diff options
| -rw-r--r-- | src/bench/coin_selection.cpp | 8 | ||||
| -rw-r--r-- | src/wallet/coinselection.cpp | 52 | ||||
| -rw-r--r-- | src/wallet/coinselection.h | 54 | ||||
| -rw-r--r-- | src/wallet/test/coinselector_tests.cpp | 145 | ||||
| -rw-r--r-- | src/wallet/wallet.cpp | 384 | ||||
| -rw-r--r-- | src/wallet/wallet.h | 46 |
6 files changed, 309 insertions, 380 deletions
diff --git a/src/bench/coin_selection.cpp b/src/bench/coin_selection.cpp index 80acdec044..c279a9af2f 100644 --- a/src/bench/coin_selection.cpp +++ b/src/bench/coin_selection.cpp @@ -49,15 +49,14 @@ static void CoinSelection(benchmark::Bench& bench) } const CoinEligibilityFilter filter_standard(1, 6, 0); - const CoinSelectionParams coin_selection_params(/* use_bnb= */ true, /* change_output_size= */ 34, + const CoinSelectionParams coin_selection_params(/* change_output_size= */ 34, /* change_spend_size= */ 148, /* effective_feerate= */ CFeeRate(0), /* long_term_feerate= */ CFeeRate(0), /* discard_feerate= */ CFeeRate(0), /* tx_no_inputs_size= */ 0, /* avoid_partial= */ false); bench.run([&] { std::set<CInputCoin> setCoinsRet; CAmount nValueRet; - bool bnb_used; - bool success = wallet.SelectCoinsMinConf(1003 * COIN, filter_standard, coins, setCoinsRet, nValueRet, coin_selection_params, bnb_used); + bool success = wallet.SelectCoinsMinConf(1003 * COIN, filter_standard, coins, setCoinsRet, nValueRet, coin_selection_params); assert(success); assert(nValueRet == 1003 * COIN); assert(setCoinsRet.size() == 2); @@ -101,12 +100,11 @@ static void BnBExhaustion(benchmark::Bench& bench) std::vector<OutputGroup> utxo_pool; CoinSet selection; CAmount value_ret = 0; - CAmount not_input_fees = 0; bench.run([&] { // Benchmark CAmount target = make_hard_case(17, utxo_pool); - SelectCoinsBnB(utxo_pool, target, 0, selection, value_ret, not_input_fees); // Should exhaust + SelectCoinsBnB(utxo_pool, target, 0, selection, value_ret); // Should exhaust // Cleanup utxo_pool.clear(); diff --git a/src/wallet/coinselection.cpp b/src/wallet/coinselection.cpp index 5a18308a73..6d502e1df1 100644 --- a/src/wallet/coinselection.cpp +++ b/src/wallet/coinselection.cpp @@ -14,7 +14,7 @@ struct { bool operator()(const OutputGroup& a, const OutputGroup& b) const { - return a.effective_value > b.effective_value; + return a.GetSelectionAmount() > b.GetSelectionAmount(); } } descending; @@ -49,37 +49,34 @@ struct { * @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 + * @param const CAmount& selection_target 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. + * This plus selection_target 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<OutputGroup>& utxo_pool, const CAmount& target_value, const CAmount& cost_of_change, std::set<CInputCoin>& out_set, CAmount& value_ret, CAmount not_input_fees) +bool SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change, std::set<CInputCoin>& out_set, CAmount& value_ret) { 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 OutputGroup& 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; + assert(utxo.GetSelectionAmount() > 0); + curr_available_value += utxo.GetSelectionAmount(); } - if (curr_available_value < actual_target) { + if (curr_available_value < selection_target) { return false; } @@ -94,12 +91,12 @@ bool SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& target_v 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 + if (curr_value + curr_available_value < selection_target || // Cannot possibly reach target with the amount remaining in the curr_available_value. + curr_value > selection_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 + } else if (curr_value >= selection_target) { // Selected value is within range + curr_waste += (curr_value - selection_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 @@ -112,7 +109,7 @@ bool SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& target_v break; } } - curr_waste -= (curr_value - actual_target); // Remove the excess value as we will be selecting different coins now + curr_waste -= (curr_value - selection_target); // Remove the excess value as we will be selecting different coins now backtrack = true; } @@ -121,7 +118,7 @@ bool SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& target_v // 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; + curr_available_value += utxo_pool.at(curr_selection.size()).GetSelectionAmount(); } if (curr_selection.empty()) { // We have walked back to the first utxo and no branch is untraversed. All solutions searched @@ -131,24 +128,24 @@ bool SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& target_v // Output was included on previous iterations, try excluding now. curr_selection.back() = false; OutputGroup& utxo = utxo_pool.at(curr_selection.size() - 1); - curr_value -= utxo.effective_value; + curr_value -= utxo.GetSelectionAmount(); curr_waste -= utxo.fee - utxo.long_term_fee; } else { // Moving forwards, continuing down this branch OutputGroup& utxo = utxo_pool.at(curr_selection.size()); // Remove this utxo from the curr_available_value utxo amount - curr_available_value -= utxo.effective_value; + curr_available_value -= utxo.GetSelectionAmount(); // 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.GetSelectionAmount() == utxo_pool.at(curr_selection.size() - 1).GetSelectionAmount() && 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_value += utxo.GetSelectionAmount(); curr_waste += utxo.fee - utxo.long_term_fee; } } @@ -230,14 +227,14 @@ bool KnapsackSolver(const CAmount& nTargetValue, std::vector<OutputGroup>& group Shuffle(groups.begin(), groups.end(), FastRandomContext()); for (const OutputGroup& group : groups) { - if (group.m_value == nTargetValue) { + if (group.GetSelectionAmount() == nTargetValue) { util::insert(setCoinsRet, group.m_outputs); nValueRet += group.m_value; return true; - } else if (group.m_value < nTargetValue + MIN_CHANGE) { + } else if (group.GetSelectionAmount() < nTargetValue + MIN_CHANGE) { applicable_groups.push_back(group); - nTotalLower += group.m_value; - } else if (!lowest_larger || group.m_value < lowest_larger->m_value) { + nTotalLower += group.GetSelectionAmount(); + } else if (!lowest_larger || group.GetSelectionAmount() < lowest_larger->GetSelectionAmount()) { lowest_larger = group; } } @@ -270,7 +267,7 @@ bool KnapsackSolver(const CAmount& nTargetValue, std::vector<OutputGroup>& group // If we have a bigger coin and (either the stochastic approximation didn't find a good solution, // or the next bigger coin is closer), return the bigger coin if (lowest_larger && - ((nBest != nTargetValue && nBest < nTargetValue + MIN_CHANGE) || lowest_larger->m_value <= nBest)) { + ((nBest != nTargetValue && nBest < nTargetValue + MIN_CHANGE) || lowest_larger->GetSelectionAmount() <= nBest)) { util::insert(setCoinsRet, lowest_larger->m_outputs); nValueRet += lowest_larger->m_value; } else { @@ -339,3 +336,8 @@ bool OutputGroup::EligibleForSpending(const CoinEligibilityFilter& eligibility_f && m_ancestors <= eligibility_filter.max_ancestors && m_descendants <= eligibility_filter.max_descendants; } + +CAmount OutputGroup::GetSelectionAmount() const +{ + return m_subtract_fee_outputs ? m_value : effective_value; +} diff --git a/src/wallet/coinselection.h b/src/wallet/coinselection.h index 5645e6db46..7a3fb82139 100644 --- a/src/wallet/coinselection.h +++ b/src/wallet/coinselection.h @@ -57,6 +57,47 @@ public: } }; +/** Parameters