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refactor coin selection for parameterizable change target

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no behavior changes, since the target is always MIN_CHANGE
This commit is contained in:
glozow 2022-03-07 13:45:06 +00:00
parent c9b5790e8d
commit 1e52e6bd0a
5 changed files with 109 additions and 79 deletions
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2
src/bench/coin_selection.cpp
View file

@ -19,6 +19,7 @@ using wallet::CWalletTx;
using wallet::CoinEligibilityFilter; using wallet::CoinEligibilityFilter;
using wallet::CoinSelectionParams; using wallet::CoinSelectionParams;
using wallet::CreateDummyWalletDatabase; using wallet::CreateDummyWalletDatabase;
using wallet::MIN_CHANGE;
using wallet::OutputGroup; using wallet::OutputGroup;
using wallet::SelectCoinsBnB; using wallet::SelectCoinsBnB;
using wallet::TxStateInactive; using wallet::TxStateInactive;
@ -66,6 +67,7 @@ static void CoinSelection(benchmark::Bench& bench)
rand, rand,
/* change_output_size= */ 34, /* change_output_size= */ 34,
/* change_spend_size= */ 148, /* change_spend_size= */ 148,
/*min_change_target=*/ MIN_CHANGE,
/* effective_feerate= */ CFeeRate(0), /* effective_feerate= */ CFeeRate(0),
/* long_term_feerate= */ CFeeRate(0), /* long_term_feerate= */ CFeeRate(0),
/* discard_feerate= */ CFeeRate(0), /* discard_feerate= */ CFeeRate(0),

30
src/wallet/coinselection.cpp
View file

@ -187,11 +187,24 @@ std::optional<SelectionResult> SelectCoinsSRD(const std::vector<OutputGroup>& ut
return std::nullopt; return std::nullopt;
} }
static void ApproximateBestSubset(FastRandomContext& insecure_rand, const std::vector<OutputGroup>& groups, const CAmount& nTotalLower, const CAmount& nTargetValue, /** Find a subset of the OutputGroups that is at least as large as, but as close as possible to, the
* target amount; solve subset sum.
* param@[in] groups OutputGroups to choose from, sorted by value in descending order.
* param@[in] nTotalLower Total (effective) value of the UTXOs in groups.
* param@[in] nTargetValue Subset sum target, not including change.
* param@[out] vfBest Boolean vector representing the subset chosen that is closest to
* nTargetValue, with indices corresponding to groups. If the ith
* entry is true, that means the ith group in groups was selected.
* param@[out] nBest Total amount of subset chosen that is closest to nTargetValue.
* param@[in] iterations Maximum number of tries.
*/
static void ApproximateBestSubset(FastRandomContext& insecure_rand, const std::vector<OutputGroup>& groups,
const CAmount& nTotalLower, const CAmount& nTargetValue,
std::vector<char>& vfBest, CAmount& nBest, int iterations = 1000) std::vector<char>& vfBest, CAmount& nBest, int iterations = 1000)
{ {
std::vector<char> vfIncluded; std::vector<char> vfIncluded;
// Worst case "best" approximation is just all of the groups.
vfBest.assign(groups.size(), true); vfBest.assign(groups.size(), true);
nBest = nTotalLower; nBest = nTotalLower;
@ -217,6 +230,8 @@ static void ApproximateBestSubset(FastRandomContext& insecure_rand, const std::v
if (nTotal >= nTargetValue) if (nTotal >= nTargetValue)
{ {
fReachedTarget = true; fReachedTarget = true;
// If the total is between nTargetValue and nBest, it's our new best
// approximation.
if (nTotal < nBest) if (nTotal < nBest)
{ {
nBest = nTotal; nBest = nTotal;
@ -231,12 +246,15 @@ static void ApproximateBestSubset(FastRandomContext& insecure_rand, const std::v
} }
} }
std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, const CAmount& nTargetValue, FastRandomContext& rng) std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, const CAmount& nTargetValue,
CAmount change_target, FastRandomContext& rng)
{ {
SelectionResult result(nTargetValue); SelectionResult result(nTargetValue);
// List of values less than target // List of values less than target
std::optional<OutputGroup> lowest_larger; std::optional<OutputGroup> lowest_larger;
// Groups with selection amount smaller than the target and any change we might produce.
