Bitcoin Core 30.99.0
P2P Digital Currency
coinselector_tests.cpp
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1// Copyright (c) 2017-2022 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/setup_common.h>
11#include <util/translation.h>
12#include <wallet/coincontrol.h>
13#include <wallet/coinselection.h>
14#include <wallet/spend.h>
15#include <wallet/test/util.h>
16#include <wallet/test/wallet_test_fixture.h>
17#include <wallet/wallet.h>
18
19#include <algorithm>
20#include <boost/test/unit_test.hpp>
21#include <random>
22
23namespace wallet {
24BOOST_FIXTURE_TEST_SUITE(coinselector_tests, WalletTestingSetup)
25
26// how many times to run all the tests to have a chance to catch errors that only show up with particular random shuffles
27#define RUN_TESTS 100
28
29// some tests fail 1% of the time due to bad luck.
30// we repeat those tests this many times and only complain if all iterations of the test fail
31#define RANDOM_REPEATS 5
32
33typedef std::set<std::shared_ptr<COutput>> CoinSet;
34
35static const CoinEligibilityFilter filter_standard(1, 6, 0);
36static const CoinEligibilityFilter filter_confirmed(1, 1, 0);
37static const CoinEligibilityFilter filter_standard_extra(6, 6, 0);
38static int nextLockTime = 0;
39
40static void add_coin(const CAmount& nValue, int nInput, SelectionResult& result)
41{
42 CMutableTransaction tx;
43 tx.vout.resize(nInput + 1);
44 tx.vout[nInput].nValue = nValue;
45 tx.nLockTime = nextLockTime++; // so all transactions get different hashes
46 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);
47 OutputGroup group;
48 group.Insert(std::make_shared<COutput>(output), /*ancestors=*/ 0, /*descendants=*/ 0);
49 result.AddInput(group);
50}
51
52static void add_coin(const CAmount& nValue, int nInput, SelectionResult& result, CAmount fee, CAmount long_term_fee)
53{
54 CMutableTransaction tx;
55 tx.vout.resize(nInput + 1);
56 tx.vout[nInput].nValue = nValue;
57 tx.nLockTime = nextLockTime++; // so all transactions get different hashes
58 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);
59 OutputGroup group;
60 group.Insert(coin, /*ancestors=*/ 0, /*descendants=*/ 0);
61 coin->long_term_fee = long_term_fee; // group.Insert() will modify long_term_fee, so we need to set it afterwards
62 result.AddInput(group);
63}
64
65static 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)
66{
67 CMutableTransaction tx;
68 tx.nLockTime = nextLockTime++; // so all transactions get different hashes
69 tx.vout.resize(nInput + 1);
70 tx.vout[nInput].nValue = nValue;
71 if (spendable) {
72 tx.vout[nInput].scriptPubKey = GetScriptForDestination(*Assert(wallet.GetNewDestination(OutputType::BECH32, "")));
73 }
74 Txid txid = tx.GetHash();
75
76 LOCK(wallet.cs_wallet);
77 auto ret = wallet.mapWallet.emplace(std::piecewise_construct, std::forward_as_tuple(txid), std::forward_as_tuple(MakeTransactionRef(std::move(tx)), TxStateInactive{}));
78 assert(ret.second);
79 CWalletTx& wtx = (*ret.first).second;
80 const auto& txout = wtx.tx->vout.at(nInput);
81 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});
82}
83
84// Helpers
85std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, const CAmount& nTargetValue,
86 CAmount change_target, FastRandomContext& rng)
87{
88 auto res{KnapsackSolver(groups, nTargetValue, change_target, rng, MAX_STANDARD_TX_WEIGHT)};
89 return res ? std::optional<SelectionResult>(*res) : std::nullopt;
90}
91
92std::optional<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change)
93{
94 auto res{SelectCoinsBnB(utxo_pool, selection_target, cost_of_change, MAX_STANDARD_TX_WEIGHT)};
95 return res ? std::optional<SelectionResult>(*res) : std::nullopt;
96}
97
100static bool EquivalentResult(const SelectionResult& a, const SelectionResult& b)
101{
102 std::vector<CAmount> a_amts;
103 std::vector<CAmount> b_amts;
104 for (const auto& coin : a.GetInputSet()) {
105 a_amts.push_back(coin->txout.nValue);
106 }
107 for (const auto& coin : b.GetInputSet()) {
108 b_amts.push_back(coin->txout.nValue);
109 }
110 std::sort(a_amts.begin(), a_amts.end());
111 std::sort(b_amts.begin(), b_amts.end());
112
113 std::pair<std::vector<CAmount>::iterator, std::vector<CAmount>::iterator> ret = std::mismatch(a_amts.begin(), a_amts.end(), b_amts.begin());
114 return ret.first == a_amts.end() && ret.second == b_amts.end();
115}
116
118static bool EqualResult(const SelectionResult& a, const SelectionResult& b)
119{
120 std::pair<CoinSet::iterator, CoinSet::iterator> ret = std::mismatch(a.GetInputSet().begin(), a.GetInputSet().end(), b.GetInputSet().begin(),
121 [](const std::shared_ptr<COutput>& a, const std::shared_ptr<COutput>& b) {
122 return a->outpoint == b->outpoint;
123 });
124 return ret.first == a.GetInputSet().end() && ret.second == b.GetInputSet().end();
125}
126
127inline std::vector<OutputGroup>& GroupCoins(const std::vector<COutput>& available_coins, bool subtract_fee_outputs = false)
128{
129 static std::vector<OutputGroup> static_groups;
130 static_groups.clear();
131 for (auto& coin : available_coins) {
132 static_groups.emplace_back();
133 OutputGroup& group = static_groups.back();
134 group.Insert(std::make_shared<COutput>(coin), /*ancestors=*/ 0, /*descendants=*/ 0);
135 group.m_subtract_fee_outputs = subtract_fee_outputs;
136 }
137 return static_groups;
138}
139
140inline std::vector<OutputGroup>& KnapsackGroupOutputs(const CoinsResult& available_coins, CWallet& wallet, const CoinEligibilityFilter& filter)
141{
142 FastRandomContext rand{};
143 CoinSelectionParams coin_selection_params{
144 rand,
145 /*change_output_size=*/ 0,
146 /*change_spend_size=*/ 0,
147 /*min_change_target=*/ CENT,
148 /*effective_feerate=*/ CFeeRate(0),
149 /*long_term_feerate=*/ CFeeRate(0),
150 /*discard_feerate=*/ CFeeRate(0),
151 /*tx_noinputs_size=*/ 0,
152 /*avoid_partial=*/ false,
153 };
154 static OutputGroupTypeMap static_groups;
155 static_groups = GroupOutputs(wallet, available_coins, coin_selection_params, {{filter}})[filter];
156 return static_groups.all_groups.mixed_group;
157}
158
159static std::unique_ptr<CWallet> NewWallet(const node::NodeContext& m_node, const std::string& wallet_name = "")
160{
161 std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), wallet_name, CreateMockableWalletDatabase());
162 LOCK(wallet->cs_wallet);
163 wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
164 wallet->SetupDescriptorScriptPubKeyMans();
165 return wallet;
166}
167
168// Branch and bound coin selection tests
169BOOST_AUTO_TEST_CASE(bnb_search_test)
170{
171 FastRandomContext rand{};
172 // Setup
173 std::vector<COutput> utxo_pool;
174 SelectionResult expected_result(CAmount(0), SelectionAlgorithm::BNB);
175
177 // Behavior tests //
179
180 // Make sure that effective value is working in AttemptSelection when BnB is used
181 CoinSelectionParams coin_selection_params_bnb{
182 rand,
183 /*change_output_size=*/ 31,
184 /*change_spend_size=*/ 68,
185 /*min_change_target=*/ 0,
186 /*effective_feerate=*/ CFeeRate(3000),
187 /*long_term_feerate=*/ CFeeRate(1000),
188 /*discard_feerate=*/ CFeeRate(1000),
189 /*tx_noinputs_size=*/ 0,
190 /*avoid_partial=*/ false,
191 };
192 coin_selection_params_bnb.m_change_fee = coin_selection_params_bnb.m_effective_feerate.GetFee(coin_selection_params_bnb.change_output_size);
193 coin_selection_params_bnb.m_cost_of_change = coin_selection_params_bnb.m_effective_feerate.GetFee(coin_selection_params_bnb.change_spend_size) + coin_selection_params_bnb.m_change_fee;
194 coin_selection_params_bnb.min_viable_change = coin_selection_params_bnb.m_effective_feerate.GetFee(coin_selection_params_bnb.change_spend_size);
195
196 {
197 std::unique_ptr<CWallet> wallet = NewWallet(m_node);
198
199 CoinsResult available_coins;
200
201 add_coin(available_coins, *wallet, 1, coin_selection_params_bnb.m_effective_feerate);
202 available_coins.All().at(0).input_bytes = 40; // Make sure that it has a negative effective value. The next check should assert if this somehow got through. Otherwise it will fail
203 BOOST_CHECK(!SelectCoinsBnB(GroupCoins(available_coins.All()), 1 * CENT, coin_selection_params_bnb.m_cost_of_change));
204
205 // Test fees subtracted from output:
206 available_coins.Clear();
207 add_coin(available_coins, *wallet, 1 * CENT, coin_selection_params_bnb.m_effective_feerate);
208 available_coins.All().at(0).input_bytes = 40;
209 const auto result9 = SelectCoinsBnB(GroupCoins(available_coins.All()), 1 * CENT, coin_selection_params_bnb.m_cost_of_change);
210 BOOST_CHECK(result9);
211 BOOST_CHECK_EQUAL(result9->GetSelectedValue(), 1 * CENT);
212 }
213
214 {
215 std::unique_ptr<CWallet> wallet = NewWallet(m_node);
216
217 CoinsResult available_coins;
218
219 coin_selection_params_bnb.m_effective_feerate = CFeeRate(0);
220 add_coin(available_coins, *wallet, 5 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
221 add_coin(available_coins, *wallet, 3 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
222 add_coin(available_coins, *wallet, 2 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
223 CCoinControl coin_control;
224 coin_control.m_allow_other_inputs = true;
225 COutput select_coin = available_coins.All().at(0);
226 coin_control.Select(select_coin.outpoint);
227 PreSelectedInputs selected_input;
228 selected_input.Insert(select_coin, coin_selection_params_bnb.m_subtract_fee_outputs);
229 available_coins.Erase({available_coins.coins[OutputType::BECH32].begin()->outpoint});
230
231 LOCK(wallet->cs_wallet);
