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bitcoin/src/wallet/test/coinselector_tests.cpp

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// Copyright (c) 2017-2020 The Bitcoin Core developers
// Distributed under the MIT software license, see the accompanying
// file COPYING or http://www.opensource.org/licenses/mit-license.php.
#include <consensus/amount.h>
#include <node/context.h>
#include <primitives/transaction.h>
#include <random.h>
#include <test/util/setup_common.h>
#include <util/translation.h>
#include <wallet/coincontrol.h>
#include <wallet/coinselection.h>
#include <wallet/spend.h>
#include <wallet/test/wallet_test_fixture.h>
#include <wallet/wallet.h>
#include <boost/test/unit_test.hpp>
#include <random>
BOOST_FIXTURE_TEST_SUITE(coinselector_tests, WalletTestingSetup)
// how many times to run all the tests to have a chance to catch errors that only show up with particular random shuffles
#define RUN_TESTS 100
// some tests fail 1% of the time due to bad luck.
// we repeat those tests this many times and only complain if all iterations of the test fail
#define RANDOM_REPEATS 5
typedef std::set<CInputCoin> CoinSet;
static const CoinEligibilityFilter filter_standard(1, 6, 0);
static const CoinEligibilityFilter filter_confirmed(1, 1, 0);
static const CoinEligibilityFilter filter_standard_extra(6, 6, 0);
static void add_coin(const CAmount& nValue, int nInput, std::vector<CInputCoin>& set)
{
CMutableTransaction tx;
tx.vout.resize(nInput + 1);
tx.vout[nInput].nValue = nValue;
set.emplace_back(MakeTransactionRef(tx), nInput);
}
static void add_coin(const CAmount& nValue, int nInput, CoinSet& set, CAmount fee = 0, CAmount long_term_fee = 0)
{
CMutableTransaction tx;
tx.vout.resize(nInput + 1);
tx.vout[nInput].nValue = nValue;
CInputCoin coin(MakeTransactionRef(tx), nInput);
coin.effective_value = nValue - fee;
coin.m_fee = fee;
coin.m_long_term_fee = long_term_fee;
set.insert(coin);
}
static void add_coin(std::vector<COutput>& coins, CWallet& wallet, const CAmount& nValue, int nAge = 6*24, bool fIsFromMe = false, int nInput=0, bool spendable = false)
{
static int nextLockTime = 0;
CMutableTransaction tx;
tx.nLockTime = nextLockTime++; // so all transactions get different hashes
tx.vout.resize(nInput + 1);
tx.vout[nInput].nValue = nValue;
if (spendable) {
CTxDestination dest;
bilingual_str error;
const bool destination_ok = wallet.GetNewDestination(OutputType::BECH32, "", dest, error);
assert(destination_ok);
tx.vout[nInput].scriptPubKey = GetScriptForDestination(dest);
}
if (fIsFromMe) {
// IsFromMe() returns (GetDebit() > 0), and GetDebit() is 0 if vin.empty(),
// so stop vin being empty, and cache a non-zero Debit to fake out IsFromMe()
tx.vin.resize(1);
}
CWalletTx* wtx = wallet.AddToWallet(MakeTransactionRef(std::move(tx)), /* confirm= */ {});
if (fIsFromMe)
{
wtx->m_amounts[CWalletTx::DEBIT].Set(ISMINE_SPENDABLE, 1);
wtx->m_is_cache_empty = false;
}
COutput output(wallet, *wtx, nInput, nAge, true /* spendable */, true /* solvable */, true /* safe */);
coins.push_back(output);
}
static bool equal_sets(CoinSet a, CoinSet b)
{
std::pair<CoinSet::iterator, CoinSet::iterator> ret = mismatch(a.begin(), a.end(), b.begin());
return ret.first == a.end() && ret.second == b.end();
}
static CAmount make_hard_case(int utxos, std::vector<CInputCoin>& utxo_pool)
{
utxo_pool.clear();
CAmount target = 0;
for (int i = 0; i < utxos; ++i) {
target += (CAmount)1 << (utxos+i);
add_coin((CAmount)1 << (utxos+i), 2*i, utxo_pool);
add_coin(((CAmount)1 << (utxos+i)) + ((CAmount)1 << (utxos-1-i)), 2*i + 1, utxo_pool);
}
return target;
}
inline std::vector<OutputGroup>& GroupCoins(const std::vector<CInputCoin>& coins)
{
static std::vector<OutputGroup> static_groups;
static_groups.clear();