// Don't include groups larger than this, because they will only cause us to overshoot.
std::vector<OutputGroup> applicable_groups; std::vector<OutputGroup> applicable_groups;
CAmount nTotalLower = 0; CAmount nTotalLower = 0;
@ -246,7 +264,7 @@ std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups,
if (group.GetSelectionAmount() == nTargetValue) { if (group.GetSelectionAmount() == nTargetValue) {
result.AddInput(group); result.AddInput(group);
return result; return result;
} else if (group.GetSelectionAmount() < nTargetValue + MIN_CHANGE) { } else if (group.GetSelectionAmount() < nTargetValue + change_target) {
applicable_groups.push_back(group); applicable_groups.push_back(group);
nTotalLower += group.GetSelectionAmount(); nTotalLower += group.GetSelectionAmount();
} else if (!lowest_larger || group.GetSelectionAmount() < lowest_larger->GetSelectionAmount()) { } else if (!lowest_larger || group.GetSelectionAmount() < lowest_larger->GetSelectionAmount()) {
@ -273,14 +291,14 @@ std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups,
CAmount nBest; CAmount nBest;
ApproximateBestSubset(rng, applicable_groups, nTotalLower, nTargetValue, vfBest, nBest); ApproximateBestSubset(rng, applicable_groups, nTotalLower, nTargetValue, vfBest, nBest);
if (nBest != nTargetValue && nTotalLower >= nTargetValue + MIN_CHANGE) { if (nBest != nTargetValue && nTotalLower >= nTargetValue + change_target) {
ApproximateBestSubset(rng, applicable_groups, nTotalLower, nTargetValue + MIN_CHANGE, vfBest, nBest); ApproximateBestSubset(rng, applicable_groups, nTotalLower, nTargetValue + change_target, vfBest, nBest);
} }
// If we have a bigger coin and (either the stochastic approximation didn't find a good solution, // If we have a bigger coin and (either the stochastic approximation didn't find a good solution,
// or the next bigger coin is closer), return the bigger coin // or the next bigger coin is closer), return the bigger coin
if (lowest_larger && if (lowest_larger &&
((nBest != nTargetValue && nBest < nTargetValue + MIN_CHANGE) || lowest_larger->GetSelectionAmount() <= nBest)) { ((nBest != nTargetValue && nBest < nTargetValue + change_target) || lowest_larger->GetSelectionAmount() <= nBest)) {
result.AddInput(*lowest_larger); result.AddInput(*lowest_larger);
} else { } else {
for (unsigned int i = 0; i < applicable_groups.size(); i++) { for (unsigned int i = 0; i < applicable_groups.size(); i++) {

10
src/wallet/coinselection.h
View file

@ -94,6 +94,9 @@ struct CoinSelectionParams {
size_t change_output_size = 0; size_t change_output_size = 0;
/** Size of the input to spend a change output in virtual bytes. */ /** Size of the input to spend a change output in virtual bytes. */
size_t change_spend_size = 0; size_t change_spend_size = 0;
/** Mininmum change to target in Knapsack solver: select coins to cover the payment and
* at least this value of change. */
CAmount m_min_change_target{MIN_CHANGE};
/** Cost of creating the change output. */ /** Cost of creating the change output. */
CAmount m_change_fee{0}; CAmount m_change_fee{0};
/** Cost of creating the change output + cost of spending the change output in the future. */ /** Cost of creating the change output + cost of spending the change output in the future. */
@ -115,11 +118,13 @@ struct CoinSelectionParams {
* reuse. Dust outputs are not eligible to be added to output groups and thus not considered. */ * reuse. Dust outputs are not eligible to be added to output groups and thus not considered. */
bool m_avoid_partial_spends = false; bool m_avoid_partial_spends = false;
CoinSelectionParams(FastRandomContext& rng_fast, size_t change_output_size, size_t change_spend_size, CFeeRate effective_feerate, CoinSelectionParams(FastRandomContext& rng_fast, size_t change_output_size, size_t change_spend_size,
CAmount min_change_target, CFeeRate effective_feerate,
CFeeRate long_term_feerate, CFeeRate discard_feerate, size_t tx_noinputs_size, bool avoid_partial) CFeeRate long_term_feerate, CFeeRate discard_feerate, size_t tx_noinputs_size, bool avoid_partial)
: rng_fast{rng_fast}, : rng_fast{rng_fast},
change_output_size(change_output_size), change_output_size(change_output_size),
change_spend_size(change_spend_size), change_spend_size(change_spend_size),
m_min_change_target(min_change_target),
m_effective_feerate(effective_feerate), m_effective_feerate(effective_feerate),
m_long_term_feerate(long_term_feerate), m_long_term_feerate(long_term_feerate),
m_discard_feerate(discard_feerate), m_discard_feerate(discard_feerate),
@ -267,7 +272,8 @@ std::optional<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_poo
std::optional<SelectionResult> SelectCoinsSRD(const std::vector<OutputGroup>& utxo_pool, CAmount target_value, FastRandomContext& rng); std::optional<SelectionResult> SelectCoinsSRD(const std::vector<OutputGroup>& utxo_pool, CAmount target_value, FastRandomContext& rng);
// Original coin selection algorithm as a fallback // Original coin selection algorithm as a fallback
std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, const CAmount& nTargetValue, FastRandomContext& rng); std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, const CAmount& nTargetValue,
CAmount change_target, FastRandomContext& rng);
} // namespace wallet } // namespace wallet
#endif // BITCOIN_WALLET_COINSELECTION_H #endif // BITCOIN_WALLET_COINSELECTION_H

3
src/wallet/spend.cpp
View file

@ -389,7 +389,8 @@ std::optional<SelectionResult> AttemptSelection(const CWallet& wallet, const CAm
std::vector<OutputGroup> all_groups = GroupOutputs(wallet, coins, coin_selection_params, eligibility_filter, false /* positive_only */); std::vector<OutputGroup> all_groups = GroupOutputs(wallet, coins, coin_selection_params, eligibility_filter, false /* positive_only */);
// While nTargetValue includes the transaction fees for non-input things, it does not include the fee for creating a change output. // While nTargetValue includes the transaction fees for non-input things, it does not include the fee for creating a change output.