232 const auto result10 = SelectCoins(*wallet, available_coins, selected_input, 10 * CENT, coin_control, coin_selection_params_bnb);
233 BOOST_CHECK(result10);
234 }
235 {
236 std::unique_ptr<CWallet> wallet = NewWallet(m_node);
237 LOCK(wallet->cs_wallet); // Every 'SelectCoins' call requires it
238
239 CoinsResult available_coins;
240
241 // pre selected coin should be selected even if disadvantageous
242 coin_selection_params_bnb.m_effective_feerate = CFeeRate(5000);
243 coin_selection_params_bnb.m_long_term_feerate = CFeeRate(3000);
244
245 // Add selectable outputs, increasing their raw amounts by their input fee to make the effective value equal to the raw amount
246 CAmount input_fee = coin_selection_params_bnb.m_effective_feerate.GetFee(/*virtual_bytes=*/68); // bech32 input size (default test output type)
247 add_coin(available_coins, *wallet, 10 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
248 add_coin(available_coins, *wallet, 9 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
249 add_coin(available_coins, *wallet, 1 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
250
251 expected_result.Clear();
252 add_coin(9 * CENT + input_fee, 2, expected_result);
253 add_coin(1 * CENT + input_fee, 2, expected_result);
254 CCoinControl coin_control;
255 coin_control.m_allow_other_inputs = true;
256 COutput select_coin = available_coins.All().at(1); // pre select 9 coin
257 coin_control.Select(select_coin.outpoint);
258 PreSelectedInputs selected_input;
259 selected_input.Insert(select_coin, coin_selection_params_bnb.m_subtract_fee_outputs);
260 available_coins.Erase({(++available_coins.coins[OutputType::BECH32].begin())->outpoint});
261 const auto result13 = SelectCoins(*wallet, available_coins, selected_input, 10 * CENT, coin_control, coin_selection_params_bnb);
262 BOOST_CHECK(EquivalentResult(expected_result, *result13));
263 }
264
265 {
266 // Test bnb max weight exceeded
267 // Inputs set [10, 9, 8, 5, 3, 1], Selection Target = 16 and coin 5 exceeding the max weight.
268
269 std::unique_ptr<CWallet> wallet = NewWallet(m_node);
270
271 CoinsResult available_coins;
272 add_coin(available_coins, *wallet, 10 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
273 add_coin(available_coins, *wallet, 9 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
274 add_coin(available_coins, *wallet, 8 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
275 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);
276 add_coin(available_coins, *wallet, 3 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
277 add_coin(available_coins, *wallet, 1 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
278
279 CAmount selection_target = 16 * CENT;
280 const auto& no_res = SelectCoinsBnB(GroupCoins(available_coins.All(), /*subtract_fee_outputs*/true),
281 selection_target, /*cost_of_change=*/0, MAX_STANDARD_TX_WEIGHT);
282 BOOST_REQUIRE(!no_res);
283 BOOST_CHECK(util::ErrorString(no_res).original.find("The inputs size exceeds the maximum weight") != std::string::npos);
284
285 // Now add same coin value with a good size and check that it gets selected
286 add_coin(available_coins, *wallet, 5 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
287 const auto& res = SelectCoinsBnB(GroupCoins(available_coins.All(), /*subtract_fee_outputs*/true), selection_target, /*cost_of_change=*/0);
288
289 expected_result.Clear();
290 add_coin(8 * CENT, 2, expected_result);
291 add_coin(5 * CENT, 2, expected_result);
292 add_coin(3 * CENT, 2, expected_result);
293 BOOST_CHECK(EquivalentResult(expected_result, *res));
294 }
295}
296
297BOOST_AUTO_TEST_CASE(bnb_sffo_restriction)
298{
299 // Verify the coin selection process does not produce a BnB solution when SFFO is enabled.
300 // This is currently problematic because it could require a change output. And BnB is specialized on changeless solutions.
301 std::unique_ptr<CWallet> wallet = NewWallet(m_node);
302 WITH_LOCK(wallet->cs_wallet, wallet->SetLastBlockProcessed(300, uint256{})); // set a high block so internal UTXOs are selectable
303
304 FastRandomContext rand{};
305 CoinSelectionParams params{
306 rand,
307 /*change_output_size=*/ 31, // unused value, p2wpkh output size (wallet default change type)
308 /*change_spend_size=*/ 68, // unused value, p2wpkh input size (high-r signature)
309 /*min_change_target=*/ 0, // dummy, set later
310 /*effective_feerate=*/ CFeeRate(3000),
311 /*long_term_feerate=*/ CFeeRate(1000),
312 /*discard_feerate=*/ CFeeRate(1000),
313 /*tx_noinputs_size=*/ 0,
314 /*avoid_partial=*/ false,
315 };
316 params.m_subtract_fee_outputs = true;
317 params.m_change_fee = params.m_effective_feerate.GetFee(params.change_output_size);
318 params.m_cost_of_change = params.m_discard_feerate.GetFee(params.change_spend_size) + params.m_change_fee;
319 params.m_min_change_target = params.m_cost_of_change + 1;
320 // Add spendable coin at the BnB selection upper bound
321 CoinsResult available_coins;
322 add_coin(available_coins, *wallet, 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 + params.m_cost_of_change, /*feerate=*/params.m_effective_feerate, /*nAge=*/6, /*fIsFromMe=*/true, /*nInput=*/0, /*spendable=*/true);
324 add_coin(available_coins, *wallet, 0.5 * COIN, /*feerate=*/params.m_effective_feerate, /*nAge=*/6, /*fIsFromMe=*/true, /*nInput=*/0, /*spendable=*/true);
325 // Knapsack will only find a changeless solution on an exact match to the satoshi, SRD doesn’t look for changeless
326 // If BnB were run, it would produce a single input solution with the best waste score
327 auto result = WITH_LOCK(wallet->cs_wallet, return SelectCoins(*wallet, available_coins, /*pre_set_inputs=*/{}, COIN, /*coin_control=*/{}, params));
328 BOOST_CHECK(result.has_value());
329 BOOST_CHECK_NE(result->GetAlgo(), SelectionAlgorithm::BNB);
330 BOOST_CHECK(result->GetInputSet().size() == 2);
331 // We have only considered BnB, SRD, and Knapsack. Test needs to be reevaluated if new algo is added
332 BOOST_CHECK(result->GetAlgo() == SelectionAlgorithm::SRD || result->GetAlgo() == SelectionAlgorithm::KNAPSACK);
333}
334
335BOOST_AUTO_TEST_CASE(knapsack_solver_test)
336{
337 FastRandomContext rand{};
338 const auto temp1{[&rand](std::vector<OutputGroup>& g, const CAmount& v, CAmount c) { return KnapsackSolver(g, v, c, rand); }};
339 const auto KnapsackSolver{temp1};
340 std::unique_ptr<CWallet> wallet = NewWallet(m_node);
341
342 CoinsResult available_coins;
343
344 // test multiple times to allow for differences in the shuffle order
345 for (int i = 0; i < RUN_TESTS; i++)
346 {
347 available_coins.Clear();
348
349 // with an empty wallet we can't even pay one cent
350 BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 1 * CENT, CENT));
351
352 add_coin(available_coins, *wallet, 1*CENT, CFeeRate(0), 4); // add a new 1 cent coin
353
354 // with a new 1 cent coin, we still can't find a mature 1 cent
355 BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 1 * CENT, CENT));
356
357 // but we can find a new 1 cent
358 const auto result1 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 1 * CENT, CENT);
359 BOOST_CHECK(result1);
360 BOOST_CHECK_EQUAL(result1->GetSelectedValue(), 1 * CENT);
361
362 add_coin(available_coins, *wallet, 2*CENT); // add a mature 2 cent coin
363
364 // we can't make 3 cents of mature coins
365 BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 3 * CENT, CENT));
366
367 // we can make 3 cents of new coins
368 const auto result2 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 3 * CENT, CENT);
369 BOOST_CHECK(result2);
370 BOOST_CHECK_EQUAL(result2->GetSelectedValue(), 3 * CENT);
371
372 add_coin(available_coins, *wallet, 5*CENT); // add a mature 5 cent coin,
373 add_coin(available_coins, *wallet, 10*CENT, CFeeRate(0), 3, true); // a new 10 cent coin sent from one of our own addresses
374 add_coin(available_coins, *wallet, 20*CENT); // and a mature 20 cent coin
375
376 // now we have new: 1+10=11 (of which 10 was self-sent), and mature: 2+5+20=27. total = 38
377
378 // we can't make 38 cents only if we disallow new coins:
379 BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 38 * CENT, CENT));
380 // we can't even make 37 cents if we don't allow new coins even if they're from us
381 BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard_extra), 38 * CENT, CENT));
382 // but we can make 37 cents if we accept new coins from ourself
383 const auto result3 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 37 * CENT, CENT);
384 BOOST_CHECK(result3);
385 BOOST_CHECK_EQUAL(result3->GetSelectedValue(), 37 * CENT);
386 // and we can make 38 cents if we accept all new coins
387 const auto result4 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 38 * CENT, CENT);
388 BOOST_CHECK(result4);
389 BOOST_CHECK_EQUAL(result4->GetSelectedValue(), 38 * CENT);
390
391 // try making 34 cents from 1,2,5,10,20 - we can't do it exactly
392 const auto result5 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 34 * CENT, CENT);
393 BOOST_CHECK(result5);
394 BOOST_CHECK_EQUAL(result5->GetSelectedValue(), 35 * CENT); // but 35 cents is closest
395 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)
396
397 // when we try making 7 cents, the smaller coins (1,2,5) are enough. We should see just 2+5
398 const auto result6 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 7 * CENT, CENT);
399 BOOST_CHECK(result6);
400 BOOST_CHECK_EQUAL(result6->GetSelectedValue(), 7 * CENT);
401 BOOST_CHECK_EQUAL(result6->GetInputSet().size(), 2U);
402
403 // when we try making 8 cents, the smaller coins (1,2,5) are exactly enough.
