aboutsummaryrefslogtreecommitdiff
path: root/src
diff options
context:
space:
mode:
authorMarcoFalke <falke.marco@gmail.com>2022-03-14 15:22:42 +0100
committerMarcoFalke <falke.marco@gmail.com>2022-03-14 15:17:04 +0100
commitfa7deaa0464576a229b5a6ab13ad033c16d0dada (patch)
tree9bd5ff8033873f76291b69b2d21dfc16c3fe8ccd /src
parent77773b061cb13229a8afb46f6f3ab89fc70eabe3 (diff)
wallet: Pass FastRandomContext& to coin selection
Diffstat (limited to 'src')
-rw-r--r--src/bench/coin_selection.cpp15
-rw-r--r--src/wallet/coinselection.cpp16
-rw-r--r--src/wallet/coinselection.h34
-rw-r--r--src/wallet/spend.cpp8
-rw-r--r--src/wallet/test/coinselector_tests.cpp50
5 files changed, 78 insertions, 45 deletions
diff --git a/src/bench/coin_selection.cpp b/src/bench/coin_selection.cpp
index 609c592d20..a9f05f05ea 100644
--- a/src/bench/coin_selection.cpp
+++ b/src/bench/coin_selection.cpp
@@ -62,10 +62,17 @@ static void CoinSelection(benchmark::Bench& bench)
}
const CoinEligibilityFilter filter_standard(1, 6, 0);
- const CoinSelectionParams coin_selection_params(/* change_output_size= */ 34,
- /* change_spend_size= */ 148, /* effective_feerate= */ CFeeRate(0),
- /* long_term_feerate= */ CFeeRate(0), /* discard_feerate= */ CFeeRate(0),
- /* tx_noinputs_size= */ 0, /* avoid_partial= */ false);
+ FastRandomContext rand{};
+ const CoinSelectionParams coin_selection_params{
+ rand,
+ /* change_output_size= */ 34,
+ /* change_spend_size= */ 148,
+ /* effective_feerate= */ CFeeRate(0),
+ /* long_term_feerate= */ CFeeRate(0),
+ /* discard_feerate= */ CFeeRate(0),
+ /* tx_noinputs_size= */ 0,
+ /* avoid_partial= */ false,
+ };
bench.run([&] {
auto result = AttemptSelection(wallet, 1003 * COIN, filter_standard, coins, coin_selection_params);
assert(result);
diff --git a/src/wallet/coinselection.cpp b/src/wallet/coinselection.cpp
index 513572da45..928d25b02c 100644
--- a/src/wallet/coinselection.cpp
+++ b/src/wallet/coinselection.cpp
@@ -169,14 +169,14 @@ std::optional<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_poo
return result;
}
-std::optional<SelectionResult> SelectCoinsSRD(const std::vector<OutputGroup>& utxo_pool, CAmount target_value)
+std::optional<SelectionResult> SelectCoinsSRD(const std::vector<OutputGroup>& utxo_pool, CAmount target_value, FastRandomContext& rng)
{
SelectionResult result(target_value);
std::vector<size_t> indexes;
indexes.resize(utxo_pool.size());
std::iota(indexes.begin(), indexes.end(), 0);
- Shuffle(indexes.begin(), indexes.end(), FastRandomContext());
+ Shuffle(indexes.begin(), indexes.end(), rng);
CAmount selected_eff_value = 0;
for (const size_t i : indexes) {
@@ -191,7 +191,7 @@ std::optional<SelectionResult> SelectCoinsSRD(const std::vector<OutputGroup>& ut
return std::nullopt;
}
-static void ApproximateBestSubset(const std::vector<OutputGroup>& groups, const CAmount& nTotalLower, const CAmount& nTargetValue,
+static void ApproximateBestSubset(FastRandomContext& insecure_rand, const std::vector<OutputGroup>& groups, const CAmount& nTotalLower, const CAmount& nTargetValue,
std::vector<char>& vfBest, CAmount& nBest, int iterations = 1000)
{
std::vector<char> vfIncluded;
@@ -199,8 +199,6 @@ static void ApproximateBestSubset(const std::vector<OutputGroup>& groups, const
vfBest.assign(groups.size(), true);
nBest = nTotalLower;
- FastRandomContext insecure_rand;
-
