1  // Copyright (c) 2024-present The Bitcoin Core developers
  2  // Distributed under the MIT software license, see the accompanying
  3  // file COPYING or http://www.opensource.org/licenses/mit-license.php.
  4  
  5  #include <consensus/amount.h>
  6  #include <policy/policy.h>
  7  #include <wallet/coinselection.h>
  8  #include <wallet/test/wallet_test_fixture.h>
  9  
 10  #include <boost/test/unit_test.hpp>
 11  
 12  namespace wallet {
 13  BOOST_FIXTURE_TEST_SUITE(coinselection_tests, TestingSetup)
 14  
 15  static int next_lock_time = 0;
 16  static FastRandomContext default_rand;
 17  
 18  static const int P2WPKH_INPUT_VSIZE = 68;
 19  static const int P2WPKH_OUTPUT_VSIZE = 31;
 20  
 21  /**
 22   * This set of feerates is used in the tests to test edge cases around the
 23   * default minimum feerate and other potential special cases:
 24   * - zero: 0 s/kvB
 25   * - minimum non-zero s/kvB: 1 s/kvB
 26   * - just below the new default minimum feerate: 99 s/kvB
 27   * - new default minimum feerate: 100 s/kvB
 28   * - old default minimum feerate: 1000 s/kvB
 29   * - a few non-round realistic feerates around default minimum feerate,
 30   * dust feerate, and default LTFRE: 315 s/kvB, 2345 s/kvB, and
 31   * 10'292 s/kvB
 32   * - a high feerate that has been exceeded occasionally: 59'764 s/kvB
 33   * - a huge feerate that is extremely uncommon: 1'500'000 s/kvB */
 34  static const std::vector<int> FEERATES = {0, 1, 99, 100, 315, 1'000, 2'345, 10'292, 59'764, 1'500'000};
 35  
 36  /** Default coin selection parameters allow us to only explicitly set
 37   * parameters when a diverging value is relevant in the context of a test,
 38   * without reiterating the defaults in every test. We use P2WPKH input and
 39   * output weights for the change weights. */
 40  static CoinSelectionParams init_cs_params(int eff_feerate = 5000)
 41  {
 42      CoinSelectionParams csp{
 43          /*rng_fast=*/default_rand,
 44          /*change_output_size=*/P2WPKH_OUTPUT_VSIZE,
 45          /*change_spend_size=*/P2WPKH_INPUT_VSIZE,
 46          /*min_change_target=*/50'000,
 47          /*effective_feerate=*/CFeeRate(eff_feerate),
 48          /*long_term_feerate=*/CFeeRate(10'000),
 49          /*discard_feerate=*/CFeeRate(3000),
 50          /*tx_noinputs_size=*/11 + P2WPKH_OUTPUT_VSIZE, //static header size + output size
 51          /*avoid_partial=*/false,
 52      };
 53      csp.m_change_fee = csp.m_effective_feerate.GetFee(csp.change_output_size); // 155 sats for default feerate of 5000 s/kvB
 54      csp.min_viable_change = /*204 sats=*/csp.m_discard_feerate.GetFee(csp.change_spend_size);
 55      csp.m_cost_of_change = csp.min_viable_change + csp.m_change_fee; // 204 + 155 sats for default feerate of 5000 s/kvB
 56      csp.m_subtract_fee_outputs = false;
 57      return csp;
 58  }
 59  
 60  static const CoinSelectionParams default_cs_params = init_cs_params();
 61  
 62  /** Make one OutputGroup with a single UTXO that either has a given effective value (default) or a given amount (`is_eff_value = false`). */
 63  static OutputGroup MakeCoin(const CAmount& amount, bool is_eff_value = true, CoinSelectionParams cs_params = default_cs_params, int custom_spending_vsize = P2WPKH_INPUT_VSIZE)
 64  {
 65      // Always assume that we only have one input
 66      CMutableTransaction tx;
 67      tx.vout.resize(1);
 68      CAmount fees = cs_params.m_effective_feerate.GetFee(custom_spending_vsize);
 69      tx.vout[0].nValue = amount + int(is_eff_value) * fees;
 70      tx.nLockTime = next_lock_time++;        // so all transactions get different hashes
 71      OutputGroup group(cs_params);
 72      group.Insert(std::make_shared<COutput>(COutPoint(tx.GetHash(), 0), tx.vout.at(0), /*depth=*/1, /*input_bytes=*/custom_spending_vsize, /*solvable=*/true, /*safe=*/true, /*time=*/0, /*from_me=*/false, /*fees=*/fees), /*ancestors=*/0, /*cluster_count=*/0);
 73      return group;
 74  }
 75  
 76  /** Make multiple OutputGroups with the given values as their effective value */
 77  static void AddCoins(std::vector<OutputGroup>& utxo_pool, std::vector<CAmount> coins, CoinSelectionParams cs_params = default_cs_params)
 78  {
 79      for (CAmount c : coins) {
 80          utxo_pool.push_back(MakeCoin(c, true, cs_params));
 81      }
 82  }
 83  
 84  /** Make multiple coins that share the same effective value */
 85  static void AddDuplicateCoins(std::vector<OutputGroup>& utxo_pool, int count, int amount, CoinSelectionParams cs_params = default_cs_params) {
 86      for (int i = 0 ; i < count; ++i) {
 87          utxo_pool.push_back(MakeCoin(amount, true, cs_params));
 88      }
 89  }
 90  
 91  /** Check if SelectionResult a is equivalent to SelectionResult b.
