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
176 // Behavior tests //
178
179 // Make sure that effective value is working in AttemptSelection when BnB is used
180 CoinSelectionParams coin_selection_params_bnb{
181 rand,
182 /*change_output_size=*/ 31,
183 /*change_spend_size=*/ 68,
184 /*min_change_target=*/ 0,
185 /*effective_feerate=*/ CFeeRate(3000),
186 /*long_term_feerate=*/ CFeeRate(1000),
187 /*discard_feerate=*/ CFeeRate(1000),
188 /*tx_noinputs_size=*/ 0,
189 /*avoid_partial=*/ false,
190 };
191 coin_selection_params_bnb.m_change_fee = coin_selection_params_bnb.m_effective_feerate.GetFee(coin_selection_params_bnb.change_output_size);
192 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;
193 coin_selection_params_bnb.min_viable_change = coin_selection_params_bnb.m_effective_feerate.GetFee(coin_selection_params_bnb.change_spend_size);
194
195 {
196 std::unique_ptr<CWallet> wallet = NewWallet(m_node);
197
198 CoinsResult available_coins;
199
200 add_coin(available_coins, *wallet, 1, coin_selection_params_bnb.m_effective_feerate);
201 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
202 BOOST_CHECK(!SelectCoinsBnB(GroupCoins(available_coins.All()), 1 * CENT, coin_selection_params_bnb.m_cost_of_change));
203
204 // Test fees subtracted from output:
205 available_coins.Clear();
206 add_coin(available_coins, *wallet, 1 * CENT, coin_selection_params_bnb.m_effective_feerate);
207 available_coins.All().at(0).input_bytes = 40;
208 const auto result9 = SelectCoinsBnB(GroupCoins(available_coins.All()), 1 * CENT, coin_selection_params_bnb.m_cost_of_change);
209 BOOST_CHECK(result9);
210 BOOST_CHECK_EQUAL(result9->GetSelectedValue(), 1 * CENT);
211 }
212
213 {
214 std::unique_ptr<CWallet> wallet = NewWallet(m_node);
215
216 CoinsResult available_coins;
217
218 coin_selection_params_bnb.m_effective_feerate = CFeeRate(0);
219 add_coin(available_coins, *wallet, 5 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
220 add_coin(available_coins, *wallet, 3 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
221 add_coin(available_coins, *wallet, 2 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
222 CCoinControl coin_control;
223 coin_control.m_allow_other_inputs = true;
224 COutput select_coin = available_coins.All().at(0);
225 coin_control.Select(select_coin.outpoint);
226 CoinsResult selected_input;
227 selected_input.Add(OutputType::BECH32, select_coin);
228 available_coins.Erase({available_coins.coins[OutputType::BECH32].begin()->outpoint});
229
230 LOCK(wallet->cs_wallet);
231 const auto result10 = SelectCoins(*wallet, available_coins, selected_input, 10 * CENT, coin_control, coin_selection_params_bnb);
232 BOOST_CHECK(result10);
233 }
234 {
235 std::unique_ptr<CWallet> wallet = NewWallet(m_node);
236 LOCK(wallet->cs_wallet); // Every 'SelectCoins' call requires it
237
238 CoinsResult available_coins;
239
240 // pre selected coin should be selected even if disadvantageous
241 coin_selection_params_bnb.m_effective_feerate = CFeeRate(5000);
242 coin_selection_params_bnb.m_long_term_feerate = CFeeRate(3000);
243
244 // Add selectable outputs, increasing their raw amounts by their input fee to make the effective value equal to the raw amount
245 CAmount input_fee = coin_selection_params_bnb.m_effective_feerate.GetFee(/*virtual_bytes=*/68); // bech32 input size (default test output type)
246 add_coin(available_coins, *wallet, 10 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
247 add_coin(available_coins, *wallet, 9 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
248 add_coin(available_coins, *wallet, 1 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
249
250 expected_result.Clear();
251 add_coin(9 * CENT + input_fee, 2, expected_result);
252 add_coin(1 * CENT + input_fee, 2, expected_result);
253 CCoinControl coin_control;
254 coin_control.m_allow_other_inputs = true;
255 COutput select_coin = available_coins.All().at(1); // pre select 9 coin
256 coin_control.Select(select_coin.outpoint);
257 CoinsResult selected_input;
258 selected_input.Add(OutputType::BECH32, select_coin);
259 available_coins.Erase({(++available_coins.coins[OutputType::BECH32].begin())->outpoint});
260 const auto result13 = SelectCoins(*wallet, available_coins, selected_input, 10 * CENT, coin_control, coin_selection_params_bnb);
261 BOOST_CHECK(EquivalentResult(expected_result, *result13));
262 }
263
264 {
265 // Test bnb max weight exceeded
266 // Inputs set [10, 9, 8, 5, 3, 1], Selection Target = 16 and coin 5 exceeding the max weight.
267
268 std::unique_ptr<CWallet> wallet = NewWallet(m_node);
269
270 CoinsResult available_coins;
271 add_coin(available_coins, *wallet, 10 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
272 add_coin(available_coins, *wallet, 9 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
273 add_coin(available_coins, *wallet, 8 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
274 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);
275 add_coin(available_coins, *wallet, 3 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
276 add_coin(available_coins, *wallet, 1 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
277
278 CAmount selection_target = 16 * CENT;
279 const auto& no_res = SelectCoinsBnB(GroupCoins(available_coins.All(), /*subtract_fee_outputs=*/true),
280 selection_target, /*cost_of_change=*/0, MAX_STANDARD_TX_WEIGHT);
281 BOOST_REQUIRE(!no_res);
282 BOOST_CHECK(util::ErrorString(no_res).original.find("The inputs size exceeds the maximum weight") != std::string::npos);
283
284 // Now add same coin value with a good size and check that it gets selected
285 add_coin(available_coins, *wallet, 5 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
286 const auto& res = SelectCoinsBnB(GroupCoins(available_coins.All(), /*subtract_fee_outputs=*/true), selection_target, /*cost_of_change=*/0);
287
288 expected_result.Clear();
289 add_coin(8 * CENT, 2, expected_result);
290 add_coin(5 * CENT, 2, expected_result);
291 add_coin(3 * CENT, 2, expected_result);
292 BOOST_CHECK(EquivalentResult(expected_result, *res));
293 }
294}
295
296BOOST_AUTO_TEST_CASE(bnb_sffo_restriction)
297{
298 // Verify the coin selection process does not produce a BnB solution when SFFO is enabled.
299 // This is currently problematic because it could require a change output. And BnB is specialized on changeless solutions.
