diff options
author | Andrew Chow <github@achow101.com> | 2023-07-19 17:13:27 -0400 |
---|---|---|
committer | Murch <murch@murch.one> | 2023-09-13 14:33:57 -0400 |
commit | 3e3e05241128f68cf12f73ee06ff997395643885 (patch) | |
tree | f05a7fcbddcb444897724c71b1c39aabf46d6599 /src/wallet | |
parent | c57889da6650715f3e1153b6104bbdae15fcac90 (diff) |
coinselection: Move GetSelectionWaste into SelectionResult
GetSelectionWaste will need to access more context within a selection
result, and so should be a private member function rather than a static
function. It's only use outside of SelectionResult was for tests which
have now been updated to just make a SelectionResult.
Co-authored-by: Murch <murch@murch.one>
Diffstat (limited to 'src/wallet')
-rw-r--r-- | src/wallet/coinselection.cpp | 10 | ||||
-rw-r--r-- | src/wallet/coinselection.h | 36 | ||||
-rw-r--r-- | src/wallet/test/coinselector_tests.cpp | 213 |
3 files changed, 143 insertions, 116 deletions
diff --git a/src/wallet/coinselection.cpp b/src/wallet/coinselection.cpp index d6b9b68e1f..63a5866a8e 100644 --- a/src/wallet/coinselection.cpp +++ b/src/wallet/coinselection.cpp @@ -449,15 +449,15 @@ void OutputGroupTypeMap::Push(const OutputGroup& group, OutputType type, bool in } } -CAmount GetSelectionWaste(const std::set<std::shared_ptr<COutput>>& inputs, CAmount change_cost, CAmount target, bool use_effective_value) +CAmount SelectionResult::GetSelectionWaste(CAmount change_cost, CAmount target, bool use_effective_value) { // This function should not be called with empty inputs as that would mean the selection failed - assert(!inputs.empty()); + assert(!m_selected_inputs.empty()); // Always consider the cost of spending an input now vs in the future. CAmount waste = 0; CAmount selected_effective_value = 0; - for (const auto& coin_ptr : inputs) { + for (const auto& coin_ptr : m_selected_inputs) { const COutput& coin = *coin_ptr; waste += coin.GetFee() - coin.long_term_fee; selected_effective_value += use_effective_value ? coin.GetEffectiveValue() : coin.txout.nValue; @@ -493,9 +493,9 @@ void SelectionResult::ComputeAndSetWaste(const CAmount min_viable_change, const const CAmount change = GetChange(min_viable_change, change_fee); if (change > 0) { - m_waste = GetSelectionWaste(m_selected_inputs, change_cost, m_target, m_use_effective); + m_waste = GetSelectionWaste(change_cost, m_target, m_use_effective); } else { - m_waste = GetSelectionWaste(m_selected_inputs, 0, m_target, m_use_effective); + m_waste = GetSelectionWaste(0, m_target, m_use_effective); } } diff --git a/src/wallet/coinselection.h b/src/wallet/coinselection.h index afd868fc89..fd75ad67a0 100644 --- a/src/wallet/coinselection.h +++ b/src/wallet/coinselection.h @@ -275,26 +275,6 @@ struct OutputGroupTypeMap typedef std::map<CoinEligibilityFilter, OutputGroupTypeMap> FilteredOutputGroups; -/** Compute the waste for this result given the cost of change - * and the opportunity cost of spending these inputs now vs in the future. - * If change exists, waste = change_cost + inputs * (effective_feerate - long_term_feerate) - * If no change, waste = excess + inputs * (effective_feerate - long_term_feerate) - * where excess = selected_effective_value - target - * change_cost = effective_feerate * change_output_size + long_term_feerate * change_spend_size - * - * Note this function is separate from SelectionResult for the tests. - * - * @param[in] inputs The selected inputs - * @param[in] change_cost The cost of creating change and spending it in the future. - * Only used if there is change, in which case it must be positive. - * Must