 92   * Two results are equivalent if they are composed of the same input values, even if they have different inputs (i.e., same value, different prevout) */
 93  static bool HaveEquivalentValues(const SelectionResult& a, const SelectionResult& b)
 94  {
 95      std::vector<CAmount> a_amts;
 96      std::vector<CAmount> b_amts;
 97      for (const auto& coin : a.GetInputSet()) {
 98          a_amts.push_back(coin->txout.nValue);
 99      }
100      for (const auto& coin : b.GetInputSet()) {
101          b_amts.push_back(coin->txout.nValue);
102      }
103      std::sort(a_amts.begin(), a_amts.end());
104      std::sort(b_amts.begin(), b_amts.end());
105  
106      auto ret = std::mismatch(a_amts.begin(), a_amts.end(), b_amts.begin());
107      return ret.first == a_amts.end() && ret.second == b_amts.end();
108  }
109  
110  static std::string InputAmountsToString(const SelectionResult& selection)
111  {
112      return "[" + util::Join(selection.GetInputSet(), " ", [](const auto& input){ return util::ToString(input->txout.nValue);}) + "]";
113  }
114  
115  static void TestBnBSuccess(std::string test_title, std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const std::vector<CAmount>& expected_input_amounts, const CoinSelectionParams& cs_params = default_cs_params, const int custom_spending_vsize = P2WPKH_INPUT_VSIZE, const int max_selection_weight = MAX_STANDARD_TX_WEIGHT)
116  {
117      SelectionResult expected_result(CAmount(0), SelectionAlgorithm::BNB);
118      CAmount expected_amount = 0;
119      for (CAmount input_amount : expected_input_amounts) {
120          OutputGroup group = MakeCoin(input_amount, true, cs_params, custom_spending_vsize);
121          expected_amount += group.m_value;
122          expected_result.AddInput(group);
123      }
124  
125      const auto result = SelectCoinsBnB(utxo_pool, selection_target, /*cost_of_change=*/cs_params.m_cost_of_change, max_selection_weight);
126      BOOST_CHECK_MESSAGE(result, "Falsy result in BnB-Success: " + test_title);
127      BOOST_CHECK_MESSAGE(HaveEquivalentValues(expected_result, *result), strprintf("Result mismatch in BnB-Success: %s. Expected %s, but got %s", test_title, InputAmountsToString(expected_result), InputAmountsToString(*result)));
128      BOOST_CHECK_MESSAGE(result->GetSelectedValue() == expected_amount, strprintf("Selected amount mismatch in BnB-Success: %s. Expected %d, but got %d", test_title, expected_amount, result->GetSelectedValue()));
129      BOOST_CHECK_MESSAGE(result->GetWeight() <= max_selection_weight, strprintf("Selected weight is higher than permitted in BnB-Success: %s. Expected %d, but got %d", test_title, max_selection_weight, result->GetWeight()));
130  }
131  
132  static void TestBnBFail(std::string test_title, std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CoinSelectionParams& cs_params = default_cs_params, int max_selection_weight = MAX_STANDARD_TX_WEIGHT, const bool expect_max_weight_exceeded = false)
133  {
134      const auto result = SelectCoinsBnB(utxo_pool, selection_target, /*cost_of_change=*/cs_params.m_cost_of_change, max_selection_weight);
135      BOOST_CHECK_MESSAGE(!result, "BnB-Fail: " + test_title);
136      bool max_weight_exceeded = util::ErrorString(result).original.find("The inputs size exceeds the maximum weight") != std::string::npos;
137      BOOST_CHECK(expect_max_weight_exceeded == max_weight_exceeded);
138  }
139  
140  BOOST_AUTO_TEST_CASE(bnb_test)
141  {
142      for (int feerate : FEERATES) {
143          std::vector<OutputGroup> utxo_pool;
144  
145          const CoinSelectionParams cs_params = init_cs_params(feerate);