300 std::unique_ptr<CWallet> wallet = NewWallet(m_node);
301 WITH_LOCK(wallet->cs_wallet, wallet->SetLastBlockProcessed(300, uint256{})); // set a high block so internal UTXOs are selectable
302
303 FastRandomContext rand{};
304 CoinSelectionParams params{
305 rand,
306 /*change_output_size=*/ 31, // unused value, p2wpkh output size (wallet default change type)
307 /*change_spend_size=*/ 68, // unused value, p2wpkh input size (high-r signature)
308 /*min_change_target=*/ 0, // dummy, set later
309 /*effective_feerate=*/ CFeeRate(3000),
310 /*long_term_feerate=*/ CFeeRate(1000),
311 /*discard_feerate=*/ CFeeRate(1000),
312 /*tx_noinputs_size=*/ 0,
313 /*avoid_partial=*/ false,
314 };
315 params.m_subtract_fee_outputs = true;
316 params.m_change_fee = params.m_effective_feerate.GetFee(params.change_output_size);
317 params.m_cost_of_change = params.m_discard_feerate.GetFee(params.change_spend_size) + params.m_change_fee;
318 params.m_min_change_target = params.m_cost_of_change + 1;
319 // Add spendable coin at the BnB selection upper bound
320 CoinsResult available_coins;
321 add_coin(available_coins, *wallet, COIN + params.m_cost_of_change, /*feerate=*/params.m_effective_feerate, /*nAge=*/6, /*fIsFromMe=*/true, /*nInput=*/0, /*spendable=*/true);
322 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);
323 add_coin(available_coins, *wallet, 0.5 * COIN, /*feerate=*/params.m_effective_feerate, /*nAge=*/6, /*fIsFromMe=*/true, /*nInput=*/0, /*spendable=*/true);
324 // Knapsack will only find a changeless solution on an exact match to the satoshi, SRD doesn’t look for changeless
325 // If BnB were run, it would produce a single input solution with the best waste score
326 auto result = WITH_LOCK(wallet->cs_wallet, return SelectCoins(*wallet, available_coins, /*pre_set_inputs=*/{}, COIN, /*coin_control=*/{}, params));
327 BOOST_CHECK(result.has_value());
328 BOOST_CHECK_NE(result->GetAlgo(), SelectionAlgorithm::BNB);
329 BOOST_CHECK(result->GetInputSet().size() == 2);
330 // We have only considered BnB, SRD, and Knapsack. Test needs to be reevaluated if new algo is added
331 BOOST_CHECK(result->GetAlgo() == SelectionAlgorithm::SRD || result->GetAlgo() == SelectionAlgorithm::KNAPSACK);
332}
333
334BOOST_AUTO_TEST_CASE(knapsack_solver_test)
335{
336 FastRandomContext rand{};
337 const auto temp1{[&rand](std::vector<OutputGroup>& g, const CAmount& v, CAmount c) { return KnapsackSolver(g, v, c, rand); }};
338 const auto KnapsackSolver{temp1};
339 std::unique_ptr<CWallet> wallet = NewWallet(m_node);
340
341 CoinsResult available_coins;
342
343 // test multiple times to allow for differences in the shuffle order
344 for (int i = 0; i < RUN_TESTS; i++)
345 {
346 available_coins.Clear();
347
348 // with an empty wallet we can't even pay one cent
349 BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 1 * CENT, CENT));
350
351 add_coin(available_coins, *wallet, 1*CENT, CFeeRate(0), 4); // add a new 1 cent coin
352
353 // with a new 1 cent coin, we still can't find a mature 1 cent
354 BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 1 * CENT, CENT));
355
356 // but we can find a new 1 cent
357 const auto result1 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 1 * CENT, CENT);
358 BOOST_CHECK(result1);
359 BOOST_CHECK_EQUAL(result1->GetSelectedValue(), 1 * CENT);
360
361 add_coin(available_coins, *wallet, 2*CENT); // add a mature 2 cent coin
362
363 // we can't make 3 cents of mature coins
364 BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 3 * CENT, CENT));
365
366 // we can make 3 cents of new coins
367 const auto result2 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 3 * CENT, CENT);
368 BOOST_CHECK(result2);
369 BOOST_CHECK_EQUAL(result2->GetSelectedValue(), 3 * CENT);
370
371 add_coin(available_coins, *wallet, 5*CENT); // add a mature 5 cent coin,
372 add_coin(available_coins, *wallet, 10*CENT, CFeeRate(0), 3, true); // a new 10 cent coin sent from one of our own addresses
373 add_coin(available_coins, *wallet, 20*CENT); // and a mature 20 cent coin
374
375 // now we have new: 1+10=11 (of which 10 was self-sent), and mature: 2+5+20=27. total = 38
376
377 // we can't make 38 cents only if we disallow new coins:
378 BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 38 * CENT, CENT));
379 // we can't even make 37 cents if we don't allow new coins even if they're from us
380 BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard_extra), 38 * CENT, CENT));
381 // but we can make 37 cents if we accept new coins from ourself
382 const auto result3 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 37 * CENT, CENT);
383 BOOST_CHECK(result3);
384 BOOST_CHECK_EQUAL(result3->GetSelectedValue(), 37 * CENT);
385 // and we can make 38 cents if we accept all new coins
386 const auto result4 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 38 * CENT, CENT);
387 BOOST_CHECK(result4);
388 BOOST_CHECK_EQUAL(result4->GetSelectedValue(), 38 * CENT);
389
390 // try making 34 cents from 1,2,5,10,20 - we can't do it exactly
391 const auto result5 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 34 * CENT, CENT);
392 BOOST_CHECK(result5);
393 BOOST_CHECK_EQUAL(result5->GetSelectedValue(), 35 * CENT); // but 35 cents is closest
394 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)
395
396 // when we try making 7 cents, the smaller coins (1,2,5) are enough. We should see just 2+5
397 const auto result6 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 7 * CENT, CENT);
398 BOOST_CHECK(result6);
399 BOOST_CHECK_EQUAL(result6->GetSelectedValue(), 7 * CENT);
400 BOOST_CHECK_EQUAL(result6->GetInputSet().size(), 2U);
401
402 // when we try making 8 cents, the smaller coins (1,2,5) are exactly enough.
403 const auto result7 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 8 * CENT, CENT);
404 BOOST_CHECK(result7);
405 BOOST_CHECK(result7->GetSelectedValue() == 8 * CENT);
406 BOOST_CHECK_EQUAL(result7->GetInputSet().size(), 3U);
407
408 // when we try making 9 cents, no subset of smaller coins is enough, and we get the next bigger coin (10)
409 const auto result8 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 9 * CENT, CENT);
410 BOOST_CHECK(result8);
411 BOOST_CHECK_EQUAL(result8->GetSelectedValue(), 10 * CENT);
412 BOOST_CHECK_EQUAL(result8->GetInputSet().size(), 1U);
413
414 // now clear out the wallet and start again to test choosing between subsets of smaller coins and the next biggest coin
415 available_coins.Clear();
416
417 add_coin(available_coins, *wallet, 6*CENT);
418 add_coin(available_coins, *wallet, 7*CENT);
419 add_coin(available_coins, *wallet, 8*CENT);
420 add_coin(available_coins, *wallet, 20*CENT);
421 add_coin(available_coins, *wallet, 30*CENT); // now we have 6+7+8+20+30 = 71 cents total
422
423 // check that we have 71 and not 72
424 const auto result9 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 71 * CENT, CENT);
425 BOOST_CHECK(result9);
426 BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 72 * CENT, CENT));
427
428 // 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
429 const auto result10 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 16 * CENT, CENT);
430 BOOST_CHECK(result10);
431 BOOST_CHECK_EQUAL(result10->GetSelectedValue(), 20 * CENT); // we should get 20 in one coin
432 BOOST_CHECK_EQUAL(result10->GetInputSet().size(), 1U);
433
434 add_coin(available_coins, *wallet, 5*CENT); // now we have 5+6+7+8+20+30 = 75 cents total
435
436 // 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
437 const auto result11 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 16 * CENT, CENT);
438 BOOST_CHECK(result11);
439 BOOST_CHECK_EQUAL(result11->GetSelectedValue(), 18 * CENT); // we should get 18 in 3 coins
440 BOOST_CHECK_EQUAL(result11->GetInputSet().size(), 3U);
441
442 add_coin(available_coins, *wallet, 18*CENT); // now we have 5+6+7+8+18+20+30
443
444 // 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
445 const auto result12 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 16 * CENT, CENT);
