Branch data Line data Source code
1 : : // Copyright (c) 2024 The Bitcoin Core developers
2 : : // Distributed under the MIT software license, see the accompanying
3 : : // file COPYING or http://www.opensource.org/licenses/mit-license.php.
4 : :
5 : : #include <consensus/amount.h>
6 : : #include <policy/policy.h>
7 : : #include <wallet/coinselection.h>
8 : : #include <wallet/test/wallet_test_fixture.h>
9 : :
10 : : #include <boost/test/unit_test.hpp>
11 : :
12 : : namespace wallet {
13 : : BOOST_FIXTURE_TEST_SUITE(coinselection_tests, TestingSetup)
14 : :
15 : : static int next_lock_time = 0;
16 : : static FastRandomContext default_rand;
17 : :
18 : : static const int P2WPKH_INPUT_VSIZE = 68;
19 : : static const int P2WPKH_OUTPUT_VSIZE = 31;
20 : :
21 : : /** Default coin selection parameters (dcsp) allow us to only explicitly set
22 : : * parameters when a diverging value is relevant in the context of a test.
23 : : * We use P2WPKH input and output weights for the change weights. */
24 : 149 : static CoinSelectionParams init_default_params()
25 : : {
26 : 149 : CoinSelectionParams dcsp{
27 : : /*rng_fast*/default_rand,
28 : : /*change_output_size=*/P2WPKH_OUTPUT_VSIZE,
29 : : /*change_spend_size=*/P2WPKH_INPUT_VSIZE,
30 : : /*min_change_target=*/50'000,
31 : 149 : /*effective_feerate=*/CFeeRate(5000),
32 : 149 : /*long_term_feerate=*/CFeeRate(10'000),
33 : 149 : /*discard_feerate=*/CFeeRate(3000),
34 : : /*tx_noinputs_size=*/11 + P2WPKH_OUTPUT_VSIZE, //static header size + output size
35 : : /*avoid_partial=*/false,
36 : 149 : };
37 : 149 : dcsp.m_change_fee = /*155 sats=*/dcsp.m_effective_feerate.GetFee(dcsp.change_output_size);
38 : 149 : dcsp.min_viable_change = /*204 sats=*/dcsp.m_discard_feerate.GetFee(dcsp.change_spend_size);
39 : 149 : dcsp.m_cost_of_change = /*204 + 155 sats=*/dcsp.min_viable_change + dcsp.m_change_fee;
40 : 149 : dcsp.m_subtract_fee_outputs = false;
41 : 149 : return dcsp;
42 : : }
43 : :
44 : : static const CoinSelectionParams default_cs_params = init_default_params();
45 : :
46 : : /** Make one OutputGroup with a single UTXO that either has a given effective value (default) or a given amount (`is_eff_value = false`). */
47 : 450443 : static OutputGroup MakeCoin(const CAmount& amount, bool is_eff_value = true, CoinSelectionParams cs_params = default_cs_params, int custom_spending_vsize = P2WPKH_INPUT_VSIZE)
48 : : {
49 : : // Always assume that we only have one input
50 : 450443 : CMutableTransaction tx;
51 [ + - ]: 450443 : tx.vout.resize(1);
52 [ + - ]: 450443 : CAmount fees = cs_params.m_effective_feerate.GetFee(custom_spending_vsize);
53 [ + - ]: 450443 : tx.vout[0].nValue = amount + int(is_eff_value) * fees;
54 : 450443 : tx.nLockTime = next_lock_time++; // so all transactions get different hashes
55 [ + - ]: 450443 : OutputGroup group(cs_params);
56 [ + - + - : 450443 : group.Insert(std::make_shared<COutput>(COutPoint(tx.GetHash(), 0), tx.vout.at(0), /*depth=*/1, /*input_bytes=*/custom_spending_vsize, /*spendable=*/true, /*solvable=*/true, /*safe=*/true, /*time=*/0, /*from_me=*/false, /*fees=*/fees), /*ancestors=*/0, /*descendants=*/0);
+ - + - ]
57 : 450443 : return group;
58 : 450443 : }
59 : :
60 : : /** Make multiple OutputGroups with the given values as their effective value */
61 : 38 : static void AddCoins(std::vector<OutputGroup>& utxo_pool, std::vector<CAmount> coins, CoinSelectionParams cs_params = default_cs_params)
62 : : {
63 [ + + ]: 262 : for (CAmount c : coins) {
64 [ + - ]: 224 : utxo_pool.push_back(MakeCoin(c, true, cs_params));
65 : : }
66 : 38 : }
67 : :
68 : : /** Make multiple coins that share the same effective value */
69 : 9 : static void AddDuplicateCoins(std::vector<OutputGroup>& utxo_pool, int count, int amount, CoinSelectionParams cs_params = default_cs_params) {
70 [ + + ]: 450009 : for (int i = 0 ; i < count; ++i) {
71 [ + - ]: 450000 : utxo_pool.push_back(MakeCoin(amount, true, cs_params));
72 : : }
73 : 9 : }
74 : :
75 : : /** Check if SelectionResult a is equivalent to SelectionResult b.
