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6a7aa01574
In descriptor wallets, we consider all outputs to be spendable as we no longer have mixed mine and watchonly in a wallet. As such, COutput::spendable is meaningless and can be removed. Furthermore, CoinFilterParams::only_spendable can be removed as that was essentially checking for COutput::spendable. Lastly, AvailableCoinsListUnspent can also be removed as the wrapper is now only setting the feerate to std::nullopt which is trivial enough that a dedicated wrapper is not needed.
230 lines
14 KiB
C++
230 lines
14 KiB
C++
// Copyright (c) 2024 The Bitcoin Core developers
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// Distributed under the MIT software license, see the accompanying
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// file COPYING or http://www.opensource.org/licenses/mit-license.php.
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#include <consensus/amount.h>
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#include <policy/policy.h>
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#include <wallet/coinselection.h>
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#include <wallet/test/wallet_test_fixture.h>
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#include <boost/test/unit_test.hpp>
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namespace wallet {
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BOOST_FIXTURE_TEST_SUITE(coinselection_tests, TestingSetup)
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static int next_lock_time = 0;
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static FastRandomContext default_rand;
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static const int P2WPKH_INPUT_VSIZE = 68;
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static const int P2WPKH_OUTPUT_VSIZE = 31;
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/** Default coin selection parameters (dcsp) allow us to only explicitly set
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* parameters when a diverging value is relevant in the context of a test.
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* We use P2WPKH input and output weights for the change weights. */
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static CoinSelectionParams init_default_params()
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{
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CoinSelectionParams dcsp{
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/*rng_fast*/default_rand,
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/*change_output_size=*/P2WPKH_OUTPUT_VSIZE,
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/*change_spend_size=*/P2WPKH_INPUT_VSIZE,
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/*min_change_target=*/50'000,
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/*effective_feerate=*/CFeeRate(5000),
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/*long_term_feerate=*/CFeeRate(10'000),
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/*discard_feerate=*/CFeeRate(3000),
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/*tx_noinputs_size=*/11 + P2WPKH_OUTPUT_VSIZE, //static header size + output size
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/*avoid_partial=*/false,
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};
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dcsp.m_change_fee = /*155 sats=*/dcsp.m_effective_feerate.GetFee(dcsp.change_output_size);
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dcsp.min_viable_change = /*204 sats=*/dcsp.m_discard_feerate.GetFee(dcsp.change_spend_size);
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dcsp.m_cost_of_change = /*204 + 155 sats=*/dcsp.min_viable_change + dcsp.m_change_fee;
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dcsp.m_subtract_fee_outputs = false;
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return dcsp;
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}
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static const CoinSelectionParams default_cs_params = init_default_params();
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/** Make one OutputGroup with a single UTXO that either has a given effective value (default) or a given amount (`is_eff_value = false`). */
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static OutputGroup MakeCoin(const CAmount& amount, bool is_eff_value = true, CoinSelectionParams cs_params = default_cs_params, int custom_spending_vsize = P2WPKH_INPUT_VSIZE)
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{
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// Always assume that we only have one input
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CMutableTransaction tx;
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tx.vout.resize(1);
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CAmount fees = cs_params.m_effective_feerate.GetFee(custom_spending_vsize);
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tx.vout[0].nValue = amount + int(is_eff_value) * fees;
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tx.nLockTime = next_lock_time++; // so all transactions get different hashes
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OutputGroup group(cs_params);
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group.Insert(std::make_shared<COutput>(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, /*descendants=*/0);
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return group;
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}
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/** Make multiple OutputGroups with the given values as their effective value */
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static void AddCoins(std::vector<OutputGroup>& utxo_pool, std::vector<CAmount> coins, CoinSelectionParams cs_params = default_cs_params)
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{
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for (CAmount c : coins) {
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utxo_pool.push_back(MakeCoin(c, true, cs_params));
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}
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}
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/** Make multiple coins that share the same effective value */
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static void AddDuplicateCoins(std::vector<OutputGroup>& utxo_pool, int count, int amount, CoinSelectionParams cs_params = default_cs_params) {
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for (int i = 0 ; i < count; ++i) {
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utxo_pool.push_back(MakeCoin(amount, true, cs_params));
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}
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}
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/** Check if SelectionResult a is equivalent to SelectionResult b.
