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bdk/src/wallet/coin_selection.rs

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// Bitcoin Dev Kit
// Written in 2020 by Alekos Filini <alekos.filini@gmail.com>
//
// Copyright (c) 2020-2021 Bitcoin Dev Kit Developers
//
// This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
// or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
// <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
// You may not use this file except in accordance with one or both of these
// licenses.
//! Coin selection
//!
//! This module provides the trait [`CoinSelectionAlgorithm`] that can be implemented to
//! define custom coin selection algorithms.
//!
//! You can specify a custom coin selection algorithm through the [`coin_selection`] method on
//! [`TxBuilder`]. [`DefaultCoinSelectionAlgorithm`] aliases the coin selection algorithm that will
//! be used if it is not explicitly set.
//!
//! [`TxBuilder`]: super::tx_builder::TxBuilder
//! [`coin_selection`]: super::tx_builder::TxBuilder::coin_selection
//!
//! ## Example
//!
//! ```
//! # use std::str::FromStr;
//! # use bitcoin::*;
//! # use bdk::wallet::{self, coin_selection::*};
//! # use bdk::database::Database;
//! # use bdk::*;
//! # const TXIN_BASE_WEIGHT: usize = (32 + 4 + 4 + 1) * 4;
//! #[derive(Debug)]
//! struct AlwaysSpendEverything;
//!
//! impl<D: Database> CoinSelectionAlgorithm<D> for AlwaysSpendEverything {
//! fn coin_select(
//! &self,
//! database: &D,
//! required_utxos: Vec<WeightedUtxo>,
//! optional_utxos: Vec<WeightedUtxo>,
//! fee_rate: FeeRate,
//! amount_needed: u64,
//! fee_amount: u64,
//! ) -> Result<CoinSelectionResult, bdk::Error> {
//! let mut selected_amount = 0;
//! let mut additional_weight = 0;
//! let all_utxos_selected = required_utxos
//! .into_iter()
//! .chain(optional_utxos)
//! .scan(
//! (&mut selected_amount, &mut additional_weight),
//! |(selected_amount, additional_weight), weighted_utxo| {
//! **selected_amount += weighted_utxo.utxo.txout().value;
//! **additional_weight += TXIN_BASE_WEIGHT + weighted_utxo.satisfaction_weight;
//! Some(weighted_utxo.utxo)
//! },
//! )
//! .collect::<Vec<_>>();
//! let additional_fees = fee_rate.fee_wu(additional_weight);
//! let amount_needed_with_fees = (fee_amount + additional_fees) + amount_needed;
//! if amount_needed_with_fees > selected_amount {
//! return Err(bdk::Error::InsufficientFunds {
//! needed: amount_needed_with_fees,
//! available: selected_amount,
//! });
//! }
//!
//! Ok(CoinSelectionResult {
//! selected: all_utxos_selected,
//! fee_amount: fee_amount + additional_fees,
//! })
//! }
//! }
//!
//! # let wallet = doctest_wallet!();
//! // create wallet, sync, ...
//!
//! let to_address = Address::from_str("2N4eQYCbKUHCCTUjBJeHcJp9ok6J2GZsTDt").unwrap();
//! let (psbt, details) = {
//! let mut builder = wallet.build_tx().coin_selection(AlwaysSpendEverything);
//! builder.add_recipient(to_address.script_pubkey(), 50_000);
//! builder.finish()?
//! };
//!
//! // inspect, sign, broadcast, ...
//!
//! # Ok::<(), bdk::Error>(())
//! ```
use crate::types::FeeRate;
use crate::{database::Database, WeightedUtxo};
use crate::{error::Error, Utxo};
use rand::seq::SliceRandom;
#[cfg(not(test))]
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
/// overridden
#[cfg(not(test))]
pub type DefaultCoinSelectionAlgorithm = BranchAndBoundCoinSelection;
#[cfg(test)]
pub type DefaultCoinSelectionAlgorithm = LargestFirstCoinSelection; // make the tests more predictable
// Base weight of a Txin, not counting the weight needed for satisfying it.