404 const auto result7 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 8 * CENT, CENT);
405 BOOST_CHECK(result7);
406 BOOST_CHECK(result7->GetSelectedValue() == 8 * CENT);
407 BOOST_CHECK_EQUAL(result7->GetInputSet().size(), 3U);
408
409 // when we try making 9 cents, no subset of smaller coins is enough, and we get the next bigger coin (10)
410 const auto result8 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 9 * CENT, CENT);
411 BOOST_CHECK(result8);
412 BOOST_CHECK_EQUAL(result8->GetSelectedValue(), 10 * CENT);
413 BOOST_CHECK_EQUAL(result8->GetInputSet().size(), 1U);
414
415 // now clear out the wallet and start again to test choosing between subsets of smaller coins and the next biggest coin
416 available_coins.Clear();
417
418 add_coin(available_coins, *wallet, 6*CENT);
419 add_coin(available_coins, *wallet, 7*CENT);
420 add_coin(available_coins, *wallet, 8*CENT);
421 add_coin(available_coins, *wallet, 20*CENT);
422 add_coin(available_coins, *wallet, 30*CENT); // now we have 6+7+8+20+30 = 71 cents total
423
424 // check that we have 71 and not 72
425 const auto result9 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 71 * CENT, CENT);
426 BOOST_CHECK(result9);
427 BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 72 * CENT, CENT));
428
429 // 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
430 const auto result10 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 16 * CENT, CENT);
431 BOOST_CHECK(result10);
432 BOOST_CHECK_EQUAL(result10->GetSelectedValue(), 20 * CENT); // we should get 20 in one coin
433 BOOST_CHECK_EQUAL(result10->GetInputSet().size(), 1U);
434
435 add_coin(available_coins, *wallet, 5*CENT); // now we have 5+6+7+8+20+30 = 75 cents total
436
437 // 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
438 const auto result11 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 16 * CENT, CENT);
439 BOOST_CHECK(result11);
440 BOOST_CHECK_EQUAL(result11->GetSelectedValue(), 18 * CENT); // we should get 18 in 3 coins
441 BOOST_CHECK_EQUAL(result11->GetInputSet().size(), 3U);
442
443 add_coin(available_coins, *wallet, 18*CENT); // now we have 5+6+7+8+18+20+30
444
445 // 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
446 const auto result12 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 16 * CENT, CENT);
447 BOOST_CHECK(result12);
448 BOOST_CHECK_EQUAL(result12->GetSelectedValue(), 18 * CENT); // we should get 18 in 1 coin
449 BOOST_CHECK_EQUAL(result12->GetInputSet().size(), 1U); // because in the event of a tie, the biggest coin wins
450
451 // now try making 11 cents. we should get 5+6
452 const auto result13 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 11 * CENT, CENT);
453 BOOST_CHECK(result13);
454 BOOST_CHECK_EQUAL(result13->GetSelectedValue(), 11 * CENT);
455 BOOST_CHECK_EQUAL(result13->GetInputSet().size(), 2U);
456
457 // check that the smallest bigger coin is used
458 add_coin(available_coins, *wallet, 1*COIN);
459 add_coin(available_coins, *wallet, 2*COIN);
460 add_coin(available_coins, *wallet, 3*COIN);
461 add_coin(available_coins, *wallet, 4*COIN); // now we have 5+6+7+8+18+20+30+100+200+300+400 = 1094 cents
462 const auto result14 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 95 * CENT, CENT);
463 BOOST_CHECK(result14);
464 BOOST_CHECK_EQUAL(result14->GetSelectedValue(), 1 * COIN); // we should get 1 BTC in 1 coin
465 BOOST_CHECK_EQUAL(result14->GetInputSet().size(), 1U);
466
467 const auto result15 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 195 * CENT, CENT);
468 BOOST_CHECK(result15);
469 BOOST_CHECK_EQUAL(result15->GetSelectedValue(), 2 * COIN); // we should get 2 BTC in 1 coin
470 BOOST_CHECK_EQUAL(result15->GetInputSet().size(), 1U);
471
472 // empty the wallet and start again, now with fractions of a cent, to test small change avoidance
473
474 available_coins.Clear();
475 add_coin(available_coins, *wallet, CENT * 1 / 10);
476 add_coin(available_coins, *wallet, CENT * 2 / 10);
477 add_coin(available_coins, *wallet, CENT * 3 / 10);
478 add_coin(available_coins, *wallet, CENT * 4 / 10);
479 add_coin(available_coins, *wallet, CENT * 5 / 10);
480
481 // try making 1 * CENT from the 1.5 * CENT
482 // we'll get change smaller than CENT whatever happens, so can expect CENT exactly
483 const auto result16 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), CENT, CENT);
484 BOOST_CHECK(result16);
485 BOOST_CHECK_EQUAL(result16->GetSelectedValue(), CENT);
486
487 // but if we add a bigger coin, small change is avoided
488 add_coin(available_coins, *wallet, 1111*CENT);
489
490 // try making 1 from 0.1 + 0.2 + 0.3 + 0.4 + 0.5 + 1111 = 1112.5
491 const auto result17 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 1 * CENT, CENT);
492 BOOST_CHECK(result17);
493 BOOST_CHECK_EQUAL(result17->GetSelectedValue(), 1 * CENT); // we should get the exact amount
494
495 // if we add more small coins:
496 add_coin(available_coins, *wallet, CENT * 6 / 10);
497 add_coin(available_coins, *wallet, CENT * 7 / 10);
498
499 // and try again to make 1.0 * CENT
500 const auto result18 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 1 * CENT, CENT);
501 BOOST_CHECK(result18);
502 BOOST_CHECK_EQUAL(result18->GetSelectedValue(), 1 * CENT); // we should get the exact amount
503
504 // run the 'mtgox' test (see https://blockexplorer.com/tx/29a3efd3ef04f9153d47a990bd7b048a4b2d213daaa5fb8ed670fb85f13bdbcf)
505 // they tried to consolidate 10 50k coins into one 500k coin, and ended up with 50k in change
506 available_coins.Clear();
507 for (int j = 0; j < 20; j++)
508 add_coin(available_coins, *wallet, 50000 * COIN);
509
510 const auto result19 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 500000 * COIN, CENT);
511 BOOST_CHECK(result19);
512 BOOST_CHECK_EQUAL(result19->GetSelectedValue(), 500000 * COIN); // we should get the exact amount
513 BOOST_CHECK_EQUAL(result19->GetInputSet().size(), 10U); // in ten coins
514
515 // 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),
516 // we need to try finding an exact subset anyway
517
518 // sometimes it will fail, and so we use the next biggest coin:
519 available_coins.Clear();
520 add_coin(available_coins, *wallet, CENT * 5 / 10);
521 add_coin(available_coins, *wallet, CENT * 6 / 10);
522 add_coin(available_coins, *wallet, CENT * 7 / 10);
523 add_coin(available_coins, *wallet, 1111 * CENT);
524 const auto result20 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 1 * CENT, CENT);
525 BOOST_CHECK(result20);
526 BOOST_CHECK_EQUAL(result20->GetSelectedValue(), 1111 * CENT); // we get the bigger coin
527 BOOST_CHECK_EQUAL(result20->GetInputSet().size(), 1U);
528
529 // but sometimes it's possible, and we use an exact subset (0.4 + 0.6 = 1.0)
530 available_coins.Clear();
531 add_coin(available_coins, *wallet, CENT * 4 / 10);
532 add_coin(available_coins, *wallet, CENT * 6 / 10);
533 add_coin(available_coins, *wallet, CENT * 8 / 10);
534 add_coin(available_coins, *wallet, 1111 * CENT);
535 const auto result21 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), CENT, CENT);
536 BOOST_CHECK(result21);
537 BOOST_CHECK_EQUAL(result21->GetSelectedValue(), CENT); // we should get the exact amount
538 BOOST_CHECK_EQUAL(result21->GetInputSet().size(), 2U); // in two coins 0.4+0.6
539
540 // test avoiding small change
541 available_coins.Clear();
542 add_coin(available_coins, *wallet, CENT * 5 / 100);
543 add_coin(available_coins, *wallet, CENT * 1);
544 add_coin(available_coins, *wallet, CENT * 100);
545
546 // trying to make 100.01 from these three coins
547 const auto result22 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), CENT * 10001 / 100, CENT);
548 BOOST_CHECK(result22);
549 BOOST_CHECK_EQUAL(result22->GetSelectedValue(), CENT * 10105 / 100); // we should get all coins
550 BOOST_CHECK_EQUAL(result22->GetInputSet().size(), 3U);
551
552 // but if we try to make 99.9, we should take the bigger of the two small coins to avoid small change
553 const auto result23 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), CENT * 9990 / 100, CENT);
554 BOOST_CHECK(result23);
555 BOOST_CHECK_EQUAL(result23->GetSelectedValue(), 101 * CENT);
556 BOOST_CHECK_EQUAL(result23->GetInputSet().size(), 2U);
557 }
558
559 // test with many inputs
560 for (CAmount amt=1500; amt < COIN; amt*=10) {
561 available_coins.Clear();
562 // Create 676 inputs (= (old MAX_STANDARD_TX_SIZE == 100000) / 148 bytes per input)
563 for (uint16_t j = 0; j < 676; j++)
564 add_coin(available_coins, *wallet, amt);
565
566 // We only create the wallet once to save time, but we still run the coin selection RUN_TESTS times.
