frost/bdk
3
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Consolidate fee_amount and amount_needed

Browse Source 
Before this commit `fee_amount` and `amount_needed` were passed as independent
parameters. From the perspective of coin selection algorithms, they are always
used jointly for the same purpose, to create a coin selection with a total
effective value greater than it's summed values.

This commit removes the abstraction that the use of the two parameter
introduced by consolidating both into a single parameter, `target_amount`, who
carries their values added up.
This commit is contained in:
Cesar Alvarez Vallero 2022-07-10 19:57:44 -03:00 committed by Daniela Brozzoni
parent 1730e0150f
commit e8df3d2d91
No known key found for this signature in database
GPG Key ID: 7DE4F1FDCED0AB87
3 changed files with 104 additions and 129 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

2
CHANGELOG.md
View File

@ -11,6 +11,8 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
- Change the interface of `SqliteDatabase::new` to accept any type that implement AsRef<Path> - Change the interface of `SqliteDatabase::new` to accept any type that implement AsRef<Path>
- Add the ability to specify which leaves to sign in a taproot transaction through `TapLeavesOptions` in `SignOptions` - Add the ability to specify which leaves to sign in a taproot transaction through `TapLeavesOptions` in `SignOptions`
- Add the ability to specify whether a taproot transaction should be signed using the internal key or not, using `sign_with_tap_internal_key` in `SignOptions` - Add the ability to specify whether a taproot transaction should be signed using the internal key or not, using `sign_with_tap_internal_key` in `SignOptions`
- Consolidate params `fee_amount` and `amount_needed` in `target_amount` in `CoinSelectionAlgorithm::coin_select` signature.
- Change the meaning of the `fee_amount` field inside `CoinSelectionResult`: from now on the `fee_amount` will represent only the fees asociated with the utxos in the `selected` field of `CoinSelectionResult`.
## [v0.20.0] - [v0.19.0] ## [v0.20.0] - [v0.19.0]

226
src/wallet/coin_selection.rs
View File

@ -41,8 +41,7 @@
//! required_utxos: Vec<WeightedUtxo>, //! required_utxos: Vec<WeightedUtxo>,
//! optional_utxos: Vec<WeightedUtxo>, //! optional_utxos: Vec<WeightedUtxo>,
//! fee_rate: FeeRate, //! fee_rate: FeeRate,
//! amount_needed: u64, //! target_amount: u64,
//! fee_amount: u64,
//! drain_script: &Script, //! drain_script: &Script,
//! ) -> Result<CoinSelectionResult, bdk::Error> { //! ) -> Result<CoinSelectionResult, bdk::Error> {
//! let mut selected_amount = 0; //! let mut selected_amount = 0;
@ -60,7 +59,7 @@
//! ) //! )
//! .collect::<Vec<_>>(); //! .collect::<Vec<_>>();
//! let additional_fees = fee_rate.fee_wu(additional_weight); //! let additional_fees = fee_rate.fee_wu(additional_weight);
//! let amount_needed_with_fees = (fee_amount + additional_fees) + amount_needed; //! let amount_needed_with_fees = additional_fees + target_amount;
//! if selected_amount < amount_needed_with_fees { //! if selected_amount < amount_needed_with_fees {
//! return Err(bdk::Error::InsufficientFunds { //! return Err(bdk::Error::InsufficientFunds {
//! needed: amount_needed_with_fees, //! needed: amount_needed_with_fees,
@ -74,7 +73,7 @@
//! //!
//! Ok(CoinSelectionResult { //! Ok(CoinSelectionResult {
//! selected: all_utxos_selected, //! selected: all_utxos_selected,
//! fee_amount: fee_amount + additional_fees, //! fee_amount: additional_fees,
//! excess, //! excess,
//! }) //! })
//! } //! }
@ -148,7 +147,7 @@ pub enum Excess {
pub struct CoinSelectionResult { pub struct CoinSelectionResult {
/// List of outputs selected for use as inputs /// List of outputs selected for use as inputs
pub selected: Vec<Utxo>, pub selected: Vec<Utxo>,
/// Total fee amount in satoshi /// Total fee amount for the selected utxos in satoshis
pub fee_amount: u64, pub fee_amount: u64,
/// Remaining amount after deducing fees and outgoing outputs /// Remaining amount after deducing fees and outgoing outputs
pub excess: Excess, pub excess: Excess,
@ -183,14 +182,13 @@ pub trait CoinSelectionAlgorithm<D: Database>: std::fmt::Debug {
/// ///
/// - `database`: a reference to the wallet's database that can be used to lookup additional /// - `database`: a reference to the wallet's database that can be used to lookup additional
/// details for a specific UTXO /// details for a specific UTXO
/// - `required_utxos`: the utxos that must be spent regardless of `amount_needed` with their /// - `required_utxos`: the utxos that must be spent regardless of `target_amount` with their
/// weight cost /// weight cost
/// - `optional_utxos`: the remaining available utxos to satisfy `amount_needed` with their /// - `optional_utxos`: the remaining available utxos to satisfy `target_amount` with their
/// weight cost /// weight cost
/// - `fee_rate`: fee rate to use /// - `fee_rate`: fee rate to use
/// - `amount_needed`: the amount in satoshi to select /// - `target_amount`: the outgoing amount in satoshis and the fees already
/// - `fee_amount`: the amount of fees in satoshi already accumulated from adding outputs and /// accumulated from added outputs and transaction’s header.
