coinselection.cpp
1 // Copyright (c) 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 <policy/feerate.h> 6 #include <policy/policy.h> 7 #include <primitives/transaction.h> 8 #include <test/fuzz/FuzzedDataProvider.h> 9 #include <test/fuzz/fuzz.h> 10 #include <test/fuzz/util.h> 11 #include <test/util/setup_common.h> 12 #include <wallet/coinselection.h> 13 14 #include <numeric> 15 #include <vector> 16 17 namespace wallet { 18 19 static void AddCoin(const CAmount& value, int n_input, int n_input_bytes, int locktime, std::vector<COutput>& coins, CFeeRate fee_rate) 20 { 21 CMutableTransaction tx; 22 tx.vout.resize(n_input + 1); 23 tx.vout[n_input].nValue = value; 24 tx.nLockTime = locktime; // all transactions get different hashes 25 coins.emplace_back(COutPoint(tx.GetHash(), n_input), tx.vout.at(n_input), /*depth=*/0, n_input_bytes, /*spendable=*/true, /*solvable=*/true, /*safe=*/true, /*time=*/0, /*from_me=*/true, fee_rate); 26 } 27 28 // Randomly distribute coins to instances of OutputGroup 29 static void GroupCoins(FuzzedDataProvider& fuzzed_data_provider, const std::vector<COutput>& coins, const CoinSelectionParams& coin_params, bool positive_only, std::vector<OutputGroup>& output_groups) 30 { 31 auto output_group = OutputGroup(coin_params); 32 bool valid_outputgroup{false}; 33 for (auto& coin : coins) { 34 if (!positive_only || (positive_only && coin.GetEffectiveValue() > 0)) { 35 output_group.Insert(std::make_shared<COutput>(coin), /*ancestors=*/0, /*descendants=*/0); 36 } 37 // If positive_only was specified, nothing was inserted, leading to an empty output group 38 // that would be invalid for the BnB algorithm 39 valid_outputgroup = !positive_only || output_group.GetSelectionAmount() > 0; 40 if (valid_outputgroup && fuzzed_data_provider.ConsumeBool()) { 41 output_groups.push_back(output_group); 42 output_group = OutputGroup(coin_params); 43 valid_outputgroup = false; 44 } 45 } 46 if (valid_outputgroup) output_groups.push_back(output_group); 47 } 48 49 static CAmount CreateCoins(FuzzedDataProvider& fuzzed_data_provider, std::vector<COutput>& utxo_pool, CoinSelectionParams& coin_params, int& next_locktime) 50 { 51 CAmount total_balance{0}; 52 LIMITED_WHILE(fuzzed_data_provider.ConsumeBool(), 10000) 53 { 54 const int n_input{fuzzed_data_provider.ConsumeIntegralInRange<int>(0, 10)}; 55 const int n_input_bytes{fuzzed_data_provider.ConsumeIntegralInRange<int>(41, 10000)}; 56 const CAmount amount{fuzzed_data_provider.ConsumeIntegralInRange<CAmount>(1, MAX_MONEY)}; 57 if (total_balance + amount >= MAX_MONEY) { 58 break; 59 } 60 AddCoin(amount, n_input, n_input_bytes, ++next_locktime, utxo_pool, coin_params.m_effective_feerate); 61 total_balance += amount; 62 } 63 64 return total_balance; 65 } 66 67 static SelectionResult ManualSelection(std::vector<COutput>& utxos, const CAmount& total_amount, const bool& subtract_fee_outputs) 68 { 69 SelectionResult result(total_amount, SelectionAlgorithm::MANUAL); 70 std::set<std::shared_ptr<COutput>> utxo_pool; 71 for (const auto& utxo : utxos) { 72 utxo_pool.insert(std::make_shared<COutput>(utxo)); 73 } 74 result.AddInputs(utxo_pool, subtract_fee_outputs); 75 return result; 76 } 77 78 // Returns true if the result contains an error and the message is not empty 79 static bool HasErrorMsg(const util::Result<SelectionResult>& res) { return !util::ErrorString(res).empty(); } 80 81 FUZZ_TARGET(coin_grinder) 