Bitcoin Core 31.99.0
P2P Digital Currency
coinselector_tests.cpp
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1// Copyright (c) 2017-present 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 <node/context.h>
7#include <policy/policy.h>
8#include <primitives/transaction.h>
9#include <random.h>
10#include <test/util/common.h>
11#include <test/util/setup_common.h>
12#include <util/translation.h>
13#include <wallet/coincontrol.h>
14#include <wallet/coinselection.h>
15#include <wallet/spend.h>
16#include <wallet/test/util.h>
17#include <wallet/test/wallet_test_fixture.h>
18#include <wallet/wallet.h>
19
20#include <algorithm>
21#include <boost/test/unit_test.hpp>
22#include <random>
23
24namespace wallet {
25BOOST_FIXTURE_TEST_SUITE(coinselector_tests, WalletTestingSetup)
26
27// how many times to run all the tests to have a chance to catch errors that only show up with particular random shuffles
28#define RUN_TESTS 100
29
30// some tests fail 1% of the time due to bad luck.
31// we repeat those tests this many times and only complain if all iterations of the test fail
32#define RANDOM_REPEATS 5
33
34static const CoinEligibilityFilter filter_standard(1, 6, 0);
35static const CoinEligibilityFilter filter_confirmed(1, 1, 0);
36static const CoinEligibilityFilter filter_standard_extra(6, 6, 0);
37static int nextLockTime = 0;
38
39static void add_coin(const CAmount& nValue, int nInput, SelectionResult& result)
40{
41 CMutableTransaction tx;
42 tx.vout.resize(nInput + 1);
43 tx.vout[nInput].nValue = nValue;
44 tx.nLockTime = nextLockTime++; // so all transactions get different hashes
45 COutput output(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/1, /*input_bytes=*/-1, /*solvable=*/true, /*safe=*/true, /*time=*/0, /*from_me=*/false, /*fees=*/ 0);
46 OutputGroup group;
47 group.Insert(std::make_shared<COutput>(output), /*ancestors=*/ 0, /*cluster_count=*/ 0);
48 result.AddInput(group);
49}
50
51static void add_coin(const CAmount& nValue, int nInput, SelectionResult& result, CAmount fee, CAmount long_term_fee)
52{
53 CMutableTransaction tx;
54 tx.vout.resize(nInput + 1);
55 tx.vout[nInput].nValue = nValue;
56 tx.nLockTime = nextLockTime++; // so all transactions get different hashes
57 std::shared_ptr<COutput> coin = std::make_shared<COutput>(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/1, /*input_bytes=*/148, /*solvable=*/true, /*safe=*/true, /*time=*/0, /*from_me=*/false, fee);
58 OutputGroup group;
59 group.Insert(coin, /*ancestors=*/ 0, /*cluster_count=*/ 0);
60 coin->long_term_fee = long_term_fee; // group.Insert() will modify long_term_fee, so we need to set it afterwards
61 result.AddInput(group);
62}
63
64static void add_coin(CoinsResult& available_coins, CWallet& wallet, const CAmount& nValue, CFeeRate feerate = CFeeRate(0), int nAge = 6*24, bool fIsFromMe = false, int nInput =0, bool spendable = false, int custom_size = 0)
65{
66 CMutableTransaction tx;
67 tx.nLockTime = nextLockTime++; // so all transactions get different hashes
68 tx.vout.resize(nInput + 1);
69 tx.vout[nInput].nValue = nValue;
70 if (spendable) {
71 tx.vout[nInput].scriptPubKey = GetScriptForDestination(*Assert(wallet.GetNewDestination(OutputType::BECH32, "")));
72 }
73 Txid txid = tx.GetHash();
74
75 LOCK(wallet.cs_wallet);
76 auto ret = wallet.mapWallet.emplace(std::piecewise_construct, std::forward_as_tuple(txid), std::forward_as_tuple(MakeTransactionRef(std::move(tx)), TxStateInactive{}));
77 assert(ret.second);
78 CWalletTx& wtx = (*ret.first).second;
79 const auto& txout = wtx.tx->vout.at(nInput);
80 available_coins.Add(OutputType::BECH32, {COutPoint(wtx.GetHash(), nInput), txout, nAge, custom_size == 0 ? CalculateMaximumSignedInputSize(txout, &wallet, /*coin_control=*/nullptr) : custom_size, /*solvable=*/true, /*safe=*/true, wtx.GetTxTime(), fIsFromMe, feerate});
81}
82
83// Helpers
84std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, const CAmount& nTargetValue,
85 CAmount change_target, FastRandomContext& rng)
86{
87 auto res{KnapsackSolver(groups, nTargetValue, change_target, rng, MAX_STANDARD_TX_WEIGHT)};
88 return res ? std::optional<SelectionResult>(*res) : std::nullopt;
89}
90
91std::optional<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change)
92{
93 auto res{SelectCoinsBnB(utxo_pool, selection_target, cost_of_change, MAX_STANDARD_TX_WEIGHT)};
94 return res ? std::optional<SelectionResult>(*res) : std::nullopt;
95}
96
99static bool EquivalentResult(const SelectionResult& a, const SelectionResult& b)
100{
101 std::vector<CAmount> a_amts;
102 std::vector<CAmount> b_amts;
103 for (const auto& coin : a.GetInputSet()) {
104 a_amts.push_back(coin->txout.nValue);
105 }
106 for (const auto& coin : b.GetInputSet()) {
107 b_amts.push_back(coin->txout.nValue);
108 }
109 std::sort(a_amts.begin(), a_amts.end());
110 std::sort(b_amts.begin(), b_amts.end());
111
112 std::pair<std::vector<CAmount>::iterator, std::vector<CAmount>::iterator> ret = std::mismatch(a_amts.begin(), a_amts.end(), b_amts.begin());
113 return ret.first == a_amts.end() && ret.second == b_amts.end();
114}
115
117static bool EqualResult(const SelectionResult& a, const SelectionResult& b)
118{
119 std::pair<OutputSet::iterator, OutputSet::iterator> ret = std::mismatch(a.GetInputSet().begin(), a.GetInputSet().end(), b.GetInputSet().begin(),
120 [](const std::shared_ptr<COutput>& a, const std::shared_ptr<COutput>& b) {
121 return a->outpoint == b->outpoint;
122 });
123 return ret.first == a.GetInputSet().end() && ret.second == b.GetInputSet().end();
124}
125
126inline std::vector<OutputGroup>& GroupCoins(const std::vector<COutput>& available_coins, bool subtract_fee_outputs = false)
127{
128 static std::vector<OutputGroup> static_groups;
129 static_groups.clear();
130 for (auto& coin : available_coins) {
131 static_groups.emplace_back();
132 OutputGroup& group = static_groups.back();
133 group.Insert(std::make_shared<COutput>(coin), /*ancestors=*/ 0, /*cluster_count=*/ 0);
134 group.m_subtract_fee_outputs = subtract_fee_outputs;
135 }
136 return static_groups;
137}
138
139inline std::vector<OutputGroup>& KnapsackGroupOutputs(const CoinsResult& available_coins, CWallet& wallet, const CoinEligibilityFilter& filter)
140{
141 FastRandomContext rand{};
142 CoinSelectionParams coin_selection_params{
143 rand,
144 /*change_output_size=*/ 0,
145 /*change_spend_size=*/ 0,
146 /*min_change_target=*/ CENT,
147 /*effective_feerate=*/ CFeeRate(0),
148 /*long_term_feerate=*/ CFeeRate(0),
149 /*discard_feerate=*/ CFeeRate(0),
150 /*tx_noinputs_size=*/ 0,
151 /*avoid_partial=*/ false,
152 };
153 static OutputGroupTypeMap static_groups;
154 static_groups = GroupOutputs(wallet, available_coins, coin_selection_params, {{filter}})[filter];
155 return static_groups.all_groups.mixed_group;
156}
157
158static std::unique_ptr<CWallet> NewWallet(const node::NodeContext& m_node, const std::string& wallet_name = "")
159{
160 std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), wallet_name, CreateMockableWalletDatabase());
161 LOCK(wallet->cs_wallet);
162 wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
163 wallet->SetupDescriptorScriptPubKeyMans();
164 return wallet;
165}
166
167// Branch and bound coin selection tests
168BOOST_AUTO_TEST_CASE(bnb_search_test)
169{
170 FastRandomContext rand{};
171 // Setup
172 std::vector<COutput> utxo_pool;
173 SelectionResult expected_result(CAmount(0), SelectionAlgorithm::BNB);
174 size_t expected_attempts;
175
177 // Behavior tests //
179
180 // Make sure that effective value is working in AttemptSelection when BnB is used
181 CoinSelectionParams coin_selection_params_bnb{
182 rand,
183 /*change_output_size=*/ 31,
184 /*change_spend_size=*/ 68,
185 /*min_change_target=*/ 0,
186 /*effective_feerate=*/ CFeeRate(3000),
187 /*long_term_feerate=*/ CFeeRate(1000),
188 /*discard_feerate=*/ CFeeRate(1000),
189 /*tx_noinputs_size=*/ 0,
190 /*avoid_partial=*/ false,
191 };
192 coin_selection_params_bnb.m_change_fee = coin_selection_params_bnb.m_effective_feerate.GetFee(coin_selection_params_bnb.change_output_size);
193 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;
194 coin_selection_params_bnb.min_viable_change = coin_selection_params_bnb.m_effective_feerate.GetFee(coin_selection_params_bnb.change_spend_size);
195
196 {
197 std::unique_ptr<CWallet> wallet = NewWallet(m_node);
198
199 CoinsResult available_coins;
200
201 add_coin(available_coins, *wallet, 1, coin_selection_params_bnb.m_effective_feerate);
202 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
203 BOOST_CHECK(!SelectCoinsBnB(GroupCoins(available_coins.All()), 1 * CENT, coin_selection_params_bnb.m_cost_of_change));
204
205 // Test fees subtracted from output:
206 available_coins = {};
207 add_coin(available_coins, *wallet, 1 * CENT, coin_selection_params_bnb.m_effective_feerate);
208 available_coins.All().at(0).input_bytes = 40;
209 const auto result9 = SelectCoinsBnB(GroupCoins(available_coins.All()), 1 * CENT, coin_selection_params_bnb.m_cost_of_change);
210 BOOST_CHECK(result9);
211 BOOST_CHECK_EQUAL(result9->GetSelectedValue(), 1 * CENT);
212 expected_attempts = 1;
213 BOOST_CHECK_MESSAGE(result9->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, result9->GetSelectionsEvaluated()));
214 }
215
216 {
217 std::unique_ptr<CWallet> wallet = NewWallet(m_node);
218
219 CoinsResult available_coins;
220
221 coin_selection_params_bnb.m_effective_feerate = CFeeRate(0);
222 add_coin(available_coins, *wallet, 5 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
223 add_coin(available_coins, *wallet, 3 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
224 add_coin(available_coins, *wallet, 2 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
225 CCoinControl coin_control;
226 coin_control.m_allow_other_inputs = true;
227 COutput select_coin = available_coins.All().at(0);
228 coin_control.Select(select_coin.outpoint);
229 CoinsResult selected_input;
230 selected_input.Add(OutputType::BECH32, select_coin);
231 available_coins.Erase({available_coins.coins[OutputType::BECH32].begin()->outpoint});
232
233 LOCK(wallet->cs_wallet);
234 const auto result10 = SelectCoins(*wallet, available_coins, selected_input, 10 * CENT, coin_control, coin_selection_params_bnb);
235 BOOST_CHECK(result10);
236 expected_attempts = 3;
237 BOOST_CHECK_MESSAGE(result10->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, result10->GetSelectionsEvaluated()));
238 }
239 {
240 std::unique_ptr<CWallet> wallet = NewWallet(m_node);
241 LOCK(wallet->cs_wallet); // Every 'SelectCoins' call requires it
242
243 CoinsResult available_coins;
244
245 // pre selected coin should be selected even if disadvantageous
246 coin_selection_params_bnb.m_effective_feerate = CFeeRate(5000);
247 coin_selection_params_bnb.m_long_term_feerate = CFeeRate(3000);
248
249 // Add selectable outputs, increasing their raw amounts by their input fee to make the effective value equal to the raw amount
250 CAmount input_fee = coin_selection_params_bnb.m_effective_feerate.GetFee(/*virtual_bytes=*/68); // bech32 input size (default test output type)
251 add_coin(available_coins, *wallet, 10 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
252 add_coin(available_coins, *wallet, 9 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
253 add_coin(available_coins, *wallet, 1 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
254
255 expected_result.Clear();
256 add_coin(9 * CENT + input_fee, 2, expected_result);
257 add_coin(1 * CENT + input_fee, 2, expected_result);
258 CCoinControl coin_control;
259 coin_control.m_allow_other_inputs = true;
260 COutput select_coin = available_coins.All().at(1); // pre select 9 coin
261 coin_control.Select(select_coin.outpoint);
262 CoinsResult selected_input;
263 selected_input.Add(OutputType::BECH32, select_coin);
264 available_coins.Erase({(++available_coins.coins[OutputType::BECH32].begin())->outpoint});
265 const auto result13 = SelectCoins(*wallet, available_coins, selected_input, 10 * CENT, coin_control, coin_selection_params_bnb);
266 BOOST_CHECK(EquivalentResult(expected_result, *result13));
267 expected_attempts = 2;
268 BOOST_CHECK_MESSAGE(result13->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, result13->GetSelectionsEvaluated()));
269 }
270
271 {
272 // Test bnb max weight exceeded
273 // Inputs set [10, 9, 8, 5, 3, 1], Selection Target = 16 and coin 5 exceeding the max weight.