76 : : * 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) */
77 : 85 : static bool HaveEquivalentValues(const SelectionResult& a, const SelectionResult& b)
78 : : {
79 : 85 : std::vector<CAmount> a_amts;
80 : 85 : std::vector<CAmount> b_amts;
81 [ + - + + ]: 300 : for (const auto& coin : a.GetInputSet()) {
82 [ + - ]: 215 : a_amts.push_back(coin->txout.nValue);
83 : : }
84 [ + - + + ]: 300 : for (const auto& coin : b.GetInputSet()) {
85 [ + - ]: 215 : b_amts.push_back(coin->txout.nValue);
86 : : }
87 : 85 : std::sort(a_amts.begin(), a_amts.end());
88 : 85 : std::sort(b_amts.begin(), b_amts.end());
89 : :
90 : 85 : auto ret = std::mismatch(a_amts.begin(), a_amts.end(), b_amts.begin());
91 [ + - - + ]: 85 : return ret.first == a_amts.end() && ret.second == b_amts.end();
92 : 85 : }
93 : :
94 : 170 : static std::string InputAmountsToString(const SelectionResult& selection)
95 : : {
96 [ + - + - ]: 770 : return "[" + util::Join(selection.GetInputSet(), " ", [](const auto& input){ return util::ToString(input->txout.nValue);}) + "]";
97 : : }
98 : :
99 : 85 : 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)
100 : : {
101 : 85 : SelectionResult expected_result(CAmount(0), SelectionAlgorithm::BNB);
102 : 85 : CAmount expected_amount = 0;
103 [ + + ]: 300 : for (CAmount input_amount : expected_input_amounts) {
104 [ + - ]: 215 : OutputGroup group = MakeCoin(input_amount, true, cs_params, custom_spending_vsize);
105 : 215 : expected_amount += group.m_value;
106 [ + - ]: 215 : expected_result.AddInput(group);
107 : 215 : }
108 : :
109 [ + - ]: 85 : const auto result = SelectCoinsBnB(utxo_pool, selection_target, /*cost_of_change=*/default_cs_params.m_cost_of_change, max_selection_weight);
110 [ + - + - : 170 : BOOST_CHECK_MESSAGE(result, "Falsy result in BnB-Success: " + test_title);
+ - ]
111 [ + - + - : 170 : 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)));
+ - + - +
- + - ]
112 [ + - + - : 170 : 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()));
+ - + - +
- ]
113 : 85 : }
114 : :
115 : 63 : 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)
116 : : {
117 : 63 : const auto result = SelectCoinsBnB(utxo_pool, selection_target, /*cost_of_change=*/default_cs_params.m_cost_of_change, max_selection_weight);
118 [ + - + - : 126 : BOOST_CHECK_MESSAGE(!result, "BnB-Fail: " + test_title);
+ - ]
119 [ + - ]: 63 : bool max_weight_exceeded = util::ErrorString(result).original.find("The inputs size exceeds the maximum weight") != std::string::npos;
120 [ + - + - ]: 126 : BOOST_CHECK(expect_max_weight_exceeded == max_weight_exceeded);
121 : 63 : }
122 : :
123 [ + - + - : 7 : BOOST_AUTO_TEST_CASE(bnb_test)
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124 : : {
125 : 1 : std::vector<int> feerates = {0, 1, 5'000, 10'000, 25'000, 59'764, 500'000, 999'000, 1'500'000};
126 : :
127 [ + + ]: 10 : for (int feerate : feerates) {
128 : 9 : std::vector<OutputGroup> utxo_pool;
129 : :
130 [ + - ]: 9 : CoinSelectionParams cs_params = init_default_params();
131 [ + - ]: 9 : cs_params.m_effective_feerate = CFeeRate{feerate};
132 : :
133 : : // Fail for empty UTXO pool
134 [ + - + - ]: 9 : TestBnBFail("Empty UTXO pool", utxo_pool, /*selection_target=*/1 * CENT);
135 : :
136 [ + - + - : 18 : AddCoins(utxo_pool, {1 * CENT, 3 * CENT, 5 * CENT}, cs_params);
+ - ]
137 : :
138 : : // Simple success cases
139 [ + - + - : 18 : TestBnBSuccess("Select smallest UTXO", utxo_pool, /*selection_target=*/1 * CENT, /*expected_input_amounts=*/{1 * CENT}, cs_params);
+ - + - ]