82 { 83 FuzzedDataProvider fuzzed_data_provider{buffer.data(), buffer.size()}; 84 std::vector<COutput> utxo_pool; 85 86 const CAmount target{fuzzed_data_provider.ConsumeIntegralInRange<CAmount>(1, MAX_MONEY)}; 87 88 FastRandomContext fast_random_context{ConsumeUInt256(fuzzed_data_provider)}; 89 CoinSelectionParams coin_params{fast_random_context}; 90 coin_params.m_subtract_fee_outputs = fuzzed_data_provider.ConsumeBool(); 91 coin_params.m_long_term_feerate = CFeeRate{ConsumeMoney(fuzzed_data_provider, /*max=*/COIN)}; 92 coin_params.m_effective_feerate = CFeeRate{ConsumeMoney(fuzzed_data_provider, /*max=*/COIN)}; 93 coin_params.change_output_size = fuzzed_data_provider.ConsumeIntegralInRange<int>(10, 1000); 94 coin_params.change_spend_size = fuzzed_data_provider.ConsumeIntegralInRange<int>(10, 1000); 95 coin_params.m_cost_of_change= coin_params.m_effective_feerate.GetFee(coin_params.change_output_size) + coin_params.m_long_term_feerate.GetFee(coin_params.change_spend_size); 96 coin_params.m_change_fee = coin_params.m_effective_feerate.GetFee(coin_params.change_output_size); 97 // For other results to be comparable to SRD, we must align the change_target with SRD’s hardcoded behavior 98 coin_params.m_min_change_target = CHANGE_LOWER + coin_params.m_change_fee; 99 100 // Create some coins 101 CAmount total_balance{0}; 102 CAmount max_spendable{0}; 103 int next_locktime{0}; 104 LIMITED_WHILE(fuzzed_data_provider.ConsumeBool(), 10000) 105 { 106 const int n_input{fuzzed_data_provider.ConsumeIntegralInRange<int>(0, 10)}; 107 const int n_input_bytes{fuzzed_data_provider.ConsumeIntegralInRange<int>(41, 10000)}; 108 const CAmount amount{fuzzed_data_provider.ConsumeIntegralInRange<CAmount>(1, MAX_MONEY)}; 109 if (total_balance + amount >= MAX_MONEY) { 110 break; 111 } 112 AddCoin(amount, n_input, n_input_bytes, ++next_locktime, utxo_pool, coin_params.m_effective_feerate); 113 total_balance += amount; 114 CAmount eff_value = amount - coin_params.m_effective_feerate.GetFee(n_input_bytes); 115 max_spendable += eff_value; 116 } 117 118 std::vector<OutputGroup> group_pos; 119 GroupCoins(fuzzed_data_provider, utxo_pool, coin_params, /*positive_only=*/true, group_pos); 120 121 // Run coinselection algorithms 122 auto result_cg = CoinGrinder(group_pos, target, coin_params.m_min_change_target, MAX_STANDARD_TX_WEIGHT); 123 if (target + coin_params.m_min_change_target > max_spendable || HasErrorMsg(result_cg)) return; // We only need to compare algorithms if CoinGrinder has a solution 124 assert(result_cg); 125 if (!result_cg->GetAlgoCompleted()) return; // Bail out if CoinGrinder solution is not optimal 126 127 auto result_srd = SelectCoinsSRD(group_pos, target, coin_params.m_change_fee, fast_random_context, MAX_STANDARD_TX_WEIGHT); 128 if (result_srd && result_srd->GetChange(CHANGE_LOWER, coin_params.m_change_fee) > 0) { // exclude any srd solutions that don’t have change, err on excluding 129 assert(result_srd->GetWeight() >= result_cg->GetWeight()); 130 } 131 132 auto result_knapsack = KnapsackSolver(group_pos, target, coin_params.m_min_change_target, fast_random_context, MAX_STANDARD_TX_WEIGHT); 133 if (result_knapsack && result_knapsack->GetChange(CHANGE_LOWER, coin_params.m_change_fee) > 0) { // exclude any knapsack solutions that don’t have change, err on excluding 134 assert(result_knapsack->GetWeight() >= result_cg->GetWeight()); 135 } 136 } 137 138 FUZZ_TARGET(coin_grinder_is_optimal) 139 { 140 FuzzedDataProvider fuzzed_data_provider{buffer.data(), buffer.size()}; 141 142 FastRandomContext fast_random_context{ConsumeUInt256(fuzzed_data_provider)}; 143 CoinSelectionParams coin_params{fast_random_context}; 144 coin_params.m_subtract_fee_outputs = false; 145 // Set effective feerate up to MAX_MONEY sats per 1'000'000 vB (2'100'000'000 sat/vB = 21'000 BTC/kvB). 