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* 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) */
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static bool HaveEquivalentValues(const SelectionResult& a, const SelectionResult& b)
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{
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std::vector<CAmount> a_amts;
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std::vector<CAmount> b_amts;
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for (const auto& coin : a.GetInputSet()) {
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a_amts.push_back(coin->txout.nValue);
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}
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for (const auto& coin : b.GetInputSet()) {
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b_amts.push_back(coin->txout.nValue);
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}
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std::sort(a_amts.begin(), a_amts.end());
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std::sort(b_amts.begin(), b_amts.end());
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auto ret = std::mismatch(a_amts.begin(), a_amts.end(), b_amts.begin());
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return ret.first == a_amts.end() && ret.second == b_amts.end();
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}
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static std::string InputAmountsToString(const SelectionResult& selection)
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{
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return "[" + util::Join(selection.GetInputSet(), " ", [](const auto& input){ return util::ToString(input->txout.nValue);}) + "]";
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}
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static void TestBnBSuccess(std::string test_title, std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const std::vector<CAmount>& 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)
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{
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SelectionResult expected_result(CAmount(0), SelectionAlgorithm::BNB);
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CAmount expected_amount = 0;
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for (CAmount input_amount : expected_input_amounts) {
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OutputGroup group = MakeCoin(input_amount, true, cs_params, custom_spending_vsize);
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expected_amount += group.m_value;
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expected_result.AddInput(group);
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}
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const auto result = SelectCoinsBnB(utxo_pool, selection_target, /*cost_of_change=*/default_cs_params.m_cost_of_change, max_selection_weight);
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BOOST_CHECK_MESSAGE(result, "Falsy result in BnB-Success: " + test_title);
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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)));
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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()));
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}
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static void TestBnBFail(std::string test_title, std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, int max_selection_weight = MAX_STANDARD_TX_WEIGHT, const bool expect_max_weight_exceeded = false)
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{
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const auto result = SelectCoinsBnB(utxo_pool, selection_target, /*cost_of_change=*/default_cs_params.m_cost_of_change, max_selection_weight);
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BOOST_CHECK_MESSAGE(!result, "BnB-Fail: " + test_title);
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bool max_weight_exceeded = util::ErrorString(result).original.find("The inputs size exceeds the maximum weight") != std::string::npos;
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BOOST_CHECK(expect_max_weight_exceeded == max_weight_exceeded);
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}
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BOOST_AUTO_TEST_CASE(bnb_test)
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{
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std::vector<int> feerates = {0, 1, 5'000, 10'000, 25'000, 59'764, 500'000, 999'000, 1'500'000};
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for (int feerate : feerates) {
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std::vector<OutputGroup> utxo_pool;
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CoinSelectionParams cs_params = init_default_params();
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cs_params.m_effective_feerate = CFeeRate{feerate};
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// Fail for empty UTXO pool
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TestBnBFail("Empty UTXO pool", utxo_pool, /*selection_target=*/1 * CENT);
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AddCoins(utxo_pool, {1 * CENT, 3 * CENT, 5 * CENT}, cs_params);
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// Simple success cases
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TestBnBSuccess("Select smallest UTXO", utxo_pool, /*selection_target=*/1 * CENT, /*expected_input_amounts=*/{1 * CENT}, cs_params);
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TestBnBSuccess("Select middle UTXO", utxo_pool, /*selection_target=*/3 * CENT, /*expected_input_amounts=*/{3 * CENT}, cs_params);
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TestBnBSuccess("Select biggest UTXO", utxo_pool, /*selection_target=*/5 * CENT, /*expected_input_amounts=*/{5 * CENT}, cs_params);
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TestBnBSuccess("Select two UTXOs", utxo_pool, /*selection_target=*/4 * CENT, /*expected_input_amounts=*/{1 * CENT, 3 * CENT}, cs_params);
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TestBnBSuccess("Select all UTXOs", utxo_pool, /*selection_target=*/9 * CENT, /*expected_input_amounts=*/{1 * CENT, 3 * CENT, 5 * CENT}, cs_params);
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// BnB finds changeless solution while overshooting by up to cost_of_change
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TestBnBSuccess("Select upper bound", utxo_pool, /*selection_target=*/4 * CENT - default_cs_params.m_cost_of_change, /*expected_input_amounts=*/{1 * CENT, 3 * CENT}, cs_params);
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// BnB fails to find changeless solution when overshooting by cost_of_change + 1 sat
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TestBnBFail("Overshoot upper bound", utxo_pool, /*selection_target=*/4 * CENT - default_cs_params.m_cost_of_change - 1);
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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);
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TestBnBFail("Exceed max weight", utxo_pool, /*selection_target=*/4 * CENT, /*max_selection_weight=*/4 * 2 * P2WPKH_INPUT_VSIZE - 1, /*expect_max_weight_exceeded=*/true);
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// Simple cases without BnB solution
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TestBnBFail("Smallest combination too big", utxo_pool, /*selection_target=*/0.5 * CENT);
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TestBnBFail("No UTXO combination in target window", utxo_pool, /*selection_target=*/7 * CENT);
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TestBnBFail("Select more than available", utxo_pool, /*selection_target=*/10 * CENT);
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// Test skipping of equivalent input sets
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std::vector<OutputGroup> clone_pool;
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AddCoins(clone_pool, {2 * CENT, 7 * CENT, 7 * CENT}, cs_params);
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AddDuplicateCoins(clone_pool, 50'000, 5 * CENT, cs_params);
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TestBnBSuccess("Skip equivalent input sets", clone_pool, /*selection_target=*/16 * CENT, /*expected_input_amounts=*/{2 * CENT, 7 * CENT, 7 * CENT}, cs_params);
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/* Test BnB attempt limit (`TOTAL_TRIES`)
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*
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* Generally, on a diverse UTXO pool BnB will quickly pass over UTXOs bigger than the target and then start
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* combining small counts of UTXOs that in sum remain under the selection_target+cost_of_change. When there are
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* multiple UTXOs that have matching amount and cost, combinations with equivalent input sets are skipped. The
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* UTXO pool for this test is specifically crafted to create as much branching as possible. The selection target
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* is 8 CENT while all UTXOs are slightly bigger than 1 CENT. The smallest eight are 100,000…100,007 sats, while
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* the larger nine are 100,368…100,375 (i.e., 100,008…100,016 sats plus cost_of_change (359 sats)).
