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 : : /** Default coin selection parameters (dcsp) allow us to only explicitly set
19 : : * parameters when a diverging value is relevant in the context of a test.
20 : : * We use P2WPKH input and output weights for the change weights. */
21 : 144 : static CoinSelectionParams init_default_params()
22 : : {
23 : 144 : CoinSelectionParams dcsp{
24 : : /*rng_fast*/default_rand,
25 : : /*change_output_size=*/31,
26 : : /*change_spend_size=*/68,
27 : : /*min_change_target=*/50'000,
28 : 144 : /*effective_feerate=*/CFeeRate(5000),
29 : 144 : /*long_term_feerate=*/CFeeRate(10'000),
30 : 144 : /*discard_feerate=*/CFeeRate(3000),
31 : : /*tx_noinputs_size=*/11 + 31, //static header size + output size
32 : : /*avoid_partial=*/false,
33 : 144 : };
34 : 144 : dcsp.m_change_fee = /*155 sats=*/dcsp.m_effective_feerate.GetFee(dcsp.change_output_size);
35 : 144 : dcsp.min_viable_change = /*204 sats=*/dcsp.m_discard_feerate.GetFee(dcsp.change_spend_size);
36 : 144 : dcsp.m_cost_of_change = /*204 + 155 sats=*/dcsp.min_viable_change + dcsp.m_change_fee;
37 : 144 : dcsp.m_subtract_fee_outputs = false;
38 : 144 : return dcsp;
39 : : }
40 : :
41 : : static const CoinSelectionParams default_cs_params = init_default_params();
42 : :
43 : : /** Make one OutputGroup with a single UTXO that either has a given effective value (default) or a given amount (`is_eff_value = false`). */
44 : 450425 : static OutputGroup MakeCoin(const CAmount& amount, bool is_eff_value = true, CoinSelectionParams cs_params = default_cs_params, int custom_spending_vsize = 68)
45 : : {
46 : : // Always assume that we only have one input
47 : 450425 : CMutableTransaction tx;
48 [ + - ]: 450425 : tx.vout.resize(1);
49 [ + - ]: 450425 : CAmount fees = cs_params.m_effective_feerate.GetFee(custom_spending_vsize);
50 [ + - ]: 450425 : tx.vout[0].nValue = amount + int(is_eff_value) * fees;
51 : 450425 : tx.nLockTime = next_lock_time++; // so all transactions get different hashes
52 [ + - ]: 450425 : OutputGroup group(cs_params);
53 [ + - + - : 450425 : 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);
+ - + - ]
54 : 450425 : return group;
55 : 450425 : }
56 : :
57 : : /** Make multiple OutputGroups with the given values as their effective value */
58 : 38 : static void AddCoins(std::vector<OutputGroup>& utxo_pool, std::vector<CAmount> coins, CoinSelectionParams cs_params = default_cs_params)
59 : : {
60 [ + + ]: 262 : for (CAmount c : coins) {
61 [ + - ]: 224 : utxo_pool.push_back(MakeCoin(c, true, cs_params));
62 : : }
63 : 38 : }
64 : :
65 : : /** Make multiple coins that share the same effective value */
66 : 9 : static void AddDuplicateCoins(std::vector<OutputGroup>& utxo_pool, int count, int amount, CoinSelectionParams cs_params = default_cs_params) {
67 [ + + ]: 450009 : for (int i = 0 ; i < count; ++i) {
68 [ + - ]: 450000 : utxo_pool.push_back(MakeCoin(amount, true, cs_params));
69 : : }
70 : 9 : }
71 : :
72 : : /** Check if SelectionResult a is equivalent to SelectionResult b.
