Branch data Line data Source code
1 : : // Copyright (c) 2017-2022 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 <node/context.h>
7 : : #include <policy/policy.h>
8 : : #include <primitives/transaction.h>
9 : : #include <random.h>
10 : : #include <test/util/setup_common.h>
11 : : #include <util/translation.h>
12 : : #include <wallet/coincontrol.h>
13 : : #include <wallet/coinselection.h>
14 : : #include <wallet/spend.h>
15 : : #include <wallet/test/util.h>
16 : : #include <wallet/test/wallet_test_fixture.h>
17 : 0 : #include <wallet/wallet.h>
18 : 0 :
19 : : #include <algorithm>
20 : : #include <boost/test/unit_test.hpp>
21 : : #include <random>
22 : :
23 : : namespace wallet {
24 : 0 : BOOST_FIXTURE_TEST_SUITE(coinselector_tests, WalletTestingSetup)
25 : :
26 : : // how many times to run all the tests to have a chance to catch errors that only show up with particular random shuffles
27 : 0 : #define RUN_TESTS 100
28 : :
29 : : // some tests fail 1% of the time due to bad luck.
30 : : // we repeat those tests this many times and only complain if all iterations of the test fail
31 : : #define RANDOM_REPEATS 5
32 : :
33 : : typedef std::set<std::shared_ptr<COutput>> CoinSet;
34 : :
35 : 0 : static const CoinEligibilityFilter filter_standard(1, 6, 0);
36 : 0 : static const CoinEligibilityFilter filter_confirmed(1, 1, 0);
37 : 0 : static const CoinEligibilityFilter filter_standard_extra(6, 6, 0);
38 : : static int nextLockTime = 0;
39 : :
40 : 0 : static void add_coin(const CAmount& nValue, int nInput, std::vector<COutput>& set)
41 : : {
42 : 0 : CMutableTransaction tx;
43 : 0 : tx.vout.resize(nInput + 1);
44 : 0 : tx.vout[nInput].nValue = nValue;
45 : 0 : tx.nLockTime = nextLockTime++; // so all transactions get different hashes
46 : 0 : set.emplace_back(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, /*input_bytes=*/ -1, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false, /*fees=*/ 0);
47 : 0 : }
48 : :
49 : 0 : static void add_coin(const CAmount& nValue, int nInput, SelectionResult& result)
50 : : {
51 : 0 : CMutableTransaction tx;
52 : 0 : tx.vout.resize(nInput + 1);
53 : 0 : tx.vout[nInput].nValue = nValue;
54 : 0 : tx.nLockTime = nextLockTime++; // so all transactions get different hashes
55 : 0 : COutput output(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, /*input_bytes=*/ -1, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false, /*fees=*/ 0);
56 : 0 : OutputGroup group;
57 : 0 : group.Insert(std::make_shared<COutput>(output), /*ancestors=*/ 0, /*descendants=*/ 0);
58 : 0 : result.AddInput(group);
59 : 0 : }
60 : :
61 : 0 : static void add_coin(const CAmount& nValue, int nInput, SelectionResult& result, CAmount fee, CAmount long_term_fee)
62 : : {
63 : 0 : CMutableTransaction tx;
64 : 0 : tx.vout.resize(nInput + 1);
65 : 0 : tx.vout[nInput].nValue = nValue;
66 : 0 : tx.nLockTime = nextLockTime++; // so all transactions get different hashes
67 : 0 : std::shared_ptr<COutput> coin = std::make_shared<COutput>(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, /*input_bytes=*/ 148, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false, fee);
68 : 0 : OutputGroup group;
69 : 0 : group.Insert(coin, /*ancestors=*/ 0, /*descendants=*/ 0);
70 : 0 : coin->long_term_fee = long_term_fee; // group.Insert() will modify long_term_fee, so we need to set it afterwards
71 : 0 : result.AddInput(group);
72 : 0 : }
73 : :
74 : 0 : static void add_coin(CoinsResult& available_coins, CWallet& wallet, const CAmount& nValue, CFeeRate feerate = CFeeRate(0), int nAge = 6*24, bool fIsFromMe = false, int nInput =0, bool spendable = false, int custom_size = 0)
75 : : {
76 : 0 : CMutableTransaction tx;
77 : 0 : tx.nLockTime = nextLockTime++; // so all transactions get different hashes
78 : 0 : tx.vout.resize(nInput + 1);
79 : 0 : tx.vout[nInput].nValue = nValue;
80 : 0 : if (spendable) {
81 : 0 : tx.vout[nInput].scriptPubKey = GetScriptForDestination(*Assert(wallet.GetNewDestination(OutputType::BECH32, "")));
82 : 0 : }
83 : 0 : uint256 txid = tx.GetHash();
84 : :
85 : 0 : LOCK(wallet.cs_wallet);
86 : 0 : auto ret = wallet.mapWallet.emplace(std::piecewise_construct, std::forward_as_tuple(txid), std::forward_as_tuple(MakeTransactionRef(std::move(tx)), TxStateInactive{}));
87 : 0 : assert(ret.second);
88 : 0 : CWalletTx& wtx = (*ret.first).second;
89 : 0 : const auto& txout = wtx.tx->vout.at(nInput);
90 : 0 : available_coins.Add(OutputType::BECH32, {COutPoint(wtx.GetHash(), nInput), txout, nAge, custom_size == 0 ? CalculateMaximumSignedInputSize(txout, &wallet, /*coin_control=*/nullptr) : custom_size, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, wtx.GetTxTime(), fIsFromMe, feerate});
91 : 0 : }
92 : :
93 : : // Helpers
94 : 0 : std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, const CAmount& nTargetValue,
95 : : CAmount change_target, FastRandomContext& rng)
96 : : {
97 : 0 : auto res{KnapsackSolver(groups, nTargetValue, change_target, rng, MAX_STANDARD_TX_WEIGHT)};
98 : 0 : return res ? std::optional<SelectionResult>(*res) : std::nullopt;
99 : 0 : }
100 : :
101 : 0 : std::optional<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change)
102 : : {
103 : 0 : auto res{SelectCoinsBnB(utxo_pool, selection_target, cost_of_change, MAX_STANDARD_TX_WEIGHT)};
104 : 0 : return res ? std::optional<SelectionResult>(*res) : std::nullopt;
105 : 0 : }
106 : :
107 : : /** Check if SelectionResult a is equivalent to SelectionResult b.
108 : : * Equivalent means same input values, but maybe different inputs (i.e. same value, different prevout) */
109 : 0 : static bool EquivalentResult(const SelectionResult& a, const SelectionResult& b)
110 : : {
111 : 0 : std::vector<CAmount> a_amts;
112 : 0 : std::vector<CAmount> b_amts;
113 : 0 : for (const auto& coin : a.GetInputSet()) {
114 : 0 : a_amts.push_back(coin->txout.nValue);
115 : : }
116 : 0 : for (const auto& coin : b.GetInputSet()) {
117 : 0 : b_amts.push_back(coin->txout.nValue);
118 : : }
119 : 0 : std::sort(a_amts.begin(), a_amts.end());
120 : 0 : std::sort(b_amts.begin(), b_amts.end());
121 : :
122 : 0 : std::pair<std::vector<CAmount>::iterator, std::vector<CAmount>::iterator> ret = std::mismatch(a_amts.begin(), a_amts.end(), b_amts.begin());
123 : 0 : return ret.first == a_amts.end() && ret.second == b_amts.end();
124 : 0 : }
125 : :
126 : : /** Check if this selection is equal to another one. Equal means same inputs (i.e same value and prevout) */
127 : 0 : static bool EqualResult(const SelectionResult& a, const SelectionResult& b)
128 : : {
129 : 0 : std::pair<CoinSet::iterator, CoinSet::iterator> ret = std::mismatch(a.GetInputSet().begin(), a.GetInputSet().end(), b.GetInputSet().begin(),
130 : 0 : [](const std::shared_ptr<COutput>& a, const std::shared_ptr<COutput>& b) {
131 : 0 : return a->outpoint == b->outpoint;
132 : : });
133 : 0 : return ret.first == a.GetInputSet().end() && ret.second == b.GetInputSet().end();
134 : : }
135 : :
136 : 0 : static CAmount make_hard_case(int utxos, std::vector<COutput>& utxo_pool)
137 : : {
138 : 0 : utxo_pool.clear();
139 : 0 : CAmount target = 0;
140 : 0 : for (int i = 0; i < utxos; ++i) {
141 : 0 : target += CAmount{1} << (utxos+i);
142 : 0 : add_coin(CAmount{1} << (utxos+i), 2*i, utxo_pool);
143 : 0 : add_coin((CAmount{1} << (utxos+i)) + (CAmount{1} << (utxos-1-i)), 2*i + 1, utxo_pool);
144 : 0 : }
145 : 0 : return target;
146 : : }
147 : :
148 : 0 : inline std::vector<OutputGroup>& GroupCoins(const std::vector<COutput>& available_coins, bool subtract_fee_outputs = false)
149 : : {
150 : 0 : static std::vector<OutputGroup> static_groups;
151 : 0 : static_groups.clear();
152 : 0 : for (auto& coin : available_coins) {
153 : 0 : static_groups.emplace_back();
154 : 0 : OutputGroup& group = static_groups.back();
155 : 0 : group.Insert(std::make_shared<COutput>(coin), /*ancestors=*/ 0, /*descendants=*/ 0);
156 : 0 : group.m_subtract_fee_outputs = subtract_fee_outputs;
157 : : }
158 : 0 : return static_groups;
159 : 0 : }
160 : :
161 : 0 : inline std::vector<OutputGroup>& KnapsackGroupOutputs(const CoinsResult& available_coins, CWallet& wallet, const CoinEligibilityFilter& filter)
162 : : {
163 : 0 : FastRandomContext rand{};
164 : 0 : CoinSelectionParams coin_selection_params{
165 : 0 : rand,
166 : 0 : /*change_output_size=*/ 0,
167 : 0 : /*change_spend_size=*/ 0,
168 : 0 : /*min_change_target=*/ CENT,
169 : 0 : /*effective_feerate=*/ CFeeRate(0),
170 : 0 : /*long_term_feerate=*/ CFeeRate(0),
171 : 0 : /*discard_feerate=*/ CFeeRate(0),
172 : : /*tx_noinputs_size=*/ 0,
173 : : /*avoid_partial=*/ false,
174 : : };
175 : 0 : static OutputGroupTypeMap static_groups;
176 : 0 : static_groups = GroupOutputs(wallet, available_coins, coin_selection_params, {{filter}})[filter];
177 : : return static_groups.all_groups.mixed_group;
178 : 0 : }
179 : :
180 : 0 : static std::unique_ptr<CWallet> NewWallet(const node::NodeContext& m_node, const std::string& wallet_name = "")
181 : : {
182 : 0 : std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), wallet_name, CreateMockableWalletDatabase());
