coinselector_tests.cpp
1 // Copyright (c) 2017-2022 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 <node/context.h> 7 #include <policy/policy.h> 8 #include <primitives/transaction.h> 9 #include <random.h> 10 #include <test/util/setup_common.h> 11 #include <util/translation.h> 12 #include <wallet/coincontrol.h> 13 #include <wallet/coinselection.h> 14 #include <wallet/spend.h> 15 #include <wallet/test/util.h> 16 #include <wallet/test/wallet_test_fixture.h> 17 #include <wallet/wallet.h> 18 19 #include <algorithm> 20 #include <boost/test/unit_test.hpp> 21 #include <random> 22 23 namespace wallet { 24 BOOST_FIXTURE_TEST_SUITE(coinselector_tests, WalletTestingSetup) 25 26 // how many times to run all the tests to have a chance to catch errors that only show up with particular random shuffles 27 #define RUN_TESTS 100 28 29 // some tests fail 1% of the time due to bad luck. 30 // we repeat those tests this many times and only complain if all iterations of the test fail 31 #define RANDOM_REPEATS 5 32 33 typedef std::set<std::shared_ptr<COutput>> CoinSet; 34 35 static const CoinEligibilityFilter filter_standard(1, 6, 0); 36 static const CoinEligibilityFilter filter_confirmed(1, 1, 0); 37 static const CoinEligibilityFilter filter_standard_extra(6, 6, 0); 38 static int nextLockTime = 0; 39 40 static void add_coin(const CAmount& nValue, int nInput, std::vector<COutput>& set) 41 { 42 CMutableTransaction tx; 43 tx.vout.resize(nInput + 1); 44 tx.vout[nInput].nValue = nValue; 45 tx.nLockTime = nextLockTime++; // so all transactions get different hashes 46 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); 47 } 48 49 static void add_coin(const CAmount& nValue, int nInput, SelectionResult& result) 50 { 51 CMutableTransaction tx; 52 tx.vout.resize(nInput + 1); 53 tx.vout[nInput].nValue = nValue; 54 tx.nLockTime = nextLockTime++; // so all transactions get different hashes 55 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); 56 OutputGroup group; 57 group.Insert(std::make_shared<COutput>(output), /*ancestors=*/ 0, /*descendants=*/ 0); 58 result.AddInput(group); 59 } 60 61 static void add_coin(const CAmount& nValue, int nInput, SelectionResult& result, CAmount fee, CAmount long_term_fee) 62 { 63 CMutableTransaction tx; 64 tx.vout.resize(nInput + 1); 65 tx.vout[nInput].nValue = nValue; 66 tx.nLockTime = nextLockTime++; // so all transactions get different hashes 67 std::shared_ptr<COutput> coin = std::make_shared<COutput>(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); 68 OutputGroup group; 69 group.Insert(coin, /*ancestors=*/ 0, /*descendants=*/ 0); 70 coin->long_term_fee = long_term_fee; // group.Insert() will modify long_term_fee, so we need to set it afterwards 71 result.AddInput(group); 72 } 73 74 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) 75 { 76 CMutableTransaction tx; 77 tx.nLockTime = nextLockTime++; // so all transactions get different hashes 78 tx.vout.resize(nInput + 1); 79 tx.vout[nInput].nValue = nValue; 80 if (spendable) { 81 tx.vout[nInput].scriptPubKey = GetScriptForDestination(*Assert(wallet.GetNewDestination(OutputType::BECH32, ""))); 82 } 83 uint256 txid = tx.GetHash(); 84 85 LOCK(wallet.cs_wallet); 86 auto ret = wallet.mapWallet.emplace(std::piecewise_construct, std::forward_as_tuple(txid), std::forward_as_tuple(MakeTransactionRef(std::move(tx)), TxStateInactive{})); 87 assert(ret.second); 88 CWalletTx& wtx = (*ret.first).second; 89 const auto& txout = wtx.tx->vout.at(nInput); 90 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}); 91 } 92 93 // Helpers 94 std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, const CAmount& nTargetValue, 95 CAmount change_target, FastRandomContext& rng) 96 { 97 auto res{KnapsackSolver(groups, nTargetValue, change_target, rng, MAX_STANDARD_TX_WEIGHT)}; 98 return res ? std::optional<SelectionResult>(*res) : std::nullopt; 99 } 100 101 std::optional<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change) 102 { 103 auto res{SelectCoinsBnB(utxo_pool, selection_target, cost_of_change, MAX_STANDARD_TX_WEIGHT)}; 104 return res ? std::optional<SelectionResult>(*res) : std::nullopt; 105 } 106 107 /** Check if SelectionResult a is equivalent to SelectionResult b. 108 * Equivalent means same input values, but maybe different inputs (i.e. same value, different prevout) */ 109 static bool EquivalentResult(const SelectionResult& a, const SelectionResult& b) 110 { 111 std::vector<CAmount> a_amts; 112 std::vector<CAmount> b_amts; 113 for (const auto& coin : a.GetInputSet()) { 114 a_amts.push_back(coin->txout.nValue); 115 } 116 for (const auto& coin : b.GetInputSet()) { 117 b_amts.push_back(coin->txout.nValue); 118 } 119 std::sort(a_amts.begin(), a_amts.end()); 120 std::sort(b_amts.begin(), b_amts.end()); 121 122 std::pair<std::vector<CAmount>::iterator, std::vector<CAmount>::iterator> ret = std::mismatch(a_amts.begin(), a_amts.end(), b_amts.begin()); 123 return ret.first == a_amts.end() && ret.second == b_amts.end(); 124 } 125 126 /** Check if this selection is equal to another one. Equal means same inputs (i.e same value and prevout) */ 127 static bool EqualResult(const SelectionResult& a, const SelectionResult& b) 128 { 129 std::pair<CoinSet::iterator, CoinSet::iterator> ret = std::mismatch(a.GetInputSet().begin(), a.GetInputSet().end(), b.GetInputSet().begin(), 130 [](const std::shared_ptr<COutput>& a, const std::shared_ptr<COutput>& b) { 131 return a->outpoint == b->outpoint; 132 }); 133 return ret.first == a.GetInputSet().end() && ret.second == b.GetInputSet().end(); 134 } 135 136 static CAmount make_hard_case(int utxos, std::vector<COutput>& utxo_pool) 137 { 138 utxo_pool.clear(); 139 CAmount target = 0; 140 for (int i = 0; i < utxos; ++i) { 141 target += CAmount{1} << (utxos+i); 142 add_coin(CAmount{1} << (utxos+i), 2*i, utxo_pool); 143 add_coin((CAmount{1} << (utxos+i)) + (CAmount{1} << (utxos-1-i)), 2*i + 1, utxo_pool); 144 } 145 return target; 146 } 147 148 inline std::vector<OutputGroup>& GroupCoins(const std::vector<COutput>& available_coins, bool subtract_fee_outputs = false) 149 { 150 static std::vector<OutputGroup> static_groups; 151 static_groups.clear(); 152 for (auto& coin : available_coins) { 153 static_groups.emplace_back(); 154 OutputGroup& group = static_groups.back(); 155 group.Insert(std::make_shared<COutput>(coin), /*ancestors=*/ 0, /*descendants=*/ 0); 156 group.m_subtract_fee_outputs = subtract_fee_outputs; 157 } 158 return static_groups; 159 } 160 161 inline std::vector<OutputGroup>& KnapsackGroupOutputs(const CoinsResult& available_coins, CWallet& wallet, const CoinEligibilityFilter& filter) 162 { 163 FastRandomContext rand{}; 164 CoinSelectionParams coin_selection_params{ 165 rand, 166 /*change_output_size=*/ 0, 167 /*change_spend_size=*/ 0, 168 /*min_change_target=*/ CENT, 169 /*effective_feerate=*/ CFeeRate(0), 170 /*long_term_feerate=*/ CFeeRate(0), 171 /*discard_feerate=*/ CFeeRate(0), 172 /*tx_noinputs_size=*/ 0, 173 /*avoid_partial=*/ false, 174 }; 175 static OutputGroupTypeMap static_groups; 176 static_groups = GroupOutputs(wallet, available_coins, coin_selection_params, {{filter}})[filter]; 177 return static_groups.all_groups.mixed_group; 178 } 179 180 static std::unique_ptr<CWallet> NewWallet(const node::NodeContext& m_node, const std::string& wallet_name = "") 181 { 182 std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), wallet_name, CreateMockableWalletDatabase()); 183 BOOST_CHECK(wallet->LoadWallet() == DBErrors::LOAD_OK); 184 LOCK(wallet->cs_wallet); 185 wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS); 186 wallet->SetupDescriptorScriptPubKeyMans(); 187 return wallet; 188 } 189 190 // Branch and bound coin selection tests 191 BOOST_AUTO_TEST_CASE(bnb_search_test) 192 { 193 FastRandomContext rand{}; 194 // Setup 195 std::vector<COutput> utxo_pool; 196 SelectionResult expected_result(CAmount(0), SelectionAlgorithm::BNB); 197 198 ///////////////////////// 199 // Known Outcome tests // 200 ///////////////////////// 201 202 // Empty utxo pool 203 BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT)); 204 205 // Add utxos 206 add_coin(1 * CENT, 1, utxo_pool); 207 add_coin(2 * CENT, 2, utxo_pool); 208 add_coin(3 * CENT, 3, utxo_pool); 209 add_coin(4 * CENT, 4, utxo_pool); 210 211 // Select 1 Cent 212 add_coin(1 * CENT, 1, expected_result); 213 const auto result1 = SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT); 214 BOOST_CHECK(result1); 215 BOOST_CHECK(EquivalentResult(expected_result, *result1)); 216 BOOST_CHECK_EQUAL(result1->GetSelectedValue(), 1 * CENT); 217 expected_result.Clear(); 218 219 // Select 2 Cent 220 add_coin(2 * CENT, 2, expected_result); 221 const auto result2 = SelectCoinsBnB(GroupCoins(utxo_pool), 2 * CENT, 0.5 * CENT); 222 BOOST_CHECK(result2); 223 BOOST_CHECK(EquivalentResult(expected_result, *result2)); 224 BOOST_CHECK_EQUAL(result2->GetSelectedValue(), 2 * CENT); 225 expected_result.Clear(); 226 227 // Select 5 Cent 228 add_coin(3 * CENT, 3, expected_result); 229 add_coin(2 * CENT, 2, expected_result); 230 const auto result3 = SelectCoinsBnB(GroupCoins(utxo_pool), 5 * CENT, 0.5 * CENT); 231 BOOST_CHECK(result3); 232 BOOST_CHECK(EquivalentResult(expected_result, *result3)); 233 BOOST_CHECK_EQUAL(result3->GetSelectedValue(), 5 * CENT); 234 expected_result.Clear(); 235 236 // Select 11 