for (int nRep = 0; nRep < iterations && nBest != nTargetValue; nRep++)
{
vfIncluded.assign(groups.size(), false);
@@ -237,7 +235,7 @@ static void ApproximateBestSubset(const std::vector<OutputGroup>& groups, const
}
}
-std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, const CAmount& nTargetValue)
+std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, const CAmount& nTargetValue, FastRandomContext& rng)
{
SelectionResult result(nTargetValue);
@@ -246,7 +244,7 @@ std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups,
std::vector<OutputGroup> applicable_groups;
CAmount nTotalLower = 0;
- Shuffle(groups.begin(), groups.end(), FastRandomContext());
+ Shuffle(groups.begin(), groups.end(), rng);
for (const OutputGroup& group : groups) {
if (group.GetSelectionAmount() == nTargetValue) {
@@ -278,9 +276,9 @@ std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups,
std::vector<char> vfBest;
CAmount nBest;
- ApproximateBestSubset(applicable_groups, nTotalLower, nTargetValue, vfBest, nBest);
+ ApproximateBestSubset(rng, applicable_groups, nTotalLower, nTargetValue, vfBest, nBest);
if (nBest != nTargetValue && nTotalLower >= nTargetValue + MIN_CHANGE) {
- ApproximateBestSubset(applicable_groups, nTotalLower, nTargetValue + MIN_CHANGE, vfBest, nBest);
+ ApproximateBestSubset(rng, 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,
diff --git a/src/wallet/coinselection.h b/src/wallet/coinselection.h
index 496a026999..a0941d32df 100644
--- a/src/wallet/coinselection.h
+++ b/src/wallet/coinselection.h
@@ -73,8 +73,9 @@ public:
};
/** Parameters for one iteration of Coin Selection. */
-struct CoinSelectionParams
-{
+struct CoinSelectionParams {
+ /** Randomness to use in the context of coin selection. */
+ FastRandomContext& rng_fast;
/** Size of a change output in bytes, determined by the output type. */
size_t change_output_size = 0;
/** Size of the input to spend a change output in virtual bytes. */
@@ -100,17 +101,20 @@ struct CoinSelectionParams
* reuse. Dust outputs are not eligible to be added to output groups and thus not considered. */
bool m_avoid_partial_spends = false;
- CoinSelectionParams(size_t change_output_size, size_t change_spend_size, CFeeRate effective_feerate,
- CFeeRate long_term_feerate, CFeeRate discard_feerate, size_t tx_noinputs_size, bool avoid_partial) :
- change_output_size(change_output_size),
- change_spend_size(change_spend_size),
- m_effective_feerate(effective_feerate),
- m_long_term_feerate(long_term_feerate),
- m_discard_feerate(discard_feerate),
- tx_noinputs_size(tx_noinputs_size),
- m_avoid_partial_spends(avoid_partial)
- {}
- CoinSelectionParams() {}
+ CoinSelectionParams(FastRandomContext& rng_fast, size_t change_output_size, size_t change_spend_size, CFeeRate effective_feerate,
+ CFeeRate long_term_feerate, CFeeRate discard_feerate, size_t tx_noinputs_size, bool avoid_partial)
+ : rng_fast{rng_fast},
+ change_output_size(change_output_size),
+ change_spend_size(change_spend_size),
+ m_effective_feerate(effective_feerate),
+ m_long_term_feerate(long_term_feerate),
+ m_discard_feerate(discard_feerate),
+ tx_noinputs_size(tx_noinputs_size),
+ m_avoid_partial_spends(avoid_partial)
+ {
+ }
+ CoinSelectionParams(FastRandomContext& rng_fast)
+ : rng_fast{rng_fast} {}
};
/** Parameters for filtering which OutputGroups we may use in coin selection.