446 BOOST_CHECK(result12);
447 BOOST_CHECK_EQUAL(result12->GetSelectedValue(), 18 * CENT); // we should get 18 in 1 coin
448 BOOST_CHECK_EQUAL(result12->GetInputSet().size(), 1U); // because in the event of a tie, the biggest coin wins
449
450 // now try making 11 cents. we should get 5+6
451 const auto result13 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 11 * CENT, CENT);
452 BOOST_CHECK(result13);
453 BOOST_CHECK_EQUAL(result13->GetSelectedValue(), 11 * CENT);
454 BOOST_CHECK_EQUAL(result13->GetInputSet().size(), 2U);
455
456 // check that the smallest bigger coin is used
457 add_coin(available_coins, *wallet, 1*COIN);
458 add_coin(available_coins, *wallet, 2*COIN);
459 add_coin(available_coins, *wallet, 3*COIN);
460 add_coin(available_coins, *wallet, 4*COIN); // now we have 5+6+7+8+18+20+30+100+200+300+400 = 1094 cents
461 const auto result14 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 95 * CENT, CENT);
462 BOOST_CHECK(result14);
463 BOOST_CHECK_EQUAL(result14->GetSelectedValue(), 1 * COIN); // we should get 1 BTC in 1 coin
464 BOOST_CHECK_EQUAL(result14->GetInputSet().size(), 1U);
465
466 const auto result15 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 195 * CENT, CENT);
467 BOOST_CHECK(result15);
468 BOOST_CHECK_EQUAL(result15->GetSelectedValue(), 2 * COIN); // we should get 2 BTC in 1 coin
469 BOOST_CHECK_EQUAL(result15->GetInputSet().size(), 1U);
470
471 // empty the wallet and start again, now with fractions of a cent, to test small change avoidance
472
473 available_coins.Clear();
474 add_coin(available_coins, *wallet, CENT * 1 / 10);
475 add_coin(available_coins, *wallet, CENT * 2 / 10);
476 add_coin(available_coins, *wallet, CENT * 3 / 10);
477 add_coin(available_coins, *wallet, CENT * 4 / 10);
478 add_coin(available_coins, *wallet, CENT * 5 / 10);
479
480 // try making 1 * CENT from the 1.5 * CENT
481 // we'll get change smaller than CENT whatever happens, so can expect CENT exactly
482 const auto result16 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), CENT, CENT);
483 BOOST_CHECK(result16);
484 BOOST_CHECK_EQUAL(result16->GetSelectedValue(), CENT);
485
486 // but if we add a bigger coin, small change is avoided
487 add_coin(available_coins, *wallet, 1111*CENT);
488
489 // try making 1 from 0.1 + 0.2 + 0.3 + 0.4 + 0.5 + 1111 = 1112.5
490 const auto result17 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 1 * CENT, CENT);
491 BOOST_CHECK(result17);
492 BOOST_CHECK_EQUAL(result17->GetSelectedValue(), 1 * CENT); // we should get the exact amount
493
494 // if we add more small coins:
495 add_coin(available_coins, *wallet, CENT * 6 / 10);
496 add_coin(available_coins, *wallet, CENT * 7 / 10);
497
498 // and try again to make 1.0 * CENT
499 const auto result18 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 1 * CENT, CENT);
500 BOOST_CHECK(result18);
501 BOOST_CHECK_EQUAL(result18->GetSelectedValue(), 1 * CENT); // we should get the exact amount
502
503 // run the 'mtgox' test (see https://blockexplorer.com/tx/29a3efd3ef04f9153d47a990bd7b048a4b2d213daaa5fb8ed670fb85f13bdbcf)
504 // they tried to consolidate 10 50k coins into one 500k coin, and ended up with 50k in change
505 available_coins.Clear();
506 for (int j = 0; j < 20; j++)
507 add_coin(available_coins, *wallet, 50000 * COIN);
508
509 const auto result19 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 500000 * COIN, CENT);
510 BOOST_CHECK(result19);
511 BOOST_CHECK_EQUAL(result19->GetSelectedValue(), 500000 * COIN); // we should get the exact amount
512 BOOST_CHECK_EQUAL(result19->GetInputSet().size(), 10U); // in ten coins
513
514 // 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),
515 // we need to try finding an exact subset anyway
516
517 // sometimes it will fail, and so we use the next biggest coin:
518 available_coins.Clear();
519 add_coin(available_coins, *wallet, CENT * 5 / 10);
520 add_coin(available_coins, *wallet, CENT * 6 / 10);
521 add_coin(available_coins, *wallet, CENT * 7 / 10);
522 add_coin(available_coins, *wallet, 1111 * CENT);
523 const auto result20 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 1 * CENT, CENT);
524 BOOST_CHECK(result20);
525 BOOST_CHECK_EQUAL(result20->GetSelectedValue(), 1111 * CENT); // we get the bigger coin
526 BOOST_CHECK_EQUAL(result20->GetInputSet().size(), 1U);
527
528 // but sometimes it's possible, and we use an exact subset (0.4 + 0.6 = 1.0)
529 available_coins.Clear();
530 add_coin(available_coins, *wallet, CENT * 4 / 10);
531 add_coin(available_coins, *wallet, CENT * 6 / 10);
532 add_coin(available_coins, *wallet, CENT * 8 / 10);
533 add_coin(available_coins, *wallet, 1111 * CENT);
534 const auto result21 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), CENT, CENT);
535 BOOST_CHECK(result21);
536 BOOST_CHECK_EQUAL(result21->GetSelectedValue(), CENT); // we should get the exact amount
537 BOOST_CHECK_EQUAL(result21->GetInputSet().size(), 2U); // in two coins 0.4+0.6
538
539 // test avoiding small change
540 available_coins.Clear();
541 add_coin(available_coins, *wallet, CENT * 5 / 100);
542 add_coin(available_coins, *wallet, CENT * 1);
543 add_coin(available_coins, *wallet, CENT * 100);
544
545 // trying to make 100.01 from these three coins
546 const auto result22 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), CENT * 10001 / 100, CENT);
547 BOOST_CHECK(result22);
548 BOOST_CHECK_EQUAL(result22->GetSelectedValue(), CENT * 10105 / 100); // we should get all coins
549 BOOST_CHECK_EQUAL(result22->GetInputSet().size(), 3U);
550
551 // but if we try to make 99.9, we should take the bigger of the two small coins to avoid small change
552 const auto result23 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), CENT * 9990 / 100, CENT);
553 BOOST_CHECK(result23);
554 BOOST_CHECK_EQUAL(result23->GetSelectedValue(), 101 * CENT);
555 BOOST_CHECK_EQUAL(result23->GetInputSet().size(), 2U);
556 }
557
558 // test with many inputs
559 for (CAmount amt=1500; amt < COIN; amt*=10) {
560 available_coins.Clear();
561 // Create 676 inputs (= (old MAX_STANDARD_TX_SIZE == 100000) / 148 bytes per input)
562 for (uint16_t j = 0; j < 676; j++)
563 add_coin(available_coins, *wallet, amt);
564
565 // We only create the wallet once to save time, but we still run the coin selection RUN_TESTS times.
566 for (int i = 0; i < RUN_TESTS; i++) {
567 const auto result24 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 2000, CENT);
568 BOOST_CHECK(result24);
569
570 if (amt - 2000 < CENT) {
571 // needs more than one input:
572 uint16_t returnSize = std::ceil((2000.0 + CENT)/amt);
573 CAmount returnValue = amt * returnSize;
574 BOOST_CHECK_EQUAL(result24->GetSelectedValue(), returnValue);
575 BOOST_CHECK_EQUAL(result24->GetInputSet().size(), returnSize);
576 } else {
577 // one input is sufficient:
578 BOOST_CHECK_EQUAL(result24->GetSelectedValue(), amt);
579 BOOST_CHECK_EQUAL(result24->GetInputSet().size(), 1U);
580 }
581 }
582 }
583
584 // test randomness
585 {
586 available_coins.Clear();
587 for (int i2 = 0; i2 < 100; i2++)
588 add_coin(available_coins, *wallet, COIN);
589
590 // Again, we only create the wallet once to save time, but we still run the coin selection RUN_TESTS times.
591 for (int i = 0; i < RUN_TESTS; i++) {
592 // picking 50 from 100 coins doesn't depend on the shuffle,
593 // but does depend on randomness in the stochastic approximation code
594 const auto result25 = KnapsackSolver(GroupCoins(available_coins.All()), 50 * COIN, CENT);
595 BOOST_CHECK(result25);
596 const auto result26 = KnapsackSolver(GroupCoins(available_coins.All()), 50 * COIN, CENT);
597 BOOST_CHECK(result26);
598 BOOST_CHECK(!EqualResult(*result25, *result26));
599
600 int fails = 0;
601 for (int j = 0; j < RANDOM_REPEATS; j++)
602 {
603 // Test that the KnapsackSolver selects randomly from equivalent coins (same value and same input size).
604 // When choosing 1 from 100 identical coins, 1% of the time, this test will choose the same coin twice
605 // which will cause it to fail.
