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Use effective value instead of value
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@yancyribbens
yancyribbens committed Jan 2, 2024
1 parent 7f0ba6d commit 427bc90
Showing 1 changed file with 109 additions and 23 deletions.
132 changes: 109 additions & 23 deletions src/lib.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -18,6 +18,8 @@ extern crate test;

mod single_random_draw;

use bitcoin::amount::CheckedSum;
use bitcoin::blockdata::effective_value;
use bitcoin::Amount;
use bitcoin::FeeRate;
use bitcoin::TxOut;
Expand Down Expand Up @@ -62,7 +64,7 @@ pub fn select_coins<T: Utxo>(
fee_rate: FeeRate,
weighted_utxos: &mut [WeightedUtxo],
) -> Option<Vec<WeightedUtxo>> {
let coins = select_coins_bnb(target, cost_of_change, weighted_utxos);
let coins = select_coins_bnb(target, cost_of_change, fee_rate, weighted_utxos);

if coins.is_none() {
select_coins_srd(target, fee_rate, weighted_utxos, &mut thread_rng())
Expand Down Expand Up @@ -96,6 +98,7 @@ fn index_to_utxo_list(
/// # Arguments
/// * `target` - Target spend `Amount`
/// * `cost_of_change` - The `Amount` needed to produce a change output
/// * `fee_rate` - `FeeRate` used to calculate each effective_value output value
/// * `weighted_utxos` - The candidate Weighted UTXOs from which to choose a selection from

// This search can be thought of as exploring a binary tree where the left branch is the inclusion
Expand Down Expand Up @@ -176,6 +179,7 @@ fn index_to_utxo_list(
pub fn select_coins_bnb(
target: Amount,
cost_of_change: Amount,
fee_rate: FeeRate,
weighted_utxos: &mut [WeightedUtxo],
) -> Option<Vec<WeightedUtxo>> {
// Total_Tries in Core:
Expand All @@ -192,13 +196,28 @@ pub fn select_coins_bnb(

let mut index_selection: Vec<usize> = vec![];
let mut best_selection: Option<Vec<usize>> = None;
let mut available_value: Amount = weighted_utxos.iter().map(|u| u.utxo.value).sum();
let mut utxo_candidate_amounts: Vec<Amount> = vec![];

for u in &mut *weighted_utxos {
let effective_value = effective_value(fee_rate, u.satisfaction_weight, u.utxo.value)?;

// Discard negative effective values.
let amount = match effective_value.to_unsigned() {
Ok(amt) => amt,
Err(_) => continue,
};

utxo_candidate_amounts.push(amount);
}

let mut available_value = utxo_candidate_amounts.iter().cloned().checked_sum()?;

if available_value < target {
return Some(Vec::new());
}

weighted_utxos.sort_by(|a, b| b.utxo.value.cmp(&a.utxo.value));
utxo_candidate_amounts.sort();
utxo_candidate_amounts.reverse();

while iteration < ITERATION_LIMIT {
// There are two conditions for backtracking:
Expand Down Expand Up @@ -287,7 +306,7 @@ pub fn select_coins_bnb(
// * Backtrack
if backtrack {
let last_index = index_selection.pop().unwrap();
value -= weighted_utxos[last_index].utxo.value;
value -= utxo_candidate_amounts[last_index];
index -= 1;
assert_eq!(index, last_index);
}
Expand All @@ -303,11 +322,7 @@ pub fn select_coins_bnb(
index = index_selection.remove(0);

// The available value of the next iteration.
available_value =
Amount::from_sat(weighted_utxos[index + 1..].iter().fold(0u64, |mut s, u| {
s += u.utxo.value.to_sat();
s
}));
available_value = utxo_candidate_amounts[index + 1..].iter().cloned().checked_sum()?;

