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4fef534428
wallet: use GetChange() when computing waste (S3RK)87e0ef9031
wallet: use GetChange() in tx building (S3RK)15e97a6886
wallet: add SelectionResult::GetChange (S3RK)72cad28da0
wallet: calculate and store min_viable_change (S3RK)e3210a7225
wallet: account for preselected inputs in target (S3RK)f8e796348b
wallet: add SelectionResult::Merge (S3RK)06f558e4e2
wallet: accurate SelectionResult::m_target (S3RK)c8cf08ea74
wallet: ensure m_min_change_target always covers change fee (S3RK) Pull request description: Benefits: 1. more accurate waste calculation for knapsack. Waste calculation is now consistent with tx building code. Before we always assumed change for knapsack even when the solution is changeless4. 2. simpler tx building code. Only create change output when it's needed 3. makes it easier to correctly account for fees for CPFP inputs (should be done in a follow up) In the first three commits we fix the code to accurately track selection target in `SelectionResult::m_target` Then we introduce new variable `min_change` that represents the minimum viable change amount Then we introduce `SelectionResult::GetChange()` which incapsulates dropping change for fee logic and uses correct values of `SelectionResult::m_target` Then we use `SelectionResult::GetChange()` in both tx building and waste calculation code This PR is a refactoring and shouldn't change the behaviour. There is only one known small change (arguably a bug fix). Before we dropped change output if it's smaller than `cost_of_change` after paying change fees. This is incorrect as `cost_of_change` already includes `change_fee`. ACKs for top commit: achow101: ACK4fef534428
Xekyo: crACK4fef534428
furszy: Code review ACK4fef5344
w0xlt: ACK4fef534428
Tree-SHA512: 31a7455d4129bc39a444da0f16ad478d690d4d9627b2b8fdb5605facc6488171926bf02f5d7d9a545b2b59efafcf5bb3d404005e4da15c7b44b3f7d441afb941
926 lines
46 KiB
C++
926 lines
46 KiB
C++
// Copyright (c) 2017-2021 The Bitcoin Core developers
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// Distributed under the MIT software license, see the accompanying
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// file COPYING or http://www.opensource.org/licenses/mit-license.php.
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#include <consensus/amount.h>
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#include <node/context.h>
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#include <primitives/transaction.h>
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#include <random.h>
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#include <test/util/setup_common.h>
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#include <util/translation.h>
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#include <wallet/coincontrol.h>
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#include <wallet/coinselection.h>
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#include <wallet/spend.h>
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#include <wallet/test/wallet_test_fixture.h>
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#include <wallet/wallet.h>
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#include <algorithm>
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#include <boost/test/unit_test.hpp>
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#include <random>
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namespace wallet {
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BOOST_FIXTURE_TEST_SUITE(coinselector_tests, WalletTestingSetup)
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// how many times to run all the tests to have a chance to catch errors that only show up with particular random shuffles
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#define RUN_TESTS 100
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// some tests fail 1% of the time due to bad luck.
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// we repeat those tests this many times and only complain if all iterations of the test fail
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#define RANDOM_REPEATS 5
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typedef std::set<COutput> CoinSet;
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static const CoinEligibilityFilter filter_standard(1, 6, 0);
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static const CoinEligibilityFilter filter_confirmed(1, 1, 0);
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static const CoinEligibilityFilter filter_standard_extra(6, 6, 0);
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static int nextLockTime = 0;
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static void add_coin(const CAmount& nValue, int nInput, std::vector<COutput>& set)
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{
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CMutableTransaction tx;
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tx.vout.resize(nInput + 1);
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tx.vout[nInput].nValue = nValue;
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tx.nLockTime = nextLockTime++; // so all transactions get different hashes
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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);
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}
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static void add_coin(const CAmount& nValue, int nInput, SelectionResult& result)
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{
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CMutableTransaction tx;
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tx.vout.resize(nInput + 1);
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tx.vout[nInput].nValue = nValue;
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tx.nLockTime = nextLockTime++; // so all transactions get different hashes
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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);
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OutputGroup group;
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group.Insert(output, /*ancestors=*/ 0, /*descendants=*/ 0, /*positive_only=*/ true);
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result.AddInput(group);
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}
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static void add_coin(const CAmount& nValue, int nInput, CoinSet& set, CAmount fee = 0, CAmount long_term_fee = 0)
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{
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CMutableTransaction tx;
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tx.vout.resize(nInput + 1);
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tx.vout[nInput].nValue = nValue;
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tx.nLockTime = nextLockTime++; // so all transactions get different hashes
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COutput coin(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);
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coin.long_term_fee = long_term_fee;
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set.insert(coin);
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}
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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)
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{
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CMutableTransaction tx;
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tx.nLockTime = nextLockTime++; // so all transactions get different hashes
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tx.vout.resize(nInput + 1);
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tx.vout[nInput].nValue = nValue;
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if (spendable) {
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tx.vout[nInput].scriptPubKey = GetScriptForDestination(*Assert(wallet.GetNewDestination(OutputType::BECH32, "")));
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}
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uint256 txid = tx.GetHash();
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LOCK(wallet.cs_wallet);
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auto ret = wallet.mapWallet.emplace(std::piecewise_construct, std::forward_as_tuple(txid), std::forward_as_tuple(MakeTransactionRef(std::move(tx)), TxStateInactive{}));
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assert(ret.second);
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CWalletTx& wtx = (*ret.first).second;
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const auto& txout = wtx.tx->vout.at(nInput);
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available_coins.coins[OutputType::BECH32].emplace_back(COutPoint(wtx.GetHash(), nInput), txout, nAge, CalculateMaximumSignedInputSize(txout, &wallet, /*coin_control=*/nullptr), /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, wtx.GetTxTime(), fIsFromMe, feerate);
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}
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/** Check if SelectionResult a is equivalent to SelectionResult b.
