// Copyright (c) 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 namespace wallet { static void AddCoin(const CAmount& value, int n_input, int n_input_bytes, int locktime, std::vector& coins, CFeeRate fee_rate) { CMutableTransaction tx; tx.vout.resize(n_input + 1); tx.vout[n_input].nValue = value; tx.nLockTime = locktime; // all transactions get different hashes coins.emplace_back(COutPoint(tx.GetHash(), n_input), tx.vout.at(n_input), /*depth=*/0, n_input_bytes, /*spendable=*/true, /*solvable=*/true, /*safe=*/true, /*time=*/0, /*from_me=*/true, fee_rate); } // Randomly distribute coins to instances of OutputGroup static void GroupCoins(FuzzedDataProvider& fuzzed_data_provider, const std::vector& coins, const CoinSelectionParams& coin_params, bool positive_only, std::vector& output_groups) { auto output_group = OutputGroup(coin_params); bool valid_outputgroup{false}; for (auto& coin : coins) { if (!positive_only || (positive_only && coin.GetEffectiveValue() > 0)) { output_group.Insert(std::make_shared(coin), /*ancestors=*/0, /*descendants=*/0); } // If positive_only was specified, nothing was inserted, leading to an empty output group // that would be invalid for the BnB algorithm valid_outputgroup = !positive_only || output_group.GetSelectionAmount() > 0; if (valid_outputgroup && fuzzed_data_provider.ConsumeBool()) { output_groups.push_back(output_group); output_group = OutputGroup(coin_params); valid_outputgroup = false; } } if (valid_outputgroup) output_groups.push_back(output_group); } static CAmount CreateCoins(FuzzedDataProvider& fuzzed_data_provider, std::vector& utxo_pool, CoinSelectionParams& coin_params, int& next_locktime) { CAmount total_balance{0}; LIMITED_WHILE(fuzzed_data_provider.ConsumeBool(), 10000) { const int n_input{fuzzed_data_provider.ConsumeIntegralInRange(0, 10)}; const int n_input_bytes{fuzzed_data_provider.ConsumeIntegralInRange(41, 10000)}; const CAmount amount{fuzzed_data_provider.ConsumeIntegralInRange(1, MAX_MONEY)}; if (total_balance + amount >= MAX_MONEY) { break; } AddCoin(amount, n_input, n_input_bytes, ++next_locktime, utxo_pool, coin_params.m_effective_feerate); total_balance += amount; } return total_balance; } static SelectionResult ManualSelection(std::vector& utxos, const CAmount& total_amount, const bool& subtract_fee_outputs) { SelectionResult result(total_amount, SelectionAlgorithm::MANUAL); std::set> utxo_pool; for (const auto& utxo : utxos) { utxo_pool.insert(std::make_shared(utxo)); } result.AddInputs(utxo_pool, subtract_fee_outputs); return result; } // Returns true if the result contains an error and the message is not empty static bool HasErrorMsg(const util::Result& res) { return !util::ErrorString(res).empty(); } FUZZ_TARGET(coin_grinder) { FuzzedDataProvider fuzzed_data_provider{buffer.data(), buffer.size()}; std::vector utxo_pool; const CAmount target{fuzzed_data_provider.ConsumeIntegralInRange(1, MAX_MONEY)}; FastRandomContext fast_random_context{ConsumeUInt256(fuzzed_data_provider)}; CoinSelectionParams coin_params{fast_random_context}; coin_params.m_subtract_fee_outputs = fuzzed_data_provider.ConsumeBool(); coin_params.m_long_term_feerate = CFeeRate{ConsumeMoney(fuzzed_data_provider, /*max=*/COIN)}; coin_params.m_effective_feerate = CFeeRate{ConsumeMoney(fuzzed_data_provider, /*max=*/COIN)}; coin_params.change_output_size = fuzzed_data_provider.ConsumeIntegralInRange(10, 1000); coin_params.change_spend_size = fuzzed_data_provider.ConsumeIntegralInRange(10, 1000); coin_params.m_cost_of_change= coin_params.m_effective_feerate.GetFee(coin_params.change_output_size) + coin_params.m_long_term_feerate.GetFee(coin_params.change_spend_size); coin_params.m_change_fee = coin_params.m_effective_feerate.GetFee(coin_params.change_output_size); // For