183 : 0 : BOOST_CHECK(wallet->LoadWallet() == DBErrors::LOAD_OK);
184 : 0 : LOCK(wallet->cs_wallet);
185 : 0 : wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
186 : 0 : wallet->SetupDescriptorScriptPubKeyMans();
187 : 0 : return wallet;
188 : 0 : }
189 : :
190 : : // Branch and bound coin selection tests
191 : 0 : BOOST_AUTO_TEST_CASE(bnb_search_test)
192 : : {
193 : 0 : FastRandomContext rand{};
194 : : // Setup
195 : 0 : std::vector<COutput> utxo_pool;
196 : 0 : SelectionResult expected_result(CAmount(0), SelectionAlgorithm::BNB);
197 : :
198 : : /////////////////////////
199 : : // Known Outcome tests //
200 : : /////////////////////////
201 : :
202 : : // Empty utxo pool
203 : 0 : BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT));
204 : :
205 : : // Add utxos
206 : 0 : add_coin(1 * CENT, 1, utxo_pool);
207 : 0 : add_coin(2 * CENT, 2, utxo_pool);
208 : 0 : add_coin(3 * CENT, 3, utxo_pool);
209 : 0 : add_coin(4 * CENT, 4, utxo_pool);
210 : :
211 : : // Select 1 Cent
212 : 0 : add_coin(1 * CENT, 1, expected_result);
213 : 0 : const auto result1 = SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT);
214 : 0 : BOOST_CHECK(result1);
215 : 0 : BOOST_CHECK(EquivalentResult(expected_result, *result1));
216 : 0 : BOOST_CHECK_EQUAL(result1->GetSelectedValue(), 1 * CENT);
217 : 0 : expected_result.Clear();
218 : :
219 : : // Select 2 Cent
220 : 0 : add_coin(2 * CENT, 2, expected_result);
221 : 0 : const auto result2 = SelectCoinsBnB(GroupCoins(utxo_pool), 2 * CENT, 0.5 * CENT);
222 : 0 : BOOST_CHECK(result2);
223 : 0 : BOOST_CHECK(EquivalentResult(expected_result, *result2));
224 : 0 : BOOST_CHECK_EQUAL(result2->GetSelectedValue(), 2 * CENT);
225 : 0 : expected_result.Clear();
226 : :
227 : 0 : // Select 5 Cent
228 : 0 : add_coin(3 * CENT, 3, expected_result);
229 : 0 : add_coin(2 * CENT, 2, expected_result);
230 : 0 : const auto result3 = SelectCoinsBnB(GroupCoins(utxo_pool), 5 * CENT, 0.5 * CENT);
231 : 0 : BOOST_CHECK(result3);
232 : 0 : BOOST_CHECK(EquivalentResult(expected_result, *result3));
233 : 0 : BOOST_CHECK_EQUAL(result3->GetSelectedValue(), 5 * CENT);
234 : 0 : expected_result.Clear();
235 : :
236 : : // Select 11 Cent, not possible
237 : 0 : BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 11 * CENT, 0.5 * CENT));
238 : 0 : expected_result.Clear();
239 : :
240 : : // Cost of change is greater than the difference between target value and utxo sum
241 : 0 : add_coin(1 * CENT, 1, expected_result);
242 : 0 : const auto result4 = SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0.5 * CENT);
243 : 0 : BOOST_CHECK(result4);
244 : 0 : BOOST_CHECK_EQUAL(result4->GetSelectedValue(), 1 * CENT);
245 : 0 : BOOST_CHECK(EquivalentResult(expected_result, *result4));
246 : 0 : expected_result.Clear();
247 : :
248 : : // Cost of change is less than the difference between target value and utxo sum
249 : 0 : BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0));
250 : 0 : expected_result.Clear();
251 : :
252 : : // Select 10 Cent
253 : 0 : add_coin(5 * CENT, 5, utxo_pool);
254 : 0 : add_coin(4 * CENT, 4, expected_result);
255 : 0 : add_coin(3 * CENT, 3, expected_result);
256 : 0 : add_coin(2 * CENT, 2, expected_result);
257 : 0 : add_coin(1 * CENT, 1, expected_result);
258 : 0 : const auto result5 = SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 0.5 * CENT);
259 : 0 : BOOST_CHECK(result5);
260 : 0 : BOOST_CHECK(EquivalentResult(expected_result, *result5));
261 : 0 : BOOST_CHECK_EQUAL(result5->GetSelectedValue(), 10 * CENT);
262 : 0 : expected_result.Clear();
263 : :
264 : 0 : // Select 0.25 Cent, not possible
265 : 0 : BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.25 * CENT, 0.5 * CENT));
266 : 0 : expected_result.Clear();
267 : :
268 : : // Iteration exhaustion test
269 : 0 : CAmount target = make_hard_case(17, utxo_pool);
270 : 0 : BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), target, 1)); // Should exhaust
271 : 0 : target = make_hard_case(14, utxo_pool);
272 : 0 : const auto result7 = SelectCoinsBnB(GroupCoins(utxo_pool), target, 1); // Should not exhaust
273 : 0 : BOOST_CHECK(result7);
274 : :
275 : : // Test same value early bailout optimization
276 : 0 : utxo_pool.clear();
277 : 0 : add_coin(7 * CENT, 7, expected_result);
278 : 0 : add_coin(7 * CENT, 7, expected_result);
279 : 0 : add_coin(7 * CENT, 7, expected_result);
280 : 0 : add_coin(7 * CENT, 7, expected_result);
281 : 0 : add_coin(2 * CENT, 7, expected_result);
282 : 0 : add_coin(7 * CENT, 7, utxo_pool);
283 : 0 : add_coin(7 * CENT, 7, utxo_pool);
284 : 0 : add_coin(7 * CENT, 7, utxo_pool);
285 : 0 : add_coin(7 * CENT, 7, utxo_pool);
286 : 0 : add_coin(2 * CENT, 7, utxo_pool);
287 : 0 : for (int i = 0; i < 50000; ++i) {
288 : 0 : add_coin(5 * CENT, 7, utxo_pool);
289 : 0 : }
290 : 0 : const auto result8 = SelectCoinsBnB(GroupCoins(utxo_pool), 30 * CENT, 5000);
291 : 0 : BOOST_CHECK(result8);
292 : 0 : BOOST_CHECK_EQUAL(result8->GetSelectedValue(), 30 * CENT);
293 : 0 : BOOST_CHECK(EquivalentResult(expected_result, *result8));
294 : :
295 : : ////////////////////
296 : : // Behavior tests //
297 : : ////////////////////
298 : : // Select 1 Cent with pool of only greater than 5 Cent
299 : 0 : utxo_pool.clear();
300 : 0 : for (int i = 5; i <= 20; ++i) {
301 : 0 : add_coin(i * CENT, i, utxo_pool);
302 : 0 : }
303 : : // Run 100 times, to make sure it is never finding a solution
304 : 0 : for (int i = 0; i < 100; ++i) {
305 : 0 : BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 2 * CENT));
306 : 0 : }
307 : :
308 : : // Make sure that effective value is working in AttemptSelection when BnB is used
309 : 0 : CoinSelectionParams coin_selection_params_bnb{
310 : : rand,
311 : : /*change_output_size=*/ 31,
312 : : /*change_spend_size=*/ 68,
313 : : /*min_change_target=*/ 0,
314 : 0 : /*effective_feerate=*/ CFeeRate(3000),
315 : 0 : /*long_term_feerate=*/ CFeeRate(1000),
316 : 0 : /*discard_feerate=*/ CFeeRate(1000),
317 : : /*tx_noinputs_size=*/ 0,
318 : : /*avoid_partial=*/ false,
319 : : };
320 : 0 : coin_selection_params_bnb.m_change_fee = coin_selection_params_bnb.m_effective_feerate.GetFee(coin_selection_params_bnb.change_output_size);
321 : 0 : coin_selection_params_bnb.m_cost_of_change = coin_selection_params_bnb.m_effective_feerate.GetFee(coin_selection_params_bnb.change_spend_size) + coin_selection_params_bnb.m_change_fee;
322 : 0 : coin_selection_params_bnb.min_viable_change = coin_selection_params_bnb.m_effective_feerate.GetFee(coin_selection_params_bnb.change_spend_size);
323 : 0 : coin_selection_params_bnb.m_subtract_fee_outputs = true;
324 : :
325 : : {
326 : 0 : std::unique_ptr<CWallet> wallet = NewWallet(m_node);
327 : :
328 : 0 : CoinsResult available_coins;
329 : :
330 : 0 : add_coin(available_coins, *wallet, 1, coin_selection_params_bnb.m_effective_feerate);
331 : 0 : available_coins.All().at(0).input_bytes = 40; // Make sure that it has a negative effective value. The next check should assert if this somehow got through. Otherwise it will fail
332 : 0 : BOOST_CHECK(!SelectCoinsBnB(GroupCoins(available_coins.All()), 1 * CENT, coin_selection_params_bnb.m_cost_of_change));
333 : :
334 : : // Test fees subtracted from output:
335 : 0 : available_coins.Clear();
336 : 0 : add_coin(available_coins, *wallet, 1 * CENT, coin_selection_params_bnb.m_effective_feerate);
337 : 0 : available_coins.All().at(0).input_bytes = 40;
338 : 0 : const auto result9 = SelectCoinsBnB(GroupCoins(available_coins.All()), 1 * CENT, coin_selection_params_bnb.m_cost_of_change);
339 : 0 : BOOST_CHECK(result9);
340 : 0 : BOOST_CHECK_EQUAL(result9->GetSelectedValue(), 1 * CENT);
341 : 0 : }
342 : :
343 : : {
344 : 0 : std::unique_ptr<CWallet> wallet = NewWallet(m_node);
345 : :
346 : 0 : CoinsResult available_coins;
347 : :
348 : 0 : add_coin(available_coins, *wallet, 5 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
349 : 0 : add_coin(available_coins, *wallet, 3 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
350 : 0 : add_coin(available_coins, *wallet, 2 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
351 : 0 : CCoinControl coin_control;
352 : 0 : coin_control.m_allow_other_inputs = true;
353 : 0 : COutput select_coin = available_coins.All().at(0);
354 : 0 : coin_control.Select(select_coin.outpoint);
355 : 0 : PreSelectedInputs selected_input;
356 : 0 : selected_input.Insert(select_coin, coin_selection_params_bnb.m_subtract_fee_outputs);
357 : 0 : available_coins.Erase({available_coins.coins[OutputType::BECH32].begin()->outpoint});
358 : 0 : coin_selection_params_bnb.m_effective_feerate = CFeeRate(0);
359 : 0 : LOCK(wallet->cs_wallet);
360 : 0 : const auto result10 = SelectCoins(*wallet, available_coins, selected_input, 10 * CENT, coin_control, coin_selection_params_bnb);
361 : 0 : BOOST_CHECK(result10);
362 : 0 : }
363 : : {
364 : 0 : std::unique_ptr<CWallet> wallet = NewWallet(m_node);
365 : 0 : LOCK(wallet->cs_wallet); // Every 'SelectCoins' call requires it
366 : :
367 : 0 : CoinsResult available_coins;
368 : :
369 : : // single coin should be selected when effective fee > long term fee