140 [ + - + - : 18 : TestBnBSuccess("Select middle UTXO", utxo_pool, /*selection_target=*/3 * CENT, /*expected_input_amounts=*/{3 * CENT}, cs_params);
+ - + - ]
141 [ + - + - : 18 : TestBnBSuccess("Select biggest UTXO", utxo_pool, /*selection_target=*/5 * CENT, /*expected_input_amounts=*/{5 * CENT}, cs_params);
+ - + - ]
142 [ + - + - : 18 : TestBnBSuccess("Select two UTXOs", utxo_pool, /*selection_target=*/4 * CENT, /*expected_input_amounts=*/{1 * CENT, 3 * CENT}, cs_params);
+ - + - ]
143 [ + - + - : 18 : TestBnBSuccess("Select all UTXOs", utxo_pool, /*selection_target=*/9 * CENT, /*expected_input_amounts=*/{1 * CENT, 3 * CENT, 5 * CENT}, cs_params);
+ - + - ]
144 : :
145 : : // BnB finds changeless solution while overshooting by up to cost_of_change
146 [ + - + - : 18 : 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);
+ - + - ]
147 : :
148 : : // BnB fails to find changeless solution when overshooting by cost_of_change + 1 sat
149 [ + - + - ]: 9 : TestBnBFail("Overshoot upper bound", utxo_pool, /*selection_target=*/4 * CENT - default_cs_params.m_cost_of_change - 1);
150 : :
151 [ + - + - : 18 : 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);
+ - + - ]
152 : :
153 [ + - + - ]: 9 : TestBnBFail("Exceed max weight", utxo_pool, /*selection_target=*/4 * CENT, /*max_selection_weight=*/4 * 2 * P2WPKH_INPUT_VSIZE - 1, /*expect_max_weight_exceeded=*/true);
154 : :
155 : : // Simple cases without BnB solution
156 [ + - + - ]: 9 : TestBnBFail("Smallest combination too big", utxo_pool, /*selection_target=*/0.5 * CENT);
157 [ + - + - ]: 9 : TestBnBFail("No UTXO combination in target window", utxo_pool, /*selection_target=*/7 * CENT);
158 [ + - + - ]: 9 : TestBnBFail("Select more than available", utxo_pool, /*selection_target=*/10 * CENT);
159 : :
160 : : // Test skipping of equivalent input sets
161 : 9 : std::vector<OutputGroup> clone_pool;
162 [ + - + - : 18 : AddCoins(clone_pool, {2 * CENT, 7 * CENT, 7 * CENT}, cs_params);
+ - ]
163 [ + - ]: 9 : AddDuplicateCoins(clone_pool, 50'000, 5 * CENT, cs_params);
164 [ + - + - : 18 : TestBnBSuccess("Skip equivalent input sets", clone_pool, /*selection_target=*/16 * CENT, /*expected_input_amounts=*/{2 * CENT, 7 * CENT, 7 * CENT}, cs_params);
+ - ]
165 : :
166 : : /* Test BnB attempt limit (`TOTAL_TRIES`)
167 : : *
168 : : * Generally, on a diverse UTXO pool BnB will quickly pass over UTXOs bigger than the target and then start
169 : : * combining small counts of UTXOs that in sum remain under the selection_target+cost_of_change. When there are
170 : : * multiple UTXOs that have matching amount and cost, combinations with equivalent input sets are skipped. The
171 : : * UTXO pool for this test is specifically crafted to create as much branching as possible. The selection target
172 : : * is 8 CENT while all UTXOs are slightly bigger than 1 CENT. The smallest eight are 100,000…100,007 sats, while
173 : : * the larger nine are 100,368…100,375 (i.e., 100,008…100,016 sats plus cost_of_change (359 sats)).
174 : : *
175 : : * Because BnB will only select input sets that fall between selection_target and selection_target +
176 : : * cost_of_change, and the search traverses the UTXO pool from large to small amounts, the search will visit
177 : : * every single combination of eight inputs. All except the last combination will overshoot by more than
178 : : * cost_of_change on the eighth input, because the larger nine inputs each exceed 1 CENT by more than
179 : : * cost_of_change. Only the last combination consisting of the eight smallest UTXOs falls into the target
180 : : * window.