other results to be comparable to SRD, we must align the change_target with SRD’s hardcoded behavior coin_params.m_min_change_target = CHANGE_LOWER + coin_params.m_change_fee; // Create some coins CAmount total_balance{0}; CAmount max_spendable{0}; int next_locktime{0}; LIMITED_WHILE(fuzzed_data_provider.ConsumeBool(), 10000) { const int n_input{fuzzed_data_provider.ConsumeIntegralInRange(0, 10)}; const int n_input_bytes{fuzzed_data_provider.ConsumeIntegralInRange(41, 10000)}; const CAmount amount{fuzzed_data_provider.ConsumeIntegralInRange(1, MAX_MONEY)}; if (total_balance + amount >= MAX_MONEY) { break; } AddCoin(amount, n_input, n_input_bytes, ++next_locktime, utxo_pool, coin_params.m_effective_feerate); total_balance += amount; CAmount eff_value = amount - coin_params.m_effective_feerate.GetFee(n_input_bytes); max_spendable += eff_value; } std::vector group_pos; GroupCoins(fuzzed_data_provider, utxo_pool, coin_params, /*positive_only=*/true, group_pos); // Run coinselection algorithms auto result_cg = CoinGrinder(group_pos, target, coin_params.m_min_change_target, MAX_STANDARD_TX_WEIGHT); if (target + coin_params.m_min_change_target > max_spendable || HasErrorMsg(result_cg)) return; // We only need to compare algorithms if CoinGrinder has a solution assert(result_cg); if (!result_cg->GetAlgoCompleted()) return; // Bail out if CoinGrinder solution is not optimal auto result_srd = SelectCoinsSRD(group_pos, target, coin_params.m_change_fee, fast_random_context, MAX_STANDARD_TX_WEIGHT); if (result_srd && result_srd->GetChange(CHANGE_LOWER, coin_params.m_change_fee) > 0) { // exclude any srd solutions that don’t have change, err on excluding assert(result_srd->GetWeight() >= result_cg->GetWeight()); } auto result_knapsack = KnapsackSolver(group_pos, target, coin_params.m_min_change_target, fast_random_context, MAX_STANDARD_TX_WEIGHT); if (result_knapsack && result_knapsack->GetChange(CHANGE_LOWER, coin_params.m_change_fee) > 0) { // exclude any knapsack solutions that don’t have change, err on excluding assert(result_knapsack->GetWeight() >= result_cg->GetWeight()); } } FUZZ_TARGET(coin_grinder_is_optimal) { FuzzedDataProvider fuzzed_data_provider{buffer.data(), buffer.size()}; FastRandomContext fast_random_context{ConsumeUInt256(fuzzed_data_provider)}; CoinSelectionParams coin_params{fast_random_context}; coin_params.m_subtract_fee_outputs = false; // Set effective feerate up to MAX_MONEY sats per 1'000'000 vB (2'100'000'000 sat/vB = 21'000 BTC/kvB). coin_params.m_effective_feerate = CFeeRate{ConsumeMoney(fuzzed_data_provider, MAX_MONEY), 1'000'000}; coin_params.m_min_change_target = ConsumeMoney(fuzzed_data_provider); // Create some coins CAmount max_spendable{0}; int next_locktime{0}; static constexpr unsigned max_output_groups{16}; std::vector group_pos; LIMITED_WHILE(fuzzed_data_provider.ConsumeBool(), max_output_groups) { // With maximum m_effective_feerate and n_input_bytes = 1'000'000, input_fee <= MAX_MONEY. const int n_input_bytes{fuzzed_data_provider.ConsumeIntegralInRange(1, 1'000'000)}; // Only make UTXOs with positive effective value const CAmount input_fee = coin_params.m_effective_feerate.GetFee(n_input_bytes); // Ensure that each UTXO has at least an effective value of 1 sat const CAmount eff_value{fuzzed_data_provider.ConsumeIntegralInRange(1, MAX_MONEY + group_pos.size() - max_spendable - max_output_groups)}; const CAmount amount{eff_value + input_fee}; std::vector temp_utxo_pool; AddCoin(amount, /*n_input=*/0, n_input_bytes, ++next_locktime, temp_utxo_pool, coin_params.m_effective_feerate); max_spendable += eff_value; auto output_group = OutputGroup(coin_params); output_group.Insert(std::make_shared(temp_utxo_pool.at(0)), /*ancestors=*/0, /*descendants=*/0); group_pos.push_back(output_group); } size_t