diff options
| -rw-r--r-- | doc/release-notes-24494.md | 2 | ||||
| -rw-r--r-- | src/bench/coin_selection.cpp | 2 | ||||
| -rw-r--r-- | src/qt/coincontroldialog.cpp | 6 | ||||
| -rw-r--r-- | src/wallet/coinselection.cpp | 41 | ||||
| -rw-r--r-- | src/wallet/coinselection.h | 35 | ||||
| -rw-r--r-- | src/wallet/spend.cpp | 14 | ||||
| -rw-r--r-- | src/wallet/test/coinselector_tests.cpp | 145 | ||||
| -rwxr-xr-x | test/functional/wallet_bumpfee.py | 4 |
8 files changed, 157 insertions, 92 deletions
diff --git a/doc/release-notes-24494.md b/doc/release-notes-24494.md new file mode 100644 index 0000000000..afbb926433 --- /dev/null +++ b/doc/release-notes-24494.md @@ -0,0 +1,2 @@ +To help prevent fingerprinting transactions created by the Bitcoin Core wallet, change output +amounts are now randomized. (#24494) diff --git a/src/bench/coin_selection.cpp b/src/bench/coin_selection.cpp index 16a8948f99..18a780646f 100644 --- a/src/bench/coin_selection.cpp +++ b/src/bench/coin_selection.cpp @@ -13,6 +13,7 @@ using node::NodeContext; using wallet::AttemptSelection; +using wallet::CHANGE_LOWER; using wallet::COutput; using wallet::CWallet; using wallet::CWalletTx; @@ -66,6 +67,7 @@ static void CoinSelection(benchmark::Bench& bench) rand, /* change_output_size= */ 34, /* change_spend_size= */ 148, + /*min_change_target=*/ CHANGE_LOWER, /* effective_feerate= */ CFeeRate(0), /* long_term_feerate= */ CFeeRate(0), /* discard_feerate= */ CFeeRate(0), diff --git a/src/qt/coincontroldialog.cpp b/src/qt/coincontroldialog.cpp index 4ece886488..d3103492a4 100644 --- a/src/qt/coincontroldialog.cpp +++ b/src/qt/coincontroldialog.cpp @@ -33,7 +33,6 @@ #include <QTreeWidget> using wallet::CCoinControl; -using wallet::MIN_CHANGE; QList<CAmount> CoinControlDialog::payAmounts; bool CoinControlDialog::fSubtractFeeFromAmount = false; @@ -486,11 +485,10 @@ void CoinControlDialog::updateLabels(CCoinControl& m_coin_control, WalletModel * if (!CoinControlDialog::fSubtractFeeFromAmount) nChange -= nPayFee; - // Never create dust outputs; if we would, just add the dust to the fee. - if (nChange > 0 && nChange < MIN_CHANGE) - { + if (nChange > 0) { // Assumes a p2pkh script size CTxOut txout(nChange, CScript() << std::vector<unsigned char>(24, 0)); + // Never create dust outputs; if we would, just add the dust to the fee. if (IsDust(txout, model->node().getDustRelayFee())) { nPayFee += nChange; diff --git a/src/wallet/coinselection.cpp b/src/wallet/coinselection.cpp index 38c5939232..433759e086 100644 --- a/src/wallet/coinselection.cpp +++ b/src/wallet/coinselection.cpp @@ -187,11 +187,24 @@ std::optional<SelectionResult> SelectCoinsSRD(const std::vector<OutputGroup>& ut return std::nullopt; } -static void ApproximateBestSubset(FastRandomContext& insecure_rand, const std::vector<OutputGroup>& groups, const CAmount& nTotalLower, const CAmount& nTargetValue, +/** Find a subset of the OutputGroups that is at least as large as, but as close as possible to, the + * target amount; solve subset sum. + * param@[in] groups OutputGroups to choose from, sorted by value in descending order. + * param@[in] nTotalLower Total (effective) value of the UTXOs in groups. + * param@[in] nTargetValue Subset sum target, not including change. + * param@[out] vfBest Boolean vector representing the subset chosen that is closest to + * nTargetValue, with indices corresponding to groups. If the ith + * entry is true, that means the ith group in groups was selected. + * param@[out] nBest Total amount of subset chosen that is closest to nTargetValue. + * param@[in] iterations Maximum number of tries. + */ +static void ApproximateBestSubset(FastRandomContext& insecure_rand, const std::vector<OutputGroup>& groups, + const CAmount& nTotalLower, const CAmount& nTargetValue, std::vector<char>& vfBest, CAmount& nBest, int iterations = 1000) { std::vector<char> vfIncluded; + // Worst case "best" approximation is just all of the groups. vfBest.assign(groups.size(), true); nBest = nTotalLower; @@ -217,6 +230,8 @@ static void ApproximateBestSubset(FastRandomContext& insecure_rand, const std::v if (nTotal >= nTargetValue) { fReachedTarget = true; + // If the total is between nTargetValue and nBest, it's our new best + // approximation. if (nTotal < nBest) { nBest = nTotal; @@ -231,12 +246,15 @@ static void ApproximateBestSubset(FastRandomContext& insecure_rand, const std::v } } -std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, const CAmount& nTargetValue, FastRandomContext& rng) +std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, const CAmount& nTargetValue, + CAmount change_target, FastRandomContext& rng) { SelectionResult result(nTargetValue); // List of values less than target std::optional<OutputGroup> lowest_larger; + // Groups with selection amount smaller than the target and any change we might produce. + // Don't include groups larger than this, because they will only cause us to overshoot. std::vector<OutputGroup> applicable_groups; CAmount nTotalLower = 0; @@ -246,7 +264,7 @@ std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, if (group.GetSelectionAmount() == nTargetValue) { result.AddInput(group); return result; - } else if (group.GetSelectionAmount() < nTargetValue + MIN_CHANGE) { + } else if (group.GetSelectionAmount() < nTargetValue + change_target) { applicable_groups.push_back(group); nTotalLower += group.GetSelectionAmount(); } else if (!lowest_larger || group.GetSelectionAmount() < lowest_larger->GetSelectionAmount()) { @@ -273,14 +291,14 @@ std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, CAmount nBest; ApproximateBestSubset(rng, applicable_groups, nTotalLower, nTargetValue, vfBest, nBest); - if (nBest != nTargetValue && nTotalLower >= nTargetValue + MIN_CHANGE) { - ApproximateBestSubset(rng, applicable_groups, nTotalLower, nTargetValue + MIN_CHANGE, vfBest, nBest); + if (nBest != nTargetValue && nTotalLower >= nTargetValue + change_target) { + ApproximateBestSubset(rng, applicable_groups, nTotalLower, nTargetValue + change_target, vfBest, nBest); } // If we have a bigger coin and (either the stochastic approximation didn't find a good solution, // or the next bigger coin is closer), return the bigger coin if (lowest_larger && - ((nBest != nTargetValue && nBest < nTargetValue + MIN_CHANGE) || lowest_larger->GetSelectionAmount() <= nBest)) { + ((nBest != nTargetValue && nBest < nTargetValue + change_target) || lowest_larger->GetSelectionAmount() <= nBest)) { result.AddInput(*lowest_larger); } else { for (unsigned int i = 0; i < applicable_groups.size(); i++) { @@ -380,6 +398,17 @@ CAmount GetSelectionWaste(const std::set<COutput>& inputs, CAmount change_cost, return waste; } +CAmount GenerateChangeTarget(CAmount payment_value, FastRandomContext& rng) +{ + if (payment_value <= CHANGE_LOWER / 2) { + return CHANGE_LOWER; + } else { + // random value between 50ksat and min (payment_value * 2, 1milsat) + const auto upper_bound = std::min(payment_value * 2, CHANGE_UPPER); + return rng.randrange(upper_bound - CHANGE_LOWER) + CHANGE_LOWER; + } +} + void SelectionResult::ComputeAndSetWaste(CAmount change_cost) { m_waste = GetSelectionWaste(m_selected_inputs, change_cost, m_target, m_use_effective); diff --git a/src/wallet/coinselection.h b/src/wallet/coinselection.h index da77b21626..784a91e827 100644 --- a/src/wallet/coinselection.h +++ b/src/wallet/coinselection.h @@ -13,10 +13,10 @@ #include <optional> namespace wallet { -//! target minimum change amount -static constexpr CAmount MIN_CHANGE{COIN / 100}; -//! final minimum change amount after paying for fees -static const CAmount MIN_FINAL_CHANGE = MIN_CHANGE/2; +//! lower bound for randomly-chosen target change amount +static constexpr CAmount CHANGE_LOWER{50000}; +//! upper bound for randomly-chosen target change amount +static constexpr CAmount CHANGE_UPPER{1000000}; /** A UTXO under consideration for use in funding a new transaction. */ struct COutput { @@ -93,8 +93,13 @@ struct CoinSelectionParams { size_t change_output_size = 0; /** Size of the input to spend a change output in virtual bytes. */ size_t change_spend_size = 0; + /** Mininmum change to target in Knapsack solver: select coins to cover the payment and + * at least this value of change. */ + CAmount m_min_change_target{0}; /** Cost of creating the change output. */ CAmount m_change_fee{0}; + /** The pre-determined minimum value to target when funding a change output. */ + CAmount m_change_target{0}; /** Cost of creating the change output + cost