// So we need to include that for KnapsackSolver as well, as we are expecting to create a change output. // So we need to include that for KnapsackSolver as well, as we are expecting to create a change output.
if (auto knapsack_result{KnapsackSolver(all_groups, nTargetValue + coin_selection_params.m_change_fee, coin_selection_params.rng_fast)}) { if (auto knapsack_result{KnapsackSolver(all_groups, nTargetValue + coin_selection_params.m_change_fee,
coin_selection_params.m_min_change_target, coin_selection_params.rng_fast)}) {
knapsack_result->ComputeAndSetWaste(coin_selection_params.m_cost_of_change); knapsack_result->ComputeAndSetWaste(coin_selection_params.m_cost_of_change);
results.push_back(*knapsack_result); results.push_back(*knapsack_result);
} }

143
src/wallet/test/coinselector_tests.cpp
View file

@ -150,6 +150,7 @@ inline std::vector<OutputGroup>& KnapsackGroupOutputs(const std::vector<COutput>
rand, rand,
/* change_output_size= */ 0, /* change_output_size= */ 0,
/* change_spend_size= */ 0, /* change_spend_size= */ 0,
/*min_change_target=*/ CENT,
/* effective_feerate= */ CFeeRate(0), /* effective_feerate= */ CFeeRate(0),
/* long_term_feerate= */ CFeeRate(0), /* long_term_feerate= */ CFeeRate(0),
/* discard_feerate= */ CFeeRate(0), /* discard_feerate= */ CFeeRate(0),
@ -294,6 +295,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
rand, rand,
/* change_output_size= */ 0, /* change_output_size= */ 0,
/* change_spend_size= */ 0, /* change_spend_size= */ 0,
/*min_change_target=*/ 0,
/* effective_feerate= */ CFeeRate(3000), /* effective_feerate= */ CFeeRate(3000),
/* long_term_feerate= */ CFeeRate(1000), /* long_term_feerate= */ CFeeRate(1000),
/* discard_feerate= */ CFeeRate(1000), /* discard_feerate= */ CFeeRate(1000),
@ -347,7 +349,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
BOOST_AUTO_TEST_CASE(knapsack_solver_test) BOOST_AUTO_TEST_CASE(knapsack_solver_test)
{ {
FastRandomContext rand{}; FastRandomContext rand{};
const auto temp1{[&rand](std::vector<OutputGroup>& g, const CAmount& v) { return KnapsackSolver(g, v, rand); }}; const auto temp1{[&rand](std::vector<OutputGroup>& g, const CAmount& v, CAmount c) { return KnapsackSolver(g, v, c, rand); }};
const auto KnapsackSolver{temp1}; const auto KnapsackSolver{temp1};
std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), "", m_args, CreateMockWalletDatabase()); std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), "", m_args, CreateMockWalletDatabase());
wallet->LoadWallet(); wallet->LoadWallet();
@ -363,25 +365,25 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
coins.clear(); coins.clear();
// with an empty wallet we can't even pay one cent // with an empty wallet we can't even pay one cent
BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 1 * CENT)); BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 1 * CENT, CENT));
add_coin(coins, *wallet, 1*CENT, 4); // add a new 1 cent coin add_coin(coins, *wallet, 1*CENT, 4); // add a new 1 cent coin
// with a new 1 cent coin, we still can't find a mature 1 cent // with a new 1 cent coin, we still can't find a mature 1 cent
BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 1 * CENT)); BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 1 * CENT, CENT));
// but we can find a new 1 cent // but we can find a new 1 cent
const auto result1 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 1 * CENT); const auto result1 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 1 * CENT, CENT);
BOOST_CHECK(result1); BOOST_CHECK(result1);
BOOST_CHECK_EQUAL(result1->GetSelectedValue(), 1 * CENT); BOOST_CHECK_EQUAL(result1->GetSelectedValue(), 1 * CENT);
add_coin(coins, *wallet, 2*CENT); // add a mature 2 cent coin add_coin(coins, *wallet, 2*CENT); // add a mature 2 cent coin
// we can't make 3 cents of mature coins // we can't make 3 cents of mature coins
BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 3 * CENT)); BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 3 * CENT, CENT));
// we can make 3 cents of new coins // we can make 3 cents of new coins
const auto result2 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 3 * CENT); const auto result2 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 3 * CENT, CENT);
BOOST_CHECK(result2); BOOST_CHECK(result2);
BOOST_CHECK_EQUAL(result2->GetSelectedValue(), 3 * CENT); BOOST_CHECK_EQUAL(result2->GetSelectedValue(), 3 * CENT);
