Merge bitcoin/bitcoin#25729: wallet: Check max transaction weight in CoinSelection

c7c7ee9d0b test: Check max transaction weight in CoinSelection (Aurèle Oulès)
6b563cae92 wallet: Check max tx weight in coin selector (Aurèle Oulès)

Pull request description:

  This PR is an attempt to fix #5782.

  I have added 4 test scenarios, 3 of them provided here https://github.com/bitcoin/bitcoin/issues/5782#issuecomment-73819058 (slightly modified to use a segwit wallet).

  Here are my benchmarks :
  ## PR
  |               ns/op |                op/s |    err% |          ins/op |          cyc/op |    IPC |         bra/op |   miss% |     total | benchmark
  |--------------------:|--------------------:|--------:|----------------:|----------------:|-------:|---------------:|--------:|----------:|:----------
  |        1,466,341.00 |              681.97 |    0.6% |   11,176,762.00 |    3,358,752.00 |  3.328 |   1,897,839.00 |    0.3% |      0.02 | `CoinSelection`

  ## Master

  |               ns/op |                op/s |    err% |          ins/op |          cyc/op |    IPC |         bra/op |   miss% |     total | benchmark
  |--------------------:|--------------------:|--------:|----------------:|----------------:|-------:|---------------:|--------:|----------:|:----------
  |        1,526,029.00 |              655.30 |    0.5% |   11,142,188.00 |    3,499,200.00 |  3.184 |   1,994,156.00 |    0.2% |      0.02 | `CoinSelection`

ACKs for top commit:
  achow101:
    reACK c7c7ee9d0b
  w0xlt:
    ACK c7c7ee9d0b
  furszy:
    diff ACK c7c7ee9d

Tree-SHA512: ef0b28576ff845174651ba494aa9adee234c96e6f886d0e032eceb7050296e45b099dda0039d1dfb9944469f067627b2101f3ff855c70353cf39d1fc7ee81828
This commit is contained in:
Andrew Chow 2022-12-06 11:58:53 -05:00
commit ef744c03e5
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GPG Key ID: 17565732E08E5E41
5 changed files with 160 additions and 11 deletions

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@ -5,6 +5,7 @@
#include <wallet/coinselection.h>
#include <consensus/amount.h>
#include <consensus/consensus.h>
#include <policy/feerate.h>
#include <util/check.h>
#include <util/system.h>
@ -354,6 +355,10 @@ void OutputGroup::Insert(const COutput& output, size_t ancestors, size_t descend
// descendants is the count as seen from the top ancestor, not the descendants as seen from the
// coin itself; thus, this value is counted as the max, not the sum
m_descendants = std::max(m_descendants, descendants);
if (output.input_bytes > 0) {
m_weight += output.input_bytes * WITNESS_SCALE_FACTOR;
}
}
bool OutputGroup::EligibleForSpending(const CoinEligibilityFilter& eligibility_filter) const
@ -436,18 +441,25 @@ void SelectionResult::Clear()
{
m_selected_inputs.clear();
m_waste.reset();
m_weight = 0;
}
void SelectionResult::AddInput(const OutputGroup& group)
{
util::insert(m_selected_inputs, group.m_outputs);
m_use_effective = !group.m_subtract_fee_outputs;
m_weight += group.m_weight;
}
void SelectionResult::AddInputs(const std::set<COutput>& inputs, bool subtract_fee_outputs)
{
util::insert(m_selected_inputs, inputs);
m_use_effective = !subtract_fee_outputs;
m_weight += std::accumulate(inputs.cbegin(), inputs.cend(), 0, [](int sum, const auto& coin) {
return sum + std::max(coin.input_bytes, 0) * WITNESS_SCALE_FACTOR;
});
}
void SelectionResult::Merge(const SelectionResult& other)
@ -462,6 +474,8 @@ void SelectionResult::Merge(const SelectionResult& other)
}
util::insert(m_selected_inputs, other.m_selected_inputs);
assert(m_selected_inputs.size() == expected_count);
m_weight += other.m_weight;
}
const std::set<COutput>& SelectionResult::GetInputSet() const

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@ -6,6 +6,7 @@
#define BITCOIN_WALLET_COINSELECTION_H
#include <consensus/amount.h>
#include <consensus/consensus.h>
#include <policy/feerate.h>
#include <primitives/transaction.h>
#include <random.h>
@ -223,6 +224,8 @@ struct OutputGroup
/** Indicate that we are subtracting the fee from outputs.
* When true, the value that is used for coin selection is the UTXO's real value rather than effective value */
bool m_subtract_fee_outputs{false};
/** Total weight of the UTXOs in this group. */
int m_weight{0};
OutputGroup() {}
OutputGroup(const CoinSelectionParams& params) :
@ -295,6 +298,8 @@ private:
bool m_use_effective{false};
/** The computed waste */
std::optional<CAmount> m_waste;
/** Total weight of the selected inputs */
int m_weight{0};
public:
explicit SelectionResult(const CAmount target, SelectionAlgorithm algo)
@ -353,6 +358,8 @@ public:
CAmount GetTarget() const { return m_target; }
SelectionAlgorithm GetAlgo() const { return m_algo; }
int GetWeight() const { return m_weight; }
};
std::optional<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change);