of spending the change output in the future. */ CAmount m_cost_of_change{0}; /** The targeted feerate of the transaction being built. */ @@ -114,11 +119,13 @@ struct CoinSelectionParams { * reuse. Dust outputs are not eligible to be added to output groups and thus not considered. */ bool m_avoid_partial_spends = false; - CoinSelectionParams(FastRandomContext& rng_fast, size_t change_output_size, size_t change_spend_size, CFeeRate effective_feerate, + CoinSelectionParams(FastRandomContext& rng_fast, size_t change_output_size, size_t change_spend_size, + CAmount min_change_target, CFeeRate effective_feerate, CFeeRate long_term_feerate, CFeeRate discard_feerate, size_t tx_noinputs_size, bool avoid_partial) : rng_fast{rng_fast}, change_output_size(change_output_size), change_spend_size(change_spend_size), + m_min_change_target(min_change_target), m_effective_feerate(effective_feerate), m_long_term_feerate(long_term_feerate), m_discard_feerate(discard_feerate), @@ -217,6 +224,21 @@ struct OutputGroup */ [[nodiscard]] CAmount GetSelectionWaste(const std::set<COutput>& inputs, CAmount change_cost, CAmount target, bool use_effective_value = true); + +/** Chooose a random change target for each transaction to make it harder to fingerprint the Core + * wallet based on the change output values of transactions it creates. + * The random value is between 50ksat and min(2 * payment_value, 1milsat) + * When payment_value <= 25ksat, the value is just 50ksat. + * + * Making change amounts similar to the payment value may help disguise which output(s) are payments + * are which ones are change. Using double the payment value may increase the number of inputs + * needed (and thus be more expensive in fees), but breaks analysis techniques which assume the + * coins selected are just sufficient to cover the payment amount ("unnecessary input" heuristic). + * + * @param[in] payment_value Average payment value of the transaction output(s). + */ +[[nodiscard]] CAmount GenerateChangeTarget(CAmount payment_value, FastRandomContext& rng); + struct SelectionResult { private: @@ -266,7 +288,8 @@ std::optional<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_poo std::optional<SelectionResult> SelectCoinsSRD(const std::vector<OutputGroup>& utxo_pool, CAmount target_value, FastRandomContext& rng); // Original coin selection algorithm as a fallback -std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, const CAmount& nTargetValue, FastRandomContext& rng); +std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, const CAmount& nTargetValue, + CAmount change_target, FastRandomContext& rng); } // namespace wallet #endif // BITCOIN_WALLET_COINSELECTION_H diff --git a/src/wallet/spend.cpp b/src/wallet/spend.cpp index 304a9f10ca..b2839f2afe 100644 --- a/src/wallet/spend.cpp +++ b/src/wallet/spend.cpp @@ -19,6 +19,8 @@ #include <wallet/transaction.h> #include <wallet/wallet.h> +#include <cmath> + using interfaces::FoundBlock; namespace wallet { @@ -389,14 +391,17 @@ std::optional<SelectionResult> AttemptSelection(const CWallet& wallet, const CAm std::vector<OutputGroup> all_groups = GroupOutputs(wallet, coins, coin_selection_params, eligibility_filter, false /* positive_only */); // While nTargetValue includes the transaction fees for non-input things, it does not include the fee for creating a change output. // So we need to include that for KnapsackSolver as well, as we are expecting to create a change output. - if (auto knapsack_result{KnapsackSolver(all_groups, nTargetValue + coin_selection_params.m_change_fee, coin_selection_params.rng_fast)}) { + if (auto knapsack_result{KnapsackSolver(all_groups, nTargetValue + coin_selection_params.m_change_fee, + coin_selection_params.m_min_change_target, coin_selection_params.rng_fast)}) { knapsack_result->ComputeAndSetWaste(coin_selection_params.m_cost_of_change); results.push_back(*knapsack_result); } - // We include the minimum final change for SRD as we do want to avoid making really small change. - // KnapsackSolver does not need this because it includes MIN_CHANGE internally. - const CAmount srd_target = nTargetValue + coin_selection_params.m_change_fee + MIN_FINAL_CHANGE; + // Include change for SRD as we want to avoid making really small