for one iteration of Coin Selection. */ +struct CoinSelectionParams +{ + /** Size of a change output in bytes, determined by the output type. */ + size_t change_output_size = 0; + /** Size of the input to spend a change output in virtual bytes. */ + size_t change_spend_size = 0; + /** Cost of creating the change output. */ + CAmount m_change_fee{0}; + /** Cost of creating the change output + cost of spending the change output in the future. */ + CAmount m_cost_of_change{0}; + /** The targeted feerate of the transaction being built. */ + CFeeRate m_effective_feerate; + /** The feerate estimate used to estimate an upper bound on what should be sufficient to spend + * the change output sometime in the future. */ + CFeeRate m_long_term_feerate; + /** If the cost to spend a change output at the discard feerate exceeds its value, drop it to fees. */ + CFeeRate m_discard_feerate; + /** Size of the transaction before coin selection, consisting of the header and recipient + * output(s), excluding the inputs and change output(s). */ + size_t tx_noinputs_size = 0; + /** Indicate that we are subtracting the fee from outputs */ + bool m_subtract_fee_outputs = false; + /** When true, always spend all (up to OUTPUT_GROUP_MAX_ENTRIES) or none of the outputs + * associated with the same address. This helps reduce privacy leaks resulting from address + * reuse. Dust outputs are not eligible to be added to output groups and thus not considered. */ + bool m_avoid_partial_spends = false; + + CoinSelectionParams(size_t change_output_size, size_t change_spend_size, CFeeRate effective_feerate, + CFeeRate long_term_feerate, CFeeRate discard_feerate, size_t tx_noinputs_size, bool avoid_partial) : + change_output_size(change_output_size), + change_spend_size(change_spend_size), + m_effective_feerate(effective_feerate), + m_long_term_feerate(long_term_feerate), + m_discard_feerate(discard_feerate), + tx_noinputs_size(tx_noinputs_size), + m_avoid_partial_spends(avoid_partial) + {} + CoinSelectionParams() {} +}; + /** Parameters for filtering which OutputGroups we may use in coin selection. * We start by being very selective and requiring multiple confirmations and * then get more permissive if we cannot fund the transaction. */ @@ -109,18 +150,23 @@ struct OutputGroup * a lower feerate). Calculated using long term fee estimate. This is used to decide whether * it could be economical to create a change output. */ CFeeRate m_long_term_feerate{0}; + /** Indicate that we are subtracting the fee from outputs. + * When true, the value that is used for coin selection is the UTXO's real value rather than effective value */ + bool m_subtract_fee_outputs{false}; OutputGroup() {} - OutputGroup(const CFeeRate& effective_feerate, const CFeeRate& long_term_feerate) : - m_effective_feerate(effective_feerate), - m_long_term_feerate(long_term_feerate) + OutputGroup(const CoinSelectionParams& params) : + m_effective_feerate(params.m_effective_feerate), + m_long_term_feerate(params.m_long_term_feerate), + m_subtract_fee_outputs(params.m_subtract_fee_outputs) {} void Insert(const CInputCoin& output, int depth, bool from_me, size_t ancestors, size_t descendants, bool positive_only); bool EligibleForSpending(const CoinEligibilityFilter& eligibility_filter) const; + CAmount GetSelectionAmount() const; }; -bool SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& target_value, const CAmount& cost_of_change, std::set<CInputCoin>& out_set, CAmount& value_ret, CAmount not_input_fees); +bool SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change, std::set<CInputCoin>& out_set, CAmount& value_ret); // Original coin selection algorithm as a fallback bool KnapsackSolver(const CAmount& nTargetValue, std::vector<OutputGroup>& groups, std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet); diff --git a/src/wallet/test/coinselector_tests.cpp b/src/wallet/test/coinselector_tests.cpp index 7bca385deb..14c3578473 100644 --- a/src/wallet/test/coinselector_tests.cpp +++ b/src/wallet/test/coinselector_tests.cpp @@ -35,7 +35,7 @@ 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(/* use_bnb= */ false, /* change_output_size= */ 0, +CoinSelectionParams coin_selection_params(/* change_output_size= */ 0, /* change_spend_size= */ 0, /* effective_feerate= */ CFeeRate(0), /* long_term_feerate= */ CFeeRate(0), /* discard_feerate= */ CFeeRate(0), /* tx_no_inputs_size= */ 0, /* avoid_partial= */ false); @@ -148,14 +148,13 @@ BOOST_AUTO_TEST_CASE(bnb_search_test) CoinSet selection; CoinSet actual_selection; CAmount value_ret = 0; - CAmount not_input_fees = 0; ///////////////////////// // Known Outcome tests // ///////////////////////// // Empty utxo pool - BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees)); + BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT, selection, value_ret)); selection.clear(); // Add utxos @@ -166,7 +165,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test) // Select 1 Cent add_coin(1 * CENT, 1, actual_selection); - BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees)); + BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT, selection, value_ret)); BOOST_CHECK(equal_sets(selection, actual_selection)); BOOST_CHECK_EQUAL(value_ret, 1 * CENT); actual_selection.clear(); @@ -174,7 +173,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test) // Select 2 Cent add_coin(2 * CENT, 2, actual_selection); - BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 2 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees)); + BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 2 * CENT, 0.5 * CENT, selection, value_ret)); BOOST_CHECK(equal_sets(selection, actual_selection)); BOOST_CHECK_EQUAL(value_ret, 2 * CENT); actual_selection.clear(); @@ -183,27 +182,27 @@ BOOST_AUTO_TEST_CASE(bnb_search_test) // Select 5 Cent add_coin(4 * CENT, 4, actual_selection); add_coin(1 * CENT, 1, actual_selection); - BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 5 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees)); + BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 5 * CENT, 0.5 * CENT, selection, value_ret)); BOOST_CHECK(equal_sets(selection, actual_selection)); BOOST_CHECK_EQUAL(value_ret, 5 * CENT); actual_selection.clear(); selection.clear(); // Select 11 Cent, not possible - BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 11 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees)); + BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 11 * CENT, 0.5 * CENT, selection, value_ret)); actual_selection.clear(); selection.clear(); // Cost of change is greater than the difference between target value and utxo sum add_coin(1 * CENT, 1, actual_selection); - BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees)); + BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0.5 * CENT, selection, value_ret)); BOOST_CHECK_EQUAL(value_ret, 1 * CENT); BOOST_CHECK(equal_sets(selection, actual_selection)); actual_selection.clear(); selection.clear(); // Cost of change is less than the difference between target value and utxo sum - BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0, selection, value_ret, not_input_fees)); + BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0, selection, value_ret)); actual_selection.clear(); selection.clear(); @@ -212,7 +211,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test) add_coin(5 * CENT, 5, actual_selection); add_coin(4 * CENT, 