/// the transaction's header
/// - `drain_script`: the script to use in case of change /// - `drain_script`: the script to use in case of change
#[allow(clippy::too_many_arguments)] #[allow(clippy::too_many_arguments)]
fn coin_select( fn coin_select(
@ -199,8 +197,7 @@ pub trait CoinSelectionAlgorithm<D: Database>: std::fmt::Debug {
required_utxos: Vec<WeightedUtxo>, required_utxos: Vec<WeightedUtxo>,
optional_utxos: Vec<WeightedUtxo>, optional_utxos: Vec<WeightedUtxo>,
fee_rate: FeeRate, fee_rate: FeeRate,
amount_needed: u64, target_amount: u64,
fee_amount: u64,
drain_script: &Script, drain_script: &Script,
) -> Result<CoinSelectionResult, Error>; ) -> Result<CoinSelectionResult, Error>;
} }
@ -219,14 +216,12 @@ impl<D: Database> CoinSelectionAlgorithm<D> for LargestFirstCoinSelection {
required_utxos: Vec<WeightedUtxo>, required_utxos: Vec<WeightedUtxo>,
mut optional_utxos: Vec<WeightedUtxo>, mut optional_utxos: Vec<WeightedUtxo>,
fee_rate: FeeRate, fee_rate: FeeRate,
amount_needed: u64, target_amount: u64,
fee_amount: u64,
drain_script: &Script, drain_script: &Script,
) -> Result<CoinSelectionResult, Error> { ) -> Result<CoinSelectionResult, Error> {
log::debug!( log::debug!(
"amount_needed = `{}`, fee_amount = `{}`, fee_rate = `{:?}`", "target_amount = `{}`, fee_rate = `{:?}`",
amount_needed, target_amount,
fee_amount,
fee_rate fee_rate
); );
@ -240,7 +235,7 @@ impl<D: Database> CoinSelectionAlgorithm<D> for LargestFirstCoinSelection {
.chain(optional_utxos.into_iter().rev().map(|utxo| (false, utxo))) .chain(optional_utxos.into_iter().rev().map(|utxo| (false, utxo)))
}; };
select_sorted_utxos(utxos, fee_rate, amount_needed, fee_amount, drain_script) select_sorted_utxos(utxos, fee_rate, target_amount, drain_script)
} }
} }
@ -258,8 +253,7 @@ impl<D: Database> CoinSelectionAlgorithm<D> for OldestFirstCoinSelection {
required_utxos: Vec<WeightedUtxo>, required_utxos: Vec<WeightedUtxo>,
mut optional_utxos: Vec<WeightedUtxo>, mut optional_utxos: Vec<WeightedUtxo>,
fee_rate: FeeRate, fee_rate: FeeRate,
amount_needed: u64, target_amount: u64,
fee_amount: u64,
drain_script: &Script, drain_script: &Script,
) -> Result<CoinSelectionResult, Error> { ) -> Result<CoinSelectionResult, Error> {
// query db and create a blockheight lookup table // query db and create a blockheight lookup table
@ -300,7 +294,7 @@ impl<D: Database> CoinSelectionAlgorithm<D> for OldestFirstCoinSelection {
.chain(optional_utxos.into_iter().map(|utxo| (false, utxo))) .chain(optional_utxos.into_iter().map(|utxo| (false, utxo)))
}; };
select_sorted_utxos(utxos, fee_rate, amount_needed, fee_amount, drain_script) select_sorted_utxos(utxos, fee_rate, target_amount, drain_script)
} }
} }
@ -333,16 +327,16 @@ pub fn decide_change(remaining_amount: u64, fee_rate: FeeRate, drain_script: &Sc
fn select_sorted_utxos( fn select_sorted_utxos(
utxos: impl Iterator<Item = (bool, WeightedUtxo)>, utxos: impl Iterator<Item = (bool, WeightedUtxo)>,
fee_rate: FeeRate, fee_rate: FeeRate,
amount_needed: u64, target_amount: u64,
mut fee_amount: u64,
drain_script: &Script, drain_script: &Script,
) -> Result<CoinSelectionResult, Error> { ) -> Result<CoinSelectionResult, Error> {
let mut selected_amount = 0; let mut selected_amount = 0;
let mut fee_amount = 0;
let selected = utxos let selected = utxos
.scan( .scan(
(&mut selected_amount, &mut fee_amount), (&mut selected_amount, &mut fee_amount),
|(selected_amount, fee_amount), (must_use, weighted_utxo)| { |(selected_amount, fee_amount), (must_use, weighted_utxo)| {
if must_use || **selected_amount < amount_needed + **fee_amount { if must_use || **selected_amount < target_amount + **fee_amount {
**fee_amount += **fee_amount +=
fee_rate.fee_wu(TXIN_BASE_WEIGHT + weighted_utxo.satisfaction_weight); fee_rate.fee_wu(TXIN_BASE_WEIGHT + weighted_utxo.satisfaction_weight);
**selected_amount += weighted_utxo.utxo.txout().value; **selected_amount += weighted_utxo.utxo.txout().value;
@ -361,8 +355,7 @@ fn select_sorted_utxos(
) )
.collect::<Vec<_>>(); .collect::<Vec<_>>();
let amount_needed_with_fees = amount_needed + fee_amount; let amount_needed_with_fees = target_amount + fee_amount;