606 // To avoid that issue, run the test RANDOM_REPEATS times and only complain if all of them fail
607 const auto result27 = KnapsackSolver(GroupCoins(available_coins.All()), COIN, CENT);
608 BOOST_CHECK(result27);
609 const auto result28 = KnapsackSolver(GroupCoins(available_coins.All()), COIN, CENT);
610 BOOST_CHECK(result28);
611 if (EqualResult(*result27, *result28))
612 fails++;
613 }
614 BOOST_CHECK_NE(fails, RANDOM_REPEATS);
615 }
616
617 // add 75 cents in small change. not enough to make 90 cents,
618 // then try making 90 cents. there are multiple competing "smallest bigger" coins,
619 // one of which should be picked at random
620 add_coin(available_coins, *wallet, 5 * CENT);
621 add_coin(available_coins, *wallet, 10 * CENT);
622 add_coin(available_coins, *wallet, 15 * CENT);
623 add_coin(available_coins, *wallet, 20 * CENT);
624 add_coin(available_coins, *wallet, 25 * CENT);
625
626 for (int i = 0; i < RUN_TESTS; i++) {
627 int fails = 0;
628 for (int j = 0; j < RANDOM_REPEATS; j++)
629 {
630 const auto result29 = KnapsackSolver(GroupCoins(available_coins.All()), 90 * CENT, CENT);
631 BOOST_CHECK(result29);
632 const auto result30 = KnapsackSolver(GroupCoins(available_coins.All()), 90 * CENT, CENT);
633 BOOST_CHECK(result30);
634 if (EqualResult(*result29, *result30))
635 fails++;
636 }
637 BOOST_CHECK_NE(fails, RANDOM_REPEATS);
638 }
639 }
640}
641
642BOOST_AUTO_TEST_CASE(ApproximateBestSubset)
643{
644 FastRandomContext rand{};
645 std::unique_ptr<CWallet> wallet = NewWallet(m_node);
646
647 CoinsResult available_coins;
648
649 // Test vValue sort order
650 for (int i = 0; i < 1000; i++)
651 add_coin(available_coins, *wallet, 1000 * COIN);
652 add_coin(available_coins, *wallet, 3 * COIN);
653
654 const auto result = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 1003 * COIN, CENT, rand);
655 BOOST_CHECK(result);
656 BOOST_CHECK_EQUAL(result->GetSelectedValue(), 1003 * COIN);
657 BOOST_CHECK_EQUAL(result->GetInputSet().size(), 2U);
658}
659
660// Tests that with the ideal conditions, the coin selector will always be able to find a solution that can pay the target value
661BOOST_AUTO_TEST_CASE(SelectCoins_test)
662{
663 std::unique_ptr<CWallet> wallet = NewWallet(m_node);
664 LOCK(wallet->cs_wallet); // Every 'SelectCoins' call requires it
665
666 // Random generator stuff
667 std::default_random_engine generator;
668 std::exponential_distribution<double> distribution (100);
669 FastRandomContext rand;
670
671 // Run this test 100 times
672 for (int i = 0; i < 100; ++i)
673 {
674 CoinsResult available_coins;
675 CAmount balance{0};
676
677 // Make a wallet with 1000 exponentially distributed random inputs
678 for (int j = 0; j < 1000; ++j)
679 {
680 CAmount val = distribution(generator)*10000000;
681 add_coin(available_coins, *wallet, val);
682 balance += val;
683 }
684
685 // Generate a random fee rate in the range of 100 - 400
686 CFeeRate rate(rand.randrange(300) + 100);
687
688 // Generate a random target value between 1000 and wallet balance
689 CAmount target = rand.randrange(balance - 1000) + 1000;
690
691 // Perform selection
692 CoinSelectionParams cs_params{
693 rand,
694 /*change_output_size=*/ 34,
695 /*change_spend_size=*/ 148,
696 /*min_change_target=*/ CENT,
697 /*effective_feerate=*/ CFeeRate(0),
698 /*long_term_feerate=*/ CFeeRate(0),
699 /*discard_feerate=*/ CFeeRate(0),
700 /*tx_noinputs_size=*/ 0,
701 /*avoid_partial=*/ false,
702 };
703 cs_params.m_cost_of_change = 1;
704 cs_params.min_viable_change = 1;
705 CCoinControl cc;
706 const auto result = SelectCoins(*wallet, available_coins, /*pre_set_inputs=*/{}, target, cc, cs_params);
707 BOOST_CHECK(result);
708 BOOST_CHECK_GE(result->GetSelectedValue(), target);
709 }
710}
711
712BOOST_AUTO_TEST_CASE(waste_test)
713{
714 const CAmount fee{100};
715 const CAmount min_viable_change{300};
716 const CAmount change_cost{125};
717 const CAmount change_fee{30};
718 const CAmount fee_diff{40};
719 const CAmount in_amt{3 * COIN};
720 const CAmount target{2 * COIN};
721 const CAmount excess{80};
722 const CAmount exact_target{in_amt - fee * 2}; // Maximum spendable amount after fees: no change, no excess
723
724 // In the following, we test that the waste is calculated correctly in various scenarios.
725 // Usually, RecalculateWaste would compute change_fee and change_cost on basis of the
726 // change output type, current feerate, and discard_feerate, but we use fixed values
727 // across this test to make the test easier to understand.
728 {
729 // Waste with change is the change cost and difference between fee and long term fee
730 SelectionResult selection1{target, SelectionAlgorithm::MANUAL};
731 add_coin(1 * COIN, 1, selection1, /*fee=*/fee, /*long_term_fee=*/fee - fee_diff);
732 add_coin(2 * COIN, 2, selection1, fee, fee - fee_diff);
733 selection1.RecalculateWaste(min_viable_change, change_cost, change_fee);
734 BOOST_CHECK_EQUAL(fee_diff * 2 + change_cost, selection1.GetWaste());
735
736 // Waste will be greater when fee is greater, but long term fee is the same
737 SelectionResult selection2{target, SelectionAlgorithm::MANUAL};
738 add_coin(1 * COIN, 1, selection2, fee * 2, fee - fee_diff);
739 add_coin(2 * COIN, 2, selection2, fee * 2, fee - fee_diff);
740 selection2.RecalculateWaste(min_viable_change, change_cost, change_fee);
741 BOOST_CHECK_GT(selection2.GetWaste(), selection1.GetWaste());
742
743 // Waste with change is the change cost and difference between fee and long term fee
744 // With long term fee greater than fee, waste should be less than when long term fee is less than fee
745 SelectionResult selection3{target, SelectionAlgorithm::MANUAL};
746 add_coin(1 * COIN, 1, selection3, fee, fee + fee_diff);
747 add_coin(2 * COIN, 2, selection3, fee, fee + fee_diff);
748 selection3.RecalculateWaste(min_viable_change, change_cost, change_fee);
749 BOOST_CHECK_EQUAL(fee_diff * -2 + change_cost, selection3.GetWaste());
750 BOOST_CHECK_LT(selection3.GetWaste(), selection1.GetWaste());
751 }
752
753 {
754 // Waste without change is the excess and difference between fee and long term fee
755 SelectionResult selection_nochange1{exact_target - excess, SelectionAlgorithm::MANUAL};
756 add_coin(1 * COIN, 1, selection_nochange1, fee, fee - fee_diff);
757 add_coin(2 * COIN, 2, selection_nochange1, fee, fee - fee_diff);
758 selection_nochange1.RecalculateWaste(min_viable_change, change_cost, change_fee);
759 BOOST_CHECK_EQUAL(fee_diff * 2 + excess, selection_nochange1.GetWaste());
760
761 // Waste without change is the excess and difference between fee and long term fee
762 // With long term fee greater than fee, waste should be less than when long term fee is less than fee
763 SelectionResult selection_nochange2{exact_target - excess, SelectionAlgorithm::MANUAL};
764 add_coin(1 * COIN, 1, selection_nochange2, fee, fee + fee_diff);
765 add_coin(2 * COIN, 2, selection_nochange2, fee, fee + fee_diff);
766 selection_nochange2.RecalculateWaste(min_viable_change, change_cost, change_fee);
767 BOOST_CHECK_EQUAL(fee_diff * -2 + excess, selection_nochange2.GetWaste());
768 BOOST_CHECK_LT(selection_nochange2.GetWaste(), selection_nochange1.GetWaste());
769 }
770
771 {
772 // Waste with change and fee == long term fee is just cost of change
773 SelectionResult selection{target, SelectionAlgorithm::MANUAL};
774 add_coin(1 * COIN, 1, selection, fee, fee);
775 add_coin(2 * COIN, 2, selection, fee, fee);
776 selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
777 BOOST_CHECK_EQUAL(change_cost, selection.GetWaste());
778 }
779
780 {
781 // Waste without change and fee == long term fee is just the excess
782 SelectionResult selection{exact_target - excess, 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(excess, selection.GetWaste());
787 }
788
789 {
790 // Waste is 0 when fee == long_term_fee, no change, and no excess
791 SelectionResult selection{exact_target, 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(0, selection.GetWaste());
796 }
797
798 {
799 // Waste is 0 when (fee - long_term_fee) == (-cost_of_change), and no excess
800 SelectionResult selection{target, SelectionAlgorithm::MANUAL};
801 add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
802 add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
803 selection.RecalculateWaste(min_viable_change, /*change_cost=*/fee_diff * 2, change_fee);
804 BOOST_CHECK_EQUAL(0, selection.GetWaste());
805 }
806
807 {
808 // Waste is 0 when (fee - long_term_fee) == (-excess), no change cost
809 const CAmount new_target{exact_target - /*excess=*/fee_diff * 2};
810 SelectionResult selection{new_target, SelectionAlgorithm::MANUAL};
811 add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
812 add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
813 selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
814 BOOST_CHECK_EQUAL(0, selection.GetWaste());
815 }
816
817 {
818 // Negative waste when the long term fee is greater than the current fee and the selected value == target
819 SelectionResult selection{exact_target, SelectionAlgorithm::MANUAL};
820 const CAmount target_waste1{-2 * fee_diff}; // = (2 * fee) - (2 * (fee + fee_diff))
821 add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
822 add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
823 selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
824 BOOST_CHECK_EQUAL(target_waste1, selection.GetWaste());
825 }
826
827 {
828 // Negative waste when the long term fee is greater than the current fee and change_cost < - (inputs * (fee - long_term_fee))
829 SelectionResult selection{target, SelectionAlgorithm::MANUAL};
830 const CAmount large_fee_diff{90};
831 const CAmount target_waste2{-2 * large_fee_diff + change_cost};
832 // = (2 * fee) - (2 * (fee + large_fee_diff)) + change_cost
833 // = (2 * 100) - (2 * (100 + 90)) + 125
834 // = 200 - 380 + 125 = -55
835 assert(target_waste2 == -55);
836 add_coin(1 * COIN, 1, selection, fee, fee + large_fee_diff);
837 add_coin(2 * COIN, 2, selection, fee, fee + large_fee_diff);
838 selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
839 BOOST_CHECK_EQUAL(target_waste2, selection.GetWaste());
840 }
841}
842
843
844BOOST_AUTO_TEST_CASE(bump_fee_test)
845{
846 const CAmount fee{100};
847 const CAmount min_viable_change{200};
848 const CAmount change_cost{125};
849 const CAmount change_fee{35};
850 const CAmount fee_diff{40};
851 const CAmount target{2 * COIN};
852
853 {
854 SelectionResult selection{target, SelectionAlgorithm::MANUAL};
855 add_coin(1 * COIN, 1, selection, /*fee=*/fee, /*long_term_fee=*/fee + fee_diff);
856 add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
857 const std::vector<std::shared_ptr<COutput>> inputs = selection.GetShuffledInputVector();
858
859 for (size_t i = 0; i < inputs.size(); ++i) {
860 inputs[i]->ApplyBumpFee(20*(i+1));
861 }
862
863 selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
864 CAmount expected_waste = fee_diff * -2 + change_cost + /*bump_fees=*/60;
865 BOOST_CHECK_EQUAL(expected_waste, selection.GetWaste());
866
867 selection.SetBumpFeeDiscount(30);
868 selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
869 expected_waste = fee_diff * -2 + change_cost + /*bump_fees=*/60 - /*group_discount=*/30;
870 BOOST_CHECK_EQUAL(expected_waste, selection.GetWaste());
871 }
872
873 {
874 // Test with changeless transaction
875 //
876 // Bump fees and excess both contribute fully to the waste score,
877 // therefore, a bump fee group discount will not change the waste
878 // score as long as we do not create change in both instances.