567 for (int i = 0; i < RUN_TESTS; i++) {
568 const auto result24 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 2000, CENT);
569 BOOST_CHECK(result24);
570
571 if (amt - 2000 < CENT) {
572 // needs more than one input:
573 uint16_t returnSize = std::ceil((2000.0 + CENT)/amt);
574 CAmount returnValue = amt * returnSize;
575 BOOST_CHECK_EQUAL(result24->GetSelectedValue(), returnValue);
576 BOOST_CHECK_EQUAL(result24->GetInputSet().size(), returnSize);
577 } else {
578 // one input is sufficient:
579 BOOST_CHECK_EQUAL(result24->GetSelectedValue(), amt);
580 BOOST_CHECK_EQUAL(result24->GetInputSet().size(), 1U);
581 }
582 }
583 }
584
585 // test randomness
586 {
587 available_coins.Clear();
588 for (int i2 = 0; i2 < 100; i2++)
589 add_coin(available_coins, *wallet, COIN);
590
591 // Again, we only create the wallet once to save time, but we still run the coin selection RUN_TESTS times.
592 for (int i = 0; i < RUN_TESTS; i++) {
593 // picking 50 from 100 coins doesn't depend on the shuffle,
594 // but does depend on randomness in the stochastic approximation code
595 const auto result25 = KnapsackSolver(GroupCoins(available_coins.All()), 50 * COIN, CENT);
596 BOOST_CHECK(result25);
597 const auto result26 = KnapsackSolver(GroupCoins(available_coins.All()), 50 * COIN, CENT);
598 BOOST_CHECK(result26);
599 BOOST_CHECK(!EqualResult(*result25, *result26));
600
601 int fails = 0;
602 for (int j = 0; j < RANDOM_REPEATS; j++)
603 {
604 // Test that the KnapsackSolver selects randomly from equivalent coins (same value and same input size).
605 // When choosing 1 from 100 identical coins, 1% of the time, this test will choose the same coin twice
606 // which will cause it to fail.
607 // To avoid that issue, run the test RANDOM_REPEATS times and only complain if all of them fail
608 const auto result27 = KnapsackSolver(GroupCoins(available_coins.All()), COIN, CENT);
609 BOOST_CHECK(result27);
610 const auto result28 = KnapsackSolver(GroupCoins(available_coins.All()), COIN, CENT);
611 BOOST_CHECK(result28);
612 if (EqualResult(*result27, *result28))
613 fails++;
614 }
615 BOOST_CHECK_NE(fails, RANDOM_REPEATS);
616 }
617
618 // add 75 cents in small change. not enough to make 90 cents,
619 // then try making 90 cents. there are multiple competing "smallest bigger" coins,
620 // one of which should be picked at random
621 add_coin(available_coins, *wallet, 5 * CENT);
622 add_coin(available_coins, *wallet, 10 * CENT);
623 add_coin(available_coins, *wallet, 15 * CENT);
624 add_coin(available_coins, *wallet, 20 * CENT);
625 add_coin(available_coins, *wallet, 25 * CENT);
626
627 for (int i = 0; i < RUN_TESTS; i++) {
628 int fails = 0;
629 for (int j = 0; j < RANDOM_REPEATS; j++)
630 {
631 const auto result29 = KnapsackSolver(GroupCoins(available_coins.All()), 90 * CENT, CENT);
632 BOOST_CHECK(result29);
633 const auto result30 = KnapsackSolver(GroupCoins(available_coins.All()), 90 * CENT, CENT);
634 BOOST_CHECK(result30);
635 if (EqualResult(*result29, *result30))
636 fails++;
637 }
638 BOOST_CHECK_NE(fails, RANDOM_REPEATS);
639 }
640 }
641}
642
643BOOST_AUTO_TEST_CASE(ApproximateBestSubset)
644{
645 FastRandomContext rand{};
646 std::unique_ptr<CWallet> wallet = NewWallet(m_node);
647
648 CoinsResult available_coins;
649
650 // Test vValue sort order
651 for (int i = 0; i < 1000; i++)
652 add_coin(available_coins, *wallet, 1000 * COIN);
653 add_coin(available_coins, *wallet, 3 * COIN);
654
655 const auto result = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 1003 * COIN, CENT, rand);
656 BOOST_CHECK(result);
657 BOOST_CHECK_EQUAL(result->GetSelectedValue(), 1003 * COIN);
658 BOOST_CHECK_EQUAL(result->GetInputSet().size(), 2U);
659}
660
661// Tests that with the ideal conditions, the coin selector will always be able to find a solution that can pay the target value
662BOOST_AUTO_TEST_CASE(SelectCoins_test)
663{
664 std::unique_ptr<CWallet> wallet = NewWallet(m_node);
665 LOCK(wallet->cs_wallet); // Every 'SelectCoins' call requires it
666
667 // Random generator stuff
668 std::default_random_engine generator;
669 std::exponential_distribution<double> distribution (100);
670 FastRandomContext rand;
671
672 // Run this test 100 times
673 for (int i = 0; i < 100; ++i)
674 {
675 CoinsResult available_coins;
676 CAmount balance{0};
677
678 // Make a wallet with 1000 exponentially distributed random inputs
679 for (int j = 0; j < 1000; ++j)
680 {
681 CAmount val = distribution(generator)*10000000;
682 add_coin(available_coins, *wallet, val);
683 balance += val;
684 }
685
686 // Generate a random fee rate in the range of 100 - 400
687 CFeeRate rate(rand.randrange(300) + 100);
688
689 // Generate a random target value between 1000 and wallet balance
690 CAmount target = rand.randrange(balance - 1000) + 1000;
691
692 // Perform selection
693 CoinSelectionParams cs_params{
694 rand,
695 /*change_output_size=*/ 34,
696 /*change_spend_size=*/ 148,
697 /*min_change_target=*/ CENT,
698 /*effective_feerate=*/ CFeeRate(0),
699 /*long_term_feerate=*/ CFeeRate(0),
700 /*discard_feerate=*/ CFeeRate(0),
701 /*tx_noinputs_size=*/ 0,
702 /*avoid_partial=*/ false,
703 };
704 cs_params.m_cost_of_change = 1;
705 cs_params.min_viable_change = 1;
706 CCoinControl cc;
707 const auto result = SelectCoins(*wallet, available_coins, /*pre_set_inputs=*/{}, target, cc, cs_params);
708 BOOST_CHECK(result);
709 BOOST_CHECK_GE(result->GetSelectedValue(), target);
710 }
711}
712
713BOOST_AUTO_TEST_CASE(waste_test)
714{
715 const CAmount fee{100};
716 const CAmount min_viable_change{300};
717 const CAmount change_cost{125};
718 const CAmount change_fee{30};
719 const CAmount fee_diff{40};
720 const CAmount in_amt{3 * COIN};
721 const CAmount target{2 * COIN};
722 const CAmount excess{80};
723 const CAmount exact_target{in_amt - fee * 2}; // Maximum spendable amount after fees: no change, no excess
724
725 // In the following, we test that the waste is calculated correctly in various scenarios.
726 // Usually, RecalculateWaste would compute change_fee and change_cost on basis of the
727 // change output type, current feerate, and discard_feerate, but we use fixed values
728 // across this test to make the test easier to understand.