146 coin_params.m_effective_feerate = CFeeRate{ConsumeMoney(fuzzed_data_provider, MAX_MONEY), 1'000'000}; 147 coin_params.m_min_change_target = ConsumeMoney(fuzzed_data_provider); 148 149 // Create some coins 150 CAmount max_spendable{0}; 151 int next_locktime{0}; 152 static constexpr unsigned max_output_groups{16}; 153 std::vector<OutputGroup> group_pos; 154 LIMITED_WHILE(fuzzed_data_provider.ConsumeBool(), max_output_groups) 155 { 156 // With maximum m_effective_feerate and n_input_bytes = 1'000'000, input_fee <= MAX_MONEY. 157 const int n_input_bytes{fuzzed_data_provider.ConsumeIntegralInRange<int>(1, 1'000'000)}; 158 // Only make UTXOs with positive effective value 159 const CAmount input_fee = coin_params.m_effective_feerate.GetFee(n_input_bytes); 160 // Ensure that each UTXO has at least an effective value of 1 sat 161 const CAmount eff_value{fuzzed_data_provider.ConsumeIntegralInRange<CAmount>(1, MAX_MONEY + group_pos.size() - max_spendable - max_output_groups)}; 162 const CAmount amount{eff_value + input_fee}; 163 std::vector<COutput> temp_utxo_pool; 164 165 AddCoin(amount, /*n_input=*/0, n_input_bytes, ++next_locktime, temp_utxo_pool, coin_params.m_effective_feerate); 166 max_spendable += eff_value; 167 168 auto output_group = OutputGroup(coin_params); 169 output_group.Insert(std::make_shared<COutput>(temp_utxo_pool.at(0)), /*ancestors=*/0, /*descendants=*/0); 170 group_pos.push_back(output_group); 171 } 172 size_t num_groups = group_pos.size(); 173 assert(num_groups <= max_output_groups); 174 175 // Only choose targets below max_spendable 176 const CAmount target{fuzzed_data_provider.ConsumeIntegralInRange<CAmount>(1, std::max(CAmount{1}, max_spendable - coin_params.m_min_change_target))}; 177 178 // Brute force optimal solution 179 CAmount best_amount{MAX_MONEY}; 180 int best_weight{std::numeric_limits<int>::max()}; 181 for (uint32_t pattern = 1; (pattern >> num_groups) == 0; ++pattern) { 182 CAmount subset_amount{0}; 183 int subset_weight{0}; 184 for (unsigned i = 0; i < num_groups; ++i) { 185 if ((pattern >> i) & 1) { 186 subset_amount += group_pos[i].GetSelectionAmount(); 187 subset_weight += group_pos[i].m_weight; 188 } 189 } 190 if ((subset_amount >= target + coin_params.m_min_change_target) && (subset_weight < best_weight || (subset_weight == best_weight && subset_amount < best_amount))) { 191 best_weight = subset_weight; 192 best_amount = subset_amount; 193 } 194 } 195 196 if (best_weight < std::numeric_limits<int>::max()) { 197 // Sufficient funds and acceptable weight: CoinGrinder should find at least one solution 198 int high_max_weight = fuzzed_data_provider.ConsumeIntegralInRange<int>(best_weight, std::numeric_limits<int>::max()); 199 200 auto result_cg = CoinGrinder(group_pos, target, coin_params.m_min_change_target, high_max_weight); 201 assert(result_cg); 202 assert(result_cg->GetWeight() <= high_max_weight); 203 assert(result_cg->GetSelectedEffectiveValue() >= target + coin_params.m_min_change_target); 