diff options
author | Wladimir J. van der Laan <laanwj@gmail.com> | 2018-07-24 15:06:21 +0200 |
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committer | Wladimir J. van der Laan <laanwj@gmail.com> | 2018-07-24 16:34:03 +0200 |
commit | 5f7575e2636413b7d220088e8b7aca6f0d0a5cc2 (patch) | |
tree | 994c4b6443824680c845a3f53310341f169dc6ce /src/wallet | |
parent | 7ebd8c6385253bfa30175169a22f93474d8ddfaf (diff) | |
parent | 232f96f5c8a3920c09db92f4dbac2ad7d10ce8cf (diff) |
Merge #12257: [wallet] Use destination groups instead of coins in coin select
232f96f5c8a3920c09db92f4dbac2ad7d10ce8cf doc: Add release notes for -avoidpartialspends (Karl-Johan Alm)
e00b4699cc6d2ee5697d38dd6607eb2631c9b77a clean-up: Remove no longer used ivars from CInputCoin (Karl-Johan Alm)
43e04d13b1ffc02b1082176e87f420198b40c7b1 wallet: Remove deprecated OutputEligibleForSpending (Karl-Johan Alm)
0128121101fb3ee82f3abd3973a967a4226ffe0e test: Add basic testing for wallet groups (Karl-Johan Alm)
59d6f7b4e2f847ec1f2ff46c84e6157655984f85 wallet: Switch to using output groups instead of coins in coin selection (Karl-Johan Alm)
87ebce25d66952f5ce565bb5130dcf5e24049872 wallet: Add output grouping (Karl-Johan Alm)
bb629cb9dc567cc819724d9f4852652926e60cbf Add -avoidpartialspends and m_avoid_partial_spends (Karl-Johan Alm)
65b3eda458221644616d0fdd6ba0fe01bdbce893 wallet: Add input bytes to CInputCoin (Karl-Johan Alm)
a443d7a0ca333b0bae63e04b5d476f9ad9c7aeac moveonly: CoinElegibilityFilter into coinselection.h (Karl-Johan Alm)
173e18a289088c6087ba6fac708e322aa63b7a94 utils: Add insert() convenience templates (Karl-Johan Alm)
Pull request description:
This PR adds an optional (off by default) `-avoidpartialspends` flag, which changes coin select to use output groups rather than outputs, where each output group corresponds to all outputs with the same destination.
It is a privacy improvement, as each time you spend some output, any other output that is publicly associated with the destination (address) will also be spent at the same time, at the cost of fee increase for cases where coin select without group restriction would find a more optimal set of coins (see example below).
For regular use without address reuse, this PR should have no effect on the user experience whatsoever; it only affects users who, for some reason, have multiple outputs with the same destination (i.e. address reuse).
Nodes with this turned off will still try to avoid partial spending, if the fee of the resulting transaction is not greater than the fee of the original transaction.
Example: a node has four outputs linked to two addresses `A` and `B`:
* 1.0 btc to `A`
* 0.5 btc to `A`
* 1.0 btc to `B`
* 0.5 btc to `B`
The node sends 0.2 btc to `C`. Without `-avoidpartialspends`, the following coin selection will occur:
* 0.5 btc to `A` or `B` is picked
* 0.2 btc is output to `C`
* 0.3 - fee is output to (unique change address)
With `-avoidpartialspends`, the following will instead happen:
* Both of (0.5, 1.0) btc to `A` or `B` is picked (one or the other pair)
* 0.2 btc is output to `C`
* 1.3 - fee is output to (unique change address)
As noted, the pro here is that, assuming nobody sends to the address after you spend from it, you will only ever use one address once. The con is that the transaction becomes slightly larger in this case, because it is overpicking outputs to adhere to the no partial spending rule.
This complements #10386, in particular it addresses @luke-jr and @gmaxwell's concerns in https://github.com/bitcoin/bitcoin/pull/10386#issuecomment-300667926 and https://github.com/bitcoin/bitcoin/pull/10386#issuecomment-302361381.
Together with `-avoidreuse`, this fully addresses the concerns in #10065 I believe.
Tree-SHA512: 24687a4490ba59cf4198ed90052944ff4996653a4257833bb52ed24d058b3e924800c9b3790aeb6be6385b653b49e304453e5d7ff960e64c682fc23bfc447621
Diffstat (limited to 'src/wallet')
-rw-r--r-- | src/wallet/coincontrol.cpp | 23 | ||||
-rw-r--r-- | src/wallet/coincontrol.h | 16 | ||||
-rw-r--r-- | src/wallet/coinselection.cpp | 150 | ||||
-rw-r--r-- | src/wallet/coinselection.h | 55 | ||||
-rw-r--r-- | src/wallet/init.cpp | 1 | ||||
-rw-r--r-- | src/wallet/test/coinselector_tests.cpp | 120 | ||||
-rw-r--r-- | src/wallet/wallet.cpp | 115 | ||||
-rw-r--r-- | src/wallet/wallet.h | 27 |
8 files changed, 308 insertions, 199 deletions
diff --git a/src/wallet/coincontrol.cpp b/src/wallet/coincontrol.cpp new file mode 100644 index 0000000000..645981faa4 --- /dev/null +++ b/src/wallet/coincontrol.cpp @@ -0,0 +1,23 @@ +// Copyright (c) 2018 The Bitcoin Core developers +// Distributed under the MIT software license, see the accompanying +// file COPYING or http://www.opensource.org/licenses/mit-license.php. + +#include <wallet/coincontrol.h> + +#include <util.h> + +void CCoinControl::SetNull() +{ + destChange = CNoDestination(); + m_change_type.reset(); + fAllowOtherInputs = false; + fAllowWatchOnly = false; + m_avoid_partial_spends = gArgs.GetBoolArg("-avoidpartialspends", DEFAULT_AVOIDPARTIALSPENDS); + setSelected.clear(); + m_feerate.reset(); + fOverrideFeeRate = false; + m_confirm_target.reset(); + m_signal_bip125_rbf.reset(); + m_fee_mode = FeeEstimateMode::UNSET; +} + diff --git a/src/wallet/coincontrol.h b/src/wallet/coincontrol.h index 98b4298507..fbe6c43e24 100644 --- a/src/wallet/coincontrol.h +++ b/src/wallet/coincontrol.h @@ -32,6 +32,8 @@ public: boost::optional<unsigned int> m_confirm_target; //! Override the wallet's m_signal_rbf if set boost::optional<bool> m_signal_bip125_rbf; + //! Avoid partial use of funds sent to a given address + bool m_avoid_partial_spends; //! Fee estimation mode to control arguments to estimateSmartFee FeeEstimateMode m_fee_mode; @@ -40,19 +42,7 @@ public: SetNull(); } - void SetNull() - { - destChange = CNoDestination(); - m_change_type.reset(); - fAllowOtherInputs = false; - fAllowWatchOnly = false; - setSelected.clear(); - m_feerate.reset(); - fOverrideFeeRate = false; - m_confirm_target.reset(); - m_signal_bip125_rbf.reset(); - m_fee_mode = FeeEstimateMode::UNSET; - } + void SetNull(); bool HasSelected() const { diff --git a/src/wallet/coinselection.cpp b/src/wallet/coinselection.cpp index 78258cdec2..1a810e763f 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)); @@ -298,3 +287,40 @@ bool KnapsackSolver(const CAmount& nTargetValue, std::vector<CInputCoin>& vCoins return true; } + +/****************************************************************************** + + OutputGroup + + ******************************************************************************/ + +void OutputGroup::Insert(const CInputCoin& output, int depth, bool from_me, size_t ancestors, size_t descendants) { + m_outputs.push_back(output); + m_from_me &= from_me; + m_value += output.effective_value; + m_depth = std::min(m_depth, depth); + // m_ancestors is currently the max ancestor count for all coins in the group; however, this is + // not ideal, as a wallet will consider e.g. thirty 2-ancestor coins as having two ancestors, + // when in reality it has 60 ancestors. + m_ancestors = std::max(m_ancestors, ancestors); + // m_descendants is the count as seen from the top ancestor, not the descendants as seen from the + // coin itself; thus, this value is accurate + m_descendants = std::max(m_descendants, descendants); + effective_value = m_value; +} + +std::vector<CInputCoin>::iterator OutputGroup::Discard(const CInputCoin& output) { + auto it = m_outputs.begin(); + while (it != m_outputs.end() && it->outpoint != output.outpoint) ++it; + if (it == m_outputs.end()) return it; + m_value -= output.effective_value; + effective_value -= output.effective_value; + return m_outputs.erase(it); +} + +bool OutputGroup::EligibleForSpending(const CoinEligibilityFilter& eligibility_filter) const +{ + return m_depth >= (m_from_me ? eligibility_filter.conf_mine : eligibility_filter.conf_theirs) + && m_ancestors <= eligibility_filter.max_ancestors + && m_descendants <= eligibility_filter.max_descendants; +} diff --git a/src/wallet/coinselection.h b/src/wallet/coinselection.h index 2b185879c6..1be776e695 100644 --- a/src/wallet/coinselection.h +++ b/src/wallet/coinselection.h @@ -28,11 +28,17 @@ public: effective_value = txout.nValue; } + CInputCoin(const CTransactionRef& tx, unsigned int i, int input_bytes) : CInputCoin(tx, i) + { + m_input_bytes = input_bytes; + } + COutPoint outpoint; CTxOut txout; CAmount effective_value; - CAmount fee = 0; - CAmount long_term_fee = 0; + + /** Pre-computed estimated size of this output as a fully-signed input in a transaction. Can be -1 if it could not be calculated */ + int m_input_bytes{-1}; bool operator<(const CInputCoin& rhs) const { return outpoint < rhs.outpoint; @@ -47,8 +53,49 @@ public: } }; -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); +struct CoinEligibilityFilter +{ + const int conf_mine; + const int conf_theirs; + const uint64_t max_ancestors; + const uint64_t max_descendants; + + CoinEligibilityFilter(int conf_mine, int conf_theirs, uint64_t max_ancestors) : conf_mine(conf_mine), conf_theirs(conf_theirs), max_ancestors(max_ancestors), max_descendants(max_ancestors) {} + CoinEligibilityFilter(int conf_mine, int conf_theirs, uint64_t max_ancestors, uint64_t max_descendants) : conf_mine(conf_mine), conf_theirs(conf_theirs), max_ancestors(max_ancestors), max_descendants(max_descendants) {} +}; + +struct OutputGroup +{ + std::vector<CInputCoin> m_outputs; + bool m_from_me{true}; + CAmount m_value{0}; + int m_depth{999}; + size_t m_ancestors{0}; + size_t m_descendants{0}; + CAmount effective_value{0}; + CAmount fee{0}; + CAmount long_term_fee{0}; + + OutputGroup() {} + OutputGroup(std::vector<CInputCoin>&& outputs, bool from_me, CAmount value, int depth, size_t ancestors, size_t descendants) + : m_outputs(std::move(outputs)) + , m_from_me(from_me) + , m_value(value) + , m_depth(depth) + , m_ancestors(ancestors) + , m_descendants(descendants) + {} + OutputGroup(const CInputCoin& output, int depth, bool from_me, size_t ancestors, size_t descendants) : OutputGroup() { + Insert(output, depth, from_me, ancestors, descendants); + } + void Insert(const CInputCoin& output, int depth, bool from_me, size_t ancestors, size_t descendants); + std::vector<CInputCoin>::iterator Discard(const CInputCoin& output); + bool EligibleForSpending(const CoinEligibilityFilter& eligibility_filter) const; +}; + +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); // Original coin selection algorithm as a fallback -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); + #endif // BITCOIN_WALLET_COINSELECTION_H diff --git a/src/wallet/init.cpp b/src/wallet/init.cpp index 076134cdd1..52c7e6c70f 100644 --- a/src/wallet/init.cpp +++ b/src/wallet/init.cpp @@ -54,6 +54,7 @@ const WalletInitInterface& g_wallet_init_interface = WalletInit(); void WalletInit::AddWalletOptions() const { gArgs.AddArg("-addresstype", strprintf("What type of addresses to use (\"legacy\", \"p2sh-segwit\", or \"bech32\", default: \"%s\")", FormatOutputType(DEFAULT_ADDRESS_TYPE)), false, OptionsCategory::WALLET); + gArgs.AddArg("-avoidpartialspends", strprintf(_("Group outputs by address, selecting all or none, instead of selecting on a per-output basis. Privacy is improved as an address is only used once (unless someone sends to it after spending from it), but may result in slightly higher fees as suboptimal coin selection may result due to the added limitation (default: %u)"), DEFAULT_AVOIDPARTIALSPENDS), false, OptionsCategory::WALLET); gArgs.AddArg("-changetype", "What type of change to use (\"legacy\", \"p2sh-segwit\", or \"bech32\"). Default is same as -addresstype, except when -addresstype=p2sh-segwit a native segwit output is used when sending to a native segwit address)", false, OptionsCategory::WALLET); gArgs.AddArg("-disablewallet", "Do not load the wallet and disable wallet RPC calls", false, OptionsCategory::WALLET); gArgs.AddArg("-discardfee=<amt>", strprintf("The