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  /** Default coin selection parameters (dcsp) allow us to only explicitly set
 22   * parameters when a diverging value is relevant in the context of a test.
 23   * We use P2WPKH input and output weights for the change weights. */
 24  static CoinSelectionParams init_default_params()
 25  {
 26      CoinSelectionParams dcsp{
 27          /*rng_fast=*/default_rand,
 28          /*change_output_size=*/P2WPKH_OUTPUT_VSIZE,
 29          /*change_spend_size=*/P2WPKH_INPUT_VSIZE,
 30          /*min_change_target=*/50'000,
 31          /*effective_feerate=*/CFeeRate(5000),
 32          /*long_term_feerate=*/CFeeRate(10'000),
 33          /*discard_feerate=*/CFeeRate(3000),
 34          /*tx_noinputs_size=*/11 + P2WPKH_OUTPUT_VSIZE, //static header size + output size
 35          /*avoid_partial=*/false,
 36      };
 37      dcsp.m_change_fee = /*155 sats=*/dcsp.m_effective_feerate.GetFee(dcsp.change_output_size);
 38      dcsp.min_viable_change = /*204 sats=*/dcsp.m_discard_feerate.GetFee(dcsp.change_spend_size);
 39      dcsp.m_cost_of_change = /*204 + 155 sats=*/dcsp.min_viable_change + dcsp.m_change_fee;
 40      dcsp.m_subtract_fee_outputs = false;
 41      return dcsp;
 42  }
 43  
 44  static const CoinSelectionParams default_cs_params = init_default_params();
 45  
 46  /** Make one OutputGroup with a single UTXO that either has a given effective value (default) or a given amount (`is_eff_value = false`). */
 47  static OutputGroup MakeCoin(const CAmount& amount, bool is_eff_value = true, CoinSelectionParams cs_params = default_cs_params, int custom_spending_vsize = P2WPKH_INPUT_VSIZE)
 48  {
 49      // Always assume that we only have one input
 50      CMutableTransaction tx;
 51      tx.vout.resize(1);
 52      CAmount fees = cs_params.m_effective_feerate.GetFee(custom_spending_vsize);
 53      tx.vout[0].nValue = amount + int(is_eff_value) * fees;
 54      tx.nLockTime = next_lock_time++;        // so all transactions get different hashes
 55      OutputGroup group(cs_params);
 56      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);
 57      return group;
 58  }
 59  
 60  /** Make multiple OutputGroups with the given values as their effective value */
 61  static void AddCoins(std::vector<OutputGroup>& utxo_pool, std::vector<CAmount> coins, CoinSelectionParams cs_params = default_cs_params)
 62  {
 63      for (CAmount c : coins) {
 64          utxo_pool.push_back(MakeCoin(c, true, cs_params));
 65      }
 66  }
 67  
 68  /** Make multiple coins that share the same effective value */
 69  static void AddDuplicateCoins(std::vector<OutputGroup>& utxo_pool, int count, int amount, CoinSelectionParams cs_params = default_cs_params) {
 70      for (int i = 0 ; i < count; ++i) {
 71          utxo_pool.push_back(MakeCoin(amount, true, cs_params));
 72      }
 73  }
 74  
 75  /** Check if SelectionResult a is equivalent to SelectionResult b.
 76   * 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) */
 77  static bool HaveEquivalentValues(const SelectionResult& a, const SelectionResult& b)
 78  {
 79      std::vector<CAmount> a_amts;
 80      std::vector<CAmount> b_amts;
 81      for (const auto& coin : a.GetInputSet()) {
 82          a_amts.push_back(coin->txout.nValue);
 83      }
 84      for (const auto& coin : b.GetInputSet()) {
 85          b_amts.push_back(coin->txout.nValue);
 86      }
 87      std::sort(a_amts.begin(), a_amts.end());
 88      std::sort(b_amts.begin(), b_amts.end());
 89  
 90      auto ret = std::mismatch(a_amts.begin(), a_amts.end(), b_amts.begin());
 91      return ret.first == a_amts.end() && ret.second == b_amts.end();
 92  }
 93  
 94  static std::string InputAmountsToString(const SelectionResult& selection)
 95  {
 96      return "[" + util::Join(selection.GetInputSet(), " ", [](const auto& input){ return util::ToString(input->txout.nValue);}) + "]";
 97  }
 98  
 99  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)
100  {
101      SelectionResult expected_result(CAmount(0), SelectionAlgorithm::BNB);
102      CAmount expected_amount = 0;
103      for (CAmount input_amount : expected_input_amounts) {
104          OutputGroup group = MakeCoin(input_amount, true, cs_params, custom_spending_vsize);
105          expected_amount += group.m_value;
106          expected_result.AddInput(group);
107      }
108  
109      const auto result = SelectCoinsBnB(utxo_pool, selection_target, /*cost_of_change=*/default_cs_params.m_cost_of_change, max_selection_weight);
110      BOOST_CHECK_MESSAGE(result, "Falsy result in BnB-Success: " + test_title);