274
275 std::unique_ptr<CWallet> wallet = NewWallet(m_node);
276
277 CoinsResult available_coins;
278 add_coin(available_coins, *wallet, 10 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
279 add_coin(available_coins, *wallet, 9 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
280 add_coin(available_coins, *wallet, 8 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
281 add_coin(available_coins, *wallet, 5 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true, /*custom_size=*/MAX_STANDARD_TX_WEIGHT);
282 add_coin(available_coins, *wallet, 3 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
283 add_coin(available_coins, *wallet, 1 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
284
285 CAmount selection_target = 16 * CENT;
286 const auto& no_res = SelectCoinsBnB(GroupCoins(available_coins.All(), /*subtract_fee_outputs=*/true),
287 selection_target, /*cost_of_change=*/0, MAX_STANDARD_TX_WEIGHT);
288 BOOST_REQUIRE(!no_res);
289 BOOST_CHECK(util::ErrorString(no_res).original.find("The inputs size exceeds the maximum weight") != std::string::npos);
290
291 // Now add same coin value with a good size and check that it gets selected
292 add_coin(available_coins, *wallet, 5 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
293 const auto& res = SelectCoinsBnB(GroupCoins(available_coins.All(), /*subtract_fee_outputs=*/true), selection_target, /*cost_of_change=*/0);
294
295 expected_result.Clear();
296 add_coin(8 * CENT, 2, expected_result);
297 add_coin(5 * CENT, 2, expected_result);
298 add_coin(3 * CENT, 2, expected_result);
299 BOOST_CHECK(EquivalentResult(expected_result, *res));
300 expected_attempts = 22;
301 BOOST_CHECK_MESSAGE(res->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, res->GetSelectionsEvaluated()));
302 }
303}
304
305BOOST_AUTO_TEST_CASE(bnb_sffo_restriction)
306{
307 // Verify the coin selection process does not produce a BnB solution when SFFO is enabled.
308 // This is currently problematic because it could require a change output. And BnB is specialized on changeless solutions.
309 std::unique_ptr<CWallet> wallet = NewWallet(m_node);
310 WITH_LOCK(wallet->cs_wallet, wallet->SetLastBlockProcessed(300, uint256{})); // set a high block so internal UTXOs are selectable
311
312 FastRandomContext rand{};
313 CoinSelectionParams params{
314 rand,
315 /*change_output_size=*/ 31, // unused value, p2wpkh output size (wallet default change type)
316 /*change_spend_size=*/ 68, // unused value, p2wpkh input size (high-r signature)
317 /*min_change_target=*/ 0, // dummy, set later
318 /*effective_feerate=*/ CFeeRate(3000),
319 /*long_term_feerate=*/ CFeeRate(1000),
320 /*discard_feerate=*/ CFeeRate(1000),
321 /*tx_noinputs_size=*/ 0,
322 /*avoid_partial=*/ false,
323 };
324 params.m_subtract_fee_outputs = true;
325 params.m_change_fee = params.m_effective_feerate.GetFee(params.change_output_size);
326 params.m_cost_of_change = params.m_discard_feerate.GetFee(params.change_spend_size) + params.m_change_fee;
327 params.m_min_change_target = params.m_cost_of_change + 1;
328 // Add spendable coin at the BnB selection upper bound
329 CoinsResult available_coins;
330 add_coin(available_coins, *wallet, COIN + params.m_cost_of_change, /*feerate=*/params.m_effective_feerate, /*nAge=*/6, /*fIsFromMe=*/true, /*nInput=*/0, /*spendable=*/true);
331 add_coin(available_coins, *wallet, 0.5 * COIN + params.m_cost_of_change, /*feerate=*/params.m_effective_feerate, /*nAge=*/6, /*fIsFromMe=*/true, /*nInput=*/0, /*spendable=*/true);
332 add_coin(available_coins, *wallet, 0.5 * COIN, /*feerate=*/params.m_effective_feerate, /*nAge=*/6, /*fIsFromMe=*/true, /*nInput=*/0, /*spendable=*/true);
333 // Knapsack will only find a changeless solution on an exact match to the satoshi, SRD doesn’t look for changeless
334 // If BnB were run, it would produce a single input solution with the best waste score
335 auto result = WITH_LOCK(wallet->cs_wallet, return SelectCoins(*wallet, available_coins, /*pre_set_inputs=*/{}, COIN, /*coin_control=*/{}, params));
336 BOOST_CHECK(result.has_value());
337 BOOST_CHECK_NE(result->GetAlgo(), SelectionAlgorithm::BNB);
338 BOOST_CHECK(result->GetInputSet().size() == 2);
339 // We have only considered BnB, SRD, and Knapsack. Test needs to be reevaluated if new algo is added
340 BOOST_CHECK(result->GetAlgo() == SelectionAlgorithm::SRD || result->GetAlgo() == SelectionAlgorithm::KNAPSACK);
341}
342
343BOOST_AUTO_TEST_CASE(knapsack_solver_test)
344{
345 FastRandomContext rand{};
346 const auto temp1{[&rand](std::vector<OutputGroup>& g, const CAmount& v, CAmount c) { return KnapsackSolver(g, v, c, rand); }};
347 const auto KnapsackSolver{temp1};
348 std::unique_ptr<CWallet> wallet = NewWallet(m_node);
349
350 CoinsResult available_coins;
351
352 // test multiple times to allow for differences in the shuffle order
353 for (int i = 0; i < RUN_TESTS; i++)
354 {
355 available_coins = {};
356
357 // with an empty wallet we can't even pay one cent
358 BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 1 * CENT, CENT));
359
360 add_coin(available_coins, *wallet, 1*CENT, CFeeRate(0), 4); // add a new 1 cent coin
361
362 // with a new 1 cent coin, we still can't find a mature 1 cent
363 BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 1 * CENT, CENT));
364
365 // but we can find a new 1 cent
366 const auto result1 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 1 * CENT, CENT);
367 BOOST_CHECK(result1);
368 BOOST_CHECK_EQUAL(result1->GetSelectedValue(), 1 * CENT);
369
370 add_coin(available_coins, *wallet, 2*CENT); // add a mature 2 cent coin
371
372 // we can't make 3 cents of mature coins
373 BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 3 * CENT, CENT));
374
375 // we can make 3 cents of new coins
376 const auto result2 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 3 * CENT, CENT);
377 BOOST_CHECK(result2);
378 BOOST_CHECK_EQUAL(result2->GetSelectedValue(), 3 * CENT);
379
380 add_coin(available_coins, *wallet, 5*CENT); // add a mature 5 cent coin,
381 add_coin(available_coins, *wallet, 10*CENT, CFeeRate(0), 3, true); // a new 10 cent coin sent from one of our own addresses
382 add_coin(available_coins, *wallet, 20*CENT); // and a mature 20 cent coin
383
384 // now we have new: 1+10=11 (of which 10 was self-sent), and mature: 2+5+20=27. total = 38
385
386 // we can't make 38 cents only if we disallow new coins:
387 BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 38 * CENT, CENT));
388 // we can't even make 37 cents if we don't allow new coins even if they're from us
389 BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard_extra), 38 * CENT, CENT));
390 // but we can make 37 cents if we accept new coins from ourself
391 const auto result3 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 37 * CENT, CENT);
392 BOOST_CHECK(result3);
393 BOOST_CHECK_EQUAL(result3->GetSelectedValue(), 37 * CENT);
394 // and we can make 38 cents if we accept all new coins
395 const auto result4 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 38 * CENT, CENT);
396 BOOST_CHECK(result4);
397 BOOST_CHECK_EQUAL(result4->GetSelectedValue(), 38 * CENT);
398
399 // try making 34 cents from 1,2,5,10,20 - we can't do it exactly
400 const auto result5 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 34 * CENT, CENT);
401 BOOST_CHECK(result5);
402 BOOST_CHECK_EQUAL(result5->GetSelectedValue(), 35 * CENT); // but 35 cents is closest
403 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)
404
405 // when we try making 7 cents, the smaller coins (1,2,5) are enough. We should see just 2+5
406 const auto result6 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 7 * CENT, CENT);
407 BOOST_CHECK(result6);
408 BOOST_CHECK_EQUAL(result6->GetSelectedValue(), 7 * CENT);
409 BOOST_CHECK_EQUAL(result6->GetInputSet().size(), 2U);
410
411 // when we try making 8 cents, the smaller coins (1,2,5) are exactly enough.
