Bitcoin Core 29.99.0
P2P Digital Currency
coinselection_tests.cpp
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1// Copyright (c) 2024 The Bitcoin Core developers
2// Distributed under the MIT software license, see the accompanying
3// file COPYING or http://www.opensource.org/licenses/mit-license.php.
4
5#include <consensus/amount.h>
6#include <policy/policy.h>
9
10#include <boost/test/unit_test.hpp>
11
12namespace wallet {
13BOOST_FIXTURE_TEST_SUITE(coinselection_tests, TestingSetup)
14
15static int next_lock_time = 0;
17
18static const int P2WPKH_INPUT_VSIZE = 68;
19static const int P2WPKH_OUTPUT_VSIZE = 31;
20
25{
27 /*rng_fast*/default_rand,
28 /*change_output_size=*/P2WPKH_OUTPUT_VSIZE,
29 /*change_spend_size=*/P2WPKH_INPUT_VSIZE,
30 /*min_change_target=*/50'000,
31 /*effective_feerate=*/CFeeRate(5000),
32 /*long_term_feerate=*/CFeeRate(10'000),
33 /*discard_feerate=*/CFeeRate(3000),
34 /*tx_noinputs_size=*/11 + P2WPKH_OUTPUT_VSIZE, //static header size + output size
35 /*avoid_partial=*/false,
36 };
37 dcsp.m_change_fee = /*155 sats=*/dcsp.m_effective_feerate.GetFee(dcsp.change_output_size);
38 dcsp.min_viable_change = /*204 sats=*/dcsp.m_discard_feerate.GetFee(dcsp.change_spend_size);
39 dcsp.m_cost_of_change = /*204 + 155 sats=*/dcsp.min_viable_change + dcsp.m_change_fee;
40 dcsp.m_subtract_fee_outputs = false;
41 return dcsp;
42}
43
45
47static OutputGroup MakeCoin(const CAmount& amount, bool is_eff_value = true, CoinSelectionParams cs_params = default_cs_params, int custom_spending_vsize = P2WPKH_INPUT_VSIZE)
48{
49 // Always assume that we only have one input
51 tx.vout.resize(1);
52 CAmount fees = cs_params.m_effective_feerate.GetFee(custom_spending_vsize);
53 tx.vout[0].nValue = amount + int(is_eff_value) * fees;
54 tx.nLockTime = next_lock_time++; // so all transactions get different hashes
55 OutputGroup group(cs_params);
56 group.Insert(std::make_shared<COutput>(COutPoint(tx.GetHash(), 0), tx.vout.at(0), /*depth=*/1, /*input_bytes=*/custom_spending_vsize, /*solvable=*/true, /*safe=*/true, /*time=*/0, /*from_me=*/false, /*fees=*/fees), /*ancestors=*/0, /*descendants=*/0);
57 return group;
58}
59
61static void AddCoins(std::vector<OutputGroup>& utxo_pool, std::vector<CAmount> coins, CoinSelectionParams cs_params = default_cs_params)
62{
63 for (CAmount c : coins) {
64 utxo_pool.push_back(MakeCoin(c, true, cs_params));
65 }
66}
67
69static void AddDuplicateCoins(std::vector<OutputGroup>& utxo_pool, int count, int amount, CoinSelectionParams cs_params = default_cs_params) {
70 for (int i = 0 ; i < count; ++i) {
71 utxo_pool.push_back(MakeCoin(amount, true, cs_params));
72 }
73}
74
78{
79 std::vector<CAmount> a_amts;
80 std::vector<CAmount> b_amts;
81 for (const auto& coin : a.GetInputSet()) {
82 a_amts.push_back(coin->txout.nValue);
83 }
84 for (const auto& coin : b.GetInputSet()) {
85 b_amts.push_back(coin->txout.nValue);
86 }
87 std::sort(a_amts.begin(), a_amts.end());
88 std::sort(b_amts.begin(), b_amts.end());
89
90 auto ret = std::mismatch(a_amts.begin(), a_amts.end(), b_amts.begin());
91 return ret.first == a_amts.end() && ret.second == b_amts.end();