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* Equivalent means same input values, but maybe different inputs (i.e. same value, different prevout) */
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static bool EquivalentResult(const SelectionResult& a, const SelectionResult& b)
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{
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std::vector<CAmount> a_amts;
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std::vector<CAmount> b_amts;
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for (const auto& coin : a.GetInputSet()) {
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a_amts.push_back(coin.txout.nValue);
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}
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for (const auto& coin : b.GetInputSet()) {
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b_amts.push_back(coin.txout.nValue);
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}
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std::sort(a_amts.begin(), a_amts.end());
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std::sort(b_amts.begin(), b_amts.end());
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std::pair<std::vector<CAmount>::iterator, std::vector<CAmount>::iterator> ret = std::mismatch(a_amts.begin(), a_amts.end(), b_amts.begin());
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return ret.first == a_amts.end() && ret.second == b_amts.end();
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}
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/** Check if this selection is equal to another one. Equal means same inputs (i.e same value and prevout) */
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static bool EqualResult(const SelectionResult& a, const SelectionResult& b)
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{
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std::pair<CoinSet::iterator, CoinSet::iterator> ret = std::mismatch(a.GetInputSet().begin(), a.GetInputSet().end(), b.GetInputSet().begin(),
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[](const COutput& a, const COutput& b) {
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return a.outpoint == b.outpoint;
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});
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return ret.first == a.GetInputSet().end() && ret.second == b.GetInputSet().end();
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}
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static CAmount make_hard_case(int utxos, std::vector<COutput>& utxo_pool)
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{
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utxo_pool.clear();
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CAmount target = 0;
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for (int i = 0; i < utxos; ++i) {
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target += (CAmount)1 << (utxos+i);
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add_coin((CAmount)1 << (utxos+i), 2*i, utxo_pool);
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add_coin(((CAmount)1 << (utxos+i)) + ((CAmount)1 << (utxos-1-i)), 2*i + 1, utxo_pool);
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}
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return target;
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}
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inline std::vector<OutputGroup>& GroupCoins(const std::vector<COutput>& available_coins)
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{
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static std::vector<OutputGroup> static_groups;
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static_groups.clear();
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for (auto& coin : available_coins) {
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static_groups.emplace_back();
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static_groups.back().Insert(coin, /*ancestors=*/ 0, /*descendants=*/ 0, /*positive_only=*/ false);
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}
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return static_groups;
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}
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inline std::vector<OutputGroup>& KnapsackGroupOutputs(const std::vector<COutput>& available_coins, CWallet& wallet, const CoinEligibilityFilter& filter)
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{
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FastRandomContext rand{};
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CoinSelectionParams coin_selection_params{
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rand,
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/*change_output_size=*/ 0,
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/*change_spend_size=*/ 0,
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/*min_change_target=*/ CENT,
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/*effective_feerate=*/ CFeeRate(0),
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/*long_term_feerate=*/ CFeeRate(0),
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/*discard_feerate=*/ CFeeRate(0),
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/*tx_noinputs_size=*/ 0,
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/*avoid_partial=*/ false,
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};
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static std::vector<OutputGroup> static_groups;
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static_groups = GroupOutputs(wallet, available_coins, coin_selection_params, filter, /*positive_only=*/false);
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return static_groups;
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}
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// Branch and bound coin selection tests
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BOOST_AUTO_TEST_CASE(bnb_search_test)
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{
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FastRandomContext rand{};
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// Setup
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std::vector<COutput> utxo_pool;
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SelectionResult expected_result(CAmount(0), SelectionAlgorithm::BNB);
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/////////////////////////
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// Known Outcome tests //
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/////////////////////////
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// Empty utxo pool
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BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT));
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// Add utxos
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add_coin(1 * CENT, 1, utxo_pool);
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add_coin(2 * CENT, 2, utxo_pool);
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add_coin(3 * CENT, 3, utxo_pool);
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add_coin(4 * CENT, 4, utxo_pool);
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// Select 1 Cent
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add_coin(1 * CENT, 1, expected_result);
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const auto result1 = SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT);
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BOOST_CHECK(result1);
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BOOST_CHECK(EquivalentResult(expected_result, *result1));
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BOOST_CHECK_EQUAL(result1->GetSelectedValue(), 1 * CENT);
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expected_result.Clear();
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// Select 2 Cent
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add_coin(2 * CENT, 2, expected_result);
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const auto result2 = SelectCoinsBnB(GroupCoins(utxo_pool), 2 * CENT, 0.5 * CENT);
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BOOST_CHECK(result2);
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BOOST_CHECK(EquivalentResult(expected_result, *result2));
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BOOST_CHECK_EQUAL(result2->GetSelectedValue(), 2 * CENT);
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expected_result.Clear();
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// Select 5 Cent
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add_coin(3 * CENT, 3, expected_result);
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add_coin(2 * CENT, 2, expected_result);
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const auto result3 = SelectCoinsBnB(GroupCoins(utxo_pool), 5 * CENT, 0.5 * CENT);
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BOOST_CHECK(result3);
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BOOST_CHECK(EquivalentResult(expected_result, *result3));
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BOOST_CHECK_EQUAL(result3->GetSelectedValue(), 5 * CENT);
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expected_result.Clear();
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// Select 11 Cent, not possible
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BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 11 * CENT, 0.5 * CENT));
