diff options
| -rw-r--r-- | src/Makefile.am | 2 | ||||
| -rw-r--r-- | src/Makefile.test.include | 3 | ||||
| -rw-r--r-- | src/bench/coin_selection.cpp | 50 | ||||
| -rw-r--r-- | src/consensus/validation.h | 5 | ||||
| -rw-r--r-- | src/policy/policy.cpp | 5 | ||||
| -rw-r--r-- | src/policy/policy.h | 1 | ||||
| -rw-r--r-- | src/script/sign.cpp | 9 | ||||
| -rw-r--r-- | src/script/sign.h | 1 | ||||
| -rw-r--r-- | src/wallet/coinselection.cpp | 300 | ||||
| -rw-r--r-- | src/wallet/coinselection.h | 54 | ||||
| -rw-r--r-- | src/wallet/feebumper.cpp | 27 | ||||
| -rw-r--r-- | src/wallet/fees.cpp | 52 | ||||
| -rw-r--r-- | src/wallet/fees.h | 12 | ||||
| -rw-r--r-- | src/wallet/test/coinselector_tests.cpp | 561 | ||||
| -rw-r--r-- | src/wallet/test/wallet_tests.cpp | 337 | ||||
| -rw-r--r-- | src/wallet/wallet.cpp | 347 | ||||
| -rw-r--r-- | src/wallet/wallet.h | 124 |
17 files changed, 1264 insertions, 626 deletions
diff --git a/src/Makefile.am b/src/Makefile.am index 0a9370c85c..7c2fe56d9d 100644 --- a/src/Makefile.am +++ b/src/Makefile.am @@ -172,6 +172,7 @@ BITCOIN_CORE_H = \ wallet/wallet.h \ wallet/walletdb.h \ wallet/walletutil.h \ + wallet/coinselection.h \ warnings.h \ zmq/zmqabstractnotifier.h \ zmq/zmqconfig.h\ @@ -253,6 +254,7 @@ libbitcoin_wallet_a_SOURCES = \ wallet/wallet.cpp \ wallet/walletdb.cpp \ wallet/walletutil.cpp \ + wallet/coinselection.cpp \ $(BITCOIN_CORE_H) # crypto primitives library diff --git a/src/Makefile.test.include b/src/Makefile.test.include index 4ee9102519..4d0819ab79 100644 --- a/src/Makefile.test.include +++ b/src/Makefile.test.include @@ -94,7 +94,8 @@ BITCOIN_TESTS += \ wallet/test/wallet_test_fixture.h \ wallet/test/accounting_tests.cpp \ wallet/test/wallet_tests.cpp \ - wallet/test/crypto_tests.cpp + wallet/test/crypto_tests.cpp \ + wallet/test/coinselector_tests.cpp endif test_test_bitcoin_SOURCES = $(BITCOIN_TESTS) $(JSON_TEST_FILES) $(RAW_TEST_FILES) diff --git a/src/bench/coin_selection.cpp b/src/bench/coin_selection.cpp index 98965840c7..4b2a0e72fe 100644 --- a/src/bench/coin_selection.cpp +++ b/src/bench/coin_selection.cpp @@ -4,6 +4,7 @@ #include <bench/bench.h> #include <wallet/wallet.h> +#include <wallet/coinselection.h> #include <set> @@ -44,7 +45,11 @@ static void CoinSelection(benchmark::State& state) std::set<CInputCoin> setCoinsRet; CAmount nValueRet; - bool success = wallet.SelectCoinsMinConf(1003 * COIN, 1, 6, 0, vCoins, setCoinsRet, nValueRet); + bool bnb_used; + CoinEligibilityFilter filter_standard(1, 6, 0); + CoinSelectionParams coin_selection_params(false, 34, 148, CFeeRate(0), 0); + bool success = wallet.SelectCoinsMinConf(1003 * COIN, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used) + || wallet.SelectCoinsMinConf(1003 * COIN, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used); assert(success); assert(nValueRet == 1003 * COIN); assert(setCoinsRet.size() == 2); @@ -57,4 +62,47 @@ static void CoinSelection(benchmark::State& state) } } +typedef std::set<CInputCoin> CoinSet; + +// Copied from src/wallet/test/coinselector_tests.cpp +static void add_coin(const CAmount& nValue, int nInput, std::vector<CInputCoin>& set) +{ + CMutableTransaction tx; + tx.vout.resize(nInput + 1); + tx.vout[nInput].nValue = nValue; + set.emplace_back(MakeTransactionRef(tx), nInput); +} +// Copied from src/wallet/test/coinselector_tests.cpp +static CAmount make_hard_case(int utxos, std::vector<CInputCoin>& utxo_pool) +{ + utxo_pool.clear(); + CAmount target = 0; + for (int i = 0; i < utxos; ++i) { + target += (CAmount)1 << (utxos+i); + add_coin((CAmount)1 << (utxos+i), 2*i, utxo_pool); + add_coin(((CAmount)1 << (utxos+i)) + ((CAmount)1 << (utxos-1-i)), 2*i + 1, utxo_pool); + } + return target; +} + +static void BnBExhaustion(benchmark::State& state) +{ + // Setup + std::vector<CInputCoin> utxo_pool; + CoinSet selection; + CAmount value_ret = 0; + CAmount not_input_fees = 0; + + while (state.KeepRunning()) { + // Benchmark + CAmount target = make_hard_case(17, utxo_pool); + SelectCoinsBnB(utxo_pool, target, 0, selection, value_ret, not_input_fees); // Should exhaust + + // Cleanup + utxo_pool.clear(); + selection.clear(); + } +} + BENCHMARK(CoinSelection, 650); +BENCHMARK(BnBExhaustion, 650); diff --git a/src/consensus/validation.h b/src/consensus/validation.h index c2a343c155..757df518ae 100644 --- a/src/consensus/validation.h +++ b/src/consensus/validation.h @@ -101,5 +101,10 @@ static inline int64_t GetBlockWeight(const CBlock& block) { return ::GetSerializeSize(block, SER_NETWORK, PROTOCOL_VERSION | SERIALIZE_TRANSACTION_NO_WITNESS) * (WITNESS_SCALE_FACTOR - 1) + ::GetSerializeSize(block, SER_NETWORK, PROTOCOL_VERSION); } +static inline int64_t GetTransationInputWeight(const CTxIn& txin) +{ + // scriptWitness size is added here because witnesses and txins are split up in segwit serialization. + return ::GetSerializeSize(txin, SER_NETWORK, PROTOCOL_VERSION | SERIALIZE_TRANSACTION_NO_WITNESS) * (WITNESS_SCALE_FACTOR - 1) + ::GetSerializeSize(txin, SER_NETWORK, PROTOCOL_VERSION) + ::GetSerializeSize(txin.scriptWitness.stack, SER_NETWORK, PROTOCOL_VERSION); +} #endif // BITCOIN_CONSENSUS_VALIDATION_H diff --git a/src/policy/policy.cpp b/src/policy/policy.cpp index bff58932b4..41f967c985 100644 --- a/src/policy/policy.cpp +++ b/src/policy/policy.cpp @@ -258,3 +258,8 @@ int64_t GetVirtualTransactionSize(const CTransaction& tx, int64_t nSigOpCost) { return GetVirtualTransactionSize(GetTransactionWeight(tx), nSigOpCost); } + +int64_t GetVirtualTransactionInputSize(const CTxIn& txin, int64_t nSigOpCost) +{ + return GetVirtualTransactionSize(GetTransationInputWeight(txin), nSigOpCost); +} diff --git a/src/policy/policy.h b/src/policy/policy.h index 3d96406bbc..e4eda4b635 100644 --- a/src/policy/policy.h +++ b/src/policy/policy.h @@ -102,5 +102,6 @@ extern unsigned int nBytesPerSigOp; /** Compute the virtual transaction size (weight reinterpreted as bytes). */ int64_t GetVirtualTransactionSize(int64_t nWeight, int64_t nSigOpCost); int64_t GetVirtualTransactionSize(const CTransaction& tx, int64_t nSigOpCost = 0); +int64_t GetVirtualTransactionInputSize(const CTxIn& tx, int64_t nSigOpCost = 0); #endif // BITCOIN_POLICY_POLICY_H diff --git a/src/script/sign.cpp b/src/script/sign.cpp index aaba5e5926..baa712dc2d 100644 --- a/src/script/sign.cpp +++ b/src/script/sign.cpp @@ -194,11 +194,16 @@ SignatureData DataFromTransaction(const CMutableTransaction& tx, unsigned int nI return data; } +void UpdateInput(CTxIn& input, const SignatureData& data) +{ + input.scriptSig = data.scriptSig; + input.scriptWitness = data.scriptWitness; +} + void UpdateTransaction(CMutableTransaction& tx, unsigned int nIn, const SignatureData& data) { assert(tx.vin.size() > nIn); - tx.vin[nIn].scriptSig = data.scriptSig; - tx.vin[nIn].scriptWitness = data.scriptWitness; + UpdateInput(tx.vin[nIn], data); } bool SignSignature(const CKeyStore &keystore, const CScript& fromPubKey, CMutableTransaction& txTo, unsigned int nIn, const CAmount& amount, int nHashType) diff --git a/src/script/sign.h b/src/script/sign.h index 97c0014cd0..2c749521cd 100644 --- a/src/script/sign.h +++ b/src/script/sign.h @@ -80,6 +80,7 @@ SignatureData CombineSignatures(const CScript& scriptPubKey, const BaseSignature /** Extract signature data from a transaction, and insert it. */ SignatureData DataFromTransaction(const CMutableTransaction& tx, unsigned int nIn); void UpdateTransaction(CMutableTransaction& tx, unsigned int nIn, const SignatureData& data); +void UpdateInput(CTxIn& input, const SignatureData& data); /* Check whether we know how to sign for an output like this, assuming we * have all private keys. While this function does not need private keys, the passed diff --git a/src/wallet/coinselection.cpp b/src/wallet/coinselection.cpp new file mode 100644 index 0000000000..8596ad2adc --- /dev/null +++ b/src/wallet/coinselection.cpp @@ -0,0 +1,300 @@ +// Copyright (c) 2017 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/coinselection.h> +#include <util.h> +#include <utilmoneystr.h> + +// Descending order comparator +struct { + bool operator()(const CInputCoin& a, const CInputCoin& b) const + { + return a.effective_value > b.effective_value; + } +} descending; + +/* + * This is the Branch and Bound Coin Selection algorithm designed by Murch. It searches for an input + * set that can pay for the spending target and does not exceed the spending target by more than the + * cost of creating and spending a change output. The algorithm uses a depth-first search on a binary + * tree. In the binary tree, each node corresponds to the inclusion or the omission of a UTXO. UTXOs + * are sorted by their effective values and the trees is explored deterministically per the inclusion + * branch first. At each node, the algorithm checks whether the selection is within the target range. + * While the selection has not reached the target range, more UTXOs are included. When a selection's + * value exceeds the target range, the complete subtree deriving from this selection can be omitted. + * At that point, the last included UTXO is deselected and the corresponding omission branch explored + * instead. The search ends after the complete tree has been searched or after a limited number of tries. + * + * The search continues to search for better solutions after one solution has been found. The best + * solution is chosen by minimizing the waste metric. The waste metric is defined as the cost to + * spend the current inputs at the given fee rate minus the long term expected cost to spend the + * inputs, plus the amount the selection exceeds the spending target: + * + * waste = selectionTotal - target + inputs × (currentFeeRate - longTermFeeRate) + * + * The algorithm uses two additional optimizations. A lookahead keeps track of the total value of + * the unexplored