@ -392,38 +394,38 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
// now we have new: 1+10=11 (of which 10 was self-sent), and mature: 2+5+20=27. total = 38 // now we have new: 1+10=11 (of which 10 was self-sent), and mature: 2+5+20=27. total = 38
// we can't make 38 cents only if we disallow new coins: // we can't make 38 cents only if we disallow new coins:
BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 38 * CENT)); BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 38 * CENT, CENT));
// we can't even make 37 cents if we don't allow new coins even if they're from us // we can't even make 37 cents if we don't allow new coins even if they're from us
BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard_extra), 38 * CENT)); BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard_extra), 38 * CENT, CENT));
// but we can make 37 cents if we accept new coins from ourself // but we can make 37 cents if we accept new coins from ourself
const auto result3 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 37 * CENT); const auto result3 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 37 * CENT, CENT);
BOOST_CHECK(result3); BOOST_CHECK(result3);
BOOST_CHECK_EQUAL(result3->GetSelectedValue(), 37 * CENT); BOOST_CHECK_EQUAL(result3->GetSelectedValue(), 37 * CENT);
// and we can make 38 cents if we accept all new coins // and we can make 38 cents if we accept all new coins
const auto result4 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 38 * CENT); const auto result4 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 38 * CENT, CENT);
BOOST_CHECK(result4); BOOST_CHECK(result4);
BOOST_CHECK_EQUAL(result4->GetSelectedValue(), 38 * CENT); BOOST_CHECK_EQUAL(result4->GetSelectedValue(), 38 * CENT);
// try making 34 cents from 1,2,5,10,20 - we can't do it exactly // try making 34 cents from 1,2,5,10,20 - we can't do it exactly
const auto result5 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 34 * CENT); const auto result5 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 34 * CENT, CENT);
BOOST_CHECK(result5); BOOST_CHECK(result5);
BOOST_CHECK_EQUAL(result5->GetSelectedValue(), 35 * CENT); // but 35 cents is closest BOOST_CHECK_EQUAL(result5->GetSelectedValue(), 35 * CENT); // but 35 cents is closest
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) 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)
// when we try making 7 cents, the smaller coins (1,2,5) are enough. We should see just 2+5 // when we try making 7 cents, the smaller coins (1,2,5) are enough. We should see just 2+5
const auto result6 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 7 * CENT); const auto result6 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 7 * CENT, CENT);
BOOST_CHECK(result6); BOOST_CHECK(result6);
BOOST_CHECK_EQUAL(result6->GetSelectedValue(), 7 * CENT); BOOST_CHECK_EQUAL(result6->GetSelectedValue(), 7 * CENT);
BOOST_CHECK_EQUAL(result6->GetInputSet().size(), 2U); BOOST_CHECK_EQUAL(result6->GetInputSet().size(), 2U);
// when we try making 8 cents, the smaller coins (1,2,5) are exactly enough. // when we try making 8 cents, the smaller coins (1,2,5) are exactly enough.
const auto result7 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 8 * CENT); const auto result7 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 8 * CENT, CENT);
BOOST_CHECK(result7); BOOST_CHECK(result7);
BOOST_CHECK(result7->GetSelectedValue() == 8 * CENT); BOOST_CHECK(result7->GetSelectedValue() == 8 * CENT);
BOOST_CHECK_EQUAL(result7->GetInputSet().size(), 3U); BOOST_CHECK_EQUAL(result7->GetInputSet().size(), 3U);
// when we try making 9 cents, no subset of smaller coins is enough, and we get the next bigger coin (10) // when we try making 9 cents, no subset of smaller coins is enough, and we get the next bigger coin (10)
const auto result8 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 9 * CENT); const auto result8 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 9 * CENT, CENT);
BOOST_CHECK(result8); BOOST_CHECK(result8);
BOOST_CHECK_EQUAL(result8->GetSelectedValue(), 10 * CENT); BOOST_CHECK_EQUAL(result8->GetSelectedValue(), 10 * CENT);
BOOST_CHECK_EQUAL(result8->GetInputSet().size(), 1U); BOOST_CHECK_EQUAL(result8->GetInputSet().size(), 1U);
@ -438,12 +440,12 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
add_coin(coins, *wallet, 30*CENT); // now we have 6+7+8+20+30 = 71 cents total add_coin(coins, *wallet, 30*CENT); // now we have 6+7+8+20+30 = 71 cents total