729 {
730 // Waste with change is the change cost and difference between fee and long term fee
731 SelectionResult selection1{target, SelectionAlgorithm::MANUAL};
732 add_coin(1 * COIN, 1, selection1, /*fee=*/fee, /*long_term_fee=*/fee - fee_diff);
733 add_coin(2 * COIN, 2, selection1, fee, fee - fee_diff);
734 selection1.RecalculateWaste(min_viable_change, change_cost, change_fee);
735 BOOST_CHECK_EQUAL(fee_diff * 2 + change_cost, selection1.GetWaste());
736
737 // Waste will be greater when fee is greater, but long term fee is the same
738 SelectionResult selection2{target, SelectionAlgorithm::MANUAL};
739 add_coin(1 * COIN, 1, selection2, fee * 2, fee - fee_diff);
740 add_coin(2 * COIN, 2, selection2, fee * 2, fee - fee_diff);
741 selection2.RecalculateWaste(min_viable_change, change_cost, change_fee);
742 BOOST_CHECK_GT(selection2.GetWaste(), selection1.GetWaste());
743
744 // Waste with change is the change cost and difference between fee and long term fee
745 // With long term fee greater than fee, waste should be less than when long term fee is less than fee
746 SelectionResult selection3{target, SelectionAlgorithm::MANUAL};
747 add_coin(1 * COIN, 1, selection3, fee, fee + fee_diff);
748 add_coin(2 * COIN, 2, selection3, fee, fee + fee_diff);
749 selection3.RecalculateWaste(min_viable_change, change_cost, change_fee);
750 BOOST_CHECK_EQUAL(fee_diff * -2 + change_cost, selection3.GetWaste());
751 BOOST_CHECK_LT(selection3.GetWaste(), selection1.GetWaste());
752 }
753
754 {
755 // Waste without change is the excess and difference between fee and long term fee
756 SelectionResult selection_nochange1{exact_target - excess, SelectionAlgorithm::MANUAL};
757 add_coin(1 * COIN, 1, selection_nochange1, fee, fee - fee_diff);
758 add_coin(2 * COIN, 2, selection_nochange1, fee, fee - fee_diff);
759 selection_nochange1.RecalculateWaste(min_viable_change, change_cost, change_fee);
760 BOOST_CHECK_EQUAL(fee_diff * 2 + excess, selection_nochange1.GetWaste());
761
762 // Waste without change is the excess and difference between fee and long term fee
763 // With long term fee greater than fee, waste should be less than when long term fee is less than fee
764 SelectionResult selection_nochange2{exact_target - excess, SelectionAlgorithm::MANUAL};
765 add_coin(1 * COIN, 1, selection_nochange2, fee, fee + fee_diff);
766 add_coin(2 * COIN, 2, selection_nochange2, fee, fee + fee_diff);
767 selection_nochange2.RecalculateWaste(min_viable_change, change_cost, change_fee);
768 BOOST_CHECK_EQUAL(fee_diff * -2 + excess, selection_nochange2.GetWaste());
769 BOOST_CHECK_LT(selection_nochange2.GetWaste(), selection_nochange1.GetWaste());
770 }
771
772 {
773 // Waste with change and fee == long term fee is just cost of change
774 SelectionResult selection{target, SelectionAlgorithm::MANUAL};
775 add_coin(1 * COIN, 1, selection, fee, fee);
776 add_coin(2 * COIN, 2, selection, fee, fee);
777 selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
778 BOOST_CHECK_EQUAL(change_cost, selection.GetWaste());
779 }
780
781 {
782 // Waste without change and fee == long term fee is just the excess
783 SelectionResult selection{exact_target - excess, SelectionAlgorithm::MANUAL};
784 add_coin(1 * COIN, 1, selection, fee, fee);
785 add_coin(2 * COIN, 2, selection, fee, fee);
786 selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
787 BOOST_CHECK_EQUAL(excess, selection.GetWaste());
788 }
789
790 {
791 // Waste is 0 when fee == long_term_fee, no change, and no excess
792 SelectionResult selection{exact_target, SelectionAlgorithm::MANUAL};
793 add_coin(1 * COIN, 1, selection, fee, fee);
794 add_coin(2 * COIN, 2, selection, fee, fee);
795 selection.RecalculateWaste(min_viable_change, change_cost , change_fee);
796 BOOST_CHECK_EQUAL(0, selection.GetWaste());
797 }
798
799 {
800 // Waste is 0 when (fee - long_term_fee) == (-cost_of_change), and no excess
801 SelectionResult selection{target, SelectionAlgorithm::MANUAL};
802 add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
803 add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
804 selection.RecalculateWaste(min_viable_change, /*change_cost=*/fee_diff * 2, change_fee);
805 BOOST_CHECK_EQUAL(0, selection.GetWaste());
806 }
807
808 {
809 // Waste is 0 when (fee - long_term_fee) == (-excess), no change cost
810 const CAmount new_target{exact_target - /*excess=*/fee_diff * 2};
811 SelectionResult selection{new_target, SelectionAlgorithm::MANUAL};
812 add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
813 add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
814 selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
815 BOOST_CHECK_EQUAL(0, selection.GetWaste());
816 }
817
818 {
819 // Negative waste when the long term fee is greater than the current fee and the selected value == target
820 SelectionResult selection{exact_target, SelectionAlgorithm::MANUAL};
821 const CAmount target_waste1{-2 * fee_diff}; // = (2 * fee) - (2 * (fee + fee_diff))
822 add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
823 add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
824 selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
825 BOOST_CHECK_EQUAL(target_waste1, selection.GetWaste());
826 }
827
828 {
829 // Negative waste when the long term fee is greater than the current fee and change_cost < - (inputs * (fee - long_term_fee))
830 SelectionResult selection{target, SelectionAlgorithm::MANUAL};
831 const CAmount large_fee_diff{90};
832 const CAmount target_waste2{-2 * large_fee_diff + change_cost};
833 // = (2 * fee) - (2 * (fee + large_fee_diff)) + change_cost
834 // = (2 * 100) - (2 * (100 + 90)) + 125
835 // = 200 - 380 + 125 = -55
836 assert(target_waste2 == -55);
837 add_coin(1 * COIN, 1, selection, fee, fee + large_fee_diff);
838 add_coin(2 * COIN, 2, selection, fee, fee + large_fee_diff);
839 selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
840 BOOST_CHECK_EQUAL(target_waste2, selection.GetWaste());
841 }
842}
843
844
845BOOST_AUTO_TEST_CASE(bump_fee_test)
846{
847 const CAmount fee{100};
848 const CAmount min_viable_change{200};
849 const CAmount change_cost{125};
850 const CAmount change_fee{35};
851 const CAmount fee_diff{40};
852 const CAmount target{2 * COIN};
853
854 {
855 SelectionResult selection{target, SelectionAlgorithm::MANUAL};
856 add_coin(1 * COIN, 1, selection, /*fee=*/fee, /*long_term_fee=*/fee + fee_diff);
857 add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
858 const std::vector<std::shared_ptr<COutput>> inputs = selection.GetShuffledInputVector();
859
860 for (size_t i = 0; i < inputs.size(); ++i) {
861 inputs[i]->ApplyBumpFee(20*(i+1));
862 }
863
864 selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
865 CAmount expected_waste = fee_diff * -2 + change_cost + /*bump_fees=*/60;
866 BOOST_CHECK_EQUAL(expected_waste, selection.GetWaste());
867
868 selection.SetBumpFeeDiscount(30);
869 selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
870 expected_waste = fee_diff * -2 + change_cost + /*bump_fees=*/60 - /*group_discount=*/30;
871 BOOST_CHECK_EQUAL(expected_waste, selection.GetWaste());
872 }
873
874 {
875 // Test with changeless transaction
876 //
877 // Bump fees and excess both contribute fully to the waste score,
878 // therefore, a bump fee group discount will not change the waste
879 // score as long as we do not create change in both instances.
880 CAmount changeless_target = 3 * COIN - 2 * fee - 100;
881 SelectionResult selection{changeless_target, SelectionAlgorithm::MANUAL};
882 add_coin(1 * COIN, 1, selection, /*fee=*/fee, /*long_term_fee=*/fee + fee_diff);
883 add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
884 const std::vector<std::shared_ptr<COutput>> inputs = selection.GetShuffledInputVector();
885
886 for (size_t i = 0; i < inputs.size(); ++i) {
887 inputs[i]->ApplyBumpFee(20*(i+1));
888 }
889
890 selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
891 CAmount expected_waste = fee_diff * -2 + /*bump_fees=*/60 + /*excess = 100 - bump_fees*/40;
892 BOOST_CHECK_EQUAL(expected_waste, selection.GetWaste());
893
894 selection.SetBumpFeeDiscount(30);
895 selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
896 expected_waste = fee_diff * -2 + /*bump_fees=*/60 - /*group_discount=*/30 + /*excess = 100 - bump_fees + group_discount*/70;
897 BOOST_CHECK_EQUAL(expected_waste, selection.GetWaste());
898 }
899}
900
901BOOST_AUTO_TEST_CASE(effective_value_test)
902{
903 const int input_bytes = 148;
904 const CFeeRate feerate(1000);
905 const CAmount nValue = 10000;
906 const int nInput = 0;
907
908 CMutableTransaction tx;
909 tx.vout.resize(1);
910 tx.vout[nInput].nValue = nValue;
911
912 // standard case, pass feerate in constructor
913 COutput output1(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/1, input_bytes, /*solvable=*/true, /*safe=*/true, /*time=*/0, /*from_me=*/false, feerate);
914 const CAmount expected_ev1 = 9852; // 10000 - 148
915 BOOST_CHECK_EQUAL(output1.GetEffectiveValue(), expected_ev1);
916
917 // input bytes unknown (input_bytes = -1), pass feerate in constructor
918 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);
919 BOOST_CHECK_EQUAL(output2.GetEffectiveValue(), nValue); // The effective value should be equal to the absolute value if input_bytes is -1
920
921 // negative effective value, pass feerate in constructor
922 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));
923 const CAmount expected_ev3 = -4800; // 10000 - 14800
924 BOOST_CHECK_EQUAL(output3.GetEffectiveValue(), expected_ev3);
925
926 // standard case, pass fees in constructor
927 const CAmount fees = 148;
928 COutput output4(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/1, input_bytes, /*solvable=*/true, /*safe=*/true, /*time=*/0, /*from_me=*/false, fees);
929 BOOST_CHECK_EQUAL(output4.GetEffectiveValue(), expected_ev1);
930
931 // input bytes unknown (input_bytes = -1), pass fees in constructor
932 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);
933 BOOST_CHECK_EQUAL(output5.GetEffectiveValue(), nValue); // The effective value should be equal to the absolute value if input_bytes is -1
934}
935
936static util::Result<SelectionResult> CoinGrinder(const CAmount& target,
937 const CoinSelectionParams& cs_params,
938 const node::NodeContext& m_node,
939 int max_selection_weight,
940 std::function<CoinsResult(CWallet&)> coin_setup)
941{
942 std::unique_ptr<CWallet> wallet = NewWallet(m_node);
943 CoinEligibilityFilter filter(0, 0, 0); // accept all coins without ancestors
944 Groups group = GroupOutputs(*wallet, coin_setup(*wallet), cs_params, {{filter}})[filter].all_groups;
945 return CoinGrinder(group.positive_group, target, cs_params.m_min_change_target, max_selection_weight);
946}
947
948BOOST_AUTO_TEST_CASE(coin_grinder_tests)
949{
950 // Test Coin Grinder:
951 // 1) Insufficient funds, select all provided coins and fail.