for (auto& coin : coins) {
static_groups.emplace_back();
static_groups.back().Insert(coin, 0, true, 0, 0, false);
}
return static_groups;
}
inline std::vector<OutputGroup>& GroupCoins(const std::vector<COutput>& coins)
{
static std::vector<OutputGroup> static_groups;
static_groups.clear();
for (auto& coin : coins) {
static_groups.emplace_back();
static_groups.back().Insert(coin.GetInputCoin(), coin.nDepth, coin.tx->m_amounts[CWalletTx::DEBIT].m_cached[ISMINE_SPENDABLE] && coin.tx->m_amounts[CWalletTx::DEBIT].m_value[ISMINE_SPENDABLE] == 1 /* HACK: we can't figure out the is_me flag so we use the conditions defined above; perhaps set safe to false for !fIsFromMe in add_coin() */, 0, 0, false);
}
return static_groups;
}
inline std::vector<OutputGroup>& KnapsackGroupOutputs(const std::vector<COutput>& coins, CWallet& wallet, const CoinEligibilityFilter& filter)
{
CoinSelectionParams coin_selection_params(/* change_output_size= */ 0,
/* change_spend_size= */ 0, /* effective_feerate= */ CFeeRate(0),
/* long_term_feerate= */ CFeeRate(0), /* discard_feerate= */ CFeeRate(0),
/* tx_noinputs_size= */ 0, /* avoid_partial= */ false);
static std::vector<OutputGroup> static_groups;
static_groups = GroupOutputs(wallet, coins, coin_selection_params, filter, /* positive_only */false);
return static_groups;
}
// Branch and bound coin selection tests
BOOST_AUTO_TEST_CASE(bnb_search_test)
{
// Setup
std::vector<CInputCoin> utxo_pool;
CoinSet selection;
CoinSet actual_selection;
CAmount value_ret = 0;
/////////////////////////
// Known Outcome tests //
/////////////////////////
// Empty utxo pool
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT, selection, value_ret));
selection.clear();
// Add utxos
add_coin(1 * CENT, 1, utxo_pool);
add_coin(2 * CENT, 2, utxo_pool);
add_coin(3 * CENT, 3, utxo_pool);
add_coin(4 * CENT, 4, utxo_pool);
// Select 1 Cent
add_coin(1 * CENT, 1, actual_selection);
BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT, selection, value_ret));
BOOST_CHECK(equal_sets(selection, actual_selection));
BOOST_CHECK_EQUAL(value_ret, 1 * CENT);
actual_selection.clear();
selection.clear();
// Select 2 Cent
add_coin(2 * CENT, 2, actual_selection);
BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 2 * CENT, 0.5 * CENT, selection, value_ret));
BOOST_CHECK(equal_sets(selection, actual_selection));
BOOST_CHECK_EQUAL(value_ret, 2 * CENT);
actual_selection.clear();
selection.clear();
// Select 5 Cent
add_coin(4 * CENT, 4, actual_selection);
add_coin(1 * CENT, 1, actual_selection);
BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 5 * CENT, 0.5 * CENT, selection, value_ret));
BOOST_CHECK(equal_sets(selection, actual_selection));
BOOST_CHECK_EQUAL(value_ret, 5 * CENT);
actual_selection.clear();
selection.clear();
// Select 11 Cent, not possible
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 11 * CENT, 0.5 * CENT, selection, value_ret));
actual_selection.clear();
selection.clear();
// Cost of change is greater than the difference between target value and utxo sum
add_coin(1 * CENT, 1, actual_selection);
BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0.5 * CENT, selection, value_ret));
BOOST_CHECK_EQUAL(value_ret, 1 * CENT);
BOOST_CHECK(equal_sets(selection, actual_selection));
actual_selection.clear();
selection.clear();
// Cost of change is less than the difference between target value and utxo sum
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0, selection, value_ret));
actual_selection.clear();
selection.clear();
// Select 10 Cent
add_coin(5 * CENT, 5, utxo_pool);
add_coin(5 * CENT, 5, actual_selection);
add_coin(4 * CENT, 4, actual_selection);
add_coin(1 * CENT, 1, actual_selection);
BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 0.5 * CENT, selection, value_ret));