73 : : * 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) */
74 : 76 : static bool HaveEquivalentValues(const SelectionResult& a, const SelectionResult& b)
75 : : {
76 : 76 : std::vector<CAmount> a_amts;
77 : 76 : std::vector<CAmount> b_amts;
78 [ + - + + ]: 273 : for (const auto& coin : a.GetInputSet()) {
79 [ + - ]: 197 : a_amts.push_back(coin->txout.nValue);
80 : : }
81 [ + - + + ]: 273 : for (const auto& coin : b.GetInputSet()) {
82 [ + - ]: 197 : b_amts.push_back(coin->txout.nValue);
83 : : }
84 : 76 : std::sort(a_amts.begin(), a_amts.end());
85 : 76 : std::sort(b_amts.begin(), b_amts.end());
86 : :
87 : 76 : auto ret = std::mismatch(a_amts.begin(), a_amts.end(), b_amts.begin());
88 [ + - - + ]: 76 : return ret.first == a_amts.end() && ret.second == b_amts.end();
89 : 76 : }
90 : :
91 : 152 : static std::string InputAmountsToString(const SelectionResult& selection)
92 : : {
93 [ + - + - ]: 698 : return "[" + util::Join(selection.GetInputSet(), " ", [](const auto& input){ return util::ToString(input->txout.nValue);}) + "]";
94 : : }
95 : :
96 : 76 : 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, int custom_spending_vsize = 68)
97 : : {
98 : 76 : SelectionResult expected_result(CAmount(0), SelectionAlgorithm::BNB);
99 : 76 : CAmount expected_amount = 0;
100 [ + + ]: 273 : for (CAmount input_amount : expected_input_amounts) {
101 [ + - ]: 197 : OutputGroup group = MakeCoin(input_amount, true, cs_params, custom_spending_vsize);
102 : 197 : expected_amount += group.m_value;
103 [ + - ]: 197 : expected_result.AddInput(group);
104 : 197 : }
105 : :
106 [ + - ]: 76 : const auto result = SelectCoinsBnB(utxo_pool, selection_target, /*cost_of_change=*/default_cs_params.m_cost_of_change, /*max_selection_weight=*/MAX_STANDARD_TX_WEIGHT);
107 [ + - + - : 152 : BOOST_CHECK_MESSAGE(result, "Falsy result in BnB-Success: " + test_title);
+ - ]
108 [ + - + - : 152 : 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)));
+ - + - +
- + - ]
109 [ + - + - : 152 : 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()));
+ - + - +
- ]
110 : 76 : }
111 : :
112 : 54 : static void TestBnBFail(std::string test_title, std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target)
113 : : {
114 [ + - + - ]: 108 : BOOST_CHECK_MESSAGE(!SelectCoinsBnB(utxo_pool, selection_target, /*cost_of_change=*/default_cs_params.m_cost_of_change, /*max_selection_weight=*/MAX_STANDARD_TX_WEIGHT), "BnB-Fail: " + test_title);
115 : 54 : }
116 : :
117 [ + - + - : 7 : BOOST_AUTO_TEST_CASE(bnb_test)
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118 : : {
119 : 1 : std::vector<int> feerates = {0, 1, 5'000, 10'000, 25'000, 59'764, 500'000, 999'000, 1'500'000};
120 : :
121 [ + + ]: 10 : for (int feerate : feerates) {
122 : 9 : std::vector<OutputGroup> utxo_pool;
123 : :
124 [ + - ]: 9 : CoinSelectionParams cs_params = init_default_params();
125 [ + - ]: 9 : cs_params.m_effective_feerate = CFeeRate{feerate};
126 : :
127 : : // Fail for empty UTXO pool
128 [ + - + - ]: 9 : TestBnBFail("Empty UTXO pool", utxo_pool, /*selection_target=*/1 * CENT);
129 : :
130 [ + - + - : 18 : AddCoins(utxo_pool, {1 * CENT, 3 * CENT, 5 * CENT}, cs_params);
+ - ]
131 : :
132 : : // Simple success cases
133 [ + - + - : 18 : TestBnBSuccess("Select smallest UTXO", utxo_pool, /*selection_target=*/1 * CENT, /*expected_input_amounts=*/{1 * CENT}, cs_params);
