// Copyright (c) 2017-2021 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 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(MakeTransactionRef(tx), nInput); } 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 CInputCoin coin(MakeTransactionRef(tx), nInput); OutputGroup group; group.Insert(coin, 1, false, 0, 0, true); result.AddInput(group); } static void add_coin(const CAmount& nValue, int nInput, CoinSet& set, CAmount fee = 0, CAmount long_term_fee = 0) { CMutableTransaction tx; tx.vout.resize(nInput + 1); tx.vout[nInput].nValue = nValue; tx.nLockTime = nextLockTime++; // so all transactions get different hashes CInputCoin coin(MakeTransactionRef(tx), nInput); coin.effective_value = nValue - fee; coin.m_fee = fee; coin.m_long_term_fee = long_term_fee; set.insert(coin); } static void add_coin(std::vector& coins, CWallet& wallet, const CAmount& nValue, int nAge = 6*24, bool fIsFromMe = false, int nInput=0, bool spendable = false) { CMutableTransaction tx; tx.nLockTime = nextLockTime++; // so all transactions get different hashes tx.vout.resize(nInput + 1); tx.vout[nInput].nValue = nValue; if (spendable) { CTxDestination dest; bilingual_str error; const bool destination_ok = wallet.GetNewDestination(OutputType::BECH32, "", dest, error); assert(destination_ok); tx.vout[nInput].scriptPubKey = GetScriptForDestination(dest); } if (fIsFromMe) { // IsFromMe() returns (GetDebit() > 0), and GetDebit() is 0 if vin.empty(), // so stop vin being empty, and cache a non-zero Debit to fake out IsFromMe() tx.vin.resize(1); } 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; if (fIsFromMe) { wtx.m_amounts[CWalletTx::DEBIT].Set(ISMINE_SPENDABLE, 1); wtx.m_is_cache_empty = false; } COutput output(wallet, wtx, nInput, nAge, true /* spendable */, true /* solvable */, true /* safe */); coins.push_back(output); } /** 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()); 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& coins) { static std::vector static_groups; static_groups.clear(); for (auto& coin : coins) { static_groups.emplace_back(); static_groups.back().Insert(coin, 0, true, 0, 0, false); } return static_groups; } inline std::vector& GroupCoins(const std::vector& coins) { static std::vector static_groups; static_groups.clear(); for (auto& coin : coins) { static_groups.emplace_back(); static_groups.back().Insert(coin.GetInputCoin(), coin.nDepth, coin.tx->m_amounts[CWalletTx::DEBIT].m_cached[ISMINE_SPENDABLE] && coin.tx->m_amounts[CWalletTx::DEBIT].m_value[ISMINE_SPENDABLE] == 1 /* HACK: we can't figure out the is_me flag so we use the conditions defined above; perhaps set safe to false for !fIsFromMe in add_coin() */, 0, 0, false); } return static_groups; } inline std::vector& KnapsackGroupOutputs(const std::vector& coins, CWallet& wallet, const CoinEligibilityFilter& filter) { FastRandomContext rand{}; CoinSelectionParams coin_selection_params{ rand, /* change_output_size= */ 0, /* change_spend_size= */ 0, /* effective_feerate= */ CFeeRate(0), /* long_term_feerate= */ CFeeRate(0), /* discard_feerate= */ CFeeRate(0), /* tx_noinputs_size= */ 0, /* avoid_partial= */ false, }; static std::vector static_groups; static_groups = GroupOutputs(wallet, coins, coin_selection_params, filter, /*positive_only=*/false); return static_groups; } // 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)); ///////////////////////// // 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(4 * CENT, 4, expected_result); add_coin(1 * CENT, 1, 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(5 * CENT, 5, expected_result); add_coin(4 * CENT, 4, 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(); // Negative effective value // Select 10 Cent but have 1 Cent not be possible because too small add_coin(5 * CENT, 5, expected_result); add_coin(3 * CENT, 3, expected_result); add_coin(2 * CENT, 2, expected_result); const auto result6 = SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 5000); BOOST_CHECK(result6); BOOST_CHECK_EQUAL(result6->GetSelectedValue(), 10 * CENT); // FIXME: this test is redundant with the above, because 1 Cent is selected, not "too