BOOST_CHECK(equal_sets(selection, actual_selection));
BOOST_CHECK_EQUAL(value_ret, 10 * CENT);
actual_selection.clear();
selection.clear();
// Negative effective value
// Select 10 Cent but have 1 Cent not be possible because too small
add_coin(5 * CENT, 5, actual_selection);
add_coin(3 * CENT, 3, actual_selection);
add_coin(2 * CENT, 2, actual_selection);
BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 5000, selection, value_ret));
BOOST_CHECK_EQUAL(value_ret, 10 * CENT);
// FIXME: this test is redundant with the above, because 1 Cent is selected, not "too small"
// BOOST_CHECK(equal_sets(selection, actual_selection));
// Select 0.25 Cent, not possible
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.25 * CENT, 0.5 * CENT, selection, value_ret));
actual_selection.clear();
selection.clear();
// Iteration exhaustion test
CAmount target = make_hard_case(17, utxo_pool);
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), target, 0, selection, value_ret)); // Should exhaust
target = make_hard_case(14, utxo_pool);
BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), target, 0, selection, value_ret)); // Should not exhaust
// Test same value early bailout optimization
utxo_pool.clear();
add_coin(7 * CENT, 7, actual_selection);
add_coin(7 * CENT, 7, actual_selection);
add_coin(7 * CENT, 7, actual_selection);
add_coin(7 * CENT, 7, actual_selection);
add_coin(2 * CENT, 7, actual_selection);
add_coin(7 * CENT, 7, utxo_pool);
add_coin(7 * CENT, 7, utxo_pool);
add_coin(7 * CENT, 7, utxo_pool);
add_coin(7 * CENT, 7, utxo_pool);
add_coin(2 * CENT, 7, utxo_pool);
for (int i = 0; i < 50000; ++i) {
add_coin(5 * CENT, 7, utxo_pool);
}
BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 30 * CENT, 5000, selection, value_ret));
BOOST_CHECK_EQUAL(value_ret, 30 * CENT);
BOOST_CHECK(equal_sets(selection, actual_selection));
////////////////////
// Behavior tests //
////////////////////
// Select 1 Cent with pool of only greater than 5 Cent
utxo_pool.clear();
for (int i = 5; i <= 20; ++i) {
add_coin(i * CENT, i, utxo_pool);
}
// Run 100 times, to make sure it is never finding a solution
for (int i = 0; i < 100; ++i) {
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 2 * CENT, selection, value_ret));
}
// Make sure that effective value is working in AttemptSelection when BnB is used
CoinSelectionParams coin_selection_params_bnb(/* change_output_size= */ 0,
/* change_spend_size= */ 0, /* effective_feerate= */ CFeeRate(3000),
/* long_term_feerate= */ CFeeRate(1000), /* discard_feerate= */ CFeeRate(1000),
/* tx_noinputs_size= */ 0, /* avoid_partial= */ false);
{
std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), "", CreateMockWalletDatabase());
wallet->LoadWallet();
LOCK(wallet->cs_wallet);
wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
wallet->SetupDescriptorScriptPubKeyMans();
std::vector<COutput> coins;
CoinSet setCoinsRet;
CAmount nValueRet;
add_coin(coins, *wallet, 1);
coins.at(0).nInputBytes = 40; // Make sure that it has a negative effective value. The next check should assert if this somehow got through. Otherwise it will fail
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(coins), 1 * CENT, coin_selection_params_bnb.m_cost_of_change, setCoinsRet, nValueRet));
// Test fees subtracted from output:
coins.clear();
add_coin(coins, *wallet, 1 * CENT);
coins.at(0).nInputBytes = 40;
coin_selection_params_bnb.m_subtract_fee_outputs = true;
BOOST_CHECK(SelectCoinsBnB(GroupCoins(coins), 1 * CENT, coin_selection_params_bnb.m_cost_of_change, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1 * CENT);
}
{
std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), "", CreateMockWalletDatabase());
wallet->LoadWallet();
LOCK(wallet->cs_wallet);
wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