370 : 0 : coin_selection_params_bnb.m_effective_feerate = CFeeRate(5000);
371 : 0 : coin_selection_params_bnb.m_long_term_feerate = CFeeRate(3000);
372 : :
373 : 0 : add_coin(available_coins, *wallet, 10 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
374 : 0 : add_coin(available_coins, *wallet, 9 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
375 : 0 : add_coin(available_coins, *wallet, 1 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
376 : :
377 : 0 : expected_result.Clear();
378 : 0 : add_coin(10 * CENT, 2, expected_result);
379 : 0 : CCoinControl coin_control;
380 : 0 : const auto result11 = SelectCoins(*wallet, available_coins, /*pre_set_inputs=*/{}, 10 * CENT, coin_control, coin_selection_params_bnb);
381 : 0 : BOOST_CHECK(EquivalentResult(expected_result, *result11));
382 : 0 : available_coins.Clear();
383 : :
384 : : // more coins should be selected when effective fee < long term fee
385 : 0 : coin_selection_params_bnb.m_effective_feerate = CFeeRate(3000);
386 : 0 : coin_selection_params_bnb.m_long_term_feerate = CFeeRate(5000);
387 : :
388 : 0 : add_coin(available_coins, *wallet, 10 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
389 : 0 : add_coin(available_coins, *wallet, 9 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
390 : 0 : add_coin(available_coins, *wallet, 1 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
391 : :
392 : 0 : expected_result.Clear();
393 : 0 : add_coin(9 * CENT, 2, expected_result);
394 : 0 : add_coin(1 * CENT, 2, expected_result);
395 : 0 : const auto result12 = SelectCoins(*wallet, available_coins, /*pre_set_inputs=*/{}, 10 * CENT, coin_control, coin_selection_params_bnb);
396 : 0 : BOOST_CHECK(EquivalentResult(expected_result, *result12));
397 : 0 : available_coins.Clear();
398 : :
399 : : // pre selected coin should be selected even if disadvantageous
400 : 0 : coin_selection_params_bnb.m_effective_feerate = CFeeRate(5000);
401 : 0 : coin_selection_params_bnb.m_long_term_feerate = CFeeRate(3000);
402 : :
403 : 0 : add_coin(available_coins, *wallet, 10 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
404 : 0 : add_coin(available_coins, *wallet, 9 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
405 : 0 : add_coin(available_coins, *wallet, 1 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
406 : :
407 : 0 : expected_result.Clear();
408 : 0 : add_coin(9 * CENT, 2, expected_result);
409 : 0 : add_coin(1 * CENT, 2, expected_result);
410 : 0 : coin_control.m_allow_other_inputs = true;
411 : 0 : COutput select_coin = available_coins.All().at(1); // pre select 9 coin
412 : 0 : coin_control.Select(select_coin.outpoint);
413 : 0 : PreSelectedInputs selected_input;
414 : 0 : selected_input.Insert(select_coin, coin_selection_params_bnb.m_subtract_fee_outputs);
415 : 0 : available_coins.Erase({(++available_coins.coins[OutputType::BECH32].begin())->outpoint});
416 : 0 : const auto result13 = SelectCoins(*wallet, available_coins, selected_input, 10 * CENT, coin_control, coin_selection_params_bnb);
417 : 0 : BOOST_CHECK(EquivalentResult(expected_result, *result13));
418 : 0 : }
419 : :
420 : : {
421 : : // Test bnb max weight exceeded
422 : : // Inputs set [10, 9, 8, 5, 3, 1], Selection Target = 16 and coin 5 exceeding the max weight.
423 : :
424 : 0 : std::unique_ptr<CWallet> wallet = NewWallet(m_node);
425 : :
426 : 0 : CoinsResult available_coins;
427 : 0 : add_coin(available_coins, *wallet, 10 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
428 : 0 : add_coin(available_coins, *wallet, 9 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
429 : 0 : add_coin(available_coins, *wallet, 8 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
430 : 0 : add_coin(available_coins, *wallet, 5 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true, /*custom_size=*/MAX_STANDARD_TX_WEIGHT);
431 : 0 : add_coin(available_coins, *wallet, 3 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
432 : 0 : add_coin(available_coins, *wallet, 1 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
433 : :
434 : 0 : CAmount selection_target = 16 * CENT;
435 : 0 : const auto& no_res = SelectCoinsBnB(GroupCoins(available_coins.All(), /*subtract_fee_outputs*/true),
436 : 0 : selection_target, /*cost_of_change=*/0, MAX_STANDARD_TX_WEIGHT);
437 : 0 : BOOST_REQUIRE(!no_res);
438 : 0 : BOOST_CHECK(util::ErrorString(no_res).original.find("The inputs size exceeds the maximum weight") != std::string::npos);
439 : :
440 : : // Now add same coin value with a good size and check that it gets selected
441 : 0 : add_coin(available_coins, *wallet, 5 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
442 : 0 : const auto& res = SelectCoinsBnB(GroupCoins(available_coins.All(), /*subtract_fee_outputs*/true), selection_target, /*cost_of_change=*/0);
443 : :
444 : 0 : expected_result.Clear();
445 : 0 : add_coin(8 * CENT, 2, expected_result);
446 : 0 : add_coin(5 * CENT, 2, expected_result);
447 : 0 : add_coin(3 * CENT, 2, expected_result);
448 : 0 : BOOST_CHECK(EquivalentResult(expected_result, *res));
449 : 0 : }
450 : 0 : }
451 : :
452 : 0 : BOOST_AUTO_TEST_CASE(knapsack_solver_test)
453 : : {
454 : 0 : FastRandomContext rand{};
455 : 0 : const auto temp1{[&rand](std::vector<OutputGroup>& g, const CAmount& v, CAmount c) { return KnapsackSolver(g, v, c, rand); }};
456 : 0 : const auto KnapsackSolver{temp1};
457 : 0 : std::unique_ptr<CWallet> wallet = NewWallet(m_node);
458 : :
459 : 0 : CoinsResult available_coins;
460 : :
461 : : // test multiple times to allow for differences in the shuffle order
462 : 0 : for (int i = 0; i < RUN_TESTS; i++)
463 : : {
464 : 0 : available_coins.Clear();
465 : :
466 : : // with an empty wallet we can't even pay one cent
467 : 0 : BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 1 * CENT, CENT));
468 : :
469 : 0 : add_coin(available_coins, *wallet, 1*CENT, CFeeRate(0), 4); // add a new 1 cent coin
470 : :
471 : : // with a new 1 cent coin, we still can't find a mature 1 cent
472 : 0 : BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 1 * CENT, CENT));
473 : :
474 : : // but we can find a new 1 cent
475 : 0 : const auto result1 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 1 * CENT, CENT);
476 : 0 : BOOST_CHECK(result1);
477 : 0 : BOOST_CHECK_EQUAL(result1->GetSelectedValue(), 1 * CENT);
478 : :
479 : 0 : add_coin(available_coins, *wallet, 2*CENT); // add a mature 2 cent coin
480 : :
481 : : // we can't make 3 cents of mature coins
482 : 0 : BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 3 * CENT, CENT));
483 : :
484 : : // we can make 3 cents of new coins
485 : 0 : const auto result2 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 3 * CENT, CENT);
486 : 0 : BOOST_CHECK(result2);
487 : 0 : BOOST_CHECK_EQUAL(result2->GetSelectedValue(), 3 * CENT);
488 : :
489 : 0 : add_coin(available_coins, *wallet, 5*CENT); // add a mature 5 cent coin,
490 : 0 : add_coin(available_coins, *wallet, 10*CENT, CFeeRate(0), 3, true); // a new 10 cent coin sent from one of our own addresses
491 : 0 : add_coin(available_coins, *wallet, 20*CENT); // and a mature 20 cent coin
492 : :
493 : : // now we have new: 1+10=11 (of which 10 was self-sent), and mature: 2+5+20=27. total = 38
494 : :
495 : : // we can't make 38 cents only if we disallow new coins:
496 : 0 : BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 38 * CENT, CENT));
497 : : // we can't even make 37 cents if we don't allow new coins even if they're from us
498 : 0 : BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard_extra), 38 * CENT, CENT));
499 : : // but we can make 37 cents if we accept new coins from ourself
500 : 0 : const auto result3 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 37 * CENT, CENT);
501 : 0 : BOOST_CHECK(result3);
502 : 0 : BOOST_CHECK_EQUAL(result3->GetSelectedValue(), 37 * CENT);
503 : : // and we can make 38 cents if we accept all new coins
504 : 0 : const auto result4 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 38 * CENT, CENT);
505 : 0 : BOOST_CHECK(result4);
506 : 0 : BOOST_CHECK_EQUAL(result4->GetSelectedValue(), 38 * CENT);
507 : :
508 : : // try making 34 cents from 1,2,5,10,20 - we can't do it exactly
509 : 0 : const auto result5 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 34 * CENT, CENT);
510 : 0 : BOOST_CHECK(result5);
511 : 0 : BOOST_CHECK_EQUAL(result5->GetSelectedValue(), 35 * CENT); // but 35 cents is closest
512 : 0 : BOOST_CHECK_EQUAL(result5->GetInputSet().size(), 3U); // the best should be 20+10+5. it's incredibly unlikely the 1 or 2 got included (but possible)
513 : :
514 : : // when we try making 7 cents, the smaller coins (1,2,5) are enough. We should see just 2+5
515 : 0 : const auto result6 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 7 * CENT, CENT);
516 : 0 : BOOST_CHECK(result6);
517 : 0 : BOOST_CHECK_EQUAL(result6->GetSelectedValue(), 7 * CENT);
518 : 0 : BOOST_CHECK_EQUAL(result6->GetInputSet().size(), 2U);
519 : :
520 : : // when we try making 8 cents, the smaller coins (1,2,5) are exactly enough.