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@ -2,9 +2,11 @@
// Distributed under the MIT software license, see the accompanying
// file COPYING or http://www.opensource.org/licenses/mit-license.php.
#include <algorithm>
#include <consensus/amount.h>
#include <consensus/validation.h>
#include <interfaces/chain.h>
#include <numeric>
#include <policy/policy.h>
#include <script/signingprovider.h>
#include <util/check.h>
@ -555,14 +557,24 @@ std::optional<SelectionResult> ChooseSelectionResult(const CWallet& wallet, cons
results.push_back(*srd_result);
}
if (results.size() == 0) {
if (results.empty()) {
// No solution found
return std::nullopt;
}
std::vector<SelectionResult> eligible_results;
std::copy_if(results.begin(), results.end(), std::back_inserter(eligible_results), [coin_selection_params](const SelectionResult& result) {
const auto initWeight{coin_selection_params.tx_noinputs_size * WITNESS_SCALE_FACTOR};
return initWeight + result.GetWeight() <= static_cast<int>(MAX_STANDARD_TX_WEIGHT);
});
if (eligible_results.empty()) {
return std::nullopt;
}
// Choose the result with the least waste
// If the waste is the same, choose the one which spends more inputs.
auto& best_result = *std::min_element(results.begin(), results.end());
auto& best_result = *std::min_element(eligible_results.begin(), eligible_results.end());
return best_result;
}
@ -867,19 +879,16 @@ static util::Result<CreatedTransactionResult> CreateTransactionInternal(
const auto change_spend_fee = coin_selection_params.m_discard_feerate.GetFee(coin_selection_params.change_spend_size);
coin_selection_params.min_viable_change = std::max(change_spend_fee + 1, dust);
// Static vsize overhead + outputs vsize. 4 nVersion, 4 nLocktime, 1 input count, 1 witness overhead (dummy, flag, stack size)
coin_selection_params.tx_noinputs_size = 10 + GetSizeOfCompactSize(vecSend.size()); // bytes for output count
// vouts to the payees
if (!coin_selection_params.m_subtract_fee_outputs) {
coin_selection_params.tx_noinputs_size = 10; // Static vsize overhead + outputs vsize. 4 nVersion, 4 nLocktime, 1 input count, 1 witness overhead (dummy, flag, stack size)
coin_selection_params.tx_noinputs_size += GetSizeOfCompactSize(vecSend.size()); // bytes for output count
}
for (const auto& recipient : vecSend)
{
CTxOut txout(recipient.nAmount, recipient.scriptPubKey);
// Include the fee cost for outputs.
if (!coin_selection_params.m_subtract_fee_outputs) {
coin_selection_params.tx_noinputs_size += ::GetSerializeSize(txout, PROTOCOL_VERSION);
}
coin_selection_params.tx_noinputs_size += ::GetSerializeSize(txout, PROTOCOL_VERSION);
if (IsDust(txout, wallet.chain().relayDustFee())) {
return util::Error{_("Transaction amount too small")};
@ -888,7 +897,7 @@ static util::Result<CreatedTransactionResult> CreateTransactionInternal(
}
// Include the fees for things that aren't inputs, excluding the change output
const CAmount not_input_fees = coin_selection_params.m_effective_feerate.GetFee(coin_selection_params.tx_noinputs_size);
const CAmount not_input_fees = coin_selection_params.m_effective_feerate.GetFee(coin_selection_params.m_subtract_fee_outputs ? 0 : coin_selection_params.tx_noinputs_size);
CAmount selection_target = recipients_sum + not_input_fees;
// Fetch manually selected coins