wallet->SetupDescriptorScriptPubKeyMans();
std::vector<COutput> coins;
CoinSet setCoinsRet;
CAmount nValueRet;
add_coin(coins, *wallet, 5 * CENT, 6 * 24, false, 0, true);
add_coin(coins, *wallet, 3 * CENT, 6 * 24, false, 0, true);
add_coin(coins, *wallet, 2 * CENT, 6 * 24, false, 0, true);
CCoinControl coin_control;
coin_control.fAllowOtherInputs = true;
coin_control.Select(COutPoint(coins.at(0).tx->GetHash(), coins.at(0).i));
coin_selection_params_bnb.m_effective_feerate = CFeeRate(0);
BOOST_CHECK(SelectCoins(*wallet, coins, 10 * CENT, setCoinsRet, nValueRet, coin_control, coin_selection_params_bnb));
}
}
BOOST_AUTO_TEST_CASE(knapsack_solver_test)
{
std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), "", CreateMockWalletDatabase());
wallet->LoadWallet();
LOCK(wallet->cs_wallet);
wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
wallet->SetupDescriptorScriptPubKeyMans();
CoinSet setCoinsRet, setCoinsRet2;
CAmount nValueRet;
std::vector<COutput> coins;
// test multiple times to allow for differences in the shuffle order
for (int i = 0; i < RUN_TESTS; i++)
{
coins.clear();
// with an empty wallet we can't even pay one cent
BOOST_CHECK(!KnapsackSolver(1 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_standard), setCoinsRet, nValueRet));
add_coin(coins, *wallet, 1*CENT, 4); // add a new 1 cent coin
// with a new 1 cent coin, we still can't find a mature 1 cent
BOOST_CHECK(!KnapsackSolver(1 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_standard), setCoinsRet, nValueRet));
// but we can find a new 1 cent
BOOST_CHECK(KnapsackSolver(1 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1 * CENT);
add_coin(coins, *wallet, 2*CENT); // add a mature 2 cent coin
// we can't make 3 cents of mature coins
BOOST_CHECK(!KnapsackSolver(3 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_standard), setCoinsRet, nValueRet));
// we can make 3 cents of new coins
BOOST_CHECK(KnapsackSolver(3 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 3 * CENT);
add_coin(coins, *wallet, 5*CENT); // add a mature 5 cent coin,
add_coin(coins, *wallet, 10*CENT, 3, true); // a new 10 cent coin sent from one of our own addresses
add_coin(coins, *wallet, 20*CENT); // and a mature 20 cent coin
// now we have new: 1+10=11 (of which 10 was self-sent), and mature: 2+5+20=27. total = 38
// we can't make 38 cents only if we disallow new coins:
BOOST_CHECK(!KnapsackSolver(38 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_standard), setCoinsRet, nValueRet));
// we can't even make 37 cents if we don't allow new coins even if they're from us
BOOST_CHECK(!KnapsackSolver(38 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_standard_extra), setCoinsRet, nValueRet));
// but we can make 37 cents if we accept new coins from ourself
BOOST_CHECK(KnapsackSolver(37 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_standard), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 37 * CENT);
// and we can make 38 cents if we accept all new coins
BOOST_CHECK(KnapsackSolver(38 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 38 * CENT);
// try making 34 cents from 1,2,5,10,20 - we can't do it exactly
BOOST_CHECK(KnapsackSolver(34 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 35 * CENT); // but 35 cents is closest
BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U); // the best should be 20+10+5. it's incredibly unlikely the 1 or 2 got included (but possible)
// when we try making 7 cents, the smaller coins (1,2,5) are enough. We should see just 2+5
BOOST_CHECK(KnapsackSolver(7 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 7 * CENT);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U);
// when we try making 8 cents, the smaller coins (1,2,5) are exactly enough.