92}
93
94static std::string InputAmountsToString(const SelectionResult& selection)
95{
96 return "[" + util::Join(selection.GetInputSet(), " ", [](const auto& input){ return util::ToString(input->txout.nValue);}) + "]";
97}
98
99static void TestBnBSuccess(std::string test_title, std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const std::vector<CAmount>& expected_input_amounts, const CoinSelectionParams& cs_params = default_cs_params, const int custom_spending_vsize = P2WPKH_INPUT_VSIZE, const int max_selection_weight = MAX_STANDARD_TX_WEIGHT)
100{
102 CAmount expected_amount = 0;
103 for (CAmount input_amount : expected_input_amounts) {
104 OutputGroup group = MakeCoin(input_amount, true, cs_params, custom_spending_vsize);
105 expected_amount += group.m_value;
106 expected_result.AddInput(group);
107 }
108
109 const auto result = SelectCoinsBnB(utxo_pool, selection_target, /*cost_of_change=*/default_cs_params.m_cost_of_change, max_selection_weight);
110 BOOST_CHECK_MESSAGE(result, "Falsy result in BnB-Success: " + test_title);
111 BOOST_CHECK_MESSAGE(HaveEquivalentValues(expected_result, *result), strprintf("Result mismatch in BnB-Success: %s. Expected %s, but got %s", test_title, InputAmountsToString(expected_result), InputAmountsToString(*result)));
112 BOOST_CHECK_MESSAGE(result->GetSelectedValue() == expected_amount, strprintf("Selected amount mismatch in BnB-Success: %s. Expected %d, but got %d", test_title, expected_amount, result->GetSelectedValue()));
113}
114
115static void TestBnBFail(std::string test_title, std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, int max_selection_weight = MAX_STANDARD_TX_WEIGHT, const bool expect_max_weight_exceeded = false)
116{
117 const auto result = SelectCoinsBnB(utxo_pool, selection_target, /*cost_of_change=*/default_cs_params.m_cost_of_change, max_selection_weight);
118 BOOST_CHECK_MESSAGE(!result, "BnB-Fail: " + test_title);
119 bool max_weight_exceeded = util::ErrorString(result).original.find("The inputs size exceeds the maximum weight") != std::string::npos;
120 BOOST_CHECK(expect_max_weight_exceeded == max_weight_exceeded);
121}
122
124{
125 std::vector<int> feerates = {0, 1, 5'000, 10'000, 25'000, 59'764, 500'000, 999'000, 1'500'000};
126
127 for (int feerate : feerates) {
128 std::vector<OutputGroup> utxo_pool;
129
131 cs_params.m_effective_feerate = CFeeRate{feerate};
132
133 // Fail for empty UTXO pool
134 TestBnBFail("Empty UTXO pool", utxo_pool, /*selection_target=*/1 * CENT);
135
136 AddCoins(utxo_pool, {1 * CENT, 3 * CENT, 5 * CENT}, cs_params);
137
138 // Simple success cases
139 TestBnBSuccess("Select smallest UTXO", utxo_pool, /*selection_target=*/1 * CENT, /*expected_input_amounts=*/{1 * CENT}, cs_params);
140 TestBnBSuccess("Select middle UTXO", utxo_pool, /*selection_target=*/3 * CENT, /*expected_input_amounts=*/{3 * CENT}, cs_params);
141 TestBnBSuccess("Select biggest UTXO", utxo_pool, /*selection_target=*/5 * CENT, /*expected_input_amounts=*/{5 * CENT}, cs_params);
142 TestBnBSuccess("Select two UTXOs", utxo_pool, /*selection_target=*/4 * CENT, /*expected_input_amounts=*/{1 * CENT, 3 * CENT}, cs_params);