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@ -4,6 +4,7 @@
#include <consensus/amount.h>
#include <node/context.h>
#include <policy/policy.h>
#include <primitives/transaction.h>
#include <random.h>
#include <test/util/setup_common.h>
@ -930,6 +931,124 @@ BOOST_AUTO_TEST_CASE(effective_value_test)
BOOST_CHECK_EQUAL(output5.GetEffectiveValue(), nValue); // The effective value should be equal to the absolute value if input_bytes is -1
}
static std::optional<SelectionResult> select_coins(const CAmount& target, const CoinSelectionParams& cs_params, const CCoinControl& cc, std::function<CoinsResult(CWallet&)> coin_setup, interfaces::Chain* chain, const ArgsManager& args)
{
std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(chain, "", args, CreateMockWalletDatabase());
wallet->LoadWallet();
LOCK(wallet->cs_wallet);
wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
wallet->SetupDescriptorScriptPubKeyMans();
auto available_coins = coin_setup(*wallet);
const auto result = SelectCoins(*wallet, available_coins, /*pre_set_inputs=*/ {}, target, cc, cs_params);
if (result) {
const auto signedTxSize = 10 + 34 + 68 * result->GetInputSet().size(); // static header size + output size + inputs size (P2WPKH)
BOOST_CHECK_LE(signedTxSize * WITNESS_SCALE_FACTOR, MAX_STANDARD_TX_WEIGHT);
BOOST_CHECK_GE(result->GetSelectedValue(), target);
}
return result;
}
static bool has_coin(const CoinSet& set, CAmount amount)
{
return std::any_of(set.begin(), set.end(), [&](const auto& coin) { return coin.GetEffectiveValue() == amount; });
}
BOOST_AUTO_TEST_CASE(check_max_weight)
{
const CAmount target = 49.5L * COIN;
CCoinControl cc;
FastRandomContext rand;
CoinSelectionParams cs_params{
rand,
/*change_output_size=*/34,
/*change_spend_size=*/68,
/*min_change_target=*/CENT,
/*effective_feerate=*/CFeeRate(0),
/*long_term_feerate=*/CFeeRate(0),
/*discard_feerate=*/CFeeRate(0),
/*tx_noinputs_size=*/10 + 34, // static header size + output size
/*avoid_partial=*/false,
};
auto chain{m_node.chain.get()};
{
// Scenario 1:
// The actor starts with 1x 50.0 BTC and 1515x 0.033 BTC (~100.0 BTC total) unspent outputs
// Then tries to spend 49.5 BTC
// The 50.0 BTC output should be selected, because the transaction would otherwise be too large
// Perform selection
const auto result = select_coins(
target, cs_params, cc, [&](CWallet& wallet) {
CoinsResult available_coins;
for (int j = 0; j < 1515; ++j) {
add_coin(available_coins, wallet, CAmount(0.033 * COIN), CFeeRate(0), 144, false, 0, true);
}
add_coin(available_coins, wallet, CAmount(50 * COIN), CFeeRate(0), 144, false, 0, true);
return available_coins;
},
chain, m_args);
BOOST_CHECK(result);
BOOST_CHECK(has_coin(result->GetInputSet(), CAmount(50 * COIN)));
}
{
// Scenario 2:
// The actor starts with 400x 0.0625 BTC and 2000x 0.025 BTC (75.0 BTC total) unspent outputs
// Then tries to spend 49.5 BTC
// A combination of coins should be selected, such that the created transaction is not too large
// Perform selection
const auto result = select_coins(
target, cs_params, cc, [&](CWallet& wallet) {
CoinsResult available_coins;
for (int j = 0; j < 400; ++j) {
add_coin(available_coins, wallet, CAmount(0.0625 * COIN), CFeeRate(0), 144, false, 0, true);
}
for (int j = 0; j < 2000; ++j) {
add_coin(available_coins, wallet, CAmount(0.025 * COIN), CFeeRate(0), 144, false, 0, true);
}
return available_coins;
},
chain, m_args);
BOOST_CHECK(has_coin(result->GetInputSet(), CAmount(0.0625 * COIN)));
BOOST_CHECK(has_coin(result->GetInputSet(), CAmount(0.025 * COIN)));
}
{
// Scenario 3:
// The actor starts with 1515x 0.033 BTC (49.995 BTC total) unspent outputs
// No results should be returned, because the transaction would be too large
// Perform selection
const auto result = select_coins(
target, cs_params, cc, [&](CWallet& wallet) {
CoinsResult available_coins;
for (int j = 0; j < 1515; ++j) {
add_coin(available_coins, wallet, CAmount(0.033 * COIN), CFeeRate(0), 144, false, 0, true);
}
return available_coins;
},
chain, m_args);
// No results
// 1515 inputs * 68 bytes = 103,020 bytes
// 103,020 bytes * 4 = 412,080 weight, which is above the MAX_STANDARD_TX_WEIGHT of 400,000
BOOST_CHECK(!result);
}
}
BOOST_AUTO_TEST_CASE(SelectCoins_effective_value_test)
{
// Test that the effective value is used to check whether preset inputs provide sufficient funds when subtract_fee_outputs is not used.

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@ -987,7 +987,7 @@ class RawTransactionsTest(BitcoinTestFramework):
outputs[recipient.getnewaddress()] = 0.1
wallet.sendmany("", outputs)
self.generate(self.nodes[0], 10)
assert_raises_rpc_error(-4, "Transaction too large", recipient.fundrawtransaction, rawtx)
assert_raises_rpc_error(-4, "Insufficient funds", recipient.fundrawtransaction, rawtx)
self.nodes[0].unloadwallet("large")
def test_external_inputs(self):