diff options
| -rw-r--r-- | src/bench/coin_selection.cpp | 5 | ||||
| -rw-r--r-- | src/wallet/test/coinselector_tests.cpp | 124 | ||||
| -rw-r--r-- | src/wallet/wallet.cpp | 118 | ||||
| -rw-r--r-- | src/wallet/wallet.h | 18 |
4 files changed, 198 insertions, 67 deletions
diff --git a/src/bench/coin_selection.cpp b/src/bench/coin_selection.cpp index 55ff7b61f1..605d9e3e66 100644 --- a/src/bench/coin_selection.cpp +++ b/src/bench/coin_selection.cpp @@ -44,8 +44,11 @@ static void CoinSelection(benchmark::State& state) std::set<CInputCoin> setCoinsRet; CAmount nValueRet; + bool bnb_used; CoinEligibilityFilter filter_standard(1, 6, 0); - bool success = wallet.SelectCoinsMinConf(1003 * COIN, filter_standard, vCoins, setCoinsRet, nValueRet); + 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); diff --git a/src/wallet/test/coinselector_tests.cpp b/src/wallet/test/coinselector_tests.cpp index aa1579c20f..d295398301 100644 --- a/src/wallet/test/coinselector_tests.cpp +++ b/src/wallet/test/coinselector_tests.cpp @@ -28,6 +28,7 @@ typedef std::set<CInputCoin> CoinSet; static std::vector<COutput> vCoins; static const CWallet testWallet("dummy", CWalletDBWrapper::CreateDummy()); +static CAmount balance = 0; static void add_coin(const CAmount& nValue, int nInput, std::vector<CInputCoin>& set) { @@ -47,6 +48,7 @@ static void add_coin(const CAmount& nValue, int nInput, CoinSet& set) 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 @@ -72,6 +74,7 @@ static void empty_wallet(void) { vCoins.clear(); wtxn.clear(); + balance = 0; } static bool equal_sets(CoinSet a, CoinSet b) @@ -209,11 +212,13 @@ BOOST_AUTO_TEST_CASE(bnb_search_test) 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); BOOST_AUTO_TEST_CASE(knapsack_solver_test) { CoinSet setCoinsRet, setCoinsRet2; CAmount nValueRet; + bool bnb_used; LOCK(testWallet.cs_wallet); @@ -223,24 +228,24 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) empty_wallet(); // with an empty wallet we can't even pay one cent - BOOST_CHECK(!testWallet.SelectCoinsMinConf( 1 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet)); + 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)); + 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)); + 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)); + 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)); + 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, @@ -250,33 +255,33 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) // now we have new: 1+10=11 (of which 10 was self-sent), and mature: 2+5+20=27. total = 38 // we can't make 38 cents only if we disallow new coins: - BOOST_CHECK(!testWallet.SelectCoinsMinConf(38 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet)); + 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)); + 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)); + 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)); + 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)); + 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)); + 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)); + 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)); + 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); @@ -290,30 +295,30 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) add_coin(30*CENT); // now we have 6+7+8+20+30 = 71 cents total // check that we have 71 and not 72 - BOOST_CHECK( testWallet.SelectCoinsMinConf(71 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet)); - BOOST_CHECK(!testWallet.SelectCoinsMinConf(72 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet)); + 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)); + 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)); + 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)); + 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)); + 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); @@ -322,11 +327,11 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) add_coin( 2*COIN); add_coin( 3*COIN); add_coin( 4*COIN); // now we have 5+6+7+8+18+20+30+100+200+300+400 = 1094 cents - BOOST_CHECK( testWallet.SelectCoinsMinConf(95 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet)); + 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)); + 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); @@ -341,14 +346,14 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) // try making 1 * MIN_CHANGE from the 1.5 * MIN_CHANGE // we'll get change smaller than MIN_CHANGE whatever happens, so can expect MIN_CHANGE exactly - BOOST_CHECK( testWallet.SelectCoinsMinConf(MIN_CHANGE, filter_confirmed, vCoins, setCoinsRet, nValueRet)); + 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)); + 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: @@ -356,7 +361,7 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) add_coin(MIN_CHANGE * 7 / 