coin selection: BnB, don't return selection if exceeds max allowed tx weight

This commit is contained in:
furszy
2022-12-18 20:16:19 -03:00
parent d3a1c098e4
commit 2d112584e3
6 changed files with 23 additions and 7 deletions

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@@ -5,6 +5,7 @@
#include <bench/bench.h>
#include <interfaces/chain.h>
#include <node/context.h>
#include <policy/policy.h>
#include <wallet/coinselection.h>
#include <wallet/spend.h>
#include <wallet/wallet.h>
@@ -115,7 +116,7 @@ static void BnBExhaustion(benchmark::Bench& bench)
bench.run([&] {
// Benchmark
CAmount target = make_hard_case(17, utxo_pool);
SelectCoinsBnB(utxo_pool, target, 0); // Should exhaust
SelectCoinsBnB(utxo_pool, target, 0, MAX_STANDARD_TX_WEIGHT); // Should exhaust
// Cleanup
utxo_pool.clear();

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@@ -71,11 +71,13 @@ struct {
static const size_t TOTAL_TRIES = 100000;
util::Result<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change)
util::Result<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change,
int max_weight)
{
SelectionResult result(selection_target, SelectionAlgorithm::BNB);
CAmount curr_value = 0;
std::vector<size_t> curr_selection; // selected utxo indexes
int curr_selection_weight = 0; // sum of selected utxo weight
// Calculate curr_available_value
CAmount curr_available_value = 0;
@@ -97,6 +99,7 @@ util::Result<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool
CAmount best_waste = MAX_MONEY;
bool is_feerate_high = utxo_pool.at(0).fee > utxo_pool.at(0).long_term_fee;
bool max_tx_weight_exceeded = false;
// Depth First search loop for choosing the UTXOs
for (size_t curr_try = 0, utxo_pool_index = 0; curr_try < TOTAL_TRIES; ++curr_try, ++utxo_pool_index) {
@@ -106,6 +109,9 @@ util::Result<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool
curr_value > selection_target + cost_of_change || // Selected value is out of range, go back and try other branch
(curr_waste > best_waste && is_feerate_high)) { // Don't select things which we know will be more wasteful if the waste is increasing
backtrack = true;
} else if (curr_selection_weight > max_weight) { // Exceeding weight for standard tx, cannot find more solutions by adding more inputs
max_tx_weight_exceeded = true; // at least one selection attempt exceeded the max weight
backtrack = true;
} else if (curr_value >= selection_target) { // Selected value is within range
curr_waste += (curr_value - selection_target); // This is the excess value which is added to the waste for the below comparison
// Adding another UTXO after this check could bring the waste down if the long term fee is higher than the current fee.
@@ -135,6 +141,7 @@ util::Result<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool
OutputGroup& utxo = utxo_pool.at(utxo_pool_index);
curr_value -= utxo.GetSelectionAmount();
curr_waste -= utxo.fee - utxo.long_term_fee;
curr_selection_weight -= utxo.m_weight;
curr_selection.pop_back();
} else { // Moving forwards, continuing down this branch
OutputGroup& utxo = utxo_pool.at(utxo_pool_index);
@@ -154,13 +161,14 @@ util::Result<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool
curr_selection.push_back(utxo_pool_index);
curr_value += utxo.GetSelectionAmount();
curr_waste += utxo.fee - utxo.long_term_fee;
curr_selection_weight += utxo.m_weight;
}
}
}
// Check for solution
if (best_selection.empty()) {
return util::Error();
return max_tx_weight_exceeded ? ErrorMaxWeightExceeded() : util::Error();
}
// Set output set

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@@ -409,7 +409,8 @@ public:
int GetWeight() const { return m_weight; }
};
util::Result<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change);
util::Result<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change,
int max_weight);
/** Select coins by Single Random Draw. OutputGroups are selected randomly from the eligible
* outputs until the target is satisfied

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@@ -566,7 +566,7 @@ util::Result<SelectionResult> ChooseSelectionResult(const CAmount& nTargetValue,
// Maximum allowed weight
int max_inputs_weight = MAX_STANDARD_TX_WEIGHT - (coin_selection_params.tx_noinputs_size * WITNESS_SCALE_FACTOR);
if (auto bnb_result{SelectCoinsBnB(groups.positive_group, nTargetValue, coin_selection_params.m_cost_of_change)}) {
if (auto bnb_result{SelectCoinsBnB(groups.positive_group, nTargetValue, coin_selection_params.m_cost_of_change, max_inputs_weight)}) {
results.push_back(*bnb_result);
} else append_error(bnb_result);

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@@ -87,7 +87,7 @@ static void add_coin(CoinsResult& available_coins, CWallet& wallet, const CAmoun
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});
}
// Helper
// Helpers
std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, const CAmount& nTargetValue,
CAmount change_target, FastRandomContext& rng)
{
@@ -95,6 +95,12 @@ std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups,
return res ? std::optional<SelectionResult>(*res) : std::nullopt;
}
std::optional<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change)
{
auto res{SelectCoinsBnB(utxo_pool, selection_target, cost_of_change, MAX_STANDARD_TX_WEIGHT)};
return res ? std::optional<SelectionResult>(*res) : std::nullopt;
}
/** Check if SelectionResult a is equivalent to SelectionResult b.
* Equivalent means same input values, but maybe different inputs (i.e. same value, different prevout) */
static bool EquivalentResult(const SelectionResult& a, const SelectionResult& b)

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@@ -88,7 +88,7 @@ FUZZ_TARGET(coinselection)
GroupCoins(fuzzed_data_provider, utxo_pool, coin_params, /*positive_only=*/false, group_all);
// Run coinselection algorithms
const auto result_bnb = SelectCoinsBnB(group_pos, target, cost_of_change);
const auto result_bnb = SelectCoinsBnB(group_pos, target, cost_of_change, MAX_STANDARD_TX_WEIGHT);
auto result_srd = SelectCoinsSRD(group_pos, target, fast_random_context, MAX_STANDARD_TX_WEIGHT);
if (result_srd) result_srd->ComputeAndSetWaste(cost_of_change, cost_of_change, 0);