412 const auto result7 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 8 * CENT, CENT);
413 BOOST_CHECK(result7);
414 BOOST_CHECK(result7->GetSelectedValue() == 8 * CENT);
415 BOOST_CHECK_EQUAL(result7->GetInputSet().size(), 3U);
416
417 // when we try making 9 cents, no subset of smaller coins is enough, and we get the next bigger coin (10)
418 const auto result8 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 9 * CENT, CENT);
419 BOOST_CHECK(result8);
420 BOOST_CHECK_EQUAL(result8->GetSelectedValue(), 10 * CENT);
421 BOOST_CHECK_EQUAL(result8->GetInputSet().size(), 1U);
422
423 // now clear out the wallet and start again to test choosing between subsets of smaller coins and the next biggest coin
424 available_coins = {};
425
426 add_coin(available_coins, *wallet, 6*CENT);
427 add_coin(available_coins, *wallet, 7*CENT);
428 add_coin(available_coins, *wallet, 8*CENT);
429 add_coin(available_coins, *wallet, 20*CENT);
430 add_coin(available_coins, *wallet, 30*CENT); // now we have 6+7+8+20+30 = 71 cents total
431
432 // check that we have 71 and not 72
433 const auto result9 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 71 * CENT, CENT);
434 BOOST_CHECK(result9);
435 BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 72 * CENT, CENT));
436
437 // 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
438 const auto result10 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 16 * CENT, CENT);
439 BOOST_CHECK(result10);
440 BOOST_CHECK_EQUAL(result10->GetSelectedValue(), 20 * CENT); // we should get 20 in one coin
441 BOOST_CHECK_EQUAL(result10->GetInputSet().size(), 1U);
442
443 add_coin(available_coins, *wallet, 5*CENT); // now we have 5+6+7+8+20+30 = 75 cents total
444
445 // 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
446 const auto result11 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 16 * CENT, CENT);
447 BOOST_CHECK(result11);
448 BOOST_CHECK_EQUAL(result11->GetSelectedValue(), 18 * CENT); // we should get 18 in 3 coins
449 BOOST_CHECK_EQUAL(result11->GetInputSet().size(), 3U);
450
451 add_coin(available_coins, *wallet, 18*CENT); // now we have 5+6+7+8+18+20+30
452
453 // 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
454 const auto result12 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 16 * CENT, CENT);
455 BOOST_CHECK(result12);
456 BOOST_CHECK_EQUAL(result12->GetSelectedValue(), 18 * CENT); // we should get 18 in 1 coin
457 BOOST_CHECK_EQUAL(result12->GetInputSet().size(), 1U); // because in the event of a tie, the biggest coin wins
458
459 // now try making 11 cents. we should get 5+6
460 const auto result13 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 11 * CENT, CENT);
461 BOOST_CHECK(result13);
462 BOOST_CHECK_EQUAL(result13->GetSelectedValue(), 11 * CENT);
463 BOOST_CHECK_EQUAL(result13->GetInputSet().size(), 2U);
464
465 // check that the smallest bigger coin is used
466 add_coin(available_coins, *wallet, 1*COIN);
467 add_coin(available_coins, *wallet, 2*COIN);
468 add_coin(available_coins, *wallet, 3*COIN);
469 add_coin(available_coins, *wallet, 4*COIN); // now we have 5+6+7+8+18+20+30+100+200+300+400 = 1094 cents
470 const auto result14 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 95 * CENT, CENT);
471 BOOST_CHECK(result14);
472 BOOST_CHECK_EQUAL(result14->GetSelectedValue(), 1 * COIN); // we should get 1 BTC in 1 coin
473 BOOST_CHECK_EQUAL(result14->GetInputSet().size(), 1U);
474
475 const auto result15 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 195 * CENT, CENT);
476 BOOST_CHECK(result15);
477 BOOST_CHECK_EQUAL(result15->GetSelectedValue(), 2 * COIN); // we should get 2 BTC in 1 coin
478 BOOST_CHECK_EQUAL(result15->GetInputSet().size(), 1U);
479
480 // empty the wallet and start again, now with fractions of a cent, to test small change avoidance
481
482 available_coins = {};
483 add_coin(available_coins, *wallet, CENT * 1 / 10);
484 add_coin(available_coins, *wallet, CENT * 2 / 10);
485 add_coin(available_coins, *wallet, CENT * 3 / 10);
486 add_coin(available_coins, *wallet, CENT * 4 / 10);
487 add_coin(available_coins, *wallet, CENT * 5 / 10);
488
489 // try making 1 * CENT from the 1.5 * CENT
490 // we'll get change smaller than CENT whatever happens, so can expect CENT exactly
491 const auto result16 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), CENT, CENT);
492 BOOST_CHECK(result16);
493 BOOST_CHECK_EQUAL(result16->GetSelectedValue(), CENT);
494
495 // but if we add a bigger coin, small change is avoided
496 add_coin(available_coins, *wallet, 1111*CENT);
497
498 // try making 1 from 0.1 + 0.2 + 0.3 + 0.4 + 0.5 + 1111 = 1112.5
499 const auto result17 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 1 * CENT, CENT);
500 BOOST_CHECK(result17);
501 BOOST_CHECK_EQUAL(result17->GetSelectedValue(), 1 * CENT); // we should get the exact amount
502
503 // if we add more small coins:
504 add_coin(available_coins, *wallet, CENT * 6 / 10);
505 add_coin(available_coins, *wallet, CENT * 7 / 10);
506
507 // and try again to make 1.0 * CENT
508 const auto result18 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 1 * CENT, CENT);
509 BOOST_CHECK(result18);
510 BOOST_CHECK_EQUAL(result18->GetSelectedValue(), 1 * CENT); // we should get the exact amount
511
512 // run the 'mtgox' test (see https://blockexplorer.com/tx/29a3efd3ef04f9153d47a990bd7b048a4b2d213daaa5fb8ed670fb85f13bdbcf)
513 // they tried to consolidate 10 50k coins into one 500k coin, and ended up with 50k in change
514 available_coins = {};
515 for (int j = 0; j < 20; j++)
516 add_coin(available_coins, *wallet, 50000 * COIN);
517
518 const auto result19 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 500000 * COIN, CENT);
519 BOOST_CHECK(result19);
520 BOOST_CHECK_EQUAL(result19->GetSelectedValue(), 500000 * COIN); // we should get the exact amount
521 BOOST_CHECK_EQUAL(result19->GetInputSet().size(), 10U); // in ten coins
522
523 // 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),
524 // we need to try finding an exact subset anyway
525
526 // sometimes it will fail, and so we use the next biggest coin:
527 available_coins = {};
528 add_coin(available_coins, *wallet, CENT * 5 / 10);
529 add_coin(available_coins, *wallet, CENT * 6 / 10);
530 add_coin(available_coins, *wallet, CENT * 7 / 10);
531 add_coin(available_coins, *wallet, 1111 * CENT);
532 const auto result20 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 1 * CENT, CENT);
533 BOOST_CHECK(result20);
534 BOOST_CHECK_EQUAL(result20->GetSelectedValue(), 1111 * CENT); // we get the bigger coin
535 BOOST_CHECK_EQUAL(result20->GetInputSet().size(), 1U);
536
537 // but sometimes it's possible, and we use an exact subset (0.4 + 0.6 = 1.0)
538 available_coins = {};
539 add_coin(available_coins, *wallet, CENT * 4 / 10);
540 add_coin(available_coins, *wallet, CENT * 6 / 10);
541 add_coin(available_coins, *wallet, CENT * 8 / 10);
542 add_coin(available_coins, *wallet, 1111 * CENT);
543 const auto result21 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), CENT, CENT);
544 BOOST_CHECK(result21);
545 BOOST_CHECK_EQUAL(result21->GetSelectedValue(), CENT); // we should get the exact amount
546 BOOST_CHECK_EQUAL(result21->GetInputSet().size(), 2U); // in two coins 0.4+0.6
547
548 // test avoiding small change
549 available_coins = {};
550 add_coin(available_coins, *wallet, CENT * 5 / 100);
551 add_coin(available_coins, *wallet, CENT * 1);
552 add_coin(available_coins, *wallet, CENT * 100);
553
554 // trying to make 100.01 from these three coins
555 const auto result22 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), CENT * 10001 / 100, CENT);
556 BOOST_CHECK(result22);
557 BOOST_CHECK_EQUAL(result22->GetSelectedValue(), CENT * 10105 / 100); // we should get all coins
558 BOOST_CHECK_EQUAL(result22->GetInputSet().size(), 3U);
559
560 // but if we try to make 99.9, we should take the bigger of the two small coins to avoid small change
561 const auto result23 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), CENT * 9990 / 100, CENT);
562 BOOST_CHECK(result23);
563 BOOST_CHECK_EQUAL(result23->GetSelectedValue(), 101 * CENT);
564 BOOST_CHECK_EQUAL(result23->GetInputSet().size(), 2U);
565 }
566
567 // test with many inputs
568 for (CAmount amt=1500; amt < COIN; amt*=10) {
569 available_coins = {};
570 // Create 676 inputs (= (old MAX_STANDARD_TX_SIZE == 100000) / 148 bytes per input)
571 for (uint16_t j = 0; j < 676; j++)
572 add_coin(available_coins, *wallet, amt);
573
574 // We only create the wallet once to save time, but we still run the coin selection RUN_TESTS times.
575 for (int i = 0; i < RUN_TESTS; i++) {
576 const auto result24 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 2000, CENT);
577 BOOST_CHECK(result24);
578
579 if (amt - 2000 < CENT) {
580 // needs more than one input:
581 uint16_t returnSize = std::ceil((2000.0 + CENT)/amt);
582 CAmount returnValue = amt * returnSize;
583 BOOST_CHECK_EQUAL(result24->GetSelectedValue(), returnValue);
584 BOOST_CHECK_EQUAL(result24->GetInputSet().size(), returnSize);
585 } else {
586 // one input is sufficient:
587 BOOST_CHECK_EQUAL(result24->GetSelectedValue(), amt);
588 BOOST_CHECK_EQUAL(result24->GetInputSet().size(), 1U);
589 }
590 }
591 }
592
593 // test randomness
594 {
595 available_coins = {};
596 for (int i2 = 0; i2 < 100; i2++)
597 add_coin(available_coins, *wallet, COIN);
598
599 // Again, we only create the wallet once to save time, but we still run the coin selection RUN_TESTS times.