879 CAmount changeless_target = 3 * COIN - 2 * fee - 100;
880 SelectionResult selection{changeless_target, SelectionAlgorithm::MANUAL};
881 add_coin(1 * COIN, 1, selection, /*fee=*/fee, /*long_term_fee=*/fee + fee_diff);
882 add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
883 const std::vector<std::shared_ptr<COutput>> inputs = selection.GetShuffledInputVector();
884
885 for (size_t i = 0; i < inputs.size(); ++i) {
886 inputs[i]->ApplyBumpFee(20*(i+1));
887 }
888
889 selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
890 CAmount expected_waste = fee_diff * -2 + /*bump_fees=*/60 + /*excess = 100 - bump_fees*/40;
891 BOOST_CHECK_EQUAL(expected_waste, selection.GetWaste());
892
893 selection.SetBumpFeeDiscount(30);
894 selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
895 expected_waste = fee_diff * -2 + /*bump_fees=*/60 - /*group_discount=*/30 + /*excess = 100 - bump_fees + group_discount*/70;
896 BOOST_CHECK_EQUAL(expected_waste, selection.GetWaste());
897 }
898}
899
900BOOST_AUTO_TEST_CASE(effective_value_test)
901{
902 const int input_bytes = 148;
903 const CFeeRate feerate(1000);
904 const CAmount nValue = 10000;
905 const int nInput = 0;
906
907 CMutableTransaction tx;
908 tx.vout.resize(1);
909 tx.vout[nInput].nValue = nValue;
910
911 // standard case, pass feerate in constructor
912 COutput output1(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/1, input_bytes, /*solvable=*/true, /*safe=*/true, /*time=*/0, /*from_me=*/false, feerate);
913 const CAmount expected_ev1 = 9852; // 10000 - 148
914 BOOST_CHECK_EQUAL(output1.GetEffectiveValue(), expected_ev1);
915
916 // input bytes unknown (input_bytes = -1), pass feerate in constructor
917 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);
918 BOOST_CHECK_EQUAL(output2.GetEffectiveValue(), nValue); // The effective value should be equal to the absolute value if input_bytes is -1
919
920 // negative effective value, pass feerate in constructor
921 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));
922 const CAmount expected_ev3 = -4800; // 10000 - 14800
923 BOOST_CHECK_EQUAL(output3.GetEffectiveValue(), expected_ev3);
924
925 // standard case, pass fees in constructor
926 const CAmount fees = 148;
927 COutput output4(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/1, input_bytes, /*solvable=*/true, /*safe=*/true, /*time=*/0, /*from_me=*/false, fees);
928 BOOST_CHECK_EQUAL(output4.GetEffectiveValue(), expected_ev1);
929
930 // input bytes unknown (input_bytes = -1), pass fees in constructor
931 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);
932 BOOST_CHECK_EQUAL(output5.GetEffectiveValue(), nValue); // The effective value should be equal to the absolute value if input_bytes is -1
933}
934
935static util::Result<SelectionResult> CoinGrinder(const CAmount& target,
936 const CoinSelectionParams& cs_params,
937 const node::NodeContext& m_node,
938 int max_selection_weight,
939 std::function<CoinsResult(CWallet&)> coin_setup)
940{
941 std::unique_ptr<CWallet> wallet = NewWallet(m_node);
942 CoinEligibilityFilter filter(0, 0, 0); // accept all coins without ancestors
943 Groups group = GroupOutputs(*wallet, coin_setup(*wallet), cs_params, {{filter}})[filter].all_groups;
944 return CoinGrinder(group.positive_group, target, cs_params.m_min_change_target, max_selection_weight);
945}
946
947BOOST_AUTO_TEST_CASE(coin_grinder_tests)
948{
949 // Test Coin Grinder:
950 // 1) Insufficient funds, select all provided coins and fail.
951 // 2) Exceeded max weight, coin selection always surpasses the max allowed weight.
952 // 3) Select coins without surpassing the max weight (some coins surpasses the max allowed weight, some others not)
953 // 4) Test that two less valuable UTXOs with a combined lower weight are preferred over a more valuable heavier UTXO
954 // 5) Test finding a solution in a UTXO pool with mixed weights
955 // 6) Test that the lightest solution among many clones is found
956 // 7) Test that lots of tiny UTXOs can be skipped if they are too heavy while there are enough funds in lookahead
957
958 FastRandomContext rand;
959 CoinSelectionParams dummy_params{ // Only used to provide the 'avoid_partial' flag.
960 rand,
961 /*change_output_size=*/34,
962 /*change_spend_size=*/68,
963 /*min_change_target=*/CENT,
964 /*effective_feerate=*/CFeeRate(5000),
965 /*long_term_feerate=*/CFeeRate(2000),
966 /*discard_feerate=*/CFeeRate(1000),
967 /*tx_noinputs_size=*/10 + 34, // static header size + output size
968 /*avoid_partial=*/false,
969 };
970
971 {
972 // #########################################################
973 // 1) Insufficient funds, select all provided coins and fail
974 // #########################################################
975 CAmount target = 49.5L * COIN;
976 int max_selection_weight = 10'000; // high enough to not fail for this reason.