// check that we have 71 and not 72 // check that we have 71 and not 72
const auto result9 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 71 * CENT); const auto result9 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 71 * CENT, CENT);
BOOST_CHECK(result9); BOOST_CHECK(result9);
BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 72 * CENT)); BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 72 * CENT, CENT));
// 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 // 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
const auto result10 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 16 * CENT); const auto result10 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 16 * CENT, CENT);
BOOST_CHECK(result10); BOOST_CHECK(result10);
BOOST_CHECK_EQUAL(result10->GetSelectedValue(), 20 * CENT); // we should get 20 in one coin BOOST_CHECK_EQUAL(result10->GetSelectedValue(), 20 * CENT); // we should get 20 in one coin
BOOST_CHECK_EQUAL(result10->GetInputSet().size(), 1U); BOOST_CHECK_EQUAL(result10->GetInputSet().size(), 1U);
@ -451,7 +453,7 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
add_coin(coins, *wallet, 5*CENT); // now we have 5+6+7+8+20+30 = 75 cents total add_coin(coins, *wallet, 5*CENT); // now we have 5+6+7+8+20+30 = 75 cents total
// 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 // 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
const auto result11 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 16 * CENT); const auto result11 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 16 * CENT, CENT);
BOOST_CHECK(result11); BOOST_CHECK(result11);
BOOST_CHECK_EQUAL(result11->GetSelectedValue(), 18 * CENT); // we should get 18 in 3 coins BOOST_CHECK_EQUAL(result11->GetSelectedValue(), 18 * CENT); // we should get 18 in 3 coins
BOOST_CHECK_EQUAL(result11->GetInputSet().size(), 3U); BOOST_CHECK_EQUAL(result11->GetInputSet().size(), 3U);
@ -459,13 +461,13 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
add_coin(coins, *wallet, 18*CENT); // now we have 5+6+7+8+18+20+30 add_coin(coins, *wallet, 18*CENT); // now we have 5+6+7+8+18+20+30
// 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 // 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
const auto result12 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 16 * CENT); const auto result12 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 16 * CENT, CENT);
BOOST_CHECK(result12); BOOST_CHECK(result12);
BOOST_CHECK_EQUAL(result12->GetSelectedValue(), 18 * CENT); // we should get 18 in 1 coin BOOST_CHECK_EQUAL(result12->GetSelectedValue(), 18 * CENT); // we should get 18 in 1 coin
BOOST_CHECK_EQUAL(result12->GetInputSet().size(), 1U); // because in the event of a tie, the biggest coin wins BOOST_CHECK_EQUAL(result12->GetInputSet().size(), 1U); // because in the event of a tie, the biggest coin wins
// now try making 11 cents. we should get 5+6 // now try making 11 cents. we should get 5+6
const auto result13 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 11 * CENT); const auto result13 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 11 * CENT, CENT);
BOOST_CHECK(result13); BOOST_CHECK(result13);
BOOST_CHECK_EQUAL(result13->GetSelectedValue(), 11 * CENT); BOOST_CHECK_EQUAL(result13->GetSelectedValue(), 11 * CENT);
BOOST_CHECK_EQUAL(result13->GetInputSet().size(), 2U); BOOST_CHECK_EQUAL(result13->GetInputSet().size(), 2U);
@ -475,12 +477,12 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
add_coin(coins, *wallet, 2*COIN); add_coin(coins, *wallet, 2*COIN);
add_coin(coins, *wallet, 3*COIN); add_coin(coins, *wallet, 3*COIN);
add_coin(coins, *wallet, 4*COIN); // now we have 5+6+7+8+18+20+30+100+200+300+400 = 1094 cents add_coin(coins, *wallet, 4*COIN); // now we have 5+6+7+8+18+20+30+100+200+300+400 = 1094 cents
const auto result14 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 95 * CENT); const auto result14 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 95 * CENT, CENT);
BOOST_CHECK(result14); BOOST_CHECK(result14);
BOOST_CHECK_EQUAL(result14->GetSelectedValue(), 1 * COIN); // we should get 1 BTC in 1 coin BOOST_CHECK_EQUAL(result14->GetSelectedValue(), 1 * COIN); // we should get 1 BTC in 1 coin
BOOST_CHECK_EQUAL(result14->GetInputSet().size(), 1U); BOOST_CHECK_EQUAL(result14->GetInputSet().size(), 1U);