change if the selection just + // barely meets the target. Just use the lower bound change target instead of the randomly + // generated one, since SRD will result in a random change amount anyway; avoid making the + // target needlessly large. + const CAmount srd_target = nTargetValue + coin_selection_params.m_change_fee + CHANGE_LOWER; if (auto srd_result{SelectCoinsSRD(positive_groups, srd_target, coin_selection_params.rng_fast)}) { srd_result->ComputeAndSetWaste(coin_selection_params.m_cost_of_change); results.push_back(*srd_result); @@ -680,6 +685,7 @@ static bool CreateTransactionInternal( coin_selection_params.m_subtract_fee_outputs = true; } } + coin_selection_params.m_change_target = GenerateChangeTarget(std::floor(recipients_sum / vecSend.size()), rng_fast); // Create change script that will be used if we need change CScript scriptChange; diff --git a/src/wallet/test/coinselector_tests.cpp b/src/wallet/test/coinselector_tests.cpp index 14bec8ca4c..87ce18c8c9 100644 --- a/src/wallet/test/coinselector_tests.cpp +++ b/src/wallet/test/coinselector_tests.cpp @@ -150,6 +150,7 @@ inline std::vector<OutputGroup>& KnapsackGroupOutputs(const std::vector<COutput> rand, /* change_output_size= */ 0, /* change_spend_size= */ 0, + /*min_change_target=*/ CENT, /* effective_feerate= */ CFeeRate(0), /* long_term_feerate= */ CFeeRate(0), /* discard_feerate= */ CFeeRate(0), @@ -294,6 +295,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test) rand, /* change_output_size= */ 0, /* change_spend_size= */ 0, + /*min_change_target=*/ 0, /* effective_feerate= */ CFeeRate(3000), /* long_term_feerate= */ CFeeRate(1000), /* discard_feerate= */ CFeeRate(1000), @@ -347,7 +349,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test) BOOST_AUTO_TEST_CASE(knapsack_solver_test) { FastRandomContext rand{}; - const auto temp1{[&rand](std::vector<OutputGroup>& g, const CAmount& v) { return KnapsackSolver(g, v, rand); }}; + const auto temp1{[&rand](std::vector<OutputGroup>& g, const CAmount& v, CAmount c) { return KnapsackSolver(g, v, c, rand); }}; const auto KnapsackSolver{temp1}; std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), "", m_args, CreateMockWalletDatabase()); wallet->LoadWallet(); @@ -363,25 +365,25 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) coins.clear(); // with an empty wallet we can't even pay one cent - BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 1 * CENT)); + BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 1 * CENT, CENT)); add_coin(coins, *wallet, 1*CENT, 4); // add a new 1 cent coin // with a new 1 cent coin, we still can't find a mature 1 cent - BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 1 * CENT)); + BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 1 * CENT, CENT)); // but we can find a new 1 cent - const auto result1 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 1 * CENT); + const auto result1 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 1 * CENT, CENT); BOOST_CHECK(result1); BOOST_CHECK_EQUAL(result1->GetSelectedValue(), 1 * CENT); add_coin(coins, *wallet, 2*CENT); // add a mature 2 cent coin // we can't make 3 cents of mature coins - BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 3 * CENT)); + BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 3 * CENT, CENT)); // we can make 3 cents of new coins - const auto result2 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 3 * CENT); + const auto result2 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 3 * CENT, CENT); BOOST_CHECK(result2); BOOST_CHECK_EQUAL(result2->GetSelectedValue(), 3 * CENT); @@ -392,38 +394,38 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) // now we have new: 1+10=11 (of which 10 was self-sent), and mature: 2+5+20=27. total = 38 // we can't make 38 cents only if we disallow new coins: - BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 38 * CENT)); + BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 38 * CENT, CENT)); // we can't even make 37 cents if we don't allow new coins even if they're from us - BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard_extra), 38 * CENT)); + BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard_extra), 38 * CENT, CENT)); // but we can make 37 