Merge bitcoin/bitcoin#24494: wallet: generate random change target for each tx for better privacy

9053f64fcbd26d87c26ae6b982d17756a6ea0896 [doc] release notes for random change target (glozow)
46f2fed6c5e0fa623bfeabf61ba4811d5cf8f47c [wallet] remove MIN_CHANGE (glozow)
a44236addd01cff4e4d751e0f379d399fbfc8eae [wallet] randomly generate change targets (glozow)
1e52e6bd0a8888efb4ed247d74ec7ca9dfc2e002 refactor coin selection for parameterizable change target (glozow)

Pull request description:

  Closes #24458 - the wallet always chooses 1 million sats as its change target, making it easier to fingerprint transactions created by the Core wallet. Instead of using a fixed value, choose one randomly each time (within a range). Using 50ksat (around $20) as the lower bound and `min(1 million sat, 2 * average payment value)` as the upper bound.
  RFC: If the payment is <25ksat, this doesn't work, so we're using the range (payment amount, 50ksat) instead.

ACKs for top commit:
  achow101:
    ACK 9053f64fcbd26d87c26ae6b982d17756a6ea0896
  Xekyo:
    reACK 9053f64fcbd26d87c26ae6b982d17756a6ea0896

Tree-SHA512: 45ce5d064697065549473347648e29935733f3deffc71a6ab995449431f60302d1f9911a0994dfdb960b48c48b5d8859f168b396ff2a62db67d535a7db041d35

6 files changed, 152 insertions, 91 deletions

diff --git a/src/bench/coin_selection.cpp b/src/bench/coin_selection.cpp
index 16a8948f99..18a780646f 100644
--- a/src/bench/coin_selection.cpp
+++ b/src/bench/coin_selection.cpp
@@ -13,6 +13,7 @@
 
 using node::NodeContext;
 using wallet::AttemptSelection;
+using wallet::CHANGE_LOWER;
 using wallet::COutput;
 using wallet::CWallet;
 using wallet::CWalletTx;
@@ -66,6 +67,7 @@ static void CoinSelection(benchmark::Bench& bench)
         rand,
         /* change_output_size= */ 34,
         /* change_spend_size= */ 148,
+        /*min_change_target=*/ CHANGE_LOWER,
         /* effective_feerate= */ CFeeRate(0),
         /* long_term_feerate= */ CFeeRate(0),
         /* discard_feerate= */ CFeeRate(0),
diff --git a/src/qt/coincontroldialog.cpp b/src/qt/coincontroldialog.cpp
index 4ece886488..d3103492a4 100644
--- a/src/qt/coincontroldialog.cpp
+++ b/src/qt/coincontroldialog.cpp
@@ -33,7 +33,6 @@
 #include <QTreeWidget>
 
 using wallet::CCoinControl;
-using wallet::MIN_CHANGE;
 
 QList<CAmount> CoinControlDialog::payAmounts;
 bool CoinControlDialog::fSubtractFeeFromAmount = false;
@@ -486,11 +485,10 @@ void CoinControlDialog::updateLabels(CCoinControl& m_coin_control, WalletModel *
             if (!CoinControlDialog::fSubtractFeeFromAmount)
                 nChange -= nPayFee;
 
-            // Never create dust outputs; if we would, just add the dust to the fee.
-            if (nChange > 0 && nChange < MIN_CHANGE)
-            {
+            if (nChange > 0) {
                 // Assumes a p2pkh script size
                 CTxOut txout(nChange, CScript() << std::vector<unsigned char>(24, 0));
+                // Never create dust outputs; if we would, just add the dust to the fee.
                 if (IsDust(txout, model->node().getDustRelayFee()))
                 {
                     nPayFee += nChange;
diff --git a/src/wallet/coinselection.cpp b/src/wallet/coinselection.cpp
index 38c5939232..433759e086 100644
--- a/src/wallet/coinselection.cpp
+++ b/src/wallet/coinselection.cpp
@@ -187,11 +187,24 @@ std::optional<SelectionResult> SelectCoinsSRD(const std::vector<OutputGroup>& ut
     return std::nullopt;
 }
 