be 0 if there is no change. - * @param[in] target The amount targeted by the coin selection algorithm. - * @param[in] use_effective_value Whether to use the input's effective value (when true) or the real value (when false). - * @return The waste - */ -[[nodiscard]] CAmount GetSelectionWaste(const std::set<std::shared_ptr<COutput>>& inputs, CAmount change_cost, CAmount target, bool use_effective_value = true); - - /** Choose a random change target for each transaction to make it harder to fingerprint the Core * wallet based on the change output values of transactions it creates. * Change target covers at least change fees and adds a random value on top of it. @@ -348,6 +328,22 @@ private: } } + /** Compute the waste for this result given the cost of change + * and the opportunity cost of spending these inputs now vs in the future. + * If change exists, waste = change_cost + inputs * (effective_feerate - long_term_feerate) + * If no change, waste = excess + inputs * (effective_feerate - long_term_feerate) + * where excess = selected_effective_value - target + * change_cost = effective_feerate * change_output_size + long_term_feerate * change_spend_size + * + * @param[in] change_cost The cost of creating change and spending it in the future. + * Only used if there is change, in which case it must be positive. + * Must be 0 if there is no change. + * @param[in] target The amount targeted by the coin selection algorithm. + * @param[in] use_effective_value Whether to use the input's effective value (when true) or the real value (when false). + * @return The waste + */ + [[nodiscard]] CAmount GetSelectionWaste(CAmount change_cost, CAmount target, bool use_effective_value = true); + public: explicit SelectionResult(const CAmount target, SelectionAlgorithm algo) : m_target(target), m_algo(algo) {} diff --git a/src/wallet/test/coinselector_tests.cpp b/src/wallet/test/coinselector_tests.cpp index c8283f453a..3964e9adde 100644 --- a/src/wallet/test/coinselector_tests.cpp +++ b/src/wallet/test/coinselector_tests.cpp @@ -58,15 +58,17 @@ static void add_coin(const CAmount& nValue, int nInput, SelectionResult& result) result.AddInput(group); } -static void add_coin(const CAmount& nValue, int nInput, CoinSet& set, CAmount fee = 0, CAmount long_term_fee = 0) +static void add_coin(const CAmount& nValue, int nInput, SelectionResult& result, CAmount fee, CAmount long_term_fee) { CMutableTransaction tx; tx.vout.resize(nInput + 1); tx.vout[nInput].nValue = nValue; tx.nLockTime = nextLockTime++; // so all transactions get different hashes - COutput coin(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, /*input_bytes=*/ 148, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false, fee); - coin.long_term_fee = long_term_fee; - set.insert(std::make_shared<COutput>(coin)); + std::shared_ptr<COutput> coin = std::make_shared<COutput>(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, /*input_bytes=*/ 148, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false, fee); + OutputGroup group; + group.Insert(coin, /*ancestors=*/ 0, /*descendants=*/ 0); + coin->long_term_fee = long_term_fee; // group.Insert() will modify long_term_fee, so we need to set it afterwards + result.AddInput(group); } static 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) @@ -827,7 +829,6 @@ BOOST_AUTO_TEST_CASE(SelectCoins_test) BOOST_AUTO_TEST_CASE(waste_test) { - CoinSet selection; const CAmount fee{100}; const CAmount change_cost{125}; const CAmount fee_diff{40}; @@ -835,92 +836,122 @@ BOOST_AUTO_TEST_CASE(waste_test) const CAmount target{2 * COIN}; const CAmount