// Copyright (c) 2017-2022 The Bitcoin Core developers // Distributed under the MIT software license, see the accompanying // file COPYING or http://www.opensource.org/licenses/mit-license.php. #include #include #include #include #include #include #include #include #include #include #include #include #include #include #include #include namespace wallet { BOOST_FIXTURE_TEST_SUITE(coinselector_tests, WalletTestingSetup) // how many times to run all the tests to have a chance to catch errors that only show up with particular random shuffles #define RUN_TESTS 100 // some tests fail 1% of the time due to bad luck. // we repeat those tests this many times and only complain if all iterations of the test fail #define RANDOM_REPEATS 5 typedef std::set> CoinSet; static const CoinEligibilityFilter filter_standard(1, 6, 0); static const CoinEligibilityFilter filter_confirmed(1, 1, 0); static const CoinEligibilityFilter filter_standard_extra(6, 6, 0); static int nextLockTime = 0; static void add_coin(const CAmount& nValue, int nInput, std::vector& set) { CMutableTransaction tx; tx.vout.resize(nInput + 1); tx.vout[nInput].nValue = nValue; tx.nLockTime = nextLockTime++; // so all transactions get different hashes set.emplace_back(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, /*input_bytes=*/ -1, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false, /*fees=*/ 0); } static void add_coin(const CAmount& nValue, int nInput, SelectionResult& result) { CMutableTransaction tx; tx.vout.resize(nInput + 1); tx.vout[nInput].nValue = nValue; tx.nLockTime = nextLockTime++; // so all transactions get different hashes COutput output(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, /*input_bytes=*/ -1, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false, /*fees=*/ 0); OutputGroup group; group.Insert(std::make_shared(output), /*ancestors=*/ 0, /*descendants=*/ 0); result.AddInput(group); } static void add_coin(const CAmount& nValue, int nInput, SelectionResult& result, CAmount fee, CAmount long_term_fee) { CMutableTransaction tx; tx.vout.resize(nInput + 1); tx.vout[nInput].nValue = nValue; tx.nLockTime = nextLockTime++; // so all transactions get different hashes std::shared_ptr coin = std::make_shared(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, /*input_bytes=*/ 148, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false, fee); OutputGroup group; group.Insert(coin, /*ancestors=*/ 0, /*descendants=*/ 0); coin->long_term_fee = long_term_fee; // group.Insert() will modify long_term_fee, so we need to set it afterwards result.AddInput(group); } static void add_coin(CoinsResult& available_coins, CWallet& wallet, const CAmount& nValue, CFeeRate feerate = CFeeRate(0), int nAge = 6*24, bool fIsFromMe = false, int nInput =0, bool spendable = false, int custom_size = 0) { CMutableTransaction tx; tx.nLockTime = nextLockTime++; // so all transactions get different hashes tx.vout.resize(nInput + 1); tx.vout[nInput].nValue = nValue; if (spendable) { tx.vout[nInput].scriptPubKey = GetScriptForDestination(*Assert(wallet.GetNewDestination(OutputType::BECH32, ""))); } uint256 txid = tx.GetHash(); LOCK(wallet.cs_wallet); auto ret = wallet.mapWallet.emplace(std::piecewise_construct, std::forward_as_tuple(txid), std::forward_as_tuple(MakeTransactionRef(std::move(tx)), TxStateInactive{})); assert(ret.second); CWalletTx& wtx = (*ret.first).second; const auto& txout = wtx.tx->vout.at(nInput); available_coins.Add(OutputType::BECH32, {COutPoint(wtx.GetHash(), nInput), txout, nAge, custom_size == 0 ? CalculateMaximumSignedInputSize(txout, &wallet, /*coin_control=*/nullptr) : custom_size, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, wtx.GetTxTime(), fIsFromMe, feerate}); } // Helpers std::optional KnapsackSolver(std::vector& groups, const CAmount& nTargetValue, CAmount change_target, FastRandomContext& rng) { auto res{KnapsackSolver(groups, nTargetValue, change_target, rng, MAX_STANDARD_TX_WEIGHT)}; return res ? std::optional(*res) : std::nullopt; } std::optional SelectCoinsBnB(std::vector& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change) { auto res{SelectCoinsBnB(utxo_pool, selection_target, cost_of_change, MAX_STANDARD_TX_WEIGHT)}; return res ? std::optional(*res) : std::nullopt; } /** Check if SelectionResult a is equivalent to SelectionResult b. * Equivalent means same input values, but maybe different inputs (i.e. same value, different prevout) */ static bool EquivalentResult(const SelectionResult& a, const SelectionResult& b) { std::vector a_amts; std::vector b_amts; for (const auto& coin : a.GetInputSet()) { a_amts.push_back(coin->txout.nValue); } for (const auto& coin : b.GetInputSet()) { b_amts.push_back(coin->txout.nValue); } std::sort(a_amts.begin(), a_amts.end()); std::sort(b_amts.begin(), b_amts.end()); std::pair::iterator, std::vector::iterator> ret = std::mismatch(a_amts.begin(), a_amts.end(), b_amts.begin()); return ret.first == a_amts.end() && ret.second == b_amts.end(); } /** Check if this selection is equal to another one. Equal means same inputs (i.e same value and prevout) */ static bool EqualResult(const SelectionResult& a, const SelectionResult& b) { std::pair ret = std::mismatch(a.GetInputSet().begin(), a.GetInputSet().end(), b.GetInputSet().begin(), [](const std::shared_ptr& a, const std::shared_ptr& b) { return a->outpoint == b->outpoint; }); return ret.first == a.GetInputSet().end() && ret.second == b.GetInputSet().end(); } static CAmount make_hard_case(int utxos, std::vector& utxo_pool) { utxo_pool.clear(); CAmount target = 0; for (int i = 0; i < utxos; ++i) { target += CAmount{1} << (utxos+i); add_coin(CAmount{1} << (utxos+i), 2*i, utxo_pool); add_coin((CAmount{1} << (utxos+i)) + (CAmount{1} << (utxos-1-i)), 2*i + 1, utxo_pool); } return target; } inline std::vector& GroupCoins(const std::vector& available_coins, bool subtract_fee_outputs = false) { static std::vector static_groups; static_groups.clear(); for (auto& coin : available_coins) { static_groups.emplace_back(); OutputGroup& group = static_groups.back(); group.Insert(std::make_shared(coin), /*ancestors=*/ 0, /*descendants=*/ 0); group.m_subtract_fee_outputs = subtract_fee_outputs; } return static_groups; } inline std::vector& KnapsackGroupOutputs(const CoinsResult& available_coins, CWallet& wallet, const CoinEligibilityFilter& filter) { FastRandomContext rand{}; CoinSelectionParams coin_selection_params{ 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), /*tx_noinputs_size=*/ 0, /*avoid_partial=*/ false, }; static OutputGroupTypeMap static_groups; static_groups = GroupOutputs(wallet, available_coins, coin_selection_params, {{filter}})[filter]; return static_groups.all_groups.mixed_group; } static std::unique_ptr NewWallet(const node::NodeContext& m_node, const std::string& wallet_name = "") { std::unique_ptr wallet = std::make_unique(m_node.chain.get(), wallet_name, CreateMockableWalletDatabase()); BOOST_CHECK(wallet->LoadWallet() == DBErrors::LOAD_OK); LOCK(wallet->cs_wallet); wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS); wallet->SetupDescriptorScriptPubKeyMans(); return wallet; } // Branch and bound coin selection tests BOOST_AUTO_TEST_CASE(bnb_search_test) { FastRandomContext rand{}; // Setup std::vector utxo_pool; SelectionResult expected_result(CAmount(0), SelectionAlgorithm::BNB); ///////////////////////// // Known Outcome tests // ///////////////////////// // Empty utxo pool BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT)); // Add utxos add_coin(1 * CENT, 1, utxo_pool); add_coin(2 * CENT, 2, utxo_pool); add_coin(3 * CENT, 3, utxo_pool); add_coin(4 * CENT, 4, utxo_pool); // Select 1 Cent add_coin(1 * CENT, 1, expected_result); const auto result1 = SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT); BOOST_CHECK(result1); BOOST_CHECK(EquivalentResult(expected_result, *result1)); BOOST_CHECK_EQUAL(result1->GetSelectedValue(), 1 * CENT); expected_result.Clear(); // Select 2 Cent add_coin(2 * CENT, 2, expected_result); const auto result2 = SelectCoinsBnB(GroupCoins(utxo_pool), 2 * CENT, 0.5 * CENT); BOOST_CHECK(result2); BOOST_CHECK(EquivalentResult(expected_result, *result2)); BOOST_CHECK_EQUAL(result2->GetSelectedValue(), 2 * CENT); expected_result.Clear(); // Select 5 Cent add_coin(3 * CENT, 3, expected_result); add_coin(2 * CENT, 2, expected_result); const auto result3 = SelectCoinsBnB(GroupCoins(utxo_pool), 5 * CENT, 0.5 * CENT); BOOST_CHECK(result3); BOOST_CHECK(EquivalentResult(expected_result, *result3)); BOOST_CHECK_EQUAL(result3->GetSelectedValue(), 5 * CENT); expected_result.Clear(); // Select 11 Cent, not possible BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 11 * CENT, 0.5 * CENT)); expected_result.Clear(); // Cost of change is greater than the difference between target value and utxo sum add_coin(1 * CENT, 1, expected_result); const auto result4 = SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0.5 * CENT); BOOST_CHECK(result4); BOOST_CHECK_EQUAL(result4->GetSelectedValue(), 1 * CENT); BOOST_CHECK(EquivalentResult(expected_result, *result4)); expected_result.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)); expected_result.Clear(); // Select 10 Cent add_coin(5 * CENT, 5, utxo_pool); add_coin(4 * CENT, 4, expected_result); add_coin(3 * CENT, 3, expected_result); add_coin(2 * CENT, 2, expected_result); add_coin(1 * CENT, 1, expected_result); const auto result5 = SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 0.5 * CENT); BOOST_CHECK(result5); BOOST_CHECK(EquivalentResult(expected_result, *result5)); BOOST_CHECK_EQUAL(result5->GetSelectedValue(), 10 * CENT); expected_result.Clear(); // Select 0.25 Cent, not possible BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.25 * CENT, 0.5 * CENT)); expected_result.Clear(); // Iteration exhaustion test CAmount target = make_hard_case(17, utxo_pool); BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), target, 1)); // Should exhaust target = make_hard_case(14, utxo_pool); const auto result7 = SelectCoinsBnB(GroupCoins(utxo_pool), target, 1); // Should not exhaust BOOST_CHECK(result7); // Test same value early bailout optimization utxo_pool.clear(); add_coin(7 * CENT, 7, expected_result); add_coin(7 * CENT, 7, expected_result); add_coin(7 * CENT, 7, expected_result); add_coin(7 * CENT, 7, expected_result); add_coin(2 * CENT, 7, expected_result); add_coin(7 * CENT, 7, utxo_pool); add_coin(7 * CENT, 7, utxo_pool); add_coin(7 * CENT, 7, utxo_pool); add_coin(7 * CENT, 7, utxo_pool); add_coin(2 * CENT, 7, utxo_pool); for (int i = 0; i < 50000; ++i) { add_coin(5 * CENT, 7, utxo_pool); } const auto result8 = SelectCoinsBnB(GroupCoins(utxo_pool), 30 * CENT, 5000); BOOST_CHECK(result8); BOOST_CHECK_EQUAL(result8->GetSelectedValue(), 30 * CENT); BOOST_CHECK(EquivalentResult(expected_result, *result8)); //////////////////// // Behavior tests // //////////////////// // Select 1 Cent with pool of only greater than 5 Cent utxo_pool.clear(); for (int i = 5; i <= 20; ++i) { add_coin(i * CENT, i, utxo_pool); } // Run 100 times, to make sure it is never finding a solution for (int i = 0; i < 100; ++i) { BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 2 * CENT)); } // Make sure that effective value is working in AttemptSelection when BnB is used CoinSelectionParams coin_selection_params_bnb{ rand, /*change_output_size=*/ 31, /*change_spend_size=*/ 68, /*min_change_target=*/ 0, /*effective_feerate=*/ CFeeRate(3000), /*long_term_feerate=*/ CFeeRate(1000), /*discard_feerate=*/ CFeeRate(1000), /*tx_noinputs_size=*/ 0, /*avoid_partial=*/ false, }; coin_selection_params_bnb.m_change_fee = coin_selection_params_bnb.m_effective_feerate.GetFee(coin_selection_params_bnb.change_output_size); coin_selection_params_bnb.m_cost_of_change = coin_selection_params_bnb.m_effective_feerate.GetFee(coin_selection_params_bnb.change_spend_size) + coin_selection_params_bnb.m_change_fee; coin_selection_params_bnb.min_viable_change = coin_selection_params_bnb.m_effective_feerate.GetFee(coin_selection_params_bnb.change_spend_size); { std::unique_ptr wallet = NewWallet(m_node); CoinsResult available_coins; add_coin(available_coins, *wallet, 1, coin_selection_params_bnb.m_effective_feerate); available_coins.All().at(0).input_bytes = 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(!SelectCoinsBnB(GroupCoins(available_coins.All()), 1 * CENT, coin_selection_params_bnb.m_cost_of_change)); // Test fees subtracted from output: available_coins.Clear(); add_coin(available_coins, *wallet, 1 * CENT, coin_selection_params_bnb.m_effective_feerate); available_coins.All().at(0).input_bytes = 40; const auto result9 = SelectCoinsBnB(GroupCoins(available_coins.All()), 1 * CENT, coin_selection_params_bnb.m_cost_of_change); BOOST_CHECK(result9); BOOST_CHECK_EQUAL(result9->GetSelectedValue(), 1 * CENT); } { std::unique_ptr wallet = NewWallet(m_node); CoinsResult available_coins; coin_selection_params_bnb.m_effective_feerate = CFeeRate(0); add_coin(available_coins, *wallet, 5 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true); add_coin(available_coins, *wallet, 3 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true); add_coin(available_coins, *wallet, 