521 : 0 : const auto result7 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 8 * CENT, CENT);
522 : 0 : BOOST_CHECK(result7);
523 : 0 : BOOST_CHECK(result7->GetSelectedValue() == 8 * CENT);
524 : 0 : BOOST_CHECK_EQUAL(result7->GetInputSet().size(), 3U);
525 : :
526 : : // when we try making 9 cents, no subset of smaller coins is enough, and we get the next bigger coin (10)
527 : 0 : const auto result8 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 9 * CENT, CENT);
528 : 0 : BOOST_CHECK(result8);
529 : 0 : BOOST_CHECK_EQUAL(result8->GetSelectedValue(), 10 * CENT);
530 : 0 : BOOST_CHECK_EQUAL(result8->GetInputSet().size(), 1U);
531 : :
532 : : // now clear out the wallet and start again to test choosing between subsets of smaller coins and the next biggest coin
533 : 0 : available_coins.Clear();
534 : :
535 : 0 : add_coin(available_coins, *wallet, 6*CENT);
536 : 0 : add_coin(available_coins, *wallet, 7*CENT);
537 : 0 : add_coin(available_coins, *wallet, 8*CENT);
538 : 0 : add_coin(available_coins, *wallet, 20*CENT);
539 : 0 : add_coin(available_coins, *wallet, 30*CENT); // now we have 6+7+8+20+30 = 71 cents total
540 : :
541 : : // check that we have 71 and not 72
542 : 0 : const auto result9 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 71 * CENT, CENT);
543 : 0 : BOOST_CHECK(result9);
544 : 0 : BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 72 * CENT, CENT));
545 : :
546 : : // now try making 16 cents. the best smaller coins can do is 6+7+8 = 21; not as good at the next biggest coin, 20
547 : 0 : const auto result10 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 16 * CENT, CENT);
548 : 0 : BOOST_CHECK(result10);
549 : 0 : BOOST_CHECK_EQUAL(result10->GetSelectedValue(), 20 * CENT); // we should get 20 in one coin
550 : 0 : BOOST_CHECK_EQUAL(result10->GetInputSet().size(), 1U);
551 : :
552 : 0 : add_coin(available_coins, *wallet, 5*CENT); // now we have 5+6+7+8+20+30 = 75 cents total
553 : :
554 : : // now if we try making 16 cents again, the smaller coins can make 5+6+7 = 18 cents, better than the next biggest coin, 20
555 : 0 : const auto result11 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 16 * CENT, CENT);
556 : 0 : BOOST_CHECK(result11);
557 : 0 : BOOST_CHECK_EQUAL(result11->GetSelectedValue(), 18 * CENT); // we should get 18 in 3 coins
558 : 0 : BOOST_CHECK_EQUAL(result11->GetInputSet().size(), 3U);
559 : :
560 : 0 : add_coin(available_coins, *wallet, 18*CENT); // now we have 5+6+7+8+18+20+30
561 : :
562 : : // and now if we try making 16 cents again, the smaller coins can make 5+6+7 = 18 cents, the same as the next biggest coin, 18
563 : 0 : const auto result12 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 16 * CENT, CENT);
564 : 0 : BOOST_CHECK(result12);
565 : 0 : BOOST_CHECK_EQUAL(result12->GetSelectedValue(), 18 * CENT); // we should get 18 in 1 coin
566 : 0 : BOOST_CHECK_EQUAL(result12->GetInputSet().size(), 1U); // because in the event of a tie, the biggest coin wins
567 : :
568 : : // now try making 11 cents. we should get 5+6
569 : 0 : const auto result13 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 11 * CENT, CENT);
570 : 0 : BOOST_CHECK(result13);
571 : 0 : BOOST_CHECK_EQUAL(result13->GetSelectedValue(), 11 * CENT);
572 : 0 : BOOST_CHECK_EQUAL(result13->GetInputSet().size(), 2U);
573 : :
574 : : // check that the smallest bigger coin is used
575 : 0 : add_coin(available_coins, *wallet, 1*COIN);
576 : 0 : add_coin(available_coins, *wallet, 2*COIN);
577 : 0 : add_coin(available_coins, *wallet, 3*COIN);
578 : 0 : add_coin(available_coins, *wallet, 4*COIN); // now we have 5+6+7+8+18+20+30+100+200+300+400 = 1094 cents
579 : 0 : const auto result14 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 95 * CENT, CENT);
580 : 0 : BOOST_CHECK(result14);
581 : 0 : BOOST_CHECK_EQUAL(result14->GetSelectedValue(), 1 * COIN); // we should get 1 BTC in 1 coin
582 : 0 : BOOST_CHECK_EQUAL(result14->GetInputSet().size(), 1U);
583 : :
584 : 0 : const auto result15 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 195 * CENT, CENT);
585 : 0 : BOOST_CHECK(result15);
586 : 0 : BOOST_CHECK_EQUAL(result15->GetSelectedValue(), 2 * COIN); // we should get 2 BTC in 1 coin
587 : 0 : BOOST_CHECK_EQUAL(result15->GetInputSet().size(), 1U);
588 : :
589 : : // empty the wallet and start again, now with fractions of a cent, to test small change avoidance
590 : :
591 : 0 : available_coins.Clear();
592 : 0 : add_coin(available_coins, *wallet, CENT * 1 / 10);
593 : 0 : add_coin(available_coins, *wallet, CENT * 2 / 10);
594 : 0 : add_coin(available_coins, *wallet, CENT * 3 / 10);
595 : 0 : add_coin(available_coins, *wallet, CENT * 4 / 10);
596 : 0 : add_coin(available_coins, *wallet, CENT * 5 / 10);
597 : :
598 : : // try making 1 * CENT from the 1.5 * CENT
599 : : // we'll get change smaller than CENT whatever happens, so can expect CENT exactly
600 : 0 : const auto result16 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), CENT, CENT);
601 : 0 : BOOST_CHECK(result16);
602 : 0 : BOOST_CHECK_EQUAL(result16->GetSelectedValue(), CENT);
603 : :
604 : : // but if we add a bigger coin, small change is avoided
605 : 0 : add_coin(available_coins, *wallet, 1111*CENT);
606 : :
607 : : // try making 1 from 0.1 + 0.2 + 0.3 + 0.4 + 0.5 + 1111 = 1112.5
608 : 0 : const auto result17 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 1 * CENT, CENT);
609 : 0 : BOOST_CHECK(result17);
610 : 0 : BOOST_CHECK_EQUAL(result17->GetSelectedValue(), 1 * CENT); // we should get the exact amount
611 : :
612 : : // if we add more small coins:
613 : 0 : add_coin(available_coins, *wallet, CENT * 6 / 10);
614 : 0 : add_coin(available_coins, *wallet, CENT * 7 / 10);
615 : :
616 : : // and try again to make 1.0 * CENT
617 : 0 : const auto result18 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 1 * CENT, CENT);
618 : 0 : BOOST_CHECK(result18);
619 : 0 : BOOST_CHECK_EQUAL(result18->GetSelectedValue(), 1 * CENT); // we should get the exact amount
620 : :
621 : : // run the 'mtgox' test (see https://blockexplorer.com/tx/29a3efd3ef04f9153d47a990bd7b048a4b2d213daaa5fb8ed670fb85f13bdbcf)
622 : : // they tried to consolidate 10 50k coins into one 500k coin, and ended up with 50k in change
623 : 0 : available_coins.Clear();
624 : 0 : for (int j = 0; j < 20; j++)
625 : 0 : add_coin(available_coins, *wallet, 50000 * COIN);
626 : :
627 : 0 : const auto result19 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 500000 * COIN, CENT);
628 : 0 : BOOST_CHECK(result19);
629 : 0 : BOOST_CHECK_EQUAL(result19->GetSelectedValue(), 500000 * COIN); // we should get the exact amount
630 : 0 : BOOST_CHECK_EQUAL(result19->GetInputSet().size(), 10U); // in ten coins
631 : :
632 : : // if there's not enough in the smaller coins to make at least 1 * CENT change (0.5+0.6+0.7 < 1.0+1.0),
633 : : // we need to try finding an exact subset anyway
634 : :
635 : : // sometimes it will fail, and so we use the next biggest coin:
636 : 0 : available_coins.Clear();
637 : 0 : add_coin(available_coins, *wallet, CENT * 5 / 10);
638 : 0 : add_coin(available_coins, *wallet, CENT * 6 / 10);
639 : 0 : add_coin(available_coins, *wallet, CENT * 7 / 10);
640 : 0 : add_coin(available_coins, *wallet, 1111 * CENT);
641 : 0 : const auto result20 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 1 * CENT, CENT);
642 : 0 : BOOST_CHECK(result20);
643 : 0 : BOOST_CHECK_EQUAL(result20->GetSelectedValue(), 1111 * CENT); // we get the bigger coin
644 : 0 : BOOST_CHECK_EQUAL(result20->GetInputSet().size(), 1U);
645 : :
646 : : // but sometimes it's possible, and we use an exact subset (0.4 + 0.6 = 1.0)
647 : 0 : available_coins.Clear();
648 : 0 : add_coin(available_coins, *wallet, CENT * 4 / 10);
649 : 0 : add_coin(available_coins, *wallet, CENT * 6 / 10);
650 : 0 : add_coin(available_coins, *wallet, CENT * 8 / 10);
651 : 0 : add_coin(available_coins, *wallet, 1111 * CENT);
652 : 0 : const auto result21 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), CENT, CENT);
653 : 0 : BOOST_CHECK(result21);
654 : 0 : BOOST_CHECK_EQUAL(result21->GetSelectedValue(), CENT); // we should get the exact amount
655 : 0 : BOOST_CHECK_EQUAL(result21->GetInputSet().size(), 2U); // in two coins 0.4+0.6
656 : :
657 : : // test avoiding small change
658 : 0 : available_coins.Clear();
659 : 0 : add_coin(available_coins, *wallet, CENT * 5 / 100);
660 : 0 : add_coin(available_coins, *wallet, CENT * 1);
661 : 0 : add_coin(available_coins, *wallet, CENT * 100);
662 : :
663 : : // trying to make 100.01 from these three coins
664 : 0 : const auto result22 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), CENT * 10001 / 100, CENT);
665 : 0 : BOOST_CHECK(result22);
666 : 0 : BOOST_CHECK_EQUAL(result22->GetSelectedValue(), CENT * 10105 / 100); // we should get all coins
667 : 0 : BOOST_CHECK_EQUAL(result22->GetInputSet().size(), 3U);
668 : :
669 : : // but if we try to make 99.9, we should take the bigger of the two small coins to avoid small change
670 : 0 : const auto result23 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), CENT * 9990 / 100, CENT);
671 : 0 : BOOST_CHECK(result23);
672 : 0 : BOOST_CHECK_EQUAL(result23->GetSelectedValue(), 101 * CENT);
673 : 0 : BOOST_CHECK_EQUAL(result23->GetInputSet().size(), 2U);
674 : 0 : }
675 : :
676 : : // test with many inputs
677 : 0 : for (CAmount amt=1500; amt < COIN; amt*=10) {
678 : 0 : available_coins.Clear();
679 : : // Create 676 inputs (= (old MAX_STANDARD_TX_SIZE == 100000) / 148 bytes per input)
680 : 0 : for (uint16_t j = 0; j < 676; j++)
681 : 0 : add_coin(available_coins, *wallet, amt);
682 : :
683 : : // We only create the wallet once to save time, but we still run the coin selection RUN_TESTS times.