if selected_amount < amount_needed_with_fees { if selected_amount < amount_needed_with_fees {
return Err(Error::InsufficientFunds { return Err(Error::InsufficientFunds {
needed: amount_needed_with_fees, needed: amount_needed_with_fees,
@ -436,8 +429,7 @@ impl<D: Database> CoinSelectionAlgorithm<D> for BranchAndBoundCoinSelection {
required_utxos: Vec<WeightedUtxo>, required_utxos: Vec<WeightedUtxo>,
optional_utxos: Vec<WeightedUtxo>, optional_utxos: Vec<WeightedUtxo>,
fee_rate: FeeRate, fee_rate: FeeRate,
amount_needed: u64, target_amount: u64,
fee_amount: u64,
drain_script: &Script, drain_script: &Script,
) -> Result<CoinSelectionResult, Error> { ) -> Result<CoinSelectionResult, Error> {
// Mapping every (UTXO, usize) to an output group // Mapping every (UTXO, usize) to an output group
@ -460,7 +452,6 @@ impl<D: Database> CoinSelectionAlgorithm<D> for BranchAndBoundCoinSelection {
.iter() .iter()
.fold(0, |acc, x| acc + x.effective_value); .fold(0, |acc, x| acc + x.effective_value);
let actual_target = fee_amount + amount_needed;
let cost_of_change = self.size_of_change as f32 * fee_rate.as_sat_vb(); let cost_of_change = self.size_of_change as f32 * fee_rate.as_sat_vb();
let expected = (curr_available_value + curr_value) let expected = (curr_available_value + curr_value)
@ -469,29 +460,28 @@ impl<D: Database> CoinSelectionAlgorithm<D> for BranchAndBoundCoinSelection {
Error::Generic("Sum of UTXO spendable values does not fit into u64".to_string()) Error::Generic("Sum of UTXO spendable values does not fit into u64".to_string())
})?; })?;
if expected < actual_target { if expected < target_amount {
return Err(Error::InsufficientFunds { return Err(Error::InsufficientFunds {
needed: actual_target, needed: target_amount,
available: expected, available: expected,
}); });
} }
let actual_target = actual_target let target_amount = target_amount
.try_into() .try_into()
.expect("Bitcoin amount to fit into i64"); .expect("Bitcoin amount to fit into i64");
if curr_value > actual_target { if curr_value > target_amount {
// remaining_amount can't be negative as that would mean the // remaining_amount can't be negative as that would mean the
// selection wasn't successful // selection wasn't successful
// actual_target = amount_needed + (fee_amount - vin_fees) // target_amount = amount_needed + (fee_amount - vin_fees)
let remaining_amount = (curr_value - actual_target) as u64; let remaining_amount = (curr_value - target_amount) as u64;
let excess = decide_change(remaining_amount, fee_rate, drain_script); let excess = decide_change(remaining_amount, fee_rate, drain_script);
return Ok(BranchAndBoundCoinSelection::calculate_cs_result( return Ok(BranchAndBoundCoinSelection::calculate_cs_result(
vec![], vec![],
required_utxos, required_utxos,
fee_amount,
excess, excess,
)); ));
} }
@ -502,8 +492,7 @@ impl<D: Database> CoinSelectionAlgorithm<D> for BranchAndBoundCoinSelection {
optional_utxos.clone(), optional_utxos.clone(),
curr_value, curr_value,
curr_available_value, curr_available_value,
actual_target, target_amount,
fee_amount,
cost_of_change, cost_of_change,
drain_script, drain_script,
fee_rate, fee_rate,
@ -513,8 +502,7 @@ impl<D: Database> CoinSelectionAlgorithm<D> for BranchAndBoundCoinSelection {
required_utxos, required_utxos,
optional_utxos, optional_utxos,
curr_value, curr_value,
actual_target, target_amount,
fee_amount,
drain_script, drain_script,
fee_rate, fee_rate,
) )
@ -532,8 +520,7 @@ impl BranchAndBoundCoinSelection {
mut optional_utxos: Vec<OutputGroup>, mut optional_utxos: Vec<OutputGroup>,
mut curr_value: i64, mut curr_value: i64,
mut curr_available_value: i64, mut curr_available_value: i64,
actual_target: i64, target_amount: i64,
fee_amount: u64,
cost_of_change: f32, cost_of_change: f32,
drain_script: &Script, drain_script: &Script,
fee_rate: FeeRate, fee_rate: FeeRate,
@ -559,11 +546,11 @@ impl BranchAndBoundCoinSelection {
// Cannot possibly reach target with the amount remaining in the curr_available_value, // Cannot possibly reach target with the amount remaining in the curr_available_value,
// or the selected value is out of range. // or the selected value is out of range.