@@ -246,10 +250,10 @@ std::optional<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_poo
* @param[in] target_value The target value to select for
* @returns If successful, a SelectionResult, otherwise, std::nullopt
*/
-std::optional<SelectionResult> SelectCoinsSRD(const std::vector<OutputGroup>& utxo_pool, CAmount target_value);
+std::optional<SelectionResult> SelectCoinsSRD(const std::vector<OutputGroup>& utxo_pool, CAmount target_value, FastRandomContext& rng);
// Original coin selection algorithm as a fallback
-std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, const CAmount& nTargetValue);
+std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, const CAmount& nTargetValue, FastRandomContext& rng);
} // namespace wallet
#endif // BITCOIN_WALLET_COINSELECTION_H
diff --git a/src/wallet/spend.cpp b/src/wallet/spend.cpp
index 9b1e7c0d22..931baeac90 100644
--- a/src/wallet/spend.cpp
+++ b/src/wallet/spend.cpp
@@ -386,7 +386,7 @@ std::optional<SelectionResult> AttemptSelection(const CWallet& wallet, const CAm
std::vector<OutputGroup> all_groups = GroupOutputs(wallet, coins, coin_selection_params, eligibility_filter, false /* positive_only */);
// While nTargetValue includes the transaction fees for non-input things, it does not include the fee for creating a change output.
// So we need to include that for KnapsackSolver as well, as we are expecting to create a change output.
- if (auto knapsack_result{KnapsackSolver(all_groups, nTargetValue + coin_selection_params.m_change_fee)}) {
+ if (auto knapsack_result{KnapsackSolver(all_groups, nTargetValue + coin_selection_params.m_change_fee, coin_selection_params.rng_fast)}) {
knapsack_result->ComputeAndSetWaste(coin_selection_params.m_cost_of_change);
results.push_back(*knapsack_result);
}
@@ -394,7 +394,7 @@ std::optional<SelectionResult> AttemptSelection(const CWallet& wallet, const CAm
// We include the minimum final change for SRD as we do want to avoid making really small change.
// KnapsackSolver does not need this because it includes MIN_CHANGE internally.
const CAmount srd_target = nTargetValue + coin_selection_params.m_change_fee + MIN_FINAL_CHANGE;
- if (auto srd_result{SelectCoinsSRD(positive_groups, srd_target)}) {
+ if (auto srd_result{SelectCoinsSRD(positive_groups, srd_target, coin_selection_params.rng_fast)}) {
srd_result->ComputeAndSetWaste(coin_selection_params.m_cost_of_change);
results.push_back(*srd_result);
}
@@ -501,7 +501,7 @@ std::optional<SelectionResult> SelectCoins(const CWallet& wallet, const std::vec
// Cases where we have 101+ outputs all pointing to the same destination may result in
// privacy leaks as they will potentially be deterministically sorted. We solve that by
// explicitly shuffling the outputs before processing
- Shuffle(vCoins.begin(), vCoins.end(), FastRandomContext());
+ Shuffle(vCoins.begin(), vCoins.end(), coin_selection_params.rng_fast);
}
// Coin Selection attempts to select inputs from a pool of eligible UTXOs to fund the
@@ -657,7 +657,7 @@ static bool CreateTransactionInternal(
FastRandomContext rng_fast;
CMutableTransaction txNew; // The resulting transaction that we make
- CoinSelectionParams coin_selection_params; // Parameters for coin selection, init with dummy
+ CoinSelectionParams coin_selection_params{rng_fast}; // Parameters for coin selection, init with dummy
coin_selection_params.m_avoid_partial_spends = coin_control.m_avoid_partial_spends;
// Set the long term feerate estimate to the wallet's consolidate feerate
diff --git a/src/wallet/test/coinselector_tests.cpp b/src/wallet/test/coinselector_tests.cpp
index b9f12158ca..f0c799b43e 100644
--- a/src/wallet/test/coinselector_tests.cpp
+++ b/src/wallet/test/coinselector_tests.cpp
@@ -164,10 +164,17 @@ inline std::vector<OutputGroup>& GroupCoins(const std::vector<COutput>& coins)
inline std::vector<OutputGroup>& KnapsackGroupOutputs(const std::vector<COutput>& coins, CWallet& wallet, const CoinEligibilityFilter& filter)
