add OldestFirstCoinSelection

This commit is contained in:
KaFai Choi 2022-02-26 18:15:57 +07:00
parent 06b80fdb15
commit 545beec743
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GPG Key ID: C93944C459E21542
2 changed files with 312 additions and 1 deletions

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@ -27,6 +27,7 @@ To decouple the `Wallet` from the `Blockchain` we've made major changes:
- Stop making a request for the block height when calling `Wallet:new`.
- Added `SyncOptions` to capture extra (future) arguments to `Wallet::sync`.
- Removed `max_addresses` sync parameter which determined how many addresses to cache before syncing since this can just be done with `ensure_addresses_cached`.
- added `OldestFirstCoinSelection` impl to `CoinSelectionAlgorithm`
## [v0.16.1] - [v0.16.0]

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@ -97,6 +97,7 @@ use rand::seq::SliceRandom;
use rand::thread_rng;
#[cfg(test)]
use rand::{rngs::StdRng, SeedableRng};
use std::collections::HashMap;
use std::convert::TryInto;
/// Default coin selection algorithm used by [`TxBuilder`](super::tx_builder::TxBuilder) if not
@ -242,6 +243,102 @@ impl<D: Database> CoinSelectionAlgorithm<D> for LargestFirstCoinSelection {
}
}
/// OldestFirstCoinSelection always picks the utxo with the smallest blockheight to add to the selected coins next
///
/// This coin selection algorithm sorts the available UTXOs by blockheight and then picks them starting
/// from the oldest ones until the required amount is reached.
#[derive(Debug, Default, Clone, Copy)]
pub struct OldestFirstCoinSelection;
impl<D: Database> CoinSelectionAlgorithm<D> for OldestFirstCoinSelection {
fn coin_select(
&self,
database: &D,
required_utxos: Vec<WeightedUtxo>,
mut optional_utxos: Vec<WeightedUtxo>,
fee_rate: FeeRate,
amount_needed: u64,
mut fee_amount: u64,
) -> Result<CoinSelectionResult, Error> {
// query db and create a blockheight lookup table
let blockheights = optional_utxos
.iter()
.map(|wu| wu.utxo.outpoint().txid)
// fold is used so we can skip db query for txid that already exist in hashmap acc
.fold(Ok(HashMap::new()), |bh_result_acc, txid| {
bh_result_acc.and_then(|mut bh_acc| {
if bh_acc.contains_key(&txid) {
Ok(bh_acc)
} else {
database.get_tx(&txid, false).map(|details| {
bh_acc.insert(
txid,
details.and_then(|d| d.confirmation_time.map(|ct| ct.height)),
);
bh_acc
})
}
})
})?;
// We put the "required UTXOs" first and make sure the optional UTXOs are sorted from
// oldest to newest according to blocktime
// For utxo that doesn't exist in DB, they will have lowest priority to be selected
let utxos = {
optional_utxos.sort_unstable_by_key(|wu| {
match blockheights.get(&wu.utxo.outpoint().txid) {
Some(Some(blockheight)) => blockheight,
_ => &u32::MAX,
}
});
required_utxos
.into_iter()
.map(|utxo| (true, utxo))
.chain(optional_utxos.into_iter().map(|utxo| (false, utxo)))
};
// Keep including inputs until we've got enough.
// Store the total input value in selected_amount and the total fee being paid in fee_amount
let mut selected_amount = 0;
let selected = utxos
.scan(
(&mut selected_amount, &mut fee_amount),
|(selected_amount, fee_amount), (must_use, weighted_utxo)| {
if must_use || **selected_amount < amount_needed + **fee_amount {
**fee_amount +=
fee_rate.fee_wu(TXIN_BASE_WEIGHT + weighted_utxo.satisfaction_weight);
**selected_amount += weighted_utxo.utxo.txout().value;
log::debug!(
"Selected {}, updated fee_amount = `{}`",
weighted_utxo.utxo.outpoint(),
fee_amount
);
Some(weighted_utxo.utxo)
} else {
None
}
},
)
.collect::<Vec<_>>();
let amount_needed_with_fees = amount_needed + fee_amount;
if selected_amount < amount_needed_with_fees {
return Err(Error::InsufficientFunds {
needed: amount_needed_with_fees,
available: selected_amount,
});
}
Ok(CoinSelectionResult {
selected,
fee_amount,
})
}
}
#[derive(Debug, Clone)]
// Adds fee information to an UTXO.
struct OutputGroup {
@ -541,7 +638,7 @@ mod test {
use bitcoin::{OutPoint, Script, TxOut};
use super::*;
use crate::database::MemoryDatabase;
use crate::database::{BatchOperations, MemoryDatabase};
use crate::types::*;
use crate::wallet::Vbytes;
@ -582,6 +679,61 @@ mod test {
]
}
fn setup_database_and_get_oldest_first_test_utxos<D: Database>(
database: &mut D,
) -> Vec<WeightedUtxo> {
// ensure utxos are from different tx
let utxo1 = utxo(120_000, 1);
let utxo2 = utxo(80_000, 2);
let utxo3 = utxo(300_000, 3);
// add tx to DB so utxos are sorted by blocktime asc
// utxos will be selected by the following order
// utxo1(blockheight 1) -> utxo2(blockheight 2), utxo3 (blockheight 3)
// timestamp are all set as the same to ensure that only block height is used in sorting