-static void ApproximateBestSubset(FastRandomContext& insecure_rand, const std::vector<OutputGroup>& groups, const CAmount& nTotalLower, const CAmount& nTargetValue,
+/** Find a subset of the OutputGroups that is at least as large as, but as close as possible to, the
+ * target amount; solve subset sum.
+ * param@[in]   groups          OutputGroups to choose from, sorted by value in descending order.
+ * param@[in]   nTotalLower     Total (effective) value of the UTXOs in groups.
+ * param@[in]   nTargetValue    Subset sum target, not including change.
+ * param@[out]  vfBest          Boolean vector representing the subset chosen that is closest to
+ *                              nTargetValue, with indices corresponding to groups. If the ith
+ *                              entry is true, that means the ith group in groups was selected.
+ * param@[out]  nBest           Total amount of subset chosen that is closest to nTargetValue.
+ * param@[in]   iterations      Maximum number of tries.
+ */
+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;
 
+    // Worst case "best" approximation is just all of the groups.
     vfBest.assign(groups.size(), true);
     nBest = nTotalLower;
 
@@ -217,6 +230,8 @@ static void ApproximateBestSubset(FastRandomContext& insecure_rand, const std::v
                     if (nTotal >= nTargetValue)
                     {
                         fReachedTarget = true;
+                        // If the total is between nTargetValue and nBest, it's our new best
+                        // approximation.
                         if (nTotal < nBest)
                         {
                             nBest = nTotal;
@@ -231,12 +246,15 @@ static void ApproximateBestSubset(FastRandomContext& insecure_rand, const std::v
     }
 }
 
-std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, const CAmount& nTargetValue, FastRandomContext& rng)
+std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, const CAmount& nTargetValue,
+                                              CAmount change_target, FastRandomContext& rng)
 {
     SelectionResult result(nTargetValue);
 
     // List of values less than target
     std::optional<OutputGroup> lowest_larger;
+    // Groups with selection amount smaller than the target and any change we might produce.
+    // Don't include groups larger than this, because they will only cause us to overshoot.
     std::vector<OutputGroup> applicable_groups;
     CAmount nTotalLower = 0;
 
@@ -246,7 +264,7 @@ std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups,
         if (group.GetSelectionAmount() == nTargetValue) {
             result.AddInput(group);
             return result;
-        } else if (group.GetSelectionAmount() < nTargetValue + MIN_CHANGE) {
+        } else if (group.GetSelectionAmount() < nTargetValue + change_target) {
             applicable_groups.push_back(group);
             nTotalLower += group.GetSelectionAmount();
         } else if (!lowest_larger || group.GetSelectionAmount() < lowest_larger->GetSelectionAmount()) {
@@ -273,14 +291,14 @@ std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups,
     CAmount nBest;
 
     ApproximateBestSubset(rng, applicable_groups, nTotalLower, nTargetValue, vfBest, nBest);
-    if (nBest != nTargetValue && nTotalLower >= nTargetValue + MIN_CHANGE) {
-        ApproximateBestSubset(rng, applicable_groups, nTotalLower, nTargetValue + MIN_CHANGE, vfBest, nBest);
+    if (nBest != nTargetValue && nTotalLower >= nTargetValue + change_target) {
+        ApproximateBestSubset(rng, applicable_groups, nTotalLower, nTargetValue + change_target, 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 (lowest_larger &&
-        ((nBest != nTargetValue && nBest < nTargetValue + MIN_CHANGE) || lowest_larger->GetSelectionAmount() <= nBest)) {
+        ((nBest != nTargetValue && nBest < nTargetValue + change_target) || lowest_larger->GetSelectionAmount() <= nBest)) {
         result.AddInput(*lowest_larger);
     } else {
         for (unsigned int i = 0; i < applicable_groups.size(); i++) {
@@ -380,6 +398,17 @@ CAmount GetSelectionWaste(const std::set<COutput>& inputs, CAmount change_cost,
     return waste;
 }
 
