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SelectionResult::m_target should be equal to actual selection target.
Selection target is the sum of all recipient amounts plus non input fees.
So we need to remove change_fee from the m_target. It's safe because change
target is always greater than the change fee, so we can always cover fees
if change output is created.
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This reverts commit 9b5950db8683f9b4be03f79ee0aae8a780b01a4b.
Waste can be negative. At feerates lower than long_term_feerate this
means that a waste of 0 may be a suboptimal solution and this causes the
search to exit prematurely.
Only when the feerate is equal to the long_term_feerate would achieving
a waste of 0 indicate that we have achieved an optimal solution,
because it would mean that the excess is 0. It seems unlikely
that this would ever occur outside of test cases, and even then we
should prefer solutions with more inputs over solutions with fewer
according to previous decisions—but solutions with more inputs are found
later in the branch exploration.
The "optimization" described in #18257 and implemented in #18262 is
therefore a premature exit on a suboptimal solution and should be reverted.
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Messages with level `WARN` or higher should be logged even when
the category is not provided with `-debug=`, to make sure important
warnings are not lost.
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Previously in COutput, effective_value was initialized as the absolute
value of the txout, and fee as 0. effective_value along with fee were
calculated outside of the COutput constructor and set after the
object had been initialized. These changes will allow either the fee
or the feerate to be passed in a COutput constructor. If either are
provided, fee and effective_value are calculated and set in the
constructor. As a result, AvailableCoins also needs to be passed the
feerate when utxos are being spent. When balance is calculated or the
coins are being listed and feerate is neither available nor required,
AvailableCoinsListUnspent is used instead, which runs AvailableCoins
while providing the default value for feerate. Unit tests for the
calculation of effective value have also been added.
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If the wallet always chooses 1 million sats as its change target, it is
easier to fingerprint transactions created by the Core wallet.
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no behavior changes, since the target is always MIN_CHANGE
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049003fe68a4183f6f20da16f58f10079d1e02df coinselection: Remove COutput operators == and != (Andrew Chow)
f6c39c6adb6cbf9c87f04d3d667701905ef5c0a0 coinselection: Remove CInputCoin (Andrew Chow)
70f31f1a81710aa59e95770de9a84bf58cbce1e8 coinselection: Use COutput instead of CInputCoin (Andrew Chow)
14fbb57b79c664090f6a4e60d7bdfc9759ff4307 coinselection: Add effective value and fees to COutput (Andrew Chow)
f0821230b8de2eec21a869d1edf9e2b9f502de25 moveonly: move COutput to coinselection.h (Andrew Chow)
42e974e15c6deba1d9395a4da9341c9ebec6e8e5 wallet: Remove CWallet and CWalletTx from COutput's constructor (Andrew Chow)
14d04d5ad15ae56df56edee7ca9a202b52037889 wallet: Replace CWalletTx in COutput with COutPoint and CTxOut (Andrew Chow)
0ba4d1916e26e2a5d603edcdb7625463989d25b6 wallet: Provide input bytes to COutput (Andrew Chow)
d51f27d3bb0d6e3ca55bcd23ce53e4fe413a9360 wallet: Store whether a COutput is from the wallet (Andrew Chow)
b799814bbd53736b79495072f3c9e05989a465e8 wallet: Store tx time in COutput (Andrew Chow)
46022953ee2e8113167bafd1fd48a383a578b13c wallet: Remove use_max_sig default value (Andrew Chow)
10379f007fd2c18f4cd24d0a0783d6d929f45556 scripted-diff: Rename COutput member variables (Andrew Chow)
c7c64db41e1718584aa2f30ff27f60ab0966de62 wallet: cleanup COutput constructor (Andrew Chow)
Pull request description:
While working on coin selection code, it occurred to me that `CInputCoin` is really a subset of `COutput` and the conversion of a `COutput` to a `CInputCoin` does not appear to be all that useful. So this PR adds fields that are present in `CInputCoin` to `COutput` and replaces the usage of `CInputCoin` with `COutput`.
`COutput` is also moved to coinselection.h. As part of this move, the usage of `CWalletTx` is removed from `COutput`. It is instead replaced by storing a `COutPoint` and the `CTxOut` rather than the entire `CWalletTx` as coin selection does not really need the full `CWalletTx`. The `CWalletTx` was only used for figuring out whether the transaction containing the output was from the current wallet, and for the transaction's time. These are now parameters to `COutput`'s constructor.