BOOST_CHECK(KnapsackSolver(8 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK(nValueRet == 8 * CENT);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U);
// when we try making 9 cents, no subset of smaller coins is enough, and we get the next bigger coin (10)
BOOST_CHECK(KnapsackSolver(9 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 10 * CENT);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
// now clear out the wallet and start again to test choosing between subsets of smaller coins and the next biggest coin
coins.clear();
add_coin(coins, *wallet, 6*CENT);
add_coin(coins, *wallet, 7*CENT);
add_coin(coins, *wallet, 8*CENT);
add_coin(coins, *wallet, 20*CENT);
add_coin(coins, *wallet, 30*CENT); // now we have 6+7+8+20+30 = 71 cents total
// check that we have 71 and not 72
BOOST_CHECK(KnapsackSolver(71 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK(!KnapsackSolver(72 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
// 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
BOOST_CHECK(KnapsackSolver(16 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 20 * CENT); // we should get 20 in one coin
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
add_coin(coins, *wallet, 5*CENT); // now we have 5+6+7+8+20+30 = 75 cents total
// 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
BOOST_CHECK(KnapsackSolver(16 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 18 * CENT); // we should get 18 in 3 coins
BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U);
add_coin(coins, *wallet, 18*CENT); // now we have 5+6+7+8+18+20+30
// 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
BOOST_CHECK(KnapsackSolver(16 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 18 * CENT); // we should get 18 in 1 coin
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U); // because in the event of a tie, the biggest coin wins
// now try making 11 cents. we should get 5+6
BOOST_CHECK(KnapsackSolver(11 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 11 * CENT);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U);
// check that the smallest bigger coin is used
add_coin(coins, *wallet, 1*COIN);
add_coin(coins, *wallet, 2*COIN);
add_coin(coins, *wallet, 3*COIN);
add_coin(coins, *wallet, 4*COIN); // now we have 5+6+7+8+18+20+30+100+200+300+400 = 1094 cents
BOOST_CHECK(KnapsackSolver(95 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1 * COIN); // we should get 1 BTC in 1 coin
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
BOOST_CHECK(KnapsackSolver(195 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 2 * COIN); // we should get 2 BTC in 1 coin
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
// empty the wallet and start again, now with fractions of a cent, to test small change avoidance
coins.clear();
add_coin(coins, *wallet, MIN_CHANGE * 1 / 10);
add_coin(coins, *wallet, MIN_CHANGE * 2 / 10);
add_coin(coins, *wallet, MIN_CHANGE * 3 / 10);
add_coin(coins, *wallet, MIN_CHANGE * 4 / 10);
add_coin(coins, *wallet, MIN_CHANGE * 5 / 10);
// try making 1 * MIN_CHANGE from the 1.5 * MIN_CHANGE
// we'll get change smaller than MIN_CHANGE whatever happens, so can expect MIN_CHANGE exactly
BOOST_CHECK(KnapsackSolver(MIN_CHANGE, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, MIN_CHANGE);
// but if we add a bigger coin, small change is avoided
add_coin(coins, *wallet, 1111*MIN_CHANGE);
// try making 1 from 0.1 + 0.2 + 0.3 + 0.4 + 0.5 + 1111 = 1112.5
BOOST_CHECK(KnapsackSolver(1 * MIN_CHANGE, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1 * MIN_CHANGE); // we should get the exact amount
// if we add more small coins:
add_coin(coins, *wallet, MIN_CHANGE * 6 / 10);
add_coin(coins, *wallet, MIN_CHANGE * 7 / 10);
// and try again to make 1.0 * MIN_CHANGE
BOOST_CHECK(KnapsackSolver(1 * MIN_CHANGE, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1 * MIN_CHANGE); // we should get the exact amount