excess{in_amt - fee * 2 - target}; - // Waste with change is the change cost and difference between fee and long term fee - add_coin(1 * COIN, 1, selection, fee, fee - fee_diff); - add_coin(2 * COIN, 2, selection, fee, fee - fee_diff); - const CAmount waste1 = GetSelectionWaste(selection, change_cost, target); - BOOST_CHECK_EQUAL(fee_diff * 2 + change_cost, waste1); - selection.clear(); - - // Waste without change is the excess and difference between fee and long term fee - add_coin(1 * COIN, 1, selection, fee, fee - fee_diff); - add_coin(2 * COIN, 2, selection, fee, fee - fee_diff); - const CAmount waste_nochange1 = GetSelectionWaste(selection, 0, target); - BOOST_CHECK_EQUAL(fee_diff * 2 + excess, waste_nochange1); - selection.clear(); - - // Waste with change and fee == long term fee is just cost of change - add_coin(1 * COIN, 1, selection, fee, fee); - add_coin(2 * COIN, 2, selection, fee, fee); - BOOST_CHECK_EQUAL(change_cost, GetSelectionWaste(selection, change_cost, target)); - selection.clear(); - - // Waste without change and fee == long term fee is just the excess - add_coin(1 * COIN, 1, selection, fee, fee); - add_coin(2 * COIN, 2, selection, fee, fee); - BOOST_CHECK_EQUAL(excess, GetSelectionWaste(selection, 0, target)); - selection.clear(); - - // Waste will be greater when fee is greater, but long term fee is the same - add_coin(1 * COIN, 1, selection, fee * 2, fee - fee_diff); - add_coin(2 * COIN, 2, selection, fee * 2, fee - fee_diff); - const CAmount waste2 = GetSelectionWaste(selection, change_cost, target); - BOOST_CHECK_GT(waste2, waste1); - selection.clear(); - - // Waste with change is the change cost and difference between fee and long term fee - // With long term fee greater than fee, waste should be less than when long term fee is less than fee - add_coin(1 * COIN, 1, selection, fee, fee + fee_diff); - add_coin(2 * COIN, 2, selection, fee, fee + fee_diff); - const CAmount waste3 = GetSelectionWaste(selection, change_cost, target); - BOOST_CHECK_EQUAL(fee_diff * -2 + change_cost, waste3); - BOOST_CHECK_LT(waste3, waste1); - selection.clear(); - - // Waste without change is the excess and difference between fee and long term fee - // With long term fee greater than fee, waste should be less than when long term fee is less than fee - add_coin(1 * COIN, 1, selection, fee, fee + fee_diff); - add_coin(2 * COIN, 2, selection, fee, fee + fee_diff); - const CAmount waste_nochange2 = GetSelectionWaste(selection, 0, target); - BOOST_CHECK_EQUAL(fee_diff * -2 + excess, waste_nochange2); - BOOST_CHECK_LT(waste_nochange2, waste_nochange1); - selection.clear(); - - // No Waste when fee == long_term_fee, no change, and no excess - add_coin(1 * COIN, 1, selection, fee, fee); - add_coin(2 * COIN, 2, selection, fee, fee); - const CAmount exact_target{in_amt - fee * 2}; - BOOST_CHECK_EQUAL(0, GetSelectionWaste(selection, /*change_cost=*/0, exact_target)); - selection.clear(); - - // No Waste when (fee - long_term_fee) == (-cost_of_change), and no excess - const CAmount new_change_cost{fee_diff * 2}; - add_coin(1 * COIN, 1, selection, fee, fee + fee_diff); - add_coin(2 * COIN, 2, selection, fee, fee + fee_diff); - BOOST_CHECK_EQUAL(0, GetSelectionWaste(selection, new_change_cost, target)); - selection.clear(); - - // No Waste when (fee - long_term_fee) == (-excess), no change cost - const CAmount new_target{in_amt - fee * 2 - fee_diff * 2}; - add_coin(1 * COIN, 1, selection, fee, fee + fee_diff); - add_coin(2 * COIN, 2, selection, fee, fee + fee_diff); - BOOST_CHECK_EQUAL(0, GetSelectionWaste(selection, /*change_cost=*/ 