// prev_txid (32 bytes) + prev_vout (4 bytes) + sequence (4 bytes) + script_len (1 bytes)
pub(crate) const TXIN_BASE_WEIGHT: usize = (32 + 4 + 4 + 1) * 4;
/// Result of a successful coin selection
#[derive(Debug)]
pub struct CoinSelectionResult {
/// List of outputs selected for use as inputs
pub selected: Vec<Utxo>,
/// Total fee amount in satoshi
pub fee_amount: u64,
}
impl CoinSelectionResult {
/// The total value of the inputs selected.
pub fn selected_amount(&self) -> u64 {
self.selected.iter().map(|u| u.txout().value).sum()
}
/// The total value of the inputs selected from the local wallet.
pub fn local_selected_amount(&self) -> u64 {
self.selected
.iter()
.filter_map(|u| match u {
Utxo::Local(_) => Some(u.txout().value),
_ => None,
})
.sum()
}
}
/// Trait for generalized coin selection algorithms
///
/// This trait can be implemented to make the [`Wallet`](super::Wallet) use a customized coin
/// selection algorithm when it creates transactions.
///
/// For an example see [this module](crate::wallet::coin_selection)'s documentation.
pub trait CoinSelectionAlgorithm<D: Database>: std::fmt::Debug {
/// Perform the coin selection
///
/// - `database`: a reference to the wallet's database that can be used to lookup additional
/// details for a specific UTXO
/// - `required_utxos`: the utxos that must be spent regardless of `amount_needed` with their
/// weight cost
/// - `optional_utxos`: the remaining available utxos to satisfy `amount_needed` with their
/// weight cost
/// - `fee_rate`: fee rate to use
/// - `amount_needed`: the amount in satoshi to select
/// - `fee_amount`: the amount of fees in satoshi already accumulated from adding outputs and
/// the transaction's header
fn coin_select(
&self,
database: &D,
required_utxos: Vec<WeightedUtxo>,
optional_utxos: Vec<WeightedUtxo>,
fee_rate: FeeRate,
amount_needed: u64,
fee_amount: u64,
) -> Result<CoinSelectionResult, Error>;
}
/// Simple and dumb coin selection
///
/// This coin selection algorithm sorts the available UTXOs by value and then picks them starting
/// from the largest ones until the required amount is reached.
#[derive(Debug, Default, Clone, Copy)]
pub struct LargestFirstCoinSelection;
impl<D: Database> CoinSelectionAlgorithm<D> for LargestFirstCoinSelection {
fn coin_select(
&self,
_database: &D,
required_utxos: Vec<WeightedUtxo>,
mut optional_utxos: Vec<WeightedUtxo>,
fee_rate: FeeRate,
amount_needed: u64,
fee_amount: u64,
) -> Result<CoinSelectionResult, Error> {
log::debug!(
"amount_needed = `{}`, fee_amount = `{}`, fee_rate = `{:?}`",
amount_needed,
fee_amount,
fee_rate
);
// We put the "required UTXOs" first and make sure the optional UTXOs are sorted,
// initially smallest to largest, before being reversed with `.rev()`.
let utxos = {
optional_utxos.sort_unstable_by_key(|wu| wu.utxo.txout().value);
required_utxos
.into_iter()
.map(|utxo| (true, utxo))
.chain(optional_utxos.into_iter().rev().map(|utxo| (false, utxo)))
};
select_sorted_utxos(utxos, fee_rate, amount_needed, fee_amount)
}
}
/// 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,
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)))
};
select_sorted_utxos(utxos, fee_rate, amount_needed, fee_amount)
}
}
fn select_sorted_utxos(
utxos: impl Iterator<Item = (bool, WeightedUtxo)>,
fee_rate: FeeRate,
amount_needed: u64,
mut fee_amount: u64,
) -> Result<CoinSelectionResult, Error> {
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 {
weighted_utxo: WeightedUtxo,
// Amount of fees for spending a certain utxo, calculated using a certain FeeRate
fee: u64,
// The effective value of the UTXO, i.e., the utxo value minus the fee for spending it
effective_value: i64,
}
impl OutputGroup {
fn new(weighted_utxo: WeightedUtxo, fee_rate: FeeRate) -> Self {