fee rate (in %s/kB) that indicates your tolerance for discarding change by adding it to the fee (default: %s). " diff --git a/src/wallet/test/coinselector_tests.cpp b/src/wallet/test/coinselector_tests.cpp index d90be33000..1561760577 100644 --- a/src/wallet/test/coinselector_tests.cpp +++ b/src/wallet/test/coinselector_tests.cpp @@ -102,6 +102,22 @@ static CAmount make_hard_case(int utxos, std::vector<CInputCoin>& utxo_pool) return target; } +inline std::vector<OutputGroup>& GroupCoins(const std::vector<CInputCoin>& coins) +{ + static std::vector<OutputGroup> static_groups; + static_groups.clear(); + for (auto& coin : coins) static_groups.emplace_back(coin, 0, true, 0, 0); + return static_groups; +} + +inline std::vector<OutputGroup>& GroupCoins(const std::vector<COutput>& coins) +{ + static std::vector<OutputGroup> static_groups; + static_groups.clear(); + for (auto& coin : coins) static_groups.emplace_back(coin.GetInputCoin(), coin.nDepth, coin.tx->fDebitCached && coin.tx->nDebitCached == 1 /* HACK: we can't figure out the is_me flag so we use the conditions defined above; perhaps set safe to false for !fIsFromMe in add_coin() */, 0, 0); + return static_groups; +} + // Branch and bound coin selection tests BOOST_AUTO_TEST_CASE(bnb_search_test) { @@ -121,7 +137,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test) BOOST_TEST_MESSAGE("Testing known outcomes"); // Empty utxo pool - BOOST_CHECK(!SelectCoinsBnB(utxo_pool, 1 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees)); + BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees)); selection.clear(); // Add utxos @@ -132,14 +148,14 @@ BOOST_AUTO_TEST_CASE(bnb_search_test) // Select 1 Cent add_coin(1 * CENT, 1, actual_selection); - BOOST_CHECK(SelectCoinsBnB(utxo_pool, 1 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees)); + BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees)); BOOST_CHECK(equal_sets(selection, actual_selection)); actual_selection.clear(); selection.clear(); // Select 2 Cent add_coin(2 * CENT, 2, actual_selection); - BOOST_CHECK(SelectCoinsBnB(utxo_pool, 2 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees)); + BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 2 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees)); BOOST_CHECK(equal_sets(selection, actual_selection)); actual_selection.clear(); selection.clear(); @@ -147,13 +163,13 @@ BOOST_AUTO_TEST_CASE(bnb_search_test) // Select 5 Cent add_coin(3 * CENT, 3, actual_selection); add_coin(2 * CENT, 2, actual_selection); - BOOST_CHECK(SelectCoinsBnB(utxo_pool, 5 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees)); + BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 5 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees)); BOOST_CHECK(equal_sets(selection, actual_selection)); actual_selection.clear(); selection.clear(); // Select 11 Cent, not possible - BOOST_CHECK(!SelectCoinsBnB(utxo_pool, 11 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees)); + BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 11 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees)); actual_selection.clear(); selection.clear(); @@ -163,7 +179,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test) add_coin(3 * CENT, 3, actual_selection); add_coin(2 * CENT, 2, actual_selection); add_coin(1 * CENT, 1, actual_selection); - BOOST_CHECK(SelectCoinsBnB(utxo_pool, 10 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees)); + BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees)); BOOST_CHECK(equal_sets(selection, actual_selection)); actual_selection.clear(); selection.clear(); @@ -173,18 +189,18 @@ BOOST_AUTO_TEST_CASE(bnb_search_test) add_coin(5 * CENT, 5, actual_selection); add_coin(3 * CENT, 3, actual_selection); add_coin(2 * CENT, 2, actual_selection); - BOOST_CHECK(SelectCoinsBnB(utxo_pool, 10 * CENT, 5000, selection, value_ret, not_input_fees)); + BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 5000, selection, value_ret, not_input_fees)); // Select 0.25 Cent, not possible - BOOST_CHECK(!SelectCoinsBnB(utxo_pool, 0.25 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees)); + BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.25 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees)); actual_selection.clear(); selection.clear(); // Iteration exhaustion test CAmount target = make_hard_case(17, utxo_pool); - BOOST_CHECK(!SelectCoinsBnB(utxo_pool, target, 0, selection, value_ret, not_input_fees)); // Should exhaust + BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), target, 0, selection, value_ret, not_input_fees)); // Should exhaust target = make_hard_case(14, utxo_pool); - BOOST_CHECK(SelectCoinsBnB(utxo_pool, target, 0, selection, value_ret, not_input_fees)); // Should not exhaust + BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), target, 0, selection, value_ret, not_input_fees)); // Should not exhaust // Test same value early bailout optimization add_coin(7 * CENT, 7, actual_selection); @@ -200,7 +216,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test) for (int i = 0; i < 50000; ++i) { add_coin(5 * CENT, 7, utxo_pool); } - BOOST_CHECK(SelectCoinsBnB(utxo_pool, 30 * CENT, 5000, selection, value_ret, not_input_fees)); + BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 30 * CENT, 5000, selection, value_ret, not_input_fees)); //////////////////// // Behavior tests // @@ -212,7 +228,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test) } // Run 100 times, to make sure it is never finding a solution for (int i = 0; i < 100; ++i) { - BOOST_CHECK(!SelectCoinsBnB(utxo_pool, 1 * CENT, 2 * CENT, selection, value_ret, not_input_fees)); + BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 2 * CENT, selection, value_ret, not_input_fees)); } // Make sure that effective value is working in SelectCoinsMinConf when BnB is used @@ -223,7 +239,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test) empty_wallet(); add_coin(1); vCoins.at(0).nInputBytes = 40; // Make sure that it has a negative effective value. The next check should assert if this somehow got through. Otherwise it will fail - BOOST_CHECK(!testWallet.SelectCoinsMinConf( 1 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params_bnb, bnb_used)); + BOOST_CHECK(!testWallet.SelectCoinsMinConf( 1 * CENT, filter_standard, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params_bnb, bnb_used)); // Make sure that we aren't using BnB when there are preset inputs empty_wallet(); @@ -252,24 +268,24 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) empty_wallet(); // with an empty wallet we can't even pay one cent - BOOST_CHECK(!testWallet.SelectCoinsMinConf( 1 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); + BOOST_CHECK(!testWallet.SelectCoinsMinConf( 1 * CENT, filter_standard, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used)); add_coin(1*CENT, 4); // add a new 1 cent coin // with a new 1 cent coin, we still can't find a mature 1 cent - BOOST_CHECK(!testWallet.SelectCoinsMinConf( 1 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); + BOOST_CHECK(!testWallet.SelectCoinsMinConf( 1 * CENT, filter_standard, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used)); // but we can find a new 1 cent - BOOST_CHECK( testWallet.SelectCoinsMinConf( 1 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); + BOOST_CHECK( testWallet.SelectCoinsMinConf( 1 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK_EQUAL(nValueRet, 1 * CENT); add_coin(2*CENT); // add a mature 2 cent coin // we can't make 3 cents of mature coins - BOOST_CHECK(!testWallet.SelectCoinsMinConf( 3 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); + BOOST_CHECK(!testWallet.SelectCoinsMinConf( 3 * CENT, filter_standard, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used)); // we can make 3 cents of new coins - BOOST_CHECK( testWallet.SelectCoinsMinConf( 3 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); + BOOST_CHECK( testWallet.SelectCoinsMinConf( 3 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK_EQUAL(nValueRet, 3 * CENT); add_coin(5*CENT); // add a mature 5 cent coin, @@ -279,33 +295,33 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) // now we have new: 1+10=11 (of which 10 was self-sent), and mature: 2+5+20=27. total = 38 // we can't make 38 cents only if we disallow new coins: - BOOST_CHECK(!testWallet.SelectCoinsMinConf(38 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); + BOOST_CHECK(!testWallet.SelectCoinsMinConf(38 * CENT, filter_standard, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used)); // we can't even make 37 cents if we don't allow new coins even if they're from us - BOOST_CHECK(!testWallet.SelectCoinsMinConf(38 * CENT, filter_standard_extra, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); + BOOST_CHECK(!testWallet.SelectCoinsMinConf(38 * CENT, filter_standard_extra, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used)); // but we can make 37 cents if we accept new coins from ourself - BOOST_CHECK( testWallet.SelectCoinsMinConf(37 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); + BOOST_CHECK( testWallet.SelectCoinsMinConf(37 * CENT, filter_standard, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK_EQUAL(nValueRet, 37 * CENT); // and we can make 38 cents if we accept all new coins - BOOST_CHECK( testWallet.SelectCoinsMinConf(38 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); + BOOST_CHECK( testWallet.SelectCoinsMinConf(38 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK_EQUAL(nValueRet, 38 * CENT); // try making 34 cents from 1,2,5,10,20 - we can't do it exactly - BOOST_CHECK( testWallet.SelectCoinsMinConf(34 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); + BOOST_CHECK( testWallet.SelectCoinsMinConf(34 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK_EQUAL(nValueRet, 35 * CENT); // but 35 cents is closest BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U); // the best should be 20+10+5. it's incredibly unlikely the 1 or 2 got included (but possible) // when we try making 7 cents, the smaller coins (1,2,5) are enough. We should see just 2+5 - BOOST_CHECK( testWallet.SelectCoinsMinConf( 7 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); + BOOST_CHECK( testWallet.SelectCoinsMinConf( 7 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK_EQUAL(nValueRet, 7 * CENT); BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U); // when we try making 8 cents, the smaller coins (1,2,5) are exactly enough. - BOOST_CHECK( testWallet.SelectCoinsMinConf( 8 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); + BOOST_CHECK( testWallet.SelectCoinsMinConf( 8 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK(nValueRet == 8 * CENT); BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U); // when we try making 9 cents, no subset of smaller coins is enough, and we get the next bigger coin (10) - BOOST_CHECK( testWallet.SelectCoinsMinConf( 9 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); + BOOST_CHECK( testWallet.SelectCoinsMinConf( 9 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK_EQUAL(nValueRet, 10 * CENT); BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U); @@ -319,30 +335,30 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) add_coin(30*CENT); // now we have 6+7+8+20+30 = 71 cents total // check that we have 71 and not 72 - BOOST_CHECK( testWallet.SelectCoinsMinConf(71 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); - BOOST_CHECK(!testWallet.SelectCoinsMinConf(72 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); + BOOST_CHECK( testWallet.SelectCoinsMinConf(71 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used)); + BOOST_CHECK(!testWallet.SelectCoinsMinConf(72 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used)); // 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 - BOOST_CHECK( testWallet.SelectCoinsMinConf(16 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); + BOOST_CHECK( testWallet.SelectCoinsMinConf(16 