mirror of
https://github.com/bitcoin/bitcoin.git
synced 2024-11-20 10:38:42 +01:00
Move current coin selection algorithm to coinselection.{cpp,h}
Moves the current coin selection algorithm out of SelectCoinsMinConf
and puts it in coinselection.{cpp,h}. The new function, KnapsackSolver,
instead of taking a vector of COutputs, will take a vector of CInputCoins
that is prepared by SelectCoinsMinConf.
This commit is contained in:
Andrew Chow
parent
4566ab75f2
commit
fb716f7b25
@ -163,3 +163,138 @@ bool SelectCoinsBnB(std::vector<CInputCoin>& utxo_pool, const CAmount& target_va
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return true;
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}
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static void ApproximateBestSubset(const std::vector<CInputCoin>& vValue, const CAmount& nTotalLower, const CAmount& nTargetValue,
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std::vector<char>& vfBest, CAmount& nBest, int iterations = 1000)
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{
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std::vector<char> vfIncluded;
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vfBest.assign(vValue.size(), true);
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nBest = nTotalLower;
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FastRandomContext insecure_rand;
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for (int nRep = 0; nRep < iterations && nBest != nTargetValue; nRep++)
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{
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vfIncluded.assign(vValue.size(), false);
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CAmount nTotal = 0;
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bool fReachedTarget = false;
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for (int nPass = 0; nPass < 2 && !fReachedTarget; nPass++)
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{
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for (unsigned int i = 0; i < vValue.size(); i++)
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{
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//The solver here uses a randomized algorithm,
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//the randomness serves no real security purpose but is just
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//needed to prevent degenerate behavior and it is important
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//that the rng is fast. We do not use a constant random sequence,
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//because there may be some privacy improvement by making
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//the selection random.
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if (nPass == 0 ? insecure_rand.randbool() : !vfIncluded[i])
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{
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nTotal += vValue[i].txout.nValue;
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vfIncluded[i] = true;
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if (nTotal >= nTargetValue)
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{
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fReachedTarget = true;
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if (nTotal < nBest)
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{
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nBest = nTotal;
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vfBest = vfIncluded;
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}
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nTotal -= vValue[i].txout.nValue;
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vfIncluded[i] = false;
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}
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}
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}
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}
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}
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}
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bool KnapsackSolver(const CAmount& nTargetValue, std::vector<CInputCoin>& vCoins, std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet)
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{
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setCoinsRet.clear();
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nValueRet = 0;
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// List of values less than target
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boost::optional<CInputCoin> coinLowestLarger;
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std::vector<CInputCoin> vValue;
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CAmount nTotalLower = 0;
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random_shuffle(vCoins.begin(), vCoins.end(), GetRandInt);
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for (const CInputCoin &coin : vCoins)
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{
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if (coin.txout.nValue == nTargetValue)
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{
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setCoinsRet.insert(coin);
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nValueRet += coin.txout.nValue;
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return true;
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}
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else if (coin.txout.nValue < nTargetValue + MIN_CHANGE)
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{
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vValue.push_back(coin);
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nTotalLower += coin.txout.nValue;
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}
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else if (!coinLowestLarger || coin.txout.nValue < coinLowestLarger->txout.nValue)
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{
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coinLowestLarger = coin;
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}
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}
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if (nTotalLower == nTargetValue)
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{
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for (const auto& input : vValue)
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{
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setCoinsRet.insert(input);
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nValueRet += input.txout.nValue;
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}
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return true;
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}
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if (nTotalLower < nTargetValue)
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{
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if (!coinLowestLarger)
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return false;
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setCoinsRet.insert(coinLowestLarger.get());
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nValueRet += coinLowestLarger->txout.nValue;
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return true;
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}
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// Solve subset sum by stochastic approximation
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std::sort(vValue.begin(), vValue.end(), descending);
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std::vector<char> vfBest;
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CAmount nBest;
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ApproximateBestSubset(vValue, nTotalLower, nTargetValue, vfBest, nBest);
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if (nBest != nTargetValue && nTotalLower >= nTargetValue + MIN_CHANGE)
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ApproximateBestSubset(vValue, nTotalLower, nTargetValue + MIN_CHANGE, vfBest, nBest);
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// If we have a bigger coin and (either the stochastic approximation didn't find a good solution,
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// or the next bigger coin is closer), return the bigger coin
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if (coinLowestLarger &&
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((nBest != nTargetValue && nBest < nTargetValue + MIN_CHANGE) || coinLowestLarger->txout.nValue <= nBest))
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{
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setCoinsRet.insert(coinLowestLarger.get());
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nValueRet += coinLowestLarger->txout.nValue;
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}
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else {
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for (unsigned int i = 0; i < vValue.size(); i++)
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if (vfBest[i])
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{
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setCoinsRet.insert(vValue[i]);
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nValueRet += vValue[i].txout.nValue;
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}
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if (LogAcceptCategory(BCLog::SELECTCOINS)) {
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LogPrint(BCLog::SELECTCOINS, "SelectCoins() best subset: ");
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for (unsigned int i = 0; i < vValue.size(); i++) {
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if (vfBest[i]) {
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LogPrint(BCLog::SELECTCOINS, "%s ", FormatMoney(vValue[i].txout.nValue));
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}
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}
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LogPrint(BCLog::SELECTCOINS, "total %s\n", FormatMoney(nBest));
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}
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}
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return true;
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}
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@ -49,4 +49,6 @@ public:
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bool SelectCoinsBnB(std::vector<CInputCoin>& utxo_pool, const CAmount& target_value, const CAmount& cost_of_change, std::set<CInputCoin>& out_set, CAmount& value_ret, CAmount not_input_fees);
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// Original coin selection algorithm as a fallback
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bool KnapsackSolver(const CAmount& nTargetValue, std::vector<CInputCoin>& vCoins, std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet);
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#endif // BITCOIN_COINSELECTION_H
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@ -2438,52 +2438,6 @@ const CTxOut& CWallet::FindNonChangeParentOutput(const CTransaction& tx, int out
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return ptx->vout[n];
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}
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static void ApproximateBestSubset(const std::vector<CInputCoin>& vValue, const CAmount& nTotalLower, const CAmount& nTargetValue,
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std::vector<char>& vfBest, CAmount& nBest, int iterations = 1000)
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{
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std::vector<char> vfIncluded;
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vfBest.assign(vValue.size(), true);
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nBest = nTotalLower;
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FastRandomContext insecure_rand;
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for (int nRep = 0; nRep < iterations && nBest != nTargetValue; nRep++)
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{
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vfIncluded.assign(vValue.size(), false);
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CAmount nTotal = 0;
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bool fReachedTarget = false;
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for (int nPass = 0; nPass < 2 && !fReachedTarget; nPass++)
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{
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for (unsigned int i = 0; i < vValue.size(); i++)
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{
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//The solver here uses a randomized algorithm,
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//the randomness serves no real security purpose but is just
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//needed to prevent degenerate behavior and it is important
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//that the rng is fast. We do not use a constant random sequence,
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//because there may be some privacy improvement by making
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//the selection random.