143 TestBnBSuccess("Select all UTXOs", utxo_pool, /*selection_target=*/9 * CENT, /*expected_input_amounts=*/{1 * CENT, 3 * CENT, 5 * CENT}, cs_params);
144
145 // BnB finds changeless solution while overshooting by up to cost_of_change
146 TestBnBSuccess("Select upper bound", utxo_pool, /*selection_target=*/4 * CENT - default_cs_params.m_cost_of_change, /*expected_input_amounts=*/{1 * CENT, 3 * CENT}, cs_params);
147
148 // BnB fails to find changeless solution when overshooting by cost_of_change + 1 sat
149 TestBnBFail("Overshoot upper bound", utxo_pool, /*selection_target=*/4 * CENT - default_cs_params.m_cost_of_change - 1);
150
151 TestBnBSuccess("Select max weight", utxo_pool, /*selection_target=*/4 * CENT, /*expected_input_amounts=*/{1 * CENT, 3 * CENT}, cs_params, /*custom_spending_vsize=*/P2WPKH_INPUT_VSIZE, /*max_selection_weight=*/4 * 2 * P2WPKH_INPUT_VSIZE);
152
153 TestBnBFail("Exceed max weight", utxo_pool, /*selection_target=*/4 * CENT, /*max_selection_weight=*/4 * 2 * P2WPKH_INPUT_VSIZE - 1, /*expect_max_weight_exceeded=*/true);
154
155 // Simple cases without BnB solution
156 TestBnBFail("Smallest combination too big", utxo_pool, /*selection_target=*/0.5 * CENT);
157 TestBnBFail("No UTXO combination in target window", utxo_pool, /*selection_target=*/7 * CENT);
158 TestBnBFail("Select more than available", utxo_pool, /*selection_target=*/10 * CENT);
159
160 // Test skipping of equivalent input sets
161 std::vector<OutputGroup> clone_pool;
162 AddCoins(clone_pool, {2 * CENT, 7 * CENT, 7 * CENT}, cs_params);
163 AddDuplicateCoins(clone_pool, 50'000, 5 * CENT, cs_params);
164 TestBnBSuccess("Skip equivalent input sets", clone_pool, /*selection_target=*/16 * CENT, /*expected_input_amounts=*/{2 * CENT, 7 * CENT, 7 * CENT}, cs_params);
165
166 /* Test BnB attempt limit (`TOTAL_TRIES`)
167 *
168 * Generally, on a diverse UTXO pool BnB will quickly pass over UTXOs bigger than the target and then start
169 * combining small counts of UTXOs that in sum remain under the selection_target+cost_of_change. When there are
170 * multiple UTXOs that have matching amount and cost, combinations with equivalent input sets are skipped. The
171 * UTXO pool for this test is specifically crafted to create as much branching as possible. The selection target
172 * is 8 CENT while all UTXOs are slightly bigger than 1 CENT. The smallest eight are 100,000…100,007 sats, while
173 * the larger nine are 100,368…100,375 (i.e., 100,008…100,016 sats plus cost_of_change (359 sats)).
174 *
175 * Because BnB will only select input sets that fall between selection_target and selection_target +
176 * cost_of_change, and the search traverses the UTXO pool from large to small amounts, the search will visit
177 * every single combination of eight inputs. All except the last combination will overshoot by more than
178 * cost_of_change on the eighth input, because the larger nine inputs each exceed 1 CENT by more than
179 * cost_of_change. Only the last combination consisting of the eight smallest UTXOs falls into the target
180 * window.