+CAmount GenerateChangeTarget(CAmount payment_value, FastRandomContext& rng)
+{
+    if (payment_value <= CHANGE_LOWER / 2) {
+        return CHANGE_LOWER;
+    } else {
+        // random value between 50ksat and min (payment_value * 2, 1milsat)
+        const auto upper_bound = std::min(payment_value * 2, CHANGE_UPPER);
+        return rng.randrange(upper_bound - CHANGE_LOWER) + CHANGE_LOWER;
+    }
+}
+
 void SelectionResult::ComputeAndSetWaste(CAmount change_cost)
 {
     m_waste = GetSelectionWaste(m_selected_inputs, change_cost, m_target, m_use_effective);
diff --git a/src/wallet/coinselection.h b/src/wallet/coinselection.h
index da77b21626..784a91e827 100644
--- a/src/wallet/coinselection.h
+++ b/src/wallet/coinselection.h
@@ -13,10 +13,10 @@
 #include <optional>
 
 namespace wallet {
-//! target minimum change amount
-static constexpr CAmount MIN_CHANGE{COIN / 100};
-//! final minimum change amount after paying for fees
-static const CAmount MIN_FINAL_CHANGE = MIN_CHANGE/2;
+//! lower bound for randomly-chosen target change amount
+static constexpr CAmount CHANGE_LOWER{50000};
+//! upper bound for randomly-chosen target change amount
+static constexpr CAmount CHANGE_UPPER{1000000};
 
 /** A UTXO under consideration for use in funding a new transaction. */
 struct COutput {
@@ -93,8 +93,13 @@ struct CoinSelectionParams {
     size_t change_output_size = 0;
     /** Size of the input to spend a change output in virtual bytes. */
     size_t change_spend_size = 0;
+    /** Mininmum change to target in Knapsack solver: select coins to cover the payment and
+     * at least this value of change. */
+    CAmount m_min_change_target{0};
     /** Cost of creating the change output. */
     CAmount m_change_fee{0};
+    /** The pre-determined minimum value to target when funding a change output. */
+    CAmount m_change_target{0};
     /** Cost of creating the change output + cost of spending the change output in the future. */
     CAmount m_cost_of_change{0};
     /** The targeted feerate of the transaction being built. */
@@ -114,11 +119,13 @@ 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(FastRandomContext& rng_fast, size_t change_output_size, size_t change_spend_size, CFeeRate effective_feerate,
+    CoinSelectionParams(FastRandomContext& rng_fast, size_t change_output_size, size_t change_spend_size,
+                        CAmount min_change_target, 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_min_change_target(min_change_target),
           m_effective_feerate(effective_feerate),
           m_long_term_feerate(long_term_feerate),
           m_discard_feerate(discard_feerate),
@@ -217,6 +224,21 @@ struct OutputGroup
  */
 [[nodiscard]] CAmount GetSelectionWaste(const std::set<COutput>& inputs, CAmount change_cost, CAmount target, bool use_effective_value = true);
 
+
+/** Chooose 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.
+ * The random value is between 50ksat and min(2 * payment_value, 1milsat)
+ * When payment_value <= 25ksat, the value is just 50ksat.
+ *
+ * Making change amounts similar to the payment value may help disguise which output(s) are payments
+ * are which ones are change. Using double the payment value may increase the number of inputs
+ * needed (and thus be more expensive in fees), but breaks analysis techniques which assume the
+ * coins selected are just sufficient to cover the payment amount ("unnecessary input" heuristic).
+ *
+ * @param[in]   payment_value   Average payment value of the transaction output(s).
+ */
+[[nodiscard]] CAmount GenerateChangeTarget(CAmount payment_value, FastRandomContext& rng);
+
 struct SelectionResult
 {
 private:
@@ -266,7 +288,8 @@ std::optional<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_poo
 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, FastRandomContext& rng);
+std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, const CAmount& nTargetValue,
+                                              CAmount change_target, FastRandomContext& rng);
 } // namespace wallet
 
 #endif // BITCOIN_WALLET_COINSELECTION_H
diff --git a/src/wallet/spend.cpp b/src/wallet/spend.cpp
index 304a9f10ca..b2839f2afe 100644
--- a/src/wallet/spend.cpp
+++ b/src/wallet/spend.cpp
@@ -19,6 +19,8 @@
 #include <wallet/transaction.h>
 #include <wallet/wallet.h>
 