146  
147          TestBnBFail("Empty UTXO pool", utxo_pool, /*selection_target=*/1 * CENT, cs_params);
148  
149          AddCoins(utxo_pool, {1 * CENT, 3 * CENT, 5 * CENT}, cs_params);
150  
151          // Simple success cases
152          TestBnBSuccess("Select smallest UTXO", utxo_pool, /*selection_target=*/1 * CENT, /*expected_input_amounts=*/{1 * CENT}, cs_params);
153          TestBnBSuccess("Select middle UTXO", utxo_pool, /*selection_target=*/3 * CENT, /*expected_input_amounts=*/{3 * CENT}, cs_params);
154          TestBnBSuccess("Select biggest UTXO", utxo_pool, /*selection_target=*/5 * CENT, /*expected_input_amounts=*/{5 * CENT}, cs_params);
155          TestBnBSuccess("Select two UTXOs", utxo_pool, /*selection_target=*/4 * CENT, /*expected_input_amounts=*/{1 * CENT, 3 * CENT}, cs_params);
156          TestBnBSuccess("Select all UTXOs", utxo_pool, /*selection_target=*/9 * CENT, /*expected_input_amounts=*/{1 * CENT, 3 * CENT, 5 * CENT}, cs_params);
157  
158          // BnB finds changeless solution while overshooting by up to cost_of_change
159          TestBnBSuccess("Select upper bound", utxo_pool, /*selection_target=*/4 * CENT - cs_params.m_cost_of_change, /*expected_input_amounts=*/{1 * CENT, 3 * CENT}, cs_params);
160  
161          // BnB fails to find changeless solution when overshooting by cost_of_change + 1 sat
162          TestBnBFail("Overshoot upper bound", utxo_pool, /*selection_target=*/4 * CENT - cs_params.m_cost_of_change - 1, cs_params);
163  
164          TestBnBSuccess("Select max weight", utxo_pool, /*selection_target=*/4 * CENT, /*expected_input_amounts=*/{1 * CENT, 3 * CENT}, cs_params, /*custom_spending_vsize=*/P2WPKH_INPUT_VSIZE, /*max_selection_weight=*/4 * 2 * P2WPKH_INPUT_VSIZE);
165  
166          TestBnBFail("Exceed max weight", utxo_pool, /*selection_target=*/4 * CENT, cs_params, /*max_selection_weight=*/4 * 2 * P2WPKH_INPUT_VSIZE - 1, /*expect_max_weight_exceeded=*/true);
167  
168          // Simple cases without BnB solution
169          TestBnBFail("Smallest combination too big", utxo_pool, /*selection_target=*/0.5 * CENT, cs_params);
170          TestBnBFail("No UTXO combination in target window", utxo_pool, /*selection_target=*/7 * CENT, cs_params);
171          TestBnBFail("Select more than available", utxo_pool, /*selection_target=*/10 * CENT, cs_params);
172  
173          // Test skipping of equivalent input sets
174          std::vector<OutputGroup> clone_pool;
175          AddCoins(clone_pool, {2 * CENT, 7 * CENT, 7 * CENT}, cs_params);
176          AddDuplicateCoins(clone_pool, /*count=*/50'000, /*amount=*/5 * CENT, cs_params);
177          TestBnBSuccess("Skip equivalent input sets", clone_pool, /*selection_target=*/16 * CENT, /*expected_input_amounts=*/{2 * CENT, 7 * CENT, 7 * CENT}, cs_params);
178  
179          /* Test BnB attempt limit (`TOTAL_TRIES`)
180           *
181           * Generally, on a diverse UTXO pool BnB will quickly pass over UTXOs bigger than the target and then start
182           * combining small counts of UTXOs that in sum remain under the selection_target+cost_of_change. When there are
183           * multiple UTXOs that have matching amount and cost, combinations with equivalent input sets are skipped. The
184           * UTXO pool for this test is specifically crafted to create as much branching as possible. The selection target
185           * is 8 CENT while all UTXOs are slightly bigger than 1 CENT. The smallest eight are 100,000…100,007 sats, while
186           * the larger nine are 100,368…100,375 (i.e., 100,008…100,016 sats plus cost_of_change (359 sats)).
