From bf26e018de33216d6f0ed0d6ff822b93536f7cc1 Mon Sep 17 00:00:00 2001 From: Andrew Chow Date: Wed, 30 Oct 2019 18:41:13 -0400 Subject: [PATCH] Roll static tx fees into nValueToSelect instead of having it be separate The fees for transaction overhead and recipient outputs are now included in nTargetValue instead of being a separate parameter. For the coin selection algorithms, it doesn't matter that these are separate as in either case, the algorithm needs to select enough to cover these fees. Note that setting nValueToSelect is changed as it now includes not_input_fees. Without the change to how nValueToSelect is increased for KnapsackSolver, this would result in overpaying fees. The change to increase by the difference between nFeeRet and not_input_fees allows this to have the same behavior as previously. Additionally, because we assume that KnapsackSolver will always find a solution that requires change (we assume that BnB always finds a non-change solution), we also include the fee for the change output in KnapsackSolver's target. As part of this, we also use the changeless nFeeRet when iterating for KnapsackSolver. This is because we include the change fee when doing KnapsackSolver, so nFeeRet on further iterations won't include the change fee. --- src/bench/coin_selection.cpp | 3 +-- src/wallet/coinselection.cpp | 9 +++----- src/wallet/coinselection.h | 2 +- src/wallet/test/coinselector_tests.cpp | 29 +++++++++++++------------- src/wallet/wallet.cpp | 26 ++++++++++++++--------- 5 files changed, 35 insertions(+), 34 deletions(-) diff --git a/src/bench/coin_selection.cpp b/src/bench/coin_selection.cpp index 80acdec044a..b42939ffdce 100644 --- a/src/bench/coin_selection.cpp +++ b/src/bench/coin_selection.cpp @@ -101,12 +101,11 @@ static void BnBExhaustion(benchmark::Bench& bench) std::vector utxo_pool; CoinSet selection; CAmount value_ret = 0; - CAmount not_input_fees = 0; bench.run([&] { // Benchmark CAmount target = make_hard_case(17, utxo_pool); - SelectCoinsBnB(utxo_pool, target, 0, selection, value_ret, not_input_fees); // Should exhaust + SelectCoinsBnB(utxo_pool, target, 0, selection, value_ret); // Should exhaust // Cleanup utxo_pool.clear(); diff --git a/src/wallet/coinselection.cpp b/src/wallet/coinselection.cpp index 2228536f29b..db770f6a457 100644 --- a/src/wallet/coinselection.cpp +++ b/src/wallet/coinselection.cpp @@ -49,28 +49,25 @@ struct { * @param const std::vector& utxo_pool The set of UTXOs that we are choosing from. * These UTXOs will be sorted in descending order by effective value and the CInputCoins' * values are their effective values. - * @param const CAmount& target_value This is the value that we want to select. It is the lower + * @param const CAmount& selection_target This is the value that we want to select. It is the lower * bound of the range. * @param const CAmount& cost_of_change This is the cost of creating and spending a change output. - * This plus target_value is the upper bound of the range. + * This plus selection_target is the upper bound of the range. * @param std::set& out_set -> This is an output parameter for the set of CInputCoins * that have been selected. * @param CAmount& value_ret -> This is an output parameter for the total value of the CInputCoins * that were selected. - * @param CAmount not_input_fees -> The fees that need to be paid for the outputs and fixed size - * overhead (version, locktime, marker and flag) */ static const size_t TOTAL_TRIES = 100000; -bool SelectCoinsBnB(std::vector& utxo_pool, const CAmount& target_value, const CAmount& cost_of_change, std::set& out_set, CAmount& value_ret, CAmount not_input_fees) +bool SelectCoinsBnB(std::vector& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change, std::set& out_set, CAmount& value_ret) { out_set.clear(); CAmount curr_value = 0; std::vector curr_selection; // select the utxo at this index curr_selection.reserve(utxo_pool.size()); - CAmount selection_target = not_input_fees + target_value; // Calculate curr_available_value CAmount curr_available_value = 0; diff --git a/src/wallet/coinselection.h b/src/wallet/coinselection.h index 5645e6db460..af23178d047 100644 --- a/src/wallet/coinselection.h +++ b/src/wallet/coinselection.h @@ -120,7 +120,7 @@ struct OutputGroup bool EligibleForSpending(const CoinEligibilityFilter& eligibility_filter) const; }; -bool SelectCoinsBnB(std::vector& utxo_pool, const CAmount& target_value, const CAmount& cost_of_change, std::set& out_set, CAmount& value_ret, CAmount not_input_fees); +bool SelectCoinsBnB(std::vector& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change, std::set& out_set, CAmount& value_ret); // Original coin selection algorithm as a fallback bool KnapsackSolver(const CAmount& nTargetValue, std::vector& groups, std::set& setCoinsRet, CAmount& nValueRet); diff --git a/src/wallet/test/coinselector_tests.cpp