// Go back and try other branch // Go back and try other branch
if curr_value + curr_available_value < actual_target if curr_value + curr_available_value < target_amount
|| curr_value > actual_target + cost_of_change as i64 || curr_value > target_amount + cost_of_change as i64
{ {
backtrack = true; backtrack = true;
} else if curr_value >= actual_target { } else if curr_value >= target_amount {
// Selected value is within range, there's no point in going forward. Start // Selected value is within range, there's no point in going forward. Start
// backtracking // backtracking
backtrack = true; backtrack = true;
@ -576,7 +563,7 @@ impl BranchAndBoundCoinSelection {
} }
// If we found a perfect match, break here // If we found a perfect match, break here
if curr_value == actual_target { if curr_value == target_amount {
break; break;
} }
} }
@ -634,15 +621,14 @@ impl BranchAndBoundCoinSelection {
// remaining_amount can't be negative as that would mean the // remaining_amount can't be negative as that would mean the
// selection wasn't successful // selection wasn't successful
// actual_target = amount_needed + (fee_amount - vin_fees) // target_amount = amount_needed + (fee_amount - vin_fees)
let remaining_amount = (selected_amount - actual_target) as u64; let remaining_amount = (selected_amount - target_amount) as u64;
let excess = decide_change(remaining_amount, fee_rate, drain_script); let excess = decide_change(remaining_amount, fee_rate, drain_script);
Ok(BranchAndBoundCoinSelection::calculate_cs_result( Ok(BranchAndBoundCoinSelection::calculate_cs_result(
selected_utxos, selected_utxos,
required_utxos, required_utxos,
fee_amount,
excess, excess,
)) ))
} }
@ -653,8 +639,7 @@ impl BranchAndBoundCoinSelection {
required_utxos: Vec<OutputGroup>, required_utxos: Vec<OutputGroup>,
mut optional_utxos: Vec<OutputGroup>, mut optional_utxos: Vec<OutputGroup>,
curr_value: i64, curr_value: i64,
actual_target: i64, target_amount: i64,
fee_amount: u64,
drain_script: &Script, drain_script: &Script,
fee_rate: FeeRate, fee_rate: FeeRate,
) -> CoinSelectionResult { ) -> CoinSelectionResult {
@ -670,7 +655,7 @@ impl BranchAndBoundCoinSelection {
let selected_utxos = optional_utxos.into_iter().fold( let selected_utxos = optional_utxos.into_iter().fold(
(curr_value, vec![]), (curr_value, vec![]),
|(mut amount, mut utxos), utxo| { |(mut amount, mut utxos), utxo| {
if amount >= actual_target { if amount >= target_amount {
(amount, utxos) (amount, utxos)
} else { } else {
amount += utxo.effective_value; amount += utxo.effective_value;
@ -682,27 +667,21 @@ impl BranchAndBoundCoinSelection {
// remaining_amount can't be negative as that would mean the // remaining_amount can't be negative as that would mean the
// selection wasn't successful // selection wasn't successful
// actual_target = amount_needed + (fee_amount - vin_fees) // target_amount = amount_needed + (fee_amount - vin_fees)
let remaining_amount = (selected_utxos.0 - actual_target) as u64; let remaining_amount = (selected_utxos.0 - target_amount) as u64;
let excess = decide_change(remaining_amount, fee_rate, drain_script); let excess = decide_change(remaining_amount, fee_rate, drain_script);
BranchAndBoundCoinSelection::calculate_cs_result( BranchAndBoundCoinSelection::calculate_cs_result(selected_utxos.1, required_utxos, excess)
selected_utxos.1,
required_utxos,
fee_amount,
excess,
)
} }
fn calculate_cs_result( fn calculate_cs_result(
mut selected_utxos: Vec<OutputGroup>, mut selected_utxos: Vec<OutputGroup>,
mut required_utxos: Vec<OutputGroup>, mut required_utxos: Vec<OutputGroup>,
mut fee_amount: u64,
excess: Excess, excess: Excess,
) -> CoinSelectionResult { ) -> CoinSelectionResult {
selected_utxos.append(&mut required_utxos); selected_utxos.append(&mut required_utxos);
fee_amount += selected_utxos.iter().map(|u| u.fee).sum::<u64>(); let fee_amount = selected_utxos.iter().map(|u| u.fee).sum::<u64>();
let selected = selected_utxos let selected = selected_utxos
.into_iter() .into_iter()
.map(|u| u.weighted_utxo.utxo) .map(|u| u.weighted_utxo.utxo)
@ -874,6 +853,7 @@ mod test {
let utxos = get_test_utxos(); let utxos = get_test_utxos();
let database = MemoryDatabase::default(); let database = MemoryDatabase::default();
let drain_script = Script::default(); let drain_script = Script::default();
let target_amount = 250_000 + FEE_AMOUNT;
let result = LargestFirstCoinSelection::default() let result = LargestFirstCoinSelection::default()
.coin_select( .coin_select(
@ -881,15 +861,14 @@ mod test {
utxos, utxos,
vec![], vec![],
FeeRate::from_sat_per_vb(1.0), FeeRate::from_sat_per_vb(1.0),
250_000, target_amount,
