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Roll static tx fees into nValueToSelect instead of having it be separate

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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.
This commit is contained in:
Andrew Chow
2019-10-30 18:41:13 -04:00
parent cc3f14b27c
commit bf26e018de
5 changed files with 35 additions and 34 deletions
Download Patch File Download Diff File Expand all files Collapse all files

29
src/wallet/test/coinselector_tests.cpp
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@@ -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