+#include <cmath>
+
 using interfaces::FoundBlock;
 
 namespace wallet {
@@ -389,14 +391,17 @@ 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, coin_selection_params.rng_fast)}) {
+    if (auto knapsack_result{KnapsackSolver(all_groups, nTargetValue + coin_selection_params.m_change_fee,
+                                            coin_selection_params.m_min_change_target, coin_selection_params.rng_fast)}) {
         knapsack_result->ComputeAndSetWaste(coin_selection_params.m_cost_of_change);
         results.push_back(*knapsack_result);
     }
 
-    // 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;
+    // Include change for SRD as we want to avoid making really small change if the selection just
+    // barely meets the target. Just use the lower bound change target instead of the randomly
+    // generated one, since SRD will result in a random change amount anyway; avoid making the
+    // target needlessly large.
+    const CAmount srd_target = nTargetValue + coin_selection_params.m_change_fee + CHANGE_LOWER;
     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);
@@ -680,6 +685,7 @@ static bool CreateTransactionInternal(
             coin_selection_params.m_subtract_fee_outputs = true;
         }
     }
+    coin_selection_params.m_change_target = GenerateChangeTarget(std::floor(recipients_sum / vecSend.size()), rng_fast);
 
     // Create change script that will be used if we need change
     CScript scriptChange;
diff --git a/src/wallet/test/coinselector_tests.cpp b/src/wallet/test/coinselector_tests.cpp
index 14bec8ca4c..87ce18c8c9 100644
--- a/src/wallet/test/coinselector_tests.cpp
+++ b/src/wallet/test/coinselector_tests.cpp
@@ -150,6 +150,7 @@ inline std::vector<OutputGroup>& KnapsackGroupOutputs(const std::vector<COutput>
         rand,
         /* change_output_size= */ 0,
         /* change_spend_size= */ 0,
+        /*min_change_target=*/ CENT,
         /* effective_feerate= */ CFeeRate(0),
         /* long_term_feerate= */ CFeeRate(0),
         /* discard_feerate= */ CFeeRate(0),
@@ -294,6 +295,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
         rand,
         /* change_output_size= */ 0,
         /* change_spend_size= */ 0,
+        /*min_change_target=*/ 0,
         /* effective_feerate= */ CFeeRate(3000),
         /* long_term_feerate= */ CFeeRate(1000),
         /* discard_feerate= */ CFeeRate(1000),
@@ -347,7 +349,7 @@ 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 temp1{[&rand](std::vector<OutputGroup>& g, const CAmount& v, CAmount c) { return KnapsackSolver(g, v, c, rand); }};
     const auto KnapsackSolver{temp1};
     std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), "", m_args, CreateMockWalletDatabase());
     wallet->LoadWallet();
@@ -363,25 +365,25 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
         coins.clear();
 
         // with an empty wallet we can't even pay one cent
-        BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 1 * CENT));
+        BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 1 * CENT, CENT));
 
         add_coin(coins, *wallet, 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(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 1 * CENT));
+        BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 1 * CENT, CENT));
 
         // but we can find a new 1 cent
-        const auto result1 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 1 * CENT);
+        const auto result1 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 1 * CENT, CENT);
         BOOST_CHECK(result1);
         BOOST_CHECK_EQUAL(result1->GetSelectedValue(), 1 * CENT);
 
         add_coin(coins, *wallet, 2*CENT);           // add a mature 2 cent coin
 
         // we can't make 3 cents of mature coins
-        BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 3 * CENT));
+        BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 3 * CENT, CENT));
 
         // we can make 3 cents of new coins
-        const auto result2 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 3 * CENT);
+        const auto result2 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 3 * CENT, CENT);
         BOOST_CHECK(result2);
         BOOST_CHECK_EQUAL(result2->GetSelectedValue(), 3 * CENT);
 
@@ -392,38 +394,38 @@ 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(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 38 * CENT));
+        BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 38 * CENT, CENT));
         // we can't even make 37 cents if we don't allow new coins even if they're from us
-        BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard_extra), 38 * CENT));
+        BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard_extra), 38 * CENT, CENT));
         // but we can make 37 cents if we accept new coins from ourself
-        const auto result3 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 37 * CENT);
+        const auto result3 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 37 * CENT, CENT);
         BOOST_CHECK(result3);
         BOOST_CHECK_EQUAL(result3->GetSelectedValue(), 37 * CENT);
         // and we can make 38 cents if we accept all new coins
-        const auto result4 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 38 * CENT);
+        const auto result4 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 38 * CENT, CENT);
         BOOST_CHECK(result4);
         BOOST_CHECK_EQUAL(result4->GetSelectedValue(), 38 * CENT);
 
