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Add cost of change param
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@yancyribbens
yancyribbens committed Jan 2, 2024
1 parent 1ac071a commit 7f0ba6d
Showing 1 changed file with 53 additions and 12 deletions.
65 changes: 53 additions & 12 deletions src/lib.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -58,10 +58,11 @@ pub struct WeightedUtxo {
#[cfg_attr(docsrs, doc(cfg(feature = "rand")))]
pub fn select_coins<T: Utxo>(
target: Amount,
cost_of_change: Amount,
fee_rate: FeeRate,
weighted_utxos: &mut [WeightedUtxo],
) -> Option<Vec<WeightedUtxo>> {
let coins = select_coins_bnb(target, weighted_utxos);
let coins = select_coins_bnb(target, cost_of_change, weighted_utxos);

if coins.is_none() {
select_coins_srd(target, fee_rate, weighted_utxos, &mut thread_rng())
Expand Down Expand Up @@ -94,6 +95,7 @@ fn index_to_utxo_list(
///
/// # Arguments
/// * `target` - Target spend `Amount`
/// * `cost_of_change` - The `Amount` needed to produce a change output
/// * `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 @@ -173,6 +175,7 @@ fn index_to_utxo_list(
// doesn't have enough value left to meet the target, we conclude our search at [3, 2].
pub fn select_coins_bnb(
target: Amount,
cost_of_change: Amount,
weighted_utxos: &mut [WeightedUtxo],
) -> Option<Vec<WeightedUtxo>> {
// Total_Tries in Core:
Expand Down Expand Up @@ -251,6 +254,20 @@ pub fn select_coins_bnb(
if available_value + value < target {
backtrack_subtree = true;
}
// This optimization provides an upper bound on the amount of waste that is acceptable.
// Since value is lost when we create a change output due to increasing the size of the
// transaction by an output, we accept solutions that may be larger than the target as
// if they are exactly equal to the target and consider the overage waste or a throw
// away amount. However we do not consider values greater than value + cost_of_change.
//
// This effectively creates a range of possible solution where;
// range = (target, target + cost_of_change]
//
// That is, the range includes solutions that exactly equal the target up to but not
// including values greater than target + cost_of_change.
else if value > target + cost_of_change {
backtrack = true;
}
// * value meets or exceeds the target.
// Record the solution and the waste then continue.
//
Expand Down Expand Up @@ -376,7 +393,7 @@ mod tests {
let mut weighted_utxos = create_weighted_utxos();
let expected_i_list = vec![3];

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

Expand All @@ -386,7 +403,7 @@ mod tests {
let mut weighted_utxos = create_weighted_utxos();
let expected_i_list = vec![2];

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

Expand All @@ -396,7 +413,7 @@ mod tests {
let mut weighted_utxos = create_weighted_utxos();
let expected_i_list = vec![2, 3];

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

Expand All @@ -406,7 +423,7 @@ mod tests {
let mut weighted_utxos = create_weighted_utxos();
let expected_i_list = vec![1, 3];

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

Expand All @@ -416,7 +433,7 @@ mod tests {
let mut weighted_utxos = create_weighted_utxos();
let expected_i_list = vec![1, 2];

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

Expand All @@ -426,7 +443,7 @@ mod tests {
let mut weighted_utxos = create_weighted_utxos();
let expected_i_list = vec![1, 2, 3];

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

Expand All @@ -436,7 +453,7 @@ mod tests {
let mut weighted_utxos = create_weighted_utxos();
let expected_i_list = vec![0, 2, 3];

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

Expand All @@ -446,7 +463,7 @@ mod tests {
let mut weighted_utxos = create_weighted_utxos();
let expected_i_list = vec![0, 1, 3];

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

Expand All @@ -456,7 +473,7 @@ mod tests {
let mut weighted_utxos = create_weighted_utxos();
let expected_i_list = vec![0, 1, 2];

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

Expand All @@ -466,15 +483,39 @@ mod tests {
let mut weighted_utxos = create_weighted_utxos();
let expected_i_list = vec![0, 1, 2, 3];

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

#[test]
fn cost_of_change() {
let target = Amount::from_str("1 cBTC").unwrap();

// Since cost of change here is one, we accept any solution
// between 1 and 2. Range = (1, 2]
let cost_of_change = target;
let expected_i_list = vec![0];

let mut weighted_utxos = vec![WeightedUtxo {
satisfaction_weight: Weight::ZERO,
utxo: TxOut {
value: Amount::from_str("1.5 cBTC").unwrap(),
script_pubkey: ScriptBuf::new(),
},
}];

let list = select_coins_bnb(target, cost_of_change, &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);
assert_eq!(index_list, None);
}

#[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, &mut weighted_utxos).unwrap();
let list = select_coins_bnb(target, Amount::ZERO, &mut weighted_utxos).unwrap();
assert_eq!(list, Vec::new());
}
}
Expand Down

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