ACKs for top commit:
ryanofsky:
Code review ACK 049003fe68a4183f6f20da16f58f10079d1e02df, just adding comments and removing == operators since last review
w0xlt:
reACK 049003f
Xekyo:
reACK 049003fe68a4183f6f20da16f58f10079d1e02df
Tree-SHA512: 048b4cd620a0415e1d9fe8597257ee4bc64656566e1d28a9bdd147d6d72dc87c3f34a3339fa9ab6acf42c388df7901fc4ee900ccaabc3de790ffad162b544c15
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Also rename setPresetCoins to preset_coins
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creating a wallet tx
fa7deaa0464576a229b5a6ab13ad033c16d0dada wallet: Pass FastRandomContext& to coin selection (MarcoFalke)
77773b061cb13229a8afb46f6f3ab89fc70eabe3 wallet: Pass FastRandomContext& to DiscourageFeeSniping (MarcoFalke)
Pull request description:
Passing around a single randomness context shouldn't come with any downsides, but documents better where randomness is used and allows the unit test to be deterministic, if they wish to be so.
ACKs for top commit:
achow101:
ACK fa7deaa0464576a229b5a6ab13ad033c16d0dada
promag:
Code review ACK fa7deaa0464576a229b5a6ab13ad033c16d0dada.
glozow:
light code review ACK fa7deaa0464576a229b5a6ab13ad033c16d0dada
Tree-SHA512: c16287708cc82ce58311710595d0127af42fb156c93fbcaa5bde634ce323d325f4d8c99a74af24423ab22b5ad58163dd771e8b1a0e7d6bff39c9fb2a1cb21bc7
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selection by index rather than by position
9d2005285c77f6c4148bccfa0b8b9135abfa021c doc: Revise comments and whitespace to clarify (Ben Woosley)
def43a4d888b4a21c082404d1b25707c481d7625 refactor: Rename i to curr_try in SelectCoinsBnB (Ben Woosley)
1dd092367789749527777ac2b256e639f5706584 refactor: Track BnB selection by index (Ben Woosley)
Pull request description:
This is prompted by #13167 and presented as a friendly alternative to it.
IMO you can improve code readability and performance by about 20% by tracking the selected utxos by index, rather than by position. This reduces the storage access complexity from roughly O(utxo_size) to O(selection_size).
On my machine (median of 5 trials):
```
BnBExhaustion, 5, 650, 2.2564, 0.000672999, 0.000711565, 0.000693112 - master
BnBExhaustion, 5, 650, 1.76232, 0.000528563, 0.000568806, 0.000539147 - this PR
```
ACKs for top commit:
achow101:
reACK 9d2005285c77f6c4148bccfa0b8b9135abfa021c
glozow:
code review ACK 9d2005285c77f6c4148bccfa0b8b9135abfa021c
Xekyo:
reACK 9d2005285c77f6c4148bccfa0b8b9135abfa021c
Tree-SHA512: 453ea11ad58c48928dc76956e3e98916f6924e95510eb02fe89a899ff102fe9cc08a04d557f381ad0218a210275e5383101d971c1ffad38b06b1c57d81144315
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Clarifies purpose and removes name collisions with other indicies.
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This is a performance optimization - rather than track all visited values
in a bool vector, track the selected index in a vector. This results in a
complexity reduction of O(utxo_size) to O(selection_size).
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GetSelectionWaste()
These two implementations of waste calculation should never deviate.
Still keep the SelectCoinsBnB internal calculation because incremental
calculate-as-you-go is much more performant than calling
GetSelectionWaste() over and over again.