684 : 0 : for (int i = 0; i < RUN_TESTS; i++) {
685 : 0 : const auto result24 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 2000, CENT);
686 : 0 : BOOST_CHECK(result24);
687 : :
688 : 0 : if (amt - 2000 < CENT) {
689 : : // needs more than one input:
690 : 0 : uint16_t returnSize = std::ceil((2000.0 + CENT)/amt);
691 : 0 : CAmount returnValue = amt * returnSize;
692 : 0 : BOOST_CHECK_EQUAL(result24->GetSelectedValue(), returnValue);
693 : 0 : BOOST_CHECK_EQUAL(result24->GetInputSet().size(), returnSize);
694 : 0 : } else {
695 : : // one input is sufficient:
696 : 0 : BOOST_CHECK_EQUAL(result24->GetSelectedValue(), amt);
697 : 0 : BOOST_CHECK_EQUAL(result24->GetInputSet().size(), 1U);
698 : : }
699 : 0 : }
700 : 0 : }
701 : :
702 : : // test randomness
703 : : {
704 : 0 : available_coins.Clear();
705 : 0 : for (int i2 = 0; i2 < 100; i2++)
706 : 0 : add_coin(available_coins, *wallet, COIN);
707 : :
708 : : // Again, we only create the wallet once to save time, but we still run the coin selection RUN_TESTS times.
709 : 0 : for (int i = 0; i < RUN_TESTS; i++) {
710 : : // picking 50 from 100 coins doesn't depend on the shuffle,
711 : : // but does depend on randomness in the stochastic approximation code
712 : 0 : const auto result25 = KnapsackSolver(GroupCoins(available_coins.All()), 50 * COIN, CENT);
713 : 0 : BOOST_CHECK(result25);
714 : 0 : const auto result26 = KnapsackSolver(GroupCoins(available_coins.All()), 50 * COIN, CENT);
715 : 0 : BOOST_CHECK(result26);
716 : 0 : BOOST_CHECK(!EqualResult(*result25, *result26));
717 : :
718 : 0 : int fails = 0;
719 : 0 : for (int j = 0; j < RANDOM_REPEATS; j++)
720 : : {
721 : : // Test that the KnapsackSolver selects randomly from equivalent coins (same value and same input size).
722 : : // When choosing 1 from 100 identical coins, 1% of the time, this test will choose the same coin twice
723 : : // which will cause it to fail.
724 : : // To avoid that issue, run the test RANDOM_REPEATS times and only complain if all of them fail
725 : 0 : const auto result27 = KnapsackSolver(GroupCoins(available_coins.All()), COIN, CENT);
726 : 0 : BOOST_CHECK(result27);
727 : 0 : const auto result28 = KnapsackSolver(GroupCoins(available_coins.All()), COIN, CENT);
728 : 0 : BOOST_CHECK(result28);
729 : 0 : if (EqualResult(*result27, *result28))
730 : 0 : fails++;
731 : 0 : }
732 : 0 : BOOST_CHECK_NE(fails, RANDOM_REPEATS);
733 : 0 : }
734 : :
735 : : // add 75 cents in small change. not enough to make 90 cents,
736 : : // then try making 90 cents. there are multiple competing "smallest bigger" coins,
737 : : // one of which should be picked at random
738 : 0 : add_coin(available_coins, *wallet, 5 * CENT);
739 : 0 : add_coin(available_coins, *wallet, 10 * CENT);
740 : 0 : add_coin(available_coins, *wallet, 15 * CENT);
741 : 0 : add_coin(available_coins, *wallet, 20 * CENT);
742 : 0 : add_coin(available_coins, *wallet, 25 * CENT);
743 : :
744 : 0 : for (int i = 0; i < RUN_TESTS; i++) {
745 : 0 : int fails = 0;
746 : 0 : for (int j = 0; j < RANDOM_REPEATS; j++)
747 : : {
748 : 0 : const auto result29 = KnapsackSolver(GroupCoins(available_coins.All()), 90 * CENT, CENT);
749 : 0 : BOOST_CHECK(result29);
750 : 0 : const auto result30 = KnapsackSolver(GroupCoins(available_coins.All()), 90 * CENT, CENT);
751 : 0 : BOOST_CHECK(result30);
752 : 0 : if (EqualResult(*result29, *result30))
753 : 0 : fails++;
754 : 0 : }
755 : 0 : BOOST_CHECK_NE(fails, RANDOM_REPEATS);
756 : 0 : }
757 : : }
758 : 0 : }
759 : :
760 : 0 : BOOST_AUTO_TEST_CASE(ApproximateBestSubset)
761 : : {
762 : 0 : FastRandomContext rand{};
763 : 0 : std::unique_ptr<CWallet> wallet = NewWallet(m_node);
764 : :
765 : 0 : CoinsResult available_coins;
766 : :
767 : : // Test vValue sort order
768 : 0 : for (int i = 0; i < 1000; i++)
769 : 0 : add_coin(available_coins, *wallet, 1000 * COIN);
770 : 0 : add_coin(available_coins, *wallet, 3 * COIN);
771 : :
772 : 0 : const auto result = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 1003 * COIN, CENT, rand);
773 : 0 : BOOST_CHECK(result);
774 : 0 : BOOST_CHECK_EQUAL(result->GetSelectedValue(), 1003 * COIN);
775 : 0 : BOOST_CHECK_EQUAL(result->GetInputSet().size(), 2U);
776 : 0 : }
777 : :
778 : : // Tests that with the ideal conditions, the coin selector will always be able to find a solution that can pay the target value
779 : 0 : BOOST_AUTO_TEST_CASE(SelectCoins_test)
780 : : {
781 : 0 : std::unique_ptr<CWallet> wallet = NewWallet(m_node);
782 : 0 : LOCK(wallet->cs_wallet); // Every 'SelectCoins' call requires it
783 : :
784 : : // Random generator stuff
785 : 0 : std::default_random_engine generator;
786 : 0 : std::exponential_distribution<double> distribution (100);
787 : 0 : FastRandomContext rand;
788 : :
789 : : // Run this test 100 times
790 : 0 : for (int i = 0; i < 100; ++i)
791 : : {
792 : 0 : CoinsResult available_coins;
793 : 0 : CAmount balance{0};
794 : :
795 : : // Make a wallet with 1000 exponentially distributed random inputs
796 : 0 : for (int j = 0; j < 1000; ++j)
797 : : {
798 : 0 : CAmount val = distribution(generator)*10000000;
799 : 0 : add_coin(available_coins, *wallet, val);
800 : 0 : balance += val;
801 : 0 : }
802 : :
803 : : // Generate a random fee rate in the range of 100 - 400
804 : 0 : CFeeRate rate(rand.randrange(300) + 100);
805 : :
806 : : // Generate a random target value between 1000 and wallet balance
807 : 0 : CAmount target = rand.randrange(balance - 1000) + 1000;
808 : :
809 : : // Perform selection
810 : 0 : CoinSelectionParams cs_params{
811 : : rand,
812 : : /*change_output_size=*/ 34,
813 : : /*change_spend_size=*/ 148,
814 : : /*min_change_target=*/ CENT,
815 : 0 : /*effective_feerate=*/ CFeeRate(0),
816 : 0 : /*long_term_feerate=*/ CFeeRate(0),
817 : 0 : /*discard_feerate=*/ CFeeRate(0),
818 : : /*tx_noinputs_size=*/ 0,
819 : : /*avoid_partial=*/ false,
820 : : };
821 : 0 : cs_params.m_cost_of_change = 1;
822 : 0 : cs_params.min_viable_change = 1;
823 : 0 : CCoinControl cc;
824 : 0 : const auto result = SelectCoins(*wallet, available_coins, /*pre_set_inputs=*/{}, target, cc, cs_params);
825 : 0 : BOOST_CHECK(result);
826 : 0 : BOOST_CHECK_GE(result->GetSelectedValue(), target);
827 : 0 : }
828 : 0 : }
829 : :
830 : 0 : BOOST_AUTO_TEST_CASE(waste_test)
831 : : {
832 : 0 : const CAmount fee{100};
833 : 0 : const CAmount change_cost{125};
834 : 0 : const CAmount fee_diff{40};
835 : 0 : const CAmount in_amt{3 * COIN};
836 : 0 : const CAmount target{2 * COIN};
837 : 0 : const CAmount excess{in_amt - fee * 2 - target};
838 : :
839 : : // The following tests that the waste is calculated correctly in various scenarios.