UTXOs. A subtree is not explored if the lookahead indicates that the target range + * cannot be reached. Further, it is unnecessary to test equivalent combinations. This allows us + * to skip testing the inclusion of UTXOs that match the effective value and waste of an omitted + * predecessor. + * + * The Branch and Bound algorithm is described in detail in Murch's Master Thesis: + * https://murch.one/wp-content/uploads/2016/11/erhardt2016coinselection.pdf + * + * @param const std::vector<CInputCoin>& utxo_pool The set of UTXOs that we are choosing from. + * These UTXOs will be sorted in descending order by effective value and the CInputCoins' + * values are their effective values. + * @param const CAmount& target_value This is the value that we want to select. It is the lower + * bound of the range. + * @param const CAmount& cost_of_change This is the cost of creating and spending a change output. + * This plus target_value is the upper bound of the range. + * @param std::set<CInputCoin>& out_set -> This is an output parameter for the set of CInputCoins + * that have been selected. + * @param CAmount& value_ret -> This is an output parameter for the total value of the CInputCoins + * that were selected. + * @param CAmount not_input_fees -> The fees that need to be paid for the outputs and fixed size + * overhead (version, locktime, marker and flag) + */ + +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) +{ + out_set.clear(); + CAmount curr_value = 0; + + std::vector<bool> curr_selection; // select the utxo at this index + curr_selection.reserve(utxo_pool.size()); + CAmount actual_target = not_input_fees + target_value; + + // Calculate curr_available_value + CAmount curr_available_value = 0; + for (const CInputCoin& 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; + } + if (curr_available_value < actual_target) { + return false; + } + + // Sort the utxo_pool + std::sort(utxo_pool.begin(), utxo_pool.end(), descending); + + CAmount curr_waste = 0; + std::vector<bool> best_selection; + CAmount best_waste = MAX_MONEY; + + // Depth First search loop for choosing the UTXOs + for (size_t i = 0; i < TOTAL_TRIES; ++i) { + // Conditions for starting a backtrack + bool backtrack = false; + if (curr_value + curr_available_value < actual_target || // Cannot possibly reach target with the amount remaining in the curr_available_value. + curr_value > actual_target + cost_of_change || // Selected value is out of range, go back and try other branch + (curr_waste > best_waste && (utxo_pool.at(0).fee - utxo_pool.at(0).long_term_fee) > 0)) { // Don't select things which we know will be more wasteful if the waste is increasing + backtrack = true; + } else if (curr_value >= actual_target) { // Selected value is within range + curr_waste += (curr_value - actual_target); // This is the excess value which is added to the waste for the below comparison + // Adding another UTXO after this check could bring the waste down if the long term fee is higher than the current fee. + // However we are not going to explore that because this optimization for the waste is only done when we have hit our target + // value. Adding any more UTXOs will be just burning the UTXO; it will go entirely to fees. Thus we aren't going to + // explore any more UTXOs to avoid burning money like that. + if (curr_waste <= best_waste) { + best_selection = curr_selection; + best_selection.resize(utxo_pool.size()); + best_waste = curr_waste; + } + curr_waste -= (curr_value - actual_target); // Remove the excess value as we will be selecting different coins now + backtrack = true; + } + + // Backtracking, moving backwards + if (backtrack) { + // Walk backwards to find the last included UTXO that still needs to have its omission branch traversed. + while (!curr_selection.empty() && !curr_selection.back()) { + curr_selection.pop_back(); + curr_available_value += utxo_pool.at(curr_selection.size()).effective_value; + }; + + if (curr_selection.empty()) { // We have walked back to the first utxo and no branch is untraversed. All solutions searched + break; + } + + // Output was included on previous iterations, try excluding now. + curr_selection.back() = false; + CInputCoin& 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()); + + // Remove this utxo from the curr_available_value utxo amount + curr_available_value -= utxo.effective_value; + + // Avoid searching a branch if the previous UTXO has the same value and same waste and was excluded. Since the ratio of fee to + // long term fee is the same, we only need to check if one of those values match in order to know that the waste is the same. + if (!curr_selection.empty() && !curr_selection.back() && + utxo.effective_value == utxo_pool.at(curr_selection.size() - 1).effective_value && + utxo.fee == utxo_pool.at(curr_selection.size() - 1).fee) { + curr_selection.push_back(false); + } else { + // Inclusion branch first (Largest First Exploration) + curr_selection.push_back(true); + curr_value += utxo.effective_value; + curr_waste += utxo.fee - utxo.long_term_fee; + } + } + } + + // Check for solution + if (best_selection.empty()) { + return false; + } + + // Set output set + 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; + } + } + + return true; +} + +static void ApproximateBestSubset(const std::vector<CInputCoin>& vValue, const CAmount& nTotalLower, const CAmount& nTargetValue, + std::vector<char>& vfBest, CAmount& nBest, int iterations = 1000) +{ + std::vector<char> vfIncluded; + + vfBest.assign(vValue.size(), true); + nBest = nTotalLower; + + FastRandomContext insecure_rand; + + for (int nRep = 0; nRep < iterations && nBest != nTargetValue; nRep++) + { + vfIncluded.assign(vValue.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++) + { + //The solver here uses a randomized algorithm, + //the randomness serves no real security purpose but is just + //needed to prevent degenerate behavior and it is important + //that the rng is fast. We do not use a constant random sequence, + //because there may be some privacy improvement by making + //the selection random. + if (nPass == 0 ? insecure_rand.randbool() : !vfIncluded[i]) + { + nTotal += vValue[i].txout.nValue; + vfIncluded[i] = true; + if (nTotal >= nTargetValue) + { + fReachedTarget = true; + if (nTotal < nBest) + { + nBest = nTotal; + vfBest = vfIncluded; + } + nTotal -= vValue[i].txout.nValue; + vfIncluded[i] = false; + } + } + } + } + } +} + +bool KnapsackSolver(const CAmount& nTargetValue, std::vector<CInputCoin>& vCoins, std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet) +{ + setCoinsRet.clear(); + nValueRet = 0; + + // List of values less than target + boost::optional<CInputCoin> coinLowestLarger; + std::vector<CInputCoin> vValue; + CAmount nTotalLower = 0; + + random_shuffle(vCoins.begin(), vCoins.end(), GetRandInt); + + for (const CInputCoin &coin : vCoins) + { + if (coin.txout.nValue == nTargetValue) + { + setCoinsRet.insert(coin); + nValueRet += coin.txout.nValue; + 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; + } + } + + if (nTotalLower == nTargetValue) + { + for (const auto& input : vValue) + { + setCoinsRet.insert(input); + nValueRet += input.txout.nValue; + } + return true; + } + + if (nTotalLower < nTargetValue) + { + if (!coinLowestLarger) + return false; + setCoinsRet.insert(coinLowestLarger.get()); + nValueRet += coinLowestLarger->txout.nValue; + return true; + } + + // Solve subset sum by stochastic approximation + std::sort(vValue.begin(), vValue.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); + + // 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 (LogAcceptCategory(BCLog::SELECTCOINS)) { + LogPrint(BCLog::SELECTCOINS, "SelectCoins() best subset: "); + for (unsigned int i = 0; i < vValue.size(); i++) { + if (vfBest[i]) { + LogPrint(BCLog::SELECTCOINS, "%s ", FormatMoney(vValue[i].txout.nValue)); + } + } + LogPrint(BCLog::SELECTCOINS, "total %s\n", FormatMoney(nBest)); + } + } + + return true; +} diff --git a/src/wallet/coinselection.h b/src/wallet/coinselection.h new file mode 100644 index 0000000000..4d1a43bc17 --- /dev/null +++ b/src/wallet/coinselection.h @@ -0,0 +1,54 @@ +// Copyright (c) 2017 The Bitcoin Core developers +// Distributed under the MIT software license, see the accompanying +// file COPYING or http://www.opensource.org/licenses/mit-license.php. + +#ifndef BITCOIN_COINSELECTION_H +#define BITCOIN_COINSELECTION_H + +#include <amount.h> +#include <primitives/transaction.h> +#include <random.h> + +//! target minimum change amount +static const CAmount MIN_CHANGE = CENT; +//! final minimum change amount after paying for fees +static const CAmount MIN_FINAL_CHANGE = MIN_CHANGE/2; + +class CInputCoin { +public: + CInputCoin(const CTransactionRef& tx, unsigned int i) + { + if (!tx) + throw std::invalid_argument("tx should not be null"); + if (i >= tx->vout.size()) + throw std::out_of_range("The output index is out of range"); + + outpoint = COutPoint(tx->GetHash(), i); + txout = tx->vout[i]; + effective_value = txout.nValue; + } + + COutPoint outpoint; + CTxOut txout; + CAmount effective_value; + CAmount fee = 0; + CAmount long_term_fee = 0; + + bool operator<(const CInputCoin& rhs) const { + return outpoint < rhs.outpoint; + } + + bool operator!