From 7f61d31a5cec8fc61328bee43f90d3f1dcb0a035 Mon Sep 17 00:00:00 2001 From: ismaelsadeeq Date: Thu, 29 Feb 2024 10:53:44 +0100 Subject: [PATCH] [refactor]: update coin selection algorithms input parameter `max_weight` name - This commit renames the coin selection algorithms input parameter `max_weight` to `max_selection_weight` for clarity. The parameter represent the maximum weight of the UTXOs the coin selection algorithm should select, not the transaction maximum weight. - The commit updates the parameter docstring to provide correct description. - Also updates coin selection unit and fuzzing test variables to match the new name. --- src/wallet/coinselection.cpp | 26 +++++++------- src/wallet/coinselection.h | 10 +++--- src/wallet/spend.cpp | 14 ++++---- src/wallet/test/coinselector_tests.cpp | 50 +++++++++++++------------- src/wallet/test/fuzz/coinselection.cpp | 10 +++--- 5 files changed, 55 insertions(+), 55 deletions(-) diff --git a/src/wallet/coinselection.cpp b/src/wallet/coinselection.cpp index f1706b6800ca8..c37d42d22a4fb 100644 --- a/src/wallet/coinselection.cpp +++ b/src/wallet/coinselection.cpp @@ -84,14 +84,14 @@ struct { * bound of the range. * @param const CAmount& cost_of_change This is the cost of creating and spending a change output. * This plus selection_target is the upper bound of the range. - * @param int max_weight The maximum weight available for the input set. + * @param int max_selection_weight The maximum allowed weight for a selection result to be valid. * @returns The result of this coin selection algorithm, or std::nullopt */ static const size_t TOTAL_TRIES = 100000; util::Result SelectCoinsBnB(std::vector& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change, - int max_weight) + int max_selection_weight) { SelectionResult result(selection_target, SelectionAlgorithm::BNB); CAmount curr_value = 0; @@ -128,7 +128,7 @@ util::Result SelectCoinsBnB(std::vector& utxo_pool curr_value > selection_target + cost_of_change || // Selected value is out of range, go back and try other branch (curr_waste > best_waste && is_feerate_high)) { // Don't select things which we know will be more wasteful if the waste is increasing backtrack = true; - } else if (curr_selection_weight > max_weight) { // Exceeding weight for standard tx, cannot find more solutions by adding more inputs + } else if (curr_selection_weight > max_selection_weight) { // Selected UTXOs weight exceeds the maximum weight allowed, cannot find more solutions by adding more inputs max_tx_weight_exceeded = true; // at least one selection attempt exceeded the max weight backtrack = true; } else if (curr_value >= selection_target) { // Selected value is within range @@ -319,10 +319,10 @@ util::Result SelectCoinsBnB(std::vector& utxo_pool * group with multiple as a heavier UTXO with the combined amount here.) * @param const CAmount& selection_target This is the minimum amount that we need for the transaction without considering change. * @param const CAmount& change_target The minimum budget for creating a change output, by which we increase the selection_target. - * @param int max_weight The maximum permitted weight for the input set. + * @param int max_selection_weight The maximum allowed weight for a selection result to be valid. * @returns The result of this coin selection algorithm, or std::nullopt */ -util::Result CoinGrinder(std::vector& utxo_pool, const CAmount& selection_target, CAmount change_target, int max_weight) +util::Result CoinGrinder(std::vector& utxo_pool, const CAmount& selection_target, CAmount change_target, int max_selection_weight) { std::sort(utxo_pool.begin(), utxo_pool.end(), descending_effval_weight); // The sum of UTXO amounts after this