cents if we accept new coins from ourself - const auto result3 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 37 * CENT); + const auto result3 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 37 * CENT, CENT); BOOST_CHECK(result3); BOOST_CHECK_EQUAL(result3->GetSelectedValue(), 37 * CENT); // and we can make 38 cents if we accept all new coins - const auto result4 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 38 * CENT); + const auto result4 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 38 * CENT, CENT); BOOST_CHECK(result4); BOOST_CHECK_EQUAL(result4->GetSelectedValue(), 38 * CENT); // try making 34 cents from 1,2,5,10,20 - we can't do it exactly - const auto result5 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 34 * CENT); + const auto result5 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 34 * CENT, CENT); BOOST_CHECK(result5); BOOST_CHECK_EQUAL(result5->GetSelectedValue(), 35 * CENT); // but 35 cents is closest BOOST_CHECK_EQUAL(result5->GetInputSet().size(), 3U); // the best should be 20+10+5. it's incredibly unlikely the 1 or 2 got included (but possible) // when we try making 7 cents, the smaller coins (1,2,5) are enough. We should see just 2+5 - const auto result6 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 7 * CENT); + const auto result6 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 7 * CENT, CENT); BOOST_CHECK(result6); BOOST_CHECK_EQUAL(result6->GetSelectedValue(), 7 * CENT); BOOST_CHECK_EQUAL(result6->GetInputSet().size(), 2U); // when we try making 8 cents, the smaller coins (1,2,5) are exactly enough. - const auto result7 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 8 * CENT); + const auto result7 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 8 * CENT, CENT); BOOST_CHECK(result7); BOOST_CHECK(result7->GetSelectedValue() == 8 * CENT); BOOST_CHECK_EQUAL(result7->GetInputSet().size(), 3U); // when we try making 9 cents, no subset of smaller coins is enough, and we get the next bigger coin (10) - const auto result8 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 9 * CENT); + const auto result8 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 9 * CENT, CENT); BOOST_CHECK(result8); BOOST_CHECK_EQUAL(result8->GetSelectedValue(), 10 * CENT); BOOST_CHECK_EQUAL(result8->GetInputSet().size(), 1U); @@ -438,12 +440,12 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) add_coin(coins, *wallet, 30*CENT); // now we have 6+7+8+20+30 = 71 cents total // check that we have 71 and not 72 - const auto result9 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 71 * CENT); + const auto result9 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 71 * CENT, CENT); BOOST_CHECK(result9); - BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 72 * CENT)); + BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 72 * CENT, CENT)); // now try making 16 cents. the best smaller coins can do is 6+7+8 = 21; not as good at the next biggest coin, 20 - const auto result10 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 16 * CENT); + const auto result10 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 16 * CENT, CENT); BOOST_CHECK(result10); BOOST_CHECK_EQUAL(result10->GetSelectedValue(), 20 * CENT); // we should get 20 in one coin BOOST_CHECK_EQUAL(result10->GetInputSet().size(), 1U); @@ -451,7 +453,7 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) add_coin(coins, *wallet, 5*CENT); // now we have 5+6+7+8+20+30 = 75 cents total // now if we try making 16 cents again, the smaller coins can make 5+6+7 = 18 cents, better than the next biggest coin, 20 - const auto result11 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 16 * CENT); + const auto result11 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 16 * CENT, CENT); BOOST_CHECK(result11); BOOST_CHECK_EQUAL(result11->GetSelectedValue(), 18 * CENT); // we should get 18 in 3 coins BOOST_CHECK_EQUAL(result11->GetInputSet().size(), 3U); @@ -459,13 +461,13 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) add_coin(coins, *wallet, 18*CENT); // now we have 5+6+7+8+18+20+30 // and now if we try making 16 cents again, the smaller coins can make 5+6+7 = 18 cents, the same as the next biggest coin, 18 - const auto result12 