small" // BOOST_CHECK(EquivalentResult(expected_result, *result)); // 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, 0)); // Should exhaust target = make_hard_case(14, utxo_pool); const auto result7 = SelectCoinsBnB(GroupCoins(utxo_pool), target, 0); // 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= */ 0, /* change_spend_size= */ 0, /* effective_feerate= */ CFeeRate(3000), /* long_term_feerate= */ CFeeRate(1000), /* discard_feerate= */ CFeeRate(1000), /* tx_noinputs_size= */ 0, /* avoid_partial= */ false, }; { std::unique_ptr wallet = std::make_unique(m_node.chain.get(), "", m_args, CreateMockWalletDatabase()); wallet->LoadWallet(); LOCK(wallet->cs_wallet); wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS); wallet->SetupDescriptorScriptPubKeyMans(); std::vector coins; add_coin(coins, *wallet, 1); coins.at(0).nInputBytes = 40; // Make sure that it has a negative effective value. The next check should assert if this somehow got through. Otherwise it will fail BOOST_CHECK(!SelectCoinsBnB(GroupCoins(coins), 1 * CENT, coin_selection_params_bnb.m_cost_of_change)); // Test fees subtracted from output: coins.clear(); add_coin(coins, *wallet, 1 * CENT); coins.at(0).nInputBytes = 40; coin_selection_params_bnb.m_subtract_fee_outputs = true; const auto result9 = SelectCoinsBnB(GroupCoins(coins), 1 * CENT, coin_selection_params_bnb.m_cost_of_change); BOOST_CHECK(result9); BOOST_CHECK_EQUAL(result9->GetSelectedValue(), 1 * CENT); } { std::unique_ptr wallet = std::make_unique(m_node.chain.get(), "", m_args, CreateMockWalletDatabase()); wallet->LoadWallet(); LOCK(wallet->cs_wallet); wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS); wallet->SetupDescriptorScriptPubKeyMans(); std::vector coins; add_coin(coins, *wallet, 5 * CENT, 6 * 24, false, 0, true); add_coin(coins, *wallet, 3 * CENT, 6 * 24, false, 0, true); add_coin(coins, *wallet, 2 * CENT, 6 * 24, false, 0, true); CCoinControl coin_control; coin_control.fAllowOtherInputs = true; coin_control.Select(COutPoint(coins.at(0).tx->GetHash(), coins.at(0).i)); coin_selection_params_bnb.m_effective_feerate = CFeeRate(0); const auto result10 = SelectCoins(*wallet, coins, 10 * CENT, coin_control, coin_selection_params_bnb); BOOST_CHECK(result10); } } BOOST_AUTO_TEST_CASE(knapsack_solver_test) { FastRandomContext rand{}; const auto temp1{[&rand](std::vector& g, const CAmount& v) { return KnapsackSolver(g, v, rand); }}; const auto KnapsackSolver{temp1}; std::unique_ptr wallet = std::make_unique(m_node.chain.get(), "", m_args, CreateMockWalletDatabase()); wallet->LoadWallet(); LOCK(wallet->cs_wallet); wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS); wallet->SetupDescriptorScriptPubKeyMans(); std::vector coins; // test multiple times to allow for differences in the shuffle order for (int i = 0; i < RUN_TESTS; i++) { coins.clear(); // with an empty wallet we can't even pay one cent BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 1 * 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)); // but we can find a new 1 cent const auto result1 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 1 * 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)); // we can make 3 cents of new coins const auto result2 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 3 * CENT); BOOST_CHECK(result2); BOOST_CHECK_EQUAL(result2->GetSelectedValue(), 3 * CENT); add_coin(coins, *wallet, 5*CENT); // add a mature 5 cent coin, add_coin(coins, *wallet, 10*CENT, 3, true); // a new 10 cent coin sent from one of our own addresses add_coin(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(coins, *wallet, filter_standard), 38 * 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)); // but we can make 37 cents if we accept new coins from ourself const auto result3 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 37 * 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); 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); 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); 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); 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); 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 