// run the 'mtgox' test (see https://blockexplorer.com/tx/29a3efd3ef04f9153d47a990bd7b048a4b2d213daaa5fb8ed670fb85f13bdbcf)
// they tried to consolidate 10 50k coins into one 500k coin, and ended up with 50k in change
coins.clear();
for (int j = 0; j < 20; j++)
add_coin(coins, *wallet, 50000 * COIN);
BOOST_CHECK(KnapsackSolver(500000 * COIN, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 500000 * COIN); // we should get the exact amount
BOOST_CHECK_EQUAL(setCoinsRet.size(), 10U); // in ten coins
// if there's not enough in the smaller coins to make at least 1 * MIN_CHANGE change (0.5+0.6+0.7 < 1.0+1.0),
// we need to try finding an exact subset anyway
// sometimes it will fail, and so we use the next biggest coin:
coins.clear();
add_coin(coins, *wallet, MIN_CHANGE * 5 / 10);
add_coin(coins, *wallet, MIN_CHANGE * 6 / 10);
add_coin(coins, *wallet, MIN_CHANGE * 7 / 10);
add_coin(coins, *wallet, 1111 * MIN_CHANGE);
BOOST_CHECK(KnapsackSolver(1 * MIN_CHANGE, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1111 * MIN_CHANGE); // we get the bigger coin
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
// but sometimes it's possible, and we use an exact subset (0.4 + 0.6 = 1.0)
coins.clear();
add_coin(coins, *wallet, MIN_CHANGE * 4 / 10);
add_coin(coins, *wallet, MIN_CHANGE * 6 / 10);
add_coin(coins, *wallet, MIN_CHANGE * 8 / 10);
add_coin(coins, *wallet, 1111 * MIN_CHANGE);
BOOST_CHECK(KnapsackSolver(MIN_CHANGE, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, MIN_CHANGE); // we should get the exact amount
BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U); // in two coins 0.4+0.6
// test avoiding small change
coins.clear();
add_coin(coins, *wallet, MIN_CHANGE * 5 / 100);
add_coin(coins, *wallet, MIN_CHANGE * 1);
add_coin(coins, *wallet, MIN_CHANGE * 100);
// trying to make 100.01 from these three coins
BOOST_CHECK(KnapsackSolver(MIN_CHANGE * 10001 / 100, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, MIN_CHANGE * 10105 / 100); // we should get all coins
BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U);
// but if we try to make 99.9, we should take the bigger of the two small coins to avoid small change
BOOST_CHECK(KnapsackSolver(MIN_CHANGE * 9990 / 100, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 101 * MIN_CHANGE);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U);
}
// test with many inputs
for (CAmount amt=1500; amt < COIN; amt*=10) {
coins.clear();
// Create 676 inputs (= (old MAX_STANDARD_TX_SIZE == 100000) / 148 bytes per input)
for (uint16_t j = 0; j < 676; j++)
add_coin(coins, *wallet, amt);
// We only create the wallet once to save time, but we still run the coin selection RUN_TESTS times.
for (int i = 0; i < RUN_TESTS; i++) {
BOOST_CHECK(KnapsackSolver(2000, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
if (amt - 2000 < MIN_CHANGE) {
// needs more than one input:
uint16_t returnSize = std::ceil((2000.0 + MIN_CHANGE)/amt);
CAmount returnValue = amt * returnSize;
BOOST_CHECK_EQUAL(nValueRet, returnValue);
BOOST_CHECK_EQUAL(setCoinsRet.size(), returnSize);
} else {
// one input is sufficient:
BOOST_CHECK_EQUAL(nValueRet, amt);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
}
}
}
// test randomness
{
coins.clear();
for (int i2 = 0; i2 < 100; i2++)
add_coin(coins, *wallet, COIN);
// Again, we only create the wallet once to save time, but we still run the coin selection RUN_TESTS times.
for (int i = 0; i < RUN_TESTS; i++) {
// picking 50 from 100 coins doesn't depend on the shuffle,
// but does depend on randomness in the stochastic approximation code
BOOST_CHECK(KnapsackSolver(50 * COIN, GroupCoins(coins), setCoinsRet, nValueRet));
BOOST_CHECK(KnapsackSolver(50 * COIN, GroupCoins(coins), setCoinsRet2, nValueRet));
BOOST_CHECK(!equal_sets(setCoinsRet, setCoinsRet2));
int fails = 0;
for (int j = 0; j < RANDOM_REPEATS; j++)
{
// Test that the KnapsackSolver selects randomly from equivalent coins (same value and same input size).