4, actual_selection); add_coin(1 * CENT, 1, actual_selection); - BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees)); + BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 0.5 * CENT, selection, value_ret)); BOOST_CHECK(equal_sets(selection, actual_selection)); BOOST_CHECK_EQUAL(value_ret, 10 * CENT); actual_selection.clear(); @@ -223,21 +222,21 @@ BOOST_AUTO_TEST_CASE(bnb_search_test) add_coin(5 * CENT, 5, actual_selection); add_coin(3 * CENT, 3, actual_selection); add_coin(2 * CENT, 2, actual_selection); - BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 5000, selection, value_ret, not_input_fees)); + BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 5000, selection, value_ret)); BOOST_CHECK_EQUAL(value_ret, 10 * CENT); // FIXME: this test is redundant with the above, because 1 Cent is selected, not "too small" // BOOST_CHECK(equal_sets(selection, actual_selection)); // Select 0.25 Cent, not possible - BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.25 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees)); + BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.25 * CENT, 0.5 * CENT, selection, value_ret)); actual_selection.clear(); selection.clear(); // Iteration exhaustion test CAmount target = make_hard_case(17, utxo_pool); - BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), target, 0, selection, value_ret, not_input_fees)); // Should exhaust + BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), target, 0, selection, value_ret)); // Should exhaust target = make_hard_case(14, utxo_pool); - BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), target, 0, selection, value_ret, not_input_fees)); // Should not exhaust + BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), target, 0, selection, value_ret)); // Should not exhaust // Test same value early bailout optimization utxo_pool.clear(); @@ -254,7 +253,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test) for (int i = 0; i < 50000; ++i) { add_coin(5 * CENT, 7, utxo_pool); } - BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 30 * CENT, 5000, selection, value_ret, not_input_fees)); + BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 30 * CENT, 5000, selection, value_ret)); BOOST_CHECK_EQUAL(value_ret, 30 * CENT); BOOST_CHECK(equal_sets(selection, actual_selection)); @@ -268,29 +267,27 @@ BOOST_AUTO_TEST_CASE(bnb_search_test) } // Run 100 times, to make sure it is never finding a solution for (int i = 0; i < 100; ++i) { - BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 2 * CENT, selection, value_ret, not_input_fees)); + BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 2 * CENT, selection, value_ret)); } // Make sure that effective value is working in SelectCoinsMinConf when BnB is used - CoinSelectionParams coin_selection_params_bnb(/* use_bnb= */ true, /* change_output_size= */ 0, + CoinSelectionParams coin_selection_params_bnb(/* change_output_size= */ 0, /* change_spend_size= */ 0, /* effective_feerate= */ CFeeRate(3000), /* long_term_feerate= */ CFeeRate(1000), /* discard_feerate= */ CFeeRate(1000), /* tx_no_inputs_size= */ 0, /* avoid_partial= */ false); 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_CHECK(!testWallet.SelectCoinsMinConf( 1 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params_bnb)); // Test fees subtracted from output: empty_wallet(); add_coin(1 * CENT); vCoins.at(0).nInputBytes = 40; - BOOST_CHECK(!testWallet.SelectCoinsMinConf( 1 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params_bnb, bnb_used)); coin_selection_params_bnb.m_subtract_fee_outputs = true; - BOOST_CHECK(testWallet.SelectCoinsMinConf( 1 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params_bnb, bnb_used)); + BOOST_CHECK(testWallet.SelectCoinsMinConf( 1 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params_bnb)); BOOST_CHECK_EQUAL(nValueRet, 1 * CENT); // Make sure that can use BnB when there are preset inputs @@ -307,9 +304,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test) coin_control.fAllowOtherInputs = true; coin_control.Select(COutPoint(vCoins.at(0).tx->GetHash(), vCoins.at(0).i)); coin_selection_params_bnb.m_effective_feerate = CFeeRate(0); - BOOST_CHECK(wallet->SelectCoins(vCoins, 10 * CENT, setCoinsRet, nValueRet, coin_control, coin_selection_params_bnb, bnb_used)); - BOOST_CHECK(bnb_used); - BOOST_CHECK(coin_selection_params_bnb.use_bnb); + BOOST_CHECK(wallet->SelectCoins(vCoins, 10 * CENT, setCoinsRet, nValueRet, coin_control, coin_selection_params_bnb)); } } @@ -317,7 +312,6 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) { CoinSet setCoinsRet, setCoinsRet2; CAmount nValueRet; - bool bnb_used; LOCK(testWallet.cs_wallet); testWallet.SetupLegacyScriptPubKeyMan(); @@ -328,24 +322,24 @@ 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, coin_selection_params, bnb_used)); + BOOST_CHECK(!testWallet.SelectCoinsMinConf( 1 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params)); 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)); + BOOST_CHECK(!testWallet.SelectCoinsMinConf( 1 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params)); // 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( testWallet.SelectCoinsMinConf( 1 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params)); 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)); + BOOST_CHECK(!testWallet.SelectCoinsMinConf( 3 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params)); // 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( testWallet.SelectCoinsMinConf( 3 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params)); BOOST_CHECK_EQUAL(nValueRet, 3 * CENT); add_coin(5*CENT); // add a mature 5 cent coin, @@ -355,33 +349,33 @@ 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, coin_selection_params, bnb_used)); + BOOST_CHECK(!testWallet.SelectCoinsMinConf(38 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params)); // 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)); + BOOST_CHECK(!testWallet.SelectCoinsMinConf(38 * CENT, filter_standard_extra, vCoins, setCoinsRet, nValueRet, coin_selection_params)); // 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( testWallet.SelectCoinsMinConf(37 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params)); 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( testWallet.SelectCoinsMinConf(38 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params)); 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( testWallet.SelectCoinsMinConf(34 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params)); 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( testWallet.SelectCoinsMinConf( 7 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params)); 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( testWallet.SelectCoinsMinConf( 8 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params)); 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( testWallet.SelectCoinsMinConf( 9 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params)); BOOST_CHECK_EQUAL(nValueRet, 10 * CENT); BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U); @@ -395,30 +389,30 @@ 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, coin_selection_params, bnb_used)); - BOOST_CHECK(!testWallet.SelectCoinsMinConf(72 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); + BOOST_CHECK( testWallet.SelectCoinsMinConf(71 