2 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true); CCoinControl coin_control; coin_control.m_allow_other_inputs = true; COutput select_coin = available_coins.All().at(0); coin_control.Select(select_coin.outpoint); PreSelectedInputs selected_input; selected_input.Insert(select_coin, coin_selection_params_bnb.m_subtract_fee_outputs); available_coins.Erase({available_coins.coins[OutputType::BECH32].begin()->outpoint}); LOCK(wallet->cs_wallet); const auto result10 = SelectCoins(*wallet, available_coins, selected_input, 10 * CENT, coin_control, coin_selection_params_bnb); BOOST_CHECK(result10); } { std::unique_ptr wallet = NewWallet(m_node); LOCK(wallet->cs_wallet); // Every 'SelectCoins' call requires it CoinsResult available_coins; // single coin should be selected when effective fee > long term fee coin_selection_params_bnb.m_effective_feerate = CFeeRate(5000); coin_selection_params_bnb.m_long_term_feerate = CFeeRate(3000); // Add selectable outputs, increasing their raw amounts by their input fee to make the effective value equal to the raw amount CAmount input_fee = coin_selection_params_bnb.m_effective_feerate.GetFee(/*num_bytes=*/68); // bech32 input size (default test output type) add_coin(available_coins, *wallet, 10 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true); add_coin(available_coins, *wallet, 9 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true); add_coin(available_coins, *wallet, 1 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true); expected_result.Clear(); add_coin(10 * CENT + input_fee, 2, expected_result); CCoinControl coin_control; const auto result11 = SelectCoins(*wallet, available_coins, /*pre_set_inputs=*/{}, 10 * CENT, coin_control, coin_selection_params_bnb); BOOST_CHECK(EquivalentResult(expected_result, *result11)); available_coins.Clear(); // more coins should be selected when effective fee < long term fee coin_selection_params_bnb.m_effective_feerate = CFeeRate(3000); coin_selection_params_bnb.m_long_term_feerate = CFeeRate(5000); // Add selectable outputs, increasing their raw amounts by their input fee to make the effective value equal to the raw amount input_fee = coin_selection_params_bnb.m_effective_feerate.GetFee(/*num_bytes=*/68); // bech32 input size (default test output type) add_coin(available_coins, *wallet, 10 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true); add_coin(available_coins, *wallet, 9 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true); add_coin(available_coins, *wallet, 1 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true); expected_result.Clear(); add_coin(9 * CENT + input_fee, 2, expected_result); add_coin(1 * CENT + input_fee, 2, expected_result); const auto result12 = SelectCoins(*wallet, available_coins, /*pre_set_inputs=*/{}, 10 * CENT, coin_control, coin_selection_params_bnb); BOOST_CHECK(EquivalentResult(expected_result, *result12)); available_coins.Clear(); // pre selected coin should be selected even if disadvantageous coin_selection_params_bnb.m_effective_feerate = CFeeRate(5000); coin_selection_params_bnb.m_long_term_feerate = CFeeRate(3000); // Add selectable outputs, increasing their raw amounts by their input fee to make the effective value equal to the raw amount input_fee = coin_selection_params_bnb.m_effective_feerate.GetFee(/*num_bytes=*/68); // bech32 input size (default test output type) add_coin(available_coins, *wallet, 10 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true); add_coin(available_coins, *wallet, 9 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true); add_coin(available_coins, *wallet, 1 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true); expected_result.Clear(); add_coin(9 * CENT + input_fee, 2, expected_result); add_coin(1 * CENT + input_fee, 2, expected_result); coin_control.m_allow_other_inputs = true; COutput select_coin = available_coins.All().at(1); // pre select 9 coin coin_control.Select(select_coin.outpoint); PreSelectedInputs selected_input; selected_input.Insert(select_coin, coin_selection_params_bnb.m_subtract_fee_outputs); available_coins.Erase({(++available_coins.coins[OutputType::BECH32].begin())->outpoint}); const auto result13 = SelectCoins(*wallet, available_coins, selected_input, 10 * CENT, coin_control, coin_selection_params_bnb); BOOST_CHECK(EquivalentResult(expected_result, *result13)); } { // Test bnb max weight exceeded // Inputs set [10, 9, 8, 5, 3, 1], Selection Target = 16 and coin 5 exceeding the max weight. std::unique_ptr wallet = NewWallet(m_node); CoinsResult available_coins; add_coin(available_coins, *wallet, 10 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true); add_coin(available_coins, *wallet, 9 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true); add_coin(available_coins, *wallet, 8 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true); add_coin(available_coins, *wallet, 5 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true, /*custom_size=*/MAX_STANDARD_TX_WEIGHT); add_coin(available_coins, *wallet, 3 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true); add_coin(available_coins, *wallet, 1 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true); CAmount selection_target = 16 * CENT; const auto& no_res = SelectCoinsBnB(GroupCoins(available_coins.All(), /*subtract_fee_outputs*/true), selection_target, /*cost_of_change=*/0, MAX_STANDARD_TX_WEIGHT); BOOST_REQUIRE(!no_res); BOOST_CHECK(util::ErrorString(no_res).original.find("The inputs size exceeds the maximum weight") != std::string::npos); // Now add same coin value with a good size and check that it gets selected add_coin(available_coins, *wallet, 5 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true); const auto& res = SelectCoinsBnB(GroupCoins(available_coins.All(), /*subtract_fee_outputs*/true), selection_target, /*cost_of_change=*/0); expected_result.Clear(); add_coin(8 * CENT, 2, expected_result); add_coin(5 * CENT, 2, expected_result); add_coin(3 * CENT, 2, expected_result); BOOST_CHECK(EquivalentResult(expected_result, *res)); } } BOOST_AUTO_TEST_CASE(bnb_sffo_restriction) { // Verify the coin selection process does not produce a BnB solution when SFFO is enabled. // This is currently problematic because it could require a change output. And BnB is specialized on changeless solutions. std::unique_ptr wallet = NewWallet(m_node); WITH_LOCK(wallet->cs_wallet, wallet->SetLastBlockProcessed(300, uint256{})); // set a high block so internal UTXOs are selectable FastRandomContext rand{}; CoinSelectionParams