10); // and try again to make 1.0 * MIN_CHANGE - BOOST_CHECK( testWallet.SelectCoinsMinConf(1 * MIN_CHANGE, filter_confirmed, vCoins, setCoinsRet, nValueRet)); + 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) @@ -365,7 +370,7 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) for (int j = 0; j < 20; j++) add_coin(50000 * COIN); - BOOST_CHECK( testWallet.SelectCoinsMinConf(500000 * COIN, filter_confirmed, vCoins, setCoinsRet, nValueRet)); + 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 @@ -378,7 +383,7 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) add_coin(MIN_CHANGE * 6 / 10); add_coin(MIN_CHANGE * 7 / 10); add_coin(1111 * MIN_CHANGE); - BOOST_CHECK( testWallet.SelectCoinsMinConf(1 * MIN_CHANGE, filter_confirmed, vCoins, setCoinsRet, nValueRet)); + 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); @@ -388,7 +393,7 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) add_coin(MIN_CHANGE * 6 / 10); add_coin(MIN_CHANGE * 8 / 10); add_coin(1111 * MIN_CHANGE); - BOOST_CHECK( testWallet.SelectCoinsMinConf(MIN_CHANGE, filter_confirmed, vCoins, setCoinsRet, nValueRet)); + 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 @@ -399,12 +404,12 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) add_coin(MIN_CHANGE * 100); // trying to make 100.01 from these three coins - BOOST_CHECK(testWallet.SelectCoinsMinConf(MIN_CHANGE * 10001 / 100, filter_confirmed, vCoins, setCoinsRet, nValueRet)); + 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)); + 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); @@ -414,7 +419,7 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) // Create 676 inputs (= (old MAX_STANDARD_TX_SIZE == 100000) / 148 bytes per input) for (uint16_t j = 0; j < 676; j++) add_coin(amt); - BOOST_CHECK(testWallet.SelectCoinsMinConf(2000, filter_confirmed, vCoins, setCoinsRet, nValueRet)); + 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); @@ -436,8 +441,8 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) // picking 50 from 100 coins doesn't depend on the shuffle, // but does depend on randomness in the stochastic approximation code - BOOST_CHECK(testWallet.SelectCoinsMinConf(50 * COIN, filter_standard, vCoins, setCoinsRet , nValueRet)); - BOOST_CHECK(testWallet.SelectCoinsMinConf(50 * COIN, filter_standard, vCoins, setCoinsRet2, nValueRet)); + 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; @@ -445,8 +450,8 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) { // selecting 1 from 100 identical coins depends on the shuffle; this test will fail 1% of the time // run the test RANDOM_REPEATS times and only complain if all of them fail - BOOST_CHECK(testWallet.SelectCoinsMinConf(COIN, filter_standard, vCoins, setCoinsRet , nValueRet)); - BOOST_CHECK(testWallet.SelectCoinsMinConf(COIN, filter_standard, vCoins, setCoinsRet2, nValueRet)); + 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++; } @@ -466,8 +471,8 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) { // selecting 1 from 100 identical coins depends on the shuffle; this test will fail 1% of the time // run the test RANDOM_REPEATS times and only complain if all of them fail - BOOST_CHECK(testWallet.SelectCoinsMinConf(90*CENT, filter_standard, vCoins, setCoinsRet , nValueRet)); - BOOST_CHECK(testWallet.SelectCoinsMinConf(90*CENT, filter_standard, vCoins, setCoinsRet2, nValueRet)); + 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++; } @@ -481,6 +486,7 @@ BOOST_AUTO_TEST_CASE(ApproximateBestSubset) { CoinSet setCoinsRet; CAmount nValueRet; + bool bnb_used; LOCK(testWallet.cs_wallet); @@ -491,11 +497,55 @@ BOOST_AUTO_TEST_CASE(ApproximateBestSubset) add_coin(1000 * COIN); add_coin(3 * COIN); - BOOST_CHECK(testWallet.SelectCoinsMinConf(1003 * COIN, filter_standard, vCoins, setCoinsRet, nValueRet)); + 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/wallet.cpp b/src/wallet/wallet.cpp index 37e071d998..0a469d7aed 100644 --- a/src/wallet/wallet.cpp +++ b/src/wallet/wallet.cpp @@ -2444,30 +2444,67 @@ bool CWallet::OutputEligibleForSpending(const COutput& output, const CoinEligibi } bool CWallet::SelectCoinsMinConf(const CAmount& nTargetValue, const CoinEligibilityFilter& eligibilty_filter, std::vector<COutput> vCoins, - std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet) const + std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet, const CoinSelectionParams& coin_selection_params, bool& bnb_used) const { setCoinsRet.clear(); nValueRet = 0; std::vector<CInputCoin> utxo_pool; - for (const COutput &output : vCoins) - { - if (!OutputEligibleForSpending(output, eligibilty_filter)) - continue; + if (coin_selection_params.use_bnb) { + + // Get long term estimate + FeeCalculation feeCalc; + CCoinControl temp; + temp.m_confirm_target = 1008; + CFeeRate long_term_feerate = GetMinimumFeeRate(temp, ::mempool, ::feeEstimator, &feeCalc); + + // 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); + + // Filter by the min conf specs and add to utxo_pool and calculate effective value + for (const COutput &output : vCoins) + { + if (!OutputEligibleForSpending(output, eligibilty_filter)) + continue; + + CInputCoin coin(output.tx->tx, output.i); + coin.effective_value = coin.txout.nValue - (output.nInputBytes < 0 ? 