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-BEGIN VERIFY SCRIPT-
./contrib/devtools/copyright_header.py update ./
-END VERIFY SCRIPT-
Commits of previous years:
* 2020: fa0074e2d82928016a43ca408717154a1c70a4db
* 2019: aaaaad6ac95b402fe18d019d67897ced6b316ee0
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encapsulating a coin selection solution
05300c14392facf38330eb4fcd8e695a838b76f3 Use SelectionResult in SelectCoins (Andrew Chow)
9d9b101d2019d8237546eedd022e74519feb07bb Use SelectionResult in AttemptSelection (Andrew Chow)
bb50850a447bdf461ffb76d47d4a4db904fce324 Use SelectionResult for waste calculation (Andrew Chow)
e8f7ae5eb3c682d1a80b503f71e06ce76af1b65c Make an OutputGroup for preset inputs (Andrew Chow)
51a9c00b4de707e0a6a1a68ca6f8e38d86c72d94 Return SelectionResult from SelectCoinsSRD (Andrew Chow)
0ef6184575e77b17f5ec6d7ca086900aca79f6d7 Return SelectionResult from KnapsackSolver (Andrew Chow)
60d2ca72e3f4c56433c63b929a88e7a2def06399 Return SelectionResult from SelectCoinsBnB (Andrew Chow)
a339add471717623915cd1a846ade4dab2c89deb Make member variables of SelectionResult private (Andrew Chow)
cbf0b9f4ff438865a71c7ceb0a543c18a34f41f0 scripted-diff: Use SelectionResult in coin selector tests (Andrew Chow)
9d1d86da04d5d4768975338841285e90b01130b8 Introduce SelectionResult struct (Andrew Chow)
94d851d28cb909a8f1f8ab795f1d9fc74bebfc7f Fix bnb_search_test to use set equivalence for (Andrew Chow)
Pull request description:
Instead of returning a set of selected coins and their total value as separate items, encapsulate both of these, and other variables, into a new `SelectionResult` struct. This allows us to have all of the things relevant to a coin selection solution be in a single object. `SelectionResult` enables us to implement the waste calculation in a cleaner way.
All of the coin selection functions (`SelectCoinsBnB`, `KnapsackSolver`, `AttemptSelection`, and `SelectCoins`) are changed to use a `SelectionResult` as the output parameter.
Based on #22009
ACKs for top commit:
laanwj:
Code review ACK 05300c14392facf38330eb4fcd8e695a838b76f3
Tree-SHA512: e4dbb4d78a6cda9c237d230b19e7265591efac5a101a64e6970f0654e2c4f93d13bb5d07b98e8c7b8d37321753dbfc94c28c3a7810cb1c59b5bc29b08a8493ef
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Changes SelectCoinsSRD to return a SelectionResult.
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Returns a std::optional<SelectionResult> from KnapsackSolver instead of
using out parameters for the inputs set and selected value.
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Removes coins_out and value_ret has SelectCoinsBnB return a
std::optional<SelectionResult>
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Introduces a SelectionResult struct which contains the set of selected
inputs and the total transaction fee for the transaction. This will be
used by the various SelectCoins* functions. Additionally helpers are
provided to compute the total input value and result comparisons.
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Fix typo and grammar in the coin selection algorithm's description.
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9d0379cea6c164610d05287ae6dd4e66f35b92b3 consensus: use <cstdint> over <stdint.h> in amount.h (fanquake)
863e52fe63a67fa020fb1ef527b9095a35ab77a5 consensus: make COIN & MAX_MONEY constexpr (fanquake)
d09071da5bc997f2de1f55ca7a9babc3d7619329 [MOVEONLY] consensus: move amount.h into consensus (fanquake)
Pull request description:
A first step (of a few) towards some source code reorganization, as well as making libbitcoinconsensus slightly more self contained.
Related to #15732.
ACKs for top commit:
MarcoFalke:
concept ACK 9d0379cea6c164610d05287ae6dd4e66f35b92b 🏝
Tree-SHA512: 97fc79262dcb8c00996852a288fee69ddf8398ae2c95700bba5b326f1f38ffcfaf8fa66e29d0cb446d9b3f4e608a96525fae0c2ad9cd531ad98ad2a4a687cd6a
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multiple lines in the log file
2222c04e1b9960030cb590c789a0d2375add4544 log: Adjust coin selection log string (MarcoFalke)
fa6c1e850f3a96f884ba8a635b72d3abea1f4e56 test: Fix typos in tests (MarcoFalke)
faeae2980fa2493391cdced20950a991e28cf47d log: Avoid broken DEBUG_LOCKORDER log (MarcoFalke)
faffaa85cde32b621f598a8ea8dceae34f33f021 log: Avoid broken SELECTCOINS log (MarcoFalke)
Pull request description:
Follow up to commit d8b4b3077fd20c90b635eff1dd240bdad9725027
ACKs for top commit:
laanwj:
re-ACK 2222c04e1b9960030cb590c789a0d2375add4544
practicalswift:
cr ACK 2222c04e1b9960030cb590c789a0d2375add4544
Tree-SHA512: e0daf76815a1b7c4898ceffedeaf7ede093223abf709874f9a0d78c8e41551c14e8b56d055c8fdf06ec698df64e67dfc168bbd8716131b23648d1d1294fa6636
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Move amount.h to consensus/amount.h.