// When choosing 1 from 100 identical coins, 1% of the time, this test will choose the same coin twice
// which will cause it to fail.
// To avoid that issue, run the test RANDOM_REPEATS times and only complain if all of them fail
BOOST_CHECK(KnapsackSolver(COIN, GroupCoins(coins), setCoinsRet, nValueRet));
BOOST_CHECK(KnapsackSolver(COIN, GroupCoins(coins), setCoinsRet2, nValueRet));
if (equal_sets(setCoinsRet, setCoinsRet2))
fails++;
}
BOOST_CHECK_NE(fails, RANDOM_REPEATS);
}
// add 75 cents in small change. not enough to make 90 cents,
// then try making 90 cents. there are multiple competing "smallest bigger" coins,
// one of which should be picked at random
add_coin(coins, *wallet, 5 * CENT);
add_coin(coins, *wallet, 10 * CENT);
add_coin(coins, *wallet, 15 * CENT);
add_coin(coins, *wallet, 20 * CENT);
add_coin(coins, *wallet, 25 * CENT);
for (int i = 0; i < RUN_TESTS; i++) {
int fails = 0;
for (int j = 0; j < RANDOM_REPEATS; j++)
{
BOOST_CHECK(KnapsackSolver(90*CENT, GroupCoins(coins), setCoinsRet, nValueRet));
BOOST_CHECK(KnapsackSolver(90*CENT, GroupCoins(coins), setCoinsRet2, nValueRet));
if (equal_sets(setCoinsRet, setCoinsRet2))
fails++;
}
BOOST_CHECK_NE(fails, RANDOM_REPEATS);
}
}
}
BOOST_AUTO_TEST_CASE(ApproximateBestSubset)
{
std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), "", CreateMockWalletDatabase());
wallet->LoadWallet();
LOCK(wallet->cs_wallet);
wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
wallet->SetupDescriptorScriptPubKeyMans();
CoinSet setCoinsRet;
CAmount nValueRet;
std::vector<COutput> coins;
// Test vValue sort order
for (int i = 0; i < 1000; i++)
add_coin(coins, *wallet, 1000 * COIN);
add_coin(coins, *wallet, 3 * COIN);
BOOST_CHECK(KnapsackSolver(1003 * COIN, KnapsackGroupOutputs(coins, *wallet, filter_standard), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1003 * COIN);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U);
}
// Tests that with the ideal conditions, the coin selector will always be able to find a solution that can pay the target value
BOOST_AUTO_TEST_CASE(SelectCoins_test)
{
std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), "", CreateMockWalletDatabase());
wallet->LoadWallet();
LOCK(wallet->cs_wallet);
wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
wallet->SetupDescriptorScriptPubKeyMans();
// Random generator stuff
std::default_random_engine generator;
std::exponential_distribution<double> distribution (100);
FastRandomContext rand;
// Run this test 100 times
for (int i = 0; i < 100; ++i)
{
std::vector<COutput> coins;
CAmount balance{0};
// Make a wallet with 1000 exponentially distributed random inputs
for (int j = 0; j < 1000; ++j)
{
CAmount val = distribution(generator)*10000000;
add_coin(coins, *wallet, val);
balance += val;
}
// Generate a random fee rate in the range of 100 - 400
CFeeRate rate(rand.randrange(300) + 100);
// Generate a random target value between 1000 and wallet balance
CAmount target = rand.randrange(balance - 1000) + 1000;
// Perform selection
CoinSelectionParams cs_params(/* change_output_size= */ 34,
/* change_spend_size= */ 148, /* effective_feerate= */ CFeeRate(0),
/* long_term_feerate= */ CFeeRate(0), /* discard_feerate= */ CFeeRate(0),
/* tx_noinputs_size= */ 0, /* avoid_partial= */ false);
CoinSet out_set;
CAmount out_value = 0;
CCoinControl cc;
BOOST_CHECK(SelectCoins(*wallet, coins, target, out_set, out_value, cc, cs_params));
BOOST_CHECK_GE(out_value, target);
}
}
BOOST_AUTO_TEST_CASE(waste_test)
{
CoinSet selection;