600 for (int i = 0; i < RUN_TESTS; i++) {
601 // picking 50 from 100 coins doesn't depend on the shuffle,
602 // but does depend on randomness in the stochastic approximation code
603 const auto result25 = KnapsackSolver(GroupCoins(available_coins.All()), 50 * COIN, CENT);
604 BOOST_CHECK(result25);
605 const auto result26 = KnapsackSolver(GroupCoins(available_coins.All()), 50 * COIN, CENT);
606 BOOST_CHECK(result26);
607 BOOST_CHECK(!EqualResult(*result25, *result26));
608
609 int fails = 0;
610 for (int j = 0; j < RANDOM_REPEATS; j++)
611 {
612 // Test that the KnapsackSolver selects randomly from equivalent coins (same value and same input size).
613 // When choosing 1 from 100 identical coins, 1% of the time, this test will choose the same coin twice
614 // which will cause it to fail.
615 // To avoid that issue, run the test RANDOM_REPEATS times and only complain if all of them fail
616 const auto result27 = KnapsackSolver(GroupCoins(available_coins.All()), COIN, CENT);
617 BOOST_CHECK(result27);
618 const auto result28 = KnapsackSolver(GroupCoins(available_coins.All()), COIN, CENT);
619 BOOST_CHECK(result28);
620 if (EqualResult(*result27, *result28))
621 fails++;
622 }
623 BOOST_CHECK_NE(fails, RANDOM_REPEATS);
624 }
625
626 // add 75 cents in small change. not enough to make 90 cents,
627 // then try making 90 cents. there are multiple competing "smallest bigger" coins,
628 // one of which should be picked at random
629 add_coin(available_coins, *wallet, 5 * CENT);
630 add_coin(available_coins, *wallet, 10 * CENT);
631 add_coin(available_coins, *wallet, 15 * CENT);
632 add_coin(available_coins, *wallet, 20 * CENT);
633 add_coin(available_coins, *wallet, 25 * CENT);
634
635 for (int i = 0; i < RUN_TESTS; i++) {
636 int fails = 0;
637 for (int j = 0; j < RANDOM_REPEATS; j++)
638 {
639 const auto result29 = KnapsackSolver(GroupCoins(available_coins.All()), 90 * CENT, CENT);
640 BOOST_CHECK(result29);
641 const auto result30 = KnapsackSolver(GroupCoins(available_coins.All()), 90 * CENT, CENT);
642 BOOST_CHECK(result30);
643 if (EqualResult(*result29, *result30))
644 fails++;
645 }
646 BOOST_CHECK_NE(fails, RANDOM_REPEATS);
647 }
648 }
649}
650
651BOOST_AUTO_TEST_CASE(ApproximateBestSubset)
652{
653 FastRandomContext rand{};
654 std::unique_ptr<CWallet> wallet = NewWallet(m_node);
655
656 CoinsResult available_coins;
657
658 // Test vValue sort order
659 for (int i = 0; i < 1000; i++)
660 add_coin(available_coins, *wallet, 1000 * COIN);
661 add_coin(available_coins, *wallet, 3 * COIN);
662
663 const auto result = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 1003 * COIN, CENT, rand);
664 BOOST_CHECK(result);
665 BOOST_CHECK_EQUAL(result->GetSelectedValue(), 1003 * COIN);
666 BOOST_CHECK_EQUAL(result->GetInputSet().size(), 2U);
667}
668
669// Tests that with the ideal conditions, the coin selector will always be able to find a solution that can pay the target value
670BOOST_AUTO_TEST_CASE(SelectCoins_test)
671{
672 std::unique_ptr<CWallet> wallet = NewWallet(m_node);
673 LOCK(wallet->cs_wallet); // Every 'SelectCoins' call requires it
674
675 // Random generator stuff
676 std::default_random_engine generator;
677 std::exponential_distribution<double> distribution (100);
678 FastRandomContext rand;
679
680 // Run this test 100 times
681 for (int i = 0; i < 100; ++i)
682 {
683 CoinsResult available_coins;
684 CAmount balance{0};
685
686 // Make a wallet with 1000 exponentially distributed random inputs
687 for (int j = 0; j < 1000; ++j)
688 {
689 CAmount val = distribution(generator)*10000000;
690 add_coin(available_coins, *wallet, val);
691 balance += val;
692 }
693
694 // Generate a random fee rate in the range of 100 - 400
695 CFeeRate rate(rand.randrange(300) + 100);
696
697 // Generate a random target value between 1000 and wallet balance
698 CAmount target = rand.randrange(balance - 1000) + 1000;
699
700 // Perform selection
701 CoinSelectionParams cs_params{
702 rand,
703 /*change_output_size=*/ 34,
704 /*change_spend_size=*/ 148,
705 /*min_change_target=*/ CENT,
706 /*effective_feerate=*/ CFeeRate(0),
707 /*long_term_feerate=*/ CFeeRate(0),
708 /*discard_feerate=*/ CFeeRate(0),
709 /*tx_noinputs_size=*/ 0,
710 /*avoid_partial=*/ false,
711 };
712 cs_params.m_cost_of_change = 1;
713 cs_params.min_viable_change = 1;
714 CCoinControl cc;
715 const auto result = SelectCoins(*wallet, available_coins, /*pre_set_inputs=*/{}, target, cc, cs_params);
716 BOOST_CHECK(result);
717 BOOST_CHECK_GE(result->GetSelectedValue(), target);
718 }
719}
720
721BOOST_AUTO_TEST_CASE(waste_test)
722{
723 const CAmount fee{100};
724 const CAmount min_viable_change{300};
725 const CAmount change_cost{125};
726 const CAmount change_fee{30};
727 const CAmount fee_diff{40};
728 const CAmount in_amt{3 * COIN};
729 const CAmount target{2 * COIN};
730 const CAmount excess{80};
731 const CAmount exact_target{in_amt - fee * 2}; // Maximum spendable amount after fees: no change, no excess
732
733 // In the following, we test that the waste is calculated correctly in various scenarios.
734 // Usually, RecalculateWaste would compute change_fee and change_cost on basis of the
735 // change output type, current feerate, and discard_feerate, but we use fixed values
736 // across this test to make the test easier to understand.
737 {
738 // Waste with change is the change cost and difference between fee and long term fee
739 SelectionResult selection1{target, SelectionAlgorithm::MANUAL};
740 add_coin(1 * COIN, 1, selection1, /*fee=*/fee, /*long_term_fee=*/fee - fee_diff);
741 add_coin(2 * COIN, 2, selection1, fee, fee - fee_diff);
742 selection1.RecalculateWaste(min_viable_change, change_cost, change_fee);
743 BOOST_CHECK_EQUAL(fee_diff * 2 + change_cost, selection1.GetWaste());
744
745 // Waste will be greater when fee is greater, but long term fee is the same
746 SelectionResult selection2{target, SelectionAlgorithm::MANUAL};
747 add_coin(1 * COIN, 1, selection2, fee * 2, fee - fee_diff);
748 add_coin(2 * COIN, 2, selection2, fee * 2, fee - fee_diff);
749 selection2.RecalculateWaste(min_viable_change, change_cost, change_fee);
750 BOOST_CHECK_GT(selection2.GetWaste(), selection1.GetWaste());
751
752 // Waste with change is the change cost and difference between fee and long term fee
753 // With long term fee greater than fee, waste should be less than when long term fee is less than fee
754 SelectionResult selection3{target, SelectionAlgorithm::MANUAL};
755 add_coin(1 * COIN, 1, selection3, fee, fee + fee_diff);
756 add_coin(2 * COIN, 2, selection3, fee, fee + fee_diff);
757 selection3.RecalculateWaste(min_viable_change, change_cost, change_fee);
758 BOOST_CHECK_EQUAL(fee_diff * -2 + change_cost, selection3.GetWaste());
759 BOOST_CHECK_LT(selection3.GetWaste(), selection1.GetWaste());
760 }
761
762 {
763 // Waste without change is the excess and difference between fee and long term fee
764 SelectionResult selection_nochange1{exact_target - excess, SelectionAlgorithm::MANUAL};
765 add_coin(1 * COIN, 1, selection_nochange1, fee, fee - fee_diff);
766 add_coin(2 * COIN, 2, selection_nochange1, fee, fee - fee_diff);
767 selection_nochange1.RecalculateWaste(min_viable_change, change_cost, change_fee);
768 BOOST_CHECK_EQUAL(fee_diff * 2 + excess, selection_nochange1.GetWaste());
769
770 // Waste without change is the excess and difference between fee and long term fee
771 // With long term fee greater than fee, waste should be less than when long term fee is less than fee
772 SelectionResult selection_nochange2{exact_target - excess, SelectionAlgorithm::MANUAL};
773 add_coin(1 * COIN, 1, selection_nochange2, fee, fee + fee_diff);
774 add_coin(2 * COIN, 2, selection_nochange2, fee, fee + fee_diff);
775 selection_nochange2.RecalculateWaste(min_viable_change, change_cost, change_fee);
776 BOOST_CHECK_EQUAL(fee_diff * -2 + excess, selection_nochange2.GetWaste());
777 BOOST_CHECK_LT(selection_nochange2.GetWaste(), selection_nochange1.GetWaste());
778 }
779
780 {
781 // Waste with change and fee == long term fee is just cost of change
782 SelectionResult selection{target, SelectionAlgorithm::MANUAL};
783 add_coin(1 * COIN, 1, selection, fee, fee);
784 add_coin(2 * COIN, 2, selection, fee, fee);
785 selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
786 BOOST_CHECK_EQUAL(change_cost, selection.GetWaste());
787 }
788
789 {
790 // Waste without change and fee == long term fee is just the excess
791 SelectionResult selection{exact_target - excess, SelectionAlgorithm::MANUAL};
792 add_coin(1 * COIN, 1, selection, fee, fee);
793 add_coin(2 * COIN, 2, selection, fee, fee);
794 selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
795 BOOST_CHECK_EQUAL(excess, selection.GetWaste());
796 }
797
798 {
799 // Waste is 0 when fee == long_term_fee, no change, and no excess
800 SelectionResult selection{exact_target, SelectionAlgorithm::MANUAL};
801 add_coin(1 * COIN, 1, selection, fee, fee);
802 add_coin(2 * COIN, 2, selection, fee, fee);
803 selection.RecalculateWaste(min_viable_change, change_cost , change_fee);
804 BOOST_CHECK_EQUAL(0, selection.GetWaste());
805 }
806
807 {
808 // Waste is 0 when (fee - long_term_fee) == (-cost_of_change), and no excess
809 SelectionResult selection{target, SelectionAlgorithm::MANUAL};
810 add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
811 add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
812 selection.RecalculateWaste(min_viable_change, /*change_cost=*/fee_diff * 2, change_fee);
813 BOOST_CHECK_EQUAL(0, selection.GetWaste());
814 }
815
816 {
817 // Waste is 0 when (fee - long_term_fee) == (-excess), no change cost
818 const CAmount new_target{exact_target - /*excess=*/fee_diff * 2};
819 SelectionResult selection{new_target, SelectionAlgorithm::MANUAL};
820 add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
821 add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
822 selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
823 BOOST_CHECK_EQUAL(0, selection.GetWaste());
824 }
825
826 {
827 // Negative waste when the long term fee is greater than the current fee and the selected value == target
828 SelectionResult selection{exact_target, SelectionAlgorithm::MANUAL};