+ - + - ]
134 [ + - + - : 18 : TestBnBSuccess("Select middle UTXO", utxo_pool, /*selection_target=*/3 * CENT, /*expected_input_amounts=*/{3 * CENT}, cs_params);
+ - + - ]
135 [ + - + - : 18 : TestBnBSuccess("Select biggest UTXO", utxo_pool, /*selection_target=*/5 * CENT, /*expected_input_amounts=*/{5 * CENT}, cs_params);
+ - + - ]
136 [ + - + - : 18 : TestBnBSuccess("Select two UTXOs", utxo_pool, /*selection_target=*/4 * CENT, /*expected_input_amounts=*/{1 * CENT, 3 * CENT}, cs_params);
+ - + - ]
137 [ + - + - : 18 : TestBnBSuccess("Select all UTXOs", utxo_pool, /*selection_target=*/9 * CENT, /*expected_input_amounts=*/{1 * CENT, 3 * CENT, 5 * CENT}, cs_params);
+ - + - ]
138 : :
139 : : // BnB finds changeless solution while overshooting by up to cost_of_change
140 [ + - + - : 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);
+ - + - ]
141 : :
142 : : // BnB fails to find changeless solution when overshooting by cost_of_change + 1 sat
143 [ + - + - ]: 9 : TestBnBFail("Overshoot upper bound", utxo_pool, /*selection_target=*/4 * CENT - default_cs_params.m_cost_of_change - 1);
144 : :
145 : : // Simple cases without BnB solution
146 [ + - + - ]: 9 : TestBnBFail("Smallest combination too big", utxo_pool, /*selection_target=*/0.5 * CENT);
147 [ + - + - ]: 9 : TestBnBFail("No UTXO combination in target window", utxo_pool, /*selection_target=*/7 * CENT);
148 [ + - + - ]: 9 : TestBnBFail("Select more than available", utxo_pool, /*selection_target=*/10 * CENT);
149 : :
150 : : // Test skipping of equivalent input sets
151 : 9 : std::vector<OutputGroup> clone_pool;
152 [ + - + - : 18 : AddCoins(clone_pool, {2 * CENT, 7 * CENT, 7 * CENT}, cs_params);
+ - ]
153 [ + - ]: 9 : AddDuplicateCoins(clone_pool, 50'000, 5 * CENT, cs_params);
154 [ + - + - : 18 : TestBnBSuccess("Skip equivalent input sets", clone_pool, /*selection_target=*/16 * CENT, /*expected_input_amounts=*/{2 * CENT, 7 * CENT, 7 * CENT}, cs_params);
+ - ]
155 : :
156 : : /* Test BnB attempt limit (`TOTAL_TRIES`)
157 : : *
158 : : * Generally, on a diverse UTXO pool BnB will quickly pass over UTXOs bigger than the target and then start
159 : : * combining small counts of UTXOs that in sum remain under the selection_target+cost_of_change. When there are
160 : : * multiple UTXOs that have matching amount and cost, combinations with equivalent input sets are skipped. The
161 : : * UTXO pool for this test is specifically crafted to create as much branching as possible. The selection target
162 : : * is 8 CENT while all UTXOs are slightly bigger than 1 CENT. The smallest eight are 100,000…100,007 sats, while
163 : : * the larger nine are 100,368…100,375 (i.e., 100,008…100,016 sats plus cost_of_change (359 sats)).
164 : : *
165 : : * Because BnB will only select input sets that fall between selection_target and selection_target +
166 : : * cost_of_change, and the search traverses the UTXO pool from large to small amounts, the search will visit
167 : : * every single combination of eight inputs. All except the last combination will overshoot by more than
168 : : * cost_of_change on the eighth input, because the larger nine inputs each exceed 1 CENT by more than
169 : : * cost_of_change. Only the last combination consisting of the eight smallest UTXOs falls into the target
170 : : * window.
