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coin selection: BnB, don't return selection if exceeds max allowed tx weight
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@@ -5,6 +5,7 @@
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#include <bench/bench.h>
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#include <interfaces/chain.h>
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#include <node/context.h>
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#include <policy/policy.h>
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#include <wallet/coinselection.h>
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#include <wallet/spend.h>
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#include <wallet/wallet.h>
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@@ -115,7 +116,7 @@ static void BnBExhaustion(benchmark::Bench& bench)
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bench.run([&] {
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// Benchmark
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CAmount target = make_hard_case(17, utxo_pool);
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SelectCoinsBnB(utxo_pool, target, 0); // Should exhaust
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SelectCoinsBnB(utxo_pool, target, 0, MAX_STANDARD_TX_WEIGHT); // Should exhaust
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// Cleanup
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utxo_pool.clear();
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@@ -71,11 +71,13 @@ struct {
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static const size_t TOTAL_TRIES = 100000;
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util::Result<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change)
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util::Result<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change,
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int max_weight)
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{
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SelectionResult result(selection_target, SelectionAlgorithm::BNB);
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CAmount curr_value = 0;
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std::vector<size_t> curr_selection; // selected utxo indexes
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int curr_selection_weight = 0; // sum of selected utxo weight
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// Calculate curr_available_value
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CAmount curr_available_value = 0;
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@@ -97,6 +99,7 @@ util::Result<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool
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CAmount best_waste = MAX_MONEY;
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bool is_feerate_high = utxo_pool.at(0).fee > utxo_pool.at(0).long_term_fee;
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bool max_tx_weight_exceeded = false;
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// Depth First search loop for choosing the UTXOs
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for (size_t curr_try = 0, utxo_pool_index = 0; curr_try < TOTAL_TRIES; ++curr_try, ++utxo_pool_index) {
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@@ -106,6 +109,9 @@ util::Result<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool
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curr_value > selection_target + cost_of_change || // Selected value is out of range, go back and try other branch
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(curr_waste > best_waste && is_feerate_high)) { // Don't select things which we know will be more wasteful if the waste is increasing
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backtrack = true;
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} else if (curr_selection_weight > max_weight) { // Exceeding weight for standard tx, cannot find more solutions by adding more inputs
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max_tx_weight_exceeded = true; // at least one selection attempt exceeded the max weight
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backtrack = true;
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} else if (curr_value >= selection_target) { // Selected value is within range
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curr_waste += (curr_value - selection_target); // This is the excess value which is added to the waste for the below comparison
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// Adding another UTXO after this check could bring the waste down if the long term fee is higher than the current fee.
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@@ -135,6 +141,7 @@ util::Result<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool
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OutputGroup& utxo = utxo_pool.at(utxo_pool_index);
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curr_value -= utxo.GetSelectionAmount();
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curr_waste -= utxo.fee - utxo.long_term_fee;
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curr_selection_weight -= utxo.m_weight;
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curr_selection.pop_back();
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} else { // Moving forwards, continuing down this branch
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OutputGroup& utxo = utxo_pool.at(utxo_pool_index);
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@@ -154,13 +161,14 @@ util::Result<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool
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curr_selection.push_back(utxo_pool_index);
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curr_value += utxo.GetSelectionAmount();
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curr_waste += utxo.fee - utxo.long_term_fee;
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curr_selection_weight += utxo.m_weight;
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}
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}
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}
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// Check for solution
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if (best_selection.empty()) {
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return util::Error();
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return max_tx_weight_exceeded ? ErrorMaxWeightExceeded() : util::Error();
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}
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// Set output set
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@@ -409,7 +409,8 @@ public:
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int GetWeight() const { return m_weight; }
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};
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util::Result<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change);
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util::Result<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change,
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int max_weight);
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/** Select coins by Single Random Draw. OutputGroups are selected randomly from the eligible
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* outputs until the target is satisfied
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@@ -566,7 +566,7 @@ util::Result<SelectionResult> ChooseSelectionResult(const CAmount& nTargetValue,
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// Maximum allowed weight
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int max_inputs_weight = MAX_STANDARD_TX_WEIGHT - (coin_selection_params.tx_noinputs_size * WITNESS_SCALE_FACTOR);
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if (auto bnb_result{SelectCoinsBnB(groups.positive_group, nTargetValue, coin_selection_params.m_cost_of_change)}) {
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if (auto bnb_result{SelectCoinsBnB(groups.positive_group, nTargetValue, coin_selection_params.m_cost_of_change, max_inputs_weight)}) {
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results.push_back(*bnb_result);
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} else append_error(bnb_result);
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@@ -87,7 +87,7 @@ static void add_coin(CoinsResult& available_coins, CWallet& wallet, const CAmoun
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available_coins.Add(OutputType::BECH32, {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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// Helper
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// Helpers
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std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, const CAmount& nTargetValue,
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CAmount change_target, FastRandomContext& rng)
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{
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@@ -95,6 +95,12 @@ std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups,
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return res ? std::optional<SelectionResult>(*res) : std::nullopt;
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}
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std::optional<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change)
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{
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auto res{SelectCoinsBnB(utxo_pool, selection_target, cost_of_change, MAX_STANDARD_TX_WEIGHT)};
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return res ? std::optional<SelectionResult>(*res) : std::nullopt;
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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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@@ -88,7 +88,7 @@ FUZZ_TARGET(coinselection)
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GroupCoins(fuzzed_data_provider, utxo_pool, coin_params, /*positive_only=*/false, group_all);
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// Run coinselection algorithms
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const auto result_bnb = SelectCoinsBnB(group_pos, target, cost_of_change);
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const auto result_bnb = SelectCoinsBnB(group_pos, target, cost_of_change, MAX_STANDARD_TX_WEIGHT);
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auto result_srd = SelectCoinsSRD(group_pos, target, fast_random_context, MAX_STANDARD_TX_WEIGHT);
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if (result_srd) result_srd->ComputeAndSetWaste(cost_of_change, cost_of_change, 0);
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