=(const CInputCoin& rhs) const { + return outpoint != rhs.outpoint; + } + + bool operator==(const CInputCoin& rhs) const { + return outpoint == rhs.outpoint; + } +}; + +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); + +// Original coin selection algorithm as a fallback +bool KnapsackSolver(const CAmount& nTargetValue, std::vector<CInputCoin>& vCoins, std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet); +#endif // BITCOIN_COINSELECTION_H diff --git a/src/wallet/feebumper.cpp b/src/wallet/feebumper.cpp index 0c6d782e38..82a5017de0 100644 --- a/src/wallet/feebumper.cpp +++ b/src/wallet/feebumper.cpp @@ -16,33 +16,6 @@ #include <util.h> #include <net.h> -// Calculate the size of the transaction assuming all signatures are max size -// Use DummySignatureCreator, which inserts 72 byte signatures everywhere. -// TODO: re-use this in CWallet::CreateTransaction (right now -// CreateTransaction uses the constructed dummy-signed tx to do a priority -// calculation, but we should be able to refactor after priority is removed). -// NOTE: this requires that all inputs must be in mapWallet (eg the tx should -// be IsAllFromMe). -static int64_t CalculateMaximumSignedTxSize(const CTransaction &tx, const CWallet *wallet) -{ - CMutableTransaction txNew(tx); - std::vector<CInputCoin> vCoins; - // Look up the inputs. We should have already checked that this transaction - // IsAllFromMe(ISMINE_SPENDABLE), so every input should already be in our - // wallet, with a valid index into the vout array. - for (auto& input : tx.vin) { - const auto mi = wallet->mapWallet.find(input.prevout.hash); - assert(mi != wallet->mapWallet.end() && input.prevout.n < mi->second.tx->vout.size()); - vCoins.emplace_back(CInputCoin(&(mi->second), input.prevout.n)); - } - if (!wallet->DummySignTx(txNew, vCoins)) { - // This should never happen, because IsAllFromMe(ISMINE_SPENDABLE) - // implies that we can sign for every input. - return -1; - } - return GetVirtualTransactionSize(txNew); -} - //! Check whether transaction has descendant in wallet or mempool, or has been //! mined, or conflicts with a mined transaction. Return a feebumper::Result. static feebumper::Result PreconditionChecks(const CWallet* wallet, const CWalletTx& wtx, std::vector<std::string>& errors) diff --git a/src/wallet/fees.cpp b/src/wallet/fees.cpp index 385fdc963a..03c32d3b97 100644 --- a/src/wallet/fees.cpp +++ b/src/wallet/fees.cpp @@ -21,6 +21,22 @@ CAmount GetRequiredFee(unsigned int nTxBytes) CAmount GetMinimumFee(unsigned int nTxBytes, const CCoinControl& coin_control, const CTxMemPool& pool, const CBlockPolicyEstimator& estimator, FeeCalculation *feeCalc) { + CAmount fee_needed = GetMinimumFeeRate(coin_control, pool, estimator, feeCalc).GetFee(nTxBytes); + // Always obey the maximum + if (fee_needed > maxTxFee) { + fee_needed = maxTxFee; + if (feeCalc) feeCalc->reason = FeeReason::MAXTXFEE; + } + return fee_needed; +} + +CFeeRate GetRequiredFeeRate() +{ + return std::max(CWallet::minTxFee, ::minRelayTxFee); +} + +CFeeRate GetMinimumFeeRate(const CCoinControl& coin_control, const CTxMemPool& pool, const CBlockPolicyEstimator& estimator, FeeCalculation *feeCalc) +{ /* User control of how to calculate fee uses the following parameter precedence: 1. coin_control.m_feerate 2. coin_control.m_confirm_target @@ -28,15 +44,15 @@ CAmount GetMinimumFee(unsigned int nTxBytes, const CCoinControl& coin_control, c 4. nTxConfirmTarget (user-set global variable) The first parameter that is set is used. */ - CAmount fee_needed; + CFeeRate feerate_needed ; if (coin_control.m_feerate) { // 1. - fee_needed = coin_control.m_feerate->GetFee(nTxBytes); + feerate_needed = *(coin_control.m_feerate); if (feeCalc) feeCalc->reason = FeeReason::PAYTXFEE; // Allow to override automatic min/max check over coin control instance - if (coin_control.fOverrideFeeRate) return fee_needed; + if (coin_control.fOverrideFeeRate) return feerate_needed; } else if (!coin_control.m_confirm_target && ::payTxFee != CFeeRate(0)) { // 3. TODO: remove magic value of 0 for global payTxFee - fee_needed = ::payTxFee.GetFee(nTxBytes); + feerate_needed = ::payTxFee; if (feeCalc) feeCalc->reason = FeeReason::PAYTXFEE; } else { // 2. or 4. @@ -48,38 +64,32 @@ CAmount GetMinimumFee(unsigned int nTxBytes, const CCoinControl& coin_control, c if (coin_control.m_fee_mode == FeeEstimateMode::CONSERVATIVE) conservative_estimate = true; else if (coin_control.m_fee_mode == FeeEstimateMode::ECONOMICAL) conservative_estimate = false; - fee_needed = estimator.estimateSmartFee(target, feeCalc, conservative_estimate).GetFee(nTxBytes); - if (fee_needed == 0) { + feerate_needed = estimator.estimateSmartFee(target, feeCalc, conservative_estimate); + if (feerate_needed == CFeeRate(0)) { // if we don't have enough data for estimateSmartFee, then use fallbackFee - fee_needed = CWallet::fallbackFee.GetFee(nTxBytes); + feerate_needed = CWallet::fallbackFee; if (feeCalc) feeCalc->reason = FeeReason::FALLBACK; // directly return if fallback fee is disabled (feerate 0 == disabled) - if (CWallet::fallbackFee.GetFee(1000) == 0) return fee_needed; + if (CWallet::fallbackFee == CFeeRate(0)) return feerate_needed; } // Obey mempool min fee when using smart fee estimation - CAmount min_mempool_fee = pool.GetMinFee(gArgs.GetArg("-maxmempool", DEFAULT_MAX_MEMPOOL_SIZE) * 1000000).GetFee(nTxBytes); - if (fee_needed < min_mempool_fee) { - fee_needed = min_mempool_fee; + CFeeRate min_mempool_feerate = pool.GetMinFee(gArgs.GetArg("-maxmempool", DEFAULT_MAX_MEMPOOL_SIZE) * 1000000); + if (feerate_needed < min_mempool_feerate) { + feerate_needed = min_mempool_feerate; if (feeCalc) feeCalc->reason = FeeReason::MEMPOOL_MIN; } } // prevent user from paying a fee below minRelayTxFee or minTxFee - CAmount required_fee = GetRequiredFee(nTxBytes); - if (required_fee > fee_needed) { - fee_needed = required_fee; + CFeeRate required_feerate = GetRequiredFeeRate(); + if (required_feerate > feerate_needed) { + feerate_needed = required_feerate; if (feeCalc) feeCalc->reason = FeeReason::REQUIRED; } - // But always obey the maximum - if (fee_needed > maxTxFee) { - fee_needed = maxTxFee; - if (feeCalc) feeCalc->reason = FeeReason::MAXTXFEE; - } - return fee_needed; + return feerate_needed; } - CFeeRate GetDiscardRate(const CBlockPolicyEstimator& estimator) { unsigned int highest_target = estimator.HighestTargetTracked(FeeEstimateHorizon::LONG_HALFLIFE); diff --git a/src/wallet/fees.h b/src/wallet/fees.h index 225aff08ad..a627af70b0 100644 --- a/src/wallet/fees.h +++ b/src/wallet/fees.h @@ -27,6 +27,18 @@ CAmount GetRequiredFee(unsigned int nTxBytes); CAmount GetMinimumFee(unsigned int nTxBytes, const CCoinControl& coin_control, const CTxMemPool& pool, const CBlockPolicyEstimator& estimator, FeeCalculation *feeCalc); /** + * Return the minimum required feerate taking into account the + * floating relay feerate and user set minimum transaction feerate + */ +CFeeRate GetRequiredFeeRate(); + +/** + * Estimate the minimum fee rate considering user set parameters + * and the required fee + */ +CFeeRate GetMinimumFeeRate(const CCoinControl& coin_control, const CTxMemPool& pool, const CBlockPolicyEstimator& estimator, FeeCalculation *feeCalc); + +/** * Return the maximum feerate for discarding change. */ CFeeRate GetDiscardRate(const CBlockPolicyEstimator& estimator); diff --git a/src/wallet/test/coinselector_tests.cpp b/src/wallet/test/coinselector_tests.cpp new file mode 100644 index 0000000000..f05c81cd4c --- /dev/null +++ b/src/wallet/test/coinselector_tests.cpp @@ -0,0 +1,561 @@ +// Copyright (c) 2017 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/wallet.h" +#include "wallet/coinselection.h" +#include "amount.h" +#include "primitives/transaction.h" +#include "random.h" +#include "test/test_bitcoin.h" +#include "wallet/test/wallet_test_fixture.h" + +#include <boost/test/unit_test.hpp> +#include <random> + +BOOST_FIXTURE_TEST_SUITE(coin_selection_tests, WalletTestingSetup) + +// how many times to run all the tests to have a chance to catch errors that only show up with particular random shuffles +#define RUN_TESTS 100 + +// some tests fail 1% of the time due to bad luck. +// we repeat those tests this many times and only complain if all iterations of the test fail +#define RANDOM_REPEATS 5 + +std::vector<std::unique_ptr<CWalletTx>> wtxn; + +typedef std::set<CInputCoin> CoinSet; + +static std::vector<COutput> vCoins; +static const CWallet testWallet("dummy", CWalletDBWrapper::CreateDummy()); +static CAmount balance = 0; + +CoinEligibilityFilter filter_standard(1, 6, 0); +CoinEligibilityFilter filter_confirmed(1, 1, 0); +CoinEligibilityFilter filter_standard_extra(6, 6, 0); +CoinSelectionParams coin_selection_params(false, 0, 0, CFeeRate(0), 0); + +static void add_coin(const CAmount& nValue, int nInput, std::vector<CInputCoin>& set) +{ + CMutableTransaction tx; + tx.vout.resize(nInput + 1); + tx.vout[nInput].nValue = nValue; + set.emplace_back(MakeTransactionRef(tx), nInput); +} + +static void add_coin(const CAmount& nValue, int nInput, CoinSet& set) +{ + CMutableTransaction tx; + tx.vout.resize(nInput + 1); + tx.vout[nInput].nValue = nValue; + set.emplace(MakeTransactionRef(tx), nInput); +} + +static void add_coin(const CAmount& nValue, int nAge = 6*24, bool fIsFromMe = false, int nInput=0) +{ + balance += nValue; + static int nextLockTime = 0; + CMutableTransaction tx; + tx.nLockTime = nextLockTime++; // so all transactions get different hashes + tx.vout.resize(nInput + 1); + tx.vout[nInput].nValue = nValue; + if (fIsFromMe) { + // IsFromMe() returns (GetDebit() > 0), and GetDebit() is 0 if vin.empty(), + // so stop vin being empty, and cache a non-zero Debit to fake out IsFromMe() + tx.vin.resize(1); + } + std::unique_ptr<CWalletTx> wtx(new CWalletTx(&testWallet, MakeTransactionRef(std::move(tx)))); + if (fIsFromMe) + { + wtx->fDebitCached = true; + wtx->nDebitCached = 1; + } + COutput output(wtx.get(), nInput, nAge, true /* spendable */, true /* solvable */, true /* safe */); + vCoins.push_back(output); + wtxn.emplace_back(std::move(wtx)); +} + +static void empty_wallet(void) +{ + vCoins.clear(); + wtxn.clear(); + balance = 0; +} + +static bool equal_sets(CoinSet a, CoinSet b) +{ + std::pair<CoinSet::iterator, CoinSet::iterator> ret = mismatch(a.begin(), a.end(), b.begin()); + return ret.first == a.end() && ret.second == b.end(); +} + +static CAmount