FEE_AMOUNT,
&drain_script, &drain_script,
) )
.unwrap(); .unwrap();
assert_eq!(result.selected.len(), 3); assert_eq!(result.selected.len(), 3);
assert_eq!(result.selected_amount(), 300_010); assert_eq!(result.selected_amount(), 300_010);
assert_eq!(result.fee_amount, 254) assert_eq!(result.fee_amount, 204)
} }
#[test] #[test]
@ -897,6 +876,7 @@ mod test {
let utxos = get_test_utxos(); let utxos = get_test_utxos();
let database = MemoryDatabase::default(); let database = MemoryDatabase::default();
let drain_script = Script::default(); let drain_script = Script::default();
let target_amount = 20_000 + FEE_AMOUNT;
let result = LargestFirstCoinSelection::default() let result = LargestFirstCoinSelection::default()
.coin_select( .coin_select(
@ -904,15 +884,14 @@ mod test {
utxos, utxos,
vec![], vec![],
FeeRate::from_sat_per_vb(1.0), FeeRate::from_sat_per_vb(1.0),
20_000, target_amount,
FEE_AMOUNT,
&drain_script, &drain_script,
) )
.unwrap(); .unwrap();
assert_eq!(result.selected.len(), 3); assert_eq!(result.selected.len(), 3);
assert_eq!(result.selected_amount(), 300_010); assert_eq!(result.selected_amount(), 300_010);
assert_eq!(result.fee_amount, 254); assert_eq!(result.fee_amount, 204);
} }
#[test] #[test]
@ -920,6 +899,7 @@ mod test {
let utxos = get_test_utxos(); let utxos = get_test_utxos();
let database = MemoryDatabase::default(); let database = MemoryDatabase::default();
let drain_script = Script::default(); let drain_script = Script::default();
let target_amount = 20_000 + FEE_AMOUNT;
let result = LargestFirstCoinSelection::default() let result = LargestFirstCoinSelection::default()
.coin_select( .coin_select(
@ -927,15 +907,14 @@ mod test {
vec![], vec![],
utxos, utxos,
FeeRate::from_sat_per_vb(1.0), FeeRate::from_sat_per_vb(1.0),
20_000, target_amount,
FEE_AMOUNT,
&drain_script, &drain_script,
) )
.unwrap(); .unwrap();
assert_eq!(result.selected.len(), 1); assert_eq!(result.selected.len(), 1);
assert_eq!(result.selected_amount(), 200_000); assert_eq!(result.selected_amount(), 200_000);
assert_eq!(result.fee_amount, 118); assert_eq!(result.fee_amount, 68);
} }
#[test] #[test]
@ -944,6 +923,7 @@ mod test {
let utxos = get_test_utxos(); let utxos = get_test_utxos();
let database = MemoryDatabase::default(); let database = MemoryDatabase::default();
let drain_script = Script::default(); let drain_script = Script::default();
let target_amount = 500_000 + FEE_AMOUNT;
LargestFirstCoinSelection::default() LargestFirstCoinSelection::default()
.coin_select( .coin_select(
@ -951,8 +931,7 @@ mod test {
vec![], vec![],
utxos, utxos,
FeeRate::from_sat_per_vb(1.0), FeeRate::from_sat_per_vb(1.0),
500_000, target_amount,
FEE_AMOUNT,
&drain_script, &drain_script,
) )
.unwrap(); .unwrap();
@ -964,6 +943,7 @@ mod test {
let utxos = get_test_utxos(); let utxos = get_test_utxos();
let database = MemoryDatabase::default(); let database = MemoryDatabase::default();
let drain_script = Script::default(); let drain_script = Script::default();
let target_amount = 250_000 + FEE_AMOUNT;
LargestFirstCoinSelection::default() LargestFirstCoinSelection::default()
.coin_select( .coin_select(
@ -971,8 +951,7 @@ mod test {
vec![], vec![],
utxos, utxos,
FeeRate::from_sat_per_vb(1000.0), FeeRate::from_sat_per_vb(1000.0),
250_000, target_amount,
FEE_AMOUNT,
&drain_script, &drain_script,
) )
.unwrap(); .unwrap();
@ -983,6 +962,7 @@ mod test {
let mut database = MemoryDatabase::default(); let mut database = MemoryDatabase::default();
let utxos = setup_database_and_get_oldest_first_test_utxos(&mut database); let utxos = setup_database_and_get_oldest_first_test_utxos(&mut database);
let drain_script = Script::default(); let drain_script = Script::default();
let target_amount = 180_000 + FEE_AMOUNT;
let result = OldestFirstCoinSelection::default() let result = OldestFirstCoinSelection::default()
.coin_select( .coin_select(
@ -990,15 +970,14 @@ mod test {
vec![], vec![],
utxos, utxos,
FeeRate::from_sat_per_vb(1.0), FeeRate::from_sat_per_vb(1.0),
180_000, target_amount,
FEE_AMOUNT,
&drain_script, &drain_script,
) )
.unwrap(); .unwrap();
assert_eq!(result.selected.len(), 2); assert_eq!(result.selected.len(), 2);
assert_eq!(result.selected_amount(), 200_000); assert_eq!(result.selected_amount(), 200_000);
assert_eq!(result.fee_amount, 186) assert_eq!(result.fee_amount, 136)
} }
#[test] #[test]
@ -1042,21 +1021,22 @@ mod test {
database.set_tx(&utxo1_tx_details).unwrap(); database.set_tx(&utxo1_tx_details).unwrap();
database.set_tx(&utxo2_tx_details).unwrap(); database.set_tx(&utxo2_tx_details).unwrap();
let target_amount = 180_000 + FEE_AMOUNT;