         // try making 34 cents from 1,2,5,10,20 - we can't do it exactly
-        const auto result5 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 34 * CENT);
+        const auto result5 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 34 * CENT, CENT);
         BOOST_CHECK(result5);
         BOOST_CHECK_EQUAL(result5->GetSelectedValue(), 35 * CENT);       // but 35 cents is closest
         BOOST_CHECK_EQUAL(result5->GetInputSet().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
-        const auto result6 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 7 * CENT);
+        const auto result6 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 7 * CENT, CENT);
         BOOST_CHECK(result6);
         BOOST_CHECK_EQUAL(result6->GetSelectedValue(), 7 * CENT);
         BOOST_CHECK_EQUAL(result6->GetInputSet().size(), 2U);
 
         // when we try making 8 cents, the smaller coins (1,2,5) are exactly enough.
-        const auto result7 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 8 * CENT);
+        const auto result7 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 8 * CENT, CENT);
         BOOST_CHECK(result7);
         BOOST_CHECK(result7->GetSelectedValue() == 8 * CENT);
         BOOST_CHECK_EQUAL(result7->GetInputSet().size(), 3U);
 
         // when we try making 9 cents, no subset of smaller coins is enough, and we get the next bigger coin (10)
-        const auto result8 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 9 * CENT);
+        const auto result8 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 9 * CENT, CENT);
         BOOST_CHECK(result8);
         BOOST_CHECK_EQUAL(result8->GetSelectedValue(), 10 * CENT);
         BOOST_CHECK_EQUAL(result8->GetInputSet().size(), 1U);
@@ -438,12 +440,12 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
         add_coin(coins, *wallet, 30*CENT); // now we have 6+7+8+20+30 = 71 cents total
 
         // check that we have 71 and not 72
-        const auto result9 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 71 * CENT);
+        const auto result9 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 71 * CENT, CENT);
         BOOST_CHECK(result9);
-        BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 72 * CENT));
+        BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 72 * CENT, CENT));
 
         // 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
-        const auto result10 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 16 * CENT);
+        const auto result10 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 16 * CENT, CENT);
         BOOST_CHECK(result10);
         BOOST_CHECK_EQUAL(result10->GetSelectedValue(), 20 * CENT); // we should get 20 in one coin
         BOOST_CHECK_EQUAL(result10->GetInputSet().size(), 1U);
@@ -451,7 +453,7 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
         add_coin(coins, *wallet,  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
-        const auto result11 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 16 * CENT);
+        const auto result11 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 16 * CENT, CENT);
         BOOST_CHECK(result11);
         BOOST_CHECK_EQUAL(result11->GetSelectedValue(), 18 * CENT); // we should get 18 in 3 coins
         BOOST_CHECK_EQUAL(result11->GetInputSet().size(), 3U);
@@ -459,13 +461,13 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
         add_coin(coins, *wallet,  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
-        const auto result12 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 16 * CENT);
+        const auto result12 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 16 * CENT, CENT);
         BOOST_CHECK(result12);
         BOOST_CHECK_EQUAL(result12->GetSelectedValue(), 18 * CENT);  // we should get 18 in 1 coin
         BOOST_CHECK_EQUAL(result12->GetInputSet().size(), 1U); // because in the event of a tie, the biggest coin wins
 
         // now try making 11 cents.  we should get 5+6
-        const auto result13 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 11 * CENT);
+        const auto result13 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 11 * CENT, CENT);
         BOOST_CHECK(result13);
         BOOST_CHECK_EQUAL(result13->GetSelectedValue(), 11 * CENT);
         BOOST_CHECK_EQUAL(result13->GetInputSet().size(), 2U);
@@ -475,12 +477,12 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
         add_coin(coins, *wallet,  2*COIN);
         add_coin(coins, *wallet,  3*COIN);
         add_coin(coins, *wallet,  4*COIN); // now we have 5+6+7+8+18+20+30+100+200+300+400 = 1094 cents
-        const auto result14 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 95 * CENT);
+        const auto result14 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 95 * CENT, CENT);
         BOOST_CHECK(result14);
         BOOST_CHECK_EQUAL(result14->GetSelectedValue(), 1 * COIN);  // we should get 1 BTC in 1 coin
         BOOST_CHECK_EQUAL(result14->GetInputSet().size(), 1U);
 