params{ rand, /*change_output_size=*/ 31, // unused value, p2wpkh output size (wallet default change type) /*change_spend_size=*/ 68, // unused value, p2wpkh input size (high-r signature) /*min_change_target=*/ 0, // dummy, set later /*effective_feerate=*/ CFeeRate(3000), /*long_term_feerate=*/ CFeeRate(1000), /*discard_feerate=*/ CFeeRate(1000), /*tx_noinputs_size=*/ 0, /*avoid_partial=*/ false, }; params.m_subtract_fee_outputs = true; params.m_change_fee = params.m_effective_feerate.GetFee(params.change_output_size); params.m_cost_of_change = params.m_discard_feerate.GetFee(params.change_spend_size) + params.m_change_fee; params.m_min_change_target = params.m_cost_of_change + 1; // Add spendable coin at the BnB selection upper bound CoinsResult available_coins; add_coin(available_coins, *wallet, COIN + params.m_cost_of_change, /*feerate=*/params.m_effective_feerate, /*nAge=*/6, /*fIsFromMe=*/true, /*nInput=*/0, /*spendable=*/true); add_coin(available_coins, *wallet, 0.5 * COIN + params.m_cost_of_change, /*feerate=*/params.m_effective_feerate, /*nAge=*/6, /*fIsFromMe=*/true, /*nInput=*/0, /*spendable=*/true); add_coin(available_coins, *wallet, 0.5 * COIN, /*feerate=*/params.m_effective_feerate, /*nAge=*/6, /*fIsFromMe=*/true, /*nInput=*/0, /*spendable=*/true); // Knapsack will only find a changeless solution on an exact match to the satoshi, SRD doesn’t look for changeless // If BnB were run, it would produce a single input solution with the best waste score auto result = WITH_LOCK(wallet->cs_wallet, return SelectCoins(*wallet, available_coins, /*pre_set_inputs=*/{}, COIN, /*coin_control=*/{}, params)); BOOST_CHECK(result.has_value()); BOOST_CHECK_NE(result->GetAlgo(), SelectionAlgorithm::BNB); BOOST_CHECK(result->GetInputSet().size() == 2); // We have only considered BnB, SRD, and Knapsack. Test needs to be reevaluated if new algo is added BOOST_CHECK(result->GetAlgo() == SelectionAlgorithm::SRD || result->GetAlgo() == SelectionAlgorithm::KNAPSACK); } BOOST_AUTO_TEST_CASE(knapsack_solver_test) { FastRandomContext rand{}; const auto temp1{[&rand](std::vector& g, const CAmount& v, CAmount c) { return KnapsackSolver(g, v, c, rand); }}; const auto KnapsackSolver{temp1}; std::unique_ptr wallet = NewWallet(m_node); CoinsResult available_coins; // test multiple times to allow for differences in the shuffle order for (int i = 0; i < RUN_TESTS; i++) { available_coins.Clear(); // with an empty wallet we can't even pay one cent BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 1 * CENT, CENT)); add_coin(available_coins, *wallet, 1*CENT, CFeeRate(0), 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(available_coins, *wallet, filter_standard), 1 * CENT, CENT)); // but we can find a new 1 cent const auto result1 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 1 * CENT, CENT); BOOST_CHECK(result1); BOOST_CHECK_EQUAL(result1->GetSelectedValue(), 1 * CENT); add_coin(available_coins, *wallet, 2*CENT); // add a mature 2 cent coin // we can't make 3 cents of mature coins BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 3 * CENT, CENT)); // we can make 3 cents of new coins const auto result2 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 3 * CENT, CENT); BOOST_CHECK(result2); BOOST_CHECK_EQUAL(result2->GetSelectedValue(), 3 * CENT); add_coin(available_coins, *wallet, 5*CENT); // add a mature 5 cent coin, add_coin(available_coins, *wallet, 10*CENT, CFeeRate(0), 3, true); // a new 10 cent coin sent from one of our own addresses add_coin(available_coins, *wallet, 20*CENT); // and a mature 20 cent coin // now we have new: 1+10=11 (of which 10 was self-sent), and mature: 2+5+20=27. total = 38 // we can't make 38 cents only if we disallow new coins: BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_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(available_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(available_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(available_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(available_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(available_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(available_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(available_coins, *wallet, filter_confirmed), 9 * CENT, CENT); BOOST_CHECK(result8); BOOST_CHECK_EQUAL(result8->GetSelectedValue(), 10 * CENT); BOOST_CHECK_EQUAL(result8->GetInputSet().size(), 1U); // now clear out the wallet and start again to test choosing between subsets of smaller coins and the next biggest coin available_coins.Clear(); add_coin(available_coins, *wallet, 6*CENT); add_coin(available_coins, *wallet, 7*CENT); add_coin(available_coins, *wallet, 8*CENT); add_coin(available_coins, *wallet, 20*CENT); add_coin(available_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(available_coins, *wallet, filter_confirmed), 71 * CENT, CENT); BOOST_CHECK(result9); BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_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(available_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); add_coin(available_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(available_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); add_coin(available_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(available_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(available_coins, *wallet, filter_confirmed), 11 * CENT, CENT); BOOST_CHECK(result13); BOOST_CHECK_EQUAL(result13->GetSelectedValue(), 11 * CENT); BOOST_CHECK_EQUAL(result13->GetInputSet().size(), 2U); // check that the smallest bigger coin is used add_coin(available_coins, *wallet, 1*COIN); add_coin(available_coins, *wallet, 2*COIN); add_coin(available_coins, *wallet, 3*COIN); add_coin(available_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(available_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(available_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); // empty the wallet and start again, now with fractions of a cent, to test small change avoidance available_coins.Clear(); add_coin(available_coins, *wallet, CENT * 1 / 10); add_coin(available_coins, *wallet, CENT * 2 / 10); add_coin(available_coins, *wallet, CENT * 3 / 10); add_coin(available_coins, *wallet, CENT * 4 / 10); add_coin(available_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(available_coins, *wallet, filter_confirmed), CENT, CENT); BOOST_CHECK(result16); BOOST_CHECK_EQUAL(result16->GetSelectedValue(), CENT); // but if we add a bigger coin, small change is avoided