let result = OldestFirstCoinSelection::default() let result = OldestFirstCoinSelection::default()
.coin_select( .coin_select(
&database, &database,
vec![], vec![],
vec![utxo3, utxo1, utxo2], vec![utxo3, utxo1, utxo2],
FeeRate::from_sat_per_vb(1.0), FeeRate::from_sat_per_vb(1.0),
180_000, target_amount,
FEE_AMOUNT,
&drain_script, &drain_script,
) )
.unwrap(); .unwrap();
assert_eq!(result.selected.len(), 2); assert_eq!(result.selected.len(), 2);
assert_eq!(result.selected_amount(), 200_000); assert_eq!(result.selected_amount(), 200_000);
assert_eq!(result.fee_amount, 186) assert_eq!(result.fee_amount, 136)
} }
#[test] #[test]
@ -1064,6 +1044,7 @@ mod test {
let mut database = MemoryDatabase::default(); let mut database = MemoryDatabase::default();
let utxos = setup_database_and_get_oldest_first_test_utxos(&mut database); let utxos = setup_database_and_get_oldest_first_test_utxos(&mut database);
let drain_script = Script::default(); let drain_script = Script::default();
let target_amount = 20_000 + FEE_AMOUNT;
let result = OldestFirstCoinSelection::default() let result = OldestFirstCoinSelection::default()
.coin_select( .coin_select(
@ -1071,15 +1052,14 @@ mod test {
utxos, utxos,
vec![], vec![],
FeeRate::from_sat_per_vb(1.0), FeeRate::from_sat_per_vb(1.0),
20_000, target_amount,
FEE_AMOUNT,
&drain_script, &drain_script,
) )
.unwrap(); .unwrap();
assert_eq!(result.selected.len(), 3); assert_eq!(result.selected.len(), 3);
assert_eq!(result.selected_amount(), 500_000); assert_eq!(result.selected_amount(), 500_000);
assert_eq!(result.fee_amount, 254); assert_eq!(result.fee_amount, 204);
} }
#[test] #[test]
@ -1087,6 +1067,7 @@ mod test {
let mut database = MemoryDatabase::default(); let mut database = MemoryDatabase::default();
let utxos = setup_database_and_get_oldest_first_test_utxos(&mut database); let utxos = setup_database_and_get_oldest_first_test_utxos(&mut database);
let drain_script = Script::default(); let drain_script = Script::default();
let target_amount = 20_000 + FEE_AMOUNT;
let result = OldestFirstCoinSelection::default() let result = OldestFirstCoinSelection::default()
.coin_select( .coin_select(
@ -1094,15 +1075,14 @@ mod test {
vec![], vec![],
utxos, utxos,
FeeRate::from_sat_per_vb(1.0), FeeRate::from_sat_per_vb(1.0),
20_000, target_amount,
FEE_AMOUNT,
&drain_script, &drain_script,
) )
.unwrap(); .unwrap();
assert_eq!(result.selected.len(), 1); assert_eq!(result.selected.len(), 1);
assert_eq!(result.selected_amount(), 120_000); assert_eq!(result.selected_amount(), 120_000);
assert_eq!(result.fee_amount, 118); assert_eq!(result.fee_amount, 68);
} }
#[test] #[test]
@ -1111,6 +1091,7 @@ mod test {
let mut database = MemoryDatabase::default(); let mut database = MemoryDatabase::default();
let utxos = setup_database_and_get_oldest_first_test_utxos(&mut database); let utxos = setup_database_and_get_oldest_first_test_utxos(&mut database);
let drain_script = Script::default(); let drain_script = Script::default();
let target_amount = 600_000 + FEE_AMOUNT;
OldestFirstCoinSelection::default() OldestFirstCoinSelection::default()
.coin_select( .coin_select(
@ -1118,8 +1099,7 @@ mod test {
vec![], vec![],
utxos, utxos,
FeeRate::from_sat_per_vb(1.0), FeeRate::from_sat_per_vb(1.0),
600_000, target_amount,
FEE_AMOUNT,
&drain_script, &drain_script,
) )
.unwrap(); .unwrap();
@ -1131,8 +1111,7 @@ mod test {
let mut database = MemoryDatabase::default(); let mut database = MemoryDatabase::default();
let utxos = setup_database_and_get_oldest_first_test_utxos(&mut database); let utxos = setup_database_and_get_oldest_first_test_utxos(&mut database);
let amount_needed: u64 = let target_amount: u64 = utxos.iter().map(|wu| wu.utxo.txout().value).sum::<u64>() - 50;
utxos.iter().map(|wu| wu.utxo.txout().value).sum::<u64>() - (FEE_AMOUNT + 50);
let drain_script = Script::default(); let drain_script = Script::default();
OldestFirstCoinSelection::default() OldestFirstCoinSelection::default()
@ -1141,8 +1120,7 @@ mod test {
vec![], vec![],
utxos, utxos,
FeeRate::from_sat_per_vb(1000.0), FeeRate::from_sat_per_vb(1000.0),
amount_needed, target_amount,
FEE_AMOUNT,
&drain_script, &drain_script,
) )
.unwrap(); .unwrap();
@ -1157,21 +1135,22 @@ mod test {
let database = MemoryDatabase::default(); let database = MemoryDatabase::default();
let drain_script = Script::default(); let drain_script = Script::default();
let target_amount = 250_000 + FEE_AMOUNT;
let result = BranchAndBoundCoinSelection::default() let result = BranchAndBoundCoinSelection::default()
.coin_select( .coin_select(
&database, &database,
vec![], vec![],
utxos, utxos,
FeeRate::from_sat_per_vb(1.0), FeeRate::from_sat_per_vb(1.0),