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 16 * CENT); + const auto result12 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 16 * CENT, CENT); BOOST_CHECK(result12); BOOST_CHECK_EQUAL(result12->GetSelectedValue(), 18 * CENT); // we should get 18 in 1 coin BOOST_CHECK_EQUAL(result12->GetInputSet().size(), 1U); // because in the event of a tie, the biggest coin wins // now try making 11 cents. we should get 5+6 - const auto result13 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 11 * CENT); + const auto result13 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 11 * CENT, CENT); BOOST_CHECK(result13); BOOST_CHECK_EQUAL(result13->GetSelectedValue(), 11 * CENT); BOOST_CHECK_EQUAL(result13->GetInputSet().size(), 2U); @@ -475,12 +477,12 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) add_coin(coins, *wallet, 2*COIN); add_coin(coins, *wallet, 3*COIN); add_coin(coins, *wallet, 4*COIN); // now we have 5+6+7+8+18+20+30+100+200+300+400 = 1094 cents - const auto result14 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 95 * CENT); + const auto result14 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 95 * CENT, CENT); BOOST_CHECK(result14); BOOST_CHECK_EQUAL(result14->GetSelectedValue(), 1 * COIN); // we should get 1 BTC in 1 coin BOOST_CHECK_EQUAL(result14->GetInputSet().size(), 1U); - const auto result15 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 195 * CENT); + const auto result15 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 195 * CENT, CENT); BOOST_CHECK(result15); BOOST_CHECK_EQUAL(result15->GetSelectedValue(), 2 * COIN); // we should get 2 BTC in 1 coin BOOST_CHECK_EQUAL(result15->GetInputSet().size(), 1U); @@ -488,34 +490,34 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) // empty the wallet and start again, now with fractions of a cent, to test small change avoidance coins.clear(); - add_coin(coins, *wallet, MIN_CHANGE * 1 / 10); - add_coin(coins, *wallet, MIN_CHANGE * 2 / 10); - add_coin(coins, *wallet, MIN_CHANGE * 3 / 10); - add_coin(coins, *wallet, MIN_CHANGE * 4 / 10); - add_coin(coins, *wallet, MIN_CHANGE * 5 / 10); - - // try making 1 * MIN_CHANGE from the 1.5 * MIN_CHANGE - // we'll get change smaller than MIN_CHANGE whatever happens, so can expect MIN_CHANGE exactly - const auto result16 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), MIN_CHANGE); + add_coin(coins, *wallet, CENT * 1 / 10); + add_coin(coins, *wallet, CENT * 2 / 10); + add_coin(coins, *wallet, CENT * 3 / 10); + add_coin(coins, *wallet, CENT * 4 / 10); + add_coin(coins, *wallet, CENT * 5 / 10); + + // try making 1 * CENT from the 1.5 * CENT + // we'll get change smaller than CENT whatever happens, so can expect CENT exactly + const auto result16 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), CENT, CENT); BOOST_CHECK(result16); - BOOST_CHECK_EQUAL(result16->GetSelectedValue(), MIN_CHANGE); + BOOST_CHECK_EQUAL(result16->GetSelectedValue(), CENT); // but if we add a bigger coin, small change is avoided - add_coin(coins, *wallet, 1111*MIN_CHANGE); + add_coin(coins, *wallet, 1111*CENT); // try making 1 from 0.1 + 0.2 + 0.3 + 0.4 + 0.5 + 1111 = 1112.5 - const auto result17 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 1 * MIN_CHANGE); + const auto result17 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 1 * CENT, CENT); BOOST_CHECK(result17); - BOOST_CHECK_EQUAL(result17->GetSelectedValue(), 1 * MIN_CHANGE); // we should get the exact amount + BOOST_CHECK_EQUAL(result17->GetSelectedValue(), 1 * CENT); // we should get the exact amount // if we add more small coins: - add_coin(coins, *wallet, MIN_CHANGE * 6 / 10); - add_coin(coins, *wallet, MIN_CHANGE * 7 / 10); + add_coin(coins, *wallet, CENT * 6 / 10); + add_coin(coins, *wallet, CENT * 7 / 10); - // and try again to make 1.0 * MIN_CHANGE - const auto result18 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 1 * MIN_CHANGE); + // and try again to make 1.0 * CENT + const auto result18 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 1 * CENT, CENT); BOOST_CHECK(result18); - BOOST_CHECK_EQUAL(result18->GetSelectedValue(), 1 * MIN_CHANGE); // we should get the exact amount + BOOST_CHECK_EQUAL(result18->GetSelectedValue(), 1 * CENT); // we should