make_hard_case(int utxos, std::vector<CInputCoin>& utxo_pool) +{ + utxo_pool.clear(); + CAmount target = 0; + for (int i = 0; i < utxos; ++i) { + target += (CAmount)1 << (utxos+i); + add_coin((CAmount)1 << (utxos+i), 2*i, utxo_pool); + add_coin(((CAmount)1 << (utxos+i)) + ((CAmount)1 << (utxos-1-i)), 2*i + 1, utxo_pool); + } + return target; +} + +// Branch and bound coin selection tests +BOOST_AUTO_TEST_CASE(bnb_search_test) +{ + + LOCK(testWallet.cs_wallet); + + // Setup + std::vector<CInputCoin> utxo_pool; + CoinSet selection; + CoinSet actual_selection; + CAmount value_ret = 0; + CAmount not_input_fees = 0; + + ///////////////////////// + // Known Outcome tests // + ///////////////////////// + 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)); + selection.clear(); + + // Add utxos + add_coin(1 * CENT, 1, utxo_pool); + add_coin(2 * CENT, 2, utxo_pool); + add_coin(3 * CENT, 3, utxo_pool); + add_coin(4 * CENT, 4, utxo_pool); + + // 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(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(equal_sets(selection, actual_selection)); + actual_selection.clear(); + selection.clear(); + + // 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(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)); + actual_selection.clear(); + selection.clear(); + + // Select 10 Cent + add_coin(5 * CENT, 5, utxo_pool); + add_coin(4 * CENT, 4, actual_selection); + 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(equal_sets(selection, actual_selection)); + actual_selection.clear(); + selection.clear(); + + // Negative effective value + // Select 10 Cent but have 1 Cent not be possible because too small + 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)); + + // Select 0.25 Cent, not possible + BOOST_CHECK(!SelectCoinsBnB(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 + target = make_hard_case(14, utxo_pool); + BOOST_CHECK(SelectCoinsBnB(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); + add_coin(7 * CENT, 7, actual_selection); + add_coin(7 * CENT, 7, actual_selection); + add_coin(7 * CENT, 7, actual_selection); + add_coin(2 * CENT, 7, actual_selection); + add_coin(7 * CENT, 7, utxo_pool); + add_coin(7 * CENT, 7, utxo_pool); + add_coin(7 * CENT, 7, utxo_pool); + add_coin(7 * CENT, 7, utxo_pool); + add_coin(2 * CENT, 7, utxo_pool); + 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)); + + //////////////////// + // Behavior tests // + //////////////////// + // Select 1 Cent with pool of only greater than 5 Cent + utxo_pool.clear(); + for (int i = 5; i <= 20; ++i) { + add_coin(i * CENT, i, utxo_pool); + } + // 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)); + } + + // Make sure that effective value is working in SelectCoinsMinConf when BnB is used + CoinSelectionParams coin_selection_params_bnb(true, 0, 0, CFeeRate(3000), 0); + CoinSet setCoinsRet; + CAmount nValueRet; + bool bnb_used; + 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_AUTO_TEST_CASE(knapsack_solver_test) +{ + CoinSet setCoinsRet, setCoinsRet2; + CAmount nValueRet; + bool bnb_used; + + LOCK(testWallet.cs_wallet); + + // test multiple times to allow for differences in the shuffle order + for (int i = 0; i < RUN_TESTS; i++) + { + 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)); + + 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)); + + // 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_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)); + + // 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_EQUAL(nValueRet, 3 * CENT); + + add_coin(5*CENT); // add a mature 5 cent coin, + add_coin(10*CENT, 3, true); // a new 10 cent coin sent from one of our own addresses + add_coin(20*CENT); // and a mature 20 cent coin + + // 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)); + // 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)); + // 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_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_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_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_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(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_EQUAL(nValueRet, 10 * CENT); + BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U); + + // now clear out the wallet and start again to test choosing between subsets of smaller coins and the next biggest coin + empty_wallet(); + + add_coin( 6*CENT); + add_coin( 7*CENT); + add_coin( 8*CENT); + add_coin(20*CENT); + 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)); + + // 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_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_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_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_EQUAL(nValueRet, 11 * CENT); + BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U); + + // check that the smallest bigger coin is used + add_coin( 1*COIN); + 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_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_EQUAL(nValueRet, 2 * COIN); // we should get 2 BTC in 1 coin + BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U); + + // empty the wallet and start again, now with fractions of a cent, to test small change avoidance + + empty_wallet(); + add_coin(MIN_CHANGE * 1 / 10); + add_coin(MIN_CHANGE * 2 / 10); + add_coin(MIN_CHANGE * 3 / 10); + add_coin(MIN_CHANGE * 4 / 10); + add_coin(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 + BOOST_CHECK( testWallet.SelectCoinsMinConf(MIN_CHANGE, filter_confirmed, 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_EQUAL(nValueRet, 1 * MIN_CHANGE); // we should get the exact amount + + // if we add more small coins: + add_coin(MIN_CHANGE * 6 / 10); + 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_EQUAL(nValueRet, 1 * MIN_CHANGE); // we should get the exact amount + + // run the 'mtgox' test (see http://blockexplorer.com/tx/29a3efd3ef04f9153d47a990bd7b048a4b2d213daaa5fb8ed670fb85f13bdbcf) + // they tried to consolidate 10 50k coins into one 500k coin, and ended up with 50k in change + empty_wallet(); + 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_EQUAL(nValueRet, 500000 * COIN); // we should get the exact amount + BOOST_CHECK_EQUAL(setCoinsRet.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), + // we need to try finding an exact subset anyway + + // sometimes it will fail, and so we use the next biggest coin: + empty_wallet(); + add_coin(MIN_CHANGE * 5 / 10); + 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_EQUAL(nValueRet, 1111 * MIN_CHANGE); // we get the bigger coin + BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U); + + // but sometimes it's possible, and we use an exact subset (0.4 + 0.6 = 1.0) + empty_wallet(); + add_coin(MIN_CHANGE * 4 / 10); + 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_EQUAL(nValueRet, MIN_CHANGE); // we should get the exact amount + BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U); // in two coins 0.4+0.6 + + // test avoiding small change + empty_wallet(); + add_coin(MIN_CHANGE * 5 / 100); + add_coin(MIN_CHANGE * 1); + 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_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_EQUAL(nValueRet, 101 * MIN_CHANGE); + BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U); + + // test with many inputs + for (CAmount amt=1500; amt < COIN; amt*=10) { + empty_wallet(); + // 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)); + if (amt - 2000 < MIN_CHANGE) { + // needs more than one input: + uint16_t returnSize = std::ceil((2000.0 + MIN_CHANGE)/amt); + CAmount returnValue = amt * returnSize; + BOOST_CHECK_EQUAL(nValueRet, returnValue); + BOOST_CHECK_EQUAL(setCoinsRet.size(), returnSize); + } else { + // one input is sufficient: + BOOST_CHECK_EQUAL(nValueRet, amt); + BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U); + } + } + + // test randomness + { + empty_wallet(); + for (int i2 = 0; i2 < 100; i2++) + add_coin(COIN); + + // 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(!equal_sets(setCoinsRet, setCoinsRet2)); + + int fails = 0; + for (int j = 0; j < RANDOM_REPEATS; j++) + { + // 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)); + if (equal_sets(setCoinsRet, setCoinsRet2)) + fails++; + } + BOOST_CHECK_NE(fails, RANDOM_REPEATS); + + // add 75 cents in small change. not enough to make 90 cents, + // then try making 90 cents. there are multiple competing "smallest bigger" coins, + // one of which should be picked at random + add_coin(5 * CENT); + add_coin(10 * CENT); + add_coin(15 * CENT); + add_coin(20 * CENT); + add_coin(25 * CENT); + + fails = 0; + for (int j = 0; j < RANDOM_REPEATS; j++) + { + // 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)); + if (equal_sets(setCoinsRet, setCoinsRet2)) + fails++; + } + BOOST_CHECK_NE(fails, RANDOM_REPEATS); + } + } + empty_wallet(); +} + +BOOST_AUTO_TEST_CASE(ApproximateBestSubset) +{ + CoinSet setCoinsRet; + CAmount nValueRet; + bool bnb_used; + + LOCK(testWallet.cs_wallet); + + empty_wallet(); + + // Test vValue sort order + for (int i = 0; i < 1000; i++) + 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_EQUAL(nValueRet, 1003 * COIN); + BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U); + + empty_wallet(); +} + +// Tests that with the ideal conditions, the coin selector will always be able to find a solution that can pay the target value +BOOST_AUTO_TEST_CASE(SelectCoins_test) +{ + // Random generator stuff + std::default_random_engine generator; + std::exponential_distribution<double> distribution (100); + FastRandomContext rand; + + // Output stuff + CAmount out_value = 0; + CoinSet out_set; + CAmount target = 0; + bool bnb_used; + + // Run this test 100 times + for (int i = 0; i < 100; ++i) + { + // Reset + out_value = 0; + target = 0; + out_set.clear(); + empty_wallet(); + + // Make a wallet with 1000 exponentially distributed random inputs + for (int j = 0; j < 1000; ++j) + { + add_coin((CAmount)(distribution(generator)*10000000)); + } + + // Generate a random fee rate in the range of 100 - 400 + CFeeRate rate(rand.randrange(300) + 100); + + // Generate a random target value between 1000 and wallet balance + target = rand.randrange(balance - 1000) + 1000; + + // Perform selection + CoinSelectionParams coin_selection_params_knapsack(false, 34, 148, CFeeRate(0), 0); + CoinSelectionParams coin_selection_params_bnb(true, 34, 148, CFeeRate(0), 0); + 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_GE(out_value, target); + } +} + +BOOST_AUTO_TEST_SUITE_END() diff --git a/src/wallet/test/wallet_tests.cpp b/src/wallet/test/wallet_tests.cpp index 3373b51f2a..d6b0daf4fe 100644 --- a/src/wallet/test/wallet_tests.cpp +++ b/src/wallet/test/wallet_tests.cpp @@ -23,345 +23,8 @@ extern UniValue importmulti(const JSONRPCRequest& request); extern UniValue dumpwallet(const JSONRPCRequest& request); extern UniValue importwallet(const JSONRPCRequest& request); -// how many times to run all the tests to have a chance to catch errors that only show up with particular random shuffles -#define RUN_TESTS 100 - -// some tests fail 1% of the time due to bad luck. -// we repeat those tests this many times and only complain if all iterations of the test fail -#define RANDOM_REPEATS 5 - -std::vector<std::unique_ptr<CWalletTx>> wtxn; - -typedef std::set<CInputCoin> CoinSet; - BOOST_FIXTURE_TEST_SUITE(wallet_tests, WalletTestingSetup) -static const CWallet testWallet("dummy", CWalletDBWrapper::CreateDummy()); -static std::vector<COutput> vCoins; - -static void add_coin(const CAmount& nValue, int nAge = 6*24, bool fIsFromMe = false, int nInput=0) -{ - static int nextLockTime = 0; - CMutableTransaction tx; - tx.nLockTime = nextLockTime++; // so all transactions get different hashes - tx.vout.resize(nInput+1); - tx.vout[nInput].nValue = nValue; - if (fIsFromMe) { - // IsFromMe() returns (GetDebit() > 0), and GetDebit() is 0 if vin.empty(), - // so stop vin being empty, and cache a non-zero Debit to fake out IsFromMe() - tx.vin.resize(1); - } - std::unique_ptr<CWalletTx> wtx(new CWalletTx(&testWallet, MakeTransactionRef(std::move(tx)))); - if (fIsFromMe) - { - wtx->fDebitCached = true; - wtx->nDebitCached = 1; - } - COutput output(wtx.get(), nInput, nAge, true /* spendable */, true /* solvable */, true /* safe */); - vCoins.push_back(output); - wtxn.emplace_back(std::move(wtx)); -} - -static void empty_wallet(void) -{ - vCoins.clear(); - wtxn.clear(); -} - -static bool equal_sets(CoinSet a, CoinSet b) -{ - std::pair<CoinSet::iterator, CoinSet::iterator> ret = mismatch(a.begin(), a.end(), b.begin()); - return ret.first == a.end() && ret.second == b.end(); -} - -BOOST_AUTO_TEST_CASE(coin_selection_tests) -{ - CoinSet setCoinsRet, setCoinsRet2; - CAmount nValueRet; - - LOCK(testWallet.cs_wallet); - - // test multiple times to allow for differences in the shuffle order - for (int i = 0; i < RUN_TESTS; i++) - { - empty_wallet(); - - // with an empty wallet we can't even pay one cent - BOOST_CHECK(!testWallet.SelectCoinsMinConf( 1 * CENT, 1, 6, 0, vCoins, setCoinsRet, nValueRet)); - - 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, 1, 6, 0, vCoins, setCoinsRet, nValueRet)); - - // but we can find a new 1 cent - BOOST_CHECK( testWallet.SelectCoinsMinConf( 1 * CENT, 1, 1, 0, vCoins, setCoinsRet, nValueRet)); - 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, 1, 6, 0, vCoins, setCoinsRet, nValueRet)); - - // we can make 3 cents of new coins - BOOST_CHECK( testWallet.SelectCoinsMinConf( 3 * CENT, 1, 1, 0, vCoins, setCoinsRet, nValueRet)); - BOOST_CHECK_EQUAL(nValueRet, 3 * CENT); - - add_coin(5*CENT); // add a mature 5 cent coin, - add_coin(10*CENT, 3, true); // a new 10 cent coin sent from one of our own addresses - add_coin(20*CENT); // and a mature 20 cent coin - - // 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, 1, 6, 0, vCoins, setCoinsRet, nValueRet)); - // 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, 6, 6, 0, vCoins, setCoinsRet, nValueRet)); - // but we can make 37 cents if we accept new coins from ourself - BOOST_CHECK( testWallet.SelectCoinsMinConf(37 * CENT, 1, 6, 0, vCoins, setCoinsRet, nValueRet)); - BOOST_CHECK_EQUAL(nValueRet, 37 * CENT); - // and we can make 38 cents if we accept all new coins - BOOST_CHECK( testWallet.SelectCoinsMinConf(38 * CENT, 1, 1, 0, vCoins, setCoinsRet, nValueRet)); - 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, 1, 1, 0, vCoins, setCoinsRet, nValueRet)); - 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, 1, 1, 0, vCoins, setCoinsRet, nValueRet)); - 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, 1, 1, 0, vCoins, setCoinsRet, nValueRet)); - 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, 1, 1, 0, vCoins, setCoinsRet, nValueRet)); - BOOST_CHECK_EQUAL(nValueRet, 10 * CENT); - BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U); - - // now clear out the wallet and start again to test choosing between subsets of smaller coins and the next biggest coin - empty_wallet(); - - add_coin( 6*CENT); - add_coin( 7*CENT); - add_coin( 8*CENT); - add_coin(20*CENT); - 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, 1, 1, 0, vCoins, setCoinsRet, nValueRet)); - BOOST_CHECK(!testWallet.SelectCoinsMinConf(72 * CENT, 1, 1, 0, vCoins, setCoinsRet, nValueRet)); - - // 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, 1, 1, 0, vCoins, setCoinsRet, nValueRet)); - 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, 1, 1, 0, vCoins, setCoinsRet, nValueRet)); - 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, 1, 1, 0, vCoins, setCoinsRet, nValueRet)); - 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, 1, 1, 0, vCoins, setCoinsRet, nValueRet)); - BOOST_CHECK_EQUAL(nValueRet, 11 * CENT); - BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U); - - // check that the smallest bigger coin is used - add_coin( 1*COIN); - 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, 1, 1, 0, vCoins, setCoinsRet, nValueRet)); - 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, 1, 1, 0, vCoins, setCoinsRet, nValueRet)); - BOOST_CHECK_EQUAL(nValueRet, 2 * COIN); // we should get 2 BTC in 1 coin - BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U); - - // empty the wallet and start again, now with fractions of a cent, to test small change avoidance - - empty_wallet(); - add_coin(MIN_CHANGE * 1 / 10); - add_coin(MIN_CHANGE * 2 / 10); - add_coin(MIN_CHANGE * 3 / 10); - add_coin(MIN_CHANGE * 4 / 10); - add_coin(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 - BOOST_CHECK( testWallet.SelectCoinsMinConf(MIN_CHANGE, 1, 1, 0, vCoins, setCoinsRet, nValueRet)); - 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, 1, 1, 0, vCoins, setCoinsRet, nValueRet)); - BOOST_CHECK_EQUAL(nValueRet, 1 * MIN_CHANGE); // we should get the exact amount - - // if we add more small coins: - add_coin(MIN_CHANGE * 6 / 10); - add_coin(MIN_CHANGE * 7 / 10); - - // and try again to make 1.0 * MIN_CHANGE - BOOST_CHECK( testWallet.SelectCoinsMinConf(1 * MIN_CHANGE, 1, 1, 0, vCoins, setCoinsRet, nValueRet)); - BOOST_CHECK_EQUAL(nValueRet, 1 * MIN_CHANGE); // we should get the exact amount - - // run the 'mtgox' test (see http://blockexplorer.com/tx/29a3efd3ef04f9153d47a990bd7b048a4b2d213daaa5fb8ed670fb85f13bdbcf) - // they tried to consolidate 10 50k coins into one 500k coin, and ended up with 50k in change - empty_wallet(); - for (int j = 0; j < 20; j++) - add_coin(50000 * COIN); - - BOOST_CHECK( testWallet.SelectCoinsMinConf(500000 * COIN, 1, 1, 0, vCoins, setCoinsRet, nValueRet)); - BOOST_CHECK_EQUAL(nValueRet, 500000 * COIN); // we should get the exact amount - BOOST_CHECK_EQUAL(setCoinsRet.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), - // we need to try finding an exact subset anyway - - // sometimes it will fail, and so we use the next biggest coin: - empty_wallet(); - add_coin(MIN_CHANGE * 5 / 10); - add_coin(MIN_CHANGE * 6 / 10); - add_coin(MIN_CHANGE * 7 / 10); - add_coin(1111 * MIN_CHANGE); - BOOST_CHECK( testWallet.SelectCoinsMinConf(1 * MIN_CHANGE, 1, 1, 0, vCoins, setCoinsRet, nValueRet)); - BOOST_CHECK_EQUAL(nValueRet, 1111 * MIN_CHANGE); // we get the bigger coin - BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U); - - // but sometimes it's possible, and we use an exact subset (0.4 + 0.6 = 1.0) - empty_wallet(); - add_coin(MIN_CHANGE * 4 / 10); - add_coin(MIN_CHANGE * 6 / 10); - add_coin(MIN_CHANGE * 8 / 10); - add_coin(1111 * MIN_CHANGE); - BOOST_CHECK( testWallet.SelectCoinsMinConf(MIN_CHANGE, 1, 1, 0, vCoins, setCoinsRet, nValueRet)); - 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 - - // test avoiding small change - empty_wallet(); - add_coin(MIN_CHANGE * 5 / 100); - add_coin(MIN_CHANGE * 1); - add_coin(MIN_CHANGE * 100); - - // trying to make 100.01 from these three coins - BOOST_CHECK(testWallet.SelectCoinsMinConf(MIN_CHANGE * 10001 / 100, 1, 1, 0, vCoins, setCoinsRet, nValueRet)); - 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, 1, 1, 0, vCoins, setCoinsRet, nValueRet)); - BOOST_CHECK_EQUAL(nValueRet, 101 * MIN_CHANGE); - BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U); - - // test with many inputs - for (CAmount amt=1500; amt < COIN; amt*=10) { - empty_wallet(); - // 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, 1, 1, 0, vCoins, setCoinsRet, nValueRet)); - if (amt - 2000 < MIN_CHANGE) { - // needs more than one input: - uint16_t returnSize = std::ceil((2000.0 + MIN_CHANGE)/amt); - CAmount returnValue = amt * returnSize; - BOOST_CHECK_EQUAL(nValueRet, returnValue); - BOOST_CHECK_EQUAL(setCoinsRet.size(), returnSize); - } else { - // one input is sufficient: - BOOST_CHECK_EQUAL(nValueRet, amt); - BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U); - } - } - - // test randomness - { - empty_wallet(); - for (int i2 = 0; i2 < 100; i2++) - add_coin(COIN); - - // 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, 1, 6, 0, vCoins, setCoinsRet , nValueRet)); - BOOST_CHECK(testWallet.SelectCoinsMinConf(50 * COIN, 1, 6, 0, vCoins, setCoinsRet2, nValueRet)); - BOOST_CHECK(!equal_sets(setCoinsRet, setCoinsRet2)); - - int fails = 0; - for (int j = 0; j < RANDOM_REPEATS; j++) - { - // 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, 1, 6, 0, vCoins, setCoinsRet , nValueRet)); - BOOST_CHECK(testWallet.SelectCoinsMinConf(COIN, 1, 6, 0, vCoins, setCoinsRet2, nValueRet)); - if (equal_sets(setCoinsRet, setCoinsRet2)) - fails++; - } - BOOST_CHECK_NE(fails, RANDOM_REPEATS); - - // add 75 cents in small change. not enough to make 90 cents, - // then try making 90 cents. there are multiple competing "smallest bigger" coins, - // one of which should be picked at random - add_coin(5 * CENT); - add_coin(10 * CENT); - add_coin(15 * CENT); - add_coin(20 * CENT); - add_coin(25 * CENT); - - fails = 0; - for (int j = 0; j < RANDOM_REPEATS; j++) - { - // 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, 1, 6, 0, vCoins, setCoinsRet , nValueRet)); - BOOST_CHECK(testWallet.SelectCoinsMinConf(90*CENT, 1, 6, 0, vCoins, setCoinsRet2, nValueRet)); - if (equal_sets(setCoinsRet, setCoinsRet2)) - fails++; - } - BOOST_CHECK_NE(fails, RANDOM_REPEATS); - } - } - empty_wallet(); -} - -BOOST_AUTO_TEST_CASE(ApproximateBestSubset) -{ - CoinSet setCoinsRet; - CAmount nValueRet; - - LOCK(testWallet.cs_wallet); - - empty_wallet(); - - // Test vValue sort order - for (int i = 0; i < 1000; i++) - add_coin(1000 * COIN); - add_coin(3 * COIN); - - BOOST_CHECK(testWallet.SelectCoinsMinConf(1003 * COIN, 1, 6, 0, vCoins, setCoinsRet, nValueRet)); - BOOST_CHECK_EQUAL(nValueRet, 1003 * COIN); - BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U); - - empty_wallet(); -} - static void AddKey(CWallet& wallet, const CKey& key) { LOCK(wallet.cs_wallet); diff --git a/src/wallet/wallet.cpp b/src/wallet/wallet.cpp index f54405534a..bd5094085e 100644 --- a/src/wallet/wallet.cpp +++ b/src/wallet/wallet.cpp @@ -8,6 +8,7 @@ #include <checkpoints.h> #include <chain.h> #include <wallet/coincontrol.h> +#include <wallet/coinselection.h> #include <consensus/consensus.h> #include <consensus/validation.h> #include <fs.h> @@ -68,15 +69,6 @@ const uint256 CMerkleTx::ABANDON_HASH(uint256S("00000000000000000000000000000000 * @{ */ -struct CompareValueOnly -{ - bool operator()(const CInputCoin& t1, - const CInputCoin& t2) const - { - return t1.txout.nValue < t2.txout.nValue; - } -}; - std::string COutput::ToString() const { return strprintf("COutput(%s, %d, %d) [%s]", tx->GetHash().ToString(), i, nDepth, FormatMoney(tx->tx->vout[i].nValue)); @@ -1541,6 +1533,79 @@ int CWalletTx::GetRequestCount() const return nRequests; } +// Helper for producing a max-sized low-S signature (eg 72 bytes) +bool CWallet::DummySignInput(CTxIn &tx_in, const CTxOut &txout) const +{ + // Fill in dummy signatures for fee calculation. + const CScript& scriptPubKey = txout.scriptPubKey; + SignatureData sigdata; + + if (!ProduceSignature(DummySignatureCreator(this), scriptPubKey, sigdata)) + { + return false; + } else { + UpdateInput(tx_in, sigdata); + } + return true; +} + +// Helper for producing a bunch of max-sized low-S signatures (eg 72 bytes) +bool CWallet::DummySignTx(CMutableTransaction &txNew, const std::vector<CTxOut> &txouts) const +{ + // Fill in dummy signatures for fee calculation. + int nIn = 0; + for (const auto& txout : txouts) + { + if (!DummySignInput(txNew.vin[nIn], txout)) { + return false; + } + + nIn++; + } + return true; +} + +int64_t CalculateMaximumSignedTxSize(const CTransaction &tx, const CWallet *wallet) +{ + std::vector<CTxOut> txouts; + // Look up the inputs. We should have already checked that this transaction + // IsAllFromMe(ISMINE_SPENDABLE), so every input should already be in our + // wallet, with a valid index into the vout array, and the ability to sign. + for (auto& input : tx.vin) { + const auto mi = wallet->mapWallet.find(input.prevout.hash); + if (mi == wallet->mapWallet.end()) { + return -1; + } + assert(input.prevout.n < mi->second.tx->vout.size()); + txouts.emplace_back(mi->second.tx->vout[input.prevout.n]); + } + return CalculateMaximumSignedTxSize(tx, wallet, txouts); +} + +// txouts needs to be in the order of tx.vin +int64_t CalculateMaximumSignedTxSize(const CTransaction &tx, const CWallet *wallet, const std::vector<CTxOut>& txouts) +{ + CMutableTransaction txNew(tx); + if (!wallet->DummySignTx(txNew, txouts)) { + // This should never happen, because IsAllFromMe(ISMINE_SPENDABLE) + // implies that we can sign for every input. + return -1; + } + return GetVirtualTransactionSize(txNew); +} + +int CalculateMaximumSignedInputSize(const CTxOut& txout, const CWallet* wallet) +{ + CMutableTransaction txn; + txn.vin.push_back(CTxIn(COutPoint())); + if (!wallet->DummySignInput(txn.vin[0], txout)) { + // This should never happen, because IsAllFromMe(ISMINE_SPENDABLE) + // implies that we can sign for every input. + return -1; + } + return GetVirtualTransactionInputSize(txn.vin[0]); +} + void CWalletTx::GetAmounts(std::list<COutputEntry>& listReceived, std::list<COutputEntry>& listSent, CAmount& nFee, std::string& strSentAccount, const isminefilter& filter) const { @@ -2362,171 +2427,88 @@ const CTxOut& CWallet::FindNonChangeParentOutput(const CTransaction& tx, int out return ptx->vout[n]; } -static void ApproximateBestSubset(const std::vector<CInputCoin>& vValue, const CAmount& nTotalLower, const CAmount& nTargetValue, - std::vector<char>& vfBest, CAmount& nBest, int iterations = 1000) +bool CWallet::OutputEligibleForSpending(const COutput& output, const CoinEligibilityFilter& eligibilty_filter) const { - std::vector<char> vfIncluded; + if (!output.fSpendable) + return false; - vfBest.assign(vValue.size(), true); - nBest = nTotalLower; + if (output.nDepth < (output.tx->IsFromMe(ISMINE_ALL) ? eligibilty_filter.conf_mine : eligibilty_filter.conf_theirs)) + return false; - FastRandomContext insecure_rand; + if (!mempool.TransactionWithinChainLimit(output.tx->GetHash(), eligibilty_filter.max_ancestors)) + return false; - for (int nRep = 0; nRep < iterations && nBest != nTargetValue; nRep++) - { - vfIncluded.assign(vValue.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++) - { - //The solver here uses a randomized algorithm, - //the randomness serves no real security purpose but is just - //needed to prevent degenerate behavior and it is important - //that the rng is fast. We do not use a constant random sequence, - //because there may be some privacy improvement by making - //the selection random. - if (nPass == 0 ? insecure_rand.randbool() : !vfIncluded[i]) - { - nTotal += vValue[i].txout.nValue; - vfIncluded[i] = true; - if (nTotal >= nTargetValue) - { - fReachedTarget = true; - if (nTotal < nBest) - { - nBest = nTotal; - vfBest = vfIncluded; - } - nTotal -= vValue[i].txout.nValue; - vfIncluded[i] = false; - } - } - } - } - } + return true; } -bool CWallet::SelectCoinsMinConf(const CAmount& nTargetValue, const int nConfMine, const int nConfTheirs, const uint64_t nMaxAncestors, std::vector<COutput> vCoins, - std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet) const +bool CWallet::SelectCoinsMinConf(const CAmount& nTargetValue, const CoinEligibilityFilter& eligibilty_filter, std::vector<COutput> vCoins, + std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet, const CoinSelectionParams& coin_selection_params, bool& bnb_used) const { setCoinsRet.clear(); nValueRet = 0; - // List of values less than target - boost::optional<CInputCoin> coinLowestLarger; - std::vector<CInputCoin> vValue; - CAmount nTotalLower = 0; - - random_shuffle(vCoins.begin(), vCoins.end(), GetRandInt); + std::vector<CInputCoin> utxo_pool; + if (coin_selection_params.use_bnb) { - for (const COutput &output : vCoins) - { - if (!output.fSpendable) - continue; - - const CWalletTx *pcoin = output.tx; - - if (output.nDepth < (pcoin->IsFromMe(ISMINE_ALL) ? nConfMine : nConfTheirs)) - continue; - - if (!mempool.TransactionWithinChainLimit(pcoin->GetHash(), nMaxAncestors)) - continue; + // Get long term estimate + FeeCalculation feeCalc; + CCoinControl temp; + temp.m_confirm_target = 1008; + CFeeRate long_term_feerate = GetMinimumFeeRate(temp, ::mempool, ::feeEstimator, &feeCalc); - int i = output.i; - - CInputCoin coin = CInputCoin(pcoin, i); - - if (coin.txout.nValue == nTargetValue) - { - setCoinsRet.insert(coin); - nValueRet += coin.txout.nValue; - 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; - } - } + // Calculate cost of change + CAmount cost_of_change = GetDiscardRate(::feeEstimator).GetFee(coin_selection_params.change_spend_size) + coin_selection_params.effective_fee.GetFee(coin_selection_params.change_output_size); - if (nTotalLower == nTargetValue) - { - for (const auto& input : vValue) + // Filter by the min conf specs and add to utxo_pool and calculate effective value + for (const COutput &output : vCoins) { - setCoinsRet.insert(input); - nValueRet += input.txout.nValue; - } - return true; - } - - if (nTotalLower < nTargetValue) - { - if (!coinLowestLarger) - return false; - setCoinsRet.insert(coinLowestLarger.get()); - nValueRet += coinLowestLarger->txout.nValue; - return true; - } - - // Solve subset sum by stochastic approximation - std::sort(vValue.begin(), vValue.end(), CompareValueOnly()); - std::reverse(vValue.begin(), vValue.end()); - 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); + if (!OutputEligibleForSpending(output, eligibilty_filter)) + continue; - // 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; + 