// If the new subtree does not have enough value, we are done searching.
if available_value < target {
Expand All @@ -320,7 +335,7 @@ pub fn select_coins_bnb(
}
// * Add next node to the inclusion branch.
else {
let utxo_value = weighted_utxos[index].utxo.value;
let utxo_value = utxo_candidate_amounts[index];

index_selection.push(index);
value += utxo_value;
Expand Down Expand Up @@ -393,7 +408,8 @@ mod tests {
let mut weighted_utxos = create_weighted_utxos();
let expected_i_list = vec![3];

let list = select_coins_bnb(target, Amount::ZERO, &mut weighted_utxos).unwrap();
let list =
select_coins_bnb(target, Amount::ZERO, FeeRate::ZERO, &mut weighted_utxos).unwrap();
assert_eq!(list, expected_list(expected_i_list, &mut weighted_utxos));
}

Expand All @@ -403,7 +419,8 @@ mod tests {
let mut weighted_utxos = create_weighted_utxos();
let expected_i_list = vec![2];

let list = select_coins_bnb(target, Amount::ZERO, &mut weighted_utxos).unwrap();
let list =
select_coins_bnb(target, Amount::ZERO, FeeRate::ZERO, &mut weighted_utxos).unwrap();
assert_eq!(list, expected_list(expected_i_list, &mut weighted_utxos));
}

Expand All @@ -413,7 +430,8 @@ mod tests {
let mut weighted_utxos = create_weighted_utxos();
let expected_i_list = vec![2, 3];

let list = select_coins_bnb(target, Amount::ZERO, &mut weighted_utxos).unwrap();
let list =
select_coins_bnb(target, Amount::ZERO, FeeRate::ZERO, &mut weighted_utxos).unwrap();
assert_eq!(list, expected_list(expected_i_list, &mut weighted_utxos));
}

Expand All @@ -423,7 +441,8 @@ mod tests {
let mut weighted_utxos = create_weighted_utxos();
let expected_i_list = vec![1, 3];

let list = select_coins_bnb(target, Amount::ZERO, &mut weighted_utxos).unwrap();
let list =
select_coins_bnb(target, Amount::ZERO, FeeRate::ZERO, &mut weighted_utxos).unwrap();
assert_eq!(list, expected_list(expected_i_list, &mut weighted_utxos));
}

Expand All @@ -433,7 +452,8 @@ mod tests {
let mut weighted_utxos = create_weighted_utxos();
let expected_i_list = vec![1, 2];

let list = select_coins_bnb(target, Amount::ZERO, &mut weighted_utxos).unwrap();
let list =
select_coins_bnb(target, Amount::ZERO, FeeRate::ZERO, &mut weighted_utxos).unwrap();
assert_eq!(list, expected_list(expected_i_list, &mut weighted_utxos));
}

Expand All @@ -443,7 +463,8 @@ mod tests {
let mut weighted_utxos = create_weighted_utxos();
let expected_i_list = vec![1, 2, 3];

let list = select_coins_bnb(target, Amount::ZERO, &mut weighted_utxos).unwrap();
let list =
select_coins_bnb(target, Amount::ZERO, FeeRate::ZERO, &mut weighted_utxos).unwrap();
assert_eq!(list, expected_list(expected_i_list, &mut weighted_utxos));
}

Expand All @@ -453,7 +474,8 @@ mod tests {
let mut weighted_utxos = create_weighted_utxos();
let expected_i_list = vec![0, 2, 3];

let list = select_coins_bnb(target, Amount::ZERO, &mut weighted_utxos).unwrap();
let list =
select_coins_bnb(target, Amount::ZERO, FeeRate::ZERO, &mut weighted_utxos).unwrap();
assert_eq!(list, expected_list(expected_i_list, &mut weighted_utxos));
}

Expand All @@ -463,7 +485,8 @@ mod tests {
let mut weighted_utxos = create_weighted_utxos();
let expected_i_list = vec![0, 1, 3];

let list = select_coins_bnb(target, Amount::ZERO, &mut weighted_utxos).unwrap();
let list =
select_coins_bnb(target, Amount::ZERO, FeeRate::ZERO, &mut weighted_utxos).unwrap();
assert_eq!(list, expected_list(expected_i_list, &mut weighted_utxos));
}