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*
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* Because BnB will only select input sets that fall between selection_target and selection_target +
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* cost_of_change, and the search traverses the UTXO pool from large to small amounts, the search will visit
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* every single combination of eight inputs. All except the last combination will overshoot by more than
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* cost_of_change on the eighth input, because the larger nine inputs each exceed 1 CENT by more than
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* cost_of_change. Only the last combination consisting of the eight smallest UTXOs falls into the target
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* window.
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*/
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std::vector<OutputGroup> doppelganger_pool;
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std::vector<CAmount> doppelgangers;
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std::vector<CAmount> expected_inputs;
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for (int i = 0; i < 17; ++i) {
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if (i < 8) {
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// The eight smallest UTXOs can be combined to create expected_result
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doppelgangers.push_back(1 * CENT + i);
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expected_inputs.push_back(doppelgangers[i]);
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} else {
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// Any eight UTXOs including at least one UTXO with the added cost_of_change will exceed target window
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doppelgangers.push_back(1 * CENT + default_cs_params.m_cost_of_change + i);
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}
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}
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AddCoins(doppelganger_pool, doppelgangers, cs_params);
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// Among up to 17 unique UTXOs of similar effective value we will find a solution composed of the eight smallest UTXOs
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TestBnBSuccess("Combine smallest 8 of 17 unique UTXOs", doppelganger_pool, /*selection_target=*/8 * CENT, /*expected_input_amounts=*/expected_inputs, cs_params);
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// Starting with 18 unique UTXOs of similar effective value we will not find the solution due to exceeding the attempt limit
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AddCoins(doppelganger_pool, {1 * CENT + default_cs_params.m_cost_of_change + 17}, cs_params);
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TestBnBFail("Exhaust looking for smallest 8 of 18 unique UTXOs", doppelganger_pool, /*selection_target=*/8 * CENT);
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}
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}
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BOOST_AUTO_TEST_CASE(bnb_feerate_sensitivity_test)
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{
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// Create sets of UTXOs with the same effective amounts at different feerates (but different absolute amounts)
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std::vector<OutputGroup> low_feerate_pool; // 5 sat/vB (default, and lower than long_term_feerate of 10 sat/vB)
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AddCoins(low_feerate_pool, {2 * CENT, 3 * CENT, 5 * CENT, 10 * CENT});
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TestBnBSuccess("Select many inputs at low feerates", low_feerate_pool, /*selection_target=*/10 * CENT, /*expected_input_amounts=*/{2 * CENT, 3 * CENT, 5 * CENT});
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CoinSelectionParams high_feerate_params = init_default_params();
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high_feerate_params.m_effective_feerate = CFeeRate{25'000};
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std::vector<OutputGroup> high_feerate_pool; // 25 sat/vB (greater than long_term_feerate of 10 sat/vB)
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AddCoins(high_feerate_pool, {2 * CENT, 3 * CENT, 5 * CENT, 10 * CENT}, high_feerate_params);
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TestBnBSuccess("Select one input at high feerates", high_feerate_pool, /*selection_target=*/10 * CENT, /*expected_input_amounts=*/{10 * CENT}, high_feerate_params);
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// Add heavy inputs {6, 7} to existing {2, 3, 5, 10}
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low_feerate_pool.push_back(MakeCoin(6 * CENT, true, default_cs_params, /*custom_spending_vsize=*/500));
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low_feerate_pool.push_back(MakeCoin(7 * CENT, true, default_cs_params, /*custom_spending_vsize=*/500));
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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);
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high_feerate_pool.push_back(MakeCoin(6 * CENT, true, high_feerate_params, /*custom_spending_vsize=*/500));
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high_feerate_pool.push_back(MakeCoin(7 * CENT, true, high_feerate_params, /*custom_spending_vsize=*/500));
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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);
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}
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BOOST_AUTO_TEST_SUITE_END()
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} // namespace wallet
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