171 : : */
172 : 9 : std::vector<OutputGroup> doppelganger_pool;
173 : 9 : std::vector<CAmount> doppelgangers;
174 : 9 : std::vector<CAmount> expected_inputs;
175 [ + + ]: 162 : for (int i = 0; i < 17; ++i) {
176 [ + + ]: 153 : if (i < 8) {
177 : : // The eight smallest UTXOs can be combined to create expected_result
178 [ + - ]: 72 : doppelgangers.push_back(1 * CENT + i);
179 [ + - ]: 72 : expected_inputs.push_back(doppelgangers[i]);
180 : : } else {
181 : : // Any eight UTXOs including at least one UTXO with the added cost_of_change will exceed target window
182 [ + - ]: 153 : doppelgangers.push_back(1 * CENT + default_cs_params.m_cost_of_change + i);
183 : : }
184 : : }
185 [ + - + - ]: 9 : AddCoins(doppelganger_pool, doppelgangers, cs_params);
186 : : // Among up to 17 unique UTXOs of similar effective value we will find a solution composed of the eight smallest UTXOs
187 [ + - + - ]: 9 : TestBnBSuccess("Combine smallest 8 of 17 unique UTXOs", doppelganger_pool, /*selection_target=*/8 * CENT, /*expected_input_amounts=*/expected_inputs, cs_params);
188 : :
189 : : // Starting with 18 unique UTXOs of similar effective value we will not find the solution due to exceeding the attempt limit
190 [ + - + - : 18 : AddCoins(doppelganger_pool, {1 * CENT + default_cs_params.m_cost_of_change + 17}, cs_params);
+ - ]
191 [ + - + - ]: 18 : TestBnBFail("Exhaust looking for smallest 8 of 18 unique UTXOs", doppelganger_pool, /*selection_target=*/8 * CENT);
192 : 9 : }
193 : 1 : }
194 : :
195 [ + - + - : 7 : BOOST_AUTO_TEST_CASE(bnb_feerate_sensitivity_test)
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196 : : {
197 : : // Create sets of UTXOs with the same effective amounts at different feerates (but different absolute amounts)
198 : 1 : std::vector<OutputGroup> low_feerate_pool; // 5 sat/vB (default, and lower than long_term_feerate of 10 sat/vB)
199 [ + - + - : 2 : AddCoins(low_feerate_pool, {2 * CENT, 3 * CENT, 5 * CENT, 10 * CENT});
+ - ]
200 [ + - + - : 2 : TestBnBSuccess("Select many inputs at low feerates", low_feerate_pool, /*selection_target=*/10 * CENT, /*expected_input_amounts=*/{2 * CENT, 3 * CENT, 5 * CENT});
+ - + - ]
201 : :
202 [ + - ]: 1 : CoinSelectionParams high_feerate_params = init_default_params();
203 [ + - ]: 1 : high_feerate_params.m_effective_feerate = CFeeRate{25'000};
204 : 1 : std::vector<OutputGroup> high_feerate_pool; // 25 sat/vB (greater than long_term_feerate of 10 sat/vB)
205 [ + - + - : 2 : AddCoins(high_feerate_pool, {2 * CENT, 3 * CENT, 5 * CENT, 10 * CENT}, high_feerate_params);
+ - ]
206 [ + - + - : 2 : TestBnBSuccess("Select one input at high feerates", high_feerate_pool, /*selection_target=*/10 * CENT, /*expected_input_amounts=*/{10 * CENT}, high_feerate_params);
+ - + - ]
207 : :
208 : : // Add heavy inputs {6, 7} to existing {2, 3, 5, 10}
209 [ + - ]: 2 : low_feerate_pool.push_back(MakeCoin(6 * CENT, true, default_cs_params, /*custom_spending_vsize=*/500));
210 [ + - ]: 2 : low_feerate_pool.push_back(MakeCoin(7 * CENT, true, default_cs_params, /*custom_spending_vsize=*/500));
211 [ + - + - : 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);
+ - + - ]
212 : :
213 [ + - ]: 2 : high_feerate_pool.push_back(MakeCoin(6 * CENT, true, high_feerate_params, /*custom_spending_vsize=*/500));
214 [ + - ]: 2 : high_feerate_pool.push_back(MakeCoin(7 * CENT, true, high_feerate_params, /*custom_spending_vsize=*/500));
215 [ + - + - : 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);
+ - ]
216 : 1 : }
217 : :
218 : : BOOST_AUTO_TEST_SUITE_END()
219 : : } // namespace wallet
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