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK_EQUAL(nValueRet, 20 * CENT); // we should get 20 in one coin BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U); add_coin( 5*CENT); // now we have 5+6+7+8+20+30 = 75 cents total // 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 - BOOST_CHECK( testWallet.SelectCoinsMinConf(16 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); + BOOST_CHECK( testWallet.SelectCoinsMinConf(16 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK_EQUAL(nValueRet, 18 * CENT); // we should get 18 in 3 coins BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U); add_coin( 18*CENT); // now we have 5+6+7+8+18+20+30 // 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 - BOOST_CHECK( testWallet.SelectCoinsMinConf(16 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); + BOOST_CHECK( testWallet.SelectCoinsMinConf(16 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK_EQUAL(nValueRet, 18 * CENT); // we should get 18 in 1 coin BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U); // because in the event of a tie, the biggest coin wins // now try making 11 cents. we should get 5+6 - BOOST_CHECK( testWallet.SelectCoinsMinConf(11 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); + BOOST_CHECK( testWallet.SelectCoinsMinConf(11 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK_EQUAL(nValueRet, 11 * CENT); BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U); @@ -351,11 +367,11 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) add_coin( 2*COIN); add_coin( 3*COIN); add_coin( 4*COIN); // now we have 5+6+7+8+18+20+30+100+200+300+400 = 1094 cents - BOOST_CHECK( testWallet.SelectCoinsMinConf(95 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); + BOOST_CHECK( testWallet.SelectCoinsMinConf(95 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK_EQUAL(nValueRet, 1 * COIN); // we should get 1 BTC in 1 coin BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U); - BOOST_CHECK( testWallet.SelectCoinsMinConf(195 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); + BOOST_CHECK( testWallet.SelectCoinsMinConf(195 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK_EQUAL(nValueRet, 2 * COIN); // we should get 2 BTC in 1 coin BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U); @@ -370,14 +386,14 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) // try making 1 * MIN_CHANGE from the 1.5 * MIN_CHANGE // we'll get change smaller than MIN_CHANGE whatever happens, so can expect MIN_CHANGE exactly - BOOST_CHECK( testWallet.SelectCoinsMinConf(MIN_CHANGE, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); + BOOST_CHECK( testWallet.SelectCoinsMinConf(MIN_CHANGE, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK_EQUAL(nValueRet, MIN_CHANGE); // but if we add a bigger coin, small change is avoided add_coin(1111*MIN_CHANGE); // try making 1 from 0.1 + 0.2 + 0.3 + 0.4 + 0.5 + 1111 = 1112.5 - BOOST_CHECK( testWallet.SelectCoinsMinConf(1 * MIN_CHANGE, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); + BOOST_CHECK( testWallet.SelectCoinsMinConf(1 * MIN_CHANGE, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK_EQUAL(nValueRet, 1 * MIN_CHANGE); // we should get the exact amount // if we add more small coins: @@ -385,7 +401,7 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) add_coin(MIN_CHANGE * 7 / 10); // and try again to make 1.0 * MIN_CHANGE - BOOST_CHECK( testWallet.SelectCoinsMinConf(1 * MIN_CHANGE, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); + BOOST_CHECK( testWallet.SelectCoinsMinConf(1 * MIN_CHANGE, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK_EQUAL(nValueRet, 1 * MIN_CHANGE); // we should get the exact amount // run the 'mtgox' test (see http://blockexplorer.com/tx/29a3efd3ef04f9153d47a990bd7b048a4b2d213daaa5fb8ed670fb85f13bdbcf) @@ -394,7 +410,7 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) for (int j = 0; j < 20; j++) add_coin(50000 * COIN); - BOOST_CHECK( testWallet.SelectCoinsMinConf(500000 * COIN, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); + BOOST_CHECK( testWallet.SelectCoinsMinConf(500000 * COIN, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK_EQUAL(nValueRet, 500000 * COIN); // we should get the exact amount BOOST_CHECK_EQUAL(setCoinsRet.size(), 10U); // in ten coins @@ -407,7 +423,7 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) add_coin(MIN_CHANGE * 6 / 10); add_coin(MIN_CHANGE * 7 / 10); add_coin(1111 * MIN_CHANGE); - BOOST_CHECK( testWallet.SelectCoinsMinConf(1 * MIN_CHANGE, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); + BOOST_CHECK( testWallet.SelectCoinsMinConf(1 * MIN_CHANGE, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK_EQUAL(nValueRet, 1111 * MIN_CHANGE); // we get the bigger coin BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U); @@ -417,7 +433,7 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) add_coin(MIN_CHANGE * 6 / 10); add_coin(MIN_CHANGE * 8 / 10); add_coin(1111 * MIN_CHANGE); - BOOST_CHECK( testWallet.SelectCoinsMinConf(MIN_CHANGE, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); + BOOST_CHECK( testWallet.SelectCoinsMinConf(MIN_CHANGE, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK_EQUAL(nValueRet, MIN_CHANGE); // we should get the exact amount BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U); // in two coins 0.4+0.6 @@ -428,12 +444,12 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) add_coin(MIN_CHANGE * 100); // trying to make 100.01 from these three coins - BOOST_CHECK(testWallet.SelectCoinsMinConf(MIN_CHANGE * 10001 / 100, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); + BOOST_CHECK(testWallet.SelectCoinsMinConf(MIN_CHANGE * 10001 / 100, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK_EQUAL(nValueRet, MIN_CHANGE * 10105 / 100); // we should get all coins BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U); // but if we try to make 99.9, we should take