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params)); + BOOST_CHECK(!testWallet.SelectCoinsMinConf(72 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params)); // 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( testWallet.SelectCoinsMinConf(16 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params)); 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( testWallet.SelectCoinsMinConf(16 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params)); 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( testWallet.SelectCoinsMinConf(16 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params)); 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( testWallet.SelectCoinsMinConf(11 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params)); BOOST_CHECK_EQUAL(nValueRet, 11 * CENT); BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U); @@ -427,11 +421,11 @@ 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, coin_selection_params, bnb_used)); + BOOST_CHECK( testWallet.SelectCoinsMinConf(95 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params)); 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( testWallet.SelectCoinsMinConf(195 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params)); BOOST_CHECK_EQUAL(nValueRet, 2 * COIN); // we should get 2 BTC in 1 coin BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U); @@ -446,14 +440,14 @@ 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, coin_selection_params, bnb_used)); + BOOST_CHECK( testWallet.SelectCoinsMinConf(MIN_CHANGE, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params)); 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( testWallet.SelectCoinsMinConf(1 * MIN_CHANGE, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params)); BOOST_CHECK_EQUAL(nValueRet, 1 * MIN_CHANGE); // we should get the exact amount // if we add more small coins: @@ -461,7 +455,7 @@ 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, coin_selection_params, bnb_used)); + BOOST_CHECK( testWallet.SelectCoinsMinConf(1 * MIN_CHANGE, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params)); BOOST_CHECK_EQUAL(nValueRet, 1 * MIN_CHANGE); // we should get the exact amount // run the 'mtgox' test (see https://blockexplorer.com/tx/29a3efd3ef04f9153d47a990bd7b048a4b2d213daaa5fb8ed670fb85f13bdbcf) @@ -470,7 +464,7 @@ 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, coin_selection_params, bnb_used)); + BOOST_CHECK( testWallet.SelectCoinsMinConf(500000 * COIN, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params)); BOOST_CHECK_EQUAL(nValueRet, 500000 * COIN); // we should get the exact amount BOOST_CHECK_EQUAL(setCoinsRet.size(), 10U); // in ten coins @@ -483,7 +477,7 @@ 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, coin_selection_params, bnb_used)); + BOOST_CHECK( testWallet.SelectCoinsMinConf(1 * MIN_CHANGE, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params)); BOOST_CHECK_EQUAL(nValueRet, 1111 * MIN_CHANGE); // we get the bigger coin BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U); @@ -493,7 +487,7 @@ 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, coin_selection_params, bnb_used)); + BOOST_CHECK( testWallet.SelectCoinsMinConf(MIN_CHANGE, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params)); 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 @@ -504,12 +498,12 @@ 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, coin_selection_params, bnb_used)); + BOOST_CHECK(testWallet.SelectCoinsMinConf(MIN_CHANGE * 10001 / 100, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params)); 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(testWallet.SelectCoinsMinConf(MIN_CHANGE * 9990 / 100, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params)); BOOST_CHECK_EQUAL(nValueRet, 101 * MIN_CHANGE); BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U); } @@ -523,7 +517,7 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) // We only create the wallet once to save time, but we still run the coin selection RUN_TESTS times. for (int i = 0; i < RUN_TESTS; i++) { - BOOST_CHECK(testWallet.SelectCoinsMinConf(2000, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); + BOOST_CHECK(testWallet.SelectCoinsMinConf(2000, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params)); if (amt - 2000 < MIN_CHANGE) { // needs more than one input: @@ -549,17 +543,19 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) for (int i = 0; i < RUN_TESTS; i++) { // picking 50 from 100 coins doesn't depend on the shuffle, // but does depend on randomness in the stochastic approximation code - 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(KnapsackSolver(50 * COIN, GroupCoins(vCoins), setCoinsRet, nValueRet)); + BOOST_CHECK(KnapsackSolver(50 * COIN, GroupCoins(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, 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)); + // Test that the KnapsackSolver selects randomly from equivalent coins (same value and same input size). + // When choosing 1 from 100 identical coins, 1% of the time, this test will choose the same coin twice + // which will cause it to fail. + // To avoid that issue, run the test RANDOM_REPEATS times and only complain if all of them fail + BOOST_CHECK(KnapsackSolver(COIN, GroupCoins(vCoins), setCoinsRet, nValueRet)); + BOOST_CHECK(KnapsackSolver(COIN, GroupCoins(vCoins), setCoinsRet2, nValueRet)); if (equal_sets(setCoinsRet, setCoinsRet2)) fails++; } @@ -579,10 +575,8 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) 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(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)); + BOOST_CHECK(KnapsackSolver(90*CENT, GroupCoins(vCoins), setCoinsRet, nValueRet)); + BOOST_CHECK(KnapsackSolver(90*CENT, GroupCoins(vCoins), setCoinsRet2, nValueRet)); if (equal_sets(setCoinsRet, setCoinsRet2)) fails++; } @@ -597,7 +591,6 @@ BOOST_AUTO_TEST_CASE(ApproximateBestSubset) { CoinSet setCoinsRet; CAmount nValueRet; - bool bnb_used; LOCK(testWallet.cs_wallet); testWallet.SetupLegacyScriptPubKeyMan(); @@ -609,7 +602,7 @@ BOOST_AUTO_TEST_CASE(ApproximateBestSubset) 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(testWallet.SelectCoinsMinConf(1003 * COIN, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params)); BOOST_CHECK_EQUAL(nValueRet, 1003 * COIN); BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U); @@ -619,6 +612,7 @@ BOOST_AUTO_TEST_CASE(ApproximateBestSubset) // 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) { + LOCK(testWallet.cs_wallet); testWallet.SetupLegacyScriptPubKeyMan(); // Random generator stuff @@ -644,19 +638,14 @@ BOOST_AUTO_TEST_CASE(SelectCoins_test) CAmount target = rand.randrange(balance - 1000) + 1000; // Perform selection - CoinSelectionParams coin_selection_params_knapsack(/* use_bnb= */ false, /* change_output_size= */ 34, - /* change_spend_size= */ 148, /* effective_feerate= */ CFeeRate(0), - /* long_term_feerate= */ CFeeRate(0), /* discard_feerate= */ CFeeRate(0), - /* tx_no_inputs_size= */ 0, /* avoid_partial= */ false); - CoinSelectionParams coin_selection_params_bnb(/* use_bnb= */ true, /* change_output_size= */ 34, - /* change_spend_size= */ 148, /* effective_feerate= */ CFeeRate(0), - /* long_term_feerate= */ CFeeRate(0), /* discard_feerate= */ CFeeRate(0), - /* tx_no_inputs_size= */ 0, /* avoid_partial= */ false); + CoinSelectionParams cs_params(/* change_output_size= */ 34, + /* change_spend_size= */ 148, /* effective_feerate= */ CFeeRate(0), + /* long_term_feerate= */ CFeeRate(0), /* discard_feerate= */ CFeeRate(0), + /* tx_no_inputs_size= */ 0, /* avoid_partial= */ false); CoinSet out_set; CAmount out_value = 0; - bool bnb_used = false; - 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)); + CCoinControl cc; + BOOST_CHECK(testWallet.SelectCoins(vCoins, target, out_set, out_value, cc, cs_params)); BOOST_CHECK_GE(out_value, target); } } diff --git a/src/wallet/wallet.cpp b/src/wallet/wallet.cpp index 7cdf2fcda0..e603ce7d0b 100644 --- a/src/wallet/wallet.cpp +++ b/src/wallet/wallet.cpp @@ -2396,44 +2396,28 @@ const CTxOut& CWallet::FindNonChangeParentOutput(const CTransaction& tx, int out } bool CWallet::SelectCoinsMinConf(const CAmount& nTargetValue, const CoinEligibilityFilter& eligibility_filter, std::vector<COutput> coins, - std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet, const CoinSelectionParams& coin_selection_params, bool& bnb_used) const + std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet, const CoinSelectionParams& coin_selection_params) const { setCoinsRet.clear(); nValueRet = 0; - if (coin_selection_params.use_bnb) { - // Get the feerate for effective value. - // When subtracting the fee from the outputs, we want the effective feerate to be 0 - CFeeRate effective_feerate{0}; - if (!coin_selection_params.m_subtract_fee_outputs) { - effective_feerate = coin_selection_params.m_effective_feerate; - } - - std::vector<OutputGroup> groups = GroupOutputs(coins, !coin_selection_params.m_avoid_partial_spends, effective_feerate, coin_selection_params.m_long_term_feerate, eligibility_filter, true /* positive_only */); - - // Calculate cost of change - CAmount cost_of_change = coin_selection_params.m_discard_feerate.GetFee(coin_selection_params.change_spend_size) + coin_selection_params.m_effective_feerate.GetFee(coin_selection_params.change_output_size); - - // Calculate the fees for things that aren't inputs - CAmount not_input_fees = coin_selection_params.m_effective_feerate.GetFee(coin_selection_params.tx_noinputs_size); - bnb_used = true; - return SelectCoinsBnB(groups, nTargetValue, cost_of_change, setCoinsRet, nValueRet, not_input_fees); - } else { - std::vector<OutputGroup> groups = GroupOutputs(coins, !coin_selection_params.m_avoid_partial_spends, CFeeRate(0), CFeeRate(0), eligibility_filter, false /* positive_only */); - - bnb_used = false; - return KnapsackSolver(nTargetValue, groups, setCoinsRet, nValueRet); + // Note that unlike KnapsackSolver, we do not include the fee for creating a change output as BnB will not create a change output. + std::vector<OutputGroup> positive_groups = GroupOutputs(coins, coin_selection_params, eligibility_filter, true /* positive_only */); + if (SelectCoinsBnB(positive_groups, nTargetValue, coin_selection_params.m_cost_of_change, setCoinsRet, nValueRet)) { + return true; } + // The knapsack solver has some legacy behavior where it will spend dust outputs. We retain this behavior, so don't filter for positive only here. + std::vector<OutputGroup> all_groups = GroupOutputs(coins, coin_selection_params, eligibility_filter, false /* positive_only */); + // While nTargetValue includes the transaction fees for non-input things, it does not include the fee for creating a change output. + // So we need to include that for KnapsackSolver as well, as we are expecting to create a change output. + return KnapsackSolver(nTargetValue + coin_selection_params.m_change_fee, all_groups, setCoinsRet, nValueRet); } -bool CWallet::SelectCoins(const std::vector<COutput>& vAvailableCoins, const CAmount& nTargetValue, std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet, const CCoinControl& coin_control, CoinSelectionParams& coin_selection_params, bool& bnb_used) const +bool CWallet::SelectCoins(const std::vector<COutput>& vAvailableCoins, const CAmount& nTargetValue, std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet, const CCoinControl& coin_control, CoinSelectionParams& coin_selection_params) const { std::vector<COutput> vCoins(vAvailableCoins); CAmount value_to_select = nTargetValue; - // Default to bnb was not used. If we use it, we set it later - bnb_used = false; - // coin control -> return all selected outputs (we want all selected to go into the transaction for sure) if (coin_control.HasSelected() && !coin_control.fAllowOtherInputs) { @@ -2470,10 +2454,10 @@ bool CWallet::SelectCoins(const std::vector<COutput>& vAvailableCoins, const CAm return false; // Not solvable, can't estimate size for fee } coin.effective_value = coin.txout.nValue - coin_selection_params.m_effective_feerate.GetFee(coin.m_input_bytes); - if (coin_selection_params.use_bnb) { - value_to_select -= coin.effective_value; - } else { + if (coin_selection_params.m_subtract_fee_outputs) { value_to_select -= coin.txout.nValue; + } else { + value_to_select -= coin.effective_value; } setPresetCoins.insert(coin); } else { @@ -2515,26 +2499,26 @@ bool CWallet::SelectCoins(const std::vector<COutput>& vAvailableCoins, const CAm // If possible, fund the transaction with confirmed UTXOs only. Prefer at least six // confirmations on outputs received from other wallets and only spend confirmed change. - if (SelectCoinsMinConf(value_to_select, CoinEligibilityFilter(1, 6, 0), vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)) return true; - if (SelectCoinsMinConf(value_to_select, CoinEligibilityFilter(1, 1, 0), vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)) return true; + if (SelectCoinsMinConf(value_to_select, CoinEligibilityFilter(1, 6, 0), vCoins, setCoinsRet, nValueRet, coin_selection_params)) return true; + if (SelectCoinsMinConf(value_to_select, CoinEligibilityFilter(1, 1, 0), vCoins, setCoinsRet, nValueRet, coin_selection_params)) return true; // Fall back to using zero confirmation change (but with as few ancestors in the mempool as // possible) if we cannot fund the transaction otherwise. if (m_spend_zero_conf_change) { - if (SelectCoinsMinConf(value_to_select, CoinEligibilityFilter(0, 1, 2), vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)) return true; + if (SelectCoinsMinConf(value_to_select, CoinEligibilityFilter(0, 1, 2), vCoins, setCoinsRet, nValueRet, coin_selection_params)) return true; if (SelectCoinsMinConf(value_to_select, CoinEligibilityFilter(0, 1, std::min((size_t)4, max_ancestors/3), std::min((size_t)4, max_descendants/3)), - vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)) { + vCoins, setCoinsRet, nValueRet, coin_selection_params)) { return true; } if (SelectCoinsMinConf(value_to_select, CoinEligibilityFilter(0, 1, max_ancestors/2, max_descendants/2), - vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)) { + vCoins, setCoinsRet, nValueRet, coin_selection_params)) { return true; } // If partial groups are allowed, relax the requirement of spending OutputGroups (groups // of UTXOs sent to the same address, which are obviously controlled by a single wallet) // in their entirety. if (SelectCoinsMinConf(value_to_select, CoinEligibilityFilter(0, 1, max_ancestors-1, max_descendants-1, true /* include_partial_groups */), - vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)) { + vCoins, setCoinsRet, nValueRet, coin_selection_params)) { return true; } // Try with unsafe inputs if they are allowed. This may spend unconfirmed outputs @@ -2542,7 +2526,7 @@ bool CWallet::SelectCoins(const std::vector<COutput>& vAvailableCoins, const