b/src/wallet/test/coinselector_tests.cpp index 7eff6e592da..1a2454479d0 100644 --- a/src/wallet/test/coinselector_tests.cpp +++ b/src/wallet/test/coinselector_tests.cpp @@ -148,14 +148,13 @@ BOOST_AUTO_TEST_CASE(bnb_search_test) CoinSet selection; CoinSet actual_selection; CAmount value_ret = 0; - CAmount not_input_fees = 0; ///////////////////////// // Known Outcome tests // ///////////////////////// // Empty utxo pool - BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees)); + BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT, selection, value_ret)); selection.clear(); // Add utxos @@ -166,7 +165,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test) // Select 1 Cent add_coin(1 * CENT, 1, actual_selection); - BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees)); + BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT, selection, value_ret)); BOOST_CHECK(equal_sets(selection, actual_selection)); BOOST_CHECK_EQUAL(value_ret, 1 * CENT); actual_selection.clear(); @@ -174,7 +173,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test) // Select 2 Cent add_coin(2 * CENT, 2, actual_selection); - BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 2 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees)); + BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 2 * CENT, 0.5 * CENT, selection, value_ret)); BOOST_CHECK(equal_sets(selection, actual_selection)); BOOST_CHECK_EQUAL(value_ret, 2 * CENT); actual_selection.clear(); @@ -183,27 +182,27 @@ BOOST_AUTO_TEST_CASE(bnb_search_test) // Select 5 Cent add_coin(4 * CENT, 4, actual_selection); add_coin(1 * CENT, 1, actual_selection); - BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 5 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees)); + BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 5 * CENT, 0.5 * CENT, selection, value_ret)); BOOST_CHECK(equal_sets(selection, actual_selection)); BOOST_CHECK_EQUAL(value_ret, 5 * CENT); actual_selection.clear(); selection.clear(); // Select 11 Cent, not possible - BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 11 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees)); + BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 11 * CENT, 0.5 * CENT, selection, value_ret)); actual_selection.clear(); selection.clear(); // Cost of change is greater than the difference between target value and utxo sum add_coin(1 * CENT, 1, actual_selection); - BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees)); + BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0.5 * CENT, selection, value_ret)); BOOST_CHECK_EQUAL(value_ret, 1 * CENT); BOOST_CHECK(equal_sets(selection, actual_selection)); actual_selection.clear(); selection.clear(); // Cost of change is less than the difference between target value and utxo sum - BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0, selection, value_ret, not_input_fees)); + BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0, selection, value_ret)); actual_selection.clear(); selection.clear(); @@ -212,7 +211,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test) add_coin(5 * CENT, 5, actual_selection); add_coin(4 * CENT, 4, actual_selection); add_coin(1 * CENT, 1, actual_selection); - BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees)); + BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 0.5 * CENT, selection, value_ret)); BOOST_CHECK(equal_sets(selection, actual_selection)); BOOST_CHECK_EQUAL(value_ret, 10 * CENT); actual_selection.clear(); @@ -223,21 +222,21 @@ BOOST_AUTO_TEST_CASE(bnb_search_test) add_coin(5 * CENT, 5, actual_selection); add_coin(3 * CENT, 3, actual_selection); add_coin(2 * CENT, 2, actual_selection); - BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 5000, selection, value_ret, not_input_fees)); + BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 5000, selection, value_ret)); BOOST_CHECK_EQUAL(value_ret, 10 * CENT); // FIXME: this test is redundant with the above, because 1 Cent is selected, not "too small" // BOOST_CHECK(equal_sets(selection, actual_selection)); // Select 0.25 Cent, not possible - BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.25 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees)); + BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.25 * CENT, 0.5 * CENT, selection, value_ret)); actual_selection.clear(); selection.clear(); // Iteration exhaustion test CAmount target = make_hard_case(17, utxo_pool); - BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), target, 0, selection, value_ret, not_input_fees)); // Should exhaust + BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), target, 0, selection, value_ret)); // Should exhaust target = make_hard_case(14, utxo_pool); - BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), target, 0, selection, value_ret, not_input_fees)); // Should not exhaust + BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), target, 