get the exact amount // run the 'mtgox' test (see https://blockexplorer.com/tx/29a3efd3ef04f9153d47a990bd7b048a4b2d213daaa5fb8ed670fb85f13bdbcf) // they tried to consolidate 10 50k coins into one 500k coin, and ended up with 50k in change @@ -523,52 +525,52 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) for (int j = 0; j < 20; j++) add_coin(coins, *wallet, 50000 * COIN); - const auto result19 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 500000 * COIN); + const auto result19 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 500000 * COIN, CENT); BOOST_CHECK(result19); BOOST_CHECK_EQUAL(result19->GetSelectedValue(), 500000 * COIN); // we should get the exact amount BOOST_CHECK_EQUAL(result19->GetInputSet().size(), 10U); // in ten coins - // if there's not enough in the smaller coins to make at least 1 * MIN_CHANGE change (0.5+0.6+0.7 < 1.0+1.0), + // if there's not enough in the smaller coins to make at least 1 * CENT change (0.5+0.6+0.7 < 1.0+1.0), // we need to try finding an exact subset anyway // sometimes it will fail, and so we use the next biggest coin: coins.clear(); - add_coin(coins, *wallet, MIN_CHANGE * 5 / 10); - add_coin(coins, *wallet, MIN_CHANGE * 6 / 10); - add_coin(coins, *wallet, MIN_CHANGE * 7 / 10); - add_coin(coins, *wallet, 1111 * MIN_CHANGE); - const auto result20 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 1 * MIN_CHANGE); + add_coin(coins, *wallet, CENT * 5 / 10); + add_coin(coins, *wallet, CENT * 6 / 10); + add_coin(coins, *wallet, CENT * 7 / 10); + add_coin(coins, *wallet, 1111 * CENT); + const auto result20 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 1 * CENT, CENT); BOOST_CHECK(result20); - BOOST_CHECK_EQUAL(result20->GetSelectedValue(), 1111 * MIN_CHANGE); // we get the bigger coin + BOOST_CHECK_EQUAL(result20->GetSelectedValue(), 1111 * CENT); // we get the bigger coin BOOST_CHECK_EQUAL(result20->GetInputSet().size(), 1U); // but sometimes it's possible, and we use an exact subset (0.4 + 0.6 = 1.0) coins.clear(); - add_coin(coins, *wallet, MIN_CHANGE * 4 / 10); - add_coin(coins, *wallet, MIN_CHANGE * 6 / 10); - add_coin(coins, *wallet, MIN_CHANGE * 8 / 10); - add_coin(coins, *wallet, 1111 * MIN_CHANGE); - const auto result21 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), MIN_CHANGE); + add_coin(coins, *wallet, CENT * 4 / 10); + add_coin(coins, *wallet, CENT * 6 / 10); + add_coin(coins, *wallet, CENT * 8 / 10); + add_coin(coins, *wallet, 1111 * CENT); + const auto result21 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), CENT, CENT); BOOST_CHECK(result21); - BOOST_CHECK_EQUAL(result21->GetSelectedValue(), MIN_CHANGE); // we should get the exact amount + BOOST_CHECK_EQUAL(result21->GetSelectedValue(), CENT); // we should get the exact amount BOOST_CHECK_EQUAL(result21->GetInputSet().size(), 2U); // in two coins 0.4+0.6 // test avoiding small change coins.clear(); - add_coin(coins, *wallet, MIN_CHANGE * 5 / 100); - add_coin(coins, *wallet, MIN_CHANGE * 1); - add_coin(coins, *wallet, MIN_CHANGE * 100); + add_coin(coins, *wallet, CENT * 5 / 100); + add_coin(coins, *wallet, CENT * 1); + add_coin(coins, *wallet, CENT * 100); // trying to make 100.01 from these three coins - const auto result22 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), MIN_CHANGE * 10001 / 100); + const auto result22 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), CENT * 10001 / 100, CENT); BOOST_CHECK(result22); - BOOST_CHECK_EQUAL(result22->GetSelectedValue(), MIN_CHANGE * 10105 / 100); // we should get all coins + BOOST_CHECK_EQUAL(result22->GetSelectedValue(), CENT * 10105 / 100); // we should get all coins BOOST_CHECK_EQUAL(result22->GetInputSet().size(), 3U); // but if we try to make 99.9, we should take the bigger of the two small coins to avoid small change - const auto result23 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), MIN_CHANGE * 9990 / 100); + const auto result23 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), CENT * 9990 / 100, CENT); BOOST_CHECK(result23); - BOOST_CHECK_EQUAL(result23->GetSelectedValue(), 101 * MIN_CHANGE); + BOOST_CHECK_EQUAL(result23->GetSelectedValue(), 101 * CENT); BOOST_CHECK_EQUAL(result23->GetInputSet().size(), 2U); } @@ -581,12 +583,12 