// Copyright (c) 2024-present The Bitcoin Core developers // Distributed under the MIT software license, see the accompanying // file COPYING or http://www.opensource.org/licenses/mit-license.php. #include #include #include #include #include namespace wallet { BOOST_FIXTURE_TEST_SUITE(coinselection_tests, TestingSetup) static int next_lock_time = 0; static FastRandomContext default_rand; static const int P2WPKH_INPUT_VSIZE = 68; static const int P2WPKH_OUTPUT_VSIZE = 31; /** * This set of feerates is used in the tests to test edge cases around the * default minimum feerate and other potential special cases: * - zero: 0 s/kvB * - minimum non-zero s/kvB: 1 s/kvB * - just below the new default minimum feerate: 99 s/kvB * - new default minimum feerate: 100 s/kvB * - old default minimum feerate: 1000 s/kvB * - a few non-round realistic feerates around default minimum feerate, * dust feerate, and default LTFRE: 315 s/kvB, 2345 s/kvB, and * 10'292 s/kvB * - a high feerate that has been exceeded occasionally: 59'764 s/kvB * - a huge feerate that is extremely uncommon: 1'500'000 s/kvB */ static const std::vector FEERATES = {0, 1, 99, 100, 315, 1'000, 2'345, 10'292, 59'764, 1'500'000}; /** Default coin selection parameters allow us to only explicitly set * parameters when a diverging value is relevant in the context of a test, * without reiterating the defaults in every test. We use P2WPKH input and * output weights for the change weights. */ static CoinSelectionParams init_cs_params(int eff_feerate = 5000) { CoinSelectionParams csp{ /*rng_fast=*/default_rand, /*change_output_size=*/P2WPKH_OUTPUT_VSIZE, /*change_spend_size=*/P2WPKH_INPUT_VSIZE, /*min_change_target=*/50'000, /*effective_feerate=*/CFeeRate(eff_feerate), /*long_term_feerate=*/CFeeRate(10'000), /*discard_feerate=*/CFeeRate(3000), /*tx_noinputs_size=*/11 + P2WPKH_OUTPUT_VSIZE, //static header size + output size /*avoid_partial=*/false, }; csp.m_change_fee = csp.m_effective_feerate.GetFee(csp.change_output_size); // 155 sats for default feerate of 5000 s/kvB csp.min_viable_change = /*204 sats=*/csp.m_discard_feerate.GetFee(csp.change_spend_size); csp.m_cost_of_change = csp.min_viable_change + csp.m_change_fee; // 204 + 155 sats for default feerate of 5000 s/kvB csp.m_subtract_fee_outputs = false; return csp; } static const CoinSelectionParams default_cs_params = init_cs_params(); /** Make one OutputGroup with a single UTXO that either has a given effective value (default) or a given amount (`is_eff_value = false`). */ static OutputGroup MakeCoin(const CAmount& amount, bool is_eff_value = true, CoinSelectionParams cs_params = default_cs_params, int custom_spending_vsize = P2WPKH_INPUT_VSIZE) { // Always assume that we only have one input CMutableTransaction tx; tx.vout.resize(1); CAmount fees = cs_params.m_effective_feerate.GetFee(custom_spending_vsize); tx.vout[0].nValue = amount + int(is_eff_value) * fees; tx.nLockTime = next_lock_time++; // so all transactions get different hashes OutputGroup group(cs_params); group.Insert(std::make_shared(COutPoint(tx.GetHash(), 0), tx.vout.at(0), /*depth=*/1, /*input_bytes=*/custom_spending_vsize, /*solvable=*/true, /*safe=*/true, /*time=*/0, /*from_me=*/false, /*fees=*/fees), /*ancestors=*/0, /*cluster_count=*/0); return group; } /** Make multiple OutputGroups with the given values as their effective value */ static void AddCoins(std::vector& utxo_pool, std::vector coins, CoinSelectionParams cs_params = default_cs_params) { for (CAmount c : coins) { utxo_pool.push_back(MakeCoin(c, true, cs_params)); } } /** Make multiple coins that share the same effective value */ static void AddDuplicateCoins(std::vector& utxo_pool, int count, int amount, CoinSelectionParams cs_params = default_cs_params) { for (int i = 0 ; i < count; ++i) { utxo_pool.push_back(MakeCoin(amount, true, cs_params)); } } /** Check if SelectionResult a is equivalent to SelectionResult b. * Two results are equivalent if they are composed of the same input values, even if they have different inputs (i.e., same value, different prevout) */ static bool HaveEquivalentValues(const SelectionResult& a, const SelectionResult& b) { std::vector a_amts; std::vector b_amts; for (const auto& coin : a.GetInputSet()) { a_amts.push_back(coin->txout.nValue); } for (const auto& coin : b.GetInputSet()) { b_amts.push_back(coin->txout.nValue); } std::sort(a_amts.begin(), a_amts.end()); std::sort(b_amts.begin(), b_amts.end()); auto ret = std::mismatch(a_amts.begin(), a_amts.end(), b_amts.begin()); return ret.first == a_amts.end() && ret.second == b_amts.end(); } static std::string InputAmountsToString(const SelectionResult& selection) { return "[" + util::Join(selection.GetInputSet(), " ", [](const auto& input){ return util::ToString(input->txout.nValue);}) + "]"; } static void TestBnBSuccess(std::string test_title, std::vector& utxo_pool, const CAmount& selection_target, const std::vector& expected_input_amounts, const CoinSelectionParams& cs_params = default_cs_params, const int custom_spending_vsize = P2WPKH_INPUT_VSIZE, const int max_selection_weight = MAX_STANDARD_TX_WEIGHT) { SelectionResult expected_result(CAmount(0), SelectionAlgorithm::BNB); CAmount expected_amount = 0; for (CAmount input_amount : expected_input_amounts) { OutputGroup group = MakeCoin(input_amount, true, cs_params, custom_spending_vsize); expected_amount += group.m_value; expected_result.AddInput(group); } const auto result = SelectCoinsBnB(utxo_pool, selection_target, /*cost_of_change=*/cs_params.m_cost_of_change, max_selection_weight); BOOST_CHECK_MESSAGE(result, "Falsy result in BnB-Success: " + test_title); BOOST_CHECK_MESSAGE(HaveEquivalentValues(expected_result, *result), strprintf("Result mismatch in BnB-Success: %s. Expected %s, but got %s", test_title, InputAmountsToString(expected_result), InputAmountsToString(*result))); BOOST_CHECK_MESSAGE(result->GetSelectedValue() == expected_amount, strprintf("Selected amount mismatch in BnB-Success: %s. Expected %d, but got %d", test_title, expected_amount, result->GetSelectedValue())); BOOST_CHECK_MESSAGE(result->GetWeight() <= max_selection_weight, strprintf("Selected weight is higher than permitted in BnB-Success: %s. Expected %d, but got %d", test_title, max_selection_weight, result->GetWeight())); } static void TestBnBFail(std::string test_title, std::vector& utxo_pool, const CAmount& selection_target, const CoinSelectionParams& cs_params = default_cs_params, int max_selection_weight = MAX_STANDARD_TX_WEIGHT, const bool expect_max_weight_exceeded = false) { const auto result = SelectCoinsBnB(utxo_pool, selection_target, /*cost_of_change=*/cs_params.m_cost_of_change, max_selection_weight); BOOST_CHECK_MESSAGE(!result, "BnB-Fail: " + test_title); bool max_weight_exceeded = util::ErrorString(result).original.find("The inputs size exceeds the maximum weight") != std::string::npos; BOOST_CHECK(expect_max_weight_exceeded == max_weight_exceeded); } BOOST_AUTO_TEST_CASE(bnb_test) { for (int feerate : FEERATES) { std::vector utxo_pool; const CoinSelectionParams cs_params = init_cs_params(feerate); TestBnBFail("Empty UTXO pool", utxo_pool, /*selection_target=*/1 * CENT, cs_params); AddCoins(utxo_pool, {1 * CENT, 3 * CENT, 5 * CENT}, cs_params); // Simple success cases TestBnBSuccess("Select smallest UTXO", utxo_pool, /*selection_target=*/1 * CENT, /*expected_input_amounts=*/{1 * CENT}, cs_params); TestBnBSuccess("Select middle UTXO", utxo_pool, /*selection_target=*/3 * CENT, /*expected_input_amounts=*/{3 * CENT}, cs_params); TestBnBSuccess("Select biggest UTXO", utxo_pool, /*selection_target=*/5 * CENT, /*expected_input_amounts=*/{5 * CENT}, cs_params); TestBnBSuccess("Select two UTXOs", utxo_pool, /*selection_target=*/4 * CENT, /*expected_input_amounts=*/{1 * CENT, 3 * CENT}, cs_params); TestBnBSuccess("Select all UTXOs", utxo_pool, /*selection_target=*/9 * CENT, /*expected_input_amounts=*/{1 * CENT, 3 * CENT, 5 * CENT}, cs_params); // BnB finds changeless solution while overshooting by up to cost_of_change TestBnBSuccess("Select upper bound", utxo_pool, /*selection_target=*/4 * CENT - cs_params.m_cost_of_change, /*expected_input_amounts=*/{1 * CENT, 3 * CENT}, cs_params); // BnB fails to find changeless solution when overshooting by cost_of_change + 1 sat TestBnBFail("Overshoot upper bound", utxo_pool, /*selection_target=*/4 * CENT - cs_params.m_cost_of_change - 1, cs_params); TestBnBSuccess("Select max weight", utxo_pool, /*selection_target=*/4 * CENT, /*expected_input_amounts=*/{1 * CENT, 3 * CENT}, cs_params, /*custom_spending_vsize=*/P2WPKH_INPUT_VSIZE, /*max_selection_weight=*/4 * 2 * P2WPKH_INPUT_VSIZE); TestBnBFail("Exceed max weight", utxo_pool, /*selection_target=*/4 * CENT, cs_params, /*max_selection_weight=*/4 * 2 * P2WPKH_INPUT_VSIZE - 1, /*expect_max_weight_exceeded=*/true); // Simple cases without BnB solution TestBnBFail("Smallest combination too big", utxo_pool, /*selection_target=*/0.5 * CENT, cs_params); TestBnBFail("No UTXO combination in target window", utxo_pool, /*selection_target=*/7 * CENT, cs_params); TestBnBFail("Select more than available", utxo_pool, /*selection_target=*/10 * CENT, cs_params); // Test skipping of equivalent input sets std::vector clone_pool; AddCoins(clone_pool, {2 * CENT, 7 * CENT, 7 * CENT}, cs_params); AddDuplicateCoins(clone_pool, /*count=*/50'000, /*amount=*/5 * CENT, cs_params); TestBnBSuccess("Skip equivalent input sets", clone_pool, /*selection_target=*/16 * CENT, /*expected_input_amounts=*/{2 * CENT, 7 * CENT, 7 * CENT}, cs_params); /* Test BnB attempt limit (`TOTAL_TRIES`) * * Generally, on a diverse UTXO pool BnB will quickly pass over UTXOs bigger than the target and then start * combining small counts of UTXOs that in sum remain under the selection_target+cost_of_change. When there are * multiple UTXOs that have matching amount and cost, combinations with equivalent input sets are skipped. The * UTXO pool for this test is specifically crafted to create as much branching as possible. The selection target * is 8 CENT while all UTXOs are slightly bigger than 1 CENT. The smallest eight are 100,000…100,007 sats, while * the larger nine are 100,368…100,375 (i.e., 100,008…100,016 sats plus cost_of_change (359 sats)). * * Because BnB will only select input sets that fall between selection_target and selection_target + * cost_of_change, and the search traverses the UTXO pool from large to