fuzz: Test optimality of CoinGrinder

Co-authored-by: Pieter Wuille <pieter@wuille.net>

1 files changed, 82 insertions, 0 deletions

diff --git a/src/wallet/test/fuzz/coinselection.cpp b/src/wallet/test/fuzz/coinselection.cpp
index c54179d3c9..3ffeecdf34 100644
--- a/src/wallet/test/fuzz/coinselection.cpp
+++ b/src/wallet/test/fuzz/coinselection.cpp
@@ -11,6 +11,7 @@
 #include <test/util/setup_common.h>
 #include <wallet/coinselection.h>
 
+#include <numeric>
 #include <vector>
 
 namespace wallet {
@@ -134,6 +135,87 @@ FUZZ_TARGET(coin_grinder)
     }
 }
 
+FUZZ_TARGET(coin_grinder_is_optimal)
+{
+    FuzzedDataProvider fuzzed_data_provider{buffer.data(), buffer.size()};
+
+    FastRandomContext fast_random_context{ConsumeUInt256(fuzzed_data_provider)};
+    CoinSelectionParams coin_params{fast_random_context};
+    coin_params.m_subtract_fee_outputs = false;
+    // Set effective feerate up to MAX_MONEY sats per 1'000'000 vB (2'100'000'000 sat/vB = 21'000 BTC/kvB).
+    coin_params.m_effective_feerate = CFeeRate{ConsumeMoney(fuzzed_data_provider, MAX_MONEY), 1'000'000};
+    coin_params.m_min_change_target = ConsumeMoney(fuzzed_data_provider);
+
+    // Create some coins
+    CAmount max_spendable{0};
+    int next_locktime{0};
+    static constexpr unsigned max_output_groups{16};
+    std::vector<OutputGroup> group_pos;
+    LIMITED_WHILE(fuzzed_data_provider.ConsumeBool(), max_output_groups)
+    {
+        // With maximum m_effective_feerate and n_input_bytes = 1'000'000, input_fee <= MAX_MONEY.
+        const int n_input_bytes{fuzzed_data_provider.ConsumeIntegralInRange<int>(1, 1'000'000)};
+        // Only make UTXOs with positive effective value
+        const CAmount input_fee = coin_params.m_effective_feerate.GetFee(n_input_bytes);
+        // Ensure that each UTXO has at least an effective value of 1 sat
+        const CAmount eff_value{fuzzed_data_provider.ConsumeIntegralInRange<CAmount>(1, MAX_MONEY - max_spendable - max_output_groups + group_pos.size())};
+        const CAmount amount{eff_value + input_fee};
+        std::vector<COutput> temp_utxo_pool;
+
+        AddCoin(amount, /*n_input=*/0, n_input_bytes, ++next_locktime, temp_utxo_pool, coin_params.m_effective_feerate);
+        max_spendable += eff_value;
+
+        auto output_group = OutputGroup(coin_params);
+        output_group.Insert(std::make_shared<COutput>(temp_utxo_pool.at(0)), /*ancestors=*/0, /*descendants=*/0);
+        group_pos.push_back(output_group);
+    }
+    size_t num_groups = group_pos.size();
+    assert(num_groups <= max_output_groups);
+
+    // Only choose targets below max_spendable
+    const CAmount target{fuzzed_data_provider.ConsumeIntegralInRange<CAmount>(1, std::max(CAmount{1}, max_spendable - coin_params.m_min_change_target))};
+
+    // Brute force optimal solution
+    CAmount best_amount{MAX_MONEY};
+    int best_weight{std::numeric_limits<int>::max()};
+    for (uint32_t pattern = 1; (pattern >> num_groups) == 0; ++pattern) {
+        CAmount subset_amount{0};
+        int subset_weight{0};
+        for (unsigned i = 0; i < num_groups; ++i) {
+            if ((pattern >> i) & 1) {
+                subset_amount += group_pos[i].GetSelectionAmount();
+                subset_weight += group_pos[i].m_weight;
+            }
+        }
+        if ((subset_amount >= target + coin_params.m_min_change_target) && (subset_weight < best_weight || (subset_weight == best_weight && subset_amount < best_amount))) {
+            best_weight = subset_weight;
+            best_amount = subset_amount;
+        }
+    }
+
+    if (best_weight < std::numeric_limits<int>::max()) {
+        // Sufficient funds and acceptable weight: CoinGrinder should find at least one solution
+        int high_max_weight = fuzzed_data_provider.ConsumeIntegralInRange<int>(best_weight, std::numeric_limits<int>::max());
+
+        auto result_cg = CoinGrinder(group_pos, target, coin_params.m_min_change_target, high_max_weight);
+        assert(result_cg);
+        assert(result_cg->GetWeight() <= high_max_weight);
+        assert(result_cg->GetSelectedEffectiveValue() >= target + coin_params.m_min_change_target);
+        assert(best_weight < result_cg->GetWeight() || (best_weight == result_cg->GetWeight() && best_amount <= result_cg->GetSelectedEffectiveValue()));
+        if (result_cg->GetAlgoCompleted()) {
+            // If CoinGrinder exhausted the search space, it must return the optimal solution
+            assert(best_weight == result_cg->GetWeight());
+            assert(best_amount == result_cg->GetSelectedEffectiveValue());
+        }
+    }
+
+    // CoinGrinder cannot ever find a better solution than the brute-forced best, or there is none in the first place
+    int low_max_weight = fuzzed_data_provider.ConsumeIntegralInRange<int>(0, best_weight - 1);
+    auto result_cg = CoinGrinder(group_pos, target, coin_params.m_min_change_target, low_max_weight);
+    // Max_weight should have been exceeded, or there were insufficient funds
+    assert(!result_cg);
+}
+
 FUZZ_TARGET(coinselection)
 {
     FuzzedDataProvider fuzzed_data_provider{buffer.data(), buffer.size()};