181 */
182 std::vector<OutputGroup> doppelganger_pool;
183 std::vector<CAmount> doppelgangers;
184 std::vector<CAmount> expected_inputs;
185 for (int i = 0; i < 17; ++i) {
186 if (i < 8) {
187 // The eight smallest UTXOs can be combined to create expected_result
188 doppelgangers.push_back(1 * CENT + i);
189 expected_inputs.push_back(doppelgangers[i]);
190 } else {
191 // Any eight UTXOs including at least one UTXO with the added cost_of_change will exceed target window
192 doppelgangers.push_back(1 * CENT + default_cs_params.m_cost_of_change + i);
193 }
194 }
195 AddCoins(doppelganger_pool, doppelgangers, cs_params);
196 // Among up to 17 unique UTXOs of similar effective value we will find a solution composed of the eight smallest UTXOs
197 TestBnBSuccess("Combine smallest 8 of 17 unique UTXOs", doppelganger_pool, /*selection_target=*/8 * CENT, /*expected_input_amounts=*/expected_inputs, cs_params);
198
199 // Starting with 18 unique UTXOs of similar effective value we will not find the solution due to exceeding the attempt limit
200 AddCoins(doppelganger_pool, {1 * CENT + default_cs_params.m_cost_of_change + 17}, cs_params);
201 TestBnBFail("Exhaust looking for smallest 8 of 18 unique UTXOs", doppelganger_pool, /*selection_target=*/8 * CENT);
202 }
203}
204
205BOOST_AUTO_TEST_CASE(bnb_feerate_sensitivity_test)
206{
207 // Create sets of UTXOs with the same effective amounts at different feerates (but different absolute amounts)
208 std::vector<OutputGroup> low_feerate_pool; // 5 sat/vB (default, and lower than long_term_feerate of 10 sat/vB)
209 AddCoins(low_feerate_pool, {2 * CENT, 3 * CENT, 5 * CENT, 10 * CENT});
210 TestBnBSuccess("Select many inputs at low feerates", low_feerate_pool, /*selection_target=*/10 * CENT, /*expected_input_amounts=*/{2 * CENT, 3 * CENT, 5 * CENT});
211
212 CoinSelectionParams high_feerate_params = init_default_params();
213 high_feerate_params.m_effective_feerate = CFeeRate{25'000};
214 std::vector<OutputGroup> high_feerate_pool; // 25 sat/vB (greater than long_term_feerate of 10 sat/vB)
215 AddCoins(high_feerate_pool, {2 * CENT, 3 * CENT, 5 * CENT, 10 * CENT}, high_feerate_params);
216 TestBnBSuccess("Select one input at high feerates", high_feerate_pool, /*selection_target=*/10 * CENT, /*expected_input_amounts=*/{10 * CENT}, high_feerate_params);
217
218 // Add heavy inputs {6, 7} to existing {2, 3, 5, 10}
219 low_feerate_pool.push_back(MakeCoin(6 * CENT, true, default_cs_params, /*custom_spending_vsize=*/500));
220 low_feerate_pool.push_back(MakeCoin(7 * CENT, true, default_cs_params, /*custom_spending_vsize=*/500));
221 TestBnBSuccess("Prefer two heavy inputs over two light inputs at low feerates", low_feerate_pool, /*selection_target=*/13 * CENT, /*expected_input_amounts=*/{6 * CENT, 7 * CENT}, default_cs_params, /*custom_spending_vsize=*/500);
222
223 high_feerate_pool.push_back(MakeCoin(6 * CENT, true, high_feerate_params, /*custom_spending_vsize=*/500));
224 high_feerate_pool.push_back(MakeCoin(7 * CENT, true, high_feerate_params, /*custom_spending_vsize=*/500));
225 TestBnBSuccess("Prefer two light inputs over two heavy inputs at high feerates", high_feerate_pool, /*selection_target=*/13 * CENT, /*expected_input_amounts=*/{3 * CENT, 10 * CENT}, high_feerate_params);
226}
227
229} // namespace wallet
int64_t CAmount
Amount in satoshis (Can be negative)
Definition: amount.h:12
int ret
Fee rate in satoshis per virtualbyte: CAmount / vB the feerate is represented internally as FeeFrac.