952 // 2) Exceeded max weight, coin selection always surpasses the max allowed weight.
953 // 3) Select coins without surpassing the max weight (some coins surpasses the max allowed weight, some others not)
954 // 4) Test that two less valuable UTXOs with a combined lower weight are preferred over a more valuable heavier UTXO
955 // 5) Test finding a solution in a UTXO pool with mixed weights
956 // 6) Test that the lightest solution among many clones is found
957 // 7) Test that lots of tiny UTXOs can be skipped if they are too heavy while there are enough funds in lookahead
958
959 FastRandomContext rand;
960 CoinSelectionParams dummy_params{ // Only used to provide the 'avoid_partial' flag.
961 rand,
962 /*change_output_size=*/34,
963 /*change_spend_size=*/68,
964 /*min_change_target=*/CENT,
965 /*effective_feerate=*/CFeeRate(5000),
966 /*long_term_feerate=*/CFeeRate(2000),
967 /*discard_feerate=*/CFeeRate(1000),
968 /*tx_noinputs_size=*/10 + 34, // static header size + output size
969 /*avoid_partial=*/false,
970 };
971
972 {
973 // #########################################################
974 // 1) Insufficient funds, select all provided coins and fail
975 // #########################################################
976 CAmount target = 49.5L * COIN;
977 int max_selection_weight = 10'000; // high enough to not fail for this reason.
978 const auto& res = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
979 CoinsResult available_coins;
980 for (int j = 0; j < 10; ++j) {
981 add_coin(available_coins, wallet, CAmount(1 * COIN));
982 add_coin(available_coins, wallet, CAmount(2 * COIN));
983 }
984 return available_coins;
985 });
986 BOOST_CHECK(!res);
987 BOOST_CHECK(util::ErrorString(res).empty()); // empty means "insufficient funds"
988 }
989
990 {
991 // ###########################
992 // 2) Test max weight exceeded
993 // ###########################
994 CAmount target = 29.5L * COIN;
995 int max_selection_weight = 3000;
996 const auto& res = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
997 CoinsResult available_coins;
998 for (int j = 0; j < 10; ++j) {
999 add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(5000), 144, false, 0, true);
1000 add_coin(available_coins, wallet, CAmount(2 * COIN), CFeeRate(5000), 144, false, 0, true);
1001 }
1002 return available_coins;
1003 });
1004 BOOST_CHECK(!res);
1005 BOOST_CHECK(util::ErrorString(res).original.find("The inputs size exceeds the maximum weight") != std::string::npos);
1006 }
1007
1008 {
1009 // ###############################################################################################################
1010 // 3) Test that the lowest-weight solution is found when some combinations would exceed the allowed weight
1011 // ################################################################################################################
1012 CAmount target = 25.33L * COIN;
1013 int max_selection_weight = 10'000; // WU
1014 const auto& res = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
1015 CoinsResult available_coins;
1016 for (int j = 0; j < 60; ++j) { // 60 UTXO --> 19,8 BTC total --> 60 × 272 WU = 16320 WU
1017 add_coin(available_coins, wallet, CAmount(0.33 * COIN), CFeeRate(5000), 144, false, 0, true);
1018 }
1019 for (int i = 0; i < 10; i++) { // 10 UTXO --> 20 BTC total --> 10 × 272 WU = 2720 WU
1020 add_coin(available_coins, wallet, CAmount(2 * COIN), CFeeRate(5000), 144, false, 0, true);
1021 }
1022 return available_coins;
1023 });
1024 SelectionResult expected_result(CAmount(0), SelectionAlgorithm::CG);
1025 for (int i = 0; i < 10; ++i) {
1026 add_coin(2 * COIN, i, expected_result);
1027 }
1028 for (int j = 0; j < 17; ++j) {
1029 add_coin(0.33 * COIN, j + 10, expected_result);
1030 }
1031 BOOST_CHECK(EquivalentResult(expected_result, *res));
1032 // Demonstrate how following improvements reduce iteration count and catch any regressions in the future.
1033 size_t expected_attempts = 37;
1034 BOOST_CHECK_MESSAGE(res->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, res->GetSelectionsEvaluated()));
1035 }
1036
1037 {
1038 // #################################################################################################################
1039 // 4) Test that two less valuable UTXOs with a combined lower weight are preferred over a more valuable heavier UTXO
1040 // #################################################################################################################
1041 CAmount target = 1.9L * COIN;
1042 int max_selection_weight = 400'000; // WU
1043 const auto& res = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
1044 CoinsResult available_coins;
1045 add_coin(available_coins, wallet, CAmount(2 * COIN), CFeeRate(5000), 144, false, 0, true, 148);
1046 add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(5000), 144, false, 0, true, 68);
1047 add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(5000), 144, false, 0, true, 68);
1048 return available_coins;
1049 });
1050 SelectionResult expected_result(CAmount(0), SelectionAlgorithm::CG);
1051 add_coin(1 * COIN, 1, expected_result);
1052 add_coin(1 * COIN, 2, expected_result);
1053 BOOST_CHECK(EquivalentResult(expected_result, *res));
1054 // Demonstrate how following improvements reduce iteration count and catch any regressions in the future.
1055 size_t expected_attempts = 3;
1056 BOOST_CHECK_MESSAGE(res->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, res->GetSelectionsEvaluated()));
1057 }
1058
1059 {
1060 // ###############################################################################################################
1061 // 5) Test finding a solution in a UTXO pool with mixed weights
1062 // ################################################################################################################
1063 CAmount target = 30L * COIN;
1064 int max_selection_weight = 400'000; // WU
1065 const auto& res = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
1066 CoinsResult available_coins;
1067 for (int j = 0; j < 5; ++j) {
1068 // Add heavy coins {3, 6, 9, 12, 15}
1069 add_coin(available_coins, wallet, CAmount((3 + 3 * j) * COIN), CFeeRate(5000), 144, false, 0, true, 350);
1070 // Add medium coins {2, 5, 8, 11, 14}
1071 add_coin(available_coins, wallet, CAmount((2 + 3 * j) * COIN), CFeeRate(5000), 144, false, 0, true, 250);
1072 // Add light coins {1, 4, 7, 10, 13}
1073 add_coin(available_coins, wallet, CAmount((1 + 3 * j) * COIN), CFeeRate(5000), 144, false, 0, true, 150);
1074 }
1075 return available_coins;
1076 });
1077 BOOST_CHECK(res);
1078 SelectionResult expected_result(CAmount(0), SelectionAlgorithm::CG);
1079 add_coin(14 * COIN, 1, expected_result);
1080 add_coin(13 * COIN, 2, expected_result);
1081 add_coin(4 * COIN, 3, expected_result);
1082 BOOST_CHECK(EquivalentResult(expected_result, *res));
1083 // Demonstrate how following improvements reduce iteration count and catch any regressions in the future.
1084 size_t expected_attempts = 92;
1085 BOOST_CHECK_MESSAGE(res->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, res->GetSelectionsEvaluated()));
1086 }
1087
1088 {
1089 // #################################################################################################################
1090 // 6) Test that the lightest solution among many clones is found
1091 // #################################################################################################################
1092 CAmount target = 9.9L * COIN;
1093 int max_selection_weight = 400'000; // WU
1094 const auto& res = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
1095 CoinsResult available_coins;
1096 // Expected Result: 4 + 3 + 2 + 1 = 10 BTC at 400 vB
1097 add_coin(available_coins, wallet, CAmount(4 * COIN), CFeeRate(5000), 144, false, 0, true, 100);
1098 add_coin(available_coins, wallet, CAmount(3 * COIN), CFeeRate(5000), 144, false, 0, true, 100);
1099 add_coin(available_coins, wallet, CAmount(2 * COIN), CFeeRate(5000), 144, false, 0, true, 100);
1100 add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(5000), 144, false, 0, true, 100);
1101 // Distracting clones:
1102 for (int j = 0; j < 100; ++j) {
1103 add_coin(available_coins, wallet, CAmount(8 * COIN), CFeeRate(5000), 144, false, 0, true, 1000);
1104 }
1105 for (int j = 0; j < 100; ++j) {
1106 add_coin(available_coins, wallet, CAmount(7 * COIN), CFeeRate(5000), 144, false, 0, true, 800);
1107 }
1108 for (int j = 0; j < 100; ++j) {
1109 add_coin(available_coins, wallet, CAmount(6 * COIN), CFeeRate(5000), 144, false, 0, true, 600);
1110 }
1111 for (int j = 0; j < 100; ++j) {
1112 add_coin(available_coins, wallet, CAmount(5 * COIN), CFeeRate(5000), 144, false, 0, true, 400);
1113 }
1114 return available_coins;
1115 });
1116 SelectionResult expected_result(CAmount(0), SelectionAlgorithm::CG);
1117 add_coin(4 * COIN, 0, expected_result);
1118 add_coin(3 * COIN, 0, expected_result);
1119 add_coin(2 * COIN, 0, expected_result);
1120 add_coin(1 * COIN, 0, expected_result);
1121 BOOST_CHECK(EquivalentResult(expected_result, *res));
1122 // Demonstrate how following improvements reduce iteration count and catch any regressions in the future.