num_groups = group_pos.size(); assert(num_groups <= max_output_groups); // Only choose targets below max_spendable const CAmount target{fuzzed_data_provider.ConsumeIntegralInRange(1, std::max(CAmount{1}, max_spendable - coin_params.m_min_change_target))}; // Brute force optimal solution CAmount best_amount{MAX_MONEY}; int best_weight{std::numeric_limits::max()}; for (uint32_t pattern = 1; (pattern >> num_groups) == 0; ++pattern) { CAmount subset_amount{0}; int subset_weight{0}; for (unsigned i = 0; i < num_groups; ++i) { if ((pattern >> i) & 1) { subset_amount += group_pos[i].GetSelectionAmount(); subset_weight += group_pos[i].m_weight; } } if ((subset_amount >= target + coin_params.m_min_change_target) && (subset_weight < best_weight || (subset_weight == best_weight && subset_amount < best_amount))) { best_weight = subset_weight; best_amount = subset_amount; } } if (best_weight < std::numeric_limits::max()) { // Sufficient funds and acceptable weight: CoinGrinder should find at least one solution int high_max_weight = fuzzed_data_provider.ConsumeIntegralInRange(best_weight, std::numeric_limits::max()); auto result_cg = CoinGrinder(group_pos, target, coin_params.m_min_change_target, high_max_weight); assert(result_cg); assert(result_cg->GetWeight() <= high_max_weight); assert(result_cg->GetSelectedEffectiveValue() >= target + coin_params.m_min_change_target); assert(best_weight < result_cg->GetWeight() || (best_weight == result_cg->GetWeight() && best_amount <= result_cg->GetSelectedEffectiveValue())); if (result_cg->GetAlgoCompleted()) { // If CoinGrinder exhausted the search space, it must return the optimal solution assert(best_weight == result_cg->GetWeight()); assert(best_amount == result_cg->GetSelectedEffectiveValue()); } } // CoinGrinder cannot ever find a better solution than the brute-forced best, or there is none in the first place int low_max_weight = fuzzed_data_provider.ConsumeIntegralInRange(0, best_weight - 1); auto result_cg = CoinGrinder(group_pos, target, coin_params.m_min_change_target, low_max_weight); // Max_weight should have been exceeded, or there were insufficient funds assert(!result_cg); } FUZZ_TARGET(coinselection) { FuzzedDataProvider fuzzed_data_provider{buffer.data(), buffer.size()}; std::vector utxo_pool; const CFeeRate long_term_fee_rate{ConsumeMoney(fuzzed_data_provider, /*max=*/COIN)}; const CFeeRate effective_fee_rate{ConsumeMoney(fuzzed_data_provider, /*max=*/COIN)}; // Discard feerate must be at least dust relay feerate const CFeeRate discard_fee_rate{fuzzed_data_provider.ConsumeIntegralInRange(DUST_RELAY_TX_FEE, COIN)}; const CAmount target{fuzzed_data_provider.ConsumeIntegralInRange(1, MAX_MONEY)}; const bool subtract_fee_outputs{fuzzed_data_provider.ConsumeBool()}; FastRandomContext fast_random_context{ConsumeUInt256(fuzzed_data_provider)}; CoinSelectionParams coin_params{fast_random_context}; coin_params.m_subtract_fee_outputs = subtract_fee_outputs; coin_params.m_long_term_feerate = long_term_fee_rate; coin_params.m_effective_feerate = effective_fee_rate; coin_params.change_output_size = fuzzed_data_provider.ConsumeIntegralInRange(1, MAX_SCRIPT_SIZE); coin_params.m_change_fee = effective_fee_rate.GetFee(coin_params.change_output_size); coin_params.m_discard_feerate = discard_fee_rate; coin_params.change_spend_size = fuzzed_data_provider.ConsumeIntegralInRange(41, 1000); const auto change_spend_fee{coin_params.m_discard_feerate.GetFee(coin_params.change_spend_size)}; coin_params.m_cost_of_change = coin_params.m_change_fee + change_spend_fee; CScript change_out_script = CScript() << std::vector(coin_params.change_output_size, OP_TRUE); const auto dust{GetDustThreshold(CTxOut{/*nValueIn=*/0, change_out_script}, coin_params.m_discard_feerate)}; coin_params.min_viable_change = std::max(change_spend_fee + 1, dust); int next_locktime{0}; CAmount total_balance{CreateCoins(fuzzed_data_provider, utxo_pool, coin_params, next_locktime)}; std::vector group_pos; GroupCoins(fuzzed_data_provider, utxo_pool, coin_params, /*positive_only=*/true, group_pos); std::vector group_all; GroupCoins(fuzzed_data_provider, utxo_pool, coin_params, /*positive_only=*/false, group_all); for (const OutputGroup& group : group_all) { const CoinEligibilityFilter filter(fuzzed_data_provider.ConsumeIntegral(), fuzzed_data_provider.ConsumeIntegral(), fuzzed_data_provider.ConsumeIntegral()); (void)group.EligibleForSpending(filter); } // Run coinselection algorithms auto result_bnb = coin_params.m_subtract_fee_outputs ? util::Error{Untranslated("BnB disabled when SFFO is enabled")} : SelectCoinsBnB(group_pos, target, coin_params.m_cost_of_change, MAX_STANDARD_TX_WEIGHT); if (result_bnb) { assert(result_bnb->GetChange(coin_params.min_viable_change, coin_params.m_change_fee) == 0); assert(result_bnb->GetSelectedValue() >= target); (void)result_bnb->GetShuffledInputVector(); (void)result_bnb->GetInputSet(); } auto result_srd = SelectCoinsSRD(group_pos, target, coin_params.m_change_fee, fast_random_context, MAX_STANDARD_TX_WEIGHT); if (result_srd) { assert(result_srd->GetSelectedValue() >= target); assert(result_srd->GetChange(CHANGE_LOWER, coin_params.m_change_fee) > 0); // Demonstrate that SRD creates change of at least CHANGE_LOWER result_srd->ComputeAndSetWaste(coin_params.min_viable_change, coin_params.m_cost_of_change, coin_params.m_change_fee); (void)result_srd->GetShuffledInputVector(); (void)result_srd->GetInputSet(); } CAmount change_target{GenerateChangeTarget(target, coin_params.m_change_fee, fast_random_context)}; auto result_knapsack = KnapsackSolver(group_all, target, change_target, fast_random_context, MAX_STANDARD_TX_WEIGHT); if (result_knapsack) { assert(result_knapsack->GetSelectedValue() >= target); result_knapsack->ComputeAndSetWaste(coin_params.min_viable_change, coin_params.m_cost_of_change, coin_params.m_change_fee); (void)result_knapsack->GetShuffledInputVector(); (void)result_knapsack->GetInputSet(); } // If the total balance is sufficient for the target and we are not using // effective values, Knapsack should always find a solution (unless the selection exceeded the max tx weight). if (total_balance >= target && subtract_fee_outputs && !HasErrorMsg(result_knapsack)) { assert(result_knapsack); } std::vector utxos; std::vector> results{result_srd, result_knapsack, result_bnb}; CAmount new_total_balance{CreateCoins(fuzzed_data_provider, utxos, coin_params, next_locktime)}; if (new_total_balance > 0) { std::set> new_utxo_pool; for (const auto& utxo : utxos) { new_utxo_pool.insert(std::make_shared(utxo)); } for (auto& result : results) { if (!result) continue; const auto weight{result->GetWeight()}; result->AddInputs(new_utxo_pool, subtract_fee_outputs); assert(result->GetWeight() > weight); } } std::vector manual_inputs; CAmount manual_balance{CreateCoins(fuzzed_data_provider, manual_inputs, coin_params, next_locktime)}; if (manual_balance == 0) return; auto manual_selection{ManualSelection(manual_inputs, manual_balance, coin_params.m_subtract_fee_outputs)}; for (auto& result : results) { if (!result) continue; const CAmount old_target{result->GetTarget()}; const std::set> input_set{result->GetInputSet()}; const int old_weight{result->GetWeight()}; result->Merge(manual_selection); assert(result->GetInputSet().size() == input_set.size() + manual_inputs.size()); assert(result->GetTarget() == old_target + manual_selection.GetTarget()); assert(result->GetWeight() == old_weight + manual_selection.GetWeight()); } } } // namespace wallet