Use effective_value in Rust Bitcoin

This PR removes the effective_value calculation instead prefering to
outsource the calculation to Rust Bitcoin.  Also, temporarily remove the
error mod for now since Rust Bitcoin returns Option instead of Result.

Cargo.toml

@@ -15,12 +15,12 @@ keywords = ["crypto", "bitcoin"]
 readme = "README.md"
 
 [dependencies]
-bitcoin = { git="https://github.com/rust-bitcoin/rust-bitcoin", branch="master" }
+bitcoin = { git="https://github.com/yancyribbens/rust-bitcoin", branch="add-effective-value-calculation" }
 rand = {version = "0.8.5", default-features = false, optional = true}
 
 [dev-dependencies]
 rust-bitcoin-coin-selection = {path = ".", features = ["rand"]}
 rand = "0.8.5"
 
 [patch.crates-io]
-bitcoin_hashes = { git="https://github.com/rust-bitcoin/rust-bitcoin.git" }
+bitcoin-io = { git = "https://github.com/yancyribbens/rust-bitcoin", branch = "add-effective-value-calculation" }

src/lib.rs

@@ -9,7 +9,6 @@
 #![deny(non_snake_case)]
 #![deny(unused_mut)]
 #![deny(missing_docs)]
-
 // Experimental features we need.
 #![cfg_attr(bench, feature(test))]
 #![cfg_attr(docsrs, feature(doc_cfg))]
@@ -19,15 +18,13 @@ extern crate test;
 
 use std::cmp::Reverse;
 
-mod errors;
 mod single_random_draw;
 
 use bitcoin::Amount;
 use bitcoin::FeeRate;
 use bitcoin::TxOut;
 use bitcoin::Weight;
 
-use crate::errors::Error;
 use crate::single_random_draw::select_coins_srd;
 use rand::thread_rng;
 
@@ -47,9 +44,9 @@ const CHANGE_LOWER: Amount = Amount::from_sat(50_000);
 /// <https://github.com/bitcoindevkit/bdk/blob/feafaaca31a0a40afc03ce98591d151c48c74fa2/crates/bdk/src/types.rs#L181>
 #[derive(Clone, Debug, PartialEq)]
 pub struct WeightedUtxo {
-    /// The satisfaction_weight is the size of the required params to satisfy the UTXO. 
+    /// The satisfaction_weight is the size of the required params to satisfy the UTXO.
     pub satisfaction_weight: Weight,
-    /// The corresponding UTXO. 
+    /// The corresponding UTXO.
     pub utxo: TxOut,
 }
 
@@ -66,14 +63,10 @@ pub fn select_coins<T: Utxo>(
     fee_rate: FeeRate,
     weighted_utxos: &mut [WeightedUtxo],
     utxo_pool: &mut [T],
-) -> Result<Vec<TxOut>, Error> {
+) -> Option<Vec<WeightedUtxo>> {
     match select_coins_bnb(target.to_sat(), cost_of_change, utxo_pool) {
-        Some(_res) => Ok(Vec::new()),
-        None => Ok(select_coins_srd(target, fee_rate, weighted_utxos, &mut thread_rng())
-            .unwrap()
-            .into_iter()
-            .map(|w| w.utxo)
-            .collect()),
+        Some(_res) => Some(Vec::new()),
+        None => select_coins_srd(target, fee_rate, weighted_utxos, &mut thread_rng()),
     }
 }
 

src/single_random_draw.rs

@@ -1,39 +1,13 @@
 //! This library provides efficient algorithms to compose a set of unspent transaction outputs
 //! (UTXOs).
 
-use crate::errors::Error;
 use crate::WeightedUtxo;
 use crate::CHANGE_LOWER;
 use bitcoin::Amount;
 use bitcoin::FeeRate;
-use bitcoin::TxIn;
+use bitcoin::SignedAmount;
 use rand::seq::SliceRandom;
 