0, new_target)); - selection.clear(); - - // Negative waste when the long term fee is greater than the current fee and the selected value == target - const CAmount exact_target1{3 * COIN - 2 * fee}; - const CAmount target_waste1{-2 * fee_diff}; // = (2 * fee) - (2 * (fee + fee_diff)) - add_coin(1 * COIN, 1, selection, fee, fee + fee_diff); - add_coin(2 * COIN, 2, selection, fee, fee + fee_diff); - BOOST_CHECK_EQUAL(target_waste1, GetSelectionWaste(selection, /*change_cost=*/ 0, exact_target1)); - selection.clear(); - - // Negative waste when the long term fee is greater than the current fee and change_cost < - (inputs * (fee - long_term_fee)) - const CAmount large_fee_diff{90}; - const CAmount target_waste2{-2 * large_fee_diff + change_cost}; // = (2 * fee) - (2 * (fee + large_fee_diff)) + change_cost - add_coin(1 * COIN, 1, selection, fee, fee + large_fee_diff); - add_coin(2 * COIN, 2, selection, fee, fee + large_fee_diff); - BOOST_CHECK_EQUAL(target_waste2, GetSelectionWaste(selection, change_cost, target)); + // The following tests that the waste is calculated correctly in various scenarios. + // ComputeAndSetWaste will first determine the size of the change output. We don't really + // care about the change and just want to use the variant that always includes the change_cost, + // so min_viable_change and change_fee are set to 0 to ensure that. + { + // Waste with change is the change cost and difference between fee and long term fee + SelectionResult selection1{target, SelectionAlgorithm::MANUAL}; + add_coin(1 * COIN, 1, selection1, fee, fee - fee_diff); + add_coin(2 * COIN, 2, selection1, fee, fee - fee_diff); + selection1.ComputeAndSetWaste(/*min_viable_change=*/0, change_cost, /*change_fee=*/0); + BOOST_CHECK_EQUAL(fee_diff * 2 + change_cost, selection1.GetWaste()); + + // Waste will be greater when fee is greater, but long term fee is the same + SelectionResult selection2{target, SelectionAlgorithm::MANUAL}; + add_coin(1 * COIN, 1, selection2, fee * 2, fee - fee_diff); + add_coin(2 * COIN, 2, selection2, fee * 2, fee - fee_diff); + selection2.ComputeAndSetWaste(/*min_viable_change=*/0, change_cost, /*change_fee=*/0); + BOOST_CHECK_GT(selection2.GetWaste(), selection1.GetWaste()); + + // Waste with change is the change cost and difference between fee and long term fee + // With long term fee greater than fee, waste should be less than when long term fee is less than fee + SelectionResult selection3{target, SelectionAlgorithm::MANUAL}; + add_coin(1 * COIN, 1, selection3, fee, fee + fee_diff); + add_coin(2 * COIN, 2, selection3, fee, fee + fee_diff); + selection3.ComputeAndSetWaste(/*min_viable_change=*/0, change_cost, /*change_fee=*/0); + BOOST_CHECK_EQUAL(fee_diff * -2 + change_cost, selection3.GetWaste()); + BOOST_CHECK_LT(selection3.GetWaste(), selection1.GetWaste()); + } + + { + // Waste without change is the excess and difference between fee and long term fee + SelectionResult selection_nochange1{target, SelectionAlgorithm::MANUAL}; + add_coin(1 * COIN, 1, selection_nochange1, fee, fee - fee_diff); + add_coin(2 * COIN, 2, selection_nochange1, fee, fee - fee_diff); + selection_nochange1.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0); + BOOST_CHECK_EQUAL(fee_diff * 2 + excess, selection_nochange1.GetWaste()); + + // Waste without change is the excess and difference between fee and long term fee + // With long term fee greater than fee, waste should be less than when long term fee is less than fee + SelectionResult selection_nochange2{target, SelectionAlgorithm::MANUAL}; + add_coin(1 * COIN, 1, selection_nochange2, fee, fee + fee_diff); + add_coin(2 * COIN, 2, selection_nochange2, fee, fee + fee_diff); + selection_nochange2.