coins.clear(); add_coin(coins, *wallet, 6*CENT); add_coin(coins, *wallet, 7*CENT); add_coin(coins, *wallet, 8*CENT); add_coin(coins, *wallet, 20*CENT); 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); BOOST_CHECK(result9); BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 72 * 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); 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(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); 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(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); 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); 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(coins, *wallet, 1*COIN); 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); 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); 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 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); BOOST_CHECK(result16); BOOST_CHECK_EQUAL(result16->GetSelectedValue(), MIN_CHANGE); // but if we add a bigger coin, small change is avoided add_coin(coins, *wallet, 1111*MIN_CHANGE); // 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); BOOST_CHECK(result17); BOOST_CHECK_EQUAL(result17->GetSelectedValue(), 1 * MIN_CHANGE); // 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); // and try again to make 1.0 * MIN_CHANGE const auto result18 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 1 * MIN_CHANGE); BOOST_CHECK(result18); BOOST_CHECK_EQUAL(result18->GetSelectedValue(), 1 * MIN_CHANGE); // 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 coins.clear(); for (int j = 0; j < 20; j++) add_coin(coins, *wallet, 50000 * COIN); const auto result19 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 500000 * COIN); 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), // 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); BOOST_CHECK(result20); BOOST_CHECK_EQUAL(result20->GetSelectedValue(), 1111 * MIN_CHANGE); // 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); BOOST_CHECK(result21); BOOST_CHECK_EQUAL(result21->GetSelectedValue(), MIN_CHANGE); // 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); // trying to make 100.01 from these three coins const auto result22 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), MIN_CHANGE * 10001 / 100); BOOST_CHECK(result22); BOOST_CHECK_EQUAL(result22->GetSelectedValue(), MIN_CHANGE * 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); BOOST_CHECK(result23); BOOST_CHECK_EQUAL(result23->GetSelectedValue(), 101 * MIN_CHANGE); BOOST_CHECK_EQUAL(result23->GetInputSet().size(), 2U); } // test with many inputs for (CAmount amt=1500; amt < COIN; amt*=10) { 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(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(coins, *wallet, filter_confirmed), 2000); BOOST_CHECK(result24); if (amt - 2000 < MIN_CHANGE) { // needs more than one input: uint16_t returnSize = std::ceil((2000.0 + MIN_CHANGE)/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 { coins.clear(); for (int i2 = 0; i2 < 100; i2++) add_coin(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(coins), 50 * COIN); BOOST_CHECK(result25); const auto result26 = KnapsackSolver(GroupCoins(coins), 50 * COIN); 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(coins), COIN); BOOST_CHECK(result27); const auto result28 = KnapsackSolver(GroupCoins(coins), COIN); 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(coins, *wallet, 5 * CENT); add_coin(coins, *wallet, 10 * CENT); add_coin(coins, *wallet, 15 * CENT); add_coin(coins, *wallet, 20 * CENT); add_coin(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(coins), 90 * CENT); BOOST_CHECK(result29); const auto result30 = KnapsackSolver(GroupCoins(coins), 90 * 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 = std::make_unique(m_node.chain.get(), "", m_args, CreateMockWalletDatabase()); wallet->LoadWallet(); LOCK(wallet->cs_wallet); wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS); wallet->SetupDescriptorScriptPubKeyMans(); std::vector coins; // Test vValue sort order for (int i = 0; i < 1000; i++) add_coin(coins, *wallet, 1000 * COIN); add_coin(coins, *wallet, 3 * COIN); const auto result = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 1003 * COIN, 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 = std::make_unique(m_node.chain.get(), "", m_args, CreateMockWalletDatabase()); wallet->LoadWallet(); LOCK(wallet->cs_wallet); wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS); wallet->SetupDescriptorScriptPubKeyMans(); // 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) { std::vector 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(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, /* effective_feerate= */ CFeeRate(0), /* long_term_feerate= */ CFeeRate(0), /* discard_feerate= */ CFeeRate(0), /* tx_noinputs_size= */ 0, /* avoid_partial= */ false, }; CCoinControl cc; const auto result = SelectCoins(*wallet, coins, target, cc, cs_params); BOOST_CHECK(result); BOOST_CHECK_GE(result->GetSelectedValue(), target); } } BOOST_AUTO_TEST_CASE(waste_test) { CoinSet selection; 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}; // Waste with change is the change cost and difference between fee and long term fee add_coin(1 * COIN, 1, selection, fee, fee - fee_diff); add_coin(2 * COIN, 2, selection, fee, fee - fee_diff); const CAmount waste1 = GetSelectionWaste(selection, change_cost, target); BOOST_CHECK_EQUAL(fee_diff * 2 + change_cost, waste1); selection.clear(); // Waste without change is the excess and difference between fee and long term fee add_coin(1 * COIN, 1, selection, fee, fee - fee_diff); add_coin(2 * COIN, 2, selection, fee, fee - fee_diff); const CAmount waste_nochange1 = GetSelectionWaste(selection, 0, target); BOOST_CHECK_EQUAL(fee_diff * 2 + excess, waste_nochange1); selection.clear(); // Waste with change and fee == long term fee is just cost of change add_coin(1 * COIN, 1, selection, fee, fee); add_coin(2 * COIN, 2, selection, fee, fee); BOOST_CHECK_EQUAL(change_cost, GetSelectionWaste(selection, change_cost, target)); selection.clear(); // Waste without change and fee == long term fee is just the excess add_coin(1 * COIN, 1, selection, fee, fee); add_coin(2 * COIN, 2, selection, fee, fee); BOOST_CHECK_EQUAL(excess, GetSelectionWaste(selection, 0, target)); selection.clear(); // Waste will be greater when fee is greater, but long term fee is the same add_coin(1 * COIN, 1, selection, fee * 2, fee - fee_diff); add_coin(2 * COIN, 2, selection, fee * 2, fee - fee_diff); const CAmount waste2 = GetSelectionWaste(selection, change_cost, target); BOOST_CHECK_GT(waste2, waste1); selection.clear(); // 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 add_coin(1 * COIN, 1, selection, fee, fee + fee_diff); add_coin(2 * COIN, 2, selection, fee, fee + fee_diff); const CAmount waste3 = GetSelectionWaste(selection, change_cost, target); BOOST_CHECK_EQUAL(fee_diff * -2 + change_cost, waste3); BOOST_CHECK_LT(waste3, waste1); selection.clear(); // 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 add_coin(1 * COIN, 1, selection, fee, fee + fee_diff); add_coin(2 * COIN, 2, selection, fee, fee + fee_diff); const CAmount waste_nochange2 = GetSelectionWaste(selection, 0, target); BOOST_CHECK_EQUAL(fee_diff * -2 + excess, waste_nochange2); BOOST_CHECK_LT(waste_nochange2, waste_nochange1); selection.clear(); // No Waste when fee == long_term_fee, no change, and no excess add_coin(1 * COIN, 1, selection, fee, fee); add_coin(2 * COIN, 2, selection, fee, fee); const CAmount exact_target{in_amt - fee * 2}; BOOST_CHECK_EQUAL(0, GetSelectionWaste(selection, /*change_cost=*/0, exact_target)); selection.clear(); // No Waste when (fee - long_term_fee) == (-cost_of_change), and no excess 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); BOOST_CHECK_EQUAL(0, GetSelectionWaste(selection, new_change_cost, target)); selection.clear(); // No Waste when (fee - long_term_fee) == (-excess), no change cost const CAmount new_target{in_amt - fee * 2 - fee_diff * 2}; add_coin(1 * COIN, 1, selection, fee, fee + fee_diff); add_coin(2 * COIN, 2, selection, fee, fee + fee_diff); BOOST_CHECK_EQUAL(0, GetSelectionWaste(selection, /* change cost */ 0, new_target)); } BOOST_AUTO_TEST_SUITE_END() } // namespace wallet