Cent, not possible 237 BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 11 * CENT, 0.5 * CENT)); 238 expected_result.Clear(); 239 240 // Cost of change is greater than the difference between target value and utxo sum 241 add_coin(1 * CENT, 1, expected_result); 242 const auto result4 = SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0.5 * CENT); 243 BOOST_CHECK(result4); 244 BOOST_CHECK_EQUAL(result4->GetSelectedValue(), 1 * CENT); 245 BOOST_CHECK(EquivalentResult(expected_result, *result4)); 246 expected_result.Clear(); 247 248 // Cost of change is less than the difference between target value and utxo sum 249 BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0)); 250 expected_result.Clear(); 251 252 // Select 10 Cent 253 add_coin(5 * CENT, 5, utxo_pool); 254 add_coin(4 * CENT, 4, expected_result); 255 add_coin(3 * CENT, 3, expected_result); 256 add_coin(2 * CENT, 2, expected_result); 257 add_coin(1 * CENT, 1, expected_result); 258 const auto result5 = SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 0.5 * CENT); 259 BOOST_CHECK(result5); 260 BOOST_CHECK(EquivalentResult(expected_result, *result5)); 261 BOOST_CHECK_EQUAL(result5->GetSelectedValue(), 10 * CENT); 262 expected_result.Clear(); 263 264 // Select 0.25 Cent, not possible 265 BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.25 * CENT, 0.5 * CENT)); 266 expected_result.Clear(); 267 268 // Iteration exhaustion test 269 CAmount target = make_hard_case(17, utxo_pool); 270 BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), target, 1)); // Should exhaust 271 target = make_hard_case(14, utxo_pool); 272 const auto result7 = SelectCoinsBnB(GroupCoins(utxo_pool), target, 1); // Should not exhaust 273 BOOST_CHECK(result7); 274 275 // Test same value early bailout optimization 276 utxo_pool.clear(); 277 add_coin(7 * CENT, 7, expected_result); 278 add_coin(7 * CENT, 7, expected_result); 279 add_coin(7 * CENT, 7, expected_result); 280 add_coin(7 * CENT, 7, expected_result); 281 add_coin(2 * CENT, 7, expected_result); 282 add_coin(7 * CENT, 7, utxo_pool); 283 add_coin(7 * CENT, 7, utxo_pool); 284 add_coin(7 * CENT, 7, utxo_pool); 285 add_coin(7 * CENT, 7, utxo_pool); 286 add_coin(2 * CENT, 7, utxo_pool); 287 for (int i = 0; i < 50000; ++i) { 288 add_coin(5 * CENT, 7, utxo_pool); 289 } 290 const auto result8 = SelectCoinsBnB(GroupCoins(utxo_pool), 30 * CENT, 5000); 291 BOOST_CHECK(result8); 292 BOOST_CHECK_EQUAL(result8->GetSelectedValue(), 30 * CENT); 293 BOOST_CHECK(EquivalentResult(expected_result, *result8)); 294 295 //////////////////// 296 // Behavior tests // 297 //////////////////// 298 // Select 1 Cent with pool of only greater than 5 Cent 299 utxo_pool.clear(); 300 for (int i = 5; i <= 20; ++i) { 301 add_coin(i * CENT, i, utxo_pool); 302 } 303 // Run 100 times, to make sure it is never finding a solution 304 for (int i = 0; i < 100; ++i) { 305 BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 2 * CENT)); 306 } 307 308 // Make sure that effective value is working in AttemptSelection when BnB is used 309 CoinSelectionParams coin_selection_params_bnb{ 310 rand, 311 /*change_output_size=*/ 31, 312 /*change_spend_size=*/ 68, 313 /*min_change_target=*/ 0, 314 /*effective_feerate=*/ CFeeRate(3000), 315 /*long_term_feerate=*/ CFeeRate(1000), 316 /*discard_feerate=*/ CFeeRate(1000), 317 /*tx_noinputs_size=*/ 0, 318 /*avoid_partial=*/ false, 319 }; 320 coin_selection_params_bnb.m_change_fee = coin_selection_params_bnb.m_effective_feerate.GetFee(coin_selection_params_bnb.change_output_size); 321 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; 322 coin_selection_params_bnb.min_viable_change = coin_selection_params_bnb.m_effective_feerate.GetFee(coin_selection_params_bnb.change_spend_size); 323 324 { 325 std::unique_ptr<CWallet> wallet = NewWallet(m_node); 326 327 CoinsResult available_coins; 328 329 add_coin(available_coins, *wallet, 1, coin_selection_params_bnb.m_effective_feerate); 330 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 331 BOOST_CHECK(!SelectCoinsBnB(GroupCoins(available_coins.All()), 1 * CENT, coin_selection_params_bnb.m_cost_of_change)); 332 333 // Test fees subtracted from output: 334 available_coins.Clear(); 335 add_coin(available_coins, *wallet, 1 * CENT, coin_selection_params_bnb.m_effective_feerate); 336 available_coins.All().at(0).input_bytes = 40; 337 const auto result9 = SelectCoinsBnB(GroupCoins(available_coins.All()), 1 * CENT, coin_selection_params_bnb.m_cost_of_change); 338 BOOST_CHECK(result9); 339 BOOST_CHECK_EQUAL(result9->GetSelectedValue(), 1 * CENT); 340 } 341 342 { 343 std::unique_ptr<CWallet> wallet = NewWallet(m_node); 344 345 CoinsResult available_coins; 346 347 coin_selection_params_bnb.m_effective_feerate = CFeeRate(0); 348 add_coin(available_coins, *wallet, 5 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true); 349 add_coin(available_coins, *wallet, 3 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true); 350 add_coin(available_coins, *wallet, 2 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true); 351 CCoinControl coin_control; 352 coin_control.m_allow_other_inputs = true; 353 COutput select_coin = available_coins.All().at(0); 354 coin_control.Select(select_coin.outpoint); 355 PreSelectedInputs selected_input; 356 selected_input.Insert(select_coin, coin_selection_params_bnb.m_subtract_fee_outputs); 357 available_coins.Erase({available_coins.coins[OutputType::BECH32].begin()->outpoint}); 358 359 LOCK(wallet->cs_wallet); 360 const auto result10 = SelectCoins(*wallet, available_coins, selected_input, 10 * CENT, coin_control, coin_selection_params_bnb); 361 BOOST_CHECK(result10); 362 } 363 { 364 std::unique_ptr<CWallet> wallet = NewWallet(m_node); 365 LOCK(wallet->cs_wallet); // Every 'SelectCoins' call requires it 366 367 CoinsResult available_coins; 368 369 // single coin should be selected when effective fee > long term fee 370 coin_selection_params_bnb.m_effective_feerate = CFeeRate(5000); 371 coin_selection_params_bnb.m_long_term_feerate = CFeeRate(3000); 372 373 // Add selectable outputs, increasing their raw amounts by their input fee to make the effective value equal to the raw amount 374 CAmount input_fee = coin_selection_params_bnb.m_effective_feerate.GetFee(/*num_bytes=*/68); // bech32 input size (default test output type) 375 add_coin(available_coins, *wallet, 10 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true); 376 add_coin(available_coins, *wallet, 9 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true); 377 add_coin(available_coins, *wallet, 1 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true); 378 379 expected_result.Clear(); 380 add_coin(10 * CENT + input_fee, 2, expected_result); 381 CCoinControl coin_control; 382 const auto result11 = SelectCoins(*wallet, available_coins, /*pre_set_inputs=*/{}, 10 * CENT, coin_control, coin_selection_params_bnb); 383 BOOST_CHECK(EquivalentResult(expected_result, *result11)); 384 available_coins.Clear(); 385 386 // more coins should be selected when effective fee < long term fee 387 coin_selection_params_bnb.m_effective_feerate = CFeeRate(3000); 388 coin_selection_params_bnb.m_long_term_feerate = CFeeRate(5000); 389 390 // Add selectable outputs, increasing their raw amounts by their input fee to make the effective value equal to the raw amount 391 input_fee = coin_selection_params_bnb.m_effective_feerate.GetFee(/*num_bytes=*/68); // bech32 input size (default test output type) 392 add_coin(available_coins, *wallet, 10 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true); 393 add_coin(available_coins, *wallet, 9 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true); 394 add_coin(available_coins, *wallet, 1 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true); 395 396 expected_result.Clear(); 397 add_coin(9 * CENT + input_fee, 2, expected_result); 398 add_coin(1 * CENT + input_fee, 2, expected_result); 399 const auto result12 = SelectCoins(*wallet, available_coins, /*pre_set_inputs=*/{}, 10 * CENT, coin_control, coin_selection_params_bnb); 400 BOOST_CHECK(EquivalentResult(expected_result, *result12)); 401 available_coins.Clear(); 402 403 // pre selected coin should be selected even if disadvantageous 404 coin_selection_params_bnb.m_effective_feerate = CFeeRate(5000); 405 coin_selection_params_bnb.m_long_term_feerate = CFeeRate(3000); 406 407 // Add selectable outputs, increasing their raw amounts by their input fee to make the effective value equal to the raw amount 408 input_fee = coin_selection_params_bnb.m_effective_feerate.GetFee(/*num_bytes=*/68); // bech32 input size (default test output type) 409 add_coin(available_coins, *wallet, 10 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true); 410 add_coin(available_coins, *wallet, 9 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true); 411 add_coin(available_coins, *wallet, 1 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true); 412 413 expected_result.Clear(); 414 add_coin(9 * CENT + input_fee, 2, expected_result); 415 add_coin(1 * CENT + input_fee, 2, expected_result); 416 coin_control.m_allow_other_inputs = true; 417 COutput select_coin = available_coins.All().at(1); // pre select 9 coin 418 coin_control.Select(select_coin.outpoint); 419 PreSelectedInputs selected_input; 420 selected_input.Insert(select_coin, coin_selection_params_bnb.m_subtract_fee_outputs); 421 available_coins.Erase({(++available_coins.coins[OutputType::BECH32].begin())->outpoint}); 422 const auto result13 = SelectCoins(*wallet, available_coins, selected_input, 10 * CENT, coin_control, coin_selection_params_bnb); 423 BOOST_CHECK(EquivalentResult(expected_result, *result13)); 424 } 425 426 { 427 // Test bnb max weight exceeded 428 // Inputs set [10, 9, 8, 5, 3, 1], Selection Target = 16 and coin 5 exceeding the max weight. 