111      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)));
112      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()));
113  }
114  
115  static void TestBnBFail(std::string test_title, std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, int max_selection_weight = MAX_STANDARD_TX_WEIGHT, const bool expect_max_weight_exceeded = false)
116  {
117      const auto result = SelectCoinsBnB(utxo_pool, selection_target, /*cost_of_change=*/default_cs_params.m_cost_of_change, max_selection_weight);
118      BOOST_CHECK_MESSAGE(!result, "BnB-Fail: " + test_title);
119      bool max_weight_exceeded = util::ErrorString(result).original.find("The inputs size exceeds the maximum weight") != std::string::npos;
120      BOOST_CHECK(expect_max_weight_exceeded == max_weight_exceeded);
121  }
122  
123  BOOST_AUTO_TEST_CASE(bnb_test)
124  {
125      std::vector<int> feerates = {0, 1, 5'000, 10'000, 25'000, 59'764, 500'000, 999'000, 1'500'000};
126  
127      for (int feerate : feerates) {
128          std::vector<OutputGroup> utxo_pool;
129  
130          CoinSelectionParams cs_params = init_default_params();
131          cs_params.m_effective_feerate = CFeeRate{feerate};
132  
133          // Fail for empty UTXO pool
134          TestBnBFail("Empty UTXO pool", utxo_pool, /*selection_target=*/1 * CENT);
135  
136          AddCoins(utxo_pool, {1 * CENT, 3 * CENT, 5 * CENT}, cs_params);
137  
138          // Simple success cases
139          TestBnBSuccess("Select smallest UTXO", utxo_pool, /*selection_target=*/1 * CENT, /*expected_input_amounts=*/{1 * CENT}, cs_params);
140          TestBnBSuccess("Select middle UTXO", utxo_pool, /*selection_target=*/3 * CENT, /*expected_input_amounts=*/{3 * CENT}, cs_params);
141          TestBnBSuccess("Select biggest UTXO", utxo_pool, /*selection_target=*/5 * CENT, /*expected_input_amounts=*/{5 * CENT}, cs_params);
142          TestBnBSuccess("Select two UTXOs", utxo_pool, /*selection_target=*/4 * CENT, /*expected_input_amounts=*/{1 * CENT, 3 * CENT}, cs_params);
143          TestBnBSuccess("Select all UTXOs", utxo_pool, /*selection_target=*/9 * CENT, /*expected_input_amounts=*/{1 * CENT, 3 * CENT, 5 * CENT}, cs_params);
144  
145          // BnB finds changeless solution while overshooting by up to cost_of_change
146          TestBnBSuccess("Select upper bound", utxo_pool, /*selection_target=*/4 * CENT - default_cs_params.m_cost_of_change, /*expected_input_amounts=*/{1 * CENT, 3 * CENT}, cs_params);
147  
148          // BnB fails to find changeless solution when overshooting by cost_of_change + 1 sat
149          TestBnBFail("Overshoot upper bound", utxo_pool, /*selection_target=*/4 * CENT - default_cs_params.m_cost_of_change - 1);
150  
151          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);
152  
153          TestBnBFail("Exceed max weight", utxo_pool, /*selection_target=*/4 * CENT, /*max_selection_weight=*/4 * 2 * P2WPKH_INPUT_VSIZE - 1, /*expect_max_weight_exceeded=*/true);
154  
155          // Simple cases without BnB solution
156          TestBnBFail("Smallest combination too big", utxo_pool, /*selection_target=*/0.5 * CENT);
157          TestBnBFail("No UTXO combination in target window", utxo_pool, /*selection_target=*/7 * CENT);
158          TestBnBFail("Select more than available", utxo_pool, /*selection_target=*/10 * CENT);
159  
160          // Test skipping of equivalent input sets
161          std::vector<OutputGroup> clone_pool;
162          AddCoins(clone_pool, {2 * CENT, 7 * CENT, 7 * CENT}, cs_params);
163          AddDuplicateCoins(clone_pool, 50'000, 5 * CENT, cs_params);
164          TestBnBSuccess("Skip equivalent input sets", clone_pool, /*selection_target=*/16 * CENT, /*expected_input_amounts=*/{2 * CENT, 7 * CENT, 7 * CENT}, cs_params);
165  
166          /* Test BnB attempt limit (`TOTAL_TRIES`)
167           *
168           * Generally, on a diverse UTXO pool BnB will quickly pass over UTXOs bigger than the target and then start
169           * combining small counts of UTXOs that in sum remain under the selection_target+cost_of_change. When there are
170           * multiple UTXOs that have matching amount and cost, combinations with equivalent input sets are skipped. The
171           * UTXO pool for this test is specifically crafted to create as much branching as possible. The selection target
172           * is 8 CENT while all UTXOs are slightly bigger than 1 CENT. The smallest eight are 100,000…100,007 sats, while
173           * the larger nine are 100,368…100,375 (i.e., 100,008…100,016 sats plus cost_of_change (359 sats)).
