coin selection: knapsack, select closest UTXO above target if result exceeds max tx size

The simplest scenario where this is useful is on the 'check_max_weight' unit test
already:

We create 1515 UTXOs with 0.033 BTC each, and 1 UTXO with 50 BTC. Then perform
Coin Selection.

As the selection of the 1515 small UTXOs exceeds the max allowed tx size, the
expectation here is to receive a selection result that only contain the big
UTXO (which is not happening for the reasons stated below).

As knapsack returns a result that exceeds the max allowed transaction size, we
fallback to SRD, which selects coins randomly up until the target is met. So
we end up with a selection result with lot more coins than what is needed.
This commit is contained in:
furszy
2022-12-18 10:28:59 -03:00
parent 1284223691
commit 6107ec2229
5 changed files with 45 additions and 7 deletions

View File

@@ -563,12 +563,18 @@ 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)}) {
results.push_back(*bnb_result);
} else append_error(bnb_result);
// As Knapsack and SRD can create change, also deduce change weight.
max_inputs_weight -= (coin_selection_params.change_output_size * WITNESS_SCALE_FACTOR);
// The knapsack solver has some legacy behavior where it will spend dust outputs. We retain this behavior, so don't filter for positive only here.
if (auto knapsack_result{KnapsackSolver(groups.mixed_group, nTargetValue, coin_selection_params.m_min_change_target, coin_selection_params.rng_fast)}) {
if (auto knapsack_result{KnapsackSolver(groups.mixed_group, nTargetValue, coin_selection_params.m_min_change_target, coin_selection_params.rng_fast, max_inputs_weight)}) {
knapsack_result->ComputeAndSetWaste(coin_selection_params.min_viable_change, coin_selection_params.m_cost_of_change, coin_selection_params.m_change_fee);
results.push_back(*knapsack_result);
} else append_error(knapsack_result);