429 430 std::unique_ptr<CWallet> wallet = NewWallet(m_node); 431 432 CoinsResult available_coins; 433 add_coin(available_coins, *wallet, 10 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true); 434 add_coin(available_coins, *wallet, 9 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true); 435 add_coin(available_coins, *wallet, 8 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true); 436 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); 437 add_coin(available_coins, *wallet, 3 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true); 438 add_coin(available_coins, *wallet, 1 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true); 439 440 CAmount selection_target = 16 * CENT; 441 const auto& no_res = SelectCoinsBnB(GroupCoins(available_coins.All(), /*subtract_fee_outputs*/true), 442 selection_target, /*cost_of_change=*/0, MAX_STANDARD_TX_WEIGHT); 443 BOOST_REQUIRE(!no_res); 444 BOOST_CHECK(util::ErrorString(no_res).original.find("The inputs size exceeds the maximum weight") != std::string::npos); 445 446 // Now add same coin value with a good size and check that it gets selected 447 add_coin(available_coins, *wallet, 5 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true); 448 const auto& res = SelectCoinsBnB(GroupCoins(available_coins.All(), /*subtract_fee_outputs*/true), selection_target, /*cost_of_change=*/0); 449 450 expected_result.Clear(); 451 add_coin(8 * CENT, 2, expected_result); 452 add_coin(5 * CENT, 2, expected_result); 453 add_coin(3 * CENT, 2, expected_result); 454 BOOST_CHECK(EquivalentResult(expected_result, *res)); 455 } 456 } 457 458 BOOST_AUTO_TEST_CASE(bnb_sffo_restriction) 459 { 460 // Verify the coin selection process does not produce a BnB solution when SFFO is enabled. 461 // This is currently problematic because it could require a change output. And BnB is specialized on changeless solutions. 462 std::unique_ptr<CWallet> wallet = NewWallet(m_node); 463 WITH_LOCK(wallet->cs_wallet, wallet->SetLastBlockProcessed(300, uint256{})); // set a high block so internal UTXOs are selectable 464 465 FastRandomContext rand{}; 466 CoinSelectionParams params{ 467 rand, 468 /*change_output_size=*/ 31, // unused value, p2wpkh output size (wallet default change type) 469 /*change_spend_size=*/ 68, // unused value, p2wpkh input size (high-r signature) 470 /*min_change_target=*/ 0, // dummy, set later 471 /*effective_feerate=*/ CFeeRate(3000), 472 /*long_term_feerate=*/ CFeeRate(1000), 473 /*discard_feerate=*/ CFeeRate(1000), 474 /*tx_noinputs_size=*/ 0, 475 /*avoid_partial=*/ false, 476 }; 477 params.m_subtract_fee_outputs = true; 478 params.m_change_fee = params.m_effective_feerate.GetFee(params.change_output_size); 479 params.m_cost_of_change = params.m_discard_feerate.GetFee(params.change_spend_size) + params.m_change_fee; 480 params.m_min_change_target = params.m_cost_of_change + 1; 481 // Add spendable coin at the BnB selection upper bound 482 CoinsResult available_coins; 483 add_coin(available_coins, *wallet, COIN + params.m_cost_of_change, /*feerate=*/params.m_effective_feerate, /*nAge=*/6, /*fIsFromMe=*/true, /*nInput=*/0, /*spendable=*/true); 484 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); 485 add_coin(available_coins, *wallet, 0.5 * COIN, /*feerate=*/params.m_effective_feerate, /*nAge=*/6, /*fIsFromMe=*/true, /*nInput=*/0, /*spendable=*/true); 486 // Knapsack will only find a changeless solution on an exact match to the satoshi, SRD doesn’t look for changeless 487 // If BnB were run, it would produce a single input solution with the best waste score 488 auto result = WITH_LOCK(wallet->cs_wallet, return SelectCoins(*wallet, available_coins, /*pre_set_inputs=*/{}, COIN, /*coin_control=*/{}, params)); 489 BOOST_CHECK(result.has_value()); 490 BOOST_CHECK_NE(result->GetAlgo(), SelectionAlgorithm::BNB); 491 BOOST_CHECK(result->GetInputSet().size() == 2); 492 // We have only considered BnB, SRD, and Knapsack. Test needs to be reevaluated if new algo is added 493 BOOST_CHECK(result->GetAlgo() == SelectionAlgorithm::SRD || result->GetAlgo() == SelectionAlgorithm::KNAPSACK); 494 } 495 496 BOOST_AUTO_TEST_CASE(knapsack_solver_test) 497 { 498 FastRandomContext rand{}; 499 const auto temp1{[&rand](std::vector<OutputGroup>& g, const CAmount& v, CAmount c) { return KnapsackSolver(g, v, c, rand); }}; 500 const auto KnapsackSolver{temp1}; 501 std::unique_ptr<CWallet> wallet = NewWallet(m_node); 502 503 CoinsResult available_coins; 504 505 // test multiple times to allow for differences in the shuffle order 506 for (int i = 0; i < RUN_TESTS; i++) 507 { 508 available_coins.Clear(); 509 510 // with an empty wallet we can't even pay one cent 511 BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 1 * CENT, CENT)); 512 513 add_coin(available_coins, *wallet, 1*CENT, CFeeRate(0), 4); // add a new 1 cent coin 514 515 // with a new 1 cent coin, we still can't find a mature 1 cent 516 BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 1 * CENT, CENT)); 517 518 // but we can find a new 1 cent 519 const auto result1 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 1 * CENT, CENT); 520 BOOST_CHECK(result1); 521 BOOST_CHECK_EQUAL(result1->GetSelectedValue(), 1 * CENT); 522 523 add_coin(available_coins, *wallet, 2*CENT); // add a mature 2 cent coin 524 525 // we can't make 3 cents of mature coins 526 BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 3 * CENT, CENT)); 527 528 // we can make 3 cents of new coins 529 const auto result2 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 3 * CENT, CENT); 530 BOOST_CHECK(result2); 531 BOOST_CHECK_EQUAL(result2->GetSelectedValue(), 3 * CENT); 532 533 add_coin(available_coins, *wallet, 5*CENT); // add a mature 5 cent coin, 534 add_coin(available_coins, *wallet, 10*CENT, CFeeRate(0), 3, true); // a new 10 cent coin sent from one of our own addresses 535 add_coin(available_coins, *wallet, 20*CENT); // and a mature 20 cent coin 536 537 // now we have new: 1+10=11 (of which 10 was self-sent), and mature: 2+5+20=27. total = 38 538 539 // we can't make 38 cents only if we disallow new coins: 540 BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 38 * CENT, CENT)); 541 // we can't even make 37 cents if we don't allow new coins even if they're from us 542 BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard_extra), 38 * CENT, CENT)); 543 // but we can make 37 cents if we accept new coins from ourself 544 const auto result3 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 37 * CENT, CENT); 545 BOOST_CHECK(result3); 546 BOOST_CHECK_EQUAL(result3->GetSelectedValue(), 37 * CENT); 547 // and we can make 38 cents if we accept all new coins 548 const auto result4 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 38 * CENT, CENT); 549 BOOST_CHECK(result4); 550 BOOST_CHECK_EQUAL(result4->GetSelectedValue(), 38 * CENT); 551 552 // try making 34 cents from 1,2,5,10,20 - we can't do it exactly 553 const auto result5 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 34 * CENT, CENT); 554 BOOST_CHECK(result5); 555 BOOST_CHECK_EQUAL(result5->GetSelectedValue(), 35 * CENT); // but 35 cents is closest 556 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) 557 558 // when we try making 7 cents, the smaller coins (1,2,5) are enough. We should see just 2+5 559 const auto result6 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 7 * CENT, CENT); 560 BOOST_CHECK(result6); 561 BOOST_CHECK_EQUAL(result6->GetSelectedValue(), 7 * CENT); 562 BOOST_CHECK_EQUAL(result6->GetInputSet().size(), 2U); 563 564 // when we try making 8 cents, the smaller coins (1,2,5) are exactly enough. 