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) // We only create the wallet once to save time, but we still run the coin selection RUN_TESTS times. for (int i = 0; i < RUN_TESTS; i++) { - const auto result24 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 2000); + const auto result24 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 2000, CENT); BOOST_CHECK(result24); - if (amt - 2000 < MIN_CHANGE) { + if (amt - 2000 < CENT) { // needs more than one input: - uint16_t returnSize = std::ceil((2000.0 + MIN_CHANGE)/amt); + uint16_t returnSize = std::ceil((2000.0 + CENT)/amt); CAmount returnValue = amt * returnSize; BOOST_CHECK_EQUAL(result24->GetSelectedValue(), returnValue); BOOST_CHECK_EQUAL(result24->GetInputSet().size(), returnSize); @@ -608,9 +610,9 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) for (int i = 0; i < RUN_TESTS; i++) { // picking 50 from 100 coins doesn't depend on the shuffle, // but does depend on randomness in the stochastic approximation code - const auto result25 = KnapsackSolver(GroupCoins(coins), 50 * COIN); + const auto result25 = KnapsackSolver(GroupCoins(coins), 50 * COIN, CENT); BOOST_CHECK(result25); - const auto result26 = KnapsackSolver(GroupCoins(coins), 50 * COIN); + const auto result26 = KnapsackSolver(GroupCoins(coins), 50 * COIN, CENT); BOOST_CHECK(result26); BOOST_CHECK(!EqualResult(*result25, *result26)); @@ -621,9 +623,9 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) // When choosing 1 from 100 identical coins, 1% of the time, this test will choose the same coin twice // which will cause it to fail. // To avoid that issue, run the test RANDOM_REPEATS times and only complain if all of them fail - const auto result27 = KnapsackSolver(GroupCoins(coins), COIN); + const auto result27 = KnapsackSolver(GroupCoins(coins), COIN, CENT); BOOST_CHECK(result27); - const auto result28 = KnapsackSolver(GroupCoins(coins), COIN); + const auto result28 = KnapsackSolver(GroupCoins(coins), COIN, CENT); BOOST_CHECK(result28); if (EqualResult(*result27, *result28)) fails++; @@ -644,9 +646,9 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test) int fails = 0; for (int j = 0; j < RANDOM_REPEATS; j++) { - const auto result29 = KnapsackSolver(GroupCoins(coins), 90 * CENT); + const auto result29 = KnapsackSolver(GroupCoins(coins), 90 * CENT, CENT); BOOST_CHECK(result29); - const auto result30 = KnapsackSolver(GroupCoins(coins), 90 * CENT); + const auto result30 = KnapsackSolver(GroupCoins(coins), 90 * CENT, CENT); BOOST_CHECK(result30); if (EqualResult(*result29, *result30)) fails++; @@ -672,7 +674,7 @@ BOOST_AUTO_TEST_CASE(ApproximateBestSubset) add_coin(coins, *wallet, 1000 * COIN); add_coin(coins, *wallet, 3 * COIN); - const auto result = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 1003 * COIN, rand); + const auto result = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 1003 * COIN, CENT, rand); BOOST_CHECK(result); BOOST_CHECK_EQUAL(result->GetSelectedValue(), 1003 * COIN); BOOST_CHECK_EQUAL(result->GetInputSet().size(), 2U); @@ -717,6 +719,7 @@ BOOST_AUTO_TEST_CASE(SelectCoins_test) rand, /* change_output_size= */ 34, /* change_spend_size= */ 148, + /*min_change_target=*/ CENT, /* effective_feerate= */ CFeeRate(0), /* long_term_feerate= */ CFeeRate(0), /* discard_feerate= */ CFeeRate(0), diff --git a/test/functional/wallet_bumpfee.py b/test/functional/wallet_bumpfee.py index f6843d597d..3b23ee8e94 100755 --- a/test/functional/wallet_bumpfee.py +++ b/test/functional/wallet_bumpfee.py @@ -442,7 +442,9 @@ def test_watchonly_psbt(self, peer_node, rbf_node, dest_address): self.generate(peer_node, 1) # Create single-input PSBT for transaction to be bumped - psbt = watcher.walletcreatefundedpsbt([], {dest_address: 0.0005}, 0, {"fee_rate": 1}, True)['psbt'] + # Ensure the payment amount + change can be fully funded using one of the 0.001BTC inputs. + psbt = watcher.walletcreatefundedpsbt([watcher.listunspent()[0]], {dest_address: 0.0005}, 0, + {"fee_rate": 1, "add_inputs": False}, True)['psbt'] psbt_signed = signer.walletprocesspsbt(psbt=psbt, sign=True, sighashtype="ALL", bip32derivs=True) psbt_final = watcher.finalizepsbt(psbt_signed["psbt"]) original_txid = watcher.sendrawtransaction(psbt_final["hex"]) |