UTXO index, e.g. lookahead[5] = Σ(UTXO[6+].amount) @@ -359,7 +359,7 @@ util::Result CoinGrinder(std::vector& utxo_pool, c // The weight of the currently selected input set, and the weight of the best selection int curr_weight = 0; - int best_selection_weight = max_weight; // Tie is fine, because we prefer lower selection amount + int best_selection_weight = max_selection_weight; // Tie is fine, because we prefer lower selection amount // Whether the input sets generated during this search have exceeded the maximum transaction weight at any point bool max_tx_weight_exceeded = false; @@ -436,8 +436,8 @@ util::Result CoinGrinder(std::vector& utxo_pool, c // Insufficient funds with lookahead: CUT should_cut = true; } else if (curr_weight > best_selection_weight) { - // best_selection_weight is initialized to max_weight - if (curr_weight > max_weight) max_tx_weight_exceeded = true; + // best_selection_weight is initialized to max_selection_weight + if (curr_weight > max_selection_weight) max_tx_weight_exceeded = true; // Worse weight than best solution. More UTXOs only increase weight: // CUT if last selected group had minimal weight, else SHIFT if (utxo_pool[curr_tail].m_weight <= min_tail_weight[curr_tail]) { @@ -535,7 +535,7 @@ class MinOutputGroupComparator }; util::Result SelectCoinsSRD(const std::vector& utxo_pool, CAmount target_value, CAmount change_fee, FastRandomContext& rng, - int max_weight) + int max_selection_weight) { SelectionResult result(target_value, SelectionAlgorithm::SRD); std::priority_queue, MinOutputGroupComparator> heap; @@ -565,14 +565,14 @@ util::Result SelectCoinsSRD(const std::vector& utx // If the selection weight exceeds the maximum allowed size, remove the least valuable inputs until we // are below max weight. - if (weight > max_weight) { + if (weight > max_selection_weight) { max_tx_weight_exceeded = true; // mark it in case we don't find any useful result. do { const OutputGroup& to_remove_group = heap.top(); selected_eff_value -= to_remove_group.GetSelectionAmount(); weight -= to_remove_group.m_weight; heap.pop(); - } while (!heap.empty() && weight > max_weight); + } while (!heap.empty() && weight > max_selection_weight); } // Now check if we are above the target @@ -648,7 +648,7 @@ static void ApproximateBestSubset(FastRandomContext& insecure_rand, const std::v } util::Result KnapsackSolver(std::vector& groups, const CAmount& nTargetValue, - CAmount change_target, FastRandomContext& rng, int max_weight) + CAmount change_target, FastRandomContext& rng, int max_selection_weight) { SelectionResult result(nTargetValue, SelectionAlgorithm::KNAPSACK); @@ -709,7 +709,7 @@ util::Result KnapsackSolver(std::vector& groups, c } // If the result exceeds the maximum allowed size, return closest UTXO above the target - if (result.GetWeight() > max_weight) { + if (result.GetWeight() > max_selection_weight) { // No coin above target, nothing to do. if (!lowest_larger) return ErrorMaxWeightExceeded(); diff --git a/src/wallet/coinselection.h b/src/wallet/coinselection.h index 9fb000422c7bc..6b0d1ab2a472c 100644 --- a/src/wallet/coinselection.h +++ b/src/wallet/coinselection.h @@ -440,9 +440,9 @@ struct SelectionResult }; util::Result SelectCoinsBnB(std::vector& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change, - int max_weight); + int max_selection_weight); -util::Result CoinGrinder(std::vector& utxo_pool, const CAmount& selection_target, CAmount change_target, int max_weight); +util::Result CoinGrinder(std::vector& utxo_pool, const CAmount& selection_target, CAmount change_target, int max_selection_weight); /** Select coins by Single Random Draw. OutputGroups are selected randomly from the eligible * outputs until the