add_coin(available_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(available_coins, *wallet, filter_confirmed), 1 * CENT, CENT); BOOST_CHECK(result17); BOOST_CHECK_EQUAL(result17->GetSelectedValue(), 1 * CENT); // we should get the exact amount // if we add more small coins: add_coin(available_coins, *wallet, CENT * 6 / 10); add_coin(available_coins, *wallet, CENT * 7 / 10); // and try again to make 1.0 * CENT const auto result18 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 1 * CENT, CENT); BOOST_CHECK(result18); 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 available_coins.Clear(); for (int j = 0; j < 20; j++) add_coin(available_coins, *wallet, 50000 * COIN); const auto result19 = KnapsackSolver(KnapsackGroupOutputs(available_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 * 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: available_coins.Clear(); add_coin(available_coins, *wallet, CENT * 5 / 10); add_coin(available_coins, *wallet, CENT * 6 / 10); add_coin(available_coins, *wallet, CENT * 7 / 10); add_coin(available_coins, *wallet, 1111 * CENT); const auto result20 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 1 * CENT, CENT); BOOST_CHECK(result20); 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) available_coins.Clear(); add_coin(available_coins, *wallet, CENT * 4 / 10); add_coin(available_coins, *wallet, CENT * 6 / 10); add_coin(available_coins, *wallet, CENT * 8 / 10); add_coin(available_coins, *wallet, 1111 * CENT); const auto result21 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), CENT, CENT); BOOST_CHECK(result21); 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 available_coins.Clear(); add_coin(available_coins, *wallet, CENT * 5 / 100); add_coin(available_coins, *wallet, CENT * 1); add_coin(available_coins, *wallet, CENT * 100); // trying to make 100.01 from these three coins const auto result22 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), CENT * 10001 / 100, CENT); BOOST_CHECK(result22); 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(available_coins, *wallet, filter_confirmed), CENT * 9990 / 100, CENT); BOOST_CHECK(result23); BOOST_CHECK_EQUAL(result23->GetSelectedValue(), 101 * CENT); BOOST_CHECK_EQUAL(result23->GetInputSet().size(), 2U); } // test with many inputs for (CAmount amt=1500; amt < COIN; amt*=10) { available_coins.Clear(); // Create 676 inputs (= (old MAX_STANDARD_TX_SIZE == 100000) / 148 bytes per input) for (uint16_t j = 0; j < 676; j++) add_coin(available_coins, *wallet, amt); // 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(available_coins, *wallet, filter_confirmed), 2000, CENT); BOOST_CHECK(result24); if (amt - 2000 < CENT) { // needs more than one input: 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); } else { // one input is sufficient: BOOST_CHECK_EQUAL(result24->GetSelectedValue(), amt); BOOST_CHECK_EQUAL(result24->GetInputSet().size(), 1U); } } } // test randomness { available_coins.Clear(); for (int i2 = 0; i2 < 100; i2++) add_coin(available_coins, *wallet, COIN); // Again, 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++) { // 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(available_coins.All()), 50 * COIN, CENT); BOOST_CHECK(result25); const auto result26 = KnapsackSolver(GroupCoins(available_coins.All()), 50 * COIN, CENT); BOOST_CHECK(result26); BOOST_CHECK(!EqualResult(*result25, *result26)); int fails = 0; for (int j = 0; j < RANDOM_REPEATS; j++) { // 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 const auto result27 = KnapsackSolver(GroupCoins(available_coins.All()), COIN, CENT); BOOST_CHECK(result27); const auto result28 = KnapsackSolver(GroupCoins(available_coins.All()), COIN, CENT); BOOST_CHECK(result28); if (EqualResult(*result27, *result28)) fails++; } BOOST_CHECK_NE(fails, RANDOM_REPEATS); } // add 75 cents in small change. not enough to make 90 cents, // then try making 90 cents. there are multiple competing "smallest bigger" coins, // one of which should be picked at random add_coin(available_coins, *wallet, 5 * CENT); add_coin(available_coins, *wallet, 10 * CENT); add_coin(available_coins, *wallet, 15 * CENT); add_coin(available_coins, *wallet, 20 * CENT); add_coin(available_coins, *wallet, 25 * CENT); for (int i = 0; i < RUN_TESTS; i++) { int fails = 0; for (int j = 0; j < RANDOM_REPEATS; j++) { const auto result29 = KnapsackSolver(GroupCoins(available_coins.All()), 90 * CENT, CENT); BOOST_CHECK(result29); const auto result30 = KnapsackSolver(GroupCoins(available_coins.All()), 90 * CENT, CENT); BOOST_CHECK(result30); if (EqualResult(*result29, *result30)) fails++; } BOOST_CHECK_NE(fails, RANDOM_REPEATS); } } } BOOST_AUTO_TEST_CASE(ApproximateBestSubset) { FastRandomContext rand{}; std::unique_ptr wallet = NewWallet(m_node); CoinsResult available_coins; // Test vValue sort order for (int i = 0; i < 1000; i++) add_coin(available_coins, *wallet, 1000 * COIN); add_coin(available_coins, *wallet, 3 * COIN); const auto result = KnapsackSolver(KnapsackGroupOutputs(available_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); } // 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) { std::unique_ptr wallet = NewWallet(m_node); LOCK(wallet->cs_wallet); // Every 'SelectCoins' call requires it // Random generator stuff std::default_random_engine generator; std::exponential_distribution distribution (100); FastRandomContext rand; // Run this test 100 times for (int i = 0; i < 100; ++i) { CoinsResult available_coins; CAmount balance{0}; // Make a wallet with 1000 exponentially distributed random inputs for (int j = 0; j < 1000; ++j) { CAmount val = distribution(generator)*10000000; add_coin(available_coins, *wallet, val); balance += val; } // Generate a random fee rate in the range of 100 - 400 CFeeRate rate(rand.randrange(300) + 100); // Generate a random target value between 1000 and wallet balance CAmount target = rand.randrange(balance - 1000) + 1000; // Perform selection CoinSelectionParams cs_params{ 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), /*tx_noinputs_size=*/ 0, /*avoid_partial=*/ false, }; cs_params.m_cost_of_change = 1; cs_params.min_viable_change = 1; CCoinControl cc; const auto result = SelectCoins(*wallet, available_coins, /*pre_set_inputs=*/{}, target, cc, cs_params); BOOST_CHECK(result); BOOST_CHECK_GE(result->GetSelectedValue(), target); } } BOOST_AUTO_TEST_CASE(waste_test) { const CAmount fee{100}; const CAmount change_cost{125}; const CAmount fee_diff{40}; const CAmount in_amt{3 * COIN}; const CAmount target{2 * COIN}; const CAmount excess{in_amt - fee * 2 - target}; // The following tests that