565 const auto result7 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 8 * CENT, CENT); 566 BOOST_CHECK(result7); 567 BOOST_CHECK(result7->GetSelectedValue() == 8 * CENT); 568 BOOST_CHECK_EQUAL(result7->GetInputSet().size(), 3U); 569 570 // when we try making 9 cents, no subset of smaller coins is enough, and we get the next bigger coin (10) 571 const auto result8 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 9 * CENT, CENT); 572 BOOST_CHECK(result8); 573 BOOST_CHECK_EQUAL(result8->GetSelectedValue(), 10 * CENT); 574 BOOST_CHECK_EQUAL(result8->GetInputSet().size(), 1U); 575 576 // now clear out the wallet and start again to test choosing between subsets of smaller coins and the next biggest coin 577 available_coins.Clear(); 578 579 add_coin(available_coins, *wallet, 6*CENT); 580 add_coin(available_coins, *wallet, 7*CENT); 581 add_coin(available_coins, *wallet, 8*CENT); 582 add_coin(available_coins, *wallet, 20*CENT); 583 add_coin(available_coins, *wallet, 30*CENT); // now we have 6+7+8+20+30 = 71 cents total 584 585 // check that we have 71 and not 72 586 const auto result9 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 71 * CENT, CENT); 587 BOOST_CHECK(result9); 588 BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 72 * CENT, CENT)); 589 590 // now try making 16 cents. the best smaller coins can do is 6+7+8 = 21; not as good at the next biggest coin, 20 591 const auto result10 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 16 * CENT, CENT); 592 BOOST_CHECK(result10); 593 BOOST_CHECK_EQUAL(result10->GetSelectedValue(), 20 * CENT); // we should get 20 in one coin 594 BOOST_CHECK_EQUAL(result10->GetInputSet().size(), 1U); 595 596 add_coin(available_coins, *wallet, 5*CENT); // now we have 5+6+7+8+20+30 = 75 cents total 597 598 // now if we try making 16 cents again, the smaller coins can make 5+6+7 = 18 cents, better than the next biggest coin, 20 599 const auto result11 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 16 * CENT, CENT); 600 BOOST_CHECK(result11); 601 BOOST_CHECK_EQUAL(result11->GetSelectedValue(), 18 * CENT); // we should get 18 in 3 coins 602 BOOST_CHECK_EQUAL(result11->GetInputSet().size(), 3U); 603 604 add_coin(available_coins, *wallet, 18*CENT); // now we have 5+6+7+8+18+20+30 605 606 // 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, 18 607 const auto result12 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 16 * CENT, CENT); 608 BOOST_CHECK(result12); 609 BOOST_CHECK_EQUAL(result12->GetSelectedValue(), 18 * CENT); // we should get 18 in 1 coin 610 BOOST_CHECK_EQUAL(result12->GetInputSet().size(), 1U); // because in the event of a tie, the biggest coin wins 611 612 // now try making 11 cents. we should get 5+6 613 const auto result13 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 11 * CENT, CENT); 614 BOOST_CHECK(result13); 615 BOOST_CHECK_EQUAL(result13->GetSelectedValue(), 11 * CENT); 616 BOOST_CHECK_EQUAL(result13->GetInputSet().size(), 2U); 617 618 // check that the smallest bigger coin is used 619 add_coin(available_coins, *wallet, 1*COIN); 620 add_coin(available_coins, *wallet, 2*COIN); 621 add_coin(available_coins, *wallet, 3*COIN); 622 add_coin(available_coins, *wallet, 4*COIN); // now we have 5+6+7+8+18+20+30+100+200+300+400 = 1094 cents 623 const auto result14 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 95 * CENT, CENT); 624 BOOST_CHECK(result14); 625 BOOST_CHECK_EQUAL(result14->GetSelectedValue(), 1 * COIN); // we should get 1 BTC in 1 coin 626 BOOST_CHECK_EQUAL(result14->GetInputSet().size(), 1U); 627 628 const auto result15 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 195 * CENT, CENT); 629 BOOST_CHECK(result15); 630 BOOST_CHECK_EQUAL(result15->GetSelectedValue(), 2 * COIN); // we should get 2 BTC in 1 coin 631 BOOST_CHECK_EQUAL(result15->GetInputSet().size(), 1U); 632 633 // empty the wallet and start again, now with fractions of a cent, to test small change avoidance 634 635 available_coins.Clear(); 636 add_coin(available_coins, *wallet, CENT * 1 / 10); 637 add_coin(available_coins, *wallet, CENT * 2 / 10); 638 add_coin(available_coins, *wallet, CENT * 3 / 10); 639 add_coin(available_coins, *wallet, CENT * 4 / 10); 640 add_coin(available_coins, *wallet, CENT * 5 / 10); 641 642 // try making 1 * CENT from the 1.5 * CENT 643 // we'll get change smaller than CENT whatever happens, so can expect CENT exactly 644 const auto result16 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), CENT, CENT); 645 BOOST_CHECK(result16); 646 BOOST_CHECK_EQUAL(result16->GetSelectedValue(), CENT); 647 648 // but if we add a bigger coin, small change is avoided 649 add_coin(available_coins, *wallet, 1111*CENT); 650 651 // try making 1 from 0.1 + 0.2 + 0.3 + 0.4 + 0.5 + 1111 = 1112.5 652 const auto result17 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 1 * CENT, CENT); 653 BOOST_CHECK(result17); 654 BOOST_CHECK_EQUAL(result17->GetSelectedValue(), 1 * CENT); // we should get the exact amount 655 656 // if we add more small coins: 657 add_coin(available_coins, *wallet, CENT * 6 / 10); 658 add_coin(available_coins, *wallet, CENT * 7 / 10); 659 660 // and try again to make 1.0 * CENT 661 const auto result18 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 1 * CENT, CENT); 662 BOOST_CHECK(result18); 663 BOOST_CHECK_EQUAL(result18->GetSelectedValue(), 1 * CENT); // we should get the exact amount 664 665 // run the 'mtgox' test (see https://blockexplorer.com/tx/29a3efd3ef04f9153d47a990bd7b048a4b2d213daaa5fb8ed670fb85f13bdbcf) 666 // they tried to consolidate 10 50k coins into one 500k coin, and ended up with 50k in change 667 available_coins.Clear(); 668 for (int j = 0; j < 20; j++) 669 add_coin(available_coins, *wallet, 50000 * COIN); 670 671 const auto result19 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 500000 * COIN, CENT); 672 BOOST_CHECK(result19); 673 BOOST_CHECK_EQUAL(result19->GetSelectedValue(), 500000 * COIN); // we should get the exact amount 674 BOOST_CHECK_EQUAL(result19->GetInputSet().size(), 10U); // in ten coins 675 676 // 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), 677 // we need to try finding an exact subset anyway 678 679 // sometimes it will fail, and so we use the next biggest coin: 680 available_coins.Clear(); 681 add_coin(available_coins, *wallet, CENT * 5 / 10); 682 add_coin(available_coins, *wallet, CENT * 6 / 10); 683 add_coin(available_coins, *wallet, CENT * 7 / 10); 684 add_coin(available_coins, *wallet, 1111 * CENT); 685 const auto result20 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 1 * CENT, CENT); 686 BOOST_CHECK(result20); 687 BOOST_CHECK_EQUAL(result20->GetSelectedValue(), 1111 * CENT); // we get the bigger coin 688 BOOST_CHECK_EQUAL(result20->GetInputSet().size(), 1U); 689 690 // but sometimes it's possible, and we use an exact subset (0.4 + 0.6 = 1.0) 691 available_coins.Clear(); 692 add_coin(available_coins, *wallet, CENT * 4 / 10); 693 add_coin(available_coins, *wallet, CENT * 6 / 10); 694 add_coin(available_coins, *wallet, CENT * 8 / 10); 695 add_coin(available_coins, *wallet, 1111 * CENT); 696 const auto result21 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), CENT, CENT); 697 BOOST_CHECK(result21); 698 BOOST_CHECK_EQUAL(result21->GetSelectedValue(), CENT); // we should get the exact amount 699 BOOST_CHECK_EQUAL(result21->GetInputSet().size(), 2U); // in two coins 0.4+0.6 700 701 // test avoiding small change 702 available_coins.Clear(); 703 add_coin(available_coins, *wallet, CENT * 5 / 100); 704 add_coin(available_coins, *wallet, CENT * 1); 705 add_coin(available_coins, *wallet, CENT * 100); 706 707 // trying to make 100.01 from these three coins 708 const auto result22 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), CENT * 10001 / 100, CENT); 709 BOOST_CHECK(result22); 710 BOOST_CHECK_EQUAL(result22->GetSelectedValue(), CENT * 10105 / 100); // we should get all coins 711 BOOST_CHECK_EQUAL(result22->GetInputSet().size(), 3U); 712 713 // but if we try to make 99.9, we should take the bigger of the two small coins to avoid small change 714 const auto result23 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), CENT * 9990 / 100, CENT); 715 BOOST_CHECK(result23); 716 BOOST_CHECK_EQUAL(result23->GetSelectedValue(), 101 * CENT); 717 BOOST_CHECK_EQUAL(result23->GetInputSet().size(), 2U); 718 } 719 720 // test with many inputs 721 for (CAmount amt=1500; amt < COIN; amt*=10) { 722 available_coins.Clear(); 723 // Create 676 inputs (= (old MAX_STANDARD_TX_SIZE == 100000) / 148 bytes per input) 724 for (uint16_t j = 0; j < 676; j++) 725 add_coin(available_coins, *wallet, amt); 726 727 // We only create the wallet once to save time, but we still run the coin selection RUN_TESTS times. 728 for (int i = 0; i < RUN_TESTS; i++) { 729 const auto result24 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 2000, CENT); 730 BOOST_CHECK(result24); 731 732 if (amt - 2000 < CENT) { 733 // needs more than one input: 734 uint16_t returnSize = std::ceil((2000.0 + CENT)/amt); 735 CAmount returnValue = amt * returnSize; 736 BOOST_CHECK_EQUAL(result24->GetSelectedValue(), returnValue); 737 BOOST_CHECK_EQUAL(result24->GetInputSet().size(), returnSize); 738 } else { 739 // one input is sufficient: 740 BOOST_CHECK_EQUAL(result24->GetSelectedValue(), amt); 741 BOOST_CHECK_EQUAL(result24->GetInputSet().size(), 1U); 742 } 743 } 744 } 745 746 // test randomness 747 { 748 available_coins.Clear(); 749 for (int i2 = 0; i2 < 100; i2++) 750 add_coin(available_coins, *wallet, COIN); 751 752 // Again, we only create the wallet once to save time, but we still run the coin selection RUN_TESTS times. 753 for (int i = 0; i < RUN_TESTS; i++) { 754 // picking 50 from 100 coins doesn't depend on the shuffle, 755 // but does depend on randomness in the stochastic approximation code 756 const auto result25 = KnapsackSolver(GroupCoins(available_coins.All()), 50 * COIN, CENT); 757 BOOST_CHECK(result25); 758 const auto result26 = KnapsackSolver(GroupCoins(available_coins.All()), 50 * COIN, CENT); 759 BOOST_CHECK(result26); 760 BOOST_CHECK(!EqualResult(*result25, *result26)); 761 762 int fails = 0; 763 for (int j = 0; j < RANDOM_REPEATS; j++) 764 { 765 // Test that the KnapsackSolver selects randomly from equivalent coins (same value and same input size). 