target is satisfied @@ -450,15 +450,15 @@ util::Result CoinGrinder(std::vector& utxo_pool, c * @param[in] utxo_pool The positive effective value OutputGroups eligible for selection * @param[in] target_value The target value to select for * @param[in] rng The randomness source to shuffle coins - * @param[in] max_weight The maximum allowed weight for a selection result to be valid + * @param[in] max_selection_weight The maximum allowed weight for a selection result to be valid * @returns If successful, a valid SelectionResult, otherwise, util::Error */ util::Result SelectCoinsSRD(const std::vector& utxo_pool, CAmount target_value, CAmount change_fee, FastRandomContext& rng, - int max_weight); + int max_selection_weight); // Original coin selection algorithm as a fallback util::Result KnapsackSolver(std::vector& groups, const CAmount& nTargetValue, - CAmount change_target, FastRandomContext& rng, int max_weight); + CAmount change_target, FastRandomContext& rng, int max_selection_weight); } // namespace wallet #endif // BITCOIN_WALLET_COINSELECTION_H diff --git a/src/wallet/spend.cpp b/src/wallet/spend.cpp index c16b8a9d4f140..a39a4ca0d1ec0 100644 --- a/src/wallet/spend.cpp +++ b/src/wallet/spend.cpp @@ -695,26 +695,26 @@ util::Result ChooseSelectionResult(interfaces::Chain& chain, co } }; - // Maximum allowed weight - int max_inputs_weight = MAX_STANDARD_TX_WEIGHT - (coin_selection_params.tx_noinputs_size * WITNESS_SCALE_FACTOR); + // Maximum allowed weight for selected coins. + int max_selection_weight = MAX_STANDARD_TX_WEIGHT - (coin_selection_params.tx_noinputs_size * WITNESS_SCALE_FACTOR); // SFFO frequently causes issues in the context of changeless input sets: skip BnB when SFFO is active if (!coin_selection_params.m_subtract_fee_outputs) { - if (auto bnb_result{SelectCoinsBnB(groups.positive_group, nTargetValue, coin_selection_params.m_cost_of_change, max_inputs_weight)}) { + if (auto bnb_result{SelectCoinsBnB(groups.positive_group, nTargetValue, coin_selection_params.m_cost_of_change, max_selection_weight)}) { results.push_back(*bnb_result); } else append_error(std::move(bnb_result)); } // As Knapsack and SRD can create change, also deduce change weight. - max_inputs_weight -= (coin_selection_params.change_output_size * WITNESS_SCALE_FACTOR); + max_selection_weight -= (coin_selection_params.change_output_size * WITNESS_SCALE_FACTOR); // 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. - if (auto knapsack_result{KnapsackSolver(groups.mixed_group, nTargetValue, coin_selection_params.m_min_change_target, coin_selection_params.rng_fast, max_inputs_weight)}) { + if (auto knapsack_result{KnapsackSolver(groups.mixed_group, nTargetValue, coin_selection_params.m_min_change_target, coin_selection_params.rng_fast, max_selection_weight)}) { results.push_back(*knapsack_result); } else append_error(std::move(knapsack_result)); if (coin_selection_params.m_effective_feerate > CFeeRate{3 * coin_selection_params.m_long_term_feerate}) { // Minimize input set for feerates of at least 3×LTFRE (default: 30 ṩ/vB+) - if (auto cg_result{CoinGrinder(groups.positive_group, nTargetValue, coin_selection_params.m_min_change_target, max_inputs_weight)}) { + if (auto cg_result{CoinGrinder(groups.positive_group, nTargetValue, coin_selection_params.m_min_change_target, max_selection_weight)}) { cg_result->RecalculateWaste(coin_selection_params.min_viable_change, coin_selection_params.m_cost_of_change, coin_selection_params.m_change_fee); results.push_back(*cg_result); } else { @@ -722,7 +722,7 @@ util::Result ChooseSelectionResult(interfaces::Chain& chain, co } } - if (auto srd_result{SelectCoinsSRD(groups.positive_group, nTargetValue, coin_selection_params.m_change_fee, coin_selection_params.rng_fast, max_inputs_weight)}) { + if (auto srd_result{SelectCoinsSRD(groups.positive_group, nTargetValue, coin_selection_params.m_change_fee, coin_selection_params.rng_fast, max_selection_weight)}) { results.push_back(*srd_result); } else append_error(std::move(srd_result)); diff --git a/src/wallet/test/coinselector_tests.cpp b/src/wallet/test/coinselector_tests.cpp index 7bd92b471cd97..eb9c349c22ebb 100644 --- a/src/wallet/test/coinselector_tests.cpp +++ b/src/wallet/test/coinselector_tests.cpp @@ -1097,13 +1097,13 @@ BOOST_AUTO_TEST_CASE(effective_value_test) static util::Result CoinGrinder(const CAmount& target, const CoinSelectionParams& cs_params, const node::NodeContext& m_node, - int max_weight, + int max_selection_weight, std::function coin_setup) { std::unique_ptr wallet = NewWallet(m_node); CoinEligibilityFilter filter(0, 0, 0); // accept all coins without ancestors Groups group = GroupOutputs(*wallet, coin_setup(*wallet), cs_params, {{filter}})[filter].all_groups; - return CoinGrinder(group.positive_group, target, cs_params.m_min_change_target, max_weight); + return CoinGrinder(group.positive_group, target, cs_params.m_min_change_target, max_selection_weight); } BOOST_AUTO_TEST_CASE(coin_grinder_tests) @@ -1135,8 +1135,8 @@ BOOST_AUTO_TEST_CASE(coin_grinder_tests) // 1) Insufficient funds, select all provided coins and fail // ######################################################### CAmount target = 49.5L * COIN; - int max_weight = 10'000; // high enough to not fail for this reason. - const auto& res = CoinGrinder(target, dummy_params, m_node, max_weight, [&](CWallet& wallet) { + int max_selection_weight = 10'000; // high enough to not fail for this reason. + const auto& res = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) { CoinsResult available_coins; for (int j = 0; j < 10; ++j) { add_coin(available_coins, wallet, CAmount(1 * COIN)); @@ -1153,8 +1153,8 @@ BOOST_AUTO_TEST_CASE(coin_grinder_tests) // 2) Test max weight exceeded // ########################### CAmount target = 29.5L * COIN; - int max_weight = 3000; - const auto& res = CoinGrinder(target, dummy_params, m_node, max_weight, [&](CWallet& wallet) { + int max_selection_weight = 3000; + const auto& res = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) { CoinsResult available_coins; for (int j = 0; j < 10; ++j) { add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(5000), 144, false, 0, true); @@ -1171,8 +1171,8 @@ BOOST_AUTO_TEST_CASE(coin_grinder_tests) // 3) Test selection when some coins surpass the max allowed weight while others not. --> must find a good solution // ################################################################################################################ CAmount target = 25.33L * COIN; - int max_weight = 10'000; // WU - const auto& res = CoinGrinder(target, dummy_params, m_node, max_weight, [&](CWallet& wallet) { + int max_selection_weight = 10'000; // WU + const auto& res = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) { CoinsResult available_coins; for (int j = 0; j < 60; ++j) { // 60 UTXO --> 19,8 BTC total --> 60 × 272 WU = 16320 WU add_coin(available_coins, wallet, CAmount(0.33 * COIN), CFeeRate(5000), 144, false, 0, true); @@ -1193,8 +1193,8 @@ BOOST_AUTO_TEST_CASE(coin_grinder_tests) // 4) Test that two less valuable UTXOs with a combined lower weight are preferred over a more valuable heavier UTXO // ################################################################################################################# CAmount target = 1.9L * COIN; - int max_weight = 400'000; // WU - const auto& res = CoinGrinder(target, dummy_params, m_node, max_weight, [&](CWallet& wallet) { + int max_selection_weight = 400'000; // WU + const auto& res = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) { CoinsResult available_coins; add_coin(available_coins, wallet, CAmount(2 * COIN), CFeeRate(5000), 144, false, 0, true, 148); add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(5000), 144, false, 0, true, 68); @@ -1215,8 +1215,8 @@ BOOST_AUTO_TEST_CASE(coin_grinder_tests) // 5) Test finding a solution in a UTXO pool with mixed weights // ################################################################################################################ CAmount target = 30L * COIN; - int max_weight = 400'000; // WU - const auto& res = CoinGrinder(target, dummy_params, m_node, max_weight, [&](CWallet& wallet) { + int max_selection_weight = 400'000; // WU + const auto& res = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) { CoinsResult available_coins; for (int j = 0; j < 5; ++j) { // Add heavy coins {3, 6, 9, 12, 15} @@ -1244,8 +1244,8 @@ BOOST_AUTO_TEST_CASE(coin_grinder_tests) // 6) Test that the lightest solution among many clones is found // ################################################################################################################# CAmount target = 9.9L * COIN; - int max_weight = 400'000; // WU - const auto& res = CoinGrinder(target, dummy_params, m_node, max_weight, [&](CWallet& wallet) { + int max_selection_weight = 400'000; // WU + const auto& res = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) { CoinsResult available_coins; // Expected Result: 4 + 3 + 2 + 1 = 10 BTC at 400 vB add_coin(available_coins, wallet, CAmount(4 * COIN), CFeeRate(5000), 144, false, 0, true, 100); @@ -1283,8 +1283,8 @@ BOOST_AUTO_TEST_CASE(coin_grinder_tests) // 7) Test that lots of tiny UTXOs can be skipped if they are too heavy while there are enough funds in lookahead // ################################################################################################################# CAmount target = 1.9L * COIN; - int max_weight = 40000; // WU - const auto& res = CoinGrinder(target, dummy_params, m_node, max_weight, [&](CWallet& wallet) { + int max_selection_weight = 40000; // WU + const auto& res = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) { CoinsResult available_coins; add_coin(available_coins, wallet, CAmount(1.8 * COIN), CFeeRate(5000), 144, false, 0, true, 2500); add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(5000), 144, false, 0, true, 1000); @@ -1308,13 +1308,13 @@ BOOST_AUTO_TEST_CASE(coin_grinder_tests) static util::Result SelectCoinsSRD(const CAmount& target, const CoinSelectionParams& cs_params, const node::NodeContext& m_node, - int max_weight, + int max_selection_weight, std::function coin_setup) { std::unique_ptr wallet = NewWallet(m_node); CoinEligibilityFilter filter(0, 0, 0); // accept all coins without ancestors Groups group = GroupOutputs(*wallet, coin_setup(*wallet), cs_params, {{filter}})[filter].all_groups; - return SelectCoinsSRD(group.positive_group, target, cs_params.m_change_fee, cs_params.rng_fast, max_weight); + return SelectCoinsSRD(group.positive_group, target, cs_params.m_change_fee, cs_params.rng_fast, max_selection_weight); } BOOST_AUTO_TEST_CASE(srd_tests) @@ -1342,8 +1342,8 @@ BOOST_AUTO_TEST_CASE(srd_tests) // 1) Insufficient funds, select all provided coins and fail // ######################################################### CAmount target = 49.5L * COIN; - int max_weight = 10000; // high enough to not fail for this reason. - const auto& res = SelectCoinsSRD(target, dummy_params, m_node, max_weight, [&](CWallet& wallet) { + int max_selection_weight = 10000; // high enough to not fail for this reason. + const auto& res = SelectCoinsSRD(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) { CoinsResult