-        const auto result15 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 195 * CENT);
+        const auto result15 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 195 * CENT, CENT);
         BOOST_CHECK(result15);
         BOOST_CHECK_EQUAL(result15->GetSelectedValue(), 2 * COIN);  // we should get 2 BTC in 1 coin
         BOOST_CHECK_EQUAL(result15->GetInputSet().size(), 1U);
@@ -488,34 +490,34 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
         // empty the wallet and start again, now with fractions of a cent, to test small change avoidance
 
         coins.clear();
-        add_coin(coins, *wallet, MIN_CHANGE * 1 / 10);
-        add_coin(coins, *wallet, MIN_CHANGE * 2 / 10);
-        add_coin(coins, *wallet, MIN_CHANGE * 3 / 10);
-        add_coin(coins, *wallet, MIN_CHANGE * 4 / 10);
-        add_coin(coins, *wallet, MIN_CHANGE * 5 / 10);
-
-        // 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
-        const auto result16 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), MIN_CHANGE);
+        add_coin(coins, *wallet, CENT * 1 / 10);
+        add_coin(coins, *wallet, CENT * 2 / 10);
+        add_coin(coins, *wallet, CENT * 3 / 10);
+        add_coin(coins, *wallet, CENT * 4 / 10);
+        add_coin(coins, *wallet, CENT * 5 / 10);
+
+        // try making 1 * CENT from the 1.5 * CENT
+        // we'll get change smaller than CENT whatever happens, so can expect CENT exactly
+        const auto result16 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), CENT, CENT);
         BOOST_CHECK(result16);
-        BOOST_CHECK_EQUAL(result16->GetSelectedValue(), MIN_CHANGE);
+        BOOST_CHECK_EQUAL(result16->GetSelectedValue(), CENT);
 
         // but if we add a bigger coin, small change is avoided
-        add_coin(coins, *wallet, 1111*MIN_CHANGE);
+        add_coin(coins, *wallet, 1111*CENT);
 
         // try making 1 from 0.1 + 0.2 + 0.3 + 0.4 + 0.5 + 1111 = 1112.5
-        const auto result17 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 1 * MIN_CHANGE);
+        const auto result17 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 1 * CENT, CENT);
         BOOST_CHECK(result17);
-        BOOST_CHECK_EQUAL(result17->GetSelectedValue(), 1 * MIN_CHANGE); // we should get the exact amount
+        BOOST_CHECK_EQUAL(result17->GetSelectedValue(), 1 * CENT); // we should get the exact amount
 
         // if we add more small coins:
-        add_coin(coins, *wallet, MIN_CHANGE * 6 / 10);
-        add_coin(coins, *wallet, MIN_CHANGE * 7 / 10);
+        add_coin(coins, *wallet, CENT * 6 / 10);
+        add_coin(coins, *wallet, CENT * 7 / 10);
 
-        // and try again to make 1.0 * MIN_CHANGE
-        const auto result18 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 1 * MIN_CHANGE);
+        // and try again to make 1.0 * CENT
+        const auto result18 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 1 * CENT, CENT);
         BOOST_CHECK(result18);
-        BOOST_CHECK_EQUAL(result18->GetSelectedValue(), 1 * MIN_CHANGE); // we should get the exact amount
+        BOOST_CHECK_EQUAL(result18->GetSelectedValue(), 1 * CENT); // we should get the exact amount
 
         // run the 'mtgox' test (see https://blockexplorer.com/tx/29a3efd3ef04f9153d47a990bd7b048a4b2d213daaa5fb8ed670fb85f13bdbcf)
         // they tried to consolidate 10 50k coins into one 500k coin, and ended up with 50k in change
@@ -523,52 +525,52 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
         for (int j = 0; j < 20; j++)
             add_coin(coins, *wallet, 50000 * COIN);
 