250_000, target_amount,
FEE_AMOUNT,
&drain_script, &drain_script,
) )
.unwrap(); .unwrap();
assert_eq!(result.selected.len(), 3); assert_eq!(result.selected.len(), 3);
assert_eq!(result.selected_amount(), 300_000); assert_eq!(result.selected_amount(), 300_000);
assert_eq!(result.fee_amount, 254); assert_eq!(result.fee_amount, 204);
} }
#[test] #[test]
@ -1179,6 +1158,7 @@ mod test {
let utxos = get_test_utxos(); let utxos = get_test_utxos();
let database = MemoryDatabase::default(); let database = MemoryDatabase::default();
let drain_script = Script::default(); let drain_script = Script::default();
let target_amount = 20_000 + FEE_AMOUNT;
let result = BranchAndBoundCoinSelection::default() let result = BranchAndBoundCoinSelection::default()
.coin_select( .coin_select(
@ -1186,15 +1166,14 @@ mod test {
utxos.clone(), utxos.clone(),
utxos, utxos,
FeeRate::from_sat_per_vb(1.0), FeeRate::from_sat_per_vb(1.0),
20_000, target_amount,
FEE_AMOUNT,
&drain_script, &drain_script,
) )
.unwrap(); .unwrap();
assert_eq!(result.selected.len(), 3); assert_eq!(result.selected.len(), 3);
assert_eq!(result.selected_amount(), 300_010); assert_eq!(result.selected_amount(), 300_010);
assert_eq!(result.fee_amount, 254); assert_eq!(result.fee_amount, 204);
} }
#[test] #[test]
@ -1202,6 +1181,7 @@ mod test {
let utxos = get_test_utxos(); let utxos = get_test_utxos();
let database = MemoryDatabase::default(); let database = MemoryDatabase::default();
let drain_script = Script::default(); let drain_script = Script::default();
let target_amount = 299756 + FEE_AMOUNT;
let result = BranchAndBoundCoinSelection::default() let result = BranchAndBoundCoinSelection::default()
.coin_select( .coin_select(
@ -1209,15 +1189,14 @@ mod test {
vec![], vec![],
utxos, utxos,
FeeRate::from_sat_per_vb(1.0), FeeRate::from_sat_per_vb(1.0),
299756, target_amount,
FEE_AMOUNT,
&drain_script, &drain_script,
) )
.unwrap(); .unwrap();
assert_eq!(result.selected.len(), 3); assert_eq!(result.selected.len(), 3);
assert_eq!(result.selected_amount(), 300010); assert_eq!(result.selected_amount(), 300010);
assert_eq!(result.fee_amount, 254); assert_eq!(result.fee_amount, 204);
} }
#[test] #[test]
@ -1236,21 +1215,22 @@ mod test {
assert!(amount > 150_000); assert!(amount > 150_000);
let drain_script = Script::default(); let drain_script = Script::default();
let target_amount = 150_000 + FEE_AMOUNT;
let result = BranchAndBoundCoinSelection::default() let result = BranchAndBoundCoinSelection::default()
.coin_select( .coin_select(
&database, &database,
required, required,
optional, optional,
FeeRate::from_sat_per_vb(1.0), FeeRate::from_sat_per_vb(1.0),
150_000, target_amount,
FEE_AMOUNT,
&drain_script, &drain_script,
) )
.unwrap(); .unwrap();
assert_eq!(result.selected.len(), 3); assert_eq!(result.selected.len(), 3);
assert_eq!(result.selected_amount(), 300_010); assert_eq!(result.selected_amount(), 300_010);
assert!((result.fee_amount as f32 - 254.0).abs() < f32::EPSILON); assert!((result.fee_amount as f32 - 204.0).abs() < f32::EPSILON);
} }
#[test] #[test]
@ -1259,6 +1239,7 @@ mod test {
let utxos = get_test_utxos(); let utxos = get_test_utxos();
let database = MemoryDatabase::default(); let database = MemoryDatabase::default();
let drain_script = Script::default(); let drain_script = Script::default();
let target_amount = 500_000 + FEE_AMOUNT;
BranchAndBoundCoinSelection::default() BranchAndBoundCoinSelection::default()
.coin_select( .coin_select(
@ -1266,8 +1247,7 @@ mod test {
vec![], vec![],
utxos, utxos,
FeeRate::from_sat_per_vb(1.0), FeeRate::from_sat_per_vb(1.0),
500_000, target_amount,
FEE_AMOUNT,
&drain_script, &drain_script,
) )
.unwrap(); .unwrap();
@ -1279,6 +1259,7 @@ mod test {
let utxos = get_test_utxos(); let utxos = get_test_utxos();
let database = MemoryDatabase::default(); let database = MemoryDatabase::default();
let drain_script = Script::default(); let drain_script = Script::default();
let target_amount = 250_000 + FEE_AMOUNT;
BranchAndBoundCoinSelection::default() BranchAndBoundCoinSelection::default()
.coin_select( .coin_select(
@ -1286,8 +1267,7 @@ mod test {
vec![], vec![],
utxos, utxos,
FeeRate::from_sat_per_vb(1000.0), FeeRate::from_sat_per_vb(1000.0),
250_000, target_amount,
FEE_AMOUNT,
&drain_script, &drain_script,
) )
.unwrap(); .unwrap();
@ -1298,6 +1278,7 @@ mod test {
let utxos = get_test_utxos(); let utxos = get_test_utxos();
let database = MemoryDatabase::default(); let database = MemoryDatabase::default();
let drain_script = Script::default(); let drain_script = Script::default();
let target_amount = 99932; // first utxo's effective value