204 assert(best_weight < result_cg->GetWeight() || (best_weight == result_cg->GetWeight() && best_amount <= result_cg->GetSelectedEffectiveValue())); 205 if (result_cg->GetAlgoCompleted()) { 206 // If CoinGrinder exhausted the search space, it must return the optimal solution 207 assert(best_weight == result_cg->GetWeight()); 208 assert(best_amount == result_cg->GetSelectedEffectiveValue()); 209 } 210 } 211 212 // CoinGrinder cannot ever find a better solution than the brute-forced best, or there is none in the first place 213 int low_max_weight = fuzzed_data_provider.ConsumeIntegralInRange<int>(0, best_weight - 1); 214 auto result_cg = CoinGrinder(group_pos, target, coin_params.m_min_change_target, low_max_weight); 215 // Max_weight should have been exceeded, or there were insufficient funds 216 assert(!result_cg); 217 } 218 219 FUZZ_TARGET(coinselection) 220 { 221 FuzzedDataProvider fuzzed_data_provider{buffer.data(), buffer.size()}; 222 std::vector<COutput> utxo_pool; 223 224 const CFeeRate long_term_fee_rate{ConsumeMoney(fuzzed_data_provider, /*max=*/COIN)}; 225 const CFeeRate effective_fee_rate{ConsumeMoney(fuzzed_data_provider, /*max=*/COIN)}; 226 // Discard feerate must be at least dust relay feerate 227 const CFeeRate discard_fee_rate{fuzzed_data_provider.ConsumeIntegralInRange<CAmount>(DUST_RELAY_TX_FEE, COIN)}; 228 const CAmount target{fuzzed_data_provider.ConsumeIntegralInRange<CAmount>(1, MAX_MONEY)}; 229 const bool subtract_fee_outputs{fuzzed_data_provider.ConsumeBool()}; 230 231 FastRandomContext fast_random_context{ConsumeUInt256(fuzzed_data_provider)}; 232 CoinSelectionParams coin_params{fast_random_context}; 233 coin_params.m_subtract_fee_outputs = subtract_fee_outputs; 234 coin_params.m_long_term_feerate = long_term_fee_rate; 235 coin_params.m_effective_feerate = effective_fee_rate; 236 coin_params.change_output_size = fuzzed_data_provider.ConsumeIntegralInRange(1, MAX_SCRIPT_SIZE); 237 coin_params.m_change_fee = effective_fee_rate.GetFee(coin_params.change_output_size); 238 coin_params.m_discard_feerate = discard_fee_rate; 239 coin_params.change_spend_size = fuzzed_data_provider.ConsumeIntegralInRange<int>(41, 1000); 240 const auto change_spend_fee{coin_params.m_discard_feerate.GetFee(coin_params.change_spend_size)}; 241 coin_params.m_cost_of_change = coin_params.m_change_fee + change_spend_fee; 242 CScript change_out_script = CScript() << std::vector<unsigned char>(coin_params.change_output_size, OP_TRUE); 243 const auto dust{GetDustThreshold(CTxOut{/*nValueIn=*/0, change_out_script}, coin_params.m_discard_feerate)}; 244 coin_params.min_viable_change = std::max(change_spend_fee + 1, dust); 245 246 int next_locktime{0}; 247 CAmount total_balance{CreateCoins(fuzzed_data_provider, utxo_pool, coin_params, next_locktime)}; 248 249 std::vector<OutputGroup> group_pos; 250 GroupCoins(fuzzed_data_provider, utxo_pool, coin_params, /*positive_only=*/true, group_pos); 251 std::vector<OutputGroup> group_all; 252 GroupCoins(fuzzed_data_provider, utxo_pool, coin_params, /*positive_only=*/false, group_all); 253 254 for (const OutputGroup& group : group_all) { 255 const CoinEligibilityFilter filter(fuzzed_data_provider.ConsumeIntegral<int>(), fuzzed_data_provider.ConsumeIntegral<int>(), fuzzed_data_provider.ConsumeIntegral<uint64_t>()); 256 (void)group.EligibleForSpending(filter); 257 } 258 259 // Run coinselection algorithms 260 auto