840 : : // ComputeAndSetWaste will first determine the size of the change output. We don't really
841 : : // care about the change and just want to use the variant that always includes the change_cost,
842 : : // so min_viable_change and change_fee are set to 0 to ensure that.
843 : : {
844 : : // Waste with change is the change cost and difference between fee and long term fee
845 : 0 : SelectionResult selection1{target, SelectionAlgorithm::MANUAL};
846 : 0 : add_coin(1 * COIN, 1, selection1, fee, fee - fee_diff);
847 : 0 : add_coin(2 * COIN, 2, selection1, fee, fee - fee_diff);
848 : 0 : selection1.ComputeAndSetWaste(/*min_viable_change=*/0, change_cost, /*change_fee=*/0);
849 : 0 : BOOST_CHECK_EQUAL(fee_diff * 2 + change_cost, selection1.GetWaste());
850 : :
851 : : // Waste will be greater when fee is greater, but long term fee is the same
852 : 0 : SelectionResult selection2{target, SelectionAlgorithm::MANUAL};
853 : 0 : add_coin(1 * COIN, 1, selection2, fee * 2, fee - fee_diff);
854 : 0 : add_coin(2 * COIN, 2, selection2, fee * 2, fee - fee_diff);
855 : 0 : selection2.ComputeAndSetWaste(/*min_viable_change=*/0, change_cost, /*change_fee=*/0);
856 : 0 : BOOST_CHECK_GT(selection2.GetWaste(), selection1.GetWaste());
857 : :
858 : : // Waste with change is the change cost and difference between fee and long term fee
859 : : // With long term fee greater than fee, waste should be less than when long term fee is less than fee
860 : 0 : SelectionResult selection3{target, SelectionAlgorithm::MANUAL};
861 : 0 : add_coin(1 * COIN, 1, selection3, fee, fee + fee_diff);
862 : 0 : add_coin(2 * COIN, 2, selection3, fee, fee + fee_diff);
863 : 0 : selection3.ComputeAndSetWaste(/*min_viable_change=*/0, change_cost, /*change_fee=*/0);
864 : 0 : BOOST_CHECK_EQUAL(fee_diff * -2 + change_cost, selection3.GetWaste());
865 : 0 : BOOST_CHECK_LT(selection3.GetWaste(), selection1.GetWaste());
866 : 0 : }
867 : :
868 : : {
869 : : // Waste without change is the excess and difference between fee and long term fee
870 : 0 : SelectionResult selection_nochange1{target, SelectionAlgorithm::MANUAL};
871 : 0 : add_coin(1 * COIN, 1, selection_nochange1, fee, fee - fee_diff);
872 : 0 : add_coin(2 * COIN, 2, selection_nochange1, fee, fee - fee_diff);
873 : 0 : selection_nochange1.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0);
874 : 0 : BOOST_CHECK_EQUAL(fee_diff * 2 + excess, selection_nochange1.GetWaste());
875 : :
876 : : // Waste without change is the excess and difference between fee and long term fee
877 : : // With long term fee greater than fee, waste should be less than when long term fee is less than fee
878 : 0 : SelectionResult selection_nochange2{target, SelectionAlgorithm::MANUAL};
879 : 0 : add_coin(1 * COIN, 1, selection_nochange2, fee, fee + fee_diff);
880 : 0 : add_coin(2 * COIN, 2, selection_nochange2, fee, fee + fee_diff);
881 : 0 : selection_nochange2.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0);
882 : 0 : BOOST_CHECK_EQUAL(fee_diff * -2 + excess, selection_nochange2.GetWaste());
883 : 0 : BOOST_CHECK_LT(selection_nochange2.GetWaste(), selection_nochange1.GetWaste());
884 : 0 : }
885 : :
886 : : {
887 : : // Waste with change and fee == long term fee is just cost of change
888 : 0 : SelectionResult selection{target, SelectionAlgorithm::MANUAL};
889 : 0 : add_coin(1 * COIN, 1, selection, fee, fee);
890 : 0 : add_coin(2 * COIN, 2, selection, fee, fee);
891 : 0 : selection.ComputeAndSetWaste(/*min_viable_change=*/0, change_cost, /*change_fee=*/0);
892 : 0 : BOOST_CHECK_EQUAL(change_cost, selection.GetWaste());
893 : 0 : }
894 : :
895 : : {
896 : : // Waste without change and fee == long term fee is just the excess
897 : 0 : SelectionResult selection{target, SelectionAlgorithm::MANUAL};
898 : 0 : add_coin(1 * COIN, 1, selection, fee, fee);
899 : 0 : add_coin(2 * COIN, 2, selection, fee, fee);
900 : 0 : selection.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0);
901 : 0 : BOOST_CHECK_EQUAL(excess, selection.GetWaste());
902 : 0 : }
903 : :
904 : : {
905 : : // No Waste when fee == long_term_fee, no change, and no excess
906 : 0 : const CAmount exact_target{in_amt - fee * 2};
907 : 0 : SelectionResult selection{exact_target, SelectionAlgorithm::MANUAL};
908 : 0 : add_coin(1 * COIN, 1, selection, fee, fee);
909 : 0 : add_coin(2 * COIN, 2, selection, fee, fee);
910 : 0 : selection.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0);
911 : 0 : BOOST_CHECK_EQUAL(0, selection.GetWaste());
912 : 0 : }
913 : :
914 : : {
915 : : // No Waste when (fee - long_term_fee) == (-cost_of_change), and no excess
916 : 0 : SelectionResult selection{target, SelectionAlgorithm::MANUAL};
917 : 0 : const CAmount new_change_cost{fee_diff * 2};
918 : 0 : add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
919 : 0 : add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
920 : 0 : selection.ComputeAndSetWaste(/*min_viable_change=*/0, new_change_cost, /*change_fee=*/0);
921 : 0 : BOOST_CHECK_EQUAL(0, selection.GetWaste());
922 : 0 : }
923 : :
924 : : {
925 : : // No Waste when (fee - long_term_fee) == (-excess), no change cost
926 : 0 : const CAmount new_target{in_amt - fee * 2 - fee_diff * 2};
927 : 0 : SelectionResult selection{new_target, SelectionAlgorithm::MANUAL};
928 : 0 : add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
929 : 0 : add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
930 : 0 : selection.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0);
931 : 0 : BOOST_CHECK_EQUAL(0, selection.GetWaste());
932 : 0 : }
933 : :
934 : : {
935 : : // Negative waste when the long term fee is greater than the current fee and the selected value == target
936 : 0 : const CAmount exact_target{3 * COIN - 2 * fee};
937 : 0 : SelectionResult selection{exact_target, SelectionAlgorithm::MANUAL};
938 : 0 : const CAmount target_waste1{-2 * fee_diff}; // = (2 * fee) - (2 * (fee + fee_diff))
939 : 0 : add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
940 : 0 : add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
941 : 0 : selection.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0);
942 : 0 : BOOST_CHECK_EQUAL(target_waste1, selection.GetWaste());
943 : 0 : }
944 : :
945 : : {
946 : : // Negative waste when the long term fee is greater than the current fee and change_cost < - (inputs * (fee - long_term_fee))
947 : 0 : SelectionResult selection{target, SelectionAlgorithm::MANUAL};
948 : 0 : const CAmount large_fee_diff{90};
949 : 0 : const CAmount target_waste2{-2 * large_fee_diff + change_cost}; // = (2 * fee) - (2 * (fee + large_fee_diff)) + change_cost
950 : 0 : add_coin(1 * COIN, 1, selection, fee, fee + large_fee_diff);
951 : 0 : add_coin(2 * COIN, 2, selection, fee, fee + large_fee_diff);
952 : 0 : selection.ComputeAndSetWaste(/*min_viable_change=*/0, change_cost, /*change_fee=*/0);
953 : 0 : BOOST_CHECK_EQUAL(target_waste2, selection.GetWaste());
954 : 0 : }
955 : 0 : }
956 : :
957 : :
958 : 0 : BOOST_AUTO_TEST_CASE(bump_fee_test)
959 : : {
960 : 0 : const CAmount fee{100};
961 : 0 : const CAmount min_viable_change{200};
962 : 0 : const CAmount change_cost{125};
963 : 0 : const CAmount change_fee{35};
964 : 0 : const CAmount fee_diff{40};
965 : 0 : const CAmount target{2 * COIN};
966 : :
967 : : {
968 : 0 : SelectionResult selection{target, SelectionAlgorithm::MANUAL};
969 : 0 : add_coin(1 * COIN, 1, selection, /*fee=*/fee, /*long_term_fee=*/fee + fee_diff);
970 : 0 : add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
971 : 0 : const std::vector<std::shared_ptr<COutput>> inputs = selection.GetShuffledInputVector();
972 : :
973 : 0 : for (size_t i = 0; i < inputs.size(); ++i) {
974 : 0 : inputs[i]->ApplyBumpFee(20*(i+1));
975 : 0 : }
976 : :
977 : 0 : selection.ComputeAndSetWaste(min_viable_change, change_cost, change_fee);
978 : 0 : CAmount expected_waste = fee_diff * -2 + change_cost + /*bump_fees=*/60;
979 : 0 : BOOST_CHECK_EQUAL(expected_waste, selection.GetWaste());
980 : :
981 : 0 : selection.SetBumpFeeDiscount(30);
982 : 0 : selection.ComputeAndSetWaste(min_viable_change, change_cost, change_fee);
983 : 0 : expected_waste = fee_diff * -2 + change_cost + /*bump_fees=*/60 - /*group_discount=*/30;
984 : 0 : BOOST_CHECK_EQUAL(expected_waste, selection.GetWaste());
985 : 0 : }
986 : :
987 : : {
988 : : // Test with changeless transaction
989 : : //
990 : : // Bump fees and excess both contribute fully to the waste score,
991 : : // therefore, a bump fee group discount will not change the waste
992 : : // score as long as we do not create change in both instances.