829 const CAmount target_waste1{-2 * fee_diff}; // = (2 * fee) - (2 * (fee + fee_diff))
830 add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
831 add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
832 selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
833 BOOST_CHECK_EQUAL(target_waste1, selection.GetWaste());
834 }
835
836 {
837 // Negative waste when the long term fee is greater than the current fee and change_cost < - (inputs * (fee - long_term_fee))
838 SelectionResult selection{target, SelectionAlgorithm::MANUAL};
839 const CAmount large_fee_diff{90};
840 const CAmount target_waste2{-2 * large_fee_diff + change_cost};
841 // = (2 * fee) - (2 * (fee + large_fee_diff)) + change_cost
842 // = (2 * 100) - (2 * (100 + 90)) + 125
843 // = 200 - 380 + 125 = -55
844 assert(target_waste2 == -55);
845 add_coin(1 * COIN, 1, selection, fee, fee + large_fee_diff);
846 add_coin(2 * COIN, 2, selection, fee, fee + large_fee_diff);
847 selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
848 BOOST_CHECK_EQUAL(target_waste2, selection.GetWaste());
849 }
850}
851
852
853BOOST_AUTO_TEST_CASE(bump_fee_test)
854{
855 const CAmount fee{100};
856 const CAmount min_viable_change{200};
857 const CAmount change_cost{125};
858 const CAmount change_fee{35};
859 const CAmount fee_diff{40};
860 const CAmount target{2 * COIN};
861
862 {
863 SelectionResult selection{target, SelectionAlgorithm::MANUAL};
864 add_coin(1 * COIN, 1, selection, /*fee=*/fee, /*long_term_fee=*/fee + fee_diff);
865 add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
866 const std::vector<std::shared_ptr<COutput>> inputs = selection.GetShuffledInputVector();
867
868 for (size_t i = 0; i < inputs.size(); ++i) {
869 inputs[i]->ApplyBumpFee(20*(i+1));
870 }
871
872 selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
873 CAmount expected_waste = fee_diff * -2 + change_cost + /*bump_fees=*/60;
874 BOOST_CHECK_EQUAL(expected_waste, selection.GetWaste());
875
876 selection.SetBumpFeeDiscount(30);
877 selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
878 expected_waste = fee_diff * -2 + change_cost + /*bump_fees=*/60 - /*group_discount=*/30;
879 BOOST_CHECK_EQUAL(expected_waste, selection.GetWaste());
880 }
881
882 {
883 // Test with changeless transaction
884 //
885 // Bump fees and excess both contribute fully to the waste score,
886 // therefore, a bump fee group discount will not change the waste
887 // score as long as we do not create change in both instances.
888 CAmount changeless_target = 3 * COIN - 2 * fee - 100;
889 SelectionResult selection{changeless_target, SelectionAlgorithm::MANUAL};
890 add_coin(1 * COIN, 1, selection, /*fee=*/fee, /*long_term_fee=*/fee + fee_diff);
891 add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
892 const std::vector<std::shared_ptr<COutput>> inputs = selection.GetShuffledInputVector();
893
894 for (size_t i = 0; i < inputs.size(); ++i) {
895 inputs[i]->ApplyBumpFee(20*(i+1));
896 }
897
898 selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
899 CAmount expected_waste = fee_diff * -2 + /*bump_fees=*/60 + /*excess = 100 - bump_fees*/40;
900 BOOST_CHECK_EQUAL(expected_waste, selection.GetWaste());
901
902 selection.SetBumpFeeDiscount(30);
903 selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
904 expected_waste = fee_diff * -2 + /*bump_fees=*/60 - /*group_discount=*/30 + /*excess = 100 - bump_fees + group_discount*/70;
905 BOOST_CHECK_EQUAL(expected_waste, selection.GetWaste());
906 }
907}
908
909BOOST_AUTO_TEST_CASE(effective_value_test)
910{
911 const int input_bytes = 148;
912 const CFeeRate feerate(1000);
913 const CAmount nValue = 10000;
914 const int nInput = 0;
915
916 CMutableTransaction tx;
917 tx.vout.resize(1);
918 tx.vout[nInput].nValue = nValue;
919
920 // standard case, pass feerate in constructor
921 COutput output1(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/1, input_bytes, /*solvable=*/true, /*safe=*/true, /*time=*/0, /*from_me=*/false, feerate);
922 const CAmount expected_ev1 = 9852; // 10000 - 148
923 BOOST_CHECK_EQUAL(output1.GetEffectiveValue(), expected_ev1);
924
925 // input bytes unknown (input_bytes = -1), pass feerate in constructor
926 COutput output2(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/1, /*input_bytes=*/-1, /*solvable=*/true, /*safe=*/true, /*time=*/0, /*from_me=*/ false, feerate);
927 BOOST_CHECK_EQUAL(output2.GetEffectiveValue(), nValue); // The effective value should be equal to the absolute value if input_bytes is -1
928
929 // negative effective value, pass feerate in constructor
930 COutput output3(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/1, input_bytes, /*solvable=*/true, /*safe=*/true, /*time=*/0, /*from_me=*/false, CFeeRate(100000));
931 const CAmount expected_ev3 = -4800; // 10000 - 14800
932 BOOST_CHECK_EQUAL(output3.GetEffectiveValue(), expected_ev3);
933
934 // standard case, pass fees in constructor
935 const CAmount fees = 148;
936 COutput output4(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/1, input_bytes, /*solvable=*/true, /*safe=*/true, /*time=*/0, /*from_me=*/false, fees);
937 BOOST_CHECK_EQUAL(output4.GetEffectiveValue(), expected_ev1);
938
939 // input bytes unknown (input_bytes = -1), pass fees in constructor
940 COutput output5(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/1, /*input_bytes=*/-1, /*solvable=*/true, /*safe=*/true, /*time=*/0, /*from_me=*/false, /*fees=*/0);
941 BOOST_CHECK_EQUAL(output5.GetEffectiveValue(), nValue); // The effective value should be equal to the absolute value if input_bytes is -1
942}
943
944static util::Result<SelectionResult> CoinGrinder(const CAmount& target,
945 const CoinSelectionParams& cs_params,
946 const node::NodeContext& m_node,
947 int max_selection_weight,
948 std::function<CoinsResult(CWallet&)> coin_setup)
949{
950 std::unique_ptr<CWallet> wallet = NewWallet(m_node);
951 CoinEligibilityFilter filter(0, 0, 0); // accept all coins without ancestors
952 Groups group = GroupOutputs(*wallet, coin_setup(*wallet), cs_params, {{filter}})[filter].all_groups;
953 return CoinGrinder(group.positive_group, target, cs_params.m_min_change_target, max_selection_weight);
954}
955
956BOOST_AUTO_TEST_CASE(coin_grinder_tests)
957{
958 // Test Coin Grinder:
959 // 1) Insufficient funds, select all provided coins and fail.
960 // 2) Exceeded max weight, coin selection always surpasses the max allowed weight.
961 // 3) Select coins without surpassing the max weight (some coins surpasses the max allowed weight, some others not)
962 // 4) Test that two less valuable UTXOs with a combined lower weight are preferred over a more valuable heavier UTXO
963 // 5) Test finding a solution in a UTXO pool with mixed weights
964 // 6) Test that the lightest solution among many clones is found
965 // 7) Test that lots of tiny UTXOs can be skipped if they are too heavy while there are enough funds in lookahead
966
967 FastRandomContext rand;
968 CoinSelectionParams dummy_params{ // Only used to provide the 'avoid_partial' flag.
969 rand,
970 /*change_output_size=*/34,
971 /*change_spend_size=*/68,
972 /*min_change_target=*/CENT,
973 /*effective_feerate=*/CFeeRate(5000),
974 /*long_term_feerate=*/CFeeRate(2000),
975 /*discard_feerate=*/CFeeRate(1000),
976 /*tx_noinputs_size=*/10 + 34, // static header size + output size
977 /*avoid_partial=*/false,
978 };
979
980 {
981 // #########################################################
982 // 1) Insufficient funds, select all provided coins and fail
983 // #########################################################
984 CAmount target = 49.5L * COIN;
985 int max_selection_weight = 10'000; // high enough to not fail for this reason.
986 const auto& res = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
987 CoinsResult available_coins;
988 for (int j = 0; j < 10; ++j) {
989 add_coin(available_coins, wallet, CAmount(1 * COIN));
990 add_coin(available_coins, wallet, CAmount(2 * COIN));
991 }
992 return available_coins;
993 });
994 BOOST_CHECK(!res);
995 BOOST_CHECK(util::ErrorString(res).empty()); // empty means "insufficient funds"
996 }
997
998 {
999 // ###########################
1000 // 2) Test max weight exceeded
1001 // ###########################
1002 CAmount target = 29.5L * COIN;
1003 int max_selection_weight = 3000;
1004 const auto& res = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
1005 CoinsResult available_coins;
1006 for (int j = 0; j < 10; ++j) {
1007 add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(5000), 144, false, 0, true);
1008 add_coin(available_coins, wallet, CAmount(2 * COIN), CFeeRate(5000), 144, false, 0, true);
1009 }
1010 return available_coins;
1011 });
1012 BOOST_CHECK(!res);
1013 BOOST_CHECK(util::ErrorString(res).original.find("The inputs size exceeds the maximum weight") != std::string::npos);
1014 }
1015
1016 {
1017 // ###############################################################################################################
1018 // 3) Test that the lowest-weight solution is found when some combinations would exceed the allowed weight
1019 // ################################################################################################################
1020 CAmount target = 25.33L * COIN;
1021 int max_selection_weight = 10'000; // WU
1022 const auto& res = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
1023 CoinsResult available_coins;
1024 for (int j = 0; j < 60; ++j) { // 60 UTXO --> 19,8 BTC total --> 60 × 272 WU = 16320 WU
1025 add_coin(available_coins, wallet, CAmount(0.33 * COIN), CFeeRate(5000), 144, false, 0, true);
1026 }
1027 for (int i = 0; i < 10; i++) { // 10 UTXO --> 20 BTC total --> 10 × 272 WU = 2720 WU
1028 add_coin(available_coins, wallet, CAmount(2 * COIN), CFeeRate(5000), 144, false, 0, true);
1029 }
1030 return available_coins;
1031 });
1032 SelectionResult expected_result(CAmount(0), SelectionAlgorithm::CG);
1033 for (int i = 0; i < 10; ++i) {
1034 add_coin(2 * COIN, i, expected_result);
1035 }
1036 for (int j = 0; j < 17; ++j) {
1037 add_coin(0.33 * COIN, j + 10, expected_result);
1038 }
1039 BOOST_CHECK(EquivalentResult(expected_result, *res));
1040 // Demonstrate how following improvements reduce iteration count and catch any regressions in the future.