let result = BranchAndBoundCoinSelection::new(0) let result = BranchAndBoundCoinSelection::new(0)
.coin_select( .coin_select(
@ -1305,8 +1286,7 @@ mod test {
vec![], vec![],
utxos, utxos,
FeeRate::from_sat_per_vb(1.0), FeeRate::from_sat_per_vb(1.0),
99932, // first utxo's effective value target_amount,
0,
&drain_script, &drain_script,
) )
.unwrap(); .unwrap();
@ -1314,8 +1294,8 @@ mod test {
assert_eq!(result.selected.len(), 1); assert_eq!(result.selected.len(), 1);
assert_eq!(result.selected_amount(), 100_000); assert_eq!(result.selected_amount(), 100_000);
let input_size = (TXIN_BASE_WEIGHT + P2WPKH_SATISFACTION_SIZE).vbytes(); let input_size = (TXIN_BASE_WEIGHT + P2WPKH_SATISFACTION_SIZE).vbytes();
let epsilon = 0.5; // the final fee rate should be exactly the same as the fee rate given
assert!((1.0 - (result.fee_amount as f32 / input_size as f32)).abs() < epsilon); assert!((1.0 - (result.fee_amount as f32 / input_size as f32)).abs() < f32::EPSILON);
} }
#[test] #[test]
@ -1335,7 +1315,6 @@ mod test {
optional_utxos, optional_utxos,
FeeRate::from_sat_per_vb(0.0), FeeRate::from_sat_per_vb(0.0),
target_amount, target_amount,
0,
&drain_script, &drain_script,
) )
.unwrap(); .unwrap();
@ -1356,17 +1335,15 @@ mod test {
let size_of_change = 31; let size_of_change = 31;
let cost_of_change = size_of_change as f32 * fee_rate.as_sat_vb(); let cost_of_change = size_of_change as f32 * fee_rate.as_sat_vb();
let drain_script = Script::default(); let drain_script = Script::default();
let target_amount = 20_000 + FEE_AMOUNT;
BranchAndBoundCoinSelection::new(size_of_change) BranchAndBoundCoinSelection::new(size_of_change)
.bnb( .bnb(
vec![], vec![],
utxos, utxos,
0, 0,
curr_available_value, curr_available_value,
20_000, target_amount as i64,
FEE_AMOUNT,
cost_of_change, cost_of_change,
&drain_script, &drain_script,
fee_rate, fee_rate,
@ -1387,6 +1364,7 @@ mod test {
let size_of_change = 31; let size_of_change = 31;
let cost_of_change = size_of_change as f32 * fee_rate.as_sat_vb(); let cost_of_change = size_of_change as f32 * fee_rate.as_sat_vb();
let target_amount = 20_000 + FEE_AMOUNT;
let drain_script = Script::default(); let drain_script = Script::default();
@ -1396,8 +1374,7 @@ mod test {
utxos, utxos,
0, 0,
curr_available_value, curr_available_value,
20_000, target_amount as i64,
FEE_AMOUNT,
cost_of_change, cost_of_change,
&drain_script, &drain_script,
fee_rate, fee_rate,
@ -1434,14 +1411,13 @@ mod test {
curr_value, curr_value,
curr_available_value, curr_available_value,
target_amount, target_amount,
FEE_AMOUNT,
cost_of_change, cost_of_change,
&drain_script, &drain_script,
fee_rate, fee_rate,
) )
.unwrap(); .unwrap();
assert_eq!(result.selected_amount(), 100_000); assert_eq!(result.selected_amount(), 100_000);
assert_eq!(result.fee_amount, 186); assert_eq!(result.fee_amount, 136);
} }
// TODO: bnb() function should be optimized, and this test should be done with more utxos // TODO: bnb() function should be optimized, and this test should be done with more utxos
@ -1475,7 +1451,6 @@ mod test {
curr_value, curr_value,
curr_available_value, curr_available_value,
target_amount, target_amount,
0,
0.0, 0.0,
&drain_script, &drain_script,
fee_rate, fee_rate,
@ -1490,7 +1465,7 @@ mod test {
let seed = [0; 32]; let seed = [0; 32];
let mut rng: StdRng = SeedableRng::from_seed(seed); let mut rng: StdRng = SeedableRng::from_seed(seed);
let mut utxos = generate_random_utxos(&mut rng, 300); let mut utxos = generate_random_utxos(&mut rng, 300);
let target_amount = sum_random_utxos(&mut rng, &mut utxos); let target_amount = sum_random_utxos(&mut rng, &mut utxos) + FEE_AMOUNT;
let fee_rate = FeeRate::from_sat_per_vb(1.0); let fee_rate = FeeRate::from_sat_per_vb(1.0);
let utxos: Vec<OutputGroup> = utxos let utxos: Vec<OutputGroup> = utxos
@ -1505,12 +1480,11 @@ mod test {
utxos, utxos,
0, 0,
target_amount as i64, target_amount as i64,
FEE_AMOUNT,
&drain_script, &drain_script,
fee_rate, fee_rate,
); );
assert!(result.selected_amount() > target_amount); assert!(result.selected_amount() > target_amount);
assert_eq!(result.fee_amount, (50 + result.selected.len() * 68) as u64); assert_eq!(result.fee_amount, (result.selected.len() * 68) as u64);
} }
} }

5
src/wallet/mod.rs
View File

@ -802,11 +802,10 @@ where
required_utxos, required_utxos,
optional_utxos, optional_utxos,
fee_rate, fee_rate,
outgoing, outgoing + fee_amount,
fee_amount,
&drain_script, &drain_script,
)?; )?;
let mut fee_amount = coin_selection.fee_amount; fee_amount += coin_selection.fee_amount;
let excess = &coin_selection.excess; let excess = &coin_selection.excess;
tx.input = coin_selection tx.input = coin_selection