the waste is calculated correctly in various scenarios. // ComputeAndSetWaste will first determine the size of the change output. We don't really // care about the change and just want to use the variant that always includes the change_cost, // so min_viable_change and change_fee are set to 0 to ensure that. { // Waste with change is the change cost and difference between fee and long term fee SelectionResult selection1{target, SelectionAlgorithm::MANUAL}; add_coin(1 * COIN, 1, selection1, fee, fee - fee_diff); add_coin(2 * COIN, 2, selection1, fee, fee - fee_diff); selection1.ComputeAndSetWaste(/*min_viable_change=*/0, change_cost, /*change_fee=*/0); BOOST_CHECK_EQUAL(fee_diff * 2 + change_cost, selection1.GetWaste()); // Waste will be greater when fee is greater, but long term fee is the same SelectionResult selection2{target, SelectionAlgorithm::MANUAL}; add_coin(1 * COIN, 1, selection2, fee * 2, fee - fee_diff); add_coin(2 * COIN, 2, selection2, fee * 2, fee - fee_diff); selection2.ComputeAndSetWaste(/*min_viable_change=*/0, change_cost, /*change_fee=*/0); BOOST_CHECK_GT(selection2.GetWaste(), selection1.GetWaste()); // Waste with change is the change cost and difference between fee and long term fee // With long term fee greater than fee, waste should be less than when long term fee is less than fee SelectionResult selection3{target, SelectionAlgorithm::MANUAL}; add_coin(1 * COIN, 1, selection3, fee, fee + fee_diff); add_coin(2 * COIN, 2, selection3, fee, fee + fee_diff); selection3.ComputeAndSetWaste(/*min_viable_change=*/0, change_cost, /*change_fee=*/0); BOOST_CHECK_EQUAL(fee_diff * -2 + change_cost, selection3.GetWaste()); BOOST_CHECK_LT(selection3.GetWaste(), selection1.GetWaste()); } { // Waste without change is the excess and difference between fee and long term fee SelectionResult selection_nochange1{target, SelectionAlgorithm::MANUAL}; add_coin(1 * COIN, 1, selection_nochange1, fee, fee - fee_diff); add_coin(2 * COIN, 2, selection_nochange1, fee, fee - fee_diff); selection_nochange1.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0); BOOST_CHECK_EQUAL(fee_diff * 2 + excess, selection_nochange1.GetWaste()); // Waste without change is the excess and difference between fee and long term fee // With long term fee greater than fee, waste should be less than when long term fee is less than fee SelectionResult selection_nochange2{target, SelectionAlgorithm::MANUAL}; add_coin(1 * COIN, 1, selection_nochange2, fee, fee + fee_diff); add_coin(2 * COIN, 2, selection_nochange2, fee, fee + fee_diff); selection_nochange2.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0); BOOST_CHECK_EQUAL(fee_diff * -2 + excess, selection_nochange2.GetWaste()); BOOST_CHECK_LT(selection_nochange2.GetWaste(), selection_nochange1.GetWaste()); } { // Waste with change and fee == long term fee is just cost of change SelectionResult selection{target, SelectionAlgorithm::MANUAL}; add_coin(1 * COIN, 1, selection, fee, fee); add_coin(2 * COIN, 2, selection, fee, fee); selection.ComputeAndSetWaste(/*min_viable_change=*/0, change_cost, /*change_fee=*/0); BOOST_CHECK_EQUAL(change_cost, selection.GetWaste()); } { // Waste without change and fee == long term fee is just the excess SelectionResult selection{target, SelectionAlgorithm::MANUAL}; add_coin(1 * COIN, 1, selection, fee, fee); add_coin(2 * COIN, 2, selection, fee, fee); selection.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0); BOOST_CHECK_EQUAL(excess, selection.GetWaste()); } { // No Waste when fee == long_term_fee, no change, and no excess const CAmount exact_target{in_amt - fee * 2}; SelectionResult selection{exact_target, SelectionAlgorithm::MANUAL}; add_coin(1 * COIN, 1, selection, fee, fee); add_coin(2 * COIN, 2, selection, fee, fee); selection.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0); BOOST_CHECK_EQUAL(0, selection.GetWaste()); } { // No Waste when (fee - long_term_fee) == (-cost_of_change), and no excess SelectionResult selection{target, SelectionAlgorithm::MANUAL}; const CAmount new_change_cost{fee_diff * 2}; add_coin(1 * COIN, 1, selection, fee, fee + fee_diff); add_coin(2 * COIN, 2, selection, fee, fee + fee_diff); selection.ComputeAndSetWaste(/*min_viable_change=*/0, new_change_cost, /*change_fee=*/0); BOOST_CHECK_EQUAL(0, selection.GetWaste()); } { // No Waste when (fee - long_term_fee) == (-excess), no change cost const CAmount new_target{in_amt - fee * 2 - fee_diff * 2}; SelectionResult selection{new_target, SelectionAlgorithm::MANUAL}; add_coin(1 * COIN, 1, selection, fee, fee + fee_diff); add_coin(2 * COIN, 2, selection, fee, fee + fee_diff); selection.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0); BOOST_CHECK_EQUAL(0, selection.GetWaste()); } { // Negative waste when the long term fee is greater than the current fee and the selected value == target const CAmount exact_target{3 * COIN - 2 * fee}; SelectionResult selection{exact_target, SelectionAlgorithm::MANUAL}; const CAmount target_waste1{-2 * fee_diff}; // = (2 * fee) - (2 * (fee + fee_diff)) add_coin(1 * COIN, 1, selection, fee, fee + fee_diff); add_coin(2 * COIN, 2, selection, fee, fee + fee_diff); selection.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0); BOOST_CHECK_EQUAL(target_waste1, selection.GetWaste()); } { // Negative waste when the long term fee is greater than the current fee and change_cost < - (inputs * (fee - long_term_fee)) SelectionResult selection{target, SelectionAlgorithm::MANUAL}; const CAmount large_fee_diff{90}; const CAmount target_waste2{-2 * large_fee_diff + change_cost}; // = (2 * fee) - (2 * (fee + large_fee_diff)) + change_cost add_coin(1 * COIN, 1, selection, fee, fee + large_fee_diff); add_coin(2 * COIN, 2, selection, fee, fee + large_fee_diff); selection.ComputeAndSetWaste(/*min_viable_change=*/0, change_cost, /*change_fee=*/0); BOOST_CHECK_EQUAL(target_waste2, selection.GetWaste()); } } BOOST_AUTO_TEST_CASE(bump_fee_test) { const CAmount fee{100}; const CAmount min_viable_change{200}; const CAmount change_cost{125}; const CAmount change_fee{35}; const CAmount fee_diff{40}; const CAmount target{2 * COIN}; { SelectionResult selection{target, SelectionAlgorithm::MANUAL}; add_coin(1 * COIN, 1, selection, /*fee=*/fee, /*long_term_fee=*/fee + fee_diff); add_coin(2 * COIN, 2, selection, fee, fee + fee_diff); const std::vector> inputs = selection.GetShuffledInputVector(); for (size_t i = 0; i < inputs.size(); ++i) { inputs[i]->ApplyBumpFee(20*(i+1)); } selection.ComputeAndSetWaste(min_viable_change, change_cost, change_fee); CAmount expected_waste = fee_diff * -2 + change_cost + /*bump_fees=*/60; BOOST_CHECK_EQUAL(expected_waste, selection.GetWaste()); selection.SetBumpFeeDiscount(30); selection.ComputeAndSetWaste(min_viable_change, change_cost, change_fee); expected_waste = fee_diff * -2 + change_cost + /*bump_fees=*/60 - /*group_discount=*/30; BOOST_CHECK_EQUAL(expected_waste, selection.GetWaste()); } { // Test with changeless transaction // // Bump fees and excess both contribute fully to the waste score, // therefore, a bump fee group discount will not change the waste // score as long as we do not create change in both instances. CAmount changeless_target = 3 * COIN - 2 * fee - 100; SelectionResult selection{changeless_target, SelectionAlgorithm::MANUAL}; add_coin(1 * COIN, 1, selection, /*fee=*/fee, /*long_term_fee=*/fee + fee_diff); add_coin(2 * COIN, 2, selection, fee, fee + fee_diff); const std::vector> inputs = selection.GetShuffledInputVector(); for (size_t i = 0; i < inputs.size(); ++i) { inputs[i]->ApplyBumpFee(20*(i+1)); } selection.ComputeAndSetWaste(min_viable_change, change_cost, change_fee); CAmount expected_waste = fee_diff * -2 + /*bump_fees=*/60 + /*excess = 100 - bump_fees*/40; BOOST_CHECK_EQUAL(expected_waste, selection.GetWaste()); selection.SetBumpFeeDiscount(30); selection.ComputeAndSetWaste(min_viable_change, change_cost, change_fee); expected_waste = fee_diff * -2 + /*bump_fees=*/60 - /*group_discount=*/30 + /*excess = 100 - bump_fees + group_discount*/70; BOOST_CHECK_EQUAL(expected_waste, selection.GetWaste()); } } BOOST_AUTO_TEST_CASE(effective_value_test) { const int input_bytes = 148; const CFeeRate feerate(1000); const CAmount nValue = 10000; const int nInput = 0; CMutableTransaction tx; tx.vout.resize(1); tx.vout[nInput].nValue = nValue; // standard case, pass feerate in constructor COutput output1(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, input_bytes, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false, feerate); const CAmount expected_ev1 = 9852; // 10000 - 148 BOOST_CHECK_EQUAL(output1.GetEffectiveValue(), expected_ev1); // input bytes unknown (input_bytes = -1), pass feerate in constructor COutput output2(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, /*input_bytes=*/ -1, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false, feerate); BOOST_CHECK_EQUAL(output2.GetEffectiveValue(), nValue); // The effective value should be equal to the absolute value if input_bytes is -1 // negative effective value, pass feerate in constructor COutput output3(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, input_bytes, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false, CFeeRate(100000)); const CAmount expected_ev3 = -4800; // 10000 - 14800 BOOST_CHECK_EQUAL(output3.GetEffectiveValue(), expected_ev3); // standard case, pass fees in constructor const CAmount fees = 148; COutput output4(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, input_bytes, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false, fees); BOOST_CHECK_EQUAL(output4.GetEffectiveValue(), expected_ev1); // input bytes unknown (input_bytes = -1), pass fees in constructor COutput output5(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, /*input_bytes=*/ -1, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false, /*fees=*/ 0); BOOST_CHECK_EQUAL(output5.GetEffectiveValue(), nValue); // The effective value should be equal to the absolute value if input_bytes is -1 } static util::Result SelectCoinsSRD(const CAmount& target, const CoinSelectionParams& cs_params, const node::NodeContext& m_node, int max_weight, std::function coin_setup) { std::unique_ptr wallet = NewWallet(m_node); CoinEligibilityFilter filter(0, 0, 0); // accept all coins without ancestors Groups group = GroupOutputs(*wallet, coin_setup(*wallet), cs_params, {{filter}})[filter].all_groups; return SelectCoinsSRD(group.positive_group, target, cs_params.m_change_fee, cs_params.rng_fast, max_weight); } BOOST_AUTO_TEST_CASE(srd_tests) { // Test SRD: // 1) Insufficient funds, select all provided coins and fail. // 2) Exceeded max weight, coin selection always surpasses the max allowed weight. // 3) Select coins without surpassing the max weight (some coins surpasses the max allowed weight, some others not) FastRandomContext rand; CoinSelectionParams dummy_params{ // Only used to provide the 'avoid_partial' flag. rand, /*change_output_size=*/34, /*change_spend_size=*/68, /*min_change_target=*/CENT, /*effective_feerate=*/CFeeRate(0), /*long_term_feerate=*/CFeeRate(0), /*discard_feerate=*/CFeeRate(0), /*tx_noinputs_size=*/10 + 34, // static header size + output size /*avoid_partial=*/false, }; { // ######################################################### // 1) Insufficient funds, select all provided coins and fail // ######################################################### CAmount target = 49.5L * COIN; int max_weight = 10000; // high enough to not fail for this reason. const auto& res = SelectCoinsSRD(target, dummy_params, m_node, max_weight, [&](CWallet& wallet) { CoinsResult available_coins; for (int j = 0; j < 10; ++j) { add_coin(available_coins, wallet, CAmount(1 * COIN)); add_coin(available_coins, wallet, CAmount(2 * COIN)); } return available_coins; }); BOOST_CHECK(!res); BOOST_CHECK(util::ErrorString(res).empty()); // empty means "insufficient funds" } { // ########################### // 2) Test max weight exceeded // ########################### CAmount target = 49.5L * COIN; int max_weight = 3000; const auto& res = SelectCoinsSRD(target, dummy_params, m_node, max_weight, [&](CWallet& wallet) { CoinsResult available_coins; for (int j = 0; j < 10; ++j) { add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(0), 144, false, 0, true); add_coin(available_coins, wallet, CAmount(2 * COIN), CFeeRate(0), 144, false, 0, true); } return available_coins; }); BOOST_CHECK(!res); BOOST_CHECK(util::ErrorString(res).original.find("The inputs size exceeds the maximum weight") != std::string::npos); } { // ################################################################################################################ // 3) Test selection when some coins surpass the max allowed weight while others not. --> must find a good solution // ################################################################################################################ CAmount target = 25.33L * COIN; int max_weight = 10000; // WU const auto& res = SelectCoinsSRD(target, dummy_params, m_node, max_weight, [&](CWallet& wallet) { CoinsResult available_coins; for (int j = 0; j < 60; ++j) { // 60 UTXO --> 19,8 BTC total --> 60 × 272 WU = 