Definition: feerate.h:35
An outpoint - a combination of a transaction hash and an index n into its vout.
Definition: transaction.h:29
Fast randomness source.
Definition: random.h:386
BOOST_FIXTURE_TEST_SUITE(cuckoocache_tests, BasicTestingSetup)
Test Suite for CuckooCache.
BOOST_AUTO_TEST_SUITE_END()
bilingual_str ErrorString(const Result< T > &result)
Definition: result.h:93
auto Join(const C &container, const S &separator, UnaryOp unary_op)
Join all container items.
Definition: string.h:204
util::Result< SelectionResult > SelectCoinsBnB(std::vector< OutputGroup > &utxo_pool, const CAmount &selection_target, const CAmount &cost_of_change, int max_selection_weight)
static const int P2WPKH_OUTPUT_VSIZE
static bool HaveEquivalentValues(const SelectionResult &a, const SelectionResult &b)
Check if SelectionResult a is equivalent to SelectionResult b.
static const int P2WPKH_INPUT_VSIZE
static void TestBnBFail(std::string test_title, std::vector< OutputGroup > &utxo_pool, const CAmount &selection_target, int max_selection_weight=MAX_STANDARD_TX_WEIGHT, const bool expect_max_weight_exceeded=false)
static void AddDuplicateCoins(std::vector< OutputGroup > &utxo_pool, int count, int amount, CoinSelectionParams cs_params=default_cs_params)
Make multiple coins that share the same effective value.
BOOST_AUTO_TEST_CASE(bnb_test)
static int next_lock_time
static const CoinSelectionParams default_cs_params
static void AddCoins(std::vector< OutputGroup > &utxo_pool, std::vector< CAmount > coins, CoinSelectionParams cs_params=default_cs_params)
Make multiple OutputGroups with the given values as their effective value.
static void TestBnBSuccess(std::string test_title, std::vector< OutputGroup > &utxo_pool, const CAmount &selection_target, const std::vector< CAmount > &expected_input_amounts, const CoinSelectionParams &cs_params=default_cs_params, const int custom_spending_vsize=P2WPKH_INPUT_VSIZE, const int max_selection_weight=MAX_STANDARD_TX_WEIGHT)
static OutputGroup MakeCoin(const CAmount &amount, bool is_eff_value=true, CoinSelectionParams cs_params=default_cs_params, int custom_spending_vsize=P2WPKH_INPUT_VSIZE)
Make one OutputGroup with a single UTXO that either has a given effective value (default) or a given ...
static CoinSelectionParams init_default_params()
Default coin selection parameters (dcsp) allow us to only explicitly set parameters when a diverging ...
static FastRandomContext default_rand
static std::string InputAmountsToString(const SelectionResult &selection)
#define BOOST_CHECK(expr)
Definition: object.cpp:17
static constexpr int32_t MAX_STANDARD_TX_WEIGHT
The maximum weight for transactions we're willing to relay/mine.
Definition: policy.h:34
static constexpr CAmount CENT
Definition: setup_common.h:47
A mutable version of CTransaction.
Definition: transaction.h:378
std::vector< CTxOut > vout
Definition: transaction.h:380
Txid GetHash() const
Compute the hash of this CMutableTransaction.
Definition: transaction.cpp:69
Testing setup that configures a complete environment.
Definition: setup_common.h:121
std::string original
Definition: translation.h:25
Parameters for one iteration of Coin Selection.
CFeeRate m_effective_feerate
The targeted feerate of the transaction being built.
CAmount m_cost_of_change
Cost of creating the change output + cost of spending the change output in the future.
A group of UTXOs paid to the same output script.
const std::set< std::shared_ptr< COutput > > & GetInputSet() const
Get m_selected_inputs.
static int count
#define strprintf
Format arguments and return the string or write to given std::ostream (see tinyformat::format doc for...
Definition: tinyformat.h:1172