CAm if (coin_control.m_include_unsafe_inputs && SelectCoinsMinConf(value_to_select, CoinEligibilityFilter(0 /* conf_mine */, 0 /* conf_theirs */, max_ancestors-1, max_descendants-1, true /* include_partial_groups */), - vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)) { + vCoins, setCoinsRet, nValueRet, coin_selection_params)) { return true; } // Try with unlimited ancestors/descendants. The transaction will still need to meet @@ -2550,7 +2534,7 @@ bool CWallet::SelectCoins(const std::vector<COutput>& vAvailableCoins, const CAm // OutputGroups use heuristics that may overestimate ancestor/descendant counts. if (!fRejectLongChains && SelectCoinsMinConf(value_to_select, CoinEligibilityFilter(0, 1, std::numeric_limits<uint64_t>::max(), std::numeric_limits<uint64_t>::max(), true /* include_partial_groups */), - vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)) { + vCoins, setCoinsRet, nValueRet, coin_selection_params)) { return true; } } @@ -2815,7 +2799,6 @@ bool CWallet::CreateTransactionInternal( CAmount nValue = 0; const OutputType change_type = TransactionChangeType(coin_control.m_change_type ? *coin_control.m_change_type : m_default_change_type, vecSend); ReserveDestination reservedest(this, change_type); - int nChangePosRequest = nChangePosInOut; unsigned int nSubtractFeeFromAmount = 0; for (const auto& recipient : vecSend) { @@ -2837,7 +2820,6 @@ bool CWallet::CreateTransactionInternal( CMutableTransaction txNew; FeeCalculation feeCalc; - CAmount nFeeNeeded; std::pair<int64_t, int64_t> tx_sizes; int nBytes; { @@ -2881,6 +2863,16 @@ bool CWallet::CreateTransactionInternal( CTxOut change_prototype_txout(0, scriptChange); coin_selection_params.change_output_size = GetSerializeSize(change_prototype_txout); + // Get size of spending the change output + int change_spend_size = CalculateMaximumSignedInputSize(change_prototype_txout, this); + // If the wallet doesn't know how to sign change output, assume p2sh-p2wpkh + // as lower-bound to allow BnB to do it's thing + if (change_spend_size == -1) { + coin_selection_params.change_spend_size = DUMMY_NESTED_P2WPKH_INPUT_SIZE; + } else { + coin_selection_params.change_spend_size = (size_t)change_spend_size; + } + // Set discard feerate coin_selection_params.m_discard_feerate = GetDiscardRate(*this); @@ -2903,205 +2895,147 @@ bool CWallet::CreateTransactionInternal( cc_temp.m_confirm_target = chain().estimateMaxBlocks(); coin_selection_params.m_long_term_feerate = GetMinimumFeeRate(*this, cc_temp, nullptr); - nFeeRet = 0; - bool pick_new_inputs = true; - CAmount nValueIn = 0; + // Calculate the cost of change + // Cost of change is the cost of creating the change output + cost of spending the change output in the future. + // For creating the change output now, we use the effective feerate. + // For spending the change output in the future, we use the discard feerate for now. + // So cost of change = (change output size * effective feerate) + (size of spending change output * discard feerate) + coin_selection_params.m_change_fee = coin_selection_params.m_effective_feerate.GetFee(coin_selection_params.change_output_size); + coin_selection_params.m_cost_of_change = coin_selection_params.m_discard_feerate.GetFee(coin_selection_params.change_spend_size) + coin_selection_params.m_change_fee; - // 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 = true; coin_selection_params.m_subtract_fee_outputs = nSubtractFeeFromAmount != 0; // If we are doing subtract fee from recipient, don't use effective values - // Start with no fee and loop until there is enough fee - while (true) - { - nChangePosInOut = nChangePosRequest; - txNew.vin.clear(); - txNew.vout.clear(); - bool fFirst = true; - CAmount nValueToSelect = nValue; - if (nSubtractFeeFromAmount == 0) - nValueToSelect += nFeeRet; + // vouts to the payees + if (!coin_selection_params.m_subtract_fee_outputs) { + 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); - // vouts to the payees + // Include the fee cost for outputs. if (!coin_selection_params.m_subtract_fee_outputs) { - 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) + coin_selection_params.tx_noinputs_size += ::GetSerializeSize(txout, PROTOCOL_VERSION); } - for (const auto& recipient : vecSend) + + if (IsDust(txout, chain().relayDustFee())) { - CTxOut txout(recipient.nAmount, recipient.scriptPubKey); + error = _("Transaction amount too small"); + return false; + } + txNew.vout.push_back(txout); + } - if (recipient.fSubtractFeeFromAmount) - { - assert(nSubtractFeeFromAmount != 0); - txout.nValue -= nFeeRet / nSubtractFeeFromAmount; // Subtract fee equally from each selected recipient + // Include the fees for things that aren't inputs, excluding the change output + const CAmount not_input_fees = coin_selection_params.m_effective_feerate.GetFee(coin_selection_params.tx_noinputs_size); + CAmount nValueToSelect = nValue + not_input_fees; - if (fFirst) // first receiver pays the remainder not divisible by output count - { - fFirst = false; - txout.nValue -= nFeeRet % nSubtractFeeFromAmount; - } - } - // Include the fee cost for outputs. Note this is only used for BnB right now - if (!coin_selection_params.m_subtract_fee_outputs) { - coin_selection_params.tx_noinputs_size += ::GetSerializeSize(txout, PROTOCOL_VERSION); - } + // Choose coins to use + CAmount inputs_sum = 0; + setCoins.clear(); + if (!SelectCoins(vAvailableCoins, /* nTargetValue */ nValueToSelect, setCoins, inputs_sum, coin_control, coin_selection_params)) + { + error = _("Insufficient funds"); + return false; + } - if (IsDust(txout, chain().relayDustFee())) - { - if (recipient.fSubtractFeeFromAmount && nFeeRet > 0) - { - if (txout.nValue < 0) - error = _("The transaction amount is too small to pay the fee"); - else - error = _("The transaction amount is too small to send after the fee has been deducted"); - } - else - error = _("Transaction amount too small"); - return false; - } - txNew.vout.push_back(txout); - } + // Always make a change output + // We will reduce the fee from this change output later, and remove the output if it is too small. + const CAmount change_and_fee = inputs_sum - nValue; + assert(change_and_fee >= 0); + CTxOut newTxOut(change_and_fee, scriptChange); - // Choose coins to use - bool bnb_used = false; - if (pick_new_inputs) { - nValueIn = 0; - setCoins.clear(); - int change_spend_size = CalculateMaximumSignedInputSize(change_prototype_txout, this); - // If the wallet doesn't know how to sign change output, assume p2sh-p2wpkh - // as lower-bound to allow BnB to do it's thing - if (change_spend_size == -1) { - coin_selection_params.change_spend_size = DUMMY_NESTED_P2WPKH_INPUT_SIZE; - } else { - coin_selection_params.change_spend_size = (size_t)change_spend_size; - } - if (!SelectCoins(vAvailableCoins, nValueToSelect, setCoins, nValueIn, coin_control, coin_selection_params, bnb_used)) - { - // 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 { - error = _("Insufficient funds"); - return false; - } - } - } else { - bnb_used = false; - } + if (nChangePosInOut == -1) + { + // Insert change txn at random position: + nChangePosInOut = GetRandInt(txNew.vout.size()+1); + } + else if ((unsigned int)nChangePosInOut > txNew.vout.size()) + { + error = _("Change index out of range"); + return false; + } - const CAmount nChange = nValueIn - nValueToSelect; - if (nChange > 0) - { - // Fill a vout to ourself - CTxOut