the bigger of the two small coins to avoid small change - BOOST_CHECK(testWallet.SelectCoinsMinConf(MIN_CHANGE * 9990 / 100, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); + BOOST_CHECK(testWallet.SelectCoinsMinConf(MIN_CHANGE * 9990 / 100, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK_EQUAL(nValueRet, 101 * MIN_CHANGE); BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U); @@ -443,7 +459,7 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) // Create 676 inputs (= (old MAX_STANDARD_TX_SIZE == 100000) / 148 bytes per input) for (uint16_t j = 0; j < 676; j++) add_coin(amt); - BOOST_CHECK(testWallet.SelectCoinsMinConf(2000, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); + BOOST_CHECK(testWallet.SelectCoinsMinConf(2000, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used)); if (amt - 2000 < MIN_CHANGE) { // needs more than one input: uint16_t returnSize = std::ceil((2000.0 + MIN_CHANGE)/amt); @@ -465,8 +481,8 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) // picking 50 from 100 coins doesn't depend on the shuffle, // but does depend on randomness in the stochastic approximation code - BOOST_CHECK(testWallet.SelectCoinsMinConf(50 * COIN, filter_standard, vCoins, setCoinsRet , nValueRet, coin_selection_params, bnb_used)); - BOOST_CHECK(testWallet.SelectCoinsMinConf(50 * COIN, filter_standard, vCoins, setCoinsRet2, nValueRet, coin_selection_params, bnb_used)); + BOOST_CHECK(testWallet.SelectCoinsMinConf(50 * COIN, filter_standard, GroupCoins(vCoins), setCoinsRet , nValueRet, coin_selection_params, bnb_used)); + BOOST_CHECK(testWallet.SelectCoinsMinConf(50 * COIN, filter_standard, GroupCoins(vCoins), setCoinsRet2, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK(!equal_sets(setCoinsRet, setCoinsRet2)); int fails = 0; @@ -474,8 +490,8 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) { // selecting 1 from 100 identical coins depends on the shuffle; this test will fail 1% of the time // run the test RANDOM_REPEATS times and only complain if all of them fail - BOOST_CHECK(testWallet.SelectCoinsMinConf(COIN, filter_standard, vCoins, setCoinsRet , nValueRet, coin_selection_params, bnb_used)); - BOOST_CHECK(testWallet.SelectCoinsMinConf(COIN, filter_standard, vCoins, setCoinsRet2, nValueRet, coin_selection_params, bnb_used)); + BOOST_CHECK(testWallet.SelectCoinsMinConf(COIN, filter_standard, GroupCoins(vCoins), setCoinsRet , nValueRet, coin_selection_params, bnb_used)); + BOOST_CHECK(testWallet.SelectCoinsMinConf(COIN, filter_standard, GroupCoins(vCoins), setCoinsRet2, nValueRet, coin_selection_params, bnb_used)); if (equal_sets(setCoinsRet, setCoinsRet2)) fails++; } @@ -495,8 +511,8 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) { // selecting 1 from 100 identical coins depends on the shuffle; this test will fail 1% of the time // run the test RANDOM_REPEATS times and only complain if all of them fail - BOOST_CHECK(testWallet.SelectCoinsMinConf(90*CENT, filter_standard, vCoins, setCoinsRet , nValueRet, coin_selection_params, bnb_used)); - BOOST_CHECK(testWallet.SelectCoinsMinConf(90*CENT, filter_standard, vCoins, setCoinsRet2, nValueRet, coin_selection_params, bnb_used)); + BOOST_CHECK(testWallet.SelectCoinsMinConf(90*CENT, filter_standard, GroupCoins(vCoins), setCoinsRet , nValueRet, coin_selection_params, bnb_used)); + BOOST_CHECK(testWallet.SelectCoinsMinConf(90*CENT, filter_standard, GroupCoins(vCoins), setCoinsRet2, nValueRet, coin_selection_params, bnb_used)); if (equal_sets(setCoinsRet, setCoinsRet2)) fails++; } @@ -521,7 +537,7 @@ BOOST_AUTO_TEST_CASE(ApproximateBestSubset) add_coin(1000 * COIN); add_coin(3 * COIN); - BOOST_CHECK(testWallet.SelectCoinsMinConf(1003 * COIN, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); + BOOST_CHECK(testWallet.SelectCoinsMinConf(1003 * COIN, filter_standard, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK_EQUAL(nValueRet, 1003 * COIN); BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U); @@ -559,8 +575,8 @@ BOOST_AUTO_TEST_CASE(SelectCoins_test) CoinSet out_set; CAmount out_value = 0; bool bnb_used = false; - BOOST_CHECK(testWallet.SelectCoinsMinConf(target, filter_standard, vCoins, out_set, out_value, coin_selection_params_bnb, bnb_used) || - testWallet.SelectCoinsMinConf(target, filter_standard, vCoins, out_set, out_value, coin_selection_params_knapsack, bnb_used)); + BOOST_CHECK(testWallet.SelectCoinsMinConf(target, filter_standard, GroupCoins(vCoins), out_set, out_value, coin_selection_params_bnb, bnb_used) || + testWallet.SelectCoinsMinConf(target, filter_standard, GroupCoins(vCoins), out_set, out_value, coin_selection_params_knapsack, bnb_used)); BOOST_CHECK_GE(out_value, target); } } diff --git a/src/wallet/wallet.cpp b/src/wallet/wallet.cpp index d38f943558..3ec6aefaec 100644 --- a/src/wallet/wallet.cpp +++ b/src/wallet/wallet.cpp @@ -2415,32 +2415,14 @@ const CTxOut& CWallet::FindNonChangeParentOutput(const CTransaction& tx, int out return ptx->vout[n]; } -bool CWallet::OutputEligibleForSpending(const COutput& output, const CoinEligibilityFilter& eligibility_filter) const -{ - if (!output.fSpendable) - return false; - - if (output.nDepth < (output.tx->IsFromMe(ISMINE_ALL) ? eligibility_filter.conf_mine : eligibility_filter.conf_theirs)) - return false; - - size_t ancestors, descendants; - mempool.GetTransactionAncestry(output.tx->GetHash(), ancestors, descendants); - if (ancestors > eligibility_filter.max_ancestors || descendants > eligibility_filter.max_descendants) { - return false; - } - - return true; -} - -bool CWallet::SelectCoinsMinConf(const CAmount& nTargetValue, const CoinEligibilityFilter& eligibility_filter, std::vector<COutput> vCoins, +bool CWallet::SelectCoinsMinConf(const CAmount& nTargetValue, const CoinEligibilityFilter& eligibility_filter, std::vector<OutputGroup> groups, std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet, const CoinSelectionParams& coin_selection_params, bool& bnb_used) const { setCoinsRet.clear(); nValueRet = 0; - std::vector<CInputCoin> utxo_pool; + std::vector<OutputGroup> utxo_pool; if (coin_selection_params.use_bnb) { - // Get long term estimate FeeCalculation feeCalc; CCoinControl temp; @@ -2451,19 +2433,26 @@ bool CWallet::SelectCoinsMinConf(const CAmount& nTargetValue, const CoinEligibil CAmount cost_of_change = GetDiscardRate(*this, ::feeEstimator).GetFee(coin_selection_params.change_spend_size) + coin_selection_params.effective_fee.GetFee(coin_selection_params.change_output_size); // Filter by the min conf specs and add to utxo_pool and calculate effective value - for (const COutput &output : vCoins) - { - if (!OutputEligibleForSpending(output, eligibility_filter)) - continue; - - CInputCoin coin(output.tx->tx, output.i); - coin.effective_value = coin.txout.nValue - (output.nInputBytes < 0 ? 