993 : 0 : CAmount changeless_target = 3 * COIN - 2 * fee - 100;
994 : 0 : SelectionResult selection{changeless_target, SelectionAlgorithm::MANUAL};
995 : 0 : add_coin(1 * COIN, 1, selection, /*fee=*/fee, /*long_term_fee=*/fee + fee_diff);
996 : 0 : add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
997 : 0 : const std::vector<std::shared_ptr<COutput>> inputs = selection.GetShuffledInputVector();
998 : :
999 : 0 : for (size_t i = 0; i < inputs.size(); ++i) {
1000 : 0 : inputs[i]->ApplyBumpFee(20*(i+1));
1001 : 0 : }
1002 : :
1003 : 0 : selection.ComputeAndSetWaste(min_viable_change, change_cost, change_fee);
1004 : 0 : CAmount expected_waste = fee_diff * -2 + /*bump_fees=*/60 + /*excess = 100 - bump_fees*/40;
1005 : 0 : BOOST_CHECK_EQUAL(expected_waste, selection.GetWaste());
1006 : :
1007 : 0 : selection.SetBumpFeeDiscount(30);
1008 : 0 : selection.ComputeAndSetWaste(min_viable_change, change_cost, change_fee);
1009 : 0 : expected_waste = fee_diff * -2 + /*bump_fees=*/60 - /*group_discount=*/30 + /*excess = 100 - bump_fees + group_discount*/70;
1010 : 0 : BOOST_CHECK_EQUAL(expected_waste, selection.GetWaste());
1011 : 0 : }
1012 : 0 : }
1013 : :
1014 : 0 : BOOST_AUTO_TEST_CASE(effective_value_test)
1015 : : {
1016 : 0 : const int input_bytes = 148;
1017 : 0 : const CFeeRate feerate(1000);
1018 : 0 : const CAmount nValue = 10000;
1019 : 0 : const int nInput = 0;
1020 : :
1021 : 0 : CMutableTransaction tx;
1022 : 0 : tx.vout.resize(1);
1023 : 0 : tx.vout[nInput].nValue = nValue;
1024 : :
1025 : : // standard case, pass feerate in constructor
1026 : 0 : COutput output1(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, input_bytes, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false, feerate);
1027 : 0 : const CAmount expected_ev1 = 9852; // 10000 - 148
1028 : 0 : BOOST_CHECK_EQUAL(output1.GetEffectiveValue(), expected_ev1);
1029 : :
1030 : : // input bytes unknown (input_bytes = -1), pass feerate in constructor
1031 : 0 : COutput output2(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, /*input_bytes=*/ -1, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false, feerate);
1032 : 0 : BOOST_CHECK_EQUAL(output2.GetEffectiveValue(), nValue); // The effective value should be equal to the absolute value if input_bytes is -1
1033 : :
1034 : : // negative effective value, pass feerate in constructor
1035 : 0 : COutput output3(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, input_bytes, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false, CFeeRate(100000));
1036 : 0 : const CAmount expected_ev3 = -4800; // 10000 - 14800
1037 : 0 : BOOST_CHECK_EQUAL(output3.GetEffectiveValue(), expected_ev3);
1038 : :
1039 : : // standard case, pass fees in constructor
1040 : 0 : const CAmount fees = 148;
1041 : 0 : COutput output4(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, input_bytes, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false, fees);
1042 : 0 : BOOST_CHECK_EQUAL(output4.GetEffectiveValue(), expected_ev1);
1043 : :
1044 : : // input bytes unknown (input_bytes = -1), pass fees in constructor
1045 : 0 : COutput output5(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, /*input_bytes=*/ -1, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false, /*fees=*/ 0);
1046 : 0 : BOOST_CHECK_EQUAL(output5.GetEffectiveValue(), nValue); // The effective value should be equal to the absolute value if input_bytes is -1
1047 : 0 : }
1048 : :
1049 : :
1050 : 0 : static util::Result<SelectionResult> SelectCoinsSRD(const CAmount& target,
1051 : : const CoinSelectionParams& cs_params,
1052 : : const node::NodeContext& m_node,
1053 : : int max_weight,
1054 : : std::function<CoinsResult(CWallet&)> coin_setup)
1055 : : {
1056 : 0 : std::unique_ptr<CWallet> wallet = NewWallet(m_node);
1057 : 0 : CoinEligibilityFilter filter(0, 0, 0); // accept all coins without ancestors
1058 : 0 : Groups group = GroupOutputs(*wallet, coin_setup(*wallet), cs_params, {{filter}})[filter].all_groups;
1059 : 0 : return SelectCoinsSRD(group.positive_group, target, cs_params.m_change_fee, cs_params.rng_fast, max_weight);
1060 : 0 : }
1061 : :
1062 : 0 : BOOST_AUTO_TEST_CASE(srd_tests)
1063 : : {
1064 : : // Test SRD:
1065 : : // 1) Insufficient funds, select all provided coins and fail.
1066 : : // 2) Exceeded max weight, coin selection always surpasses the max allowed weight.
1067 : : // 3) Select coins without surpassing the max weight (some coins surpasses the max allowed weight, some others not)
1068 : :
1069 : 0 : FastRandomContext rand;
1070 : 0 : CoinSelectionParams dummy_params{ // Only used to provide the 'avoid_partial' flag.
1071 : : rand,
1072 : : /*change_output_size=*/34,
1073 : : /*change_spend_size=*/68,
1074 : : /*min_change_target=*/CENT,
1075 : 0 : /*effective_feerate=*/CFeeRate(0),
1076 : 0 : /*long_term_feerate=*/CFeeRate(0),
1077 : 0 : /*discard_feerate=*/CFeeRate(0),
1078 : : /*tx_noinputs_size=*/10 + 34, // static header size + output size
1079 : : /*avoid_partial=*/false,
1080 : : };
1081 : :
1082 : : {
1083 : : // #########################################################
1084 : : // 1) Insufficient funds, select all provided coins and fail
1085 : : // #########################################################
1086 : 0 : CAmount target = 49.5L * COIN;
1087 : 0 : int max_weight = 10000; // high enough to not fail for this reason.
1088 : 0 : const auto& res = SelectCoinsSRD(target, dummy_params, m_node, max_weight, [&](CWallet& wallet) {
1089 : 0 : CoinsResult available_coins;
1090 : 0 : for (int j = 0; j < 10; ++j) {
1091 : 0 : add_coin(available_coins, wallet, CAmount(1 * COIN));
1092 : 0 : add_coin(available_coins, wallet, CAmount(2 * COIN));
1093 : 0 : }
1094 : 0 : return available_coins;
1095 : 0 : });
1096 : 0 : BOOST_CHECK(!res);
1097 : 0 : BOOST_CHECK(util::ErrorString(res).empty()); // empty means "insufficient funds"
1098 : 0 : }
1099 : :
1100 : : {
1101 : : // ###########################
1102 : : // 2) Test max weight exceeded
1103 : : // ###########################
1104 : 0 : CAmount target = 49.5L * COIN;
1105 : 0 : int max_weight = 3000;
1106 : 0 : const auto& res = SelectCoinsSRD(target, dummy_params, m_node, max_weight, [&](CWallet& wallet) {
1107 : 0 : CoinsResult available_coins;
1108 : 0 : for (int j = 0; j < 10; ++j) {
1109 : 0 : add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(0), 144, false, 0, true);
1110 : 0 : add_coin(available_coins, wallet, CAmount(2 * COIN), CFeeRate(0), 144, false, 0, true);
1111 : 0 : }
1112 : 0 : return available_coins;
1113 : 0 : });
1114 : 0 : BOOST_CHECK(!res);
1115 : 0 : BOOST_CHECK(util::ErrorString(res).original.find("The inputs size exceeds the maximum weight") != std::string::npos);
1116 : 0 : }
1117 : :
1118 : : {
1119 : : // ################################################################################################################
1120 : : // 3) Test selection when some coins surpass the max allowed weight while others not. --> must find a good solution
1121 : : // ################################################################################################################
1122 : 0 : CAmount target = 25.33L * COIN;
1123 : 0 : int max_weight = 10000; // WU
1124 : 0 : const auto& res = SelectCoinsSRD(target, dummy_params, m_node, max_weight, [&](CWallet& wallet) {
1125 : 0 : CoinsResult available_coins;
1126 : 0 : for (int j = 0; j < 60; ++j) { // 60 UTXO --> 19,8 BTC total --> 60 × 272 WU = 16320 WU
1127 : 0 : add_coin(available_coins, wallet, CAmount(0.33 * COIN), CFeeRate(0), 144, false, 0, true);
1128 : 0 : }
1129 : 0 : for (int i = 0; i < 10; i++) { // 10 UTXO --> 20 BTC total --> 10 × 272 WU = 2720 WU
1130 : 0 : add_coin(available_coins, wallet, CAmount(2 * COIN), CFeeRate(0), 144, false, 0, true);
1131 : 0 : }
1132 : 0 : return available_coins;
1133 : 0 : });
1134 : 0 : BOOST_CHECK(res);
1135 : 0 : }
1136 : 0 : }
1137 : :
1138 : 0 : static util::Result<SelectionResult> select_coins(const CAmount& target, const CoinSelectionParams& cs_params, const CCoinControl& cc, std::function<CoinsResult(CWallet&)> coin_setup, const node::NodeContext& m_node)
1139 : : {