newTxOut(nChange, scriptChange); + assert(nChangePosInOut != -1); + auto change_position = txNew.vout.insert(txNew.vout.begin() + nChangePosInOut, newTxOut); - // Never create dust outputs; if we would, just - // add the dust to the fee. - // The nChange when BnB is used is always going to go to fees. - if (IsDust(newTxOut, coin_selection_params.m_discard_feerate) || bnb_used) - { - nChangePosInOut = -1; - nFeeRet += nChange; - } - else - { - if (nChangePosInOut == -1) - { - // Insert change txn at random position: - nChangePosInOut = GetRandInt(txNew.vout.size()+1); - } - else if ((unsigned int)nChangePosInOut > txNew.vout.size()) - { - error = _("Change index out of range"); - return false; - } + // Dummy fill vin for maximum size estimation + // + for (const auto& coin : setCoins) { + txNew.vin.push_back(CTxIn(coin.outpoint,CScript())); + } - std::vector<CTxOut>::iterator position = txNew.vout.begin()+nChangePosInOut; - txNew.vout.insert(position, newTxOut); - } - } else { - nChangePosInOut = -1; - } + // Calculate the transaction fee + tx_sizes = CalculateMaximumSignedTxSize(CTransaction(txNew), this, coin_control.fAllowWatchOnly); + nBytes = tx_sizes.first; + if (nBytes < 0) { + error = _("Signing transaction failed"); + return false; + } + nFeeRet = coin_selection_params.m_effective_feerate.GetFee(nBytes); - // Dummy fill vin for maximum size estimation - // - for (const auto& coin : setCoins) { - txNew.vin.push_back(CTxIn(coin.outpoint,CScript())); - } + // Subtract fee from the change output if not subtrating it from recipient outputs + CAmount fee_needed = nFeeRet; + if (nSubtractFeeFromAmount == 0) { + change_position->nValue -= fee_needed; + } + + // We want to drop the change to fees if: + // 1. The change output would be dust + // 2. The change is within the (almost) exact match window, i.e. it is less than or equal to the cost of the change output (cost_of_change) + CAmount change_amount = change_position->nValue; + if (IsDust(*change_position, coin_selection_params.m_discard_feerate) || change_amount <= coin_selection_params.m_cost_of_change) + { + nChangePosInOut = -1; + change_amount = 0; + txNew.vout.erase(change_position); + // Because we have dropped this change, the tx size and required fee will be different, so let's recalculate those tx_sizes = CalculateMaximumSignedTxSize(CTransaction(txNew), this, coin_control.fAllowWatchOnly); nBytes = tx_sizes.first; - if (nBytes < 0) { - error = _("Signing transaction failed"); - return false; - } + fee_needed = coin_selection_params.m_effective_feerate.GetFee(nBytes); + } - nFeeNeeded = coin_selection_params.m_effective_feerate.GetFee(nBytes); - if (nFeeRet >= nFeeNeeded) { - // Reduce fee to only the needed amount if possible. This - // prevents potential overpayment in fees if the coins - // selected to meet nFeeNeeded result in a transaction that - // requires less fee than the prior iteration. - - // If we have no change and a big enough excess fee, then - // try to construct transaction again only without picking - // new inputs. We now know we only need the smaller fee - // (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 + 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 = coin_selection_params.m_effective_feerate.GetFee(tx_size_with_change); - CAmount minimum_value_for_change = GetDustThreshold(change_prototype_txout, coin_selection_params.m_discard_feerate); - if (nFeeRet >= fee_needed_with_change + minimum_value_for_change) { - pick_new_inputs = false; - nFeeRet = fee_needed_with_change; - continue; - } - } + // Update nFeeRet in case fee_needed changed due to dropping the change output + if (fee_needed <= change_and_fee - change_amount) { + nFeeRet = change_and_fee - change_amount; + } - // If we have change output already, just increase it - if (nFeeRet > nFeeNeeded && nChangePosInOut != -1 && nSubtractFeeFromAmount == 0) { - CAmount extraFeePaid = nFeeRet - nFeeNeeded; - std::vector<CTxOut>::iterator change_position = txNew.vout.begin()+nChangePosInOut; - change_position->nValue += extraFeePaid; - nFeeRet -= extraFeePaid; + // Reduce output values for subtractFeeFromAmount + if (nSubtractFeeFromAmount != 0) { + CAmount to_reduce = fee_needed + change_amount - change_and_fee; + int i = 0; + bool fFirst = true; + for (const auto& recipient : vecSend) + { + if (i == nChangePosInOut) { + ++i; } - break; // Done, enough fee included. - } - else if (!pick_new_inputs) { - // This shouldn't happen, we should have had enough excess - // fee to pay for the new output and still meet nFeeNeeded - // Or we should have just subtracted fee from recipients and - // nFeeNeeded should not have changed - error = _("Transaction fee and change calculation failed"); - return false; - } + CTxOut& txout = txNew.vout[i]; - // Try to reduce change to include necessary fee - if (nChangePosInOut != -1 && nSubtractFeeFromAmount == 0) { - CAmount additionalFeeNeeded = nFeeNeeded - nFeeRet; - std::vector<CTxOut>::iterator change_position = txNew.vout.begin()+nChangePosInOut; - // Only reduce change if remaining amount is still a large enough output. - if (change_position->nValue >= MIN_FINAL_CHANGE + additionalFeeNeeded) { - change_position->nValue -= additionalFeeNeeded; - nFeeRet += additionalFeeNeeded; - break; // Done, able to increase fee from change - } - } + if (recipient.fSubtractFeeFromAmount) + { + txout.nValue -= to_reduce / nSubtractFeeFromAmount; // Subtract fee equally from each selected recipient - // If subtracting fee from recipients, we now know what fee we - // need to subtract, we have no reason to reselect inputs - if (nSubtractFeeFromAmount > 0) { - pick_new_inputs = false; - } + if (fFirst) // first receiver pays the remainder not divisible by output count + { + fFirst = false; + txout.nValue -= to_reduce % nSubtractFeeFromAmount; + } - // Include more fee and try again. - nFeeRet = nFeeNeeded; - coin_selection_params.use_bnb = false; - continue; + // Error if this output is reduced to be below dust + if (IsDust(txout, chain().relayDustFee())) { + if (txout.nValue < 0) { + error = _("The transaction amount is too small to pay the fee"); + } else { + error = _("The transaction amount is too small to send after the fee has been deducted"); + } + return false; + } + } + ++i; + } + nFeeRet = fee_needed; } // Give up if change keypool ran out and change is required @@ -3163,8 +3097,8 @@ bool CWallet::CreateTransactionInternal( reservedest.KeepDestination(); fee_calc_out = feeCalc; - WalletLogPrintf("Fee Calculation: Fee:%d Bytes:%u Needed:%d Tgt:%d (requested %d) Reason:\"%s\" Decay %.5f: Estimation: (%g - %g) %.2f%% %.1f/(%.1f %d mem %.1f out) Fail: (%g - %g) %.2f%% %.1f/(%.1f %d mem %.1f out)\n", - nFeeRet, nBytes, nFeeNeeded, feeCalc.returnedTarget, feeCalc.desiredTarget, StringForFeeReason(feeCalc.reason), feeCalc.est.decay, + WalletLogPrintf("Fee Calculation: Fee:%d Bytes:%u Tgt:%d (requested %d) Reason:\"%s\" Decay %.5f: Estimation: (%g - %g) %.2f%% %.1f/(%.1f %d mem %.1f out) Fail: (%g - %g) %.2f%% %.1f/(%.1f %d mem %.1f out)\n", + nFeeRet, nBytes, feeCalc.returnedTarget, feeCalc.desiredTarget, StringForFeeReason(feeCalc.reason), feeCalc.est.decay, feeCalc.est.pass.start, feeCalc.est.pass.end, (feeCalc.est.pass.totalConfirmed + feeCalc.est.pass.inMempool + feeCalc.est.pass.leftMempool) > 0.0 ? 