16320 WU add_coin(available_coins, wallet, CAmount(0.33 * COIN), CFeeRate(0), 144, false, 0, true); } for (int i = 0; i < 10; i++) { // 10 UTXO --> 20 BTC total --> 10 × 272 WU = 2720 WU add_coin(available_coins, wallet, CAmount(2 * COIN), CFeeRate(0), 144, false, 0, true); } return available_coins; }); BOOST_CHECK(res); } } static util::Result select_coins(const CAmount& target, const CoinSelectionParams& cs_params, const CCoinControl& cc, std::function coin_setup, const node::NodeContext& m_node) { std::unique_ptr wallet = NewWallet(m_node); auto available_coins = coin_setup(*wallet); LOCK(wallet->cs_wallet); auto result = SelectCoins(*wallet, available_coins, /*pre_set_inputs=*/ {}, target, cc, cs_params); if (result) { const auto signedTxSize = 10 + 34 + 68 * result->GetInputSet().size(); // static header size + output size + inputs size (P2WPKH) BOOST_CHECK_LE(signedTxSize * WITNESS_SCALE_FACTOR, MAX_STANDARD_TX_WEIGHT); BOOST_CHECK_GE(result->GetSelectedValue(), target); } return result; } static bool has_coin(const CoinSet& set, CAmount amount) { return std::any_of(set.begin(), set.end(), [&](const auto& coin) { return coin->GetEffectiveValue() == amount; }); } BOOST_AUTO_TEST_CASE(check_max_weight) { const CAmount target = 49.5L * COIN; CCoinControl cc; FastRandomContext rand; CoinSelectionParams cs_params{ rand, /*change_output_size=*/34, /*change_spend_size=*/68, /*min_change_target=*/CENT, /*effective_feerate=*/CFeeRate(0), /*long_term_feerate=*/CFeeRate(0), /*discard_feerate=*/CFeeRate(0), /*tx_noinputs_size=*/10 + 34, // static header size + output size /*avoid_partial=*/false, }; { // Scenario 1: // The actor starts with 1x 50.0 BTC and 1515x 0.033 BTC (~100.0 BTC total) unspent outputs // Then tries to spend 49.5 BTC // The 50.0 BTC output should be selected, because the transaction would otherwise be too large // Perform selection const auto result = select_coins( target, cs_params, cc, [&](CWallet& wallet) { CoinsResult available_coins; for (int j = 0; j < 1515; ++j) { add_coin(available_coins, wallet, CAmount(0.033 * COIN), CFeeRate(0), 144, false, 0, true); } add_coin(available_coins, wallet, CAmount(50 * COIN), CFeeRate(0), 144, false, 0, true); return available_coins; }, m_node); BOOST_CHECK(result); // Verify that only the 50 BTC UTXO was selected const auto& selection_res = result->GetInputSet(); BOOST_CHECK(selection_res.size() == 1); BOOST_CHECK((*selection_res.begin())->GetEffectiveValue() == 50 * COIN); } { // Scenario 2: // The actor starts with 400x 0.0625 BTC and 2000x 0.025 BTC (75.0 BTC total) unspent outputs // Then tries to spend 49.5 BTC // A combination of coins should be selected, such that the created transaction is not too large // Perform selection const auto result = select_coins( target, cs_params, cc, [&](CWallet& wallet) { CoinsResult available_coins; for (int j = 0; j < 400; ++j) { add_coin(available_coins, wallet, CAmount(0.0625 * COIN), CFeeRate(0), 144, false, 0, true); } for (int j = 0; j < 2000; ++j) { add_coin(available_coins, wallet, CAmount(0.025 * COIN), CFeeRate(0), 144, false, 0, true); } return available_coins; }, m_node); BOOST_CHECK(has_coin(result->GetInputSet(), CAmount(0.0625 * COIN))); BOOST_CHECK(has_coin(result->GetInputSet(), CAmount(0.025 * COIN))); } { // Scenario 3: // The actor starts with 1515x 0.033 BTC (49.995 BTC total) unspent outputs // No results should be returned, because the transaction would be too large // Perform selection const auto result = select_coins( target, cs_params, cc, [&](CWallet& wallet) { CoinsResult available_coins; for (int j = 0; j < 1515; ++j) { add_coin(available_coins, wallet, CAmount(0.033 * COIN), CFeeRate(0), 144, false, 0, true); } return available_coins; }, m_node); // No results // 1515 inputs * 68 bytes = 103,020 bytes // 103,020 bytes * 4 = 412,080 weight, which is above the MAX_STANDARD_TX_WEIGHT of 400,000 BOOST_CHECK(!result); } } BOOST_AUTO_TEST_CASE(SelectCoins_effective_value_test) { // Test that the effective value is used to check whether preset inputs provide sufficient funds when subtract_fee_outputs is not used. // This test creates a coin whose value is higher than the target but whose effective value is lower than the target. // The coin is selected using coin control, with m_allow_other_inputs = false. SelectCoins should fail due to insufficient funds. std::unique_ptr wallet = NewWallet(m_node); CoinsResult available_coins; { std::unique_ptr dummyWallet = NewWallet(m_node, /*wallet_name=*/"dummy"); add_coin(available_coins, *dummyWallet, 100000); // 0.001 BTC } CAmount target{99900}; // 0.000999 BTC FastRandomContext rand; CoinSelectionParams cs_params{ rand, /*change_output_size=*/34, /*change_spend_size=*/148, /*min_change_target=*/1000, /*effective_feerate=*/CFeeRate(3000), /*long_term_feerate=*/CFeeRate(1000), /*discard_feerate=*/CFeeRate(1000), /*tx_noinputs_size=*/0, /*avoid_partial=*/false, }; CCoinControl cc; cc.m_allow_other_inputs = false; COutput output = available_coins.All().at(0); cc.SetInputWeight(output.outpoint, 148); cc.SelectExternal(output.outpoint, output.txout); LOCK(wallet->cs_wallet); const auto preset_inputs = *Assert(FetchSelectedInputs(*wallet, cc, cs_params)); available_coins.Erase({available_coins.coins[OutputType::BECH32].begin()->outpoint}); const auto result = SelectCoins(*wallet, available_coins, preset_inputs, target, cc, cs_params); BOOST_CHECK(!result); } BOOST_FIXTURE_TEST_CASE(wallet_coinsresult_test, BasicTestingSetup) { // Test case to verify CoinsResult object sanity. CoinsResult available_coins; { std::unique_ptr dummyWallet = NewWallet(m_node, /*wallet_name=*/"dummy"); // Add some coins to 'available_coins' for (int i=0; i<10; i++) { add_coin(available_coins, *dummyWallet, 1 * COIN); } } { // First test case, check that 'CoinsResult::Erase' function works as expected. // By trying to erase two elements from the 'available_coins' object. std::unordered_set outs_to_remove; const auto& coins = available_coins.All(); for (int i = 0; i < 2; i++) { outs_to_remove.emplace(coins[i].outpoint); } available_coins.Erase(outs_to_remove); // Check that the elements were actually removed. const auto& updated_coins = available_coins.All(); for (const auto& out: outs_to_remove) { auto it = std::find_if(updated_coins.begin(), updated_coins.end(), [&out](const COutput &coin) { return coin.outpoint == out; }); BOOST_CHECK(it == updated_coins.end()); } // And verify that no extra element were removed BOOST_CHECK_EQUAL(available_coins.Size(), 8); } } BOOST_AUTO_TEST_SUITE_END() } // namespace wallet