0 : coin_selection_params.effective_fee.GetFee(output.nInputBytes)); + // Only include outputs that are positive effective value (i.e. not dust) + if (coin.effective_value > 0) { + coin.fee = output.nInputBytes < 0 ? 0 : coin_selection_params.effective_fee.GetFee(output.nInputBytes); + coin.long_term_fee = output.nInputBytes < 0 ? 0 : long_term_feerate.GetFee(output.nInputBytes); + utxo_pool.push_back(coin); + } + } + // 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; - CInputCoin coin = CInputCoin(output.tx->tx, output.i); - utxo_pool.push_back(coin); + CInputCoin coin = CInputCoin(output.tx->tx, output.i); + utxo_pool.push_back(coin); + } + bnb_used = false; + return KnapsackSolver(nTargetValue, utxo_pool, setCoinsRet, nValueRet); } - return KnapsackSolver(nTargetValue, utxo_pool, setCoinsRet, nValueRet); } -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) @@ -2483,10 +2520,12 @@ 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()) { @@ -2494,6 +2533,7 @@ 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->tx, outpoint.n)); } else @@ -2501,7 +2541,7 @@ bool CWallet::SelectCoins(const std::vector<COutput>& vAvailableCoins, const CAm } // remove preset inputs from vCoins - for (std::vector<COutput>::iterator it = vCoins.begin(); it != vCoins.end() && coinControl && coinControl->HasSelected();) + for (std::vector<COutput>::iterator it = vCoins.begin(); it != vCoins.end() && coin_control.HasSelected();) { if (setPresetCoins.count(CInputCoin(it->tx->tx, it->i))) it = vCoins.erase(it); @@ -2513,13 +2553,13 @@ 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, CoinEligibilityFilter(1, 6, 0), vCoins, setCoinsRet, nValueRet) || - SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, CoinEligibilityFilter(1, 1, 0), vCoins, setCoinsRet, nValueRet) || - (bSpendZeroConfChange && SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, CoinEligibilityFilter(0, 1, 2), vCoins, setCoinsRet, nValueRet)) || - (bSpendZeroConfChange && SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, CoinEligibilityFilter(0, 1, std::min((size_t)4, nMaxChainLength/3)), vCoins, setCoinsRet, nValueRet)) || - (bSpendZeroConfChange && SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, CoinEligibilityFilter(0, 1, nMaxChainLength/2), vCoins, setCoinsRet, nValueRet)) || - (bSpendZeroConfChange && SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, CoinEligibilityFilter(0, 1, nMaxChainLength), vCoins, setCoinsRet, nValueRet)) || - (bSpendZeroConfChange && !fRejectLongChains && SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, CoinEligibilityFilter(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()); @@ -2704,6 +2744,7 @@ bool CWallet::CreateTransaction(const std::vector<CRecipient>& vecSend, CWalletT { 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 @@ -2737,12 +2778,20 @@ bool CWallet::CreateTransaction(const std::vector<CRecipient>& vecSend, CWalletT 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) { @@ -2755,7 +2804,9 @@ bool CWallet::CreateTransaction(const std::vector<CRecipient>& vecSend, CWalletT 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); @@ -2771,6 +2822,8 @@ bool CWallet::CreateTransaction(const std::vector<CRecipient>& vecSend, CWalletT 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)) { @@ -2789,18 +2842,27 @@ bool CWallet::CreateTransaction(const std::vector<CRecipient>& vecSend, CWalletT } // 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 @@ -2808,7 +2870,8 @@ bool CWallet::CreateTransaction(const std::vector<CRecipient>& vecSend, CWalletT // 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; @@ -2881,7 +2944,7 @@ bool CWallet::CreateTransaction(const std::vector<CRecipient>& vecSend, CWalletT // (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) { @@ -2929,6 +2992,7 @@ bool CWallet::CreateTransaction(const std::vector<CRecipient>& vecSend, CWalletT // 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 8f518bae63..f50cde60b9 100644 --- a/src/wallet/wallet.h +++ b/src/wallet/wallet.h @@ -642,6 +642,18 @@ 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; @@ -671,7 +683,8 @@ 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; @@ -852,7 +865,8 @@ public: * completion the coin set and corresponding actual target value is * assembled */ - bool SelectCoinsMinConf(const CAmount& nTargetValue, const CoinEligibilityFilter& eligibilty_filter, 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; |