100 * feeCalc.est.pass.withinTarget / (feeCalc.est.pass.totalConfirmed + feeCalc.est.pass.inMempool + feeCalc.est.pass.leftMempool) : 0.0, feeCalc.est.pass.withinTarget, feeCalc.est.pass.totalConfirmed, feeCalc.est.pass.inMempool, feeCalc.est.pass.leftMempool, @@ -4298,12 +4232,12 @@ bool CWalletTx::IsImmatureCoinBase() const return GetBlocksToMaturity() > 0; } -std::vector<OutputGroup> CWallet::GroupOutputs(const std::vector<COutput>& outputs, bool separate_coins, const CFeeRate& effective_feerate, const CFeeRate& long_term_feerate, const CoinEligibilityFilter& filter, bool positive_only) const +std::vector<OutputGroup> CWallet::GroupOutputs(const std::vector<COutput>& outputs, const CoinSelectionParams& coin_sel_params, const CoinEligibilityFilter& filter, bool positive_only) const { std::vector<OutputGroup> groups_out; - if (separate_coins) { - // Single coin means no grouping. Each COutput gets its own OutputGroup. + if (!coin_sel_params.m_avoid_partial_spends) { + // Allowing partial spends means no grouping. Each COutput gets its own OutputGroup. for (const COutput& output : outputs) { // Skip outputs we cannot spend if (!output.fSpendable) continue; @@ -4313,11 +4247,11 @@ std::vector<OutputGroup> CWallet::GroupOutputs(const std::vector<COutput>& outpu CInputCoin input_coin = output.GetInputCoin(); // Make an OutputGroup containing just this output - OutputGroup group{effective_feerate, long_term_feerate}; + OutputGroup group{coin_sel_params}; group.Insert(input_coin, output.nDepth, output.tx->IsFromMe(ISMINE_ALL), ancestors, descendants, positive_only); // Check the OutputGroup's eligibility. Only add the eligible ones. - if (positive_only && group.effective_value <= 0) continue; + if (positive_only && group.GetSelectionAmount() <= 0) continue; if (group.m_outputs.size() > 0 && group.EligibleForSpending(filter)) groups_out.push_back(group); } return groups_out; @@ -4343,7 +4277,7 @@ std::vector<OutputGroup> CWallet::GroupOutputs(const std::vector<COutput>& outpu if (groups.size() == 0) { // No OutputGroups for this scriptPubKey yet, add one - groups.emplace_back(effective_feerate, long_term_feerate); + groups.emplace_back(coin_sel_params); } // Get the last OutputGroup in the vector so that we can add the CInputCoin to it @@ -4354,7 +4288,7 @@ std::vector<OutputGroup> CWallet::GroupOutputs(const std::vector<COutput>& outpu // to avoid surprising users with very high fees. if (group->m_outputs.size() >= OUTPUT_GROUP_MAX_ENTRIES) { // The last output group is full, add a new group to the vector and use that group for the insertion - groups.emplace_back(effective_feerate, long_term_feerate); + groups.emplace_back(coin_sel_params); group = &groups.back(); } @@ -4376,7 +4310,7 @@ std::vector<OutputGroup> CWallet::GroupOutputs(const std::vector<COutput>& outpu } // Check the OutputGroup's eligibility. Only add the eligible ones. - if (positive_only && group.effective_value <= 0) continue; + if (positive_only && group.GetSelectionAmount() <= 0) continue; if (group.m_outputs.size() > 0 && group.EligibleForSpending(filter)) groups_out.push_back(group); } } diff --git a/src/wallet/wallet.h b/src/wallet/wallet.h index fc4edd8d20..5f48e77590 100644 --- a/src/wallet/wallet.h +++ b/src/wallet/wallet.h @@ -612,46 +612,6 @@ public: } }; -/** Parameters for one iteration of Coin Selection. */ -struct CoinSelectionParams -{ - /** Toggles use of Branch and Bound instead of Knapsack solver. */ - bool use_bnb = true; - /** Size of a change output in bytes, determined by the output type. */ - size_t change_output_size = 0; - /** Size of the input to spend a change output in virtual bytes. */ - size_t change_spend_size = 0; - /** The targeted feerate of the transaction being built. */ - CFeeRate m_effective_feerate; - /** The feerate estimate used to estimate an upper bound on what should be sufficient to spend - * the change output sometime in the future. */ - CFeeRate m_long_term_feerate; - /** If the cost to spend a change output at the discard feerate exceeds its value, drop it to fees. */ - CFeeRate m_discard_feerate; - /** Size of the transaction before coin selection, consisting of the header and recipient - * output(s), excluding the inputs and change output(s). */ - size_t tx_noinputs_size = 0; - /** Indicate that we are subtracting the fee from outputs */ - bool m_subtract_fee_outputs = false; - /** When true, always spend all (up to OUTPUT_GROUP_MAX_ENTRIES) or none of the outputs - * associated with the same address. This helps reduce privacy leaks resulting from address - * reuse. Dust outputs are not eligible to be added to output groups and thus not considered. */ - bool m_avoid_partial_spends = false; - - CoinSelectionParams(bool use_bnb, size_t change_output_size, size_t change_spend_size, CFeeRate effective_feerate, - CFeeRate long_term_feerate, CFeeRate discard_feerate, size_t tx_noinputs_size, bool avoid_partial) : - use_bnb(use_bnb), - change_output_size(change_output_size), - change_spend_size(change_spend_size), - m_effective_feerate(effective_feerate), - m_long_term_feerate(long_term_feerate), - m_discard_feerate(discard_feerate), - tx_noinputs_size(tx_noinputs_size), - m_avoid_partial_spends(avoid_partial) - {} - CoinSelectionParams() {} -}; - class WalletRescanReserver; //forward declarations for ScanForWalletTransactions/RescanFromTime /** * A CWallet maintains a set of transactions and balances, and provides the ability to create new transactions. @@ -792,7 +752,7 @@ public: * from coin_control and Coin Selection if successful. */ bool SelectCoins(const std::vector<COutput>& vAvailableCoins, const CAmount& nTargetValue, std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet, - const CCoinControl& coin_control, CoinSelectionParams& coin_selection_params, bool& bnb_used) const EXCLUSIVE_LOCKS_REQUIRED(cs_wallet); + const CCoinControl& coin_control, CoinSelectionParams& coin_selection_params) const EXCLUSIVE_LOCKS_REQUIRED(cs_wallet); /** Get a name for this wallet for logging/debugging purposes. */ @@ -881,7 +841,7 @@ public: * param@[out] nValueRet Used to return the total value of selected coins. */ bool SelectCoinsMinConf(const CAmount& nTargetValue, const CoinEligibilityFilter& eligibility_filter, std::vector<COutput> coins, - std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet, const CoinSelectionParams& coin_selection_params, bool& bnb_used) const; + std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet, const CoinSelectionParams& coin_selection_params) const; bool IsSpent(const uint256& hash, unsigned int n) const EXCLUSIVE_LOCKS_REQUIRED(cs_wallet); @@ -889,7 +849,7 @@ public: bool IsSpentKey(const uint256& hash, unsigned int n) const EXCLUSIVE_LOCKS_REQUIRED(cs_wallet); void SetSpentKeyState(WalletBatch& batch, const uint256& hash, unsigned int n, bool used, std::set<CTxDestination>& tx_destinations) EXCLUSIVE_LOCKS_REQUIRED(cs_wallet); - std::vector<OutputGroup> GroupOutputs(const std::vector<COutput>& outputs, bool separate_coins, const CFeeRate& effective_feerate, const CFeeRate& long_term_feerate, const CoinEligibilityFilter& filter, bool positive_only) const; + std::vector<OutputGroup> GroupOutputs(const std::vector<COutput>& outputs, const CoinSelectionParams& coin_sel_params, const CoinEligibilityFilter& filter, bool positive_only) const; /** Display address on an external signer. Returns false if external signer support is not compiled */ bool DisplayAddress(const CTxDestination& dest) EXCLUSIVE_LOCKS_REQUIRED(cs_wallet); |