let fee = fee_rate.fee_wu(TXIN_BASE_WEIGHT + weighted_utxo.satisfaction_weight);
let effective_value = weighted_utxo.utxo.txout().value as i64 - fee as i64;
OutputGroup {
weighted_utxo,
fee,
effective_value,
}
}
}
/// Branch and bound coin selection
///
/// Code adapted from Bitcoin Core's implementation and from Mark Erhardt Master's Thesis: <http://murch.one/wp-content/uploads/2016/11/erhardt2016coinselection.pdf>
#[derive(Debug)]
pub struct BranchAndBoundCoinSelection {
size_of_change: u64,
}
impl Default for BranchAndBoundCoinSelection {
fn default() -> Self {
Self {
// P2WPKH cost of change -> value (8 bytes) + script len (1 bytes) + script (22 bytes)
size_of_change: 8 + 1 + 22,
}
}
}
impl BranchAndBoundCoinSelection {
/// Create new instance with target size for change output
pub fn new(size_of_change: u64) -> Self {
Self { size_of_change }
}
}
const BNB_TOTAL_TRIES: usize = 100_000;
impl<D: Database> CoinSelectionAlgorithm<D> for BranchAndBoundCoinSelection {
fn coin_select(
&self,
_database: &D,
required_utxos: Vec<WeightedUtxo>,
optional_utxos: Vec<WeightedUtxo>,
fee_rate: FeeRate,
amount_needed: u64,
fee_amount: u64,
) -> Result<CoinSelectionResult, Error> {
// Mapping every (UTXO, usize) to an output group
let required_utxos: Vec<OutputGroup> = required_utxos
.into_iter()
.map(|u| OutputGroup::new(u, fee_rate))
.collect();
// Mapping every (UTXO, usize) to an output group.
let optional_utxos: Vec<OutputGroup> = optional_utxos
.into_iter()
.map(|u| OutputGroup::new(u, fee_rate))
.collect();
let curr_value = required_utxos
.iter()
.fold(0, |acc, x| acc + x.effective_value);
let curr_available_value = optional_utxos
.iter()
.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 expected = (curr_available_value + curr_value)
.try_into()
.map_err(|_| {
Error::Generic("Sum of UTXO spendable values does not fit into u64".to_string())
})?;
if expected < actual_target {
return Err(Error::InsufficientFunds {
needed: actual_target,
available: expected,
});
}
let actual_target = actual_target
.try_into()
.expect("Bitcoin amount to fit into i64");
if curr_value > actual_target {
return Ok(BranchAndBoundCoinSelection::calculate_cs_result(
vec![],
required_utxos,
fee_amount,
));
}
Ok(self
.bnb(
required_utxos.clone(),
optional_utxos.clone(),
curr_value,
curr_available_value,
actual_target,
fee_amount,
cost_of_change,
)
.unwrap_or_else(|_| {
self.single_random_draw(
required_utxos,
optional_utxos,
curr_value,
actual_target,
fee_amount,
)
}))
}
}
impl BranchAndBoundCoinSelection {
// TODO: make this more Rust-onic :)
// (And perhaps refactor with less arguments?)
#[allow(clippy::too_many_arguments)]
fn bnb(
&self,
required_utxos: Vec<OutputGroup>,
mut optional_utxos: Vec<OutputGroup>,
mut curr_value: i64,
mut curr_available_value: i64,
actual_target: i64,
fee_amount: u64,
cost_of_change: f32,
) -> Result<CoinSelectionResult, Error> {
// current_selection[i] will contain true if we are using optional_utxos[i],
// false otherwise. Note that current_selection.len() could be less than
// optional_utxos.len(), it just means that we still haven't decided if we should keep
// certain optional_utxos or not.
let mut current_selection: Vec<bool> = Vec::with_capacity(optional_utxos.len());
// Sort the utxo_pool
optional_utxos.sort_unstable_by_key(|a| a.effective_value);
optional_utxos.reverse();
// Contains the best selection we found
let mut best_selection = Vec::new();
let mut best_selection_value = None;
// Depth First search loop for choosing the UTXOs
for _ in 0..BNB_TOTAL_TRIES {
// Conditions for starting a backtrack
let mut backtrack = false;
// Cannot possibly reach target with the amount remaining in the curr_available_value,
// or the selected value is out of range.