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); } + } + // 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); + bnb_used = true; + 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, eligibilty_filter)) + continue; - if (LogAcceptCategory(BCLog::SELECTCOINS)) { - LogPrint(BCLog::SELECTCOINS, "SelectCoins() best subset: "); - for (unsigned int i = 0; i < vValue.size(); i++) { - if (vfBest[i]) { - LogPrint(BCLog::SELECTCOINS, "%s ", FormatMoney(vValue[i].txout.nValue)); - } - } - LogPrint(BCLog::SELECTCOINS, "total %s\n", FormatMoney(nBest)); + CInputCoin coin = CInputCoin(output.tx->tx, output.i); + utxo_pool.push_back(coin); } + bnb_used = false; + return KnapsackSolver(nTargetValue, utxo_pool, setCoinsRet, nValueRet); } - - return true; } -bool CWallet::SelectCoins(const std::vector<COutput>& vAvailableCoins, const CAmount& nTargetValue, std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet, const CCoinControl* coinControl) const +bool CWallet::SelectCoins(const std::vector<COutput>& vAvailableCoins, const CAmount& nTargetValue, std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet, const CCoinControl& coin_control, const CoinSelectionParams& coin_selection_params, bool& bnb_used) const { std::vector<COutput> vCoins(vAvailableCoins); // coin control -> return all selected outputs (we want all selected to go into the transaction for sure) - if (coinControl && coinControl->HasSelected() && !coinControl->fAllowOtherInputs) + if (coin_control.HasSelected() && !coin_control.fAllowOtherInputs) { + // We didn't use BnB here, so set it to false. + bnb_used = false; + for (const COutput& out : vCoins) { if (!out.fSpendable) continue; nValueRet += out.tx->tx->vout[out.i].nValue; - setCoinsRet.insert(CInputCoin(out.tx, out.i)); + setCoinsRet.insert(CInputCoin(out.tx->tx, out.i)); } return (nValueRet >= nTargetValue); } @@ -2536,10 +2518,12 @@ bool CWallet::SelectCoins(const std::vector<COutput>& vAvailableCoins, const CAm CAmount nValueFromPresetInputs = 0; std::vector<COutPoint> vPresetInputs; - if (coinControl) - coinControl->ListSelected(vPresetInputs); + coin_control.ListSelected(vPresetInputs); for (const COutPoint& outpoint : vPresetInputs) { + // For now, don't use BnB if preset inputs are selected. TODO: Enable this later + bnb_used = false; + std::map<uint256, CWalletTx>::const_iterator it = mapWallet.find(outpoint.hash); if (it != mapWallet.end()) { @@ -2547,16 +2531,17 @@ bool CWallet::SelectCoins(const std::vector<COutput>& vAvailableCoins, const CAm // Clearly invalid input, fail if (pcoin->tx->vout.size() <= outpoint.n) return false; + // Just to calculate the marginal byte size nValueFromPresetInputs += pcoin->tx->vout[outpoint.n].nValue; - setPresetCoins.insert(CInputCoin(pcoin, outpoint.n)); + setPresetCoins.insert(CInputCoin(pcoin->tx, outpoint.n)); } else return false; // TODO: Allow non-wallet inputs } // remove preset inputs from vCoins - for (std::vector<COutput>::iterator it = vCoins.begin(); it != vCoins.end() && coinControl && coinControl->HasSelected();) + for (std::vector<COutput>::iterator it = vCoins.begin(); it != vCoins.end() && coin_control.HasSelected();) { - if (setPresetCoins.count(CInputCoin(it->tx, it->i))) + if (setPresetCoins.count(CInputCoin(it->tx->tx, it->i))) it = vCoins.erase(it); else ++it; @@ -2566,13 +2551,13 @@ bool CWallet::SelectCoins(const std::vector<COutput>& vAvailableCoins, const CAm bool fRejectLongChains = gArgs.GetBoolArg("-walletrejectlongchains", DEFAULT_WALLET_REJECT_LONG_CHAINS); bool res = nTargetValue <= nValueFromPresetInputs || - SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, 1, 6, 0, vCoins, setCoinsRet, nValueRet) || - SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, 1, 1, 0, vCoins, setCoinsRet, nValueRet) || - (bSpendZeroConfChange && SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, 0, 1, 2, vCoins, setCoinsRet, nValueRet)) || - (bSpendZeroConfChange && SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, 0, 1, std::min((size_t)4, nMaxChainLength/3), vCoins, setCoinsRet, nValueRet)) || - (bSpendZeroConfChange && SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, 0, 1, nMaxChainLength/2, vCoins, setCoinsRet, nValueRet)) || - (bSpendZeroConfChange && SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, 0, 1, nMaxChainLength, vCoins, setCoinsRet, nValueRet)) || - (bSpendZeroConfChange && !fRejectLongChains && SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, 0, 1, std::numeric_limits<uint64_t>::max(), vCoins, setCoinsRet, nValueRet)); + 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) || + (bSpendZeroConfChange && SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, CoinEligibilityFilter(0, 1, 2), vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)) || + (bSpendZeroConfChange && SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, CoinEligibilityFilter(0, 1, std::min((size_t)4, nMaxChainLength/3)), vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)) || + (bSpendZeroConfChange && SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, CoinEligibilityFilter(0, 1, nMaxChainLength/2), vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)) || + (bSpendZeroConfChange && SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, CoinEligibilityFilter(0, 1, nMaxChainLength), vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)) || + (bSpendZeroConfChange && !fRejectLongChains && SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, CoinEligibilityFilter(0, 1, std::numeric_limits<uint64_t>::max()), vCoins, 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()); @@ -2748,13 +2733,14 @@ bool CWallet::CreateTransaction(const std::vector<CRecipient>& vecSend, CTransac assert(txNew.nLockTime < LOCKTIME_THRESHOLD); FeeCalculation feeCalc; CAmount nFeeNeeded; - unsigned int nBytes; + int nBytes; { std::set<CInputCoin> setCoins; LOCK2(cs_main, cs_wallet); { std::vector<COutput> vAvailableCoins; AvailableCoins(vAvailableCoins, true, &coin_control); + CoinSelectionParams coin_selection_params; // Parameters for coin selection, init with dummy // Create change script that will be used if we need change // TODO: pass in scriptChange instead of reservekey so @@ -2788,12 +2774,20 @@ bool CWallet::CreateTransaction(const std::vector<CRecipient>& vecSend, CTransac scriptChange = GetScriptForDestination(GetDestinationForKey(vchPubKey, change_type)); } CTxOut change_prototype_txout(0, scriptChange); - size_t change_prototype_size = GetSerializeSize(change_prototype_txout, SER_DISK, 0); + coin_selection_params.change_output_size = GetSerializeSize(change_prototype_txout, SER_DISK, 0); CFeeRate discard_rate = GetDiscardRate(::feeEstimator); + + // Get the fee rate to use effective values in coin selection + CFeeRate nFeeRateNeeded = GetMinimumFeeRate(coin_control, ::mempool, ::feeEstimator, &feeCalc); + nFeeRet = 0; bool pick_new_inputs = true; CAmount nValueIn = 0; + + // BnB selector is the only selector used when this is true. + // That should only happen on the first pass through the loop. + coin_selection_params.use_bnb = nSubtractFeeFromAmount == 0; // If we are doing subtract fee from recipient, then don't use BnB // Start with no fee and loop until there is enough fee while (true) { @@ -2805,7 +2799,9 @@ bool CWallet::CreateTransaction(const std::vector<CRecipient>& vecSend, CTransac CAmount nValueToSelect = nValue; if (nSubtractFeeFromAmount == 0) nValueToSelect += nFeeRet; + // vouts to the payees + coin_selection_params.tx_noinputs_size = 11; // Static vsize overhead + outputs vsize. 4 nVersion, 4 nLocktime, 1 input count, 1 output count, 1 witness overhead (dummy, flag, stack size) for (const auto& recipient : vecSend) { CTxOut txout(recipient.nAmount, recipient.scriptPubKey); @@ -2821,6 +2817,8 @@ bool CWallet::CreateTransaction(const std::vector<CRecipient>& vecSend, CTransac txout.nValue -= nFeeRet % nSubtractFeeFromAmount; } } + // Include the fee cost for outputs. Note this is only used for BnB right now + coin_selection_params.tx_noinputs_size += ::GetSerializeSize(txout, SER_NETWORK, PROTOCOL_VERSION); if (IsDust(txout, ::dustRelayFee)) { @@ -2839,18 +2837,27 @@ bool CWallet::CreateTransaction(const std::vector<CRecipient>& vecSend, CTransac } // Choose coins to use + bool bnb_used; if (pick_new_inputs) { nValueIn = 0; setCoins.clear(); - if (!SelectCoins(vAvailableCoins, nValueToSelect, setCoins, nValueIn, &coin_control)) + coin_selection_params.change_spend_size = CalculateMaximumSignedInputSize(change_prototype_txout, this); + coin_selection_params.effective_fee = nFeeRateNeeded; + if (!SelectCoins(vAvailableCoins, nValueToSelect, setCoins, nValueIn, coin_control, coin_selection_params, bnb_used)) { - strFailReason = _("Insufficient funds"); - return false; + // If BnB was used, it was the first pass. No longer the first pass and continue loop with knapsack. + if (bnb_used) { + coin_selection_params.use_bnb = false; + continue; + } + else { + strFailReason = _("Insufficient funds"); + return false; + } } } const CAmount nChange = nValueIn - nValueToSelect; - if (nChange > 0) { // Fill a vout to ourself @@ -2858,7 +2865,8 @@ bool CWallet::CreateTransaction(const std::vector<CRecipient>& vecSend, CTransac // Never create dust outputs; if we would, just // add the dust to the fee. - if (IsDust(newTxOut, discard_rate)) + // The nChange when BnB is used is always going to go to fees. + if (IsDust(newTxOut, discard_rate) || bnb_used) { nChangePosInOut = -1; nFeeRet += nChange; @@ -2898,20 +2906,12 @@ bool CWallet::CreateTransaction(const std::vector<CRecipient>& vecSend, CTransac txNew.vin.push_back(CTxIn(coin.outpoint,CScript(), nSequence)); - // Fill in dummy signatures for fee calculation. - if (!DummySignTx(txNew, setCoins)) { + nBytes = CalculateMaximumSignedTxSize(txNew, this); + if (nBytes < 0) { strFailReason = _("Signing transaction failed"); return false; } - nBytes = GetVirtualTransactionSize(txNew); - - // Remove scriptSigs to eliminate the fee calculation dummy signatures - for (auto& vin : txNew.vin) { - vin.scriptSig = CScript(); - vin.scriptWitness.SetNull(); - } - nFeeNeeded = GetMinimumFee(nBytes, coin_control, ::mempool, ::feeEstimator, &feeCalc); if (feeCalc.reason == FeeReason::FALLBACK && !g_wallet_allow_fallback_fee) { // eventually allow a fallback fee @@ -2939,7 +2939,7 @@ bool CWallet::CreateTransaction(const std::vector<CRecipient>& vecSend, CTransac // (because of reduced tx size) and so we should add a // change output. Only try this once. if (nChangePosInOut == -1 && nSubtractFeeFromAmount == 0 && pick_new_inputs) { - unsigned int tx_size_with_change = nBytes + change_prototype_size + 2; // Add 2 as a buffer in case increasing # of outputs changes compact size + unsigned int tx_size_with_change = nBytes + coin_selection_params.change_output_size + 2; // Add 2 as a buffer in case increasing # of outputs changes compact size CAmount fee_needed_with_change = GetMinimumFee(tx_size_with_change, coin_control, ::mempool, ::feeEstimator, nullptr); CAmount minimum_value_for_change = GetDustThreshold(change_prototype_txout, discard_rate); if (nFeeRet >= fee_needed_with_change + minimum_value_for_change) { @@ -2987,6 +2987,7 @@ bool CWallet::CreateTransaction(const std::vector<CRecipient>& vecSend, CTransac // Include more fee and try again. nFeeRet = nFeeNeeded; + coin_selection_params.use_bnb = false; continue; } } diff --git a/src/wallet/wallet.h b/src/wallet/wallet.h index 61314f36d2..dc0e8d07d7 100644 --- a/src/wallet/wallet.h +++ b/src/wallet/wallet.h @@ -17,6 +17,7 @@ #include <script/sign.h> #include <util.h> #include <wallet/crypter.h> +#include <wallet/coinselection.h> #include <wallet/walletdb.h> #include <wallet/rpcwallet.h> @@ -53,10 +54,6 @@ static const CAmount DEFAULT_DISCARD_FEE = 10000; static const CAmount DEFAULT_TRANSACTION_MINFEE = 1000; //! minimum recommended increment for BIP 125 replacement txs static const CAmount WALLET_INCREMENTAL_RELAY_FEE = 5000; -//! target minimum change amount -static const CAmount MIN_CHANGE = CENT; -//! final minimum change amount after paying for fees -static const CAmount MIN_FINAL_CHANGE = MIN_CHANGE/2; //! Default for -spendzeroconfchange static const bool DEFAULT_SPEND_ZEROCONF_CHANGE = true; //! Default for -walletrejectlongchains @@ -269,6 +266,9 @@ public: bool IsCoinBase() const { return tx->IsCoinBase(); } }; +//Get the marginal bytes of spending the specified output +int CalculateMaximumSignedInputSize(const CTxOut& txout, const CWallet* pwallet); + /** * A transaction with a bunch of additional info that only the owner cares about. * It includes any unrecorded transactions needed to link it back to the block chain. @@ -451,6 +451,12 @@ public: CAmount GetAvailableWatchOnlyCredit(const bool fUseCache=true) const; CAmount GetChange() const; + // Get the marginal bytes if spending the specified output from this transaction + int GetSpendSize(unsigned int out) const + { + return CalculateMaximumSignedInputSize(tx->vout[out], pwallet); + } + void GetAmounts(std::list<COutputEntry>& listReceived, std::list<COutputEntry>& listSent, CAmount& nFee, std::string& strSentAccount, const isminefilter& filter) const; @@ -477,36 +483,6 @@ public: std::set<uint256> GetConflicts() const; }; - -class CInputCoin { -public: - CInputCoin(const CWalletTx* walletTx, unsigned int i) - { - if (!walletTx) - throw std::invalid_argument("walletTx should not be null"); - if (i >= walletTx->tx->vout.size()) - throw std::out_of_range("The output index is out of range"); - - outpoint = COutPoint(walletTx->GetHash(), i); - txout = walletTx->tx->vout[i]; - } - - COutPoint outpoint; - CTxOut txout; - - bool operator<(const CInputCoin& rhs) const { - return outpoint < rhs.outpoint; - } - - bool operator!=(const CInputCoin& rhs) const { - return outpoint != rhs.outpoint; - } - - bool operator==(const CInputCoin& rhs) const { - return outpoint == rhs.outpoint; - } -}; - class COutput { public: @@ -514,6 +490,9 @@ public: int i; int nDepth; + /** 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 nInputBytes; + /** Whether we have the private keys to spend this output */ bool fSpendable; @@ -529,7 +508,12 @@ public: COutput(const CWalletTx *txIn, int iIn, int nDepthIn, bool fSpendableIn, bool fSolvableIn, bool fSafeIn) { - tx = txIn; i = iIn; nDepth = nDepthIn; fSpendable = fSpendableIn; fSolvable = fSolvableIn; fSafe = fSafeIn; + tx = txIn; i = iIn; nDepth = nDepthIn; fSpendable = fSpendableIn; fSolvable = fSolvableIn; fSafe = fSafeIn; nInputBytes = -1; + // If known and signable by the given wallet, compute nInputBytes + // Failure will keep this value -1 + if (fSpendable && tx) { + nInputBytes = tx->GetSpendSize(i); + } } std::string ToString() const; @@ -648,6 +632,26 @@ private: std::vector<char> _ssExtra; }; +struct CoinSelectionParams +{ + bool use_bnb = true; + size_t change_output_size = 0; + size_t change_spend_size = 0; + CFeeRate effective_fee = CFeeRate(0); + size_t tx_noinputs_size = 0; + + CoinSelectionParams(bool use_bnb, size_t change_output_size, size_t change_spend_size, CFeeRate effective_fee, size_t tx_noinputs_size) : use_bnb(use_bnb), change_output_size(change_output_size), change_spend_size(change_spend_size), effective_fee(effective_fee), tx_noinputs_size(tx_noinputs_size) {} + CoinSelectionParams() {} +}; + +struct CoinEligibilityFilter +{ + const int conf_mine; + const int conf_theirs; + const uint64_t max_ancestors; + + CoinEligibilityFilter(int conf_mine, int conf_theirs, uint64_t max_ancestors) : conf_mine(conf_mine), conf_theirs(conf_theirs), max_ancestors(max_ancestors) {} +}; class WalletRescanReserver; //forward declarations for ScanForWalletTransactions/RescanFromTime /** @@ -669,7 +673,8 @@ private: * all coins from coinControl are selected; Never select unconfirmed coins * if they are not ours */ - bool SelectCoins(const std::vector<COutput>& vAvailableCoins, const CAmount& nTargetValue, std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet, const CCoinControl *coinControl = nullptr) const; + bool SelectCoins(const std::vector<COutput>& vAvailableCoins, const CAmount& nTargetValue, std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet, + const CCoinControl& coin_control, const CoinSelectionParams& coin_selection_params, bool& bnb_used) const; CWalletDB *pwalletdbEncryption; @@ -850,7 +855,8 @@ public: * completion the coin set and corresponding actual target value is * assembled */ - bool SelectCoinsMinConf(const CAmount& nTargetValue, int nConfMine, int nConfTheirs, uint64_t nMaxAncestors, std::vector<COutput> vCoins, std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet) const; + bool SelectCoinsMinConf(const CAmount& nTargetValue, const CoinEligibilityFilter& eligibilty_filter, std::vector<COutput> vCoins, + std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet, const CoinSelectionParams& coin_selection_params, bool& bnb_used) const; bool IsSpent(const uint256& hash, unsigned int n) const; @@ -971,8 +977,14 @@ public: void ListAccountCreditDebit(const std::string& strAccount, std::list<CAccountingEntry>& entries); bool AddAccountingEntry(const CAccountingEntry&); bool AddAccountingEntry(const CAccountingEntry&, CWalletDB *pwalletdb); - template <typename ContainerType> - bool DummySignTx(CMutableTransaction &txNew, const ContainerType &coins) const; + bool DummySignTx(CMutableTransaction &txNew, const std::set<CTxOut> &txouts) const + { + std::vector<CTxOut> v_txouts(txouts.size()); + std::copy(txouts.begin(), txouts.end(), v_txouts.begin()); + return DummySignTx(txNew, v_txouts); + } + bool DummySignTx(CMutableTransaction &txNew, const std::vector<CTxOut> &txouts) const; + bool DummySignInput(CTxIn &tx_in, const CTxOut &txout) const; static CFeeRate minTxFee; static CFeeRate fallbackFee; @@ -1153,6 +1165,9 @@ public: * This function will automatically add the necessary scripts to the wallet. */ CTxDestination AddAndGetDestinationForScript(const CScript& script, OutputType); + + /** Whether a given output is spendable by this wallet */ + bool OutputEligibleForSpending(const COutput& output, const CoinEligibilityFilter& eligibilty_filter) const; }; /** A key allocated from the key pool. */ @@ -1217,31 +1232,6 @@ public: } }; -// Helper for producing a bunch of max-sized low-S signatures (eg 72 bytes) -// ContainerType is meant to hold pair<CWalletTx *, int>, and be iterable -// so that each entry corresponds to each vIn, in order. -template <typename ContainerType> -bool CWallet::DummySignTx(CMutableTransaction &txNew, const ContainerType &coins) const -{ - // Fill in dummy signatures for fee calculation. - int nIn = 0; - for (const auto& coin : coins) - { - const CScript& scriptPubKey = coin.txout.scriptPubKey; - SignatureData sigdata; - - if (!ProduceSignature(DummySignatureCreator(this), scriptPubKey, sigdata)) - { - return false; - } else { - UpdateTransaction(txNew, nIn, sigdata); - } - - nIn++; - } - return true; -} - OutputType ParseOutputType(const std::string& str, OutputType default_type = OUTPUT_TYPE_DEFAULT); const std::string& FormatOutputType(OutputType type); @@ -1289,4 +1279,10 @@ public: } }; +// Calculate the size of the transaction assuming all signatures are max size +// Use DummySignatureCreator, which inserts 72 byte signatures everywhere. +// NOTE: this requires that all inputs must be in mapWallet (eg the tx should +// be IsAllFromMe). +int64_t CalculateMaximumSignedTxSize(const CTransaction &tx, const CWallet *wallet); +int64_t CalculateMaximumSignedTxSize(const CTransaction &tx, const CWallet *wallet, const std::vector<CTxOut>& txouts); #endif // BITCOIN_WALLET_WALLET_H |