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Use waste metric for deciding which selection to use
Instead of always choosing BnB if it finds a solution, always do both BnB and KnapsackSolver and choose the one which has the least waste.
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2 changed files with 31 additions and 4 deletions
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@ -357,17 +357,44 @@ bool CWallet::AttemptSelection(const CAmount& nTargetValue, const CoinEligibilit
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{
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setCoinsRet.clear();
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nValueRet = 0;
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// Vector of results for use with waste calculation
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// In order: calculated waste, selected inputs, selected input value (sum of input values)
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// TODO: Use a struct representing the selection result
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std::vector<std::tuple<CAmount, std::set<CInputCoin>, CAmount>> results;
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// Note that unlike KnapsackSolver, we do not include the fee for creating a change output as BnB will not create a change output.
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std::vector<OutputGroup> positive_groups = GroupOutputs(coins, coin_selection_params, eligibility_filter, true /* positive_only */);
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if (SelectCoinsBnB(positive_groups, nTargetValue, coin_selection_params.m_cost_of_change, setCoinsRet, nValueRet)) {
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return true;
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std::set<CInputCoin> bnb_coins;
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CAmount bnb_value;
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if (SelectCoinsBnB(positive_groups, nTargetValue, coin_selection_params.m_cost_of_change, bnb_coins, bnb_value)) {
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const auto waste = GetSelectionWaste(bnb_coins, /* cost of change */ CAmount(0), nTargetValue, !coin_selection_params.m_subtract_fee_outputs);
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results.emplace_back(std::make_tuple(waste, std::move(bnb_coins), bnb_value));
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}
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// The knapsack solver has some legacy behavior where it will spend dust outputs. We retain this behavior, so don't filter for positive only here.
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std::vector<OutputGroup> all_groups = GroupOutputs(coins, coin_selection_params, eligibility_filter, false /* positive_only */);
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// While nTargetValue includes the transaction fees for non-input things, it does not include the fee for creating a change output.
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// So we need to include that for KnapsackSolver as well, as we are expecting to create a change output.
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return KnapsackSolver(nTargetValue + coin_selection_params.m_change_fee, all_groups, setCoinsRet, nValueRet);
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std::set<CInputCoin> knapsack_coins;
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CAmount knapsack_value;
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if (KnapsackSolver(nTargetValue + coin_selection_params.m_change_fee, all_groups, knapsack_coins, knapsack_value)) {
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const auto waste = GetSelectionWaste(knapsack_coins, coin_selection_params.m_cost_of_change, nTargetValue + coin_selection_params.m_change_fee, !coin_selection_params.m_subtract_fee_outputs);
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results.emplace_back(std::make_tuple(waste, std::move(knapsack_coins), knapsack_value));
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}
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if (results.size() == 0) {
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// No solution found
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return false;
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}
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// Choose the result with the least waste
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// If the waste is the same, choose the one which spends more inputs.
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const auto& best_result = std::min_element(results.begin(), results.end(), [](const auto& a, const auto& b) {
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return std::get<0>(a) < std::get<0>(b) || (std::get<0>(a) == std::get<0>(b) && std::get<1>(a).size() > std::get<1>(b).size());
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});
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setCoinsRet = std::get<1>(*best_result);
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nValueRet = std::get<2>(*best_result);
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return true;
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}
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bool CWallet::SelectCoins(const std::vector<COutput>& vAvailableCoins, const CAmount& nTargetValue, std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet, const CCoinControl& coin_control, CoinSelectionParams& coin_selection_params) const
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@ -543,7 +543,7 @@ class RawTransactionsTest(BitcoinTestFramework):
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self.nodes[1].getnewaddress()
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self.nodes[1].getrawchangeaddress()
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inputs = []
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outputs = {self.nodes[0].getnewaddress():1.09999500}
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outputs = {self.nodes[0].getnewaddress():1.19999500}
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rawtx = self.nodes[1].createrawtransaction(inputs, outputs)
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# fund a transaction that does not require a new key for the change output
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self.nodes[1].fundrawtransaction(rawtx)
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