// Go back and try other branch
if curr_value + curr_available_value < actual_target
|| curr_value > actual_target + cost_of_change as i64
{
backtrack = true;
} else if curr_value >= actual_target {
// Selected value is within range, there's no point in going forward. Start
// backtracking
backtrack = true;
// If we found a solution better than the previous one, or if there wasn't previous
// solution, update the best solution
if best_selection_value.is_none() || curr_value < best_selection_value.unwrap() {
best_selection = current_selection.clone();
best_selection_value = Some(curr_value);
}
// If we found a perfect match, break here
if curr_value == actual_target {
break;
}
}
// Backtracking, moving backwards
if backtrack {
// Walk backwards to find the last included UTXO that still needs to have its omission branch traversed.
while let Some(false) = current_selection.last() {
current_selection.pop();
curr_available_value += optional_utxos[current_selection.len()].effective_value;
}
if current_selection.last_mut().is_none() {
// We have walked back to the first utxo and no branch is untraversed. All solutions searched
// If best selection is empty, then there's no exact match
if best_selection.is_empty() {
return Err(Error::BnBNoExactMatch);
}
break;
}
if let Some(c) = current_selection.last_mut() {
// Output was included on previous iterations, try excluding now.
*c = false;
}
let utxo = &optional_utxos[current_selection.len() - 1];
curr_value -= utxo.effective_value;
} else {
// Moving forwards, continuing down this branch
let utxo = &optional_utxos[current_selection.len()];
// Remove this utxo from the curr_available_value utxo amount
curr_available_value -= utxo.effective_value;
// Inclusion branch first (Largest First Exploration)
current_selection.push(true);
curr_value += utxo.effective_value;
}
}
// Check for solution
if best_selection.is_empty() {
return Err(Error::BnBTotalTriesExceeded);
}
// Set output set
let selected_utxos = optional_utxos
.into_iter()
.zip(best_selection)
.filter_map(|(optional, is_in_best)| if is_in_best { Some(optional) } else { None })
.collect();
Ok(BranchAndBoundCoinSelection::calculate_cs_result(
selected_utxos,
required_utxos,
fee_amount,
))
}
fn single_random_draw(
&self,
required_utxos: Vec<OutputGroup>,
mut optional_utxos: Vec<OutputGroup>,
curr_value: i64,
actual_target: i64,
fee_amount: u64,
) -> CoinSelectionResult {
#[cfg(not(test))]
optional_utxos.shuffle(&mut thread_rng());
#[cfg(test)]
{
let seed = [0; 32];
let mut rng: StdRng = SeedableRng::from_seed(seed);
optional_utxos.shuffle(&mut rng);
}
let selected_utxos = optional_utxos
.into_iter()
.scan(curr_value, |curr_value, utxo| {
if *curr_value >= actual_target {
None
} else {
*curr_value += utxo.effective_value;
Some(utxo)
}
})
.collect::<Vec<_>>();
BranchAndBoundCoinSelection::calculate_cs_result(selected_utxos, required_utxos, fee_amount)
}
fn calculate_cs_result(
mut selected_utxos: Vec<OutputGroup>,
mut required_utxos: Vec<OutputGroup>,
mut fee_amount: u64,
) -> CoinSelectionResult {
selected_utxos.append(&mut required_utxos);
fee_amount += selected_utxos.iter().map(|u| u.fee).sum::<u64>();
let selected = selected_utxos
.into_iter()
.map(|u| u.weighted_utxo.utxo)
.collect::<Vec<_>>();
CoinSelectionResult {
selected,
fee_amount,
}
}
}
#[cfg(test)]
mod test {
use std::str::FromStr;
use bitcoin::{OutPoint, Script, TxOut};
use super::*;
use crate::database::{BatchOperations, MemoryDatabase};
use crate::types::*;
use crate::wallet::Vbytes;
use rand::rngs::StdRng;
use rand::seq::SliceRandom;
use rand::{Rng, SeedableRng};
const P2WPKH_WITNESS_SIZE: usize = 73 + 33 + 2;
const FEE_AMOUNT: u64 = 50;
fn utxo(value: u64, index: u32) -> WeightedUtxo {
assert!(index < 10);
let outpoint = OutPoint::from_str(&format!(
"000000000000000000000000000000000000000000000000000000000000000{}:0",
index
))
.unwrap();
WeightedUtxo {
satisfaction_weight: P2WPKH_WITNESS_SIZE,
utxo: Utxo::Local(LocalUtxo {
outpoint,
txout: TxOut {
value,
script_pubkey: Script::new(),
},
keychain: KeychainKind::External,
is_spent: false,
}),
}
}
fn get_test_utxos() -> Vec<WeightedUtxo> {
vec![
utxo(100_000, 0),
utxo(FEE_AMOUNT as u64 - 40, 1),
utxo(200_000, 2),
]
}
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 {
res.push(WeightedUtxo {