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expected_result.Clear();
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// Cost of change is greater than the difference between target value and utxo sum
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add_coin(1 * CENT, 1, expected_result);
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const auto result4 = SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0.5 * CENT);
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BOOST_CHECK(result4);
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BOOST_CHECK_EQUAL(result4->GetSelectedValue(), 1 * CENT);
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BOOST_CHECK(EquivalentResult(expected_result, *result4));
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expected_result.Clear();
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// Cost of change is less than the difference between target value and utxo sum
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BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0));
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expected_result.Clear();
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// Select 10 Cent
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add_coin(5 * CENT, 5, utxo_pool);
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add_coin(4 * CENT, 4, expected_result);
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add_coin(3 * CENT, 3, expected_result);
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add_coin(2 * CENT, 2, expected_result);
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add_coin(1 * CENT, 1, expected_result);
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const auto result5 = SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 0.5 * CENT);
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BOOST_CHECK(result5);
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BOOST_CHECK(EquivalentResult(expected_result, *result5));
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BOOST_CHECK_EQUAL(result5->GetSelectedValue(), 10 * CENT);
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expected_result.Clear();
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// Negative effective value
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// Select 10 Cent but have 1 Cent not be possible because too small
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add_coin(5 * CENT, 5, expected_result);
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add_coin(3 * CENT, 3, expected_result);
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add_coin(2 * CENT, 2, expected_result);
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const auto result6 = SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 5000);
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BOOST_CHECK(result6);
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BOOST_CHECK_EQUAL(result6->GetSelectedValue(), 10 * CENT);
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// FIXME: this test is redundant with the above, because 1 Cent is selected, not "too small"
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// BOOST_CHECK(EquivalentResult(expected_result, *result));
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// Select 0.25 Cent, not possible
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BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.25 * CENT, 0.5 * CENT));
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expected_result.Clear();
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// Iteration exhaustion test
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CAmount target = make_hard_case(17, utxo_pool);
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BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), target, 1)); // Should exhaust
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target = make_hard_case(14, utxo_pool);
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const auto result7 = SelectCoinsBnB(GroupCoins(utxo_pool), target, 1); // Should not exhaust
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BOOST_CHECK(result7);
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// Test same value early bailout optimization
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utxo_pool.clear();
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add_coin(7 * CENT, 7, expected_result);
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add_coin(7 * CENT, 7, expected_result);
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add_coin(7 * CENT, 7, expected_result);
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add_coin(7 * CENT, 7, expected_result);
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add_coin(2 * CENT, 7, expected_result);
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add_coin(7 * CENT, 7, utxo_pool);
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add_coin(7 * CENT, 7, utxo_pool);
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add_coin(7 * CENT, 7, utxo_pool);
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add_coin(7 * CENT, 7, utxo_pool);
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add_coin(2 * CENT, 7, utxo_pool);
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for (int i = 0; i < 50000; ++i) {
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add_coin(5 * CENT, 7, utxo_pool);
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}
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const auto result8 = SelectCoinsBnB(GroupCoins(utxo_pool), 30 * CENT, 5000);
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BOOST_CHECK(result8);
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BOOST_CHECK_EQUAL(result8->GetSelectedValue(), 30 * CENT);
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BOOST_CHECK(EquivalentResult(expected_result, *result8));
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////////////////////
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// Behavior tests //
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////////////////////
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// Select 1 Cent with pool of only greater than 5 Cent
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utxo_pool.clear();
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for (int i = 5; i <= 20; ++i) {
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add_coin(i * CENT, i, utxo_pool);
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}
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// Run 100 times, to make sure it is never finding a solution
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for (int i = 0; i < 100; ++i) {
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BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 2 * CENT));
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}
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// Make sure that effective value is working in AttemptSelection when BnB is used
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CoinSelectionParams coin_selection_params_bnb{
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rand,
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/*change_output_size=*/ 31,
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/*change_spend_size=*/ 68,
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/*min_change_target=*/ 0,
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/*effective_feerate=*/ CFeeRate(3000),
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/*long_term_feerate=*/ CFeeRate(1000),
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/*discard_feerate=*/ CFeeRate(1000),
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/*tx_noinputs_size=*/ 0,
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/*avoid_partial=*/ false,
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};
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coin_selection_params_bnb.m_change_fee = coin_selection_params_bnb.m_effective_feerate.GetFee(coin_selection_params_bnb.change_output_size);
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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;
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coin_selection_params_bnb.min_viable_change = coin_selection_params_bnb.m_effective_feerate.GetFee(coin_selection_params_bnb.change_spend_size);
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{
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std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), "", m_args, CreateMockWalletDatabase());
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wallet->LoadWallet();
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LOCK(wallet->cs_wallet);
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wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
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wallet->SetupDescriptorScriptPubKeyMans();
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CoinsResult available_coins;
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add_coin(available_coins, *wallet, 1, coin_selection_params_bnb.m_effective_feerate);
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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
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BOOST_CHECK(!SelectCoinsBnB(GroupCoins(available_coins.All()), 1 * CENT, coin_selection_params_bnb.m_cost_of_change));
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// Test fees subtracted from output:
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available_coins.Clear();
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add_coin(available_coins, *wallet, 1 * CENT, coin_selection_params_bnb.m_effective_feerate);
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available_coins.All().at(0).input_bytes = 40;
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coin_selection_params_bnb.m_subtract_fee_outputs = true;
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const auto result9 = SelectCoinsBnB(GroupCoins(available_coins.All()), 1 * CENT, coin_selection_params_bnb.m_cost_of_change);
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BOOST_CHECK(result9);
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BOOST_CHECK_EQUAL(result9->GetSelectedValue(), 1 * CENT);
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}
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{
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std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), "", m_args, CreateMockWalletDatabase());
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wallet->LoadWallet();
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LOCK(wallet->cs_wallet);
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wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
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wallet->SetupDescriptorScriptPubKeyMans();
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CoinsResult available_coins;
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add_coin(available_coins, *wallet, 5 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
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add_coin(available_coins, *wallet, 3 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
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add_coin(available_coins, *wallet, 2 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
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CCoinControl coin_control;
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coin_control.m_allow_other_inputs = true;
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coin_control.Select(available_coins.All().at(0).outpoint);
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coin_selection_params_bnb.m_effective_feerate = CFeeRate(0);
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const auto result10 = SelectCoins(*wallet, available_coins, 10 * CENT, coin_control, coin_selection_params_bnb);
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BOOST_CHECK(result10);
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}
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{
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std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), "", m_args, CreateMockWalletDatabase());
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wallet->LoadWallet();
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LOCK(wallet->cs_wallet);
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wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
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wallet->SetupDescriptorScriptPubKeyMans();
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CoinsResult available_coins;
|
|
|
|
// single coin should be selected when effective fee > long term fee
|
|
coin_selection_params_bnb.m_effective_feerate = CFeeRate(5000);
|
|
coin_selection_params_bnb.m_long_term_feerate = CFeeRate(3000);
|
|
|
|
add_coin(available_coins, *wallet, 10 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
|
|
add_coin(available_coins, *wallet, 9 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
|
|
add_coin(available_coins, *wallet, 1 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
|
|
|
|
expected_result.Clear();
|
|
add_coin(10 * CENT, 2, expected_result);
|
|
CCoinControl coin_control;
|
|
const auto result11 = SelectCoins(*wallet, available_coins, 10 * CENT, coin_control, coin_selection_params_bnb);
|
|
BOOST_CHECK(EquivalentResult(expected_result, *result11));
|
|
available_coins.Clear();
|
|
|
|
// more coins should be selected when effective fee < long term fee
|
|
coin_selection_params_bnb.m_effective_feerate = CFeeRate(3000);
|
|
coin_selection_params_bnb.m_long_term_feerate = CFeeRate(5000);
|
|
|
|
add_coin(available_coins, *wallet, 10 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
|
|
add_coin(available_coins, *wallet, 9 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
|
|
add_coin(available_coins, *wallet, 1 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
|
|
|
|
expected_result.Clear();
|
|
add_coin(9 * CENT, 2, expected_result);
|
|
add_coin(1 * CENT, 2, expected_result);
|
|
const auto result12 = SelectCoins(*wallet, available_coins, 10 * CENT, coin_control, coin_selection_params_bnb);
|
|
BOOST_CHECK(EquivalentResult(expected_result, *result12));
|
|
available_coins.Clear();
|
|
|
|
// pre selected coin should be selected even if disadvantageous
|
|
coin_selection_params_bnb.m_effective_feerate = CFeeRate(5000);
|
|
coin_selection_params_bnb.m_long_term_feerate = CFeeRate(3000);
|
|
|
|
add_coin(available_coins, *wallet, 10 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
|
|
add_coin(available_coins, *wallet, 9 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
|
|
add_coin(available_coins, *wallet, 1 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
|
|
|
|
expected_result.Clear();
|
|
add_coin(9 * CENT, 2, expected_result);
|
|
add_coin(1 * CENT, 2, expected_result);
|
|
coin_control.m_allow_other_inputs = true;
|
|
coin_control.Select(available_coins.All().at(1).outpoint); // pre select 9 coin
|
|
const auto result13 = SelectCoins(*wallet, available_coins, 10 * CENT, coin_control, coin_selection_params_bnb);
|
|
BOOST_CHECK(EquivalentResult(expected_result, *result13));
|
|
}
|
|
}
|
|
|
|
BOOST_AUTO_TEST_CASE(knapsack_solver_test)
|
|
{
|
|
FastRandomContext rand{};
|
|
const auto temp1{[&rand](std::vector<OutputGroup>& g, const CAmount& v, CAmount c) { return KnapsackSolver(g, v, c, rand); }};
|
|
const auto KnapsackSolver{temp1};
|
|
std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), "", m_args, CreateMockWalletDatabase());
|
|
wallet->LoadWallet();
|
|
LOCK(wallet->cs_wallet);
|
|
wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
|
|
wallet->SetupDescriptorScriptPubKeyMans();
|
|
|
|
CoinsResult available_coins;
|
|
|
|
// test multiple times to allow for differences in the shuffle order
|
|
for (int i = 0; i < RUN_TESTS; i++)
|
|
{
|
|
available_coins.Clear();
|
|
|
|
// with an empty wallet we can't even pay one cent
|
|
BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins.All(), *wallet, filter_standard), 1 * CENT, CENT));
|
|
|
|
add_coin(available_coins, *wallet, 1*CENT, CFeeRate(0), 4); // add a new 1 cent coin
|
|
|
|
// with a new 1 cent coin, we still can't find a mature 1 cent
|
|
BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins.All(), *wallet, filter_standard), 1 * CENT, CENT));
|
|
|
|
// but we can find a new 1 cent
|
|
const auto result1 = KnapsackSolver(KnapsackGroupOutputs(available_coins.All(), *wallet, filter_confirmed), 1 * CENT, CENT);
|
|
BOOST_CHECK(result1);
|
|
BOOST_CHECK_EQUAL(result1->GetSelectedValue(), 1 * CENT);
|
|
|
|
add_coin(available_coins, *wallet, 2*CENT); // add a mature 2 cent coin
|
|
|
|
// we can't make 3 cents of mature coins
|
|
BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins.All(), *wallet, filter_standard), 3 * CENT, CENT));
|
|
|
|
// we can make 3 cents of new coins
|
|
const auto result2 = KnapsackSolver(KnapsackGroupOutputs(available_coins.All(), *wallet, filter_confirmed), 3 * CENT, CENT);
|
|
BOOST_CHECK(result2);
|
|
BOOST_CHECK_EQUAL(result2->GetSelectedValue(), 3 * CENT);
|
|
|
|
add_coin(available_coins, *wallet, 5*CENT); // add a mature 5 cent coin,
|
|
add_coin(available_coins, *wallet, 10*CENT, CFeeRate(0), 3, true); // a new 10 cent coin sent from one of our own addresses
|
|
add_coin(available_coins, *wallet, 20*CENT); // and a mature 20 cent coin
|
|
|
|
// 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:
|
|
BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins.All(), *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
|
|
BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins.All(), *wallet, filter_standard_extra), 38 * CENT, CENT));
|
|
// but we can make 37 cents if we accept new coins from ourself
|
|
const auto result3 = KnapsackSolver(KnapsackGroupOutputs(available_coins.All(), *wallet, filter_standard), 37 * CENT, CENT);
|
|
BOOST_CHECK(result3);
|
|
BOOST_CHECK_EQUAL(result3->GetSelectedValue(), 37 * CENT);
|
|
// and we can make 38 cents if we accept all new coins
|
|
const auto result4 = KnapsackSolver(KnapsackGroupOutputs(available_coins.All(), *wallet, filter_confirmed), 38 * CENT, CENT);
|
|
BOOST_CHECK(result4);
|
|
BOOST_CHECK_EQUAL(result4->GetSelectedValue(), 38 * CENT);
|
|
|
|
// try making 34 cents from 1,2,5,10,20 - we can't do it exactly
|
|
const auto result5 = KnapsackSolver(KnapsackGroupOutputs(available_coins.All(), *wallet, filter_confirmed), 34 * CENT, CENT);
|
|
BOOST_CHECK(result5);
|
|
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)
|
|
|
|
// 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(available_coins.All(), *wallet, filter_confirmed), 7 * CENT, CENT);
|
|
BOOST_CHECK(result6);
|
|
BOOST_CHECK_EQUAL(result6->GetSelectedValue(), 7 * CENT);
|
|
BOOST_CHECK_EQUAL(result6->GetInputSet().size(), 2U);
|
|
|
|
// when we try making 8 cents, the smaller coins (1,2,5) are exactly enough.