const auto result15 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 195 * CENT); const auto result15 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 195 * CENT, CENT);
BOOST_CHECK(result15); BOOST_CHECK(result15);
BOOST_CHECK_EQUAL(result15->GetSelectedValue(), 2 * COIN); // we should get 2 BTC in 1 coin BOOST_CHECK_EQUAL(result15->GetSelectedValue(), 2 * COIN); // we should get 2 BTC in 1 coin
BOOST_CHECK_EQUAL(result15->GetInputSet().size(), 1U); BOOST_CHECK_EQUAL(result15->GetInputSet().size(), 1U);
@ -488,34 +490,34 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
// empty the wallet and start again, now with fractions of a cent, to test small change avoidance // empty the wallet and start again, now with fractions of a cent, to test small change avoidance
coins.clear(); coins.clear();
add_coin(coins, *wallet, MIN_CHANGE * 1 / 10); add_coin(coins, *wallet, CENT * 1 / 10);
add_coin(coins, *wallet, MIN_CHANGE * 2 / 10); add_coin(coins, *wallet, CENT * 2 / 10);
add_coin(coins, *wallet, MIN_CHANGE * 3 / 10); add_coin(coins, *wallet, CENT * 3 / 10);
add_coin(coins, *wallet, MIN_CHANGE * 4 / 10); add_coin(coins, *wallet, CENT * 4 / 10);
add_coin(coins, *wallet, MIN_CHANGE * 5 / 10); add_coin(coins, *wallet, CENT * 5 / 10);
// try making 1 * MIN_CHANGE from the 1.5 * MIN_CHANGE // try making 1 * CENT from the 1.5 * CENT
// we'll get change smaller than MIN_CHANGE whatever happens, so can expect MIN_CHANGE exactly // we'll get change smaller than CENT whatever happens, so can expect CENT exactly
const auto result16 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), MIN_CHANGE); const auto result16 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), CENT, CENT);
BOOST_CHECK(result16); BOOST_CHECK(result16);
BOOST_CHECK_EQUAL(result16->GetSelectedValue(), MIN_CHANGE); BOOST_CHECK_EQUAL(result16->GetSelectedValue(), CENT);
// but if we add a bigger coin, small change is avoided // but if we add a bigger coin, small change is avoided
add_coin(coins, *wallet, 1111*MIN_CHANGE); add_coin(coins, *wallet, 1111*CENT);
// try making 1 from 0.1 + 0.2 + 0.3 + 0.4 + 0.5 + 1111 = 1112.5 // try making 1 from 0.1 + 0.2 + 0.3 + 0.4 + 0.5 + 1111 = 1112.5
const auto result17 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 1 * MIN_CHANGE); const auto result17 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 1 * CENT, CENT);
BOOST_CHECK(result17); BOOST_CHECK(result17);
BOOST_CHECK_EQUAL(result17->GetSelectedValue(), 1 * MIN_CHANGE); // we should get the exact amount BOOST_CHECK_EQUAL(result17->GetSelectedValue(), 1 * CENT); // we should get the exact amount
// if we add more small coins: // if we add more small coins:
add_coin(coins, *wallet, MIN_CHANGE * 6 / 10); add_coin(coins, *wallet, CENT * 6 / 10);
add_coin(coins, *wallet, MIN_CHANGE * 7 / 10); add_coin(coins, *wallet, CENT * 7 / 10);
// and try again to make 1.0 * MIN_CHANGE // and try again to make 1.0 * CENT
const auto result18 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 1 * MIN_CHANGE); const auto result18 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 1 * CENT, CENT);
BOOST_CHECK(result18); BOOST_CHECK(result18);
BOOST_CHECK_EQUAL(result18->GetSelectedValue(), 1 * MIN_CHANGE); // we should get the exact amount BOOST_CHECK_EQUAL(result18->GetSelectedValue(), 1 * CENT); // we should get the exact amount
// run the 'mtgox' test (see https://blockexplorer.com/tx/29a3efd3ef04f9153d47a990bd7b048a4b2d213daaa5fb8ed670fb85f13bdbcf) // run the 'mtgox' test (see https://blockexplorer.com/tx/29a3efd3ef04f9153d47a990bd7b048a4b2d213daaa5fb8ed670fb85f13bdbcf)
// they tried to consolidate 10 50k coins into one 500k coin, and ended up with 50k in change // they tried to consolidate 10 50k coins into one 500k coin, and ended up with 50k in change
@ -523,52 +525,52 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
for (int j = 0; j < 20; j++) for (int j = 0; j < 20; j++)
add_coin(coins, *wallet, 50000 * COIN); add_coin(coins, *wallet, 50000 * COIN);
const auto result19 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 500000 * COIN); const auto result19 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 500000 * COIN, CENT);
BOOST_CHECK(result19); BOOST_CHECK(result19);
BOOST_CHECK_EQUAL(result19->GetSelectedValue(), 500000 * COIN); // we should get the exact amount BOOST_CHECK_EQUAL(result19->GetSelectedValue(), 500000 * COIN); // we should get the exact amount