-        const auto result19 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 500000 * COIN);
+        const auto result19 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 500000 * COIN, CENT);
         BOOST_CHECK(result19);
         BOOST_CHECK_EQUAL(result19->GetSelectedValue(), 500000 * COIN); // we should get the exact amount
         BOOST_CHECK_EQUAL(result19->GetInputSet().size(), 10U); // in ten coins
 
-        // if there's not enough in the smaller coins to make at least 1 * MIN_CHANGE change (0.5+0.6+0.7 < 1.0+1.0),
+        // if there's not enough in the smaller coins to make at least 1 * CENT change (0.5+0.6+0.7 < 1.0+1.0),
         // we need to try finding an exact subset anyway
 
         // sometimes it will fail, and so we use the next biggest coin:
         coins.clear();
-        add_coin(coins, *wallet, MIN_CHANGE * 5 / 10);
-        add_coin(coins, *wallet, MIN_CHANGE * 6 / 10);
-        add_coin(coins, *wallet, MIN_CHANGE * 7 / 10);
-        add_coin(coins, *wallet, 1111 * MIN_CHANGE);
-        const auto result20 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 1 * MIN_CHANGE);
+        add_coin(coins, *wallet, CENT * 5 / 10);
+        add_coin(coins, *wallet, CENT * 6 / 10);
+        add_coin(coins, *wallet, CENT * 7 / 10);
+        add_coin(coins, *wallet, 1111 * CENT);
+        const auto result20 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 1 * CENT, CENT);
         BOOST_CHECK(result20);
-        BOOST_CHECK_EQUAL(result20->GetSelectedValue(), 1111 * MIN_CHANGE); // we get the bigger coin
+        BOOST_CHECK_EQUAL(result20->GetSelectedValue(), 1111 * CENT); // we get the bigger coin
         BOOST_CHECK_EQUAL(result20->GetInputSet().size(), 1U);
 
         // but sometimes it's possible, and we use an exact subset (0.4 + 0.6 = 1.0)
         coins.clear();
-        add_coin(coins, *wallet, MIN_CHANGE * 4 / 10);
-        add_coin(coins, *wallet, MIN_CHANGE * 6 / 10);
-        add_coin(coins, *wallet, MIN_CHANGE * 8 / 10);
-        add_coin(coins, *wallet, 1111 * MIN_CHANGE);
-        const auto result21 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), MIN_CHANGE);
+        add_coin(coins, *wallet, CENT * 4 / 10);
+        add_coin(coins, *wallet, CENT * 6 / 10);
+        add_coin(coins, *wallet, CENT * 8 / 10);
+        add_coin(coins, *wallet, 1111 * CENT);
+        const auto result21 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), CENT, CENT);
         BOOST_CHECK(result21);
-        BOOST_CHECK_EQUAL(result21->GetSelectedValue(), MIN_CHANGE);   // we should get the exact amount
+        BOOST_CHECK_EQUAL(result21->GetSelectedValue(), CENT);   // we should get the exact amount
         BOOST_CHECK_EQUAL(result21->GetInputSet().size(), 2U); // in two coins 0.4+0.6
 
         // test avoiding small change
         coins.clear();
-        add_coin(coins, *wallet, MIN_CHANGE * 5 / 100);
-        add_coin(coins, *wallet, MIN_CHANGE * 1);
-        add_coin(coins, *wallet, MIN_CHANGE * 100);
+        add_coin(coins, *wallet, CENT * 5 / 100);
+        add_coin(coins, *wallet, CENT * 1);
+        add_coin(coins, *wallet, CENT * 100);
 
         // trying to make 100.01 from these three coins
-        const auto result22 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), MIN_CHANGE * 10001 / 100);
+        const auto result22 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), CENT * 10001 / 100, CENT);
         BOOST_CHECK(result22);
-        BOOST_CHECK_EQUAL(result22->GetSelectedValue(), MIN_CHANGE * 10105 / 100); // we should get all coins
+        BOOST_CHECK_EQUAL(result22->GetSelectedValue(), CENT * 10105 / 100); // we should get all coins
         BOOST_CHECK_EQUAL(result22->GetInputSet().size(), 3U);
 