0 : coin_selection_params.effective_fee.GetFee(output.nInputBytes)); - // Only include outputs that are positive effective value (i.e. not dust) - if (coin.effective_value > 0) { - coin.fee = output.nInputBytes < 0 ? 0 : coin_selection_params.effective_fee.GetFee(output.nInputBytes); - coin.long_term_fee = output.nInputBytes < 0 ? 0 : long_term_feerate.GetFee(output.nInputBytes); - utxo_pool.push_back(coin); + for (OutputGroup& group : groups) { + if (!group.EligibleForSpending(eligibility_filter)) continue; + + group.fee = 0; + group.long_term_fee = 0; + group.effective_value = 0; + for (auto it = group.m_outputs.begin(); it != group.m_outputs.end(); ) { + const CInputCoin& coin = *it; + CAmount effective_value = coin.txout.nValue - (coin.m_input_bytes < 0 ? 0 : coin_selection_params.effective_fee.GetFee(coin.m_input_bytes)); + // Only include outputs that are positive effective value (i.e. not dust) + if (effective_value > 0) { + group.fee += coin.m_input_bytes < 0 ? 0 : coin_selection_params.effective_fee.GetFee(coin.m_input_bytes); + group.long_term_fee += coin.m_input_bytes < 0 ? 0 : long_term_feerate.GetFee(coin.m_input_bytes); + group.effective_value += effective_value; + ++it; + } else { + it = group.Discard(coin); + } } + if (group.effective_value > 0) utxo_pool.push_back(group); } // Calculate the fees for things that aren't inputs CAmount not_input_fees = coin_selection_params.effective_fee.GetFee(coin_selection_params.tx_noinputs_size); @@ -2471,13 +2460,9 @@ bool CWallet::SelectCoinsMinConf(const CAmount& nTargetValue, const CoinEligibil return SelectCoinsBnB(utxo_pool, nTargetValue, cost_of_change, setCoinsRet, nValueRet, not_input_fees); } else { // Filter by the min conf specs and add to utxo_pool - for (const COutput &output : vCoins) - { - if (!OutputEligibleForSpending(output, eligibility_filter)) - continue; - - CInputCoin coin = CInputCoin(output.tx->tx, output.i); - utxo_pool.push_back(coin); + for (const OutputGroup& group : groups) { + if (!group.EligibleForSpending(eligibility_filter)) continue; + utxo_pool.push_back(group); } bnb_used = false; return KnapsackSolver(nTargetValue, utxo_pool, setCoinsRet, nValueRet); @@ -2499,7 +2484,7 @@ bool CWallet::SelectCoins(const std::vector<COutput>& vAvailableCoins, const CAm if (!out.fSpendable) continue; nValueRet += out.tx->tx->vout[out.i].nValue; - setCoinsRet.insert(CInputCoin(out.tx->tx, out.i)); + setCoinsRet.insert(out.GetInputCoin()); } return (nValueRet >= nTargetValue); } @@ -2533,27 +2518,31 @@ bool CWallet::SelectCoins(const std::vector<COutput>& vAvailableCoins, const CAm // remove preset inputs from vCoins for (std::vector<COutput>::iterator it = vCoins.begin(); it != vCoins.end() && coin_control.HasSelected();) { - if (setPresetCoins.count(CInputCoin(it->tx->tx, it->i))) + if (setPresetCoins.count(it->GetInputCoin())) it = vCoins.erase(it); else ++it; } + // form groups from remaining coins; note that preset coins will not + // automatically have their associated (same address) coins included + std::vector<OutputGroup> groups = GroupOutputs(vCoins, !coin_control.m_avoid_partial_spends); + size_t max_ancestors = (size_t)std::max<int64_t>(1, gArgs.GetArg("-limitancestorcount", DEFAULT_ANCESTOR_LIMIT)); size_t max_descendants = (size_t)std::max<int64_t>(1, gArgs.GetArg("-limitdescendantcount", DEFAULT_DESCENDANT_LIMIT)); bool fRejectLongChains = gArgs.GetBoolArg("-walletrejectlongchains", DEFAULT_WALLET_REJECT_LONG_CHAINS); bool res = nTargetValue <= nValueFromPresetInputs || - SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, CoinEligibilityFilter(1, 6, 0), vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used) || - SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, CoinEligibilityFilter(1, 1, 0), vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used) || - (m_spend_zero_conf_change && SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, CoinEligibilityFilter(0, 1, 2), vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)) || - (m_spend_zero_conf_change && SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, CoinEligibilityFilter(0, 1, std::min((size_t)4, max_ancestors/3), std::min((size_t)4, max_descendants/3)), vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)) || - (m_spend_zero_conf_change && SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, CoinEligibilityFilter(0, 1, max_ancestors/2, max_descendants/2), vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)) || - (m_spend_zero_conf_change && SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, CoinEligibilityFilter(0, 1, max_ancestors-1, max_descendants-1), vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)) || - (m_spend_zero_conf_change && !fRejectLongChains && SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, CoinEligibilityFilter(0, 1, std::numeric_limits<uint64_t>::max()), vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); + SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, CoinEligibilityFilter(1, 6, 0), groups, setCoinsRet, nValueRet, coin_selection_params, bnb_used) || + SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, CoinEligibilityFilter(1, 