{
- CoinSelectionParams coin_selection_params(/* change_output_size= */ 0,
- /* change_spend_size= */ 0, /* effective_feerate= */ CFeeRate(0),
- /* long_term_feerate= */ CFeeRate(0), /* discard_feerate= */ CFeeRate(0),
- /* tx_noinputs_size= */ 0, /* avoid_partial= */ false);
+ FastRandomContext rand{};
+ CoinSelectionParams coin_selection_params{
+ rand,
+ /* change_output_size= */ 0,
+ /* change_spend_size= */ 0,
+ /* effective_feerate= */ CFeeRate(0),
+ /* long_term_feerate= */ CFeeRate(0),
+ /* discard_feerate= */ CFeeRate(0),
+ /* tx_noinputs_size= */ 0,
+ /* avoid_partial= */ false,
+ };
static std::vector<OutputGroup> static_groups;
static_groups = GroupOutputs(wallet, coins, coin_selection_params, filter, /*positive_only=*/false);
return static_groups;
@@ -176,6 +183,7 @@ inline std::vector<OutputGroup>& KnapsackGroupOutputs(const std::vector<COutput>
// Branch and bound coin selection tests
BOOST_AUTO_TEST_CASE(bnb_search_test)
{
+ FastRandomContext rand{};
// Setup
std::vector<CInputCoin> utxo_pool;
SelectionResult expected_result(CAmount(0));
@@ -301,10 +309,16 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
}
// Make sure that effective value is working in AttemptSelection when BnB is used
- CoinSelectionParams coin_selection_params_bnb(/* change_output_size= */ 0,
- /* change_spend_size= */ 0, /* effective_feerate= */ CFeeRate(3000),
- /* long_term_feerate= */ CFeeRate(1000), /* discard_feerate= */ CFeeRate(1000),
- /* tx_noinputs_size= */ 0, /* avoid_partial= */ false);
+ CoinSelectionParams coin_selection_params_bnb{
+ rand,
+ /* change_output_size= */ 0,
+ /* change_spend_size= */ 0,
+ /* effective_feerate= */ CFeeRate(3000),
+ /* long_term_feerate= */ CFeeRate(1000),
+ /* discard_feerate= */ CFeeRate(1000),
+ /* tx_noinputs_size= */ 0,
+ /* avoid_partial= */ false,
+ };
{
std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), "", m_args, CreateMockWalletDatabase());
wallet->LoadWallet();
@@ -351,6 +365,9 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
BOOST_AUTO_TEST_CASE(knapsack_solver_test)
{
+ FastRandomContext rand{};
+ const auto temp1{[&rand](std::vector<OutputGroup>& g, const CAmount& v) { return KnapsackSolver(g, v, rand); }};
+ const auto KnapsackSolver{temp1};
std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), "", m_args, CreateMockWalletDatabase());
wallet->LoadWallet();
LOCK(wallet->cs_wallet);
@@ -660,6 +677,7 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
BOOST_AUTO_TEST_CASE(ApproximateBestSubset)
{
+ FastRandomContext rand{};
std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), "", m_args, CreateMockWalletDatabase());
wallet->LoadWallet();
LOCK(wallet->cs_wallet);
@@ -673,7 +691,7 @@ BOOST_AUTO_TEST_CASE(ApproximateBestSubset)
add_coin(coins, *wallet, 1000 * COIN);
add_coin(coins, *wallet, 3 * COIN);
- const auto result = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 1003 * COIN);
+ const auto result = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 1003 * COIN, rand);
BOOST_CHECK(result);
BOOST_CHECK_EQUAL(result->GetSelectedValue(), 1003 * COIN);
BOOST_CHECK_EQUAL(result->GetInputSet().size(), 2U);
@@ -714,10 +732,16 @@ BOOST_AUTO_TEST_CASE(SelectCoins_test)
CAmount target = rand.randrange(balance - 1000) + 1000;
// Perform selection
- CoinSelectionParams cs_params(/* change_output_size= */ 34,
- /* change_spend_size= */ 148, /* effective_feerate= */ CFeeRate(0),
- /* long_term_feerate= */ CFeeRate(0), /* discard_feerate= */ CFeeRate(0),
- /* tx_noinputs_size= */ 0, /* avoid_partial= */ false);
+ CoinSelectionParams cs_params{
+ rand,
+ /* change_output_size= */ 34,
+ /* change_spend_size= */ 148,
+ /* effective_feerate= */ CFeeRate(0),
+ /* long_term_feerate= */ CFeeRate(0),
+ /* discard_feerate= */ CFeeRate(0),
+ /* tx_noinputs_size= */ 0,
+ /* avoid_partial= */ false,
+ };
CCoinControl cc;
const auto result = SelectCoins(*wallet, coins, target, cc, cs_params);
BOOST_CHECK(result);