         // but if we try to make 99.9, we should take the bigger of the two small coins to avoid small change
-        const auto result23 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), MIN_CHANGE * 9990 / 100);
+        const auto result23 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), CENT * 9990 / 100, CENT);
         BOOST_CHECK(result23);
-        BOOST_CHECK_EQUAL(result23->GetSelectedValue(), 101 * MIN_CHANGE);
+        BOOST_CHECK_EQUAL(result23->GetSelectedValue(), 101 * CENT);
         BOOST_CHECK_EQUAL(result23->GetInputSet().size(), 2U);
     }
 
@@ -581,12 +583,12 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
 
         // We only create the wallet once to save time, but we still run the coin selection RUN_TESTS times.
         for (int i = 0; i < RUN_TESTS; i++) {
-            const auto result24 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 2000);
+            const auto result24 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 2000, CENT);
             BOOST_CHECK(result24);
 
-            if (amt - 2000 < MIN_CHANGE) {
+            if (amt - 2000 < CENT) {
                 // needs more than one input:
-                uint16_t returnSize = std::ceil((2000.0 + MIN_CHANGE)/amt);
+                uint16_t returnSize = std::ceil((2000.0 + CENT)/amt);
                 CAmount returnValue = amt * returnSize;
                 BOOST_CHECK_EQUAL(result24->GetSelectedValue(), returnValue);
                 BOOST_CHECK_EQUAL(result24->GetInputSet().size(), returnSize);
@@ -608,9 +610,9 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
         for (int i = 0; i < RUN_TESTS; i++) {
             // picking 50 from 100 coins doesn't depend on the shuffle,
             // but does depend on randomness in the stochastic approximation code
-            const auto result25 = KnapsackSolver(GroupCoins(coins), 50 * COIN);
+            const auto result25 = KnapsackSolver(GroupCoins(coins), 50 * COIN, CENT);
             BOOST_CHECK(result25);
-            const auto result26 = KnapsackSolver(GroupCoins(coins), 50 * COIN);
+            const auto result26 = KnapsackSolver(GroupCoins(coins), 50 * COIN, CENT);
             BOOST_CHECK(result26);
             BOOST_CHECK(!EqualResult(*result25, *result26));
 
@@ -621,9 +623,9 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
                 // When choosing 1 from 100 identical coins, 1% of the time, this test will choose the same coin twice
                 // which will cause it to fail.
                 // To avoid that issue, run the test RANDOM_REPEATS times and only complain if all of them fail
-                const auto result27 = KnapsackSolver(GroupCoins(coins), COIN);
+                const auto result27 = KnapsackSolver(GroupCoins(coins), COIN, CENT);
                 BOOST_CHECK(result27);
-                const auto result28 = KnapsackSolver(GroupCoins(coins), COIN);
+                const auto result28 = KnapsackSolver(GroupCoins(coins), COIN, CENT);
                 BOOST_CHECK(result28);
                 if (EqualResult(*result27, *result28))
                     fails++;
@@ -644,9 +646,9 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
             int fails = 0;
             for (int j = 0; j < RANDOM_REPEATS; j++)
             {
-                const auto result29 = KnapsackSolver(GroupCoins(coins), 90 * CENT);
+                const auto result29 = KnapsackSolver(GroupCoins(coins), 90 * CENT, CENT);
                 BOOST_CHECK(result29);
-                const auto result30 = KnapsackSolver(GroupCoins(coins), 90 * CENT);
+                const auto result30 = KnapsackSolver(GroupCoins(coins), 90 * CENT, CENT);
                 BOOST_CHECK(result30);
                 if (EqualResult(*result29, *result30))
                     fails++;
@@ -672,7 +674,7 @@ 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, rand);
+    const auto result = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 1003 * COIN, CENT, rand);
     BOOST_CHECK(result);
     BOOST_CHECK_EQUAL(result->GetSelectedValue(), 1003 * COIN);
     BOOST_CHECK_EQUAL(result->GetInputSet().size(), 2U);
@@ -717,6 +719,7 @@ BOOST_AUTO_TEST_CASE(SelectCoins_test)
             rand,
             /* change_output_size= */ 34,
             /* change_spend_size= */ 148,
+            /*min_change_target=*/ CENT,
             /* effective_feerate= */ CFeeRate(0),
             /* long_term_feerate= */ CFeeRate(0),
             /* discard_feerate= */ CFeeRate(0),