1, 0), groups, setCoinsRet, nValueRet, coin_selection_params, bnb_used) || + (m_spend_zero_conf_change && SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, CoinEligibilityFilter(0, 1, 2), groups, setCoinsRet, nValueRet, coin_selection_params, bnb_used)) || + (m_spend_zero_conf_change && SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, CoinEligibilityFilter(0, 1, std::min((size_t)4, max_ancestors/3), std::min((size_t)4, max_descendants/3)), groups, setCoinsRet, nValueRet, coin_selection_params, bnb_used)) || + (m_spend_zero_conf_change && SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, CoinEligibilityFilter(0, 1, max_ancestors/2, max_descendants/2), groups, setCoinsRet, nValueRet, coin_selection_params, bnb_used)) || + (m_spend_zero_conf_change && SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, CoinEligibilityFilter(0, 1, max_ancestors-1, max_descendants-1), groups, setCoinsRet, nValueRet, coin_selection_params, bnb_used)) || + (m_spend_zero_conf_change && !fRejectLongChains && SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, CoinEligibilityFilter(0, 1, std::numeric_limits<uint64_t>::max()), groups, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); // because SelectCoinsMinConf clears the setCoinsRet, we now add the possible inputs to the coinset - setCoinsRet.insert(setPresetCoins.begin(), setPresetCoins.end()); + util::insert(setCoinsRet, setPresetCoins); // add preset inputs to the total value selected nValueRet += nValueFromPresetInputs; @@ -2667,7 +2656,7 @@ OutputType CWallet::TransactionChangeType(OutputType change_type, const std::vec } bool CWallet::CreateTransaction(const std::vector<CRecipient>& vecSend, CTransactionRef& tx, CReserveKey& reservekey, CAmount& nFeeRet, - int& nChangePosInOut, std::string& strFailReason, const CCoinControl& coin_control, bool sign) + int& nChangePosInOut, std::string& strFailReason, const CCoinControl& coin_control, bool sign) { CAmount nValue = 0; int nChangePosRequest = nChangePosInOut; @@ -4439,3 +4428,29 @@ void CWallet::LearnAllRelatedScripts(const CPubKey& key) LearnRelatedScripts(key, OutputType::P2SH_SEGWIT); } +std::vector<OutputGroup> CWallet::GroupOutputs(const std::vector<COutput>& outputs, bool single_coin) const { + std::vector<OutputGroup> groups; + std::map<CTxDestination, OutputGroup> gmap; + CTxDestination dst; + for (const auto& output : outputs) { + if (output.fSpendable) { + CInputCoin input_coin = output.GetInputCoin(); + + size_t ancestors, descendants; + mempool.GetTransactionAncestry(output.tx->GetHash(), ancestors, descendants); + if (!single_coin && ExtractDestination(output.tx->tx->vout[output.i].scriptPubKey, dst)) { + if (gmap.count(dst) == 10) { + groups.push_back(gmap[dst]); + gmap.erase(dst); + } + gmap[dst].Insert(input_coin, output.nDepth, output.tx->IsFromMe(ISMINE_ALL), ancestors, descendants); + } else { + groups.emplace_back(input_coin, output.nDepth, output.tx->IsFromMe(ISMINE_ALL), ancestors, descendants); + } + } + } + if (!single_coin) { + for (const auto& it : gmap) groups.push_back(it.second); + } + return groups; +} diff --git a/src/wallet/wallet.h b/src/wallet/wallet.h index 85d7209a1d..122649d575 100644 --- a/src/wallet/wallet.h +++ b/src/wallet/wallet.h @@ -55,6 +55,8 @@ static const CAmount WALLET_INCREMENTAL_RELAY_FEE = 5000; static const bool DEFAULT_SPEND_ZEROCONF_CHANGE = true; //! Default for -walletrejectlongchains static const bool DEFAULT_WALLET_REJECT_LONG_CHAINS = false; +//! Default for -avoidpartialspends +static const bool DEFAULT_AVOIDPARTIALSPENDS = false; //! -txconfirmtarget default static const unsigned int DEFAULT_TX_CONFIRM_TARGET = 6; //! -walletrbf default @@ -525,10 +527,12 @@ public: } std::string ToString() const; -}; - - + inline CInputCoin GetInputCoin() const + { + return CInputCoin(tx->tx, i, nInputBytes); + } +}; /** Private key that includes an expiration date in case it never gets used. */ class CWalletKey @@ -652,17 +656,6 @@ struct CoinSelectionParams CoinSelectionParams() {} }; -struct CoinEligibilityFilter -{ - const int conf_mine; - const int conf_theirs; - const uint64_t max_ancestors; - const uint64_t max_descendants; - - CoinEligibilityFilter(int conf_mine, int conf_theirs, uint64_t max_ancestors) : conf_mine(conf_mine), conf_theirs(conf_theirs), max_ancestors(max_ancestors), max_descendants(max_ancestors) {} - CoinEligibilityFilter(int conf_mine, int conf_theirs, uint64_t max_ancestors, uint64_t max_descendants) : conf_mine(conf_mine), conf_theirs(conf_theirs), max_ancestors(max_ancestors), max_descendants(max_descendants) {} -}; - class WalletRescanReserver; //forward declarations for ScanForWalletTransactions/RescanFromTime /** * A CWallet is an extension of a keystore, which also maintains a set of transactions and balances, @@ -864,10 +857,11 @@ public: * completion the coin set and corresponding actual target value is * assembled */ - bool SelectCoinsMinConf(const CAmount& nTargetValue, const CoinEligibilityFilter& eligibility_filter, std::vector<COutput> vCoins, + bool SelectCoinsMinConf(const CAmount& nTargetValue, const CoinEligibilityFilter& eligibility_filter, std::vector<OutputGroup> groups, std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet, const CoinSelectionParams& coin_selection_params, bool& bnb_used) const; bool IsSpent(const uint256& hash, unsigned int n) const; + std::vector<OutputGroup> GroupOutputs(const std::vector<COutput>& outputs, bool single_coin) const; bool IsLockedCoin(uint256 hash, unsigned int n) const EXCLUSIVE_LOCKS_REQUIRED(cs_wallet); void LockCoin(const COutPoint& output) EXCLUSIVE_LOCKS_REQUIRED(cs_wallet); @@ -1194,9 +1188,6 @@ public: */ void LearnAllRelatedScripts(const CPubKey& key); - /** Whether a given output is spendable by this wallet */ - bool OutputEligibleForSpending(const COutput& output, const CoinEligibilityFilter& eligibility_filter) const; - /** set a single wallet flag */ void SetWalletFlag(uint64_t flags); |