Add benchmark for branch and bound

README.md

@@ -17,6 +17,19 @@ The current interface is provided via `select_coins()` function.  The required p
 
 As discussed in the literature above, ideally we want to choose a selection from the existing UTXO set available to the wallet.  However, if there is no combination that efficiently matches the target spend amount, then creating a change output by splitting a UTXO is the next best option.  Therefore, the algorithm takes into account the current cost of creating a new output (cost_of_change).
 
+## Benchmarks
+
+To run the benchmarks use: RUSTFLAGS='--cfg=bench' cargo +nightly bench.
+
+### performance comparison
+
+A basic performance comparison between this current [Rust BnB](https://github.com/p2pderivatives/rust-bitcoin-coin-selection/pull/28/files#diff-9098d62be93e83524a8371395c973d761a95000d1c295f600a8c808e917c16d9R122) implementation and the [Bitcoin Core](https://github.com/bitcoin/bitcoin/blob/4b1196a9855dcd188a24f393aa2fa21e2d61f061/src/wallet/coinselection.cpp#L76) version using commodity hardware (My rather old laptop).
+
+|implementation|pool size|ns/iter|
+|-------------:|---------|-------|
+|      Rust BnB|    1,000|897,593|
+|  C++ Core BnB|    1,000|816,374|
+
 ## Minimum Supported Rust Version (MSRV)
 
 This library should always compile with any combination of features on **Rust 1.48**.

src/branch_and_bound.rs

@@ -537,3 +537,47 @@ mod tests {
         assert_eq!(list, Vec::new());
     }
 }
+
+#[cfg(bench)]
+#[cfg(test)]
+mod benches {
+    use super::*;
+    use bitcoin::ScriptBuf;
+    use bitcoin::TxOut;
+    use bitcoin::Weight;
+    use test::Bencher;
+
+    #[bench]
+    /// Creates a UTXO pool of 1,000 coins that do not match and one coin
+    /// that will be a match when combined with any of the other 1,000 coins.
+    ///
+    /// Matching benchmark of Bitcoin core coin-selection benchmark.
+    // https://github.com/bitcoin/bitcoin/blob/f3bc1a72825fe2b51f4bc20e004cef464f05b965/src/bench/coin_selection.cpp#L44
+    fn bench_select_coins_bnb(bh: &mut Bencher) {
+        // https://github.com/bitcoin/bitcoin/blob/f3bc1a72825fe2b51f4bc20e004cef464f05b965/src/wallet/coinselection.h#L18
+        let cost_of_change = Amount::from_sat(50_000);
+
+        let one = WeightedUtxo {
+            satisfaction_weight: Weight::ZERO,
+            utxo: TxOut { value: Amount::from_sat(1_000), script_pubkey: ScriptBuf::new() },
+        };
+
+        let two = WeightedUtxo {
+            satisfaction_weight: Weight::ZERO,
+            utxo: TxOut { value: Amount::from_sat(3), script_pubkey: ScriptBuf::new() },
+        };
+
+        let target = Amount::from_sat(1_003);
+        let mut utxo_pool = vec![one; 1000];
+        utxo_pool.push(two);
+
+        bh.iter(|| {
+            let result =
+                select_coins_bnb(target, cost_of_change, FeeRate::ZERO, &mut utxo_pool.clone())
+                    .unwrap();
+            assert_eq!(2, result.len());
+            assert_eq!(Amount::from_sat(1_000), result[0].utxo.value);
+            assert_eq!(Amount::from_sat(3), result[1].utxo.value);
+        });
+    }
+}

src/lib.rs

@@ -72,49 +72,3 @@ pub fn select_coins<T: Utxo>(
         coins
     }
 }
-
-#[cfg(bench)]
-mod benches {
-    use crate::select_coins_bnb;
-    use crate::Utxo;
-    use test::Bencher;
-
-    #[derive(Clone, Debug, Eq, PartialEq)]
-    struct MinimalUtxo {
-        value: u64,
-    }
-
-    impl Utxo for MinimalUtxo {
-        fn get_value(&self) -> u64 {
-            self.value
-        }
-    }
-
-    #[bench]
-    /// Creates a UTXO pool of 1,000 coins that do not match and one coin
-    /// that will be a match when combined with any of the other 1,000 coins.
-    ///
-    /// Matching benchmark of Bitcoin core coin-selection benchmark.
-    // https://github.com/bitcoin/bitcoin/blob/f3bc1a72825fe2b51f4bc20e004cef464f05b965/src/bench/coin_selection.cpp#L44
-    fn bench_select_coins_bnb(bh: &mut Bencher) {
-        // https://github.com/bitcoin/bitcoin/blob/f3bc1a72825fe2b51f4bc20e004cef464f05b965/src/consensus/amount.h#L15
-        /// The amount of satoshis in one BTC.
-        const COIN: u64 = 100_000_000;
-
-        // https://github.com/bitcoin/bitcoin/blob/f3bc1a72825fe2b51f4bc20e004cef464f05b965/src/wallet/coinselection.h#L18
-        /// lower bound for randomly-chosen target change amount
-        const CHANGE_LOWER: u64 = 50_000;
-
-        let u = MinimalUtxo { value: 1000 * COIN };
-        let mut utxo_pool = vec![u; 1000];
-        utxo_pool.push(MinimalUtxo { value: 3 * COIN });
-
-        bh.iter(|| {
-            let result =
-                select_coins_bnb(1003 * COIN, CHANGE_LOWER, &mut utxo_pool.clone()).unwrap();
-            assert_eq!(2, result.len());
-            assert_eq!(1000 * COIN, result[0].value);
-            assert_eq!(3 * COIN, result[1].value);
-        });
-    }
-}