0, selection, value_ret)); // Should not exhaust // Test same value early bailout optimization utxo_pool.clear(); @@ -254,7 +253,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test) for (int i = 0; i < 50000; ++i) { add_coin(5 * CENT, 7, utxo_pool); } - BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 30 * CENT, 5000, selection, value_ret, not_input_fees)); + BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 30 * CENT, 5000, selection, value_ret)); BOOST_CHECK_EQUAL(value_ret, 30 * CENT); BOOST_CHECK(equal_sets(selection, actual_selection)); @@ -268,7 +267,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test) } // Run 100 times, to make sure it is never finding a solution for (int i = 0; i < 100; ++i) { - BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 2 * CENT, selection, value_ret, not_input_fees)); + BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 2 * CENT, selection, value_ret)); } // Make sure that effective value is working in SelectCoinsMinConf when BnB is used diff --git a/src/wallet/wallet.cpp b/src/wallet/wallet.cpp index 51ff683c2ec..3383b3e96b3 100644 --- a/src/wallet/wallet.cpp +++ b/src/wallet/wallet.cpp @@ -2399,9 +2399,6 @@ bool CWallet::SelectCoinsMinConf(const CAmount& nTargetValue, const CoinEligibil setCoinsRet.clear(); nValueRet = 0; - // Calculate the fees for things that aren't inputs, excluding the change output - const CAmount not_input_fees = coin_selection_params.m_effective_feerate.GetFee(coin_selection_params.tx_noinputs_size); - // Get the feerate for effective value. // When subtracting the fee from the outputs, we want the effective feerate to be 0 CFeeRate effective_feerate{0}; @@ -2412,14 +2409,17 @@ bool CWallet::SelectCoinsMinConf(const CAmount& nTargetValue, const CoinEligibil if (coin_selection_params.use_bnb) { std::vector positive_groups = GroupOutputs(coins, !coin_selection_params.m_avoid_partial_spends, effective_feerate, coin_selection_params.m_long_term_feerate, eligibility_filter, true /* positive_only */); bnb_used = true; - return SelectCoinsBnB(positive_groups, nTargetValue, coin_selection_params.m_cost_of_change, setCoinsRet, nValueRet, not_input_fees); + // Note that unlike KnapsackSolver, we do not include the fee for creating a change output as BnB will not create a change output. + return SelectCoinsBnB(positive_groups, nTargetValue, coin_selection_params.m_cost_of_change, setCoinsRet, nValueRet); } else { // 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. // The knapsack solver currently does not use effective values, so we give GroupOutputs feerates of 0 so it sets the effective values to be the same as the real value. std::vector groups = GroupOutputs(coins, !coin_selection_params.m_avoid_partial_spends, CFeeRate(0), CFeeRate(0), eligibility_filter, false /* positive_only */); bnb_used = false; - return KnapsackSolver(nTargetValue, groups, setCoinsRet, nValueRet); + // While nTargetValue includes the transaction fees for non-input things, it does not include the fee for creating a change output. + // So we need to include that for KnapsackSolver as well, as we are expecting to create a change output. + return KnapsackSolver(nTargetValue + coin_selection_params.m_change_fee, groups, setCoinsRet, nValueRet); } } @@ -2931,10 +2931,6 @@ bool CWallet::CreateTransactionInternal( txNew.vin.clear(); txNew.vout.clear(); - CAmount nValueToSelect = nValue; - if (nSubtractFeeFromAmount == 0) - nValueToSelect += nFeeRet; - // vouts to the payees if (!coin_selection_params.m_subtract_fee_outputs) { coin_selection_params.tx_noinputs_size = 11; // Static vsize overhead + outputs vsize. 4 nVersion, 4 nLocktime, 1 input count, 1 output count, 1 witness overhead (dummy, flag, stack size) @@ -2956,11 +2952,21 @@ bool CWallet::CreateTransactionInternal( txNew.vout.push_back(txout); } + // Include the fees for things that aren't inputs, excluding the change output + const CAmount not_input_fees = coin_selection_params.m_effective_feerate.GetFee(coin_selection_params.tx_noinputs_size); + CAmount nValueToSelect = nValue + not_input_fees; + + // For KnapsackSolver, when we are not subtracting the fee from the recipients, we also want to include the fees for the + // inputs that we found in the previous iteration. + if (!coin_selection_params.use_bnb && nSubtractFeeFromAmount == 0) { + nValueToSelect += std::max(CAmount(0), nFeeRet - not_input_fees); + } + // Choose coins to use bool bnb_used = false; nValueIn = 0; setCoins.clear(); - if (!SelectCoins(vAvailableCoins, nValueToSelect, setCoins, nValueIn, coin_control, coin_selection_params, bnb_used)) + if (!SelectCoins(vAvailableCoins, /* nTargetValue */ nValueToSelect, setCoins, nValueIn, coin_control, coin_selection_params, bnb_used)) { // If BnB was used, it was the first pass. No longer the first pass and continue loop with knapsack. if (bnb_used) {