187           *
188           * Because BnB will only select input sets that fall between selection_target and selection_target +
189           * cost_of_change, and the search traverses the UTXO pool from large to small amounts, the search will visit
190           * every single combination of eight inputs. All except the last combination will overshoot by more than
191           * cost_of_change on the eighth input, because the larger nine inputs each exceed 1 CENT by more than
192           * cost_of_change. Only the last combination consisting of the eight smallest UTXOs falls into the target
193           * window.
194           */
195          std::vector<OutputGroup> doppelganger_pool;
196          std::vector<CAmount> doppelgangers;
197          std::vector<CAmount> expected_inputs;
198          for (int i = 0; i < 17; ++i) {
199              if (i < 8) {
200                  // The eight smallest UTXOs can be combined to create expected_result
201                  doppelgangers.push_back(1 * CENT + i);
202                  expected_inputs.push_back(doppelgangers[i]);
203              } else {
204                  // Any eight UTXOs including at least one UTXO with the added cost_of_change will exceed target window
205                  doppelgangers.push_back(1 * CENT + cs_params.m_cost_of_change + i);
206              }
207          }
208          AddCoins(doppelganger_pool, doppelgangers, cs_params);
209          // Among up to 17 unique UTXOs of similar effective value we will find a solution composed of the eight smallest UTXOs
210          TestBnBSuccess("Combine smallest 8 of 17 unique UTXOs", doppelganger_pool, /*selection_target=*/8 * CENT, /*expected_input_amounts=*/expected_inputs, cs_params);
211  
212          // Starting with 18 unique UTXOs of similar effective value we will not find the solution due to exceeding the attempt limit
213          AddCoins(doppelganger_pool, {1 * CENT + cs_params.m_cost_of_change + 17}, cs_params);
214          TestBnBFail("Exhaust looking for smallest 8 of 18 unique UTXOs", doppelganger_pool, /*selection_target=*/8 * CENT, cs_params);
215      }
216  }
217  
218  BOOST_AUTO_TEST_CASE(bnb_feerate_sensitivity_test)
219  {
220      // Create sets of UTXOs with the same effective amounts at different feerates (but different absolute amounts)
221      std::vector<OutputGroup> low_feerate_pool; // 5 sat/vB (default, and lower than long_term_feerate of 10 sat/vB)
222      AddCoins(low_feerate_pool, {2 * CENT, 3 * CENT, 5 * CENT, 10 * CENT});
223      TestBnBSuccess("Select many inputs at low feerates", low_feerate_pool, /*selection_target=*/10 * CENT, /*expected_input_amounts=*/{2 * CENT, 3 * CENT, 5 * CENT});
224  
225      const CoinSelectionParams high_feerate_params = init_cs_params(/*eff_feerate=*/25'000);
226      std::vector<OutputGroup> high_feerate_pool; // 25 sat/vB (greater than long_term_feerate of 10 sat/vB)
227      AddCoins(high_feerate_pool, {2 * CENT, 3 * CENT, 5 * CENT, 10 * CENT}, high_feerate_params);
228      TestBnBSuccess("Select one input at high feerates", high_feerate_pool, /*selection_target=*/10 * CENT, /*expected_input_amounts=*/{10 * CENT}, high_feerate_params);
229  
230      // Add heavy inputs {6, 7} to existing {2, 3, 5, 10}
231      low_feerate_pool.push_back(MakeCoin(6 * CENT, true, default_cs_params, /*custom_spending_vsize=*/500));
232      low_feerate_pool.push_back(MakeCoin(7 * CENT, true, default_cs_params, /*custom_spending_vsize=*/500));
233      TestBnBSuccess("Prefer two heavy inputs over two light inputs at low feerates", low_feerate_pool, /*selection_target=*/13 * CENT, /*expected_input_amounts=*/{6 * CENT, 7 * CENT}, default_cs_params, /*custom_spending_vsize=*/500);
234  
235      high_feerate_pool.push_back(MakeCoin(6 * CENT, true, high_feerate_params, /*custom_spending_vsize=*/500));
236      high_feerate_pool.push_back(MakeCoin(7 * CENT, true, high_feerate_params, /*custom_spending_vsize=*/500));
237      TestBnBSuccess("Prefer two light inputs over two heavy inputs at high feerates", high_feerate_pool, /*selection_target=*/13 * CENT, /*expected_input_amounts=*/{3 * CENT, 10 * CENT}, high_feerate_params);