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if (nPass == 0 ? insecure_rand.randbool() : !vfIncluded[i])
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{
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nTotal += vValue[i].txout.nValue;
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vfIncluded[i] = true;
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if (nTotal >= nTargetValue)
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{
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fReachedTarget = true;
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if (nTotal < nBest)
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{
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nBest = nTotal;
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vfBest = vfIncluded;
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}
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nTotal -= vValue[i].txout.nValue;
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vfIncluded[i] = false;
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}
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}
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}
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}
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}
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}
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bool CWallet::OutputEligibleForSpending(const COutput& output, const CoinEligibilityFilter& eligibilty_filter) const
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{
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if (!output.fSpendable)
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@ -2504,94 +2458,16 @@ bool CWallet::SelectCoinsMinConf(const CAmount& nTargetValue, const CoinEligibil
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setCoinsRet.clear();
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nValueRet = 0;
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// List of values less than target
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boost::optional<CInputCoin> coinLowestLarger;
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std::vector<CInputCoin> vValue;
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CAmount nTotalLower = 0;
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random_shuffle(vCoins.begin(), vCoins.end(), GetRandInt);
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std::vector<CInputCoin> utxo_pool;
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for (const COutput &output : vCoins)
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{
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if (!OutputEligibleForSpending(output, eligibilty_filter))
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continue;
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CInputCoin coin = CInputCoin(output.tx->tx, output.i);
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if (coin.txout.nValue == nTargetValue)
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{
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setCoinsRet.insert(coin);
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nValueRet += coin.txout.nValue;
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return true;
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}
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else if (coin.txout.nValue < nTargetValue + MIN_CHANGE)
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{
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vValue.push_back(coin);
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nTotalLower += coin.txout.nValue;
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}
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else if (!coinLowestLarger || coin.txout.nValue < coinLowestLarger->txout.nValue)
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{
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coinLowestLarger = coin;
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}
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utxo_pool.push_back(coin);
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}
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if (nTotalLower == nTargetValue)
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{
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for (const auto& input : vValue)
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{
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setCoinsRet.insert(input);
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nValueRet += input.txout.nValue;
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}
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return true;
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}
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if (nTotalLower < nTargetValue)
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{
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if (!coinLowestLarger)
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return false;
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setCoinsRet.insert(coinLowestLarger.get());
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nValueRet += coinLowestLarger->txout.nValue;
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return true;
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}
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// Solve subset sum by stochastic approximation
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std::sort(vValue.begin(), vValue.end(), CompareValueOnly());
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std::reverse(vValue.begin(), vValue.end());
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std::vector<char> vfBest;
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CAmount nBest;
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ApproximateBestSubset(vValue, nTotalLower, nTargetValue, vfBest, nBest);
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if (nBest != nTargetValue && nTotalLower >= nTargetValue + MIN_CHANGE)
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ApproximateBestSubset(vValue, nTotalLower, nTargetValue + MIN_CHANGE, vfBest, nBest);
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// If we have a bigger coin and (either the stochastic approximation didn't find a good solution,
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// or the next bigger coin is closer), return the bigger coin
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if (coinLowestLarger &&
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((nBest != nTargetValue && nBest < nTargetValue + MIN_CHANGE) || coinLowestLarger->txout.nValue <= nBest))
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{
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setCoinsRet.insert(coinLowestLarger.get());
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nValueRet += coinLowestLarger->txout.nValue;
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}
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else {
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for (unsigned int i = 0; i < vValue.size(); i++)
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if (vfBest[i])
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{
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setCoinsRet.insert(vValue[i]);
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nValueRet += vValue[i].txout.nValue;
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}
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if (LogAcceptCategory(BCLog::SELECTCOINS)) {
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LogPrint(BCLog::SELECTCOINS, "SelectCoins() best subset: ");
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for (unsigned int i = 0; i < vValue.size(); i++) {
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if (vfBest[i]) {
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LogPrint(BCLog::SELECTCOINS, "%s ", FormatMoney(vValue[i].txout.nValue));
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}
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}
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LogPrint(BCLog::SELECTCOINS, "total %s\n", FormatMoney(nBest));
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}
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}
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return true;
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return KnapsackSolver(nTargetValue, utxo_pool, setCoinsRet, nValueRet);
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}
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bool CWallet::SelectCoins(const std::vector<COutput>& vAvailableCoins, const CAmount& nTargetValue, std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet, const CCoinControl* coinControl) const
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