766 // When choosing 1 from 100 identical coins, 1% of the time, this test will choose the same coin twice 767 // which will cause it to fail. 768 // To avoid that issue, run the test RANDOM_REPEATS times and only complain if all of them fail 769 const auto result27 = KnapsackSolver(GroupCoins(available_coins.All()), COIN, CENT); 770 BOOST_CHECK(result27); 771 const auto result28 = KnapsackSolver(GroupCoins(available_coins.All()), COIN, CENT); 772 BOOST_CHECK(result28); 773 if (EqualResult(*result27, *result28)) 774 fails++; 775 } 776 BOOST_CHECK_NE(fails, RANDOM_REPEATS); 777 } 778 779 // add 75 cents in small change. not enough to make 90 cents, 780 // then try making 90 cents. there are multiple competing "smallest bigger" coins, 781 // one of which should be picked at random 782 add_coin(available_coins, *wallet, 5 * CENT); 783 add_coin(available_coins, *wallet, 10 * CENT); 784 add_coin(available_coins, *wallet, 15 * CENT); 785 add_coin(available_coins, *wallet, 20 * CENT); 786 add_coin(available_coins, *wallet, 25 * CENT); 787 788 for (int i = 0; i < RUN_TESTS; i++) { 789 int fails = 0; 790 for (int j = 0; j < RANDOM_REPEATS; j++) 791 { 792 const auto result29 = KnapsackSolver(GroupCoins(available_coins.All()), 90 * CENT, CENT); 793 BOOST_CHECK(result29); 794 const auto result30 = KnapsackSolver(GroupCoins(available_coins.All()), 90 * CENT, CENT); 795 BOOST_CHECK(result30); 796 if (EqualResult(*result29, *result30)) 797 fails++; 798 } 799 BOOST_CHECK_NE(fails, RANDOM_REPEATS); 800 } 801 } 802 } 803 804 BOOST_AUTO_TEST_CASE(ApproximateBestSubset) 805 { 806 FastRandomContext rand{}; 807 std::unique_ptr<CWallet> wallet = NewWallet(m_node); 808 809 CoinsResult available_coins; 810 811 // Test vValue sort order 812 for (int i = 0; i < 1000; i++) 813 add_coin(available_coins, *wallet, 1000 * COIN); 814 add_coin(available_coins, *wallet, 3 * COIN); 815 816 const auto result = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 1003 * COIN, CENT, rand); 817 BOOST_CHECK(result); 818 BOOST_CHECK_EQUAL(result->GetSelectedValue(), 1003 * COIN); 819 BOOST_CHECK_EQUAL(result->GetInputSet().size(), 2U); 820 } 821 822 // Tests that with the ideal conditions, the coin selector will always be able to find a solution that can pay the target value 823 BOOST_AUTO_TEST_CASE(SelectCoins_test) 824 { 825 std::unique_ptr<CWallet> wallet = NewWallet(m_node); 826 LOCK(wallet->cs_wallet); // Every 'SelectCoins' call requires it 827 828 // Random generator stuff 829 std::default_random_engine generator; 830 std::exponential_distribution<double> distribution (100); 831 FastRandomContext rand; 832 833 // Run this test 100 times 834 for (int i = 0; i < 100; ++i) 835 { 836 CoinsResult available_coins; 837 CAmount balance{0}; 838 839 // Make a wallet with 1000 exponentially distributed random inputs 840 for (int j = 0; j < 1000; ++j) 841 { 842 CAmount val = distribution(generator)*10000000; 843 add_coin(available_coins, *wallet, val); 844 balance += val; 845 } 846 847 // Generate a random fee rate in the range of 100 - 400 848 CFeeRate rate(rand.randrange(300) + 100); 849 850 // Generate a random target value between 1000 and wallet balance 851 CAmount target = rand.randrange(balance - 1000) + 1000; 852 853 // Perform selection 854 CoinSelectionParams cs_params{ 855 rand, 856 /*change_output_size=*/ 34, 857 /*change_spend_size=*/ 148, 858 /*min_change_target=*/ CENT, 859 /*effective_feerate=*/ CFeeRate(0), 860 /*long_term_feerate=*/ CFeeRate(0), 861 /*discard_feerate=*/ CFeeRate(0), 862 /*tx_noinputs_size=*/ 0, 863 /*avoid_partial=*/ false, 864 }; 865 cs_params.m_cost_of_change = 1; 866 cs_params.min_viable_change = 1; 867 CCoinControl cc; 868 const auto result = SelectCoins(*wallet, available_coins, /*pre_set_inputs=*/{}, target, cc, cs_params); 869 BOOST_CHECK(result); 870 BOOST_CHECK_GE(result->GetSelectedValue(), target); 871 } 872 } 873 874 BOOST_AUTO_TEST_CASE(waste_test) 875 { 876 const CAmount fee{100}; 877 const CAmount change_cost{125}; 878 const CAmount fee_diff{40}; 879 const CAmount in_amt{3 * COIN}; 880 const CAmount target{2 * COIN}; 881 const CAmount excess{in_amt - fee * 2 - target}; 882 883 // The following tests that the waste is calculated correctly in various scenarios. 884 // ComputeAndSetWaste will first determine the size of the change output. We don't really 885 // care about the change and just want to use the variant that always includes the change_cost, 886 // so min_viable_change and change_fee are set to 0 to ensure that. 887 { 888 // Waste with change is the change cost and difference between fee and long term fee 889 SelectionResult selection1{target, SelectionAlgorithm::MANUAL}; 890 add_coin(1 * COIN, 1, selection1, fee, fee - fee_diff); 891 add_coin(2 * COIN, 2, selection1, fee, fee - fee_diff); 892 selection1.ComputeAndSetWaste(/*min_viable_change=*/0, change_cost, /*change_fee=*/0); 893 BOOST_CHECK_EQUAL(fee_diff * 2 + change_cost, selection1.GetWaste()); 894 895 // Waste will be greater when fee is greater, but long term fee is the same 896 SelectionResult selection2{target, SelectionAlgorithm::MANUAL}; 897 add_coin(1 * COIN, 1, selection2, fee * 2, fee - fee_diff); 898 add_coin(2 * COIN, 2, selection2, fee * 2, fee - fee_diff); 899 selection2.ComputeAndSetWaste(/*min_viable_change=*/0, change_cost, /*change_fee=*/0); 900 BOOST_CHECK_GT(selection2.GetWaste(), selection1.GetWaste()); 901 902 // Waste with change is the change cost and difference between fee and long term fee 903 // With long term fee greater than fee, waste should be less than when long term fee is less than fee 904 SelectionResult selection3{target, SelectionAlgorithm::MANUAL}; 905 add_coin(1 * COIN, 1, selection3, fee, fee + fee_diff); 906 add_coin(2 * COIN, 2, selection3, fee, fee + fee_diff); 907 selection3.ComputeAndSetWaste(/*min_viable_change=*/0, change_cost, /*change_fee=*/0); 908 BOOST_CHECK_EQUAL(fee_diff * -2 + change_cost, selection3.GetWaste()); 909 BOOST_CHECK_LT(selection3.GetWaste(), selection1.GetWaste()); 910 } 911 912 { 913 // Waste without change is the excess and difference between fee and long term fee 914 SelectionResult selection_nochange1{target, SelectionAlgorithm::MANUAL}; 915 add_coin(1 * COIN, 1, selection_nochange1, fee, fee - fee_diff); 916 add_coin(2 * COIN, 2, selection_nochange1, fee, fee - fee_diff); 917 selection_nochange1.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0); 918 BOOST_CHECK_EQUAL(fee_diff * 2 + excess, selection_nochange1.GetWaste()); 919 920 // Waste without change is the excess and difference between fee and long term fee 921 // With long term fee greater than fee, waste should be less than when long term fee is less than fee 922 SelectionResult selection_nochange2{target, SelectionAlgorithm::MANUAL}; 923 add_coin(1 * COIN, 1, selection_nochange2, fee, fee + fee_diff); 924 add_coin(2 * COIN, 2, selection_nochange2, fee, fee + fee_diff); 925 selection_nochange2.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0); 926 BOOST_CHECK_EQUAL(fee_diff * -2 + excess, selection_nochange2.GetWaste()); 927 BOOST_CHECK_LT(selection_nochange2.GetWaste(), selection_nochange1.GetWaste()); 928 } 929 930 { 931 // Waste with change and fee == long term fee is just cost of change 932 SelectionResult selection{target, SelectionAlgorithm::MANUAL}; 933 add_coin(1 * COIN, 1, selection, fee, fee); 934 add_coin(2 * COIN, 2, selection, fee, fee); 935 selection.ComputeAndSetWaste(/*min_viable_change=*/0, change_cost, /*change_fee=*/0); 936 BOOST_CHECK_EQUAL(change_cost, selection.GetWaste()); 937 } 938 939 { 940 // Waste without change and fee == long term fee is just the excess 941 SelectionResult selection{target, SelectionAlgorithm::MANUAL}; 942 add_coin(1 * COIN, 1, selection, fee, fee); 943 add_coin(2 * COIN, 2, selection, fee, fee); 944 selection.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0); 945 BOOST_CHECK_EQUAL(excess, selection.GetWaste()); 946 } 947 948 { 949 // No Waste when fee == long_term_fee, no change, and no excess 950 const CAmount exact_target{in_amt - fee * 2}; 951 SelectionResult selection{exact_target, SelectionAlgorithm::MANUAL}; 952 add_coin(1 * COIN, 1, selection, fee, fee); 953 add_coin(2 * COIN, 2, selection, fee, fee); 954 selection.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0); 955 BOOST_CHECK_EQUAL(0, selection.GetWaste()); 956 } 957 958 { 959 // No Waste when (fee - long_term_fee) == (-cost_of_change), and no excess 960 SelectionResult selection{target, SelectionAlgorithm::MANUAL}; 961 const CAmount new_change_cost{fee_diff * 2}; 962 add_coin(1 * COIN, 1, selection, fee, fee + fee_diff); 963 add_coin(2 * COIN, 2, selection, fee, fee + fee_diff); 964 selection.ComputeAndSetWaste(/*min_viable_change=*/0, new_change_cost, /*change_fee=*/0); 965 BOOST_CHECK_EQUAL(0, selection.GetWaste()); 966 } 967 968 { 969 // No Waste when (fee - long_term_fee) == (-excess), no change cost 970 const CAmount new_target{in_amt - fee * 2 - fee_diff * 2}; 971 SelectionResult selection{new_target, SelectionAlgorithm::MANUAL}; 972 add_coin(1 * COIN, 1, selection, fee, fee + fee_diff); 973 add_coin(2 * COIN, 2, selection, fee, fee + fee_diff); 974 selection.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0); 975 BOOST_CHECK_EQUAL(0, selection.GetWaste()); 976 } 977 978 { 979 // Negative waste when the long term fee is greater than the current fee and the selected value == target 980 const CAmount exact_target{3 * COIN - 2 * fee}; 981 SelectionResult selection{exact_target, SelectionAlgorithm::MANUAL}; 982 const CAmount target_waste1{-2 * fee_diff}; // = (2 * fee) - (2 * (fee + fee_diff)) 983 add_coin(1 * COIN, 1, selection, fee, fee + fee_diff); 984 add_coin(2 * COIN, 2, selection, fee, fee + fee_diff); 985 selection.