|
|
const auto result7 = KnapsackSolver(KnapsackGroupOutputs(available_coins.All(), *wallet, filter_confirmed), 8 * CENT, CENT);
|
|
BOOST_CHECK(result7);
|
|
BOOST_CHECK(result7->GetSelectedValue() == 8 * CENT);
|
|
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)
|
|
const auto result8 = KnapsackSolver(KnapsackGroupOutputs(available_coins.All(), *wallet, filter_confirmed), 9 * CENT, CENT);
|
|
BOOST_CHECK(result8);
|
|
BOOST_CHECK_EQUAL(result8->GetSelectedValue(), 10 * CENT);
|
|
BOOST_CHECK_EQUAL(result8->GetInputSet().size(), 1U);
|
|
|
|
// now clear out the wallet and start again to test choosing between subsets of smaller coins and the next biggest coin
|
|
available_coins.Clear();
|
|
|
|
add_coin(available_coins, *wallet, 6*CENT);
|
|
add_coin(available_coins, *wallet, 7*CENT);
|
|
add_coin(available_coins, *wallet, 8*CENT);
|
|
add_coin(available_coins, *wallet, 20*CENT);
|
|
add_coin(available_coins, *wallet, 30*CENT); // now we have 6+7+8+20+30 = 71 cents total
|
|
|
|
// check that we have 71 and not 72
|
|
const auto result9 = KnapsackSolver(KnapsackGroupOutputs(available_coins.All(), *wallet, filter_confirmed), 71 * CENT, CENT);
|
|
BOOST_CHECK(result9);
|
|
BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins.All(), *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
|
|
const auto result10 = KnapsackSolver(KnapsackGroupOutputs(available_coins.All(), *wallet, filter_confirmed), 16 * CENT, CENT);
|
|
BOOST_CHECK(result10);
|
|
BOOST_CHECK_EQUAL(result10->GetSelectedValue(), 20 * CENT); // we should get 20 in one coin
|
|
BOOST_CHECK_EQUAL(result10->GetInputSet().size(), 1U);
|
|
|
|
add_coin(available_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
|
|
const auto result11 = KnapsackSolver(KnapsackGroupOutputs(available_coins.All(), *wallet, filter_confirmed), 16 * CENT, CENT);
|
|
BOOST_CHECK(result11);
|
|
BOOST_CHECK_EQUAL(result11->GetSelectedValue(), 18 * CENT); // we should get 18 in 3 coins
|
|
BOOST_CHECK_EQUAL(result11->GetInputSet().size(), 3U);
|
|
|
|
add_coin(available_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
|
|
const auto result12 = KnapsackSolver(KnapsackGroupOutputs(available_coins.All(), *wallet, filter_confirmed), 16 * CENT, CENT);
|
|
BOOST_CHECK(result12);
|
|
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
|
|
|
|
// now try making 11 cents. we should get 5+6
|
|
const auto result13 = KnapsackSolver(KnapsackGroupOutputs(available_coins.All(), *wallet, filter_confirmed), 11 * CENT, CENT);
|
|
BOOST_CHECK(result13);
|
|
BOOST_CHECK_EQUAL(result13->GetSelectedValue(), 11 * CENT);
|
|
BOOST_CHECK_EQUAL(result13->GetInputSet().size(), 2U);
|
|
|
|
// check that the smallest bigger coin is used
|
|
add_coin(available_coins, *wallet, 1*COIN);
|
|
add_coin(available_coins, *wallet, 2*COIN);
|
|
add_coin(available_coins, *wallet, 3*COIN);
|
|
add_coin(available_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(available_coins.All(), *wallet, filter_confirmed), 95 * CENT, CENT);
|
|
BOOST_CHECK(result14);
|
|
BOOST_CHECK_EQUAL(result14->GetSelectedValue(), 1 * COIN); // we should get 1 BTC in 1 coin
|
|
BOOST_CHECK_EQUAL(result14->GetInputSet().size(), 1U);
|
|
|
|
const auto result15 = KnapsackSolver(KnapsackGroupOutputs(available_coins.All(), *wallet, filter_confirmed), 195 * CENT, CENT);
|
|
BOOST_CHECK(result15);
|
|
BOOST_CHECK_EQUAL(result15->GetSelectedValue(), 2 * COIN); // we should get 2 BTC in 1 coin
|
|
BOOST_CHECK_EQUAL(result15->GetInputSet().size(), 1U);
|
|
|
|
// empty the wallet and start again, now with fractions of a cent, to test small change avoidance
|
|
|
|
available_coins.Clear();
|
|
add_coin(available_coins, *wallet, CENT * 1 / 10);
|
|
add_coin(available_coins, *wallet, CENT * 2 / 10);
|
|
add_coin(available_coins, *wallet, CENT * 3 / 10);
|
|
add_coin(available_coins, *wallet, CENT * 4 / 10);
|
|
add_coin(available_coins, *wallet, CENT * 5 / 10);
|
|
|
|
// try making 1 * CENT from the 1.5 * CENT
|
|
// we'll get change smaller than CENT whatever happens, so can expect CENT exactly
|
|
const auto result16 = KnapsackSolver(KnapsackGroupOutputs(available_coins.All(), *wallet, filter_confirmed), CENT, CENT);
|
|
BOOST_CHECK(result16);
|
|
BOOST_CHECK_EQUAL(result16->GetSelectedValue(), CENT);
|
|
|
|
// but if we add a bigger coin, small change is avoided
|
|
add_coin(available_coins, *wallet, 1111*CENT);
|
|
|
|
// try making 1 from 0.1 + 0.2 + 0.3 + 0.4 + 0.5 + 1111 = 1112.5
|
|
const auto result17 = KnapsackSolver(KnapsackGroupOutputs(available_coins.All(), *wallet, filter_confirmed), 1 * CENT, CENT);
|
|
BOOST_CHECK(result17);
|
|
BOOST_CHECK_EQUAL(result17->GetSelectedValue(), 1 * CENT); // we should get the exact amount
|
|
|
|
// if we add more small coins:
|
|
add_coin(available_coins, *wallet, CENT * 6 / 10);
|
|
add_coin(available_coins, *wallet, CENT * 7 / 10);