1041 size_t expected_attempts = 37;
1042 BOOST_CHECK_MESSAGE(res->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, res->GetSelectionsEvaluated()));
1043 }
1044
1045 {
1046 // #################################################################################################################
1047 // 4) Test that two less valuable UTXOs with a combined lower weight are preferred over a more valuable heavier UTXO
1048 // #################################################################################################################
1049 CAmount target = 1.9L * COIN;
1050 int max_selection_weight = 400'000; // WU
1051 const auto& res = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
1052 CoinsResult available_coins;
1053 add_coin(available_coins, wallet, CAmount(2 * COIN), CFeeRate(5000), 144, false, 0, true, 148);
1054 add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(5000), 144, false, 0, true, 68);
1055 add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(5000), 144, false, 0, true, 68);
1056 return available_coins;
1057 });
1058 SelectionResult expected_result(CAmount(0), SelectionAlgorithm::CG);
1059 add_coin(1 * COIN, 1, expected_result);
1060 add_coin(1 * COIN, 2, expected_result);
1061 BOOST_CHECK(EquivalentResult(expected_result, *res));
1062 // Demonstrate how following improvements reduce iteration count and catch any regressions in the future.
1063 size_t expected_attempts = 3;
1064 BOOST_CHECK_MESSAGE(res->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, res->GetSelectionsEvaluated()));
1065 }
1066
1067 {
1068 // ###############################################################################################################
1069 // 5) Test finding a solution in a UTXO pool with mixed weights
1070 // ################################################################################################################
1071 CAmount target = 30L * COIN;
1072 int max_selection_weight = 400'000; // WU
1073 const auto& res = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
1074 CoinsResult available_coins;
1075 for (int j = 0; j < 5; ++j) {
1076 // Add heavy coins {3, 6, 9, 12, 15}
1077 add_coin(available_coins, wallet, CAmount((3 + 3 * j) * COIN), CFeeRate(5000), 144, false, 0, true, 350);
1078 // Add medium coins {2, 5, 8, 11, 14}
1079 add_coin(available_coins, wallet, CAmount((2 + 3 * j) * COIN), CFeeRate(5000), 144, false, 0, true, 250);
1080 // Add light coins {1, 4, 7, 10, 13}
1081 add_coin(available_coins, wallet, CAmount((1 + 3 * j) * COIN), CFeeRate(5000), 144, false, 0, true, 150);
1082 }
1083 return available_coins;
1084 });
1085 BOOST_CHECK(res);
1086 SelectionResult expected_result(CAmount(0), SelectionAlgorithm::CG);
1087 add_coin(14 * COIN, 1, expected_result);
1088 add_coin(13 * COIN, 2, expected_result);
1089 add_coin(4 * COIN, 3, expected_result);
1090 BOOST_CHECK(EquivalentResult(expected_result, *res));
1091 // Demonstrate how following improvements reduce iteration count and catch any regressions in the future.
1092 size_t expected_attempts = 92;
1093 BOOST_CHECK_MESSAGE(res->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, res->GetSelectionsEvaluated()));
1094 }
1095
1096 {
1097 // #################################################################################################################
1098 // 6) Test that the lightest solution among many clones is found
1099 // #################################################################################################################
1100 CAmount target = 9.9L * COIN;
1101 int max_selection_weight = 400'000; // WU
1102 const auto& res = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
1103 CoinsResult available_coins;
1104 // Expected Result: 4 + 3 + 2 + 1 = 10 BTC at 400 vB
1105 add_coin(available_coins, wallet, CAmount(4 * COIN), CFeeRate(5000), 144, false, 0, true, 100);
1106 add_coin(available_coins, wallet, CAmount(3 * COIN), CFeeRate(5000), 144, false, 0, true, 100);
1107 add_coin(available_coins, wallet, CAmount(2 * COIN), CFeeRate(5000), 144, false, 0, true, 100);
1108 add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(5000), 144, false, 0, true, 100);
1109 // Distracting clones:
1110 for (int j = 0; j < 100; ++j) {
1111 add_coin(available_coins, wallet, CAmount(8 * COIN), CFeeRate(5000), 144, false, 0, true, 1000);
1112 }
1113 for (int j = 0; j < 100; ++j) {
1114 add_coin(available_coins, wallet, CAmount(7 * COIN), CFeeRate(5000), 144, false, 0, true, 800);
1115 }
1116 for (int j = 0; j < 100; ++j) {
1117 add_coin(available_coins, wallet, CAmount(6 * COIN), CFeeRate(5000), 144, false, 0, true, 600);
1118 }
1119 for (int j = 0; j < 100; ++j) {
1120 add_coin(available_coins, wallet, CAmount(5 * COIN), CFeeRate(5000), 144, false, 0, true, 400);
1121 }
1122 return available_coins;
1123 });
1124 SelectionResult expected_result(CAmount(0), SelectionAlgorithm::CG);
1125 add_coin(4 * COIN, 0, expected_result);
1126 add_coin(3 * COIN, 0, expected_result);
1127 add_coin(2 * COIN, 0, expected_result);
1128 add_coin(1 * COIN, 0, expected_result);
1129 BOOST_CHECK(EquivalentResult(expected_result, *res));
1130 // Demonstrate how following improvements reduce iteration count and catch any regressions in the future.
1131 size_t expected_attempts = 38;
1132 BOOST_CHECK_MESSAGE(res->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, res->GetSelectionsEvaluated()));
1133 }
1134
1135 {
1136 // #################################################################################################################
1137 // 7) Test that lots of tiny UTXOs can be skipped if they are too heavy while there are enough funds in lookahead
1138 // #################################################################################################################
1139 CAmount target = 1.9L * COIN;
1140 int max_selection_weight = 40000; // WU
1141 const auto& res = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
1142 CoinsResult available_coins;
1143 add_coin(available_coins, wallet, CAmount(1.8 * COIN), CFeeRate(5000), 144, false, 0, true, 2500);
1144 add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(5000), 144, false, 0, true, 1000);
1145 add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(5000), 144, false, 0, true, 1000);
1146 for (int j = 0; j < 100; ++j) {
1147 // make a 100 unique coins only differing by one sat
1148 add_coin(available_coins, wallet, CAmount(0.01 * COIN + j), CFeeRate(5000), 144, false, 0, true, 110);
1149 }
1150 return available_coins;
1151 });
1152 SelectionResult expected_result(CAmount(0), SelectionAlgorithm::CG);
1153 add_coin(1 * COIN, 1, expected_result);
1154 add_coin(1 * COIN, 2, expected_result);
1155 BOOST_CHECK(EquivalentResult(expected_result, *res));
1156 // Demonstrate how following improvements reduce iteration count and catch any regressions in the future.
1157 size_t expected_attempts = 7;
1158 BOOST_CHECK_MESSAGE(res->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, res->GetSelectionsEvaluated()));
1159 }
1160
1161 {
1162 // #################################################################################################################
1163 // 8) Test input set that has a solution will not find a solution before reaching the attempt limit
1164 // #################################################################################################################
1165 CAmount target = 8 * COIN;
1166 int max_selection_weight = 3200; // WU
1167 dummy_params.m_min_change_target = 0;
1168 const auto& result_a = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
1169 CoinsResult doppelgangers;
1170 for (int i = 0; i < 18; ++i) {
1171 add_coin(doppelgangers, wallet, CAmount(1 * COIN + i), CFeeRate(0), 144, false, 0, true, 96 + i);
1172 }
1173 return doppelgangers;
1174 });
1175 BOOST_CHECK(result_a);
1176 SelectionResult expected_result(CAmount(0), SelectionAlgorithm::CG);
1177 for (int i = 0; i < 8; ++i) {
1178 add_coin(1 * COIN + i, 0, expected_result);
1179 }
1180 BOOST_CHECK(EquivalentResult(expected_result, *result_a));
1181 // Demonstrate a solution is found before the attempts limit is reached.
1182 size_t expected_attempts = 87'525;
1183 BOOST_CHECK_MESSAGE(result_a->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, result_a->GetSelectionsEvaluated()));
1184
1185 // Adding one more doppelganger causes the attempt limit to be reached before finding a solution.