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0); 986 BOOST_CHECK_EQUAL(target_waste1, selection.GetWaste()); 987 } 988 989 { 990 // Negative waste when the long term fee is greater than the current fee and change_cost < - (inputs * (fee - long_term_fee)) 991 SelectionResult selection{target, SelectionAlgorithm::MANUAL}; 992 const CAmount large_fee_diff{90}; 993 const CAmount target_waste2{-2 * large_fee_diff + change_cost}; // = (2 * fee) - (2 * (fee + large_fee_diff)) + change_cost 994 add_coin(1 * COIN, 1, selection, fee, fee + large_fee_diff); 995 add_coin(2 * COIN, 2, selection, fee, fee + large_fee_diff); 996 selection.ComputeAndSetWaste(/*min_viable_change=*/0, change_cost, /*change_fee=*/0); 997 BOOST_CHECK_EQUAL(target_waste2, selection.GetWaste()); 998 } 999 } 1000 1001 1002 BOOST_AUTO_TEST_CASE(bump_fee_test) 1003 { 1004 const CAmount fee{100}; 1005 const CAmount min_viable_change{200}; 1006 const CAmount change_cost{125}; 1007 const CAmount change_fee{35}; 1008 const CAmount fee_diff{40}; 1009 const CAmount target{2 * COIN}; 1010 1011 { 1012 SelectionResult selection{target, SelectionAlgorithm::MANUAL}; 1013 add_coin(1 * COIN, 1, selection, /*fee=*/fee, /*long_term_fee=*/fee + fee_diff); 1014 add_coin(2 * COIN, 2, selection, fee, fee + fee_diff); 1015 const std::vector<std::shared_ptr<COutput>> inputs = selection.GetShuffledInputVector(); 1016 1017 for (size_t i = 0; i < inputs.size(); ++i) { 1018 inputs[i]->ApplyBumpFee(20*(i+1)); 1019 } 1020 1021 selection.ComputeAndSetWaste(min_viable_change, change_cost, change_fee); 1022 CAmount expected_waste = fee_diff * -2 + change_cost + /*bump_fees=*/60; 1023 BOOST_CHECK_EQUAL(expected_waste, selection.GetWaste()); 1024 1025 selection.SetBumpFeeDiscount(30); 1026 selection.ComputeAndSetWaste(min_viable_change, change_cost, change_fee); 1027 expected_waste = fee_diff * -2 + change_cost + /*bump_fees=*/60 - /*group_discount=*/30; 1028 BOOST_CHECK_EQUAL(expected_waste, selection.GetWaste()); 1029 } 1030 1031 { 1032 // Test with changeless transaction 1033 // 1034 // Bump fees and excess both contribute fully to the waste score, 1035 // therefore, a bump fee group discount will not change the waste 1036 // score as long as we do not create change in both instances. 1037 CAmount changeless_target = 3 * COIN - 2 * fee - 100; 1038 SelectionResult selection{changeless_target, SelectionAlgorithm::MANUAL}; 1039 add_coin(1 * COIN, 1, selection, /*fee=*/fee, /*long_term_fee=*/fee + fee_diff); 1040 add_coin(2 * COIN, 2, selection, fee, fee + fee_diff); 1041 const std::vector<std::shared_ptr<COutput>> inputs = selection.GetShuffledInputVector(); 1042 1043 for (size_t i = 0; i < inputs.size(); ++i) { 1044 inputs[i]->ApplyBumpFee(20*(i+1)); 1045 } 1046 1047 selection.ComputeAndSetWaste(min_viable_change, change_cost, change_fee); 1048 CAmount expected_waste = fee_diff * -2 + /*bump_fees=*/60 + /*excess = 100 - bump_fees*/40; 1049 BOOST_CHECK_EQUAL(expected_waste, selection.GetWaste()); 1050 1051 selection.SetBumpFeeDiscount(30); 1052 selection.ComputeAndSetWaste(min_viable_change, change_cost, change_fee); 1053 expected_waste = fee_diff * -2 + /*bump_fees=*/60 - /*group_discount=*/30 + /*excess = 100 - bump_fees + group_discount*/70; 1054 BOOST_CHECK_EQUAL(expected_waste, selection.GetWaste()); 1055 } 1056 } 1057 1058 BOOST_AUTO_TEST_CASE(effective_value_test) 1059 { 1060 const int input_bytes = 148; 1061 const CFeeRate feerate(1000); 1062 const CAmount nValue = 10000; 1063 const int nInput = 0; 1064 1065 CMutableTransaction tx; 1066 tx.vout.resize(1); 1067 tx.vout[nInput].nValue = nValue; 1068 1069 // standard case, pass feerate in constructor 1070 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); 1071 const CAmount expected_ev1 = 9852; // 10000 - 148 1072 BOOST_CHECK_EQUAL(output1.GetEffectiveValue(), expected_ev1); 1073 1074 // input bytes unknown (input_bytes = -1), pass feerate in constructor 1075 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); 1076 BOOST_CHECK_EQUAL(output2.GetEffectiveValue(), nValue); // The effective value should be equal to the absolute value if input_bytes is -1 1077 1078 // negative effective value, pass feerate in constructor 1079 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)); 1080 const CAmount expected_ev3 = -4800; // 10000 - 14800 1081 BOOST_CHECK_EQUAL(output3.GetEffectiveValue(), expected_ev3); 1082 1083 // standard case, pass fees in constructor 1084 const CAmount fees = 148; 1085 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); 1086 BOOST_CHECK_EQUAL(output4.GetEffectiveValue(), expected_ev1); 1087 1088 // input bytes unknown (input_bytes = -1), pass fees in constructor 1089 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); 1090 BOOST_CHECK_EQUAL(output5.GetEffectiveValue(), nValue); // The effective value should be equal to the absolute value if input_bytes is -1 1091 } 1092 1093 static util::Result<SelectionResult> CoinGrinder(const CAmount& target, 1094 const CoinSelectionParams& cs_params, 1095 const node::NodeContext& m_node, 1096 int max_weight, 1097 std::function<CoinsResult(CWallet&)> coin_setup) 1098 { 1099 std::unique_ptr<CWallet> wallet = NewWallet(m_node); 1100 CoinEligibilityFilter filter(0, 0, 0); // accept all coins without ancestors 1101 Groups group = GroupOutputs(*wallet, coin_setup(*wallet), cs_params, {{filter}})[filter].all_groups; 1102 return CoinGrinder(group.positive_group, target, cs_params.m_min_change_target, max_weight); 1103 } 1104 1105 BOOST_AUTO_TEST_CASE(coin_grinder_tests) 1106 { 1107 // Test Coin Grinder: 1108 // 1) Insufficient funds, select all provided coins and fail. 1109 // 2) Exceeded max weight, coin selection always surpasses the max allowed weight. 1110 // 3) Select coins without surpassing the max weight (some coins surpasses the max allowed weight, some others not) 1111 // 4) Test that two less valuable UTXOs with a combined lower weight are preferred over a more valuable heavier UTXO 1112 // 5) Test finding a solution in a UTXO pool with mixed weights 1113 // 6) Test that the lightest solution among many clones is found 1114 // 7) Test that lots of tiny UTXOs can be skipped if they are too heavy while there are enough funds in lookahead 1115 1116 FastRandomContext rand; 1117 CoinSelectionParams dummy_params{ // Only used to provide the 'avoid_partial' flag. 1118 rand, 1119 /*change_output_size=*/34, 1120 /*change_spend_size=*/68, 1121 /*min_change_target=*/CENT, 1122 /*effective_feerate=*/CFeeRate(5000), 1123 /*long_term_feerate=*/CFeeRate(2000), 1124 /*discard_feerate=*/CFeeRate(1000), 1125 /*tx_noinputs_size=*/10 + 34, // static header size + output size 1126 /*avoid_partial=*/false, 1127 }; 1128 1129 { 1130 // ######################################################### 1131 // 1) Insufficient funds, select all provided coins and fail 1132 // ######################################################### 1133 CAmount target = 49.5L * COIN; 1134 int max_weight = 10'000; // high enough to not fail for this reason. 1135 const auto& res = CoinGrinder(target, dummy_params, m_node, max_weight, [&](CWallet& wallet) { 1136 CoinsResult available_coins; 1137 for (int j = 0; j < 10; ++j) { 1138 add_coin(available_coins, wallet, CAmount(1 * COIN)); 1139 add_coin(available_coins, wallet, CAmount(2 * COIN)); 1140 } 1141 return available_coins; 1142 }); 1143 BOOST_CHECK(!res); 1144 BOOST_CHECK(util::ErrorString(res).empty()); // empty means "insufficient funds" 1145 } 1146 1147 { 1148 // ########################### 1149 // 2) Test max weight exceeded 1150 // ########################### 1151 CAmount target = 29.5L * COIN; 1152 int max_weight = 3000; 1153 const auto& res = CoinGrinder(target, dummy_params, m_node, max_weight, [&](CWallet& wallet) { 1154 CoinsResult available_coins; 1155 for (int j = 0; j < 10; ++j) { 1156 add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(5000), 144, false, 0, true); 1157 add_coin(available_coins, wallet, CAmount(2 * COIN), CFeeRate(5000), 144, false, 0, true); 1158 } 1159 return available_coins; 1160 }); 1161 BOOST_CHECK(!res); 1162 BOOST_CHECK(util::ErrorString(res).original.find("The inputs size exceeds the maximum weight") != std::string::npos); 1163 } 1164 1165 { 1166 // ############################################################################################################### 1167 // 3) Test selection when some coins surpass the max allowed weight while others not. --> must find a good solution 1168 // ################################################################################################################ 1169 CAmount target = 25.33L * COIN; 1170 int max_weight = 10'000; // WU 1171 const auto& res = CoinGrinder(target, dummy_params, m_node, max_weight, [&](CWallet& wallet) { 1172 CoinsResult available_coins; 1173 for (int j = 0; j < 60; ++j) { // 60 UTXO --> 19,8 BTC total --> 60 × 272 WU = 16320 WU 1174 add_coin(available_coins, wallet, CAmount(0.33 * COIN), CFeeRate(5000), 144, false, 0, true); 1175 } 1176 for (int i = 0; i < 10; i++) { // 10 UTXO --> 20 BTC total --> 10 × 272 WU = 2720 WU 1177 add_coin(available_coins, wallet, CAmount(2 * COIN), CFeeRate(5000), 144, false, 0, true); 1178 } 1179 return available_coins; 1180 }); 1181 BOOST_CHECK(res); 1182 // Demonstrate how following improvements reduce iteration count and catch any regressions in the future. 