|
|
|
|
// and try again to make 1.0 * CENT
|
|
const auto result18 = KnapsackSolver(KnapsackGroupOutputs(available_coins.All(), *wallet, filter_confirmed), 1 * CENT, CENT);
|
|
BOOST_CHECK(result18);
|
|
BOOST_CHECK_EQUAL(result18->GetSelectedValue(), 1 * CENT); // we should get the exact amount
|
|
|
|
// 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
|
|
available_coins.Clear();
|
|
for (int j = 0; j < 20; j++)
|
|
add_coin(available_coins, *wallet, 50000 * COIN);
|
|
|
|
const auto result19 = KnapsackSolver(KnapsackGroupOutputs(available_coins.All(), *wallet, filter_confirmed), 500000 * COIN, CENT);
|
|
BOOST_CHECK(result19);
|
|
BOOST_CHECK_EQUAL(result19->GetSelectedValue(), 500000 * COIN); // we should get the exact amount
|
|
BOOST_CHECK_EQUAL(result19->GetInputSet().size(), 10U); // in ten coins
|
|
|
|
// 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
|
|
|
|
// sometimes it will fail, and so we use the next biggest coin:
|
|
available_coins.Clear();
|
|
add_coin(available_coins, *wallet, CENT * 5 / 10);
|
|
add_coin(available_coins, *wallet, CENT * 6 / 10);
|
|
add_coin(available_coins, *wallet, CENT * 7 / 10);
|
|
add_coin(available_coins, *wallet, 1111 * CENT);
|
|
const auto result20 = KnapsackSolver(KnapsackGroupOutputs(available_coins.All(), *wallet, filter_confirmed), 1 * CENT, CENT);
|
|
BOOST_CHECK(result20);
|
|
BOOST_CHECK_EQUAL(result20->GetSelectedValue(), 1111 * CENT); // we get the bigger coin
|
|
BOOST_CHECK_EQUAL(result20->GetInputSet().size(), 1U);
|
|
|
|
// but sometimes it's possible, and we use an exact subset (0.4 + 0.6 = 1.0)
|
|
available_coins.Clear();
|
|
add_coin(available_coins, *wallet, CENT * 4 / 10);
|
|
add_coin(available_coins, *wallet, CENT * 6 / 10);
|
|
add_coin(available_coins, *wallet, CENT * 8 / 10);
|
|
add_coin(available_coins, *wallet, 1111 * CENT);
|
|
const auto result21 = KnapsackSolver(KnapsackGroupOutputs(available_coins.All(), *wallet, filter_confirmed), CENT, CENT);
|
|
BOOST_CHECK(result21);
|
|
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
|
|
|
|
// test avoiding small change
|
|
available_coins.Clear();
|
|
add_coin(available_coins, *wallet, CENT * 5 / 100);
|
|
add_coin(available_coins, *wallet, CENT * 1);
|
|
add_coin(available_coins, *wallet, CENT * 100);
|
|
|
|
// trying to make 100.01 from these three coins
|
|
const auto result22 = KnapsackSolver(KnapsackGroupOutputs(available_coins.All(), *wallet, filter_confirmed), CENT * 10001 / 100, CENT);
|
|
BOOST_CHECK(result22);
|
|
BOOST_CHECK_EQUAL(result22->GetSelectedValue(), CENT * 10105 / 100); // we should get all coins
|
|
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
|
|
const auto result23 = KnapsackSolver(KnapsackGroupOutputs(available_coins.All(), *wallet, filter_confirmed), CENT * 9990 / 100, CENT);
|
|
BOOST_CHECK(result23);
|
|
BOOST_CHECK_EQUAL(result23->GetSelectedValue(), 101 * CENT);
|
|
BOOST_CHECK_EQUAL(result23->GetInputSet().size(), 2U);
|
|
}
|
|
|
|
// test with many inputs
|
|
for (CAmount amt=1500; amt < COIN; amt*=10) {
|
|
available_coins.Clear();
|
|
// Create 676 inputs (= (old MAX_STANDARD_TX_SIZE == 100000) / 148 bytes per input)
|
|
for (uint16_t j = 0; j < 676; j++)
|
|
add_coin(available_coins, *wallet, amt);
|
|
|
|
// 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++) {
|
|
const auto result24 = KnapsackSolver(KnapsackGroupOutputs(available_coins.All(), *wallet, filter_confirmed), 2000, CENT);
|
|
BOOST_CHECK(result24);
|
|
|
|
if (amt - 2000 < CENT) {
|
|
// needs more than one input:
|
|
uint16_t returnSize = std::ceil((2000.0 + CENT)/amt);
|
|
CAmount returnValue = amt * returnSize;
|
|
BOOST_CHECK_EQUAL(result24->GetSelectedValue(), returnValue);
|
|
BOOST_CHECK_EQUAL(result24->GetInputSet().size(), returnSize);
|
|
} else {
|
|
// one input is sufficient:
|
|
BOOST_CHECK_EQUAL(result24->GetSelectedValue(), amt);
|
|
BOOST_CHECK_EQUAL(result24->GetInputSet().size(), 1U);
|
|
}
|
|
}
|
|
}
|
|
|
|
// test randomness
|
|
{
|
|
available_coins.Clear();
|
|
for (int i2 = 0; i2 < 100; i2++)
|
|
add_coin(available_coins, *wallet, COIN);
|
|
|
|
// Again, 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++) {
|
|
// picking 50 from 100 coins doesn't depend on the shuffle,
|
|
// but does depend on randomness in the stochastic approximation code
|
|
const auto result25 = KnapsackSolver(GroupCoins(available_coins.All()), 50 * COIN, CENT);
|
|
BOOST_CHECK(result25);
|
|
const auto result26 = KnapsackSolver(GroupCoins(available_coins.All()), 50 * COIN, CENT);
|
|
BOOST_CHECK(result26);
|
|
BOOST_CHECK(!EqualResult(*result25, *result26));
|
|
|
|
int fails = 0;
|
|
for (int j = 0; j < RANDOM_REPEATS; j++)
|
|
{
|
|
// Test that the KnapsackSolver selects randomly from equivalent coins (same value and same input size).
|
|
// 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.