const CAmount fee{100};
const CAmount change_cost{125};
const CAmount fee_diff{40};
const CAmount in_amt{3 * COIN};
const CAmount target{2 * COIN};
const CAmount excess{in_amt - fee * 2 - target};
// Waste with change is the change cost and difference between fee and long term fee
add_coin(1 * COIN, 1, selection, fee, fee - fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee - fee_diff);
const CAmount waste1 = GetSelectionWaste(selection, change_cost, target);
BOOST_CHECK_EQUAL(fee_diff * 2 + change_cost, waste1);
selection.clear();
// Waste without change is the excess and difference between fee and long term fee
add_coin(1 * COIN, 1, selection, fee, fee - fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee - fee_diff);
const CAmount waste_nochange1 = GetSelectionWaste(selection, 0, target);
BOOST_CHECK_EQUAL(fee_diff * 2 + excess, waste_nochange1);
selection.clear();
// Waste with change and fee == long term fee is just cost of change
add_coin(1 * COIN, 1, selection, fee, fee);
add_coin(2 * COIN, 2, selection, fee, fee);
BOOST_CHECK_EQUAL(change_cost, GetSelectionWaste(selection, change_cost, target));
selection.clear();
// Waste without change and fee == long term fee is just the excess
add_coin(1 * COIN, 1, selection, fee, fee);
add_coin(2 * COIN, 2, selection, fee, fee);
BOOST_CHECK_EQUAL(excess, GetSelectionWaste(selection, 0, target));
selection.clear();
// Waste will be greater when fee is greater, but long term fee is the same
add_coin(1 * COIN, 1, selection, fee * 2, fee - fee_diff);
add_coin(2 * COIN, 2, selection, fee * 2, fee - fee_diff);
const CAmount waste2 = GetSelectionWaste(selection, change_cost, target);
BOOST_CHECK_GT(waste2, waste1);
selection.clear();
// Waste with change is the change cost and difference between fee and long term fee
// With long term fee greater than fee, waste should be less than when long term fee is less than fee
add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
const CAmount waste3 = GetSelectionWaste(selection, change_cost, target);
BOOST_CHECK_EQUAL(fee_diff * -2 + change_cost, waste3);
BOOST_CHECK_LT(waste3, waste1);
selection.clear();
// Waste without change is the excess and difference between fee and long term fee
// With long term fee greater than fee, waste should be less than when long term fee is less than fee
add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
const CAmount waste_nochange2 = GetSelectionWaste(selection, 0, target);
BOOST_CHECK_EQUAL(fee_diff * -2 + excess, waste_nochange2);
BOOST_CHECK_LT(waste_nochange2, waste_nochange1);
selection.clear();
// No Waste when fee == long_term_fee, no change, and no excess
add_coin(1 * COIN, 1, selection, fee, fee);
add_coin(2 * COIN, 2, selection, fee, fee);
const CAmount exact_target{in_amt - fee * 2};
BOOST_CHECK_EQUAL(0, GetSelectionWaste(selection, /* change_cost */ 0, exact_target));
selection.clear();
// No Waste when (fee - long_term_fee) == (-cost_of_change), and no excess
const CAmount new_change_cost{fee_diff * 2};
add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
BOOST_CHECK_EQUAL(0, GetSelectionWaste(selection, new_change_cost, target));
selection.clear();
// No Waste when (fee - long_term_fee) == (-excess), no change cost
const CAmount new_target{in_amt - fee * 2 - fee_diff * 2};
add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
BOOST_CHECK_EQUAL(0, GetSelectionWaste(selection, /* change cost */ 0, new_target));
}
BOOST_AUTO_TEST_SUITE_END()
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