1183 size_t expected_attempts = 37; 1184 BOOST_CHECK_MESSAGE(res->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, res->GetSelectionsEvaluated())); 1185 } 1186 1187 { 1188 // ################################################################################################################# 1189 // 4) Test that two less valuable UTXOs with a combined lower weight are preferred over a more valuable heavier UTXO 1190 // ################################################################################################################# 1191 CAmount target = 1.9L * COIN; 1192 int max_weight = 400'000; // WU 1193 const auto& res = CoinGrinder(target, dummy_params, m_node, max_weight, [&](CWallet& wallet) { 1194 CoinsResult available_coins; 1195 add_coin(available_coins, wallet, CAmount(2 * COIN), CFeeRate(5000), 144, false, 0, true, 148); 1196 add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(5000), 144, false, 0, true, 68); 1197 add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(5000), 144, false, 0, true, 68); 1198 return available_coins; 1199 }); 1200 SelectionResult expected_result(CAmount(0), SelectionAlgorithm::CG); 1201 add_coin(1 * COIN, 1, expected_result); 1202 add_coin(1 * COIN, 2, expected_result); 1203 BOOST_CHECK(EquivalentResult(expected_result, *res)); 1204 // Demonstrate how following improvements reduce iteration count and catch any regressions in the future. 1205 size_t expected_attempts = 3; 1206 BOOST_CHECK_MESSAGE(res->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, res->GetSelectionsEvaluated())); 1207 } 1208 1209 { 1210 // ############################################################################################################### 1211 // 5) Test finding a solution in a UTXO pool with mixed weights 1212 // ################################################################################################################ 1213 CAmount target = 30L * COIN; 1214 int max_weight = 400'000; // WU 1215 const auto& res = CoinGrinder(target, dummy_params, m_node, max_weight, [&](CWallet& wallet) { 1216 CoinsResult available_coins; 1217 for (int j = 0; j < 5; ++j) { 1218 // Add heavy coins {3, 6, 9, 12, 15} 1219 add_coin(available_coins, wallet, CAmount((3 + 3 * j) * COIN), CFeeRate(5000), 144, false, 0, true, 350); 1220 // Add medium coins {2, 5, 8, 11, 14} 1221 add_coin(available_coins, wallet, CAmount((2 + 3 * j) * COIN), CFeeRate(5000), 144, false, 0, true, 250); 1222 // Add light coins {1, 4, 7, 10, 13} 1223 add_coin(available_coins, wallet, CAmount((1 + 3 * j) * COIN), CFeeRate(5000), 144, false, 0, true, 150); 1224 } 1225 return available_coins; 1226 }); 1227 BOOST_CHECK(res); 1228 SelectionResult expected_result(CAmount(0), SelectionAlgorithm::CG); 1229 add_coin(14 * COIN, 1, expected_result); 1230 add_coin(13 * COIN, 2, expected_result); 1231 add_coin(4 * COIN, 3, expected_result); 1232 BOOST_CHECK(EquivalentResult(expected_result, *res)); 1233 // Demonstrate how following improvements reduce iteration count and catch any regressions in the future. 1234 size_t expected_attempts = 92; 1235 BOOST_CHECK_MESSAGE(res->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, res->GetSelectionsEvaluated())); 1236 } 1237 1238 { 1239 // ################################################################################################################# 1240 // 6) Test that the lightest solution among many clones is found 1241 // ################################################################################################################# 1242 CAmount target = 9.9L * COIN; 1243 int max_weight = 400'000; // WU 1244 const auto& res = CoinGrinder(target, dummy_params, m_node, max_weight, [&](CWallet& wallet) { 1245 CoinsResult available_coins; 1246 // Expected Result: 4 + 3 + 2 + 1 = 10 BTC at 400 vB 1247 add_coin(available_coins, wallet, CAmount(4 * COIN), CFeeRate(5000), 144, false, 0, true, 100); 1248 add_coin(available_coins, wallet, CAmount(3 * COIN), CFeeRate(5000), 144, false, 0, true, 100); 1249 add_coin(available_coins, wallet, CAmount(2 * COIN), CFeeRate(5000), 144, false, 0, true, 100); 1250 add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(5000), 144, false, 0, true, 100); 1251 // Distracting clones: 1252 for (int j = 0; j < 100; ++j) { 1253 add_coin(available_coins, wallet, CAmount(8 * COIN), CFeeRate(5000), 144, false, 0, true, 1000); 1254 } 1255 for (int j = 0; j < 100; ++j) { 1256 add_coin(available_coins, wallet, CAmount(7 * COIN), CFeeRate(5000), 144, false, 0, true, 800); 1257 } 1258 for (int j = 0; j < 100; ++j) { 1259 add_coin(available_coins, wallet, CAmount(6 * COIN), CFeeRate(5000), 144, false, 0, true, 600); 1260 } 1261 for (int j = 0; j < 100; ++j) { 1262 add_coin(available_coins, wallet, CAmount(5 * COIN), CFeeRate(5000), 144, false, 0, true, 400); 1263 } 1264 return available_coins; 1265 }); 1266 SelectionResult expected_result(CAmount(0), SelectionAlgorithm::CG); 1267 add_coin(4 * COIN, 0, expected_result); 1268 add_coin(3 * COIN, 0, expected_result); 1269 add_coin(2 * COIN, 0, expected_result); 1270 add_coin(1 * COIN, 0, expected_result); 1271 BOOST_CHECK(EquivalentResult(expected_result, *res)); 1272 // Demonstrate how following improvements reduce iteration count and catch any regressions in the future. 1273 size_t expected_attempts = 38; 1274 BOOST_CHECK_MESSAGE(res->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, res->GetSelectionsEvaluated())); 1275 } 1276 1277 { 1278 // ################################################################################################################# 1279 // 7) Test that lots of tiny UTXOs can be skipped if they are too heavy while there are enough funds in lookahead 1280 // ################################################################################################################# 1281 CAmount target = 1.9L * COIN; 1282 int max_weight = 40000; // WU 1283 const auto& res = CoinGrinder(target, dummy_params, m_node, max_weight, [&](CWallet& wallet) { 1284 CoinsResult available_coins; 1285 add_coin(available_coins, wallet, CAmount(1.8 * COIN), CFeeRate(5000), 144, false, 0, true, 2500); 1286 add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(5000), 144, false, 0, true, 1000); 1287 add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(5000), 144, false, 0, true, 1000); 1288 for (int j = 0; j < 100; ++j) { 1289 // make a 100 unique coins only differing by one sat 1290 add_coin(available_coins, wallet, CAmount(0.01 * COIN + j), CFeeRate(5000), 144, false, 0, true, 110); 1291 } 1292 return available_coins; 1293 }); 1294 SelectionResult expected_result(CAmount(0), SelectionAlgorithm::CG); 1295 add_coin(1 * COIN, 1, expected_result); 1296 add_coin(1 * COIN, 2, expected_result); 1297 BOOST_CHECK(EquivalentResult(expected_result, *res)); 1298 // Demonstrate how following improvements reduce iteration count and catch any regressions in the future. 1299 size_t expected_attempts = 7; 1300 BOOST_CHECK_MESSAGE(res->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, res->GetSelectionsEvaluated())); 1301 } 1302 } 1303 1304 static util::Result<SelectionResult> SelectCoinsSRD(const CAmount& target, 1305 const CoinSelectionParams& cs_params, 1306 const node::NodeContext& m_node, 1307 int max_weight, 1308 std::function<CoinsResult(CWallet&)> coin_setup) 1309 { 1310 std::unique_ptr<CWallet> wallet = NewWallet(m_node); 1311 CoinEligibilityFilter filter(0, 0, 0); // accept all coins without ancestors 1312 Groups group = GroupOutputs(*wallet, coin_setup(*wallet), cs_params, {{filter}})[filter].all_groups; 1313 return SelectCoinsSRD(group.positive_group, target, cs_params.m_change_fee, cs_params.rng_fast, max_weight); 1314 } 1315 1316 BOOST_AUTO_TEST_CASE(srd_tests) 1317 { 1318 // Test SRD: 1319 // 1) Insufficient funds, select all provided coins and fail. 1320 // 2) Exceeded max weight, coin selection always surpasses the max allowed weight. 1321 // 3) Select coins without surpassing the max weight (some coins surpasses the max allowed weight, some others not) 1322 1323 FastRandomContext rand; 1324 CoinSelectionParams dummy_params{ // Only used to provide the 'avoid_partial' flag. 1325 rand, 1326 /*change_output_size=*/34, 1327 /*change_spend_size=*/68, 1328 /*min_change_target=*/CENT, 1329 /*effective_feerate=*/CFeeRate(0), 1330 /*long_term_feerate=*/CFeeRate(0), 1331 /*discard_feerate=*/CFeeRate(0), 1332 /*tx_noinputs_size=*/10 + 34, // static header size + output size 1333 /*avoid_partial=*/false, 1334 }; 1335 1336 { 1337 // ######################################################### 1338 // 1) Insufficient funds, select all provided coins and fail 1339 // ######################################################### 1340 CAmount target = 49.5L * COIN; 1341 int max_weight = 10000; // high enough to not fail for this reason. 