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authorKarl-Johan Alm <karljohan-alm@garage.co.jp>2018-07-19 11:45:26 +0900
committerKarl-Johan Alm <karljohan-alm@garage.co.jp>2018-07-24 15:05:37 +0900
commit59d6f7b4e2f847ec1f2ff46c84e6157655984f85 (patch)
tree259887780c4798f97fbf006d41849224f611706d /src/wallet/coinselection.cpp
parent87ebce25d66952f5ce565bb5130dcf5e24049872 (diff)
wallet: Switch to using output groups instead of coins in coin selection
Diffstat (limited to 'src/wallet/coinselection.cpp')
-rw-r--r--src/wallet/coinselection.cpp113
1 files changed, 51 insertions, 62 deletions
diff --git a/src/wallet/coinselection.cpp b/src/wallet/coinselection.cpp
index 8bc4e10b8d..99e0832abf 100644
--- a/src/wallet/coinselection.cpp
+++ b/src/wallet/coinselection.cpp
@@ -8,7 +8,7 @@
// Descending order comparator
struct {
- bool operator()(const CInputCoin& a, const CInputCoin& b) const
+ bool operator()(const OutputGroup& a, const OutputGroup& b) const
{
return a.effective_value > b.effective_value;
}
@@ -59,7 +59,7 @@ struct {
static const size_t TOTAL_TRIES = 100000;
-bool SelectCoinsBnB(std::vector<CInputCoin>& utxo_pool, const CAmount& target_value, const CAmount& cost_of_change, std::set<CInputCoin>& out_set, CAmount& value_ret, CAmount not_input_fees)
+bool SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& target_value, const CAmount& cost_of_change, std::set<CInputCoin>& out_set, CAmount& value_ret, CAmount not_input_fees)
{
out_set.clear();
CAmount curr_value = 0;
@@ -70,7 +70,7 @@ bool SelectCoinsBnB(std::vector<CInputCoin>& utxo_pool, const CAmount& target_va
// Calculate curr_available_value
CAmount curr_available_value = 0;
- for (const CInputCoin& utxo : utxo_pool) {
+ for (const OutputGroup& utxo : utxo_pool) {
// Assert that this utxo is not negative. It should never be negative, effective value calculation should have removed it
assert(utxo.effective_value > 0);
curr_available_value += utxo.effective_value;
@@ -123,11 +123,11 @@ bool SelectCoinsBnB(std::vector<CInputCoin>& utxo_pool, const CAmount& target_va
// Output was included on previous iterations, try excluding now.
curr_selection.back() = false;
- CInputCoin& utxo = utxo_pool.at(curr_selection.size() - 1);
+ OutputGroup& utxo = utxo_pool.at(curr_selection.size() - 1);
curr_value -= utxo.effective_value;
curr_waste -= utxo.fee - utxo.long_term_fee;
} else { // Moving forwards, continuing down this branch
- CInputCoin& utxo = utxo_pool.at(curr_selection.size());
+ OutputGroup& utxo = utxo_pool.at(curr_selection.size());
// Remove this utxo from the curr_available_value utxo amount
curr_available_value -= utxo.effective_value;
@@ -156,32 +156,32 @@ bool SelectCoinsBnB(std::vector<CInputCoin>& utxo_pool, const CAmount& target_va
value_ret = 0;
for (size_t i = 0; i < best_selection.size(); ++i) {
if (best_selection.at(i)) {
- out_set.insert(utxo_pool.at(i));
- value_ret += utxo_pool.at(i).txout.nValue;
+ util::insert(out_set, utxo_pool.at(i).m_outputs);
+ value_ret += utxo_pool.at(i).m_value;
}
}
return true;
}
-static void ApproximateBestSubset(const std::vector<CInputCoin>& vValue, const CAmount& nTotalLower, const CAmount& nTargetValue,
+static void ApproximateBestSubset(const std::vector<OutputGroup>& groups, const CAmount& nTotalLower, const CAmount& nTargetValue,
std::vector<char>& vfBest, CAmount& nBest, int iterations = 1000)
{
std::vector<char> vfIncluded;
- vfBest.assign(vValue.size(), true);
+ vfBest.assign(groups.size(), true);
nBest = nTotalLower;
FastRandomContext insecure_rand;
for (int nRep = 0; nRep < iterations && nBest != nTargetValue; nRep++)
{
- vfIncluded.assign(vValue.size(), false);
+ vfIncluded.assign(groups.size(), false);
CAmount nTotal = 0;
bool fReachedTarget = false;
for (int nPass = 0; nPass < 2 && !fReachedTarget; nPass++)
{
- for (unsigned int i = 0; i < vValue.size(); i++)
+ for (unsigned int i = 0; i < groups.size(); i++)
{
//The solver here uses a randomized algorithm,
//the randomness serves no real security purpose but is just
@@ -191,7 +191,7 @@ static void ApproximateBestSubset(const std::vector<CInputCoin>& vValue, const C
//the selection random.