1123 size_t expected_attempts = 38;
1124 BOOST_CHECK_MESSAGE(res->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, res->GetSelectionsEvaluated()));
1125 }
1126
1127 {
1128 // #################################################################################################################
1129 // 7) Test that lots of tiny UTXOs can be skipped if they are too heavy while there are enough funds in lookahead
1130 // #################################################################################################################
1131 CAmount target = 1.9L * COIN;
1132 int max_selection_weight = 40000; // WU
1133 const auto& res = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
1134 CoinsResult available_coins;
1135 add_coin(available_coins, wallet, CAmount(1.8 * COIN), CFeeRate(5000), 144, false, 0, true, 2500);
1136 add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(5000), 144, false, 0, true, 1000);
1137 add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(5000), 144, false, 0, true, 1000);
1138 for (int j = 0; j < 100; ++j) {
1139 // make a 100 unique coins only differing by one sat
1140 add_coin(available_coins, wallet, CAmount(0.01 * COIN + j), CFeeRate(5000), 144, false, 0, true, 110);
1141 }
1142 return available_coins;
1143 });
1144 SelectionResult expected_result(CAmount(0), SelectionAlgorithm::CG);
1145 add_coin(1 * COIN, 1, expected_result);
1146 add_coin(1 * COIN, 2, expected_result);
1147 BOOST_CHECK(EquivalentResult(expected_result, *res));
1148 // Demonstrate how following improvements reduce iteration count and catch any regressions in the future.
1149 size_t expected_attempts = 7;
1150 BOOST_CHECK_MESSAGE(res->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, res->GetSelectionsEvaluated()));
1151 }
1152}
1153
1154static util::Result<SelectionResult> SelectCoinsSRD(const CAmount& target,
1155 const CoinSelectionParams& cs_params,
1156 const node::NodeContext& m_node,
1157 int max_selection_weight,
1158 std::function<CoinsResult(CWallet&)> coin_setup)
1159{
1160 std::unique_ptr<CWallet> wallet = NewWallet(m_node);
1161 CoinEligibilityFilter filter(0, 0, 0); // accept all coins without ancestors
1162 Groups group = GroupOutputs(*wallet, coin_setup(*wallet), cs_params, {{filter}})[filter].all_groups;
1163 return SelectCoinsSRD(group.positive_group, target, cs_params.m_change_fee, cs_params.rng_fast, max_selection_weight);
1164}
1165
1166BOOST_AUTO_TEST_CASE(srd_tests)
1167{
1168 // Test SRD:
1169 // 1) Insufficient funds, select all provided coins and fail.
1170 // 2) Exceeded max weight, coin selection always surpasses the max allowed weight.
1171 // 3) Select coins without surpassing the max weight (some coins surpasses the max allowed weight, some others not)
1172
1173 FastRandomContext rand;
1174 CoinSelectionParams dummy_params{ // Only used to provide the 'avoid_partial' flag.
1175 rand,
1176 /*change_output_size=*/34,
1177 /*change_spend_size=*/68,
1178 /*min_change_target=*/CENT,
1179 /*effective_feerate=*/CFeeRate(0),
1180 /*long_term_feerate=*/CFeeRate(0),
1181 /*discard_feerate=*/CFeeRate(0),
1182 /*tx_noinputs_size=*/10 + 34, // static header size + output size
1183 /*avoid_partial=*/false,
1184 };
1185
1186 {
1187 // #########################################################
1188 // 1) Insufficient funds, select all provided coins and fail
1189 // #########################################################
1190 CAmount target = 49.5L * COIN;
1191 int max_selection_weight = 10000; // high enough to not fail for this reason.
1192 const auto& res = SelectCoinsSRD(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
1193 CoinsResult available_coins;
1194 for (int j = 0; j < 10; ++j) {
1195 add_coin(available_coins, wallet, CAmount(1 * COIN));
1196 add_coin(available_coins, wallet, CAmount(2 * COIN));
1197 }
1198 return available_coins;
1199 });
1200 BOOST_CHECK(!res);
1201 BOOST_CHECK(util::ErrorString(res).empty()); // empty means "insufficient funds"
1202 }
1203
1204 {
1205 // ###########################
1206 // 2) Test max weight exceeded
1207 // ###########################
1208 CAmount target = 49.5L * COIN;
1209 int max_selection_weight = 3000;
1210 const auto& res = SelectCoinsSRD(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
1211 CoinsResult available_coins;
1212 for (int j = 0; j < 10; ++j) {
1213 /* 10 × 1 BTC + 10 × 2 BTC = 30 BTC. 20 × 272 WU = 5440 WU */
1214 add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(0), 144, false, 0, true);
1215 add_coin(available_coins, wallet, CAmount(2 * COIN), CFeeRate(0), 144, false, 0, true);
1216 }
1217 return available_coins;
1218 });
1219 BOOST_CHECK(!res);
1220 BOOST_CHECK(util::ErrorString(res).original.find("The inputs size exceeds the maximum weight") != std::string::npos);
1221 }
1222
1223 {
1224 // ################################################################################################################
1225 // 3) Test that SRD result does not exceed the max weight
1226 // ################################################################################################################
1227 CAmount target = 25.33L * COIN;
1228 int max_selection_weight = 10000; // WU
1229 const auto& res = SelectCoinsSRD(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
1230 CoinsResult available_coins;
1231 for (int j = 0; j < 60; ++j) { // 60 UTXO --> 19,8 BTC total --> 60 × 272 WU = 16320 WU
1232 add_coin(available_coins, wallet, CAmount(0.33 * COIN), CFeeRate(0), 144, false, 0, true);
1233 }
1234 for (int i = 0; i < 10; i++) { // 10 UTXO --> 20 BTC total --> 10 × 272 WU = 2720 WU
1235 add_coin(available_coins, wallet, CAmount(2 * COIN), CFeeRate(0), 144, false, 0, true);
1236 }
1237 return available_coins;
1238 });
1239 BOOST_CHECK(res);
1240 BOOST_CHECK(res->GetWeight() <= max_selection_weight);
1241 }
1242}
1243
1244static 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)
1245{
1246 std::unique_ptr<CWallet> wallet = NewWallet(m_node);
1247 auto available_coins = coin_setup(*wallet);
1248
1249 LOCK(wallet->cs_wallet);
1250 auto result = SelectCoins(*wallet, available_coins, /*pre_set_inputs=*/ {}, target, cc, cs_params);
1251 if (result) {
1252 const auto signedTxSize = 10 + 34 + 68 * result->GetInputSet().size(); // static header size + output size + inputs size (P2WPKH)
1253 BOOST_CHECK_LE(signedTxSize * WITNESS_SCALE_FACTOR, MAX_STANDARD_TX_WEIGHT);
1254
1255 BOOST_CHECK_GE(result->GetSelectedValue(), target);
1256 }
1257 return result;
1258}
1259
1260static bool has_coin(const CoinSet& set, CAmount amount)
1261{
1262 return std::any_of(set.begin(), set.end(), [&](const auto& coin) { return coin->GetEffectiveValue() == amount; });
1263}
1264
1265BOOST_AUTO_TEST_CASE(check_max_selection_weight)
1266{
1267 const CAmount target = 49.5L * COIN;
1268 CCoinControl cc;
1269
1270 FastRandomContext rand;
1271 CoinSelectionParams cs_params{
1272 rand,
1273 /*change_output_size=*/34,
1274 /*change_spend_size=*/68,
1275 /*min_change_target=*/CENT,
1276 /*effective_feerate=*/CFeeRate(0),
1277 /*long_term_feerate=*/CFeeRate(0),
1278 /*discard_feerate=*/CFeeRate(0),
1279 /*tx_noinputs_size=*/10 + 34, // static header size + output size
1280 /*avoid_partial=*/false,
1281 };
1282
1283 int max_weight = MAX_STANDARD_TX_WEIGHT - WITNESS_SCALE_FACTOR * (cs_params.tx_noinputs_size + cs_params.change_output_size);
1284 {
1285 // Scenario 1:
1286 // The actor starts with 1x 50.0 BTC and 1515x 0.033 BTC (~100.0 BTC total) unspent outputs
1287 // Then tries to spend 49.5 BTC
1288 // The 50.0 BTC output should be selected, because the transaction would otherwise be too large
1289
1290 // Perform selection
1291
1292 const auto result = select_coins(
1293 target, cs_params, cc, [&](CWallet& wallet) {
1294 CoinsResult available_coins;
1295 for (int j = 0; j < 1515; ++j) {
1296 add_coin(available_coins, wallet, CAmount(0.033 * COIN), CFeeRate(0), 144, false, 0, true);
1297 }
1298
1299 add_coin(available_coins, wallet, CAmount(50 * COIN), CFeeRate(0), 144, false, 0, true);
1300 return available_coins;
1301 },
1302 m_node);
1303
1304 BOOST_CHECK(result);
1305 // Verify that the 50 BTC UTXO was selected, and result is below max_weight
1306 BOOST_CHECK(has_coin(result->GetInputSet(), CAmount(50 * COIN)));
1307 BOOST_CHECK_LE(result->GetWeight(), max_weight);
1308 }
1309
1310 {
1311 // Scenario 2:
1312
1313 // The actor starts with 400x 0.0625 BTC and 2000x 0.025 BTC (75.0 BTC total) unspent outputs
1314 // Then tries to spend 49.5 BTC
1315 // A combination of coins should be selected, such that the created transaction is not too large
1316
1317 // Perform selection
1318 const auto result = select_coins(
1319 target, cs_params, cc, [&](CWallet& wallet) {
1320 CoinsResult available_coins;
1321 for (int j = 0; j < 400; ++j) {
1322 add_coin(available_coins, wallet, CAmount(0.0625 * COIN), CFeeRate(0), 144, false, 0, true);
1323 }
1324 for (int j = 0; j < 2000; ++j) {
1325 add_coin(available_coins, wallet, CAmount(0.025 * COIN), CFeeRate(0), 144, false, 0, true);
1326 }
1327 return available_coins;
1328 },
1329 m_node);
1330
1331 BOOST_CHECK(has_coin(result->GetInputSet(), CAmount(0.0625 * COIN)));
1332 BOOST_CHECK(has_coin(result->GetInputSet(), CAmount(0.025 * COIN)));
1333 BOOST_CHECK_LE(result->GetWeight(), max_weight);
1334 }
1335
1336 {
1337 // Scenario 3:
1338
1339 // The actor starts with 1515x 0.033 BTC (49.995 BTC total) unspent outputs
1340 // No results should be returned, because the transaction would be too large
1341
1342 // Perform selection
1343 const auto result = select_coins(
1344 target, cs_params, cc, [&](CWallet& wallet) {
1345 CoinsResult available_coins;
1346 for (int j = 0; j < 1515; ++j) {
1347 add_coin(available_coins, wallet, CAmount(0.033 * COIN), CFeeRate(0), 144, false, 0, true);
1348 }
1349 return available_coins;
1350 },
1351 m_node);
1352
1353 // No results
1354 // 1515 inputs * 68 bytes = 103,020 bytes
1355 // 103,020 bytes * 4 = 412,080 weight, which is above the MAX_STANDARD_TX_WEIGHT of 400,000
1356 BOOST_CHECK(!result);
1357 }
1358}
1359
1360BOOST_AUTO_TEST_CASE(SelectCoins_effective_value_test)
1361{
1362 // Test that the effective value is used to check whether preset inputs provide sufficient funds when subtract_fee_outputs is not used.