-/// Calculates the effective_value of an input.
-///
-/// Returns `Ok(None)` if the effective_value is negative.  If the effective_value is positive, return `Ok(Some(Amount))`.
-///
-/// ## Errors
-///
-/// Returns `Err(Error::Multiplication)` if `FeeRate` * `Weight` overflows.
-///
-fn get_effective_value(
-    weighted_utxo: &WeightedUtxo,
-    fee_rate: FeeRate,
-) -> Result<Option<Amount>, Error> {
-    let satisfaction_weight = weighted_utxo.satisfaction_weight;
-
-    let weight = satisfaction_weight
-        .checked_add(TxIn::BASE_WEIGHT)
-        .ok_or(Error::AdditionOverflow(satisfaction_weight, TxIn::BASE_WEIGHT))?;
-
-    let input_fee = fee_rate
-        .checked_mul_by_weight(weight)
-        .ok_or(Error::MultiplicationOverflow(satisfaction_weight, fee_rate))?;
-
-    Ok(weighted_utxo.utxo.value.checked_sub(input_fee))
-}
-
 /// Randomly select coins for the given target by shuffling the UTXO pool and
 /// taking UTXOs until the given target is reached.
 ///
@@ -59,7 +33,7 @@ pub fn select_coins_srd<R: rand::Rng + ?Sized>(
     fee_rate: FeeRate,
     weighted_utxos: &mut [WeightedUtxo],
     rng: &mut R,
-) -> Result<Vec<WeightedUtxo>, Error> {
+) -> Option<Vec<WeightedUtxo>> {
     let mut result: Vec<WeightedUtxo> = Vec::new();
 
     weighted_utxos.shuffle(rng);
@@ -68,22 +42,22 @@ pub fn select_coins_srd<R: rand::Rng + ?Sized>(
     let mut value = Amount::ZERO;
 
     for w_utxo in weighted_utxos {
-        let effective_value: Option<Amount> = get_effective_value(w_utxo, fee_rate)?;
+        let effective_value: SignedAmount =
+            w_utxo.utxo.effective_value(fee_rate, w_utxo.satisfaction_weight)?;
 
-        // skip if effective_value is negative.
-        match effective_value {
-            Some(e) => value += e,
-            None => continue,
-        }
+        value += match effective_value.to_unsigned() {
+            Ok(amt) => amt,
+            Err(_) => Amount::ZERO,
+        };
 
         result.push(w_utxo.clone());
 
         if value >= threshold {
-            return Ok(result);
+            return Some(result);
         }
     }
 
-    Ok(Vec::new())
+    Some(Vec::new())
 }
 
 #[cfg(test)]
@@ -192,11 +166,8 @@ mod tests {
         let target: Amount = Amount::from_str("2 cBTC").unwrap();
         let mut weighted_utxos: Vec<WeightedUtxo> = create_weighted_utxos();
 
-        let result: Error =
-            select_coins_srd(target, FeeRate::MAX, &mut weighted_utxos, &mut get_rng())
-                .expect_err("expected error");
-
-        assert_eq!(result.to_string(), "204 * 18446744073709551615 exceeds u64 Max");
+        let result = select_coins_srd(target, FeeRate::MAX, &mut weighted_utxos, &mut get_rng());
+        assert!(result.is_none());
     }
 
     #[test]
@@ -212,10 +183,14 @@ mod tests {
 
     #[test]
     fn select_coins_srd_with_high_fee() {
-        let target: Amount = Amount::from_str("1.905 cBTC").unwrap();
-        // The high fee_rate will cause both utxos to be consumed
-        // instead of just one.
-        let fee_rate: FeeRate = FeeRate::from_sat_per_kwu(250);
+        // the first UTXO is 2 cBTC.  If the fee is greater than 10 sats,
+        // then more than the single 2 cBTC output will need to be selected
+        // if the target is 1.99999 cBTC.  That is, 2 cBTC - 1.9999 cBTC = 10 sats.
+        let target: Amount = Amount::from_str("1.99999 cBTC").unwrap();
+
+        // fee = 15 sats, since
+        // 40 sat/kwu * (204 + BASE_WEIGHT) = 15 sats
+        let fee_rate: FeeRate = FeeRate::from_sat_per_kwu(40);
         let mut weighted_utxos: Vec<WeightedUtxo> = create_weighted_utxos();
 
         let result = select_coins_srd(target, fee_rate, &mut weighted_utxos, &mut get_rng())
@@ -236,9 +211,7 @@ mod tests {
             },
         }];
 
-        let result: Error = select_coins_srd(target, FEE_RATE, &mut weighted_utxos, &mut get_rng())
-            .expect_err("expected error");
-
-        assert_eq!(result.to_string(), "18446744073709551615 + 40 exceeds u64 Max");
+        let result = select_coins_srd(target, FEE_RATE, &mut weighted_utxos, &mut get_rng());
+        assert!(result.is_none());
     }
 }