1342 const auto& res = SelectCoinsSRD(target, dummy_params, m_node, max_weight, [&](CWallet& wallet) { 1343 CoinsResult available_coins; 1344 for (int j = 0; j < 10; ++j) { 1345 add_coin(available_coins, wallet, CAmount(1 * COIN)); 1346 add_coin(available_coins, wallet, CAmount(2 * COIN)); 1347 } 1348 return available_coins; 1349 }); 1350 BOOST_CHECK(!res); 1351 BOOST_CHECK(util::ErrorString(res).empty()); // empty means "insufficient funds" 1352 } 1353 1354 { 1355 // ########################### 1356 // 2) Test max weight exceeded 1357 // ########################### 1358 CAmount target = 49.5L * COIN; 1359 int max_weight = 3000; 1360 const auto& res = SelectCoinsSRD(target, dummy_params, m_node, max_weight, [&](CWallet& wallet) { 1361 CoinsResult available_coins; 1362 for (int j = 0; j < 10; ++j) { 1363 /* 10 × 1 BTC + 10 × 2 BTC = 30 BTC. 20 × 272 WU = 5440 WU */ 1364 add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(0), 144, false, 0, true); 1365 add_coin(available_coins, wallet, CAmount(2 * COIN), CFeeRate(0), 144, false, 0, true); 1366 } 1367 return available_coins; 1368 }); 1369 BOOST_CHECK(!res); 1370 BOOST_CHECK(util::ErrorString(res).original.find("The inputs size exceeds the maximum weight") != std::string::npos); 1371 } 1372 1373 { 1374 // ################################################################################################################ 1375 // 3) Test selection when some coins surpass the max allowed weight while others not. --> must find a good solution 1376 // ################################################################################################################ 1377 CAmount target = 25.33L * COIN; 1378 int max_weight = 10000; // WU 1379 const auto& res = SelectCoinsSRD(target, dummy_params, m_node, max_weight, [&](CWallet& wallet) { 1380 CoinsResult available_coins; 1381 for (int j = 0; j < 60; ++j) { // 60 UTXO --> 19,8 BTC total --> 60 × 272 WU = 16320 WU 1382 add_coin(available_coins, wallet, CAmount(0.33 * COIN), CFeeRate(0), 144, false, 0, true); 1383 } 1384 for (int i = 0; i < 10; i++) { // 10 UTXO --> 20 BTC total --> 10 × 272 WU = 2720 WU 1385 add_coin(available_coins, wallet, CAmount(2 * COIN), CFeeRate(0), 144, false, 0, true); 1386 } 1387 return available_coins; 1388 }); 1389 BOOST_CHECK(res); 1390 } 1391 } 1392 1393 static util::Result<SelectionResult> select_coins(const CAmount& target, const CoinSelectionParams& cs_params, const CCoinControl& cc, std::function<CoinsResult(CWallet&)> coin_setup, const node::NodeContext& m_node) 1394 { 1395 std::unique_ptr<CWallet> wallet = NewWallet(m_node); 1396 auto available_coins = coin_setup(*wallet); 1397 1398 LOCK(wallet->cs_wallet); 1399 auto result = SelectCoins(*wallet, available_coins, /*pre_set_inputs=*/ {}, target, cc, cs_params); 1400 if (result) { 1401 const auto signedTxSize = 10 + 34 + 68 * result->GetInputSet().size(); // static header size + output size + inputs size (P2WPKH) 1402 BOOST_CHECK_LE(signedTxSize * WITNESS_SCALE_FACTOR, MAX_STANDARD_TX_WEIGHT); 1403 1404 BOOST_CHECK_GE(result->GetSelectedValue(), target); 1405 } 1406 return result; 1407 } 1408 1409 static bool has_coin(const CoinSet& set, CAmount amount) 1410 { 1411 return std::any_of(set.begin(), set.end(), [&](const auto& coin) { return coin->GetEffectiveValue() == amount; }); 1412 } 1413 1414 BOOST_AUTO_TEST_CASE(check_max_weight) 1415 { 1416 const CAmount target = 49.5L * COIN; 1417 CCoinControl cc; 1418 1419 FastRandomContext rand; 1420 CoinSelectionParams cs_params{ 1421 rand, 1422 /*change_output_size=*/34, 1423 /*change_spend_size=*/68, 1424 /*min_change_target=*/CENT, 1425 /*effective_feerate=*/CFeeRate(0), 1426 /*long_term_feerate=*/CFeeRate(0), 1427 /*discard_feerate=*/CFeeRate(0), 1428 /*tx_noinputs_size=*/10 + 34, // static header size + output size 1429 /*avoid_partial=*/false, 1430 }; 1431 1432 { 1433 // Scenario 1: 1434 // The actor starts with 1x 50.0 BTC and 1515x 0.033 BTC (~100.0 BTC total) unspent outputs 1435 // Then tries to spend 49.5 BTC 1436 // The 50.0 BTC output should be selected, because the transaction would otherwise be too large 1437 1438 // Perform selection 1439 1440 const auto result = select_coins( 1441 target, cs_params, cc, [&](CWallet& wallet) { 1442 CoinsResult available_coins; 1443 for (int j = 0; j < 1515; ++j) { 1444 add_coin(available_coins, wallet, CAmount(0.033 * COIN), CFeeRate(0), 144, false, 0, true); 1445 } 1446 1447 add_coin(available_coins, wallet, CAmount(50 * COIN), CFeeRate(0), 144, false, 0, true); 1448 return available_coins; 1449 }, 1450 m_node); 1451 1452 BOOST_CHECK(result); 1453 // Verify that only the 50 BTC UTXO was selected 1454 const auto& selection_res = result->GetInputSet(); 1455 BOOST_CHECK(selection_res.size() == 1); 1456 BOOST_CHECK((*selection_res.begin())->GetEffectiveValue() == 50 * COIN); 1457 } 1458 1459 { 1460 // Scenario 2: 1461 1462 // The actor starts with 400x 0.0625 BTC and 2000x 0.025 BTC (75.0 BTC total) unspent outputs 1463 // Then tries to spend 49.5 BTC 1464 // A combination of coins should be selected, such that the created transaction is not too large 1465 1466 // Perform selection 1467 const auto result = select_coins( 1468 target, cs_params, cc, [&](CWallet& wallet) { 1469 CoinsResult available_coins; 1470 for (int j = 0; j < 400; ++j) { 1471 add_coin(available_coins, wallet, CAmount(0.0625 * COIN), CFeeRate(0), 144, false, 0, true); 1472 } 1473 for (int j = 0; j < 2000; ++j) { 1474 add_coin(available_coins, wallet, CAmount(0.025 * COIN), CFeeRate(0), 144, false, 0, true); 1475 } 1476 return available_coins; 1477 }, 1478 m_node); 1479 1480 BOOST_CHECK(has_coin(result->GetInputSet(), CAmount(0.0625 * COIN))); 1481 BOOST_CHECK(has_coin(result->GetInputSet(), CAmount(0.025 * COIN))); 1482 } 1483 1484 { 1485 // Scenario 3: 1486 1487 // The actor starts with 1515x 0.033 BTC (49.995 BTC total) unspent outputs 1488 // No results should be returned, because the transaction would be too large 1489 1490 // Perform selection 1491 const auto result = select_coins( 1492 target, cs_params, cc, [&](CWallet& wallet) { 1493 CoinsResult available_coins; 1494 for (int j = 0; j < 1515; ++j) { 1495 add_coin(available_coins, wallet, CAmount(0.033 * COIN), CFeeRate(0), 144, false, 0, true); 1496 } 1497 return available_coins; 1498 }, 1499 m_node); 1500 1501 // No results 1502 // 1515 inputs * 68 bytes = 103,020 bytes 1503 // 103,020 bytes * 4 = 412,080 weight, which is above the MAX_STANDARD_TX_WEIGHT of 400,000 1504 BOOST_CHECK(!result); 1505 } 1506 } 1507 1508 BOOST_AUTO_TEST_CASE(SelectCoins_effective_value_test) 1509 { 1510 // Test that the effective value is used to check whether preset inputs provide sufficient funds when subtract_fee_outputs is not used. 1511 // This test creates a coin whose value is higher than the target but whose effective value is lower than the target. 1512 // The coin is selected using coin control, with m_allow_other_inputs = false. SelectCoins should fail due to insufficient funds. 1513 1514 std::unique_ptr<CWallet> wallet = NewWallet(m_node); 1515 1516 CoinsResult available_coins; 1517 { 1518 std::unique_ptr<CWallet> dummyWallet = NewWallet(m_node, /*wallet_name=*/"dummy"); 1519 add_coin(available_coins, *dummyWallet, 100000); // 0.001 BTC 1520 } 1521 1522 CAmount target{99900}; // 0.000999 BTC 1523 1524 FastRandomContext rand; 1525 CoinSelectionParams cs_params{ 1526 rand, 1527 /*change_output_size=*/34, 1528 /*change_spend_size=*/148, 1529 /*min_change_target=*/1000, 1530 /*effective_feerate=*/CFeeRate(3000), 1531 /*long_term_feerate=*/CFeeRate(1000), 1532 /*discard_feerate=*/CFeeRate(1000), 1533 /*tx_noinputs_size=*/0, 1534 /*avoid_partial=*/false, 1535 }; 1536 CCoinControl cc; 1537 cc.m_allow_other_inputs = false; 1538 COutput output = available_coins.All().at(0); 1539 cc.SetInputWeight(output.outpoint, 148); 1540 cc.Select(output.outpoint).SetTxOut(output.txout); 1541 1542 LOCK(wallet->cs_wallet); 1543 const auto preset_inputs = *Assert(FetchSelectedInputs(*wallet, cc, cs_params)); 1544 available_coins.Erase({available_coins.coins[OutputType::BECH32].begin()->outpoint}); 1545 1546 const auto result = SelectCoins(*wallet, available_coins, preset_inputs, target, cc, cs_params); 1547 BOOST_CHECK(!result); 1548 } 1549 1550 BOOST_FIXTURE_TEST_CASE(wallet_coinsresult_test, BasicTestingSetup) 1551 { 1552 // Test case to verify CoinsResult object sanity. 1553 CoinsResult available_coins; 1554 { 1555 std::unique_ptr<CWallet> dummyWallet = NewWallet(m_node, /*wallet_name=*/"dummy"); 1556 1557 // Add some coins to 'available_coins' 1558 for (int i=0; i<10; i++) { 1559 add_coin(available_coins, *dummyWallet, 1 * COIN); 1560 } 1561 } 1562 1563 { 1564 // First test case, check that 'CoinsResult::Erase' function works as expected. 1565 // By trying to erase two elements from the 'available_coins' object. 1566 std::unordered_set<COutPoint, SaltedOutpointHasher> outs_to_remove; 1567 const auto& coins = available_coins.All(); 1568 for (int i = 0; i < 2; i++) { 1569 outs_to_remove.emplace(coins[i].outpoint); 1570 } 1571 available_coins.Erase(outs_to_remove); 1572 1573 // Check that the elements were actually removed. 1574 const auto& updated_coins = available_coins.All(); 1575 for (const auto& out: outs_to_remove) { 1576 auto it = std::find_if(updated_coins.begin(), updated_coins.end(), [&out](const COutput &coin) { 1577 return coin.outpoint == out; 1578 }); 1579 BOOST_CHECK(it == updated_coins.end()); 1580 } 1581 // And verify that no extra element were removed 1582 BOOST_CHECK_EQUAL(available_coins.Size(), 8); 1583 } 1584 } 1585 1586 BOOST_AUTO_TEST_SUITE_END() 1587 } // namespace wallet