|
|
// To avoid that issue, run the test RANDOM_REPEATS times and only complain if all of them fail
|
|
const auto result27 = KnapsackSolver(GroupCoins(available_coins.All()), COIN, CENT);
|
|
BOOST_CHECK(result27);
|
|
const auto result28 = KnapsackSolver(GroupCoins(available_coins.All()), COIN, CENT);
|
|
BOOST_CHECK(result28);
|
|
if (EqualResult(*result27, *result28))
|
|
fails++;
|
|
}
|
|
BOOST_CHECK_NE(fails, RANDOM_REPEATS);
|
|
}
|
|
|
|
// add 75 cents in small change. not enough to make 90 cents,
|
|
// then try making 90 cents. there are multiple competing "smallest bigger" coins,
|
|
// one of which should be picked at random
|
|
add_coin(available_coins, *wallet, 5 * CENT);
|
|
add_coin(available_coins, *wallet, 10 * CENT);
|
|
add_coin(available_coins, *wallet, 15 * CENT);
|
|
add_coin(available_coins, *wallet, 20 * CENT);
|
|
add_coin(available_coins, *wallet, 25 * CENT);
|
|
|
|
for (int i = 0; i < RUN_TESTS; i++) {
|
|
int fails = 0;
|
|
for (int j = 0; j < RANDOM_REPEATS; j++)
|
|
{
|
|
const auto result29 = KnapsackSolver(GroupCoins(available_coins.All()), 90 * CENT, CENT);
|
|
BOOST_CHECK(result29);
|
|
const auto result30 = KnapsackSolver(GroupCoins(available_coins.All()), 90 * CENT, CENT);
|
|
BOOST_CHECK(result30);
|
|
if (EqualResult(*result29, *result30))
|
|
fails++;
|
|
}
|
|
BOOST_CHECK_NE(fails, RANDOM_REPEATS);
|
|
}
|
|
}
|
|
}
|
|
|
|
BOOST_AUTO_TEST_CASE(ApproximateBestSubset)
|
|
{
|
|
FastRandomContext rand{};
|
|
std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), "", m_args, CreateMockWalletDatabase());
|
|
wallet->LoadWallet();
|
|
LOCK(wallet->cs_wallet);
|
|
wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
|
|
wallet->SetupDescriptorScriptPubKeyMans();
|
|
|
|
CoinsResult available_coins;
|
|
|
|
// Test vValue sort order
|
|
for (int i = 0; i < 1000; i++)
|
|
add_coin(available_coins, *wallet, 1000 * COIN);
|
|
add_coin(available_coins, *wallet, 3 * COIN);
|
|
|
|
const auto result = KnapsackSolver(KnapsackGroupOutputs(available_coins.All(), *wallet, filter_standard), 1003 * COIN, CENT, rand);
|
|
BOOST_CHECK(result);
|
|
BOOST_CHECK_EQUAL(result->GetSelectedValue(), 1003 * COIN);
|
|
BOOST_CHECK_EQUAL(result->GetInputSet().size(), 2U);
|
|
}
|
|
|
|
// Tests that with the ideal conditions, the coin selector will always be able to find a solution that can pay the target value
|
|
BOOST_AUTO_TEST_CASE(SelectCoins_test)
|
|
{
|
|
std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), "", m_args, CreateMockWalletDatabase());
|
|
wallet->LoadWallet();
|
|
LOCK(wallet->cs_wallet);
|
|
wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
|
|
wallet->SetupDescriptorScriptPubKeyMans();
|
|
|
|
// Random generator stuff
|
|
std::default_random_engine generator;
|
|
std::exponential_distribution<double> distribution (100);
|
|
FastRandomContext rand;
|
|
|
|
// Run this test 100 times
|
|
for (int i = 0; i < 100; ++i)
|
|
{
|
|
CoinsResult available_coins;
|
|
CAmount balance{0};
|
|
|
|
// Make a wallet with 1000 exponentially distributed random inputs
|
|
for (int j = 0; j < 1000; ++j)
|
|
{
|
|
CAmount val = distribution(generator)*10000000;
|
|
add_coin(available_coins, *wallet, val);
|
|
balance += val;
|
|
}
|
|
|
|
// Generate a random fee rate in the range of 100 - 400
|
|
CFeeRate rate(rand.randrange(300) + 100);
|
|
|
|
// Generate a random target value between 1000 and wallet balance
|
|
CAmount target = rand.randrange(balance - 1000) + 1000;
|
|
|
|
// Perform selection
|
|
CoinSelectionParams cs_params{
|
|
rand,
|
|
/*change_output_size=*/ 34,
|
|
/*change_spend_size=*/ 148,
|
|
/*min_change_target=*/ CENT,
|
|
/*effective_feerate=*/ CFeeRate(0),
|
|
/*long_term_feerate=*/ CFeeRate(0),
|
|
/*discard_feerate=*/ CFeeRate(0),
|
|
/*tx_noinputs_size=*/ 0,
|
|
/*avoid_partial=*/ false,
|
|
};
|
|
cs_params.m_cost_of_change = 1;
|
|
cs_params.min_viable_change = 1;
|
|
CCoinControl cc;
|
|
const auto result = SelectCoins(*wallet, available_coins, target, cc, cs_params);
|
|
BOOST_CHECK(result);
|
|
BOOST_CHECK_GE(result->GetSelectedValue(), target);
|
|
}
|
|
}
|
|
|
|
BOOST_AUTO_TEST_CASE(waste_test)
|
|
{
|
|
CoinSet selection;
|
|
const CAmount fee{100};
|
|
const CAmount change_cost{125};
|
|
const CAmount fee_diff{40};
|
|
const CAmount in_amt{3 * COIN};
|
|
const CAmount target{2 * COIN};
|
|
const CAmount excess{in_amt - fee * 2 - target};
|
|
|
|
// Waste with change is the change cost and difference between fee and long term fee
|
|
add_coin(1 * COIN, 1, selection, fee, fee - fee_diff);
|
|
add_coin(2 * COIN, 2, selection, fee, fee - fee_diff);
|
|
const CAmount waste1 = GetSelectionWaste(selection, change_cost, target);
|
|
BOOST_CHECK_EQUAL(fee_diff * 2 + change_cost, waste1);
|
|
selection.clear();
|
|
|
|
// Waste without change is the excess and difference between fee and long term fee
|
|
add_coin(1 * COIN, 1, selection, fee, fee - fee_diff);
|
|
add_coin(2 * COIN, 2, selection, fee, fee - fee_diff);
|
|
const CAmount waste_nochange1 = GetSelectionWaste(selection, 0, target);
|
|
BOOST_CHECK_EQUAL(fee_diff * 2 + excess, waste_nochange1);
|
|
selection.clear();
|
|
|
|
// Waste with change and fee == long term fee is just cost of change
|
|
add_coin(1 * COIN, 1, selection, fee, fee);
|
|
add_coin(2 * COIN, 2, selection, fee, fee);
|
|
BOOST_CHECK_EQUAL(change_cost, GetSelectionWaste(selection, change_cost, target));
