|
|
const auto result22 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), MIN_CHANGE * 10001 / 100);
|
|
BOOST_CHECK(result22);
|
|
BOOST_CHECK_EQUAL(result22->GetSelectedValue(), MIN_CHANGE * 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(coins, *wallet, filter_confirmed), MIN_CHANGE * 9990 / 100);
|
|
BOOST_CHECK(result23);
|
|
BOOST_CHECK_EQUAL(result23->GetSelectedValue(), 101 * MIN_CHANGE);
|
|
BOOST_CHECK_EQUAL(result23->GetInputSet().size(), 2U);
|
|
}
|
|
|
|
// test with many inputs
|
|
for (CAmount amt=1500; amt < COIN; amt*=10) {
|
|
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(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(coins, *wallet, filter_confirmed), 2000);
|
|
BOOST_CHECK(result24);
|
|
|
|
if (amt - 2000 < MIN_CHANGE) {
|
|
// needs more than one input:
|
|
uint16_t returnSize = std::ceil((2000.0 + MIN_CHANGE)/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
|
|
{
|
|
coins.clear();
|
|
for (int i2 = 0; i2 < 100; i2++)
|
|
add_coin(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(coins), 50 * COIN);
|
|
BOOST_CHECK(result25);
|
|
const auto result26 = KnapsackSolver(GroupCoins(coins), 50 * COIN);
|
|
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(coins), COIN);
|
|
BOOST_CHECK(result27);
|
|
const auto result28 = KnapsackSolver(GroupCoins(coins), COIN);
|
|
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(coins, *wallet, 5 * CENT);
|
|
add_coin(coins, *wallet, 10 * CENT);
|
|
add_coin(coins, *wallet, 15 * CENT);
|
|
add_coin(coins, *wallet, 20 * CENT);
|
|
add_coin(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(coins), 90 * CENT);
|
|
BOOST_CHECK(result29);
|
|
const auto result30 = KnapsackSolver(GroupCoins(coins), 90 * 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(), "", m_args, CreateMockWalletDatabase());
|
|
wallet->LoadWallet();
|
|
LOCK(wallet->cs_wallet);
|
|
wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
|
|
wallet->SetupDescriptorScriptPubKeyMans();
|
|
|
|
std::vector<COutput> coins;
|
|
|
|
// Test vValue sort order
|
|
for (int i = 0; i < 1000; i++)
|
|
add_coin(coins, *wallet, 1000 * COIN);
|
|
add_coin(coins, *wallet, 3 * COIN);
|
|
|
|
const auto result = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 1003 * COIN, 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(), "", m_args, 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)
|
|
{
|
|
std::vector<COutput> 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(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,
|
|
/* effective_feerate= */ CFeeRate(0),
|
|
/* long_term_feerate= */ CFeeRate(0),
|
|
/* discard_feerate= */ CFeeRate(0),
|
|
/* tx_noinputs_size= */ 0,
|
|
/* avoid_partial= */ false,
|
|
};
|
|
CCoinControl cc;
|
|
const auto result = SelectCoins(*wallet, coins, 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);
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add_coin(2 * COIN, 2, selection, fee, fee - fee_diff);
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const CAmount waste_nochange1 = GetSelectionWaste(selection, 0, target);
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BOOST_CHECK_EQUAL(fee_diff * 2 + excess, waste_nochange1);
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selection.clear();
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// Waste with change and fee == long term fee is just cost of change
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add_coin(1 * COIN, 1, selection, fee, fee);
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add_coin(2 * COIN, 2, selection, fee, fee);
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BOOST_CHECK_EQUAL(change_cost, GetSelectionWaste(selection, change_cost, target));
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selection.clear();
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// Waste without change and fee == long term fee is just the excess
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add_coin(1 * COIN, 1, selection, fee, fee);
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add_coin(2 * COIN, 2, selection, fee, fee);
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BOOST_CHECK_EQUAL(excess, GetSelectionWaste(selection, 0, target));
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selection.clear();
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// Waste will be greater when fee is greater, but long term fee is the same
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add_coin(1 * COIN, 1, selection, fee * 2, fee - fee_diff);
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add_coin(2 * COIN, 2, selection, fee * 2, fee - fee_diff);
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const CAmount waste2 = GetSelectionWaste(selection, change_cost, target);
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BOOST_CHECK_GT(waste2, waste1);
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selection.clear();
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// Waste with change is the change cost and difference between fee and long term fee
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// With long term fee greater than fee, waste should be less than when long term fee is less than fee
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add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
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add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
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const CAmount waste3 = GetSelectionWaste(selection, change_cost, target);
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BOOST_CHECK_EQUAL(fee_diff * -2 + change_cost, waste3);
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BOOST_CHECK_LT(waste3, waste1);
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selection.clear();
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// Waste without change is the excess and difference between fee and long term fee
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// With long term fee greater than fee, waste should be less than when long term fee is less than fee
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add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
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add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
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const CAmount waste_nochange2 = GetSelectionWaste(selection, 0, target);
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BOOST_CHECK_EQUAL(fee_diff * -2 + excess, waste_nochange2);
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BOOST_CHECK_LT(waste_nochange2, waste_nochange1);
|
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selection.clear();
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|
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// No Waste when fee == long_term_fee, no change, and no excess
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add_coin(1 * COIN, 1, selection, fee, fee);
|
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add_coin(2 * COIN, 2, selection, fee, fee);
|
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const CAmount exact_target{in_amt - fee * 2};
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BOOST_CHECK_EQUAL(0, GetSelectionWaste(selection, /*change_cost=*/0, exact_target));
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selection.clear();
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|
|
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// No Waste when (fee - long_term_fee) == (-cost_of_change), and no excess
|
|
const CAmount new_change_cost{fee_diff * 2};
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add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
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add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
|
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BOOST_CHECK_EQUAL(0, GetSelectionWaste(selection, new_change_cost, target));
|
|
selection.clear();
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|
|
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// No Waste when (fee - long_term_fee) == (-excess), no change cost
|
|
const CAmount new_target{in_amt - fee * 2 - fee_diff * 2};
|
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add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
|
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add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
|
|
BOOST_CHECK_EQUAL(0, GetSelectionWaste(selection, /* change cost */ 0, new_target));
|
|
}
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BOOST_AUTO_TEST_SUITE_END()
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} // namespace wallet
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