977 const auto& res = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
978 CoinsResult available_coins;
979 for (int j = 0; j < 10; ++j) {
980 add_coin(available_coins, wallet, CAmount(1 * COIN));
981 add_coin(available_coins, wallet, CAmount(2 * COIN));
982 }
983 return available_coins;
984 });
985 BOOST_CHECK(!res);
986 BOOST_CHECK(util::ErrorString(res).empty()); // empty means "insufficient funds"
987 }
988
989 {
990 // ###########################
991 // 2) Test max weight exceeded
992 // ###########################
993 CAmount target = 29.5L * COIN;
994 int max_selection_weight = 3000;
995 const auto& res = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
996 CoinsResult available_coins;
997 for (int j = 0; j < 10; ++j) {
998 add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(5000), 144, false, 0, true);
999 add_coin(available_coins, wallet, CAmount(2 * COIN), CFeeRate(5000), 144, false, 0, true);
1000 }
1001 return available_coins;
1002 });
1003 BOOST_CHECK(!res);
1004 BOOST_CHECK(util::ErrorString(res).original.find("The inputs size exceeds the maximum weight") != std::string::npos);
1005 }
1006
1007 {
1008 // ###############################################################################################################
1009 // 3) Test that the lowest-weight solution is found when some combinations would exceed the allowed weight
1010 // ################################################################################################################
1011 CAmount target = 25.33L * COIN;
1012 int max_selection_weight = 10'000; // WU
1013 const auto& res = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
1014 CoinsResult available_coins;
1015 for (int j = 0; j < 60; ++j) { // 60 UTXO --> 19,8 BTC total --> 60 × 272 WU = 16320 WU
1016 add_coin(available_coins, wallet, CAmount(0.33 * COIN), CFeeRate(5000), 144, false, 0, true);
1017 }
1018 for (int i = 0; i < 10; i++) { // 10 UTXO --> 20 BTC total --> 10 × 272 WU = 2720 WU
1019 add_coin(available_coins, wallet, CAmount(2 * COIN), CFeeRate(5000), 144, false, 0, true);
1020 }
1021 return available_coins;
1022 });
1023 SelectionResult expected_result(CAmount(0), SelectionAlgorithm::CG);
1024 for (int i = 0; i < 10; ++i) {
1025 add_coin(2 * COIN, i, expected_result);
1026 }
1027 for (int j = 0; j < 17; ++j) {
1028 add_coin(0.33 * COIN, j + 10, expected_result);
1029 }
1030 BOOST_CHECK(EquivalentResult(expected_result, *res));
1031 // Demonstrate how following improvements reduce iteration count and catch any regressions in the future.
1032 size_t expected_attempts = 37;
1033 BOOST_CHECK_MESSAGE(res->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, res->GetSelectionsEvaluated()));
1034 }
1035
1036 {
1037 // #################################################################################################################
1038 // 4) Test that two less valuable UTXOs with a combined lower weight are preferred over a more valuable heavier UTXO
1039 // #################################################################################################################
1040 CAmount target = 1.9L * COIN;
1041 int max_selection_weight = 400'000; // WU
1042 const auto& res = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
1043 CoinsResult available_coins;
1044 add_coin(available_coins, wallet, CAmount(2 * COIN), CFeeRate(5000), 144, false, 0, true, 148);
1045 add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(5000), 144, false, 0, true, 68);
1046 add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(5000), 144, false, 0, true, 68);
1047 return available_coins;
1048 });
1049 SelectionResult expected_result(CAmount(0), SelectionAlgorithm::CG);
1050 add_coin(1 * COIN, 1, expected_result);
1051 add_coin(1 * COIN, 2, expected_result);
1052 BOOST_CHECK(EquivalentResult(expected_result, *res));
1053 // Demonstrate how following improvements reduce iteration count and catch any regressions in the future.
1054 size_t expected_attempts = 3;
1055 BOOST_CHECK_MESSAGE(res->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, res->GetSelectionsEvaluated()));
1056 }
1057
1058 {
1059 // ###############################################################################################################
1060 // 5) Test finding a solution in a UTXO pool with mixed weights
1061 // ################################################################################################################
1062 CAmount target = 30L * COIN;
1063 int max_selection_weight = 400'000; // WU
1064 const auto& res = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
1065 CoinsResult available_coins;
1066 for (int j = 0; j < 5; ++j) {
1067 // Add heavy coins {3, 6, 9, 12, 15}
1068 add_coin(available_coins, wallet, CAmount((3 + 3 * j) * COIN), CFeeRate(5000), 144, false, 0, true, 350);
1069 // Add medium coins {2, 5, 8, 11, 14}
1070 add_coin(available_coins, wallet, CAmount((2 + 3 * j) * COIN), CFeeRate(5000), 144, false, 0, true, 250);
1071 // Add light coins {1, 4, 7, 10, 13}
1072 add_coin(available_coins, wallet, CAmount((1 + 3 * j) * COIN), CFeeRate(5000), 144, false, 0, true, 150);
1073 }
1074 return available_coins;
1075 });
1076 BOOST_CHECK(res);
1077 SelectionResult expected_result(CAmount(0), SelectionAlgorithm::CG);
1078 add_coin(14 * COIN, 1, expected_result);
1079 add_coin(13 * COIN, 2, expected_result);
1080 add_coin(4 * COIN, 3, expected_result);
1081 BOOST_CHECK(EquivalentResult(expected_result, *res));
1082 // Demonstrate how following improvements reduce iteration count and catch any regressions in the future.
1083 size_t expected_attempts = 92;
1084 BOOST_CHECK_MESSAGE(res->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, res->GetSelectionsEvaluated()));
1085 }
1086
1087 {
1088 // #################################################################################################################
1089 // 6) Test that the lightest solution among many clones is found
1090 // #################################################################################################################
1091 CAmount target = 9.9L * COIN;
1092 int max_selection_weight = 400'000; // WU
1093 const auto& res = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
1094 CoinsResult available_coins;
1095 // Expected Result: 4 + 3 + 2 + 1 = 10 BTC at 400 vB
1096 add_coin(available_coins, wallet, CAmount(4 * COIN), CFeeRate(5000), 144, false, 0, true, 100);
1097 add_coin(available_coins, wallet, CAmount(3 * COIN), CFeeRate(5000), 144, false, 0, true, 100);
1098 add_coin(available_coins, wallet, CAmount(2 * COIN), CFeeRate(5000), 144, false, 0, true, 100);
1099 add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(5000), 144, false, 0, true, 100);
1100 // Distracting clones:
1101 for (int j = 0; j < 100; ++j) {
1102 add_coin(available_coins, wallet, CAmount(8 * COIN), CFeeRate(5000), 144, false, 0, true, 1000);
1103 }
1104 for (int j = 0; j < 100; ++j) {
1105 add_coin(available_coins, wallet, CAmount(7 * COIN), CFeeRate(5000), 144, false, 0, true, 800);
1106 }
1107 for (int j = 0; j < 100; ++j) {
1108 add_coin(available_coins, wallet, CAmount(6 * COIN), CFeeRate(5000), 144, false, 0, true, 600);
1109 }
1110 for (int j = 0; j < 100; ++j) {
1111 add_coin(available_coins, wallet, CAmount(5 * COIN), CFeeRate(5000), 144, false, 0, true, 400);
1112 }
1113 return available_coins;
1114 });
1115 SelectionResult expected_result(CAmount(0), SelectionAlgorithm::CG);
1116 add_coin(4 * COIN, 0, expected_result);
1117 add_coin(3 * COIN, 0, expected_result);
1118 add_coin(2 * COIN, 0, expected_result);
1119 add_coin(1 * COIN, 0, expected_result);
1120 BOOST_CHECK(EquivalentResult(expected_result, *res));
1121 // Demonstrate how following improvements reduce iteration count and catch any regressions in the future.
1122 size_t expected_attempts = 38;
1123 BOOST_CHECK_MESSAGE(res->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, res->GetSelectionsEvaluated()));
1124 }
1125
1126 {
1127 // #################################################################################################################
1128 // 7) Test that lots of tiny UTXOs can be skipped if they are too heavy while there are enough funds in lookahead
1129 // #################################################################################################################
1130 CAmount target = 1.9L * COIN;
1131 int max_selection_weight = 40000; // WU
1132 const auto& res = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
1133 CoinsResult available_coins;
1134 add_coin(available_coins, wallet, CAmount(1.8 * COIN), CFeeRate(5000), 144, false, 0, true, 2500);
1135 add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(5000), 144, false, 0, true, 1000);
1136 add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(5000), 144, false, 0, true, 1000);
1137 for (int j = 0; j < 100; ++j) {
1138 // make a 100 unique coins only differing by one sat
1139 add_coin(available_coins, wallet, CAmount(0.01 * COIN + j), CFeeRate(5000), 144, false, 0, true, 110);
1140 }
1141 return available_coins;
1142 });
1143 SelectionResult expected_result(CAmount(0), SelectionAlgorithm::CG);
1144 add_coin(1 * COIN, 1, expected_result);
1145 add_coin(1 * COIN, 2, expected_result);
1146 BOOST_CHECK(EquivalentResult(expected_result, *res));
1147 // Demonstrate how following improvements reduce iteration count and catch any regressions in the future.