1363 // This test creates a coin whose value is higher than the target but whose effective value is lower than the target.
1364 // The coin is selected using coin control, with m_allow_other_inputs = false. SelectCoins should fail due to insufficient funds.
1365
1366 std::unique_ptr<CWallet> wallet = NewWallet(m_node);
1367
1368 CoinsResult available_coins;
1369 {
1370 std::unique_ptr<CWallet> dummyWallet = NewWallet(m_node, /*wallet_name=*/"dummy");
1371 add_coin(available_coins, *dummyWallet, 100000); // 0.001 BTC
1372 }
1373
1374 CAmount target{99900}; // 0.000999 BTC
1375
1376 FastRandomContext rand;
1377 CoinSelectionParams cs_params{
1378 rand,
1379 /*change_output_size=*/34,
1380 /*change_spend_size=*/148,
1381 /*min_change_target=*/1000,
1382 /*effective_feerate=*/CFeeRate(3000),
1383 /*long_term_feerate=*/CFeeRate(1000),
1384 /*discard_feerate=*/CFeeRate(1000),
1385 /*tx_noinputs_size=*/0,
1386 /*avoid_partial=*/false,
1387 };
1388 CCoinControl cc;
1389 cc.m_allow_other_inputs = false;
1390 COutput output = available_coins.All().at(0);
1391 cc.SetInputWeight(output.outpoint, 148);
1392 cc.Select(output.outpoint).SetTxOut(output.txout);
1393
1394 LOCK(wallet->cs_wallet);
1395 const auto preset_inputs = *Assert(FetchSelectedInputs(*wallet, cc, cs_params));
1396 available_coins.Erase({available_coins.coins[OutputType::BECH32].begin()->outpoint});
1397
1398 const auto result = SelectCoins(*wallet, available_coins, preset_inputs, target, cc, cs_params);
1399 BOOST_CHECK(!result);
1400}
1401
1402BOOST_FIXTURE_TEST_CASE(wallet_coinsresult_test, BasicTestingSetup)
1403{
1404 // Test case to verify CoinsResult object sanity.
1405 CoinsResult available_coins;
1406 {
1407 std::unique_ptr<CWallet> dummyWallet = NewWallet(m_node, /*wallet_name=*/"dummy");
1408
1409 // Add some coins to 'available_coins'
1410 for (int i=0; i<10; i++) {
1411 add_coin(available_coins, *dummyWallet, 1 * COIN);
1412 }
1413 }
1414
1415 {
1416 // First test case, check that 'CoinsResult::Erase' function works as expected.
1417 // By trying to erase two elements from the 'available_coins' object.
1418 std::unordered_set<COutPoint, SaltedOutpointHasher> outs_to_remove;
1419 const auto& coins = available_coins.All();
1420 for (int i = 0; i < 2; i++) {
1421 outs_to_remove.emplace(coins[i].outpoint);
1422 }
1423 available_coins.Erase(outs_to_remove);
1424
1425 // Check that the elements were actually removed.
1426 const auto& updated_coins = available_coins.All();
1427 for (const auto& out: outs_to_remove) {
1428 auto it = std::find_if(updated_coins.begin(), updated_coins.end(), [&out](const COutput &coin) {
1429 return coin.outpoint == out;
1430 });
1431 BOOST_CHECK(it == updated_coins.end());
1432 }
1433 // And verify that no extra element were removed
1434 BOOST_CHECK_EQUAL(available_coins.Size(), 8);
1435 }
1436}
1437
1438BOOST_AUTO_TEST_SUITE_END()
1439} // 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:1355
m_node
node::NodeContext m_node
Definition: bitcoin-gui.cpp:42
Assert
#define Assert(val)
Identity function.
Definition: check.h:106
CFeeRate
Fee rate in satoshis per virtualbyte: CAmount / vB the feerate is represented internally as FeeFrac.
Definition: feerate.h:35
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:83
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:93
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:311
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:31
RUN_TESTS
#define RUN_TESTS
Definition: coinselector_tests.cpp:27
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:568
wallet::BOOST_FIXTURE_TEST_CASE
BOOST_FIXTURE_TEST_CASE(wallet_coinsresult_test, BasicTestingSetup)
Definition: coinselector_tests.cpp:1402
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:159
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::FetchSelectedInputs
util::Result< PreSelectedInputs > 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::GroupCoins
std::vector< OutputGroup > & GroupCoins(const std::vector< COutput > &available_coins, bool subtract_fee_outputs=false)
Definition: coinselector_tests.cpp:127
wallet::KnapsackGroupOutputs
std::vector< OutputGroup > & KnapsackGroupOutputs(const CoinsResult &available_coins, CWallet &wallet, const CoinEligibilityFilter &filter)
Definition: coinselector_tests.cpp:140
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 PreSelectedInputs &pre_set_inputs, const CAmount &nTargetValue, const CCoinControl &coin_control, const CoinSelectionParams &coin_selection_params)
Select all coins from coin_control, and if coin_control 'm_allow_other_inputs=true',...
Definition: spend.cpp:810
wallet::filter_standard_extra
static const CoinEligibilityFilter filter_standard_extra(6, 6, 0)
wallet::has_coin
static bool has_coin(const CoinSet &set, CAmount amount)
Definition: coinselector_tests.cpp:1260
wallet::CoinSet
std::set< std::shared_ptr< COutput > > CoinSet
Definition: coinselector_tests.cpp:33
wallet::EqualResult
static bool EqualResult(const SelectionResult &a, const SelectionResult &b)
Check if this selection is equal to another one.
Definition: coinselector_tests.cpp:118
wallet::CreateMockableWalletDatabase
std::unique_ptr< WalletDatabase > CreateMockableWalletDatabase(MockableData records)
Definition: util.cpp:186
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:38
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:40
wallet::EquivalentResult
static bool EquivalentResult(const SelectionResult &a, const SelectionResult &b)
Check if SelectionResult a is equivalent to SelectionResult b.
Definition: coinselector_tests.cpp:100
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.
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:1244
BOOST_CHECK_EQUAL
#define BOOST_CHECK_EQUAL(v1, v2)
Definition: object.cpp:18
BOOST_CHECK
#define BOOST_CHECK(expr)
Definition: object.cpp:17
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:34
MakeTransactionRef
static CTransactionRef MakeTransactionRef(Tx &&txIn)
Definition: transaction.h:424
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:378
CMutableTransaction::vout
std::vector< CTxOut > vout
Definition: transaction.h:380
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:45
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:46
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:275
wallet::OutputGroup
A group of UTXOs paid to the same output script.
Definition: coinselection.h:228
wallet::OutputGroupTypeMap
Stores several 'Groups' whose were mapped by output type.
Definition: coinselection.h:280
wallet::PreSelectedInputs::Insert
void Insert(const COutput &output, bool subtract_fee_outputs)
Definition: spend.h:164
wallet::SelectionResult::GetInputSet
const std::set< std::shared_ptr< COutput > > & GetInputSet() const
Get m_selected_inputs.
Definition: coinselection.cpp:936
wallet::SelectionResult::AddInput
void AddInput(const OutputGroup &group)
Definition: coinselection.cpp:902
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:259
WITH_LOCK
#define WITH_LOCK(cs, code)
Run code while locking a mutex.
Definition: sync.h:290
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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