satisfaction_weight: P2WPKH_WITNESS_SIZE,
utxo: Utxo::Local(LocalUtxo {
outpoint: OutPoint::from_str(
"ebd9813ecebc57ff8f30797de7c205e3c7498ca950ea4341ee51a685ff2fa30a:0",
)
.unwrap(),
txout: TxOut {
value: rng.gen_range(0, 200000000),
script_pubkey: Script::new(),
},
keychain: KeychainKind::External,
is_spent: false,
}),
});
}
res
}
fn generate_same_value_utxos(utxos_value: u64, utxos_number: usize) -> Vec<WeightedUtxo> {
let utxo = WeightedUtxo {
satisfaction_weight: P2WPKH_WITNESS_SIZE,
utxo: Utxo::Local(LocalUtxo {
outpoint: OutPoint::from_str(
"ebd9813ecebc57ff8f30797de7c205e3c7498ca950ea4341ee51a685ff2fa30a:0",
)
.unwrap(),
txout: TxOut {
value: utxos_value,
script_pubkey: Script::new(),
},
keychain: KeychainKind::External,
is_spent: false,
}),
};
vec![utxo; utxos_number]
}
fn sum_random_utxos(mut rng: &mut StdRng, utxos: &mut Vec<WeightedUtxo>) -> u64 {
let utxos_picked_len = rng.gen_range(2, utxos.len() / 2);
utxos.shuffle(&mut rng);
utxos[..utxos_picked_len]
.iter()
.map(|u| u.utxo.txout().value)
.sum()
}
#[test]
fn test_largest_first_coin_selection_success() {
let utxos = get_test_utxos();
let database = MemoryDatabase::default();
let result = LargestFirstCoinSelection::default()
.coin_select(
&database,
utxos,
vec![],
FeeRate::from_sat_per_vb(1.0),
250_000,
FEE_AMOUNT,
)
.unwrap();
assert_eq!(result.selected.len(), 3);
assert_eq!(result.selected_amount(), 300_010);
assert_eq!(result.fee_amount, 254)
}
#[test]
fn test_largest_first_coin_selection_use_all() {
let utxos = get_test_utxos();
let database = MemoryDatabase::default();
let result = LargestFirstCoinSelection::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(), 300_010);
assert_eq!(result.fee_amount, 254);
}
#[test]
fn test_largest_first_coin_selection_use_only_necessary() {
let utxos = get_test_utxos();
let database = MemoryDatabase::default();
let result = LargestFirstCoinSelection::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(), 200_000);
assert_eq!(result.fee_amount, 118);
}
#[test]
#[should_panic(expected = "InsufficientFunds")]
fn test_largest_first_coin_selection_insufficient_funds() {
let utxos = get_test_utxos();
let database = MemoryDatabase::default();
LargestFirstCoinSelection::default()
.coin_select(
&database,
vec![],
utxos,
FeeRate::from_sat_per_vb(1.0),
500_000,
FEE_AMOUNT,
)
.unwrap();
}
#[test]
#[should_panic(expected = "InsufficientFunds")]
fn test_largest_first_coin_selection_insufficient_funds_high_fees() {
let utxos = get_test_utxos();
let database = MemoryDatabase::default();
LargestFirstCoinSelection::default()
.coin_select(
&database,
vec![],
utxos,
FeeRate::from_sat_per_vb(1000.0),
250_000,
FEE_AMOUNT,
)
.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
// select three outputs
let utxos = generate_same_value_utxos(100_000, 20);
let database = MemoryDatabase::default();
let result = BranchAndBoundCoinSelection::default()
.coin_select(
&database,
vec![],
utxos,
FeeRate::from_sat_per_vb(1.0),
250_000,
FEE_AMOUNT,
)
.unwrap();
assert_eq!(result.selected.len(), 3);
assert_eq!(result.selected_amount(), 300_000);
assert_eq!(result.fee_amount, 254);
}
#[test]
fn test_bnb_coin_selection_required_are_enough() {
let utxos = get_test_utxos();
let database = MemoryDatabase::default();
let result = BranchAndBoundCoinSelection::default()
.coin_select(
&database,
utxos.clone(),
utxos,
FeeRate::from_sat_per_vb(1.0),
20_000,
FEE_AMOUNT,
)
.unwrap();
assert_eq!(result.selected.len(), 3);
assert_eq!(result.selected_amount(), 300_010);
assert_eq!(result.fee_amount, 254);
}
#[test]
fn test_bnb_coin_selection_optional_are_enough() {
let utxos = get_test_utxos();
let database = MemoryDatabase::default();
let result = BranchAndBoundCoinSelection::default()
.coin_select(
&database,
vec![],
utxos,
FeeRate::from_sat_per_vb(1.0),
299756,
FEE_AMOUNT,
)
.unwrap();
assert_eq!(result.selected.len(), 3);
assert_eq!(result.selected_amount(), 300010);
assert_eq!(result.fee_amount, 254);
}
#[test]
fn test_bnb_coin_selection_required_not_enough() {
let utxos = get_test_utxos();
let database = MemoryDatabase::default();
let required = vec![utxos[0].clone()];
let mut optional = utxos[1..].to_vec();
optional.push(utxo(500_000, 3));
// Defensive assertions, for sanity and in case someone changes the test utxos vector.