1148 size_t expected_attempts = 7;
1149 BOOST_CHECK_MESSAGE(res->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, res->GetSelectionsEvaluated()));
1150 }
1151
1152 {
1153 // #################################################################################################################
1154 // 8) Test input set that has a solution will not find a solution before reaching the attempt limit
1155 // #################################################################################################################
1156 CAmount target = 8 * COIN;
1157 int max_selection_weight = 3200; // WU
1158 dummy_params.m_min_change_target = 0;
1159 const auto& result_a = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
1160 CoinsResult doppelgangers;
1161 for (int i = 0; i < 18; ++i) {
1162 add_coin(doppelgangers, wallet, CAmount(1 * COIN + i), CFeeRate(0), 144, false, 0, true, 96 + i);
1163 }
1164 return doppelgangers;
1165 });
1166 BOOST_CHECK(result_a);
1167 SelectionResult expected_result(CAmount(0), SelectionAlgorithm::CG);
1168 for (int i = 0; i < 8; ++i) {
1169 add_coin(1 * COIN + i, 0, expected_result);
1170 }
1171 BOOST_CHECK(EquivalentResult(expected_result, *result_a));
1172 // Demonstrate a solution is found before the attempts limit is reached.
1173 size_t expected_attempts = 87'525;
1174 BOOST_CHECK_MESSAGE(result_a->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, result_a->GetSelectionsEvaluated()));
1175
1176 // Adding one more doppelganger causes the attempt limit to be reached before finding a solution.
1177 const auto& result_b = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
1178 CoinsResult doppelgangers;
1179 for (int i = 0; i < 19; ++i) {
1180 add_coin(doppelgangers, wallet, CAmount(1 * COIN + i), CFeeRate(0), 144, false, 0, true, 96 + i);
1181 }
1182 return doppelgangers;
1183 });
1184 BOOST_CHECK(!result_b);
1185 }
1186}
1187
1188static util::Result<SelectionResult> SelectCoinsSRD(const CAmount& target,
1189 const CoinSelectionParams& cs_params,
1190 const node::NodeContext& m_node,
1191 int max_selection_weight,
1192 std::function<CoinsResult(CWallet&)> coin_setup)
1193{
1194 std::unique_ptr<CWallet> wallet = NewWallet(m_node);
1195 CoinEligibilityFilter filter(0, 0, 0); // accept all coins without ancestors
1196 Groups group = GroupOutputs(*wallet, coin_setup(*wallet), cs_params, {{filter}})[filter].all_groups;
1197 return SelectCoinsSRD(group.positive_group, target, cs_params.m_change_fee, cs_params.rng_fast, max_selection_weight);
1198}
1199
1200BOOST_AUTO_TEST_CASE(srd_tests)
1201{
1202 // Test SRD:
1203 // 1) Insufficient funds, select all provided coins and fail.
1204 // 2) Exceeded max weight, coin selection always surpasses the max allowed weight.
1205 // 3) Select coins without surpassing the max weight (some coins surpasses the max allowed weight, some others not)
1206
1207 FastRandomContext rand;
1208 CoinSelectionParams dummy_params{ // Only used to provide the 'avoid_partial' flag.
1209 rand,
1210 /*change_output_size=*/34,
1211 /*change_spend_size=*/68,
1212 /*min_change_target=*/CENT,
1213 /*effective_feerate=*/CFeeRate(0),
1214 /*long_term_feerate=*/CFeeRate(0),
1215 /*discard_feerate=*/CFeeRate(0),
1216 /*tx_noinputs_size=*/10 + 34, // static header size + output size
1217 /*avoid_partial=*/false,
1218 };
1219
1220 {
1221 // #########################################################
1222 // 1) Insufficient funds, select all provided coins and fail
1223 // #########################################################
1224 CAmount target = 49.5L * COIN;
1225 int max_selection_weight = 10000; // high enough to not fail for this reason.
1226 const auto& res = SelectCoinsSRD(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
1227 CoinsResult available_coins;
1228 for (int j = 0; j < 10; ++j) {
1229 add_coin(available_coins, wallet, CAmount(1 * COIN));
1230 add_coin(available_coins, wallet, CAmount(2 * COIN));
1231 }
1232 return available_coins;
1233 });
1234 BOOST_CHECK(!res);
1235 BOOST_CHECK(util::ErrorString(res).empty()); // empty means "insufficient funds"
1236 }
1237
1238 {
1239 // ###########################
1240 // 2) Test max weight exceeded
1241 // ###########################
1242 CAmount target = 49.5L * COIN;
1243 int max_selection_weight = 3000;
1244 const auto& res = SelectCoinsSRD(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
1245 CoinsResult available_coins;
1246 for (int j = 0; j < 10; ++j) {
1247 /* 10 × 1 BTC + 10 × 2 BTC = 30 BTC. 20 × 272 WU = 5440 WU */
1248 add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(0), 144, false, 0, true);
1249 add_coin(available_coins, wallet, CAmount(2 * COIN), CFeeRate(0), 144, false, 0, true);
1250 }
1251 return available_coins;
1252 });
1253 BOOST_CHECK(!res);
1254 BOOST_CHECK(util::ErrorString(res).original.find("The inputs size exceeds the maximum weight") != std::string::npos);
1255 }
1256
1257 {
1258 // ################################################################################################################
1259 // 3) Test that SRD result does not exceed the max weight
1260 // ################################################################################################################
1261 CAmount target = 25.33L * COIN;
1262 int max_selection_weight = 10000; // WU
1263 const auto& res = SelectCoinsSRD(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
1264 CoinsResult available_coins;
1265 for (int j = 0; j < 60; ++j) { // 60 UTXO --> 19,8 BTC total --> 60 × 272 WU = 16320 WU
1266 add_coin(available_coins, wallet, CAmount(0.33 * COIN), CFeeRate(0), 144, false, 0, true);
1267 }
1268 for (int i = 0; i < 10; i++) { // 10 UTXO --> 20 BTC total --> 10 × 272 WU = 2720 WU
1269 add_coin(available_coins, wallet, CAmount(2 * COIN), CFeeRate(0), 144, false, 0, true);
1270 }
1271 return available_coins;
1272 });
1273 BOOST_CHECK(res);
1274 BOOST_CHECK(res->GetWeight() <= max_selection_weight);
1275 }
1276}
1277
1278static 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)
1279{
1280 std::unique_ptr<CWallet> wallet = NewWallet(m_node);
1281 auto available_coins = coin_setup(*wallet);
1282
1283 LOCK(wallet->cs_wallet);
1284 auto result = SelectCoins(*wallet, available_coins, /*pre_set_inputs=*/ {}, target, cc, cs_params);
1285 if (result) {
1286 const auto signedTxSize = 10 + 34 + 68 * result->GetInputSet().size(); // static header size + output size + inputs size (P2WPKH)
1287 BOOST_CHECK_LE(signedTxSize * WITNESS_SCALE_FACTOR, MAX_STANDARD_TX_WEIGHT);
1288
1289 BOOST_CHECK_GE(result->GetSelectedValue(), target);
1290 }
1291 return result;
1292}
1293
1294static bool has_coin(const OutputSet& set, CAmount amount)
1295{
1296 return std::any_of(set.begin(), set.end(), [&](const auto& coin) { return coin->GetEffectiveValue() == amount; });
1297}
1298
1299BOOST_AUTO_TEST_CASE(check_max_selection_weight)
1300{
1301 const CAmount target = 49.5L * COIN;
1302 CCoinControl cc;
1303
1304 FastRandomContext rand;
1305 CoinSelectionParams cs_params{
1306 rand,
1307 /*change_output_size=*/34,
1308 /*change_spend_size=*/68,
1309 /*min_change_target=*/CENT,
1310 /*effective_feerate=*/CFeeRate(0),
1311 /*long_term_feerate=*/CFeeRate(0),
1312 /*discard_feerate=*/CFeeRate(0),
1313 /*tx_noinputs_size=*/10 + 34, // static header size + output size
1314 /*avoid_partial=*/false,
1315 };
1316
1317 int max_weight = MAX_STANDARD_TX_WEIGHT - WITNESS_SCALE_FACTOR * (cs_params.tx_noinputs_size + cs_params.change_output_size);
1318 {
1319 // Scenario 1:
1320 // The actor starts with 1x 50.0 BTC and 1515x 0.033 BTC (~100.0 BTC total) unspent outputs
1321 // Then tries to spend 49.5 BTC
1322 // The 50.0 BTC output should be selected, because the transaction would otherwise be too large
1323
1324 // Perform selection
1325
1326 const auto result = select_coins(
1327 target, cs_params, cc, [&](CWallet& wallet) {
1328 CoinsResult available_coins;
1329 for (int j = 0; j < 1515; ++j) {
1330 add_coin(available_coins, wallet, CAmount(0.033 * COIN), CFeeRate(0), 144, false, 0, true);
1331 }
1332
1333 add_coin(available_coins, wallet, CAmount(50 * COIN), CFeeRate(0), 144, false, 0, true);
1334 return available_coins;
1335 },
1336 m_node);
1337
1338 BOOST_CHECK(result);