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0); + BOOST_CHECK_EQUAL(fee_diff * -2 + excess, selection_nochange2.GetWaste()); + BOOST_CHECK_LT(selection_nochange2.GetWaste(), selection_nochange1.GetWaste()); + } + + { + // Waste with change and fee == long term fee is just cost of change + SelectionResult selection{target, SelectionAlgorithm::MANUAL}; + add_coin(1 * COIN, 1, selection, fee, fee); + add_coin(2 * COIN, 2, selection, fee, fee); + selection.ComputeAndSetWaste(/*min_viable_change=*/0, change_cost, /*change_fee=*/0); + BOOST_CHECK_EQUAL(change_cost, selection.GetWaste()); + } + + { + // Waste without change and fee == long term fee is just the excess + SelectionResult selection{target, SelectionAlgorithm::MANUAL}; + add_coin(1 * COIN, 1, selection, fee, fee); + add_coin(2 * COIN, 2, selection, fee, fee); + selection.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0); + BOOST_CHECK_EQUAL(excess, selection.GetWaste()); + } + + { + // No Waste when fee == long_term_fee, no change, and no excess + const CAmount exact_target{in_amt - fee * 2}; + SelectionResult selection{exact_target, SelectionAlgorithm::MANUAL}; + add_coin(1 * COIN, 1, selection, fee, fee); + add_coin(2 * COIN, 2, selection, fee, fee); + selection.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0); + BOOST_CHECK_EQUAL(0, selection.GetWaste()); + } + + { + // No Waste when (fee - long_term_fee) == (-cost_of_change), and no excess + SelectionResult selection{target, SelectionAlgorithm::MANUAL}; + const CAmount new_change_cost{fee_diff * 2}; + add_coin(1 * COIN, 1, selection, fee, fee + fee_diff); + add_coin(2 * COIN, 2, selection, fee, fee + fee_diff); + selection.ComputeAndSetWaste(/*min_viable_change=*/0, new_change_cost, /*change_fee=*/0); + BOOST_CHECK_EQUAL(0, selection.GetWaste()); + } + + { + // No Waste when (fee - long_term_fee) == (-excess), no change cost + const CAmount new_target{in_amt - fee * 2 - fee_diff * 2}; + SelectionResult selection{new_target, SelectionAlgorithm::MANUAL}; + add_coin(1 * COIN, 1, selection, fee, fee + fee_diff); + add_coin(2 * COIN, 2, selection, fee, fee + fee_diff); + selection.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0); + BOOST_CHECK_EQUAL(0, selection.GetWaste()); + } + + { + // Negative waste when the long term fee is greater than the current fee and the selected value == target + const CAmount exact_target{3 * COIN - 2 * fee}; + SelectionResult selection{exact_target, SelectionAlgorithm::MANUAL}; + const CAmount target_waste1{-2 * fee_diff}; // = (2 * fee) - (2 * (fee + fee_diff)) + add_coin(1 * COIN, 1, selection, fee, fee + fee_diff); + add_coin(2 * COIN, 2, selection, fee, fee + fee_diff); + selection.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0); + BOOST_CHECK_EQUAL(target_waste1, selection.GetWaste()); + } + + { + // Negative waste when the long term fee is greater than the current fee and change_cost < - (inputs * (fee - long_term_fee)) + SelectionResult selection{target, SelectionAlgorithm::MANUAL}; + const CAmount large_fee_diff{90}; + const CAmount target_waste2{-2 * large_fee_diff + change_cost}; // = (2 * fee) - (2 * (fee + large_fee_diff)) + change_cost + add_coin(1 * COIN, 1, selection, fee, fee + large_fee_diff); + add_coin(2 * COIN, 2, selection, fee, fee + large_fee_diff); + selection.ComputeAndSetWaste(/*min_viable_change=*/0, change_cost, /*change_fee=*/0); + BOOST_CHECK_EQUAL(target_waste2, selection.GetWaste()); + } } BOOST_AUTO_TEST_CASE(effective_value_test) |