small amounts, the search will visit * every single combination of eight inputs. All except the last combination will overshoot by more than * cost_of_change on the eighth input, because the larger nine inputs each exceed 1 CENT by more than * cost_of_change. Only the last combination consisting of the eight smallest UTXOs falls into the target * window. */ std::vector doppelganger_pool; std::vector doppelgangers; std::vector expected_inputs; for (int i = 0; i < 17; ++i) { if (i < 8) { // The eight smallest UTXOs can be combined to create expected_result doppelgangers.push_back(1 * CENT + i); expected_inputs.push_back(doppelgangers[i]); } else { // Any eight UTXOs including at least one UTXO with the added cost_of_change will exceed target window doppelgangers.push_back(1 * CENT + cs_params.m_cost_of_change + i); } } AddCoins(doppelganger_pool, doppelgangers, cs_params); // Among up to 17 unique UTXOs of similar effective value we will find a solution composed of the eight smallest UTXOs TestBnBSuccess("Combine smallest 8 of 17 unique UTXOs", doppelganger_pool, /*selection_target=*/8 * CENT, /*expected_input_amounts=*/expected_inputs, cs_params); // Starting with 18 unique UTXOs of similar effective value we will not find the solution due to exceeding the attempt limit AddCoins(doppelganger_pool, {1 * CENT + cs_params.m_cost_of_change + 17}, cs_params); TestBnBFail("Exhaust looking for smallest 8 of 18 unique UTXOs", doppelganger_pool, /*selection_target=*/8 * CENT, cs_params); } } BOOST_AUTO_TEST_CASE(bnb_feerate_sensitivity_test) { // Create sets of UTXOs with the same effective amounts at different feerates (but different absolute amounts) std::vector low_feerate_pool; // 5 sat/vB (default, and lower than long_term_feerate of 10 sat/vB) AddCoins(low_feerate_pool, {2 * CENT, 3 * CENT, 5 * CENT, 10 * CENT}); TestBnBSuccess("Select many inputs at low feerates", low_feerate_pool, /*selection_target=*/10 * CENT, /*expected_input_amounts=*/{2 * CENT, 3 * CENT, 5 * CENT}); const CoinSelectionParams high_feerate_params = init_cs_params(/*eff_feerate=*/25'000); std::vector high_feerate_pool; // 25 sat/vB (greater than long_term_feerate of 10 sat/vB) AddCoins(high_feerate_pool, {2 * CENT, 3 * CENT, 5 * CENT, 10 * CENT}, high_feerate_params); TestBnBSuccess("Select one input at high feerates", high_feerate_pool, /*selection_target=*/10 * CENT, /*expected_input_amounts=*/{10 * CENT}, high_feerate_params); // Add heavy inputs {6, 7} to existing {2, 3, 5, 10} low_feerate_pool.push_back(MakeCoin(6 * CENT, true, default_cs_params, /*custom_spending_vsize=*/500)); low_feerate_pool.push_back(MakeCoin(7 * CENT, true, default_cs_params, /*custom_spending_vsize=*/500)); TestBnBSuccess("Prefer two heavy inputs over two light inputs at low feerates", low_feerate_pool, /*selection_target=*/13 * CENT, /*expected_input_amounts=*/{6 * CENT, 7 * CENT}, default_cs_params, /*custom_spending_vsize=*/500); high_feerate_pool.push_back(MakeCoin(6 * CENT, true, high_feerate_params, /*custom_spending_vsize=*/500)); high_feerate_pool.push_back(MakeCoin(7 * CENT, true, high_feerate_params, /*custom_spending_vsize=*/500)); TestBnBSuccess("Prefer two light inputs over two heavy inputs at high feerates", high_feerate_pool, /*selection_target=*/13 * CENT, /*expected_input_amounts=*/{3 * CENT, 10 * CENT}, high_feerate_params); } static void TestSRDSuccess(std::string test_title, std::vector& utxo_pool, const CAmount& selection_target, const