181 : : */
182 : 9 : std::vector<OutputGroup> doppelganger_pool;
183 : 9 : std::vector<CAmount> doppelgangers;
184 : 9 : std::vector<CAmount> expected_inputs;
185 [ + + ]: 162 : for (int i = 0; i < 17; ++i) {
186 [ + + ]: 153 : if (i < 8) {
187 : : // The eight smallest UTXOs can be combined to create expected_result
188 [ + - ]: 72 : doppelgangers.push_back(1 * CENT + i);
189 [ + - ]: 72 : expected_inputs.push_back(doppelgangers[i]);
190 : : } else {
191 : : // Any eight UTXOs including at least one UTXO with the added cost_of_change will exceed target window
192 [ + - ]: 153 : doppelgangers.push_back(1 * CENT + default_cs_params.m_cost_of_change + i);
193 : : }
194 : : }
195 [ + - + - ]: 9 : AddCoins(doppelganger_pool, doppelgangers, cs_params);
196 : : // Among up to 17 unique UTXOs of similar effective value we will find a solution composed of the eight smallest UTXOs
197 [ + - + - ]: 9 : TestBnBSuccess("Combine smallest 8 of 17 unique UTXOs", doppelganger_pool, /*selection_target=*/8 * CENT, /*expected_input_amounts=*/expected_inputs, cs_params);
198 : :
199 : : // Starting with 18 unique UTXOs of similar effective value we will not find the solution due to exceeding the attempt limit
200 [ + - + - : 18 : AddCoins(doppelganger_pool, {1 * CENT + default_cs_params.m_cost_of_change + 17}, cs_params);
+ - ]
201 [ + - + - ]: 18 : TestBnBFail("Exhaust looking for smallest 8 of 18 unique UTXOs", doppelganger_pool, /*selection_target=*/8 * CENT);
202 : 9 : }
203 : 1 : }
204 : :
205 [ + - + - : 7 : BOOST_AUTO_TEST_CASE(bnb_feerate_sensitivity_test)
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206 : : {
207 : : // Create sets of UTXOs with the same effective amounts at different feerates (but different absolute amounts)
208 : 1 : std::vector<OutputGroup> low_feerate_pool; // 5 sat/vB (default, and lower than long_term_feerate of 10 sat/vB)
209 [ + - + - : 2 : AddCoins(low_feerate_pool, {2 * CENT, 3 * CENT, 5 * CENT, 10 * CENT});
+ - ]
210 [ + - + - : 2 : TestBnBSuccess("Select many inputs at low feerates", low_feerate_pool, /*selection_target=*/10 * CENT, /*expected_input_amounts=*/{2 * CENT, 3 * CENT, 5 * CENT});
+ - + - ]
211 : :
212 [ + - ]: 1 : CoinSelectionParams high_feerate_params = init_default_params();
213 [ + - ]: 1 : high_feerate_params.m_effective_feerate = CFeeRate{25'000};
214 : 1 : std::vector<OutputGroup> high_feerate_pool; // 25 sat/vB (greater than long_term_feerate of 10 sat/vB)
215 [ + - + - : 2 : AddCoins(high_feerate_pool, {2 * CENT, 3 * CENT, 5 * CENT, 10 * CENT}, high_feerate_params);
+ - ]
216 [ + - + - : 2 : TestBnBSuccess("Select one input at high feerates", high_feerate_pool, /*selection_target=*/10 * CENT, /*expected_input_amounts=*/{10 * CENT}, high_feerate_params);
+ - + - ]
217 : :
218 : : // Add heavy inputs {6, 7} to existing {2, 3, 5, 10}
219 [ + - ]: 2 : low_feerate_pool.push_back(MakeCoin(6 * CENT, true, default_cs_params, /*custom_spending_vsize=*/500));
220 [ + - ]: 2 : low_feerate_pool.push_back(MakeCoin(7 * CENT, true, default_cs_params, /*custom_spending_vsize=*/500));
221 [ + - + - : 2 : 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);
+ - + - ]
222 : :
223 [ + - ]: 2 : high_feerate_pool.push_back(MakeCoin(6 * CENT, true, high_feerate_params, /*custom_spending_vsize=*/500));
224 [ + - ]: 2 : high_feerate_pool.push_back(MakeCoin(7 * CENT, true, high_feerate_params, /*custom_spending_vsize=*/500));
225 [ + - + - : 2 : 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);
+ - ]
226 : 1 : }
227 : :
228 : : BOOST_AUTO_TEST_SUITE_END()
229 : : } // namespace wallet
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