1186 const auto& result_b = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
1187 CoinsResult doppelgangers;
1188 for (int i = 0; i < 19; ++i) {
1189 add_coin(doppelgangers, wallet, CAmount(1 * COIN + i), CFeeRate(0), 144, false, 0, true, 96 + i);
1190 }
1191 return doppelgangers;
1192 });
1193 BOOST_CHECK(!result_b);
1194 }
1195}
1196
1197static util::Result<SelectionResult> select_coins(const CAmount& target, const CoinSelectionParams& cs_params, const CCoinControl& cc, std::function<CoinsResult(CWallet&)> coin_setup, const node::NodeContext& m_node)
1198{
1199 std::unique_ptr<CWallet> wallet = NewWallet(m_node);
1200 auto available_coins = coin_setup(*wallet);
1201
1202 LOCK(wallet->cs_wallet);
1203 auto result = SelectCoins(*wallet, available_coins, /*pre_set_inputs=*/ {}, target, cc, cs_params);
1204 if (result) {
1205 const auto signedTxSize = 10 + 34 + 68 * result->GetInputSet().size(); // static header size + output size + inputs size (P2WPKH)
1206 BOOST_CHECK_LE(signedTxSize * WITNESS_SCALE_FACTOR, MAX_STANDARD_TX_WEIGHT);
1207
1208 BOOST_CHECK_GE(result->GetSelectedValue(), target);
1209 }
1210 return result;
1211}
1212
1213static bool has_coin(const OutputSet& set, CAmount amount)
1214{
1215 return std::any_of(set.begin(), set.end(), [&](const auto& coin) { return coin->GetEffectiveValue() == amount; });
1216}
1217
1218BOOST_AUTO_TEST_CASE(check_max_selection_weight)
1219{
1220 const CAmount target = 49.5L * COIN;
1221 CCoinControl cc;
1222
1223 FastRandomContext rand;
1224 CoinSelectionParams cs_params{
1225 rand,
1226 /*change_output_size=*/34,
1227 /*change_spend_size=*/68,
1228 /*min_change_target=*/CENT,
1229 /*effective_feerate=*/CFeeRate(0),
1230 /*long_term_feerate=*/CFeeRate(0),
1231 /*discard_feerate=*/CFeeRate(0),
1232 /*tx_noinputs_size=*/10 + 34, // static header size + output size
1233 /*avoid_partial=*/false,
1234 };
1235
1236 int max_weight = MAX_STANDARD_TX_WEIGHT - WITNESS_SCALE_FACTOR * (cs_params.tx_noinputs_size + cs_params.change_output_size);
1237 {
1238 // Scenario 1:
1239 // The actor starts with 1x 50.0 BTC and 1515x 0.033 BTC (~100.0 BTC total) unspent outputs
1240 // Then tries to spend 49.5 BTC
1241 // The 50.0 BTC output should be selected, because the transaction would otherwise be too large
1242
1243 // Perform selection
1244
1245 const auto result = select_coins(
1246 target, cs_params, cc, [&](CWallet& wallet) {
1247 CoinsResult available_coins;
1248 for (int j = 0; j < 1515; ++j) {
1249 add_coin(available_coins, wallet, CAmount(0.033 * COIN), CFeeRate(0), 144, false, 0, true);
1250 }
1251
1252 add_coin(available_coins, wallet, CAmount(50 * COIN), CFeeRate(0), 144, false, 0, true);
1253 return available_coins;
1254 },
1255 m_node);
1256
1257 BOOST_CHECK(result);
1258 // Verify that the 50 BTC UTXO was selected, and result is below max_weight
1259 BOOST_CHECK(has_coin(result->GetInputSet(), CAmount(50 * COIN)));
1260 BOOST_CHECK_LE(result->GetWeight(), max_weight);
1261 }
1262
1263 {
1264 // Scenario 2:
1265
1266 // The actor starts with 400x 0.0625 BTC and 2000x 0.025 BTC (75.0 BTC total) unspent outputs
1267 // Then tries to spend 49.5 BTC
1268 // A combination of coins should be selected, such that the created transaction is not too large
1269
1270 // Perform selection
1271 const auto result = select_coins(
1272 target, cs_params, cc, [&](CWallet& wallet) {
1273 CoinsResult available_coins;
1274 for (int j = 0; j < 400; ++j) {
1275 add_coin(available_coins, wallet, CAmount(0.0625 * COIN), CFeeRate(0), 144, false, 0, true);
1276 }
1277 for (int j = 0; j < 2000; ++j) {
1278 add_coin(available_coins, wallet, CAmount(0.025 * COIN), CFeeRate(0), 144, false, 0, true);
1279 }
1280 return available_coins;
1281 },
1282 m_node);
1283
1284 BOOST_CHECK(has_coin(result->GetInputSet(), CAmount(0.0625 * COIN)));
1285 BOOST_CHECK(has_coin(result->GetInputSet(), CAmount(0.025 * COIN)));
1286 BOOST_CHECK_LE(result->GetWeight(), max_weight);
1287 }
1288
1289 {
1290 // Scenario 3:
1291
1292 // The actor starts with 1515x 0.033 BTC (49.995 BTC total) unspent outputs
1293 // No results should be returned, because the transaction would be too large
1294
1295 // Perform selection
1296 const auto result = select_coins(
1297 target, cs_params, cc, [&](CWallet& wallet) {
1298 CoinsResult available_coins;
1299 for (int j = 0; j < 1515; ++j) {
1300 add_coin(available_coins, wallet, CAmount(0.033 * COIN), CFeeRate(0), 144, false, 0, true);
1301 }
1302 return available_coins;
1303 },
1304 m_node);
1305
1306 // No results
1307 // 1515 inputs * 68 bytes = 103,020 bytes
1308 // 103,020 bytes * 4 = 412,080 weight, which is above the MAX_STANDARD_TX_WEIGHT of 400,000
1309 BOOST_CHECK(!result);
1310 }
1311}
1312
1313BOOST_AUTO_TEST_CASE(SelectCoins_effective_value_test)
1314{
1315 // Test that the effective value is used to check whether preset inputs provide sufficient funds when subtract_fee_outputs is not used.
1316 // This test creates a coin whose value is higher than the target but whose effective value is lower than the target.
1317 // The coin is selected using coin control, with m_allow_other_inputs = false. SelectCoins should fail due to insufficient funds.
1318
1319 std::unique_ptr<CWallet> wallet = NewWallet(m_node);
1320
1321 CoinsResult available_coins;
1322 {
1323 std::unique_ptr<CWallet> dummyWallet = NewWallet(m_node, /*wallet_name=*/"dummy");
1324 add_coin(available_coins, *dummyWallet, 100000); // 0.001 BTC
1325 }
1326
1327 CAmount target{99900}; // 0.000999 BTC
1328
1329 FastRandomContext rand;
1330 CoinSelectionParams cs_params{
1331 rand,
1332 /*change_output_size=*/34,
1333 /*change_spend_size=*/148,
1334 /*min_change_target=*/1000,
1335 /*effective_feerate=*/CFeeRate(3000),
1336 /*long_term_feerate=*/CFeeRate(1000),
1337 /*discard_feerate=*/CFeeRate(1000),
1338 /*tx_noinputs_size=*/0,
1339 /*avoid_partial=*/false,
1340 };
1341 CCoinControl cc;
1342 cc.m_allow_other_inputs = false;
1343 COutput output = available_coins.All().at(0);
1344 cc.SetInputWeight(output.outpoint, 148);
1345 cc.Select(output.outpoint).SetTxOut(output.txout);
1346
1347 LOCK(wallet->cs_wallet);
1348 const auto preset_inputs = *Assert(FetchSelectedInputs(*wallet, cc, cs_params));
1349 available_coins.Erase({available_coins.coins[OutputType::BECH32].begin()->outpoint});
1350
1351 const auto result = SelectCoins(*wallet, available_coins, preset_inputs, target, cc, cs_params);
1352 BOOST_CHECK(!result);
1353}
1354
1355BOOST_FIXTURE_TEST_CASE(wallet_coinsresult_test, BasicTestingSetup)
1356{
1357 // Test case to verify CoinsResult object sanity.
1358 CoinsResult available_coins;
1359 {
1360 std::unique_ptr<CWallet> dummyWallet = NewWallet(m_node, /*wallet_name=*/"dummy");
1361
1362 // Add some coins to 'available_coins'
1363 for (int i=0; i<10; i++) {
1364 add_coin(available_coins, *dummyWallet, 1 * COIN);
1365 }
1366 }
1367
1368 {
1369 // First test case, check that 'CoinsResult::Erase' function works as expected.
1370 // By trying to erase two elements from the 'available_coins' object.
1371 std::unordered_set<COutPoint, SaltedOutpointHasher> outs_to_remove;
1372 const auto& coins = available_coins.All();
1373 for (int i = 0; i < 2; i++) {
1374 outs_to_remove.emplace(coins[i].outpoint);
1375 }
1376 available_coins.Erase(outs_to_remove);
1377
1378 // Check that the elements were actually removed.
1379 const auto& updated_coins = available_coins.All();
1380 for (const auto& out: outs_to_remove) {
1381 auto it = std::find_if(updated_coins.begin(), updated_coins.end(), [&out](const COutput &coin) {
1382 return coin.outpoint == out;
1383 });
1384 BOOST_CHECK(it == updated_coins.end());
1385 }
1386 // And verify that no extra element were removed
1387 BOOST_CHECK_EQUAL(available_coins.Size(), 8);
1388 }
1389}
1390
1391BOOST_AUTO_TEST_SUITE_END()
1392} // namespace wallet
GetScriptForDestination
CScript GetScriptForDestination(const CTxDestination &dest)
Generate a Bitcoin scriptPubKey for the given CTxDestination.
Definition: addresstype.cpp:166
CAmount
int64_t CAmount
Amount in satoshis (Can be negative)
Definition: amount.h:12
COIN
static constexpr CAmount COIN
The amount of satoshis in one BTC.
Definition: amount.h:15
ret
int ret
Definition: bitcoin-cli.cpp:1691
m_node
node::NodeContext m_node
Definition: bitcoin-gui.cpp:47
Assert
#define Assert(val)
Identity function.
Definition: check.h:116
CFeeRate
Fee rate in satoshis per virtualbyte: CAmount / vB the feerate is represented internally as FeeFrac.
Definition: feerate.h:32
CFeeRate::GetFee
CAmount GetFee(int32_t virtual_bytes) const
Return the fee in satoshis for the given vsize in vbytes.
Definition: feerate.cpp:20
COutPoint
An outpoint - a combination of a transaction hash and an index n into its vout.
Definition: transaction.h:29
FastRandomContext
Fast randomness source.
Definition: random.h:386
RandomMixin::randrange
I randrange(I range) noexcept
Generate a random integer in the range [0..range), with range > 0.
Definition: random.h:254
transaction_identifier< false >
uint256
256-bit opaque blob.
Definition: uint256.h:196
wallet::CCoinControl
Coin Control Features.
Definition: coincontrol.h:84
wallet::CCoinControl::Select
PreselectedInput & Select(const COutPoint &outpoint)
Lock-in the given output for spending.
Definition: coincontrol.cpp:40
wallet::CCoinControl::m_allow_other_inputs
bool m_allow_other_inputs
If true, the selection process can add extra unselected inputs from the wallet while requires all sel...
Definition: coincontrol.h:94
wallet::CCoinControl::SetInputWeight
void SetInputWeight(const COutPoint &outpoint, int64_t weight)
Set an input's weight.
Definition: coincontrol.cpp:67
wallet::CWallet
A CWallet maintains a set of transactions and balances, and provides the ability to create new transa...
Definition: wallet.h:309
wallet::CWalletTx
A transaction with a bunch of additional info that only the owner cares about.
Definition: transaction.h:195
wallet::CWalletTx::GetHash
const Txid & GetHash() const LIFETIMEBOUND
Definition: transaction.h:367
wallet::CWalletTx::tx
CTransactionRef tx
Definition: transaction.h:269
wallet::CWalletTx::GetTxTime
int64_t GetTxTime() const
Definition: transaction.cpp:32
wallet::PreselectedInput::SetTxOut
void SetTxOut(const CTxOut &txout)
Set the previous output for this input.