result_bnb = coin_params.m_subtract_fee_outputs ? util::Error{Untranslated("BnB disabled when SFFO is enabled")} : 261 SelectCoinsBnB(group_pos, target, coin_params.m_cost_of_change, MAX_STANDARD_TX_WEIGHT); 262 if (result_bnb) { 263 assert(result_bnb->GetChange(coin_params.min_viable_change, coin_params.m_change_fee) == 0); 264 assert(result_bnb->GetSelectedValue() >= target); 265 (void)result_bnb->GetShuffledInputVector(); 266 (void)result_bnb->GetInputSet(); 267 } 268 269 auto result_srd = SelectCoinsSRD(group_pos, target, coin_params.m_change_fee, fast_random_context, MAX_STANDARD_TX_WEIGHT); 270 if (result_srd) { 271 assert(result_srd->GetSelectedValue() >= target); 272 assert(result_srd->GetChange(CHANGE_LOWER, coin_params.m_change_fee) > 0); // Demonstrate that SRD creates change of at least CHANGE_LOWER 273 result_srd->ComputeAndSetWaste(coin_params.min_viable_change, coin_params.m_cost_of_change, coin_params.m_change_fee); 274 (void)result_srd->GetShuffledInputVector(); 275 (void)result_srd->GetInputSet(); 276 } 277 278 CAmount change_target{GenerateChangeTarget(target, coin_params.m_change_fee, fast_random_context)}; 279 auto result_knapsack = KnapsackSolver(group_all, target, change_target, fast_random_context, MAX_STANDARD_TX_WEIGHT); 280 if (result_knapsack) { 281 assert(result_knapsack->GetSelectedValue() >= target); 282 result_knapsack->ComputeAndSetWaste(coin_params.min_viable_change, coin_params.m_cost_of_change, coin_params.m_change_fee); 283 (void)result_knapsack->GetShuffledInputVector(); 284 (void)result_knapsack->GetInputSet(); 285 } 286 287 // If the total balance is sufficient for the target and we are not using 288 // effective values, Knapsack should always find a solution (unless the selection exceeded the max tx weight). 289 if (total_balance >= target && subtract_fee_outputs && !HasErrorMsg(result_knapsack)) { 290 assert(result_knapsack); 291 } 292 293 std::vector<COutput> utxos; 294 std::vector<util::Result<SelectionResult>> results{result_srd, result_knapsack, result_bnb}; 295 CAmount new_total_balance{CreateCoins(fuzzed_data_provider, utxos, coin_params, next_locktime)}; 296 if (new_total_balance > 0) { 297 std::set<std::shared_ptr<COutput>> new_utxo_pool; 298 for (const auto& utxo : utxos) { 299 new_utxo_pool.insert(std::make_shared<COutput>(utxo)); 300 } 301 for (auto& result : results) { 302 if (!result) continue; 303 const auto weight{result->GetWeight()}; 304 result->AddInputs(new_utxo_pool, subtract_fee_outputs); 305 assert(result->GetWeight() > weight); 306 } 307 } 308 309 std::vector<COutput> manual_inputs; 310 CAmount manual_balance{CreateCoins(fuzzed_data_provider, manual_inputs, coin_params, next_locktime)}; 311 if (manual_balance == 0) return; 312 auto manual_selection{ManualSelection(manual_inputs, manual_balance, coin_params.m_subtract_fee_outputs)}; 313 for (auto& result : results) { 314 if (!result) continue; 315 const CAmount old_target{result->GetTarget()}; 316 const std::set<std::shared_ptr<COutput>> input_set{result->GetInputSet()}; 317 const int old_weight{result->GetWeight()}; 318 result->Merge(manual_selection); 319 assert(result->GetInputSet().size() == input_set.size() + manual_inputs.size()); 320 assert(result->GetTarget() == old_target + manual_selection.GetTarget()); 321 assert(result->GetWeight() == old_weight + manual_selection.GetWeight()); 322 } 323 } 324 325 } // namespace wallet