Expand All @@ -473,7 +496,8 @@ mod tests {
let mut weighted_utxos = create_weighted_utxos();
let expected_i_list = vec![0, 1, 2];

let list = select_coins_bnb(target, Amount::ZERO, &mut weighted_utxos).unwrap();
let list =
select_coins_bnb(target, Amount::ZERO, FeeRate::ZERO, &mut weighted_utxos).unwrap();
assert_eq!(list, expected_list(expected_i_list, &mut weighted_utxos));
}

Expand All @@ -483,7 +507,8 @@ mod tests {
let mut weighted_utxos = create_weighted_utxos();
let expected_i_list = vec![0, 1, 2, 3];

let list = select_coins_bnb(target, Amount::ZERO, &mut weighted_utxos).unwrap();
let list =
select_coins_bnb(target, Amount::ZERO, FeeRate::ZERO, &mut weighted_utxos).unwrap();
assert_eq!(list, expected_list(expected_i_list, &mut weighted_utxos));
}

Expand All @@ -504,18 +529,79 @@ mod tests {
},
}];

let list = select_coins_bnb(target, cost_of_change, &mut weighted_utxos.clone()).unwrap();
let list =
select_coins_bnb(target, cost_of_change, FeeRate::ZERO, &mut weighted_utxos.clone())
.unwrap();
assert_eq!(list, expected_list(expected_i_list, &mut weighted_utxos));

let index_list = select_coins_bnb(target, Amount::ZERO, &mut weighted_utxos);
let index_list = select_coins_bnb(target, Amount::ZERO, FeeRate::ZERO, &mut weighted_utxos);
assert_eq!(index_list, None);
}

#[test]
fn effective_value() {
let target = Amount::from_str("1 cBTC").unwrap();
let fee_rate = FeeRate::from_sat_per_kwu(10);
let satisfaction_weight = Weight::from_wu(204);

let weighted_utxos = vec![WeightedUtxo {
satisfaction_weight,
utxo: TxOut {
// This would be a match using value, however since effective_value is used
// the effective_value is calculated, this will fall short of the target.
value: Amount::from_str("1 cBTC").unwrap(),
script_pubkey: ScriptBuf::new(),
},
}];

let index_list =
select_coins_bnb(target, Amount::ZERO, fee_rate, &mut weighted_utxos.clone()).unwrap();
assert_eq!(index_list, Vec::new());
}

#[test]
fn skip_effective_negative_effective_value() {
let target = Amount::from_str("1 cBTC").unwrap();
let fee_rate = FeeRate::from_sat_per_kwu(10);
let satisfaction_weight = Weight::from_wu(204);
let expected_i_list = vec![0];

// Since cost of change here is one, we accept any solution
// between 1 and 2. Range = (1, 2]
let cost_of_change = target;

let mut weighted_utxos = vec![
WeightedUtxo {
satisfaction_weight: Weight::ZERO,
utxo: TxOut {
value: Amount::from_str("1.5 cBTC").unwrap(),
script_pubkey: ScriptBuf::new(),
},
},
WeightedUtxo {
satisfaction_weight,
utxo: TxOut {
// If this had no fee, a 1 sat utxo would be included since
// there would be less waste. However, since there is a weight
// and fee to spend it, the effective value is negative, so
// it will not be included.
value: Amount::from_str("1 sat").unwrap(),
script_pubkey: ScriptBuf::new(),
},
},
];

let list = select_coins_bnb(target, cost_of_change, fee_rate, &mut weighted_utxos.clone())
.unwrap();
assert_eq!(list, expected_list(expected_i_list, &mut weighted_utxos));
}

#[test]
fn target_greater_than_value() {
let target = Amount::from_str("11 cBTC").unwrap();
let mut weighted_utxos = create_weighted_utxos();
let list = select_coins_bnb(target, Amount::ZERO, &mut weighted_utxos).unwrap();
let list =
select_coins_bnb(target, Amount::ZERO, FeeRate::ZERO, &mut weighted_utxos).unwrap();
assert_eq!(list, Vec::new());
}
}
Expand Down

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