let utxo1_tx_details = TransactionDetails {
transaction: None,
txid: utxo1.utxo.outpoint().txid,
received: 1,
sent: 0,
fee: None,
confirmation_time: Some(BlockTime {
height: 1,
timestamp: 1231006505,
}),
};
let utxo2_tx_details = TransactionDetails {
transaction: None,
txid: utxo2.utxo.outpoint().txid,
received: 1,
sent: 0,
fee: None,
confirmation_time: Some(BlockTime {
height: 2,
timestamp: 1231006505,
}),
};
let utxo3_tx_details = TransactionDetails {
transaction: None,
txid: utxo3.utxo.outpoint().txid,
received: 1,
sent: 0,
fee: None,
confirmation_time: Some(BlockTime {
height: 3,
timestamp: 1231006505,
}),
};
database.set_tx(&utxo1_tx_details).unwrap();
database.set_tx(&utxo2_tx_details).unwrap();
database.set_tx(&utxo3_tx_details).unwrap();
vec![utxo1, utxo2, utxo3]
}
fn generate_random_utxos(rng: &mut StdRng, utxos_number: usize) -> Vec<WeightedUtxo> {
let mut res = Vec::new();
for _ in 0..utxos_number {
@ -731,6 +883,164 @@ mod test {
.unwrap();
}
#[test]
fn test_oldest_first_coin_selection_success() {
let mut database = MemoryDatabase::default();
let utxos = setup_database_and_get_oldest_first_test_utxos(&mut database);
let result = OldestFirstCoinSelection::default()
.coin_select(
&database,
vec![],
utxos,
FeeRate::from_sat_per_vb(1.0),
180_000,
FEE_AMOUNT,
)
.unwrap();
assert_eq!(result.selected.len(), 2);
assert_eq!(result.selected_amount(), 200_000);
assert_eq!(result.fee_amount, 186)
}
#[test]
fn test_oldest_first_coin_selection_utxo_not_in_db_will_be_selected_last() {
// ensure utxos are from different tx
let utxo1 = utxo(120_000, 1);
let utxo2 = utxo(80_000, 2);
let utxo3 = utxo(300_000, 3);
let mut database = MemoryDatabase::default();
// add tx to DB so utxos are sorted by blocktime asc
// utxos will be selected by the following order
// utxo1(blockheight 1) -> utxo2(blockheight 2), utxo3 (not exist in DB)
// timestamp are all set as the same to ensure that only block height is used in sorting
let utxo1_tx_details = TransactionDetails {
transaction: None,
txid: utxo1.utxo.outpoint().txid,
received: 1,
sent: 0,
fee: None,
confirmation_time: Some(BlockTime {
height: 1,
timestamp: 1231006505,
}),
};
let utxo2_tx_details = TransactionDetails {
transaction: None,
txid: utxo2.utxo.outpoint().txid,
received: 1,
sent: 0,
fee: None,
confirmation_time: Some(BlockTime {
height: 2,
timestamp: 1231006505,
}),
};
database.set_tx(&utxo1_tx_details).unwrap();
database.set_tx(&utxo2_tx_details).unwrap();
let result = OldestFirstCoinSelection::default()
.coin_select(
&database,
vec![],
vec![utxo3, utxo1, utxo2],
FeeRate::from_sat_per_vb(1.0),
180_000,
FEE_AMOUNT,
)
.unwrap();
assert_eq!(result.selected.len(), 2);
assert_eq!(result.selected_amount(), 200_000);
assert_eq!(result.fee_amount, 186)
}
#[test]
fn test_oldest_first_coin_selection_use_all() {
let mut database = MemoryDatabase::default();
let utxos = setup_database_and_get_oldest_first_test_utxos(&mut database);
let result = OldestFirstCoinSelection::default()
.coin_select(
&database,
utxos,
vec![],
FeeRate::from_sat_per_vb(1.0),
20_000,
FEE_AMOUNT,
)
.unwrap();
assert_eq!(result.selected.len(), 3);
assert_eq!(result.selected_amount(), 500_000);
assert_eq!(result.fee_amount, 254);
}
#[test]
fn test_oldest_first_coin_selection_use_only_necessary() {
let mut database = MemoryDatabase::default();
let utxos = setup_database_and_get_oldest_first_test_utxos(&mut database);
let result = OldestFirstCoinSelection::default()
.coin_select(
&database,
vec![],
utxos,
FeeRate::from_sat_per_vb(1.0),
20_000,
FEE_AMOUNT,
)
.unwrap();
assert_eq!(result.selected.len(), 1);
assert_eq!(result.selected_amount(), 120_000);
assert_eq!(result.fee_amount, 118);
}
#[test]
#[should_panic(expected = "InsufficientFunds")]
fn test_oldest_first_coin_selection_insufficient_funds() {
let mut database = MemoryDatabase::default();
let utxos = setup_database_and_get_oldest_first_test_utxos(&mut database);
OldestFirstCoinSelection::default()
.coin_select(
&database,
vec![],
utxos,
FeeRate::from_sat_per_vb(1.0),
600_000,
FEE_AMOUNT,
)
.unwrap();
}
#[test]
#[should_panic(expected = "InsufficientFunds")]
fn test_oldest_first_coin_selection_insufficient_funds_high_fees() {
let mut database = MemoryDatabase::default();
let utxos = setup_database_and_get_oldest_first_test_utxos(&mut database);
let amount_needed: u64 =
utxos.iter().map(|wu| wu.utxo.txout().value).sum::<u64>() - (FEE_AMOUNT + 50);
OldestFirstCoinSelection::default()
.coin_select(
&database,
vec![],
utxos,
FeeRate::from_sat_per_vb(1000.0),
amount_needed,
FEE_AMOUNT,
)
.unwrap();
}
#[test]
fn test_bnb_coin_selection_success() {
// In this case bnb won't find a suitable match and single random draw will