1339 // Verify that the 50 BTC UTXO was selected, and result is below max_weight
1340 BOOST_CHECK(has_coin(result->GetInputSet(), CAmount(50 * COIN)));
1341 BOOST_CHECK_LE(result->GetWeight(), max_weight);
1342 }
1343
1344 {
1345 // Scenario 2:
1346
1347 // The actor starts with 400x 0.0625 BTC and 2000x 0.025 BTC (75.0 BTC total) unspent outputs
1348 // Then tries to spend 49.5 BTC
1349 // A combination of coins should be selected, such that the created transaction is not too large
1350
1351 // Perform selection
1352 const auto result = select_coins(
1353 target, cs_params, cc, [&](CWallet& wallet) {
1354 CoinsResult available_coins;
1355 for (int j = 0; j < 400; ++j) {
1356 add_coin(available_coins, wallet, CAmount(0.0625 * COIN), CFeeRate(0), 144, false, 0, true);
1357 }
1358 for (int j = 0; j < 2000; ++j) {
1359 add_coin(available_coins, wallet, CAmount(0.025 * COIN), CFeeRate(0), 144, false, 0, true);
1360 }
1361 return available_coins;
1362 },
1363 m_node);
1364
1365 BOOST_CHECK(has_coin(result->GetInputSet(), CAmount(0.0625 * COIN)));
1366 BOOST_CHECK(has_coin(result->GetInputSet(), CAmount(0.025 * COIN)));
1367 BOOST_CHECK_LE(result->GetWeight(), max_weight);
1368 }
1369
1370 {
1371 // Scenario 3:
1372
1373 // The actor starts with 1515x 0.033 BTC (49.995 BTC total) unspent outputs
1374 // No results should be returned, because the transaction would be too large
1375
1376 // Perform selection
1377 const auto result = select_coins(
1378 target, cs_params, cc, [&](CWallet& wallet) {
1379 CoinsResult available_coins;
1380 for (int j = 0; j < 1515; ++j) {
1381 add_coin(available_coins, wallet, CAmount(0.033 * COIN), CFeeRate(0), 144, false, 0, true);
1382 }
1383 return available_coins;
1384 },
1385 m_node);
1386
1387 // No results
1388 // 1515 inputs * 68 bytes = 103,020 bytes
1389 // 103,020 bytes * 4 = 412,080 weight, which is above the MAX_STANDARD_TX_WEIGHT of 400,000
1390 BOOST_CHECK(!result);
1391 }
1392}
1393
1394BOOST_AUTO_TEST_CASE(SelectCoins_effective_value_test)
1395{
1396 // Test that the effective value is used to check whether preset inputs provide sufficient funds when subtract_fee_outputs is not used.
1397 // This test creates a coin whose value is higher than the target but whose effective value is lower than the target.
1398 // The coin is selected using coin control, with m_allow_other_inputs = false. SelectCoins should fail due to insufficient funds.
1399
1400 std::unique_ptr<CWallet> wallet = NewWallet(m_node);
1401
1402 CoinsResult available_coins;
1403 {
1404 std::unique_ptr<CWallet> dummyWallet = NewWallet(m_node, /*wallet_name=*/"dummy");
1405 add_coin(available_coins, *dummyWallet, 100000); // 0.001 BTC
1406 }
1407
1408 CAmount target{99900}; // 0.000999 BTC
1409
1410 FastRandomContext rand;
1411 CoinSelectionParams cs_params{
1412 rand,
1413 /*change_output_size=*/34,
1414 /*change_spend_size=*/148,
1415 /*min_change_target=*/1000,
1416 /*effective_feerate=*/CFeeRate(3000),
1417 /*long_term_feerate=*/CFeeRate(1000),
1418 /*discard_feerate=*/CFeeRate(1000),
1419 /*tx_noinputs_size=*/0,
1420 /*avoid_partial=*/false,
1421 };
1422 CCoinControl cc;
1423 cc.m_allow_other_inputs = false;
1424 COutput output = available_coins.All().at(0);
1425 cc.SetInputWeight(output.outpoint, 148);
1426 cc.Select(output.outpoint).SetTxOut(output.txout);
1427
1428 LOCK(wallet->cs_wallet);
1429 const auto preset_inputs = *Assert(FetchSelectedInputs(*wallet, cc, cs_params));
1430 available_coins.Erase({available_coins.coins[OutputType::BECH32].begin()->outpoint});
1431
1432 const auto result = SelectCoins(*wallet, available_coins, preset_inputs, target, cc, cs_params);
1433 BOOST_CHECK(!result);
1434}
1435
1436BOOST_FIXTURE_TEST_CASE(wallet_coinsresult_test, BasicTestingSetup)
1437{
1438 // Test case to verify CoinsResult object sanity.
1439 CoinsResult available_coins;
1440 {
1441 std::unique_ptr<CWallet> dummyWallet = NewWallet(m_node, /*wallet_name=*/"dummy");
1442
1443 // Add some coins to 'available_coins'
1444 for (int i=0; i<10; i++) {
1445 add_coin(available_coins, *dummyWallet, 1 * COIN);
1446 }
1447 }
1448
1449 {
1450 // First test case, check that 'CoinsResult::Erase' function works as expected.
1451 // By trying to erase two elements from the 'available_coins' object.
1452 std::unordered_set<COutPoint, SaltedOutpointHasher> outs_to_remove;
1453 const auto& coins = available_coins.All();
1454 for (int i = 0; i < 2; i++) {
1455 outs_to_remove.emplace(coins[i].outpoint);
1456 }
1457 available_coins.Erase(outs_to_remove);
1458
1459 // Check that the elements were actually removed.
1460 const auto& updated_coins = available_coins.All();
1461 for (const auto& out: outs_to_remove) {
1462 auto it = std::find_if(updated_coins.begin(), updated_coins.end(), [&out](const COutput &coin) {
1463 return coin.outpoint == out;
1464 });
1465 BOOST_CHECK(it == updated_coins.end());
1466 }
1467 // And verify that no extra element were removed
1468 BOOST_CHECK_EQUAL(available_coins.Size(), 8);
1469 }
1470}
1471
1472BOOST_AUTO_TEST_SUITE_END()
1473} // 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:1349
m_node
node::NodeContext m_node
Definition: bitcoin-gui.cpp:43
Assert
#define Assert(val)
Identity function.
Definition: check.h:113
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:195
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:310
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::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:572
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:269
wallet::BOOST_FIXTURE_TEST_CASE
BOOST_FIXTURE_TEST_CASE(wallet_coinsresult_test, BasicTestingSetup)
Definition: coinselector_tests.cpp:1436
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:93
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:325
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:652
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:814
wallet::has_coin
static bool has_coin(const OutputSet &set, CAmount amount)
Definition: coinselector_tests.cpp:1294
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::CreateMockableWalletDatabase
std::unique_ptr< WalletDatabase > CreateMockableWalletDatabase(MockableData records)
Definition: util.cpp:211
wallet::BOOST_AUTO_TEST_CASE
BOOST_AUTO_TEST_CASE(bnb_test)
Definition: coinselection_tests.cpp:123
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::add_coin
static void add_coin(const CAmount &nValue, int nInput, SelectionResult &result)
Definition: coinselector_tests.cpp:39
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:602
wallet::SelectCoinsSRD
util::Result< SelectionResult > SelectCoinsSRD(const std::vector< OutputGroup > &utxo_pool, CAmount target_value, CAmount change_fee, FastRandomContext &rng, int max_selection_weight)
Select coins by Single Random Draw (SRD).
Definition: coinselection.cpp:536
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:1278
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:37
MakeTransactionRef
static CTransactionRef MakeTransactionRef(Tx &&txIn)
Definition: transaction.h:404
setup_common.h
CENT
static constexpr CAmount CENT
Definition: setup_common.h:47
BasicTestingSetup
Basic testing setup.
Definition: setup_common.h:64
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:56
node::NodeContext::chain
std::unique_ptr< interfaces::Chain > chain
Definition: context.h:76
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::rng_fast
FastRandomContext & rng_fast
Randomness to use in the context of coin selection.
Definition: coinselection.h:136
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::m_change_fee
CAmount m_change_fee
Cost of creating the change output.
Definition: coinselection.h:149
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:240
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:217
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:902
wallet::SelectionResult::GetInputSet
const OutputSet & GetInputSet() const
Get m_selected_inputs.
Definition: coinselection.cpp:936
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:258
WITH_LOCK
#define WITH_LOCK(cs, code)
Run code while locking a mutex.
Definition: sync.h:289
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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