Definition: coincontrol.cpp:90
RANDOM_REPEATS
#define RANDOM_REPEATS
Definition: coinselector_tests.cpp:32
RUN_TESTS
#define RUN_TESTS
Definition: coinselector_tests.cpp:28
WITNESS_SCALE_FACTOR
static const int WITNESS_SCALE_FACTOR
Definition: consensus.h:21
BOOST_FIXTURE_TEST_SUITE
BOOST_FIXTURE_TEST_SUITE(cuckoocache_tests, BasicTestingSetup)
Test Suite for CuckooCache.
BOOST_AUTO_TEST_SUITE_END
BOOST_AUTO_TEST_SUITE_END()
fee
uint64_t fee
Definition: mempool_ephemeral_spends.cpp:30
tests_wycheproof_generate_ecdh.expected_result
def expected_result
Definition: tests_wycheproof_generate_ecdh.py:93
tests_wycheproof_generate_ecdsa.out
string out
Definition: tests_wycheproof_generate_ecdsa.py:24
tests_wycheproof_generate_ecdsa.group
group
Definition: tests_wycheproof_generate_ecdsa.py:32
util::ErrorString
bilingual_str ErrorString(const Result< T > &result)
Definition: result.h:93
wallet::filter_standard
static const CoinEligibilityFilter filter_standard(1, 6, 0)
wallet::CreateMockableWalletDatabase
std::unique_ptr< WalletDatabase > CreateMockableWalletDatabase()
Definition: util.cpp:122
wallet::GroupOutputs
FilteredOutputGroups GroupOutputs(const CWallet &wallet, const CoinsResult &coins, const CoinSelectionParams &coin_sel_params, const std::vector< SelectionFilter > &filters, std::vector< OutputGroup > &ret_discarded_groups)
Definition: spend.cpp:568
wallet::FetchSelectedInputs
util::Result< CoinsResult > FetchSelectedInputs(const CWallet &wallet, const CCoinControl &coin_control, const CoinSelectionParams &coin_selection_params)
Fetch and validate coin control selected inputs.
Definition: spend.cpp:265
wallet::BOOST_FIXTURE_TEST_CASE
BOOST_FIXTURE_TEST_CASE(wallet_coinsresult_test, BasicTestingSetup)
Definition: coinselector_tests.cpp:1355
wallet::SelectCoinsBnB
util::Result< SelectionResult > SelectCoinsBnB(std::vector< OutputGroup > &utxo_pool, const CAmount &selection_target, const CAmount &cost_of_change, int max_selection_weight)
Definition: coinselection.cpp:115
wallet::add_coin
static void add_coin(const CAmount &nValue, uint32_t nInput, std::vector< OutputGroup > &set)
Definition: coin_selection.cpp:140
wallet::NewWallet
static std::unique_ptr< CWallet > NewWallet(const node::NodeContext &m_node, const std::string &wallet_name="")
Definition: coinselector_tests.cpp:158
wallet::CoinGrinder
util::Result< SelectionResult > CoinGrinder(std::vector< OutputGroup > &utxo_pool, const CAmount &selection_target, CAmount change_target, int max_selection_weight)
Definition: coinselection.cpp:399
wallet::GroupCoins
std::vector< OutputGroup > & GroupCoins(const std::vector< COutput > &available_coins, bool subtract_fee_outputs=false)
Definition: coinselector_tests.cpp:126
wallet::KnapsackGroupOutputs
std::vector< OutputGroup > & KnapsackGroupOutputs(const CoinsResult &available_coins, CWallet &wallet, const CoinEligibilityFilter &filter)
Definition: coinselector_tests.cpp:139
wallet::OutputSet
std::set< std::shared_ptr< COutput >, OutputPtrComparator > OutputSet
Definition: coinselection.h:328
wallet::KnapsackSolver
util::Result< SelectionResult > KnapsackSolver(std::vector< OutputGroup > &groups, const CAmount &nTargetValue, CAmount change_target, FastRandomContext &rng, int max_selection_weight)
Definition: coinselection.cpp:726
wallet::SelectCoins
util::Result< SelectionResult > SelectCoins(const CWallet &wallet, CoinsResult &available_coins, const CoinsResult &pre_set_inputs, const CAmount &nTargetValue, const CCoinControl &coin_control, const CoinSelectionParams &coin_selection_params)
Select all coins from coin_control, and if coin_control 'm_allow_other_inputs=true',...
Definition: spend.cpp:810
wallet::has_coin
static bool has_coin(const OutputSet &set, CAmount amount)
Definition: coinselector_tests.cpp:1213
wallet::filter_standard_extra
static const CoinEligibilityFilter filter_standard_extra(6, 6, 0)
wallet::EqualResult
static bool EqualResult(const SelectionResult &a, const SelectionResult &b)
Check if this selection is equal to another one.
Definition: coinselector_tests.cpp:117
wallet::BOOST_AUTO_TEST_CASE
BOOST_AUTO_TEST_CASE(bnb_test)
Definition: coinselection_tests.cpp:141
wallet::WALLET_FLAG_DESCRIPTORS
@ WALLET_FLAG_DESCRIPTORS
Indicate that this wallet supports DescriptorScriptPubKeyMan.
Definition: walletutil.h:53
wallet::nextLockTime
static int nextLockTime
Definition: coinselector_tests.cpp:37
wallet::filter_confirmed
static const CoinEligibilityFilter filter_confirmed(1, 1, 0)
wallet::CalculateMaximumSignedInputSize
int CalculateMaximumSignedInputSize(const CTxOut &txout, const COutPoint outpoint, const SigningProvider *provider, bool can_grind_r, const CCoinControl *coin_control)
Definition: spend.cpp:92
wallet::EquivalentResult
static bool EquivalentResult(const SelectionResult &a, const SelectionResult &b)
Check if SelectionResult a is equivalent to SelectionResult b.
Definition: coinselector_tests.cpp:99
wallet::ApproximateBestSubset
static void ApproximateBestSubset(FastRandomContext &insecure_rand, const std::vector< OutputGroup > &groups, const CAmount &nTotalLower, const CAmount &nTargetValue, std::vector< char > &vfBest, CAmount &nBest, int max_selection_weight, int iterations=1000)
Find a subset of the OutputGroups that is at least as large as, but as close as possible to,...
Definition: coinselection.cpp:676
wallet::select_coins
static util::Result< SelectionResult > select_coins(const CAmount &target, const CoinSelectionParams &cs_params, const CCoinControl &cc, std::function< CoinsResult(CWallet &)> coin_setup, const node::NodeContext &m_node)
Definition: coinselector_tests.cpp:1197
BOOST_CHECK_EQUAL
#define BOOST_CHECK_EQUAL(v1, v2)
Definition: object.cpp:17
BOOST_CHECK
#define BOOST_CHECK(expr)
Definition: object.cpp:16
MAX_STANDARD_TX_WEIGHT
static constexpr int32_t MAX_STANDARD_TX_WEIGHT
The maximum weight for transactions we're willing to relay/mine.
Definition: policy.h:38
MakeTransactionRef
static CTransactionRef MakeTransactionRef(Tx &&txIn)
Definition: transaction.h:404
setup_common.h
CENT
static constexpr CAmount CENT
Definition: setup_common.h:40
BasicTestingSetup
Basic testing setup.
Definition: setup_common.h:57
CMutableTransaction
A mutable version of CTransaction.
Definition: transaction.h:358
CMutableTransaction::vout
std::vector< CTxOut > vout
Definition: transaction.h:360
CMutableTransaction::GetHash
Txid GetHash() const
Compute the hash of this CMutableTransaction.
Definition: transaction.cpp:69
node::NodeContext
NodeContext struct containing references to chain state and connection state.
Definition: context.h:59
node::NodeContext::chain
std::unique_ptr< interfaces::Chain > chain
Definition: context.h:80
wallet::COutput
A UTXO under consideration for use in funding a new transaction.
Definition: coinselection.h:28
wallet::COutput::outpoint
COutPoint outpoint
The outpoint identifying this UTXO.
Definition: coinselection.h:38
wallet::COutput::txout
CTxOut txout
The output itself.
Definition: coinselection.h:41
wallet::COutput::GetEffectiveValue
CAmount GetEffectiveValue() const
Definition: coinselection.h:124
wallet::CoinEligibilityFilter
Parameters for filtering which OutputGroups we may use in coin selection.
Definition: coinselection.h:202
wallet::CoinSelectionParams
Parameters for one iteration of Coin Selection.
Definition: coinselection.h:134
wallet::CoinSelectionParams::m_min_change_target
CAmount m_min_change_target
Mininmum change to target in Knapsack solver and CoinGrinder: select coins to cover the payment and a...
Definition: coinselection.h:143
wallet::CoinSelectionParams::change_output_size
int change_output_size
Size of a change output in bytes, determined by the output type.
Definition: coinselection.h:138
wallet::CoinSelectionParams::tx_noinputs_size
int tx_noinputs_size
Size of the transaction before coin selection, consisting of the header and recipient output(s),...
Definition: coinselection.h:161
wallet::CoinsResult
COutputs available for spending, stored by OutputType.
Definition: spend.h:46
wallet::CoinsResult::Add
void Add(OutputType type, const COutput &out)
Definition: spend.cpp:236
wallet::CoinsResult::All
std::vector< COutput > All() const
Concatenate and return all COutputs as one vector.
Definition: spend.cpp:203
wallet::CoinsResult::Size
size_t Size() const
The following methods are provided so that CoinsResult can mimic a vector, i.e., methods can work wit...
Definition: spend.cpp:194
wallet::CoinsResult::coins
std::map< OutputType, std::vector< COutput > > coins
Definition: spend.h:47
wallet::CoinsResult::Erase
void Erase(const std::unordered_set< COutPoint, SaltedOutpointHasher > &coins_to_remove)
Definition: spend.cpp:213
wallet::Groups::mixed_group
std::vector< OutputGroup > mixed_group
Definition: coinselection.h:276
wallet::OutputGroup
A group of UTXOs paid to the same output script.
Definition: coinselection.h:229
wallet::OutputGroupTypeMap
Stores several 'Groups' whose were mapped by output type.
Definition: coinselection.h:281
wallet::SelectionResult::AddInput
void AddInput(const OutputGroup &group)
Definition: coinselection.cpp:976
wallet::SelectionResult::GetInputSet
const OutputSet & GetInputSet() const
Get m_selected_inputs.
Definition: coinselection.cpp:1010
wallet::TxStateInactive
State of transaction not confirmed or conflicting with a known block and not in the mempool.
Definition: transaction.h:59
LOCK
#define LOCK(cs)
Definition: sync.h:268
WITH_LOCK
#define WITH_LOCK(cs, code)
Run code while locking a mutex.
Definition: sync.h:299
strprintf
#define strprintf
Format arguments and return the string or write to given std::ostream (see tinyformat::format doc for...
Definition: tinyformat.h:1172
assert
assert(!tx.IsCoinBase())
wallet_test_fixture.h
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