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