BOOST_CHECK_EQUAL(result19->GetInputSet().size(), 10U); // in ten coins BOOST_CHECK_EQUAL(result19->GetInputSet().size(), 10U); // in ten coins
// if there's not enough in the smaller coins to make at least 1 * MIN_CHANGE change (0.5+0.6+0.7 < 1.0+1.0), // 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),
// we need to try finding an exact subset anyway // we need to try finding an exact subset anyway
// sometimes it will fail, and so we use the next biggest coin: // sometimes it will fail, and so we use the next biggest coin:
coins.clear(); coins.clear();
add_coin(coins, *wallet, MIN_CHANGE * 5 / 10); add_coin(coins, *wallet, CENT * 5 / 10);
add_coin(coins, *wallet, MIN_CHANGE * 6 / 10); add_coin(coins, *wallet, CENT * 6 / 10);
add_coin(coins, *wallet, MIN_CHANGE * 7 / 10); add_coin(coins, *wallet, CENT * 7 / 10);
add_coin(coins, *wallet, 1111 * MIN_CHANGE); add_coin(coins, *wallet, 1111 * CENT);
const auto result20 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 1 * MIN_CHANGE); const auto result20 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 1 * CENT, CENT);
BOOST_CHECK(result20); BOOST_CHECK(result20);
BOOST_CHECK_EQUAL(result20->GetSelectedValue(), 1111 * MIN_CHANGE); // we get the bigger coin BOOST_CHECK_EQUAL(result20->GetSelectedValue(), 1111 * CENT); // we get the bigger coin
BOOST_CHECK_EQUAL(result20->GetInputSet().size(), 1U); BOOST_CHECK_EQUAL(result20->GetInputSet().size(), 1U);
// but sometimes it's possible, and we use an exact subset (0.4 + 0.6 = 1.0) // but sometimes it's possible, and we use an exact subset (0.4 + 0.6 = 1.0)
coins.clear(); coins.clear();
add_coin(coins, *wallet, MIN_CHANGE * 4 / 10); add_coin(coins, *wallet, CENT * 4 / 10);
add_coin(coins, *wallet, MIN_CHANGE * 6 / 10); add_coin(coins, *wallet, CENT * 6 / 10);
add_coin(coins, *wallet, MIN_CHANGE * 8 / 10); add_coin(coins, *wallet, CENT * 8 / 10);
add_coin(coins, *wallet, 1111 * MIN_CHANGE); add_coin(coins, *wallet, 1111 * CENT);
const auto result21 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), MIN_CHANGE); const auto result21 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), CENT, CENT);
BOOST_CHECK(result21); BOOST_CHECK(result21);
BOOST_CHECK_EQUAL(result21->GetSelectedValue(), MIN_CHANGE); // we should get the exact amount BOOST_CHECK_EQUAL(result21->GetSelectedValue(), CENT); // we should get the exact amount
BOOST_CHECK_EQUAL(result21->GetInputSet().size(), 2U); // in two coins 0.4+0.6 BOOST_CHECK_EQUAL(result21->GetInputSet().size(), 2U); // in two coins 0.4+0.6
// test avoiding small change // test avoiding small change
coins.clear(); coins.clear();
add_coin(coins, *wallet, MIN_CHANGE * 5 / 100); add_coin(coins, *wallet, CENT * 5 / 100);
add_coin(coins, *wallet, MIN_CHANGE * 1); add_coin(coins, *wallet, CENT * 1);
add_coin(coins, *wallet, MIN_CHANGE * 100); add_coin(coins, *wallet, CENT * 100);
// trying to make 100.01 from these three coins // trying to make 100.01 from these three coins
const auto result22 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), MIN_CHANGE * 10001 / 100); const auto result22 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), CENT * 10001 / 100, CENT);
BOOST_CHECK(result22); BOOST_CHECK(result22);
BOOST_CHECK_EQUAL(result22->GetSelectedValue(), MIN_CHANGE * 10105 / 100); // we should get all coins BOOST_CHECK_EQUAL(result22->GetSelectedValue(), CENT * 10105 / 100); // we should get all coins
BOOST_CHECK_EQUAL(result22->GetInputSet().size(), 3U); BOOST_CHECK_EQUAL(result22->GetInputSet().size(), 3U);
// but if we try to make 99.9, we should take the bigger of the two small coins to avoid small change // but if we try to make 99.9, we should take the bigger of the two small coins to avoid small change
const auto result23 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), MIN_CHANGE * 9990 / 100); const auto result23 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), CENT * 9990 / 100, CENT);
BOOST_CHECK(result23); BOOST_CHECK(result23);
BOOST_CHECK_EQUAL(result23->GetSelectedValue(), 101 * MIN_CHANGE); BOOST_CHECK_EQUAL(result23->GetSelectedValue(), 101 * CENT);
BOOST_CHECK_EQUAL(result23->GetInputSet().size(), 2U); BOOST_CHECK_EQUAL(result23->GetInputSet().size(), 2U);
} }
@ -581,12 +583,12 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
// We only create the wallet once to save time, but we still run the coin selection RUN_TESTS times. // We only create the wallet once to save time, but we still run the coin selection RUN_TESTS times.