238  }
239  
240  static void TestSRDSuccess(std::string test_title, std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CoinSelectionParams& cs_params = default_cs_params, const int max_selection_weight = MAX_STANDARD_TX_WEIGHT)
241  {
242      CAmount expected_min_amount = selection_target + cs_params.m_change_fee + CHANGE_LOWER;
243  
244      const auto result = SelectCoinsSRD(utxo_pool, selection_target, cs_params.m_change_fee, cs_params.rng_fast, max_selection_weight);
245      BOOST_CHECK_MESSAGE(result, "Falsy result in SRD-Success: " + test_title);
246      const CAmount selected_effective_value = result->GetSelectedEffectiveValue();
247      BOOST_CHECK_MESSAGE(selected_effective_value >= expected_min_amount, strprintf("Selected effective value is lower than expected in SRD-Success: %s. Expected %d, but got %d", test_title, expected_min_amount, selected_effective_value));
248      BOOST_CHECK_MESSAGE(result->GetWeight() <= max_selection_weight, strprintf("Selected weight is higher than permitted in SRD-Success: %s. Expected %d, but got %d", test_title, max_selection_weight, result->GetWeight()));
249  }
250  
251  static void TestSRDFail(std::string test_title, std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CoinSelectionParams& cs_params = default_cs_params, int max_selection_weight = MAX_STANDARD_TX_WEIGHT, const bool expect_max_weight_exceeded = false)
252  {
253      const auto result = SelectCoinsSRD(utxo_pool, selection_target, cs_params.m_change_fee, cs_params.rng_fast, max_selection_weight);
254      BOOST_CHECK_MESSAGE(!result, "SRD-Fail: " + test_title);
255      bool max_weight_exceeded = util::ErrorString(result).original.find("The inputs size exceeds the maximum weight") != std::string::npos;
256      BOOST_CHECK(expect_max_weight_exceeded == max_weight_exceeded);
257  }
258  
259  BOOST_AUTO_TEST_CASE(srd_test)
260  {
261      for (int feerate : FEERATES) {
262          std::vector<OutputGroup> utxo_pool;
263  
264          const CoinSelectionParams cs_params = init_cs_params(feerate);
265  
266          TestSRDFail("Empty UTXO pool", utxo_pool, /*selection_target=*/1 * CENT, cs_params);
267  
268          AddCoins(utxo_pool, {1 * CENT, 3 * CENT, 5 * CENT}, cs_params);
269  
270          TestSRDSuccess("Select 21k sats", utxo_pool, /*selection_target=*/21'000, cs_params);
271          TestSRDSuccess("Select 1 CENT", utxo_pool, /*selection_target=*/1 * CENT, cs_params);
272          TestSRDSuccess("Select 3.125 CENT", utxo_pool, /*selection_target=*/3'125'000, cs_params);
273          TestSRDSuccess("Select 4 CENT", utxo_pool, /*selection_target=*/4 * CENT, cs_params);
274          TestSRDSuccess("Select 7 CENT", utxo_pool, /*selection_target=*/7 * CENT, cs_params);
275  
276          // The minimum change amount for SRD is the feerate dependent `change_fee` plus CHANGE_LOWER
277          TestSRDSuccess("Create minimum change", utxo_pool, /*selection_target=*/9 * CENT - cs_params.m_change_fee - CHANGE_LOWER, cs_params);
278          TestSRDFail("Undershoot minimum change by one sat", utxo_pool, /*selection_target=*/9 * CENT - cs_params.m_change_fee - CHANGE_LOWER + 1, cs_params);
279          TestSRDFail("Spend more than available", utxo_pool, /*selection_target=*/9 * CENT + 1, cs_params);
280          TestSRDFail("Spend everything", utxo_pool, /*selection_target=*/9 * CENT, cs_params);
281  
282          AddDuplicateCoins(utxo_pool, /*count=*/100, /*amount=*/5 * CENT, cs_params);
283          AddDuplicateCoins(utxo_pool, /*count=*/3, /*amount=*/7 * CENT, cs_params);
284          TestSRDSuccess("Select most valuable UTXOs for acceptable weight", utxo_pool, /*selection_target=*/20 * CENT, cs_params, /*max_selection_weight=*/4 * 4 * (P2WPKH_INPUT_VSIZE - 1 ));
285          TestSRDFail("No acceptable weight possible", utxo_pool, /*selection_target=*/25 * CENT, cs_params, /*max_selection_weight=*/4 * 3 * P2WPKH_INPUT_VSIZE, /*expect_max_weight_exceeded=*/true);
286      }
287  }
288  
289  BOOST_AUTO_TEST_SUITE_END()
290  } // namespace wallet