if (nPass == 0 ? insecure_rand.randbool() : !vfIncluded[i])
{
- nTotal += vValue[i].txout.nValue;
+ nTotal += groups[i].m_value;
vfIncluded[i] = true;
if (nTotal >= nTargetValue)
{
@@ -201,7 +201,7 @@ static void ApproximateBestSubset(const std::vector<CInputCoin>& vValue, const C
nBest = nTotal;
vfBest = vfIncluded;
}
- nTotal -= vValue[i].txout.nValue;
+ nTotal -= groups[i].m_value;
vfIncluded[i] = false;
}
}
@@ -210,86 +210,75 @@ static void ApproximateBestSubset(const std::vector<CInputCoin>& vValue, const C
}
}
-bool KnapsackSolver(const CAmount& nTargetValue, std::vector<CInputCoin>& vCoins, std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet)
+bool KnapsackSolver(const CAmount& nTargetValue, std::vector<OutputGroup>& groups, std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet)
{
setCoinsRet.clear();
nValueRet = 0;
// List of values less than target
- boost::optional<CInputCoin> coinLowestLarger;
- std::vector<CInputCoin> vValue;
+ boost::optional<OutputGroup> lowest_larger;
+ std::vector<OutputGroup> applicable_groups;
CAmount nTotalLower = 0;
- random_shuffle(vCoins.begin(), vCoins.end(), GetRandInt);
+ random_shuffle(groups.begin(), groups.end(), GetRandInt);
- for (const CInputCoin &coin : vCoins)
- {
- if (coin.txout.nValue == nTargetValue)
- {
- setCoinsRet.insert(coin);
- nValueRet += coin.txout.nValue;
+ for (const OutputGroup& group : groups) {
+ if (group.m_value == nTargetValue) {
+ util::insert(setCoinsRet, group.m_outputs);
+ nValueRet += group.m_value;
return true;
- }
- else if (coin.txout.nValue < nTargetValue + MIN_CHANGE)
- {
- vValue.push_back(coin);
- nTotalLower += coin.txout.nValue;
- }
- else if (!coinLowestLarger || coin.txout.nValue < coinLowestLarger->txout.nValue)
- {
- coinLowestLarger = coin;
+ } else if (group.m_value < nTargetValue + MIN_CHANGE) {
+ applicable_groups.push_back(group);
+ nTotalLower += group.m_value;
+ } else if (!lowest_larger || group.m_value < lowest_larger->m_value) {
+ lowest_larger = group;
}
}
- if (nTotalLower == nTargetValue)
- {
- for (const auto& input : vValue)
- {
- setCoinsRet.insert(input);
- nValueRet += input.txout.nValue;
+ if (nTotalLower == nTargetValue) {
+ for (const auto& group : applicable_groups) {
+ util::insert(setCoinsRet, group.m_outputs);
+ nValueRet += group.m_value;
}
return true;
}
- if (nTotalLower < nTargetValue)
- {
- if (!coinLowestLarger)
- return false;
- setCoinsRet.insert(coinLowestLarger.get());
- nValueRet += coinLowestLarger->txout.nValue;
+ if (nTotalLower < nTargetValue) {
+ if (!lowest_larger) return false;
+ util::insert(setCoinsRet, lowest_larger->m_outputs);
+ nValueRet += lowest_larger->m_value;
return true;
}
// Solve subset sum by stochastic approximation
- std::sort(vValue.begin(), vValue.end(), descending);
+ std::sort(applicable_groups.begin(), applicable_groups.end(), descending);
std::vector<char> vfBest;
CAmount nBest;
- ApproximateBestSubset(vValue, nTotalLower, nTargetValue, vfBest, nBest);
- if (nBest != nTargetValue && nTotalLower >= nTargetValue + MIN_CHANGE)
- ApproximateBestSubset(vValue, nTotalLower, nTargetValue + MIN_CHANGE, vfBest, nBest);
+ ApproximateBestSubset(applicable_groups, nTotalLower, nTargetValue, vfBest, nBest);
+ if (nBest != nTargetValue && nTotalLower >= nTargetValue + MIN_CHANGE) {
+ ApproximateBestSubset(applicable_groups, nTotalLower, nTargetValue + MIN_CHANGE, vfBest, nBest);
+ }
// If we have a bigger coin and (either the stochastic approximation didn't find a good solution,
// or the next bigger coin is closer), return the bigger coin
- if (coinLowestLarger &&
- ((nBest != nTargetValue && nBest < nTargetValue + MIN_CHANGE) || coinLowestLarger->txout.nValue <= nBest))
- {
- setCoinsRet.insert(coinLowestLarger.get());
- nValueRet += coinLowestLarger->txout.nValue;
- }
- else {
- for (unsigned int i = 0; i < vValue.size(); i++)
- if (vfBest[i])
- {
- setCoinsRet.insert(vValue[i]);
- nValueRet += vValue[i].txout.nValue;
+ if (lowest_larger &&
+ ((nBest != nTargetValue && nBest < nTargetValue + MIN_CHANGE) || lowest_larger->m_value <= nBest)) {
+ util::insert(setCoinsRet, lowest_larger->m_outputs);
+ nValueRet += lowest_larger->m_value;
+ } else {
+ for (unsigned int i = 0; i < applicable_groups.size(); i++) {
+ if (vfBest[i]) {
+ util::insert(setCoinsRet, applicable_groups[i].m_outputs);
+ nValueRet += applicable_groups[i].m_value;
}
+ }
if (LogAcceptCategory(BCLog::SELECTCOINS)) {
LogPrint(BCLog::SELECTCOINS, "SelectCoins() best subset: "); /* Continued */
- for (unsigned int i = 0; i < vValue.size(); i++) {
+ for (unsigned int i = 0; i < applicable_groups.size(); i++) {
if (vfBest[i]) {
- LogPrint(BCLog::SELECTCOINS, "%s ", FormatMoney(vValue[i].txout.nValue)); /* Continued */
+ LogPrint(BCLog::SELECTCOINS, "%s ", FormatMoney(applicable_groups[i].m_value)); /* Continued */
}
}
LogPrint(BCLog::SELECTCOINS, "total %s\n", FormatMoney(nBest));