1140 : 0 : std::unique_ptr<CWallet> wallet = NewWallet(m_node);
1141 : 0 : auto available_coins = coin_setup(*wallet);
1142 : :
1143 : 0 : LOCK(wallet->cs_wallet);
1144 : 0 : auto result = SelectCoins(*wallet, available_coins, /*pre_set_inputs=*/ {}, target, cc, cs_params);
1145 : 0 : if (result) {
1146 : 0 : const auto signedTxSize = 10 + 34 + 68 * result->GetInputSet().size(); // static header size + output size + inputs size (P2WPKH)
1147 : 0 : BOOST_CHECK_LE(signedTxSize * WITNESS_SCALE_FACTOR, MAX_STANDARD_TX_WEIGHT);
1148 : :
1149 : 0 : BOOST_CHECK_GE(result->GetSelectedValue(), target);
1150 : 0 : }
1151 : 0 : return result;
1152 : 0 : }
1153 : :
1154 : 0 : static bool has_coin(const CoinSet& set, CAmount amount)
1155 : : {
1156 : 0 : return std::any_of(set.begin(), set.end(), [&](const auto& coin) { return coin->GetEffectiveValue() == amount; });
1157 : : }
1158 : :
1159 : 0 : BOOST_AUTO_TEST_CASE(check_max_weight)
1160 : : {
1161 : 0 : const CAmount target = 49.5L * COIN;
1162 : 0 : CCoinControl cc;
1163 : :
1164 : 0 : FastRandomContext rand;
1165 : 0 : CoinSelectionParams cs_params{
1166 : : rand,
1167 : : /*change_output_size=*/34,
1168 : : /*change_spend_size=*/68,
1169 : : /*min_change_target=*/CENT,
1170 : 0 : /*effective_feerate=*/CFeeRate(0),
1171 : 0 : /*long_term_feerate=*/CFeeRate(0),
1172 : 0 : /*discard_feerate=*/CFeeRate(0),
1173 : : /*tx_noinputs_size=*/10 + 34, // static header size + output size
1174 : : /*avoid_partial=*/false,
1175 : : };
1176 : :
1177 : : {
1178 : : // Scenario 1:
1179 : : // The actor starts with 1x 50.0 BTC and 1515x 0.033 BTC (~100.0 BTC total) unspent outputs
1180 : : // Then tries to spend 49.5 BTC
1181 : : // The 50.0 BTC output should be selected, because the transaction would otherwise be too large
1182 : :
1183 : : // Perform selection
1184 : :
1185 : 0 : const auto result = select_coins(
1186 : 0 : target, cs_params, cc, [&](CWallet& wallet) {
1187 : 0 : CoinsResult available_coins;
1188 : 0 : for (int j = 0; j < 1515; ++j) {
1189 : 0 : add_coin(available_coins, wallet, CAmount(0.033 * COIN), CFeeRate(0), 144, false, 0, true);
1190 : 0 : }
1191 : :
1192 : 0 : add_coin(available_coins, wallet, CAmount(50 * COIN), CFeeRate(0), 144, false, 0, true);
1193 : 0 : return available_coins;
1194 : 0 : },
1195 : 0 : m_node);
1196 : :
1197 : 0 : BOOST_CHECK(result);
1198 : : // Verify that only the 50 BTC UTXO was selected
1199 : 0 : const auto& selection_res = result->GetInputSet();
1200 : 0 : BOOST_CHECK(selection_res.size() == 1);
1201 : 0 : BOOST_CHECK((*selection_res.begin())->GetEffectiveValue() == 50 * COIN);
1202 : 0 : }
1203 : :
1204 : : {
1205 : : // Scenario 2:
1206 : :
1207 : : // The actor starts with 400x 0.0625 BTC and 2000x 0.025 BTC (75.0 BTC total) unspent outputs
1208 : : // Then tries to spend 49.5 BTC
1209 : : // A combination of coins should be selected, such that the created transaction is not too large
1210 : :
1211 : : // Perform selection
1212 : 0 : const auto result = select_coins(
1213 : 0 : target, cs_params, cc, [&](CWallet& wallet) {
1214 : 0 : CoinsResult available_coins;
1215 : 0 : for (int j = 0; j < 400; ++j) {
1216 : 0 : add_coin(available_coins, wallet, CAmount(0.0625 * COIN), CFeeRate(0), 144, false, 0, true);
1217 : 0 : }
1218 : 0 : for (int j = 0; j < 2000; ++j) {
1219 : 0 : add_coin(available_coins, wallet, CAmount(0.025 * COIN), CFeeRate(0), 144, false, 0, true);
1220 : 0 : }
1221 : 0 : return available_coins;
1222 : 0 : },
1223 : 0 : m_node);
1224 : :
1225 : 0 : BOOST_CHECK(has_coin(result->GetInputSet(), CAmount(0.0625 * COIN)));
1226 : 0 : BOOST_CHECK(has_coin(result->GetInputSet(), CAmount(0.025 * COIN)));
1227 : 0 : }
1228 : :
1229 : : {
1230 : : // Scenario 3:
1231 : :
1232 : : // The actor starts with 1515x 0.033 BTC (49.995 BTC total) unspent outputs
1233 : : // No results should be returned, because the transaction would be too large
1234 : :
1235 : : // Perform selection
1236 : 0 : const auto result = select_coins(
1237 : 0 : target, cs_params, cc, [&](CWallet& wallet) {
1238 : 0 : CoinsResult available_coins;
1239 : 0 : for (int j = 0; j < 1515; ++j) {
1240 : 0 : add_coin(available_coins, wallet, CAmount(0.033 * COIN), CFeeRate(0), 144, false, 0, true);
1241 : 0 : }
1242 : 0 : return available_coins;
1243 : 0 : },
1244 : 0 : m_node);
1245 : :
1246 : : // No results
1247 : : // 1515 inputs * 68 bytes = 103,020 bytes
1248 : : // 103,020 bytes * 4 = 412,080 weight, which is above the MAX_STANDARD_TX_WEIGHT of 400,000
1249 : 0 : BOOST_CHECK(!result);
1250 : 0 : }
1251 : 0 : }
1252 : :
1253 : 0 : BOOST_AUTO_TEST_CASE(SelectCoins_effective_value_test)
1254 : : {
1255 : : // Test that the effective value is used to check whether preset inputs provide sufficient funds when subtract_fee_outputs is not used.
1256 : : // This test creates a coin whose value is higher than the target but whose effective value is lower than the target.
1257 : : // The coin is selected using coin control, with m_allow_other_inputs = false. SelectCoins should fail due to insufficient funds.
1258 : :
1259 : 0 : std::unique_ptr<CWallet> wallet = NewWallet(m_node);
1260 : :
1261 : 0 : CoinsResult available_coins;
1262 : : {
1263 : 0 : std::unique_ptr<CWallet> dummyWallet = NewWallet(m_node, /*wallet_name=*/"dummy");
1264 : 0 : add_coin(available_coins, *dummyWallet, 100000); // 0.001 BTC
1265 : 0 : }
1266 : :
1267 : 0 : CAmount target{99900}; // 0.000999 BTC
1268 : :
1269 : 0 : FastRandomContext rand;
1270 : 0 : CoinSelectionParams cs_params{
1271 : : rand,
1272 : : /*change_output_size=*/34,
1273 : : /*change_spend_size=*/148,
1274 : : /*min_change_target=*/1000,
1275 : 0 : /*effective_feerate=*/CFeeRate(3000),
1276 : 0 : /*long_term_feerate=*/CFeeRate(1000),
1277 : 0 : /*discard_feerate=*/CFeeRate(1000),
1278 : : /*tx_noinputs_size=*/0,
1279 : : /*avoid_partial=*/false,
1280 : : };
1281 : 0 : CCoinControl cc;
1282 : 0 : cc.m_allow_other_inputs = false;
1283 : 0 : COutput output = available_coins.All().at(0);
1284 : 0 : cc.SetInputWeight(output.outpoint, 148);
1285 : 0 : cc.SelectExternal(output.outpoint, output.txout);
1286 : :
1287 : 0 : LOCK(wallet->cs_wallet);
1288 : 0 : const auto preset_inputs = *Assert(FetchSelectedInputs(*wallet, cc, cs_params));
1289 : 0 : available_coins.Erase({available_coins.coins[OutputType::BECH32].begin()->outpoint});
1290 : :
1291 : 0 : const auto result = SelectCoins(*wallet, available_coins, preset_inputs, target, cc, cs_params);
1292 : 0 : BOOST_CHECK(!result);
1293 : 0 : }
1294 : :
1295 : 0 : BOOST_FIXTURE_TEST_CASE(wallet_coinsresult_test, BasicTestingSetup)
1296 : : {
1297 : : // Test case to verify CoinsResult object sanity.
1298 : 0 : CoinsResult available_coins;
1299 : : {
1300 : 0 : std::unique_ptr<CWallet> dummyWallet = NewWallet(m_node, /*wallet_name=*/"dummy");
1301 : :
1302 : : // Add some coins to 'available_coins'
1303 : 0 : for (int i=0; i<10; i++) {
1304 : 0 : add_coin(available_coins, *dummyWallet, 1 * COIN);
1305 : 0 : }
1306 : 0 : }
1307 : :
1308 : : {
1309 : : // First test case, check that 'CoinsResult::Erase' function works as expected.
1310 : : // By trying to erase two elements from the 'available_coins' object.
1311 : 0 : std::unordered_set<COutPoint, SaltedOutpointHasher> outs_to_remove;
1312 : 0 : const auto& coins = available_coins.All();
1313 : 0 : for (int i = 0; i < 2; i++) {
1314 : 0 : outs_to_remove.emplace(coins[i].outpoint);
1315 : 0 : }
1316 : 0 : available_coins.Erase(outs_to_remove);
1317 : :
1318 : : // Check that the elements were actually removed.
1319 : 0 : const auto& updated_coins = available_coins.All();
1320 : 0 : for (const auto& out: outs_to_remove) {
1321 : 0 : auto it = std::find_if(updated_coins.begin(), updated_coins.end(), [&out](const COutput &coin) {
1322 : 0 : return coin.outpoint == out;
1323 : : });
1324 : 0 : BOOST_CHECK(it == updated_coins.end());
1325 : : }
1326 : : // And verify that no extra element were removed
1327 : 0 : BOOST_CHECK_EQUAL(available_coins.Size(), 8);
1328 : 0 : }
1329 : 0 : }
1330 : :
1331 : 0 : BOOST_AUTO_TEST_SUITE_END()
1332 : : } // namespace wallet
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