for (int i = 0; i < RUN_TESTS; i++) { for (int i = 0; i < RUN_TESTS; i++) {
const auto result24 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 2000); const auto result24 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 2000, CENT);
BOOST_CHECK(result24); BOOST_CHECK(result24);
if (amt - 2000 < MIN_CHANGE) { if (amt - 2000 < CENT) {
// needs more than one input: // needs more than one input:
uint16_t returnSize = std::ceil((2000.0 + MIN_CHANGE)/amt); uint16_t returnSize = std::ceil((2000.0 + CENT)/amt);
CAmount returnValue = amt * returnSize; CAmount returnValue = amt * returnSize;
BOOST_CHECK_EQUAL(result24->GetSelectedValue(), returnValue); BOOST_CHECK_EQUAL(result24->GetSelectedValue(), returnValue);
BOOST_CHECK_EQUAL(result24->GetInputSet().size(), returnSize); BOOST_CHECK_EQUAL(result24->GetInputSet().size(), returnSize);
@ -608,9 +610,9 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
for (int i = 0; i < RUN_TESTS; i++) { for (int i = 0; i < RUN_TESTS; i++) {
// picking 50 from 100 coins doesn't depend on the shuffle, // picking 50 from 100 coins doesn't depend on the shuffle,
// but does depend on randomness in the stochastic approximation code // but does depend on randomness in the stochastic approximation code
const auto result25 = KnapsackSolver(GroupCoins(coins), 50 * COIN); const auto result25 = KnapsackSolver(GroupCoins(coins), 50 * COIN, CENT);
BOOST_CHECK(result25); BOOST_CHECK(result25);
const auto result26 = KnapsackSolver(GroupCoins(coins), 50 * COIN); const auto result26 = KnapsackSolver(GroupCoins(coins), 50 * COIN, CENT);
BOOST_CHECK(result26); BOOST_CHECK(result26);
BOOST_CHECK(!EqualResult(*result25, *result26)); BOOST_CHECK(!EqualResult(*result25, *result26));
@ -621,9 +623,9 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
// When choosing 1 from 100 identical coins, 1% of the time, this test will choose the same coin twice // When choosing 1 from 100 identical coins, 1% of the time, this test will choose the same coin twice
// which will cause it to fail. // which will cause it to fail.
// To avoid that issue, run the test RANDOM_REPEATS times and only complain if all of them fail // To avoid that issue, run the test RANDOM_REPEATS times and only complain if all of them fail
const auto result27 = KnapsackSolver(GroupCoins(coins), COIN); const auto result27 = KnapsackSolver(GroupCoins(coins), COIN, CENT);
BOOST_CHECK(result27); BOOST_CHECK(result27);
const auto result28 = KnapsackSolver(GroupCoins(coins), COIN); const auto result28 = KnapsackSolver(GroupCoins(coins), COIN, CENT);
BOOST_CHECK(result28); BOOST_CHECK(result28);
if (EqualResult(*result27, *result28)) if (EqualResult(*result27, *result28))
fails++; fails++;
@ -644,9 +646,9 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
int fails = 0; int fails = 0;
for (int j = 0; j < RANDOM_REPEATS; j++) for (int j = 0; j < RANDOM_REPEATS; j++)
{ {
const auto result29 = KnapsackSolver(GroupCoins(coins), 90 * CENT); const auto result29 = KnapsackSolver(GroupCoins(coins), 90 * CENT, CENT);
BOOST_CHECK(result29); BOOST_CHECK(result29);
const auto result30 = KnapsackSolver(GroupCoins(coins), 90 * CENT); const auto result30 = KnapsackSolver(GroupCoins(coins), 90 * CENT, CENT);
BOOST_CHECK(result30); BOOST_CHECK(result30);
if (EqualResult(*result29, *result30)) if (EqualResult(*result29, *result30))
fails++; fails++;
@ -672,7 +674,7 @@ BOOST_AUTO_TEST_CASE(ApproximateBestSubset)
add_coin(coins, *wallet, 1000 * COIN); add_coin(coins, *wallet, 1000 * COIN);
add_coin(coins, *wallet, 3 * COIN); add_coin(coins, *wallet, 3 * COIN);
const auto result = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 1003 * COIN, rand); const auto result = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 1003 * COIN, CENT, rand);
BOOST_CHECK(result); BOOST_CHECK(result);
BOOST_CHECK_EQUAL(result->GetSelectedValue(), 1003 * COIN); BOOST_CHECK_EQUAL(result->GetSelectedValue(), 1003 * COIN);
BOOST_CHECK_EQUAL(result->GetInputSet().size(), 2U); BOOST_CHECK_EQUAL(result->GetInputSet().size(), 2U);
@ -717,6 +719,7 @@ BOOST_AUTO_TEST_CASE(SelectCoins_test)
rand, rand,
/* change_output_size= */ 34, /* change_output_size= */ 34,
/* change_spend_size= */ 148, /* change_spend_size= */ 148,
/*min_change_target=*/ CENT,
/* effective_feerate= */ CFeeRate(0), /* effective_feerate= */ CFeeRate(0),
/* long_term_feerate= */ CFeeRate(0), /* long_term_feerate= */ CFeeRate(0),
/* discard_feerate= */ CFeeRate(0), /* discard_feerate= */ CFeeRate(0),