let amount: u64 = required.iter().map(|u| u.utxo.txout().value).sum();
assert_eq!(amount, 100_000);
let amount: u64 = optional.iter().map(|u| u.utxo.txout().value).sum();
assert!(amount > 150_000);
let result = BranchAndBoundCoinSelection::default()
.coin_select(
&database,
required,
optional,
FeeRate::from_sat_per_vb(1.0),
150_000,
FEE_AMOUNT,
)
.unwrap();
assert_eq!(result.selected.len(), 3);
assert_eq!(result.selected_amount(), 300_010);
assert!((result.fee_amount as f32 - 254.0).abs() < f32::EPSILON);
}
#[test]
#[should_panic(expected = "InsufficientFunds")]
fn test_bnb_coin_selection_insufficient_funds() {
let utxos = get_test_utxos();
let database = MemoryDatabase::default();
BranchAndBoundCoinSelection::default()
.coin_select(
&database,
vec![],
utxos,
FeeRate::from_sat_per_vb(1.0),
500_000,
FEE_AMOUNT,
)
.unwrap();
}
#[test]
#[should_panic(expected = "InsufficientFunds")]
fn test_bnb_coin_selection_insufficient_funds_high_fees() {
let utxos = get_test_utxos();
let database = MemoryDatabase::default();
BranchAndBoundCoinSelection::default()
.coin_select(
&database,
vec![],
utxos,
FeeRate::from_sat_per_vb(1000.0),
250_000,
FEE_AMOUNT,
)
.unwrap();
}
#[test]
fn test_bnb_coin_selection_check_fee_rate() {
let utxos = get_test_utxos();
let database = MemoryDatabase::default();
let result = BranchAndBoundCoinSelection::new(0)
.coin_select(
&database,
vec![],
utxos,
FeeRate::from_sat_per_vb(1.0),
99932, // first utxo's effective value
0,
)
.unwrap();
assert_eq!(result.selected.len(), 1);
assert_eq!(result.selected_amount(), 100_000);
let input_size = (TXIN_BASE_WEIGHT + P2WPKH_WITNESS_SIZE).vbytes();
let epsilon = 0.5;
assert!((1.0 - (result.fee_amount as f32 / input_size as f32)).abs() < epsilon);
}
#[test]
fn test_bnb_coin_selection_exact_match() {
let seed = [0; 32];
let mut rng: StdRng = SeedableRng::from_seed(seed);
let database = MemoryDatabase::default();
for _i in 0..200 {
let mut optional_utxos = generate_random_utxos(&mut rng, 16);
let target_amount = sum_random_utxos(&mut rng, &mut optional_utxos);
let result = BranchAndBoundCoinSelection::new(0)
.coin_select(
&database,
vec![],
optional_utxos,
FeeRate::from_sat_per_vb(0.0),
target_amount,
0,
)
.unwrap();
assert_eq!(result.selected_amount(), target_amount);
}
}
#[test]
#[should_panic(expected = "BnBNoExactMatch")]
fn test_bnb_function_no_exact_match() {
let fee_rate = FeeRate::from_sat_per_vb(10.0);
let utxos: Vec<OutputGroup> = get_test_utxos()
.into_iter()
.map(|u| OutputGroup::new(u, fee_rate))
.collect();
let curr_available_value = utxos.iter().fold(0, |acc, x| acc + x.effective_value);
let size_of_change = 31;
let cost_of_change = size_of_change as f32 * fee_rate.as_sat_vb();
BranchAndBoundCoinSelection::new(size_of_change)
.bnb(
vec![],
utxos,
0,
curr_available_value,
20_000,
FEE_AMOUNT,
cost_of_change,
)
.unwrap();
}
#[test]
#[should_panic(expected = "BnBTotalTriesExceeded")]
fn test_bnb_function_tries_exceeded() {