Renames, adds missing and removes uneeded includes.
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Replace the outdated function name with words from the English language.
Logging the function name can be toggled with -logsourcelocations.
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Before this patch, the log might be corrupted by other threads logging
at the same time. For example, another RPC thread:
[httpworker.1] [default wallet] keypool reserve 1296
[httpworker.1] SelectCoins() best subset: Received a POST request for / from 127.0.0.1:53732
[httpworker.3] ThreadRPCServer method=getnetworkinfo user=__cookie__
[httpworker.1] 0.78125 0.1953125 0.02441406 0.00610351 0.00305175 0.00152587 total 1.01025417
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For target value calculations, GetSelectionAmount should be used, not
m_effective_value or m_value.
Specifically, ApproximateBestSubset mistakenly uses m_value when
calculating whether the target value has been met. This has been changed
to use GetSelectionAmount.
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Instead of hijacking the effective_feerate to use the correct value
during coin selection, have OutputGroup be aware of whether we are
subtracting the fee from the outputs and provide the correct value to
use for selection.
To do this, OutputGroup now takes CoinSelectionParams and has a new
function GetSelectionAmount().
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Although the CreateTransaction loop currently remains, it should be
largely unused. KnapsackSolver will now account for transaction fees
when doing its selection.
In the previous commit, SelectCoinsMinConf was refactored to have some
calculations become shared for KnapsackSolver and SelectCoinsBnB. In
this commit, KnapsackSolver will now use the not_input_fees and
effective_feerate so that it include the fee for non-input things
(excluding a change output) so that the algorithm will select enough to
cover those fees. This is necessary for selecting on effective values.
Additionally, the OutputGroups
created for KnapsackSolver will actually have their effective values
calculated and set, and KnapsackSolver will do its selection on those
effective values.
Lastly, SelectCoins is modified to use the same value for preselected
inputs for BnB and KnapsackSolver. While it will still use the real
value when subtracting the fee from outputs, this behavior will be
the same regardless of the algo used for selecting additional inputs.
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The fees for transaction overhead and recipient outputs are now included
in nTargetValue instead of being a separate parameter. For the coin
selection algorithms, it doesn't matter that these are separate as in
either case, the algorithm needs to select enough to cover these fees.
Note that setting nValueToSelect is changed as it now includes
not_input_fees. Without the change to how nValueToSelect is increased
for KnapsackSolver, this would result in overpaying fees. The change to
increase by the difference between nFeeRet and not_input_fees allows
this to have the same behavior as previously.
Additionally, because we assume that KnapsackSolver will always find a
solution that requires change (we assume that BnB always finds a
non-change solution), we also include the fee for the change output in
KnapsackSolver's target. As part of this, we also use the changeless
nFeeRet when iterating for KnapsackSolver. This is because we include
the change fee when doing KnapsackSolver, so nFeeRet on further
iterations won't include the change fee.