CoinSelectionParams& cs_params = default_cs_params, const int max_selection_weight = MAX_STANDARD_TX_WEIGHT) { CAmount expected_min_amount = selection_target + cs_params.m_change_fee + CHANGE_LOWER; const auto result = SelectCoinsSRD(utxo_pool, selection_target, cs_params.m_change_fee, cs_params.rng_fast, max_selection_weight); BOOST_CHECK_MESSAGE(result, "Falsy result in SRD-Success: " + test_title); const CAmount selected_effective_value = result->GetSelectedEffectiveValue(); BOOST_CHECK_MESSAGE(selected_effective_value >= expected_min_amount, strprintf("Selected effective value is lower than expected in SRD-Success: %s. Expected %d, but got %d", test_title, expected_min_amount, selected_effective_value)); BOOST_CHECK_MESSAGE(result->GetWeight() <= max_selection_weight, strprintf("Selected weight is higher than permitted in SRD-Success: %s. Expected %d, but got %d", test_title, max_selection_weight, result->GetWeight())); } static void TestSRDFail(std::string test_title, std::vector& utxo_pool, const CAmount& selection_target, const CoinSelectionParams& cs_params = default_cs_params, int max_selection_weight = MAX_STANDARD_TX_WEIGHT, const bool expect_max_weight_exceeded = false) { const auto result = SelectCoinsSRD(utxo_pool, selection_target, cs_params.m_change_fee, cs_params.rng_fast, max_selection_weight); BOOST_CHECK_MESSAGE(!result, "SRD-Fail: " + test_title); bool max_weight_exceeded = util::ErrorString(result).original.find("The inputs size exceeds the maximum weight") != std::string::npos; BOOST_CHECK(expect_max_weight_exceeded == max_weight_exceeded); } BOOST_AUTO_TEST_CASE(srd_test) { for (int feerate : FEERATES) { std::vector utxo_pool; const CoinSelectionParams cs_params = init_cs_params(feerate); TestSRDFail("Empty UTXO pool", utxo_pool, /*selection_target=*/1 * CENT, cs_params); AddCoins(utxo_pool, {1 * CENT, 3 * CENT, 5 * CENT}, cs_params); TestSRDSuccess("Select 21k sats", utxo_pool, /*selection_target=*/21'000, cs_params); TestSRDSuccess("Select 1 CENT", utxo_pool, /*selection_target=*/1 * CENT, cs_params); TestSRDSuccess("Select 3.125 CENT", utxo_pool, /*selection_target=*/3'125'000, cs_params); TestSRDSuccess("Select 4 CENT", utxo_pool, /*selection_target=*/4 * CENT, cs_params); TestSRDSuccess("Select 7 CENT", utxo_pool, /*selection_target=*/7 * CENT, cs_params); // The minimum change amount for SRD is the feerate dependent `change_fee` plus CHANGE_LOWER TestSRDSuccess("Create minimum change", utxo_pool, /*selection_target=*/9 * CENT - cs_params.m_change_fee - CHANGE_LOWER, cs_params); TestSRDFail("Undershoot minimum change by one sat", utxo_pool, /*selection_target=*/9 * CENT - cs_params.m_change_fee - CHANGE_LOWER + 1, cs_params); TestSRDFail("Spend more than available", utxo_pool, /*selection_target=*/9 * CENT + 1, cs_params); TestSRDFail("Spend everything", utxo_pool, /*selection_target=*/9 * CENT, cs_params); AddDuplicateCoins(utxo_pool, /*count=*/100, /*amount=*/5 * CENT, cs_params); AddDuplicateCoins(utxo_pool, /*count=*/3, /*amount=*/7 * CENT, cs_params); TestSRDSuccess("Select most valuable UTXOs for acceptable weight", utxo_pool, /*selection_target=*/20 * CENT, cs_params, /*max_selection_weight=*/4 * 4 * (P2WPKH_INPUT_VSIZE - 1 )); TestSRDFail("No acceptable weight possible", utxo_pool, /*selection_target=*/25 * CENT, cs_params, /*max_selection_weight=*/4 * 3 * P2WPKH_INPUT_VSIZE, /*expect_max_weight_exceeded=*/true); } } BOOST_AUTO_TEST_SUITE_END() } // namespace wallet