174           *
175           * Because BnB will only select input sets that fall between selection_target and selection_target +
176           * cost_of_change, and the search traverses the UTXO pool from large to small amounts, the search will visit
177           * every single combination of eight inputs. All except the last combination will overshoot by more than
178           * cost_of_change on the eighth input, because the larger nine inputs each exceed 1 CENT by more than
179           * cost_of_change. Only the last combination consisting of the eight smallest UTXOs falls into the target
180           * window.
181           */
182          std::vector<OutputGroup> doppelganger_pool;
183          std::vector<CAmount> doppelgangers;
184          std::vector<CAmount> expected_inputs;
185          for (int i = 0; i < 17; ++i) {
186              if (i < 8) {
187                  // The eight smallest UTXOs can be combined to create expected_result
188                  doppelgangers.push_back(1 * CENT + i);
189                  expected_inputs.push_back(doppelgangers[i]);
190              } else {
191                  // Any eight UTXOs including at least one UTXO with the added cost_of_change will exceed target window
192                  doppelgangers.push_back(1 * CENT + default_cs_params.m_cost_of_change + i);
193              }
194          }
195          AddCoins(doppelganger_pool, doppelgangers, cs_params);
196          // Among up to 17 unique UTXOs of similar effective value we will find a solution composed of the eight smallest UTXOs
197          TestBnBSuccess("Combine smallest 8 of 17 unique UTXOs", doppelganger_pool, /*selection_target=*/8 * CENT, /*expected_input_amounts=*/expected_inputs, cs_params);
198  
199          // Starting with 18 unique UTXOs of similar effective value we will not find the solution due to exceeding the attempt limit
200          AddCoins(doppelganger_pool, {1 * CENT + default_cs_params.m_cost_of_change + 17}, cs_params);
201          TestBnBFail("Exhaust looking for smallest 8 of 18 unique UTXOs", doppelganger_pool, /*selection_target=*/8 * CENT);
202      }
203  }
204  
205  BOOST_AUTO_TEST_CASE(bnb_feerate_sensitivity_test)
206  {
207      // Create sets of UTXOs with the same effective amounts at different feerates (but different absolute amounts)
208      std::vector<OutputGroup> low_feerate_pool; // 5 sat/vB (default, and lower than long_term_feerate of 10 sat/vB)
209      AddCoins(low_feerate_pool, {2 * CENT, 3 * CENT, 5 * CENT, 10 * CENT});
210      TestBnBSuccess("Select many inputs at low feerates", low_feerate_pool, /*selection_target=*/10 * CENT, /*expected_input_amounts=*/{2 * CENT, 3 * CENT, 5 * CENT});
211  
212      CoinSelectionParams high_feerate_params = init_default_params();
213      high_feerate_params.m_effective_feerate = CFeeRate{25'000};
214      std::vector<OutputGroup> high_feerate_pool; // 25 sat/vB (greater than long_term_feerate of 10 sat/vB)
215      AddCoins(high_feerate_pool, {2 * CENT, 3 * CENT, 5 * CENT, 10 * CENT}, high_feerate_params);
216      TestBnBSuccess("Select one input at high feerates", high_feerate_pool, /*selection_target=*/10 * CENT, /*expected_input_amounts=*/{10 * CENT}, high_feerate_params);
217  
218      // Add heavy inputs {6, 7} to existing {2, 3, 5, 10}
219      low_feerate_pool.push_back(MakeCoin(6 * CENT, true, default_cs_params, /*custom_spending_vsize=*/500));
220      low_feerate_pool.push_back(MakeCoin(7 * CENT, true, default_cs_params, /*custom_spending_vsize=*/500));
221      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);
222  
223      high_feerate_pool.push_back(MakeCoin(6 * CENT, true, high_feerate_params, /*custom_spending_vsize=*/500));
224      high_feerate_pool.push_back(MakeCoin(7 * CENT, true, high_feerate_params, /*custom_spending_vsize=*/500));
225      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);
226  }
227  
228  BOOST_AUTO_TEST_SUITE_END()
229  } // namespace wallet