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actual_target -> selection_target
nChange -> change_and_fee
-BEGIN VERIFY SCRIPT-
sed -i -e 's/actual_target/selection_target/g' src/wallet/coinselection.cpp
sed -i -e '2801,3691s/nChange /change_and_fee /g' src/wallet/wallet.cpp
sed -i -e '2801,3691s/nChange,/change_and_fee,/g' src/wallet/wallet.cpp
sed -i -e '2801,3691s/nChange;/change_and_fee;/g' src/wallet/wallet.cpp
-END VERIFY SCRIPT-
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-BEGIN VERIFY SCRIPT-
git rm src/optional.h
sed -i -e 's/Optional</std::optional</g' $(git grep -l 'Optional<' src)
sed -i -e 's/{nullopt}/{std::nullopt}/g' $(git grep -l 'nullopt' src)
sed -i -e 's/ nullopt;/ std::nullopt;/g' $(git grep -l 'nullopt' src)
sed -i -e 's/ nullopt)/ std::nullopt)/g' $(git grep -l 'nullopt' src)
sed -i -e 's/(nullopt)/(std::nullopt)/g' $(git grep -l 'nullopt' src)
sed -i -e 's/ nullopt,/ std::nullopt,/g' $(git grep -l 'nullopt' src)
sed -i -e 's/? nullopt :/? std::nullopt :/g' $(git grep -l 'nullopt' src)
sed -i -e 's/: nullopt}/: std::nullopt}/g' $(git grep -l 'nullopt' src)
sed -i -e '/optional.h \\/d' src/Makefile.am
sed -i -e '/#include <optional.h>/d' src/test/fuzz/autofile.cpp src/test/fuzz/buffered_file.cpp src/test/fuzz/node_eviction.cpp
sed -i -e 's/#include <optional.h>/#include <optional>/g' $(git grep -l '#include <optional.h>' src)
-END VERIFY SCRIPT-
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eligibility on grouping
5d4597666d589e39354e0d8dd5b2afbe1a5d7d8e Rewrite OutputGroups to be clearer and to use scriptPubKeys (Andrew Chow)
f6b305273910db0e46798d361413a7e878cb45f7 Explicitly filter out partial groups when we don't want them (Andrew Chow)
416d74fb1687ae1d47a58c153d09d9afe0b6dc60 Move OutputGroup positive only filtering into Insert (Andrew Chow)
d895e98b594b873f3d34c8ba63e9b55125d51b5a Move EligibleForSpending into GroupOutputs (Andrew Chow)
99b399aba5d27476b61b4865cc39553d03965d57 Move fee setting of OutputGroup to Insert (Andrew Chow)
6148a8acda5e594bb9b3b2d989056f9e03ddbdbd Move GroupOutputs into SelectCoinsMinConf (Andrew Chow)
2acad036575ec998f8bbe4f10f6206b1c8ad3d23 Remove OutputGroup non-default constructors (Andrew Chow)
Pull request description:
Even after #17458, we still deal with setting fees of an `OutputGroup` and filtering the `OutputGroup` outside of the struct. We currently make all of the `OutputGroup`s in `SelectCoins` and then copy and modify them within each `SelectCoinsMinConf` scenario. This PR changes this to constructing the `OutputGroup`s within the `SelectCoinsMinConf` so that the scenario can be taken into account during the group construction. Furthermore, setting of fees and filtering for effective value is moved into `OutputGroup::Insert` itself so that we don't add undesirable outputs to an `OutputGroup` rather than deleting them afterwards.
To facilitate fee calculation and effective value filtering during `OutputGroup::Insert`, `OutputGroup` now takes the feerates in its constructor and computes the fees and effective value for each output during `Insert`.
While removing `OutputGroup`s in accordance with the `CoinEligibilityFilter` still requires creating the `OutputGroup`s first, we can do that within the function that makes them - `GroupOutput`s.
ACKs for top commit:
Xekyo:
Code review ACK: https://github.com/bitcoin/bitcoin/pull/20040/commits/5d4597666d589e39354e0d8dd5b2afbe1a5d7d8e
fjahr:
Code review ACK 5d4597666d589e39354e0d8dd5b2afbe1a5d7d8e
meshcollider:
Light utACK 5d4597666d589e39354e0d8dd5b2afbe1a5d7d8e
Tree-SHA512: 35965b6d49a87f4ebb366ec4f00aafaaf78e9282481ae2c9682b515a3a9f2cbcd3cd6e202fee29489d48fe7f3a7cede4270796f5e72bbaff76da647138fb3059
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-BEGIN VERIFY SCRIPT-
./contrib/devtools/copyright_header.py update ./
-END VERIFY SCRIPT-
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OutputGroup will handle the fee and effective value computations
inside of Insert. It now needs to take the effective feerate and long
term feerates as arguments to its constructor.
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Instead of having callers set the fees, effective values, and filtering
of outputs, do these within OutputGroups themselves as member functions.
m_fee and m_long_term_fee is added to OutputGroup to track the fees of
the OutputGroup.
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OutputGroup::m_value is the true value, not the effective value,
so use the true values of the outputs, not their effective values.
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