let fee_rate = FeeRate::from_sat_per_vb(10.0);
let utxos: Vec<OutputGroup> = generate_same_value_utxos(100_000, 100_000)
.into_iter()
.map(|u| OutputGroup::new(u, fee_rate))
.collect();
let curr_available_value = utxos.iter().fold(0, |acc, x| acc + x.effective_value);
let size_of_change = 31;
let cost_of_change = size_of_change as f32 * fee_rate.as_sat_vb();
BranchAndBoundCoinSelection::new(size_of_change)
.bnb(
vec![],
utxos,
0,
curr_available_value,
20_000,
FEE_AMOUNT,
cost_of_change,
)
.unwrap();
}
// The match won't be exact but still in the range
#[test]
fn test_bnb_function_almost_exact_match_with_fees() {
let fee_rate = FeeRate::from_sat_per_vb(1.0);
let size_of_change = 31;
let cost_of_change = size_of_change as f32 * fee_rate.as_sat_vb();
let utxos: Vec<_> = generate_same_value_utxos(50_000, 10)
.into_iter()
.map(|u| OutputGroup::new(u, fee_rate))
.collect();
let curr_value = 0;
let curr_available_value = utxos.iter().fold(0, |acc, x| acc + x.effective_value);
// 2*(value of 1 utxo) - 2*(1 utxo fees with 1.0sat/vbyte fee rate) -
// cost_of_change + 5.
let target_amount = 2 * 50_000 - 2 * 67 - cost_of_change.ceil() as i64 + 5;
let result = BranchAndBoundCoinSelection::new(size_of_change)
.bnb(
vec![],
utxos,
curr_value,
curr_available_value,
target_amount,
FEE_AMOUNT,
cost_of_change,
)
.unwrap();
assert_eq!(result.selected_amount(), 100_000);
assert_eq!(result.fee_amount, 186);
}
// TODO: bnb() function should be optimized, and this test should be done with more utxos
#[test]
fn test_bnb_function_exact_match_more_utxos() {
let seed = [0; 32];
let mut rng: StdRng = SeedableRng::from_seed(seed);
let fee_rate = FeeRate::from_sat_per_vb(0.0);
for _ in 0..200 {
let optional_utxos: Vec<_> = generate_random_utxos(&mut rng, 40)
.into_iter()
.map(|u| OutputGroup::new(u, fee_rate))
.collect();
let curr_value = 0;
let curr_available_value = optional_utxos
.iter()
.fold(0, |acc, x| acc + x.effective_value);
let target_amount =
optional_utxos[3].effective_value + optional_utxos[23].effective_value;
let result = BranchAndBoundCoinSelection::new(0)
.bnb(
vec![],
optional_utxos,
curr_value,
curr_available_value,
target_amount,
0,
0.0,
)
.unwrap();
assert_eq!(result.selected_amount(), target_amount as u64);
}
}
#[test]
fn test_single_random_draw_function_success() {
let seed = [0; 32];
let mut rng: StdRng = SeedableRng::from_seed(seed);
let mut utxos = generate_random_utxos(&mut rng, 300);
let target_amount = sum_random_utxos(&mut rng, &mut utxos);
let fee_rate = FeeRate::from_sat_per_vb(1.0);
let utxos: Vec<OutputGroup> = utxos
.into_iter()
.map(|u| OutputGroup::new(u, fee_rate))
.collect();
let result = BranchAndBoundCoinSelection::default().single_random_draw(
vec![],
utxos,
0,
target_amount as i64,
FEE_AMOUNT,
);
assert!(result.selected_amount() > target_amount);
assert_eq!(result.fee_amount, (50 + result.selected.len() * 68) as u64);
}
}
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