available_coins; for (int j = 0; j < 10; ++j) { add_coin(available_coins, wallet, CAmount(1 * COIN)); @@ -1360,8 +1360,8 @@ BOOST_AUTO_TEST_CASE(srd_tests) // 2) Test max weight exceeded // ########################### CAmount target = 49.5L * COIN; - int max_weight = 3000; - const auto& res = SelectCoinsSRD(target, dummy_params, m_node, max_weight, [&](CWallet& wallet) { + int max_selection_weight = 3000; + const auto& res = SelectCoinsSRD(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) { CoinsResult available_coins; for (int j = 0; j < 10; ++j) { /* 10 × 1 BTC + 10 × 2 BTC = 30 BTC. 20 × 272 WU = 5440 WU */ @@ -1379,8 +1379,8 @@ BOOST_AUTO_TEST_CASE(srd_tests) // 3) Test selection when some coins surpass the max allowed weight while others not. --> must find a good solution // ################################################################################################################ CAmount target = 25.33L * COIN; - int max_weight = 10000; // WU - const auto& res = SelectCoinsSRD(target, dummy_params, m_node, max_weight, [&](CWallet& wallet) { + int max_selection_weight = 10000; // WU + const auto& res = SelectCoinsSRD(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) { CoinsResult available_coins; for (int j = 0; j < 60; ++j) { // 60 UTXO --> 19,8 BTC total --> 60 × 272 WU = 16320 WU add_coin(available_coins, wallet, CAmount(0.33 * COIN), CFeeRate(0), 144, false, 0, true); @@ -1415,7 +1415,7 @@ static bool has_coin(const CoinSet& set, CAmount amount) return std::any_of(set.begin(), set.end(), [&](const auto& coin) { return coin->GetEffectiveValue() == amount; }); } -BOOST_AUTO_TEST_CASE(check_max_weight) +BOOST_AUTO_TEST_CASE(check_max_selection_weight) { const CAmount target = 49.5L * COIN; CCoinControl cc; diff --git a/src/wallet/test/fuzz/coinselection.cpp b/src/wallet/test/fuzz/coinselection.cpp index 644a8dd7adf5d..72975c3d681e3 100644 --- a/src/wallet/test/fuzz/coinselection.cpp +++ b/src/wallet/test/fuzz/coinselection.cpp @@ -195,11 +195,11 @@ FUZZ_TARGET(coin_grinder_is_optimal) if (best_weight < std::numeric_limits::max()) { // Sufficient funds and acceptable weight: CoinGrinder should find at least one solution - int high_max_weight = fuzzed_data_provider.ConsumeIntegralInRange(best_weight, std::numeric_limits::max()); + int high_max_selection_weight = fuzzed_data_provider.ConsumeIntegralInRange(best_weight, std::numeric_limits::max()); - auto result_cg = CoinGrinder(group_pos, target, coin_params.m_min_change_target, high_max_weight); + auto result_cg = CoinGrinder(group_pos, target, coin_params.m_min_change_target, high_max_selection_weight); assert(result_cg); - assert(result_cg->GetWeight() <= high_max_weight); + assert(result_cg->GetWeight() <= high_max_selection_weight); assert(result_cg->GetSelectedEffectiveValue() >= target + coin_params.m_min_change_target); assert(best_weight < result_cg->GetWeight() || (best_weight == result_cg->GetWeight() && best_amount <= result_cg->GetSelectedEffectiveValue())); if (result_cg->GetAlgoCompleted()) { @@ -210,8 +210,8 @@ FUZZ_TARGET(coin_grinder_is_optimal) } // CoinGrinder cannot ever find a better solution than the brute-forced best, or there is none in the first place - int low_max_weight = fuzzed_data_provider.ConsumeIntegralInRange(0, best_weight - 1); - auto result_cg = CoinGrinder(group_pos, target, coin_params.m_min_change_target, low_max_weight); + int low_max_selection_weight = fuzzed_data_provider.ConsumeIntegralInRange(0, best_weight - 1); + auto result_cg = CoinGrinder(group_pos, target, coin_params.m_min_change_target, low_max_selection_weight); // Max_weight should have been exceeded, or there were insufficient funds assert(!result_cg); }