|
|
selection.clear();
|
|
|
|
// Waste without change and fee == long term fee is just the excess
|
|
add_coin(1 * COIN, 1, selection, fee, fee);
|
|
add_coin(2 * COIN, 2, selection, fee, fee);
|
|
BOOST_CHECK_EQUAL(excess, GetSelectionWaste(selection, 0, target));
|
|
selection.clear();
|
|
|
|
// Waste will be greater when fee is greater, but long term fee is the same
|
|
add_coin(1 * COIN, 1, selection, fee * 2, fee - fee_diff);
|
|
add_coin(2 * COIN, 2, selection, fee * 2, fee - fee_diff);
|
|
const CAmount waste2 = GetSelectionWaste(selection, change_cost, target);
|
|
BOOST_CHECK_GT(waste2, waste1);
|
|
selection.clear();
|
|
|
|
// Waste with change is the change cost and difference between fee and long term fee
|
|
// With long term fee greater than fee, waste should be less than when long term fee is less than fee
|
|
add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
|
|
add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
|
|
const CAmount waste3 = GetSelectionWaste(selection, change_cost, target);
|
|
BOOST_CHECK_EQUAL(fee_diff * -2 + change_cost, waste3);
|
|
BOOST_CHECK_LT(waste3, waste1);
|
|
selection.clear();
|
|
|
|
// Waste without change is the excess and difference between fee and long term fee
|
|
// With long term fee greater than fee, waste should be less than when long term fee is less than fee
|
|
add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
|
|
add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
|
|
const CAmount waste_nochange2 = GetSelectionWaste(selection, 0, target);
|
|
BOOST_CHECK_EQUAL(fee_diff * -2 + excess, waste_nochange2);
|
|
BOOST_CHECK_LT(waste_nochange2, waste_nochange1);
|
|
selection.clear();
|
|
|
|
// No Waste when fee == long_term_fee, no change, and no excess
|
|
add_coin(1 * COIN, 1, selection, fee, fee);
|
|
add_coin(2 * COIN, 2, selection, fee, fee);
|
|
const CAmount exact_target{in_amt - fee * 2};
|
|
BOOST_CHECK_EQUAL(0, GetSelectionWaste(selection, /*change_cost=*/0, exact_target));
|
|
selection.clear();
|
|
|
|
// No Waste when (fee - long_term_fee) == (-cost_of_change), and no excess
|
|
const CAmount new_change_cost{fee_diff * 2};
|
|
add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
|
|
add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
|
|
BOOST_CHECK_EQUAL(0, GetSelectionWaste(selection, new_change_cost, target));
|
|
selection.clear();
|
|
|
|
// No Waste when (fee - long_term_fee) == (-excess), no change cost
|
|
const CAmount new_target{in_amt - fee * 2 - fee_diff * 2};
|
|
add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
|
|
add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
|
|
BOOST_CHECK_EQUAL(0, GetSelectionWaste(selection, /*change_cost=*/ 0, new_target));
|
|
selection.clear();
|
|
|
|
// Negative waste when the long term fee is greater than the current fee and the selected value == target
|
|
const CAmount exact_target1{3 * COIN - 2 * fee};
|
|
const CAmount target_waste1{-2 * fee_diff}; // = (2 * fee) - (2 * (fee + fee_diff))
|
|
add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
|
|
add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
|
|
BOOST_CHECK_EQUAL(target_waste1, GetSelectionWaste(selection, /*change_cost=*/ 0, exact_target1));
|
|
selection.clear();
|
|
|
|
// Negative waste when the long term fee is greater than the current fee and change_cost < - (inputs * (fee - long_term_fee))
|
|
const CAmount large_fee_diff{90};
|
|
const CAmount target_waste2{-2 * large_fee_diff + change_cost}; // = (2 * fee) - (2 * (fee + large_fee_diff)) + change_cost
|
|
add_coin(1 * COIN, 1, selection, fee, fee + large_fee_diff);
|
|
add_coin(2 * COIN, 2, selection, fee, fee + large_fee_diff);
|
|
BOOST_CHECK_EQUAL(target_waste2, GetSelectionWaste(selection, change_cost, target));
|
|
}
|
|
|
|
BOOST_AUTO_TEST_CASE(effective_value_test)
|
|
{
|
|
const int input_bytes = 148;
|
|
const CFeeRate feerate(1000);
|
|
const CAmount nValue = 10000;
|
|
const int nInput = 0;
|
|
|
|
CMutableTransaction tx;
|
|
tx.vout.resize(1);
|
|
tx.vout[nInput].nValue = nValue;
|
|
|
|
// standard case, pass feerate in constructor
|
|
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);
|
|
const CAmount expected_ev1 = 9852; // 10000 - 148
|
|
BOOST_CHECK_EQUAL(output1.GetEffectiveValue(), expected_ev1);
|
|
|
|
// input bytes unknown (input_bytes = -1), pass feerate in constructor
|
|
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);
|
|
BOOST_CHECK_EQUAL(output2.GetEffectiveValue(), nValue); // The effective value should be equal to the absolute value if input_bytes is -1
|
|
|
|
// negative effective value, pass feerate in constructor
|
|
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));
|
|
const CAmount expected_ev3 = -4800; // 10000 - 14800
|
|
BOOST_CHECK_EQUAL(output3.GetEffectiveValue(), expected_ev3);
|
|
|
|
// standard case, pass fees in constructor
|
|
const CAmount fees = 148;
|
|
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);
|
|
BOOST_CHECK_EQUAL(output4.GetEffectiveValue(), expected_ev1);
|
|
|
|
// input bytes unknown (input_bytes = -1), pass fees in constructor
|
|
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);
|
|
BOOST_CHECK_EQUAL(output5.GetEffectiveValue(), nValue); // The effective value should be equal to the absolute value if input_bytes is -1
|
|
}
|
|
|
|
BOOST_AUTO_TEST_SUITE_END()
|
|
} // namespace wallet
|