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Fold GetSelectionWaste() into ComputeAndSetWaste()
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Both `GetSelectionWaste()` and `ComputeAndSetWaste()` now are part of
`SelectionResult`. Instead of `ComputeAndSetWaste()` being a wrapper for
`GetSelectionWaste()`, we combine them to a new function
`RecalculateWaste()`.

As I was combining the logic of the two functions, I noticed that
`GetChange()` was making the odd assumption that the `change_cost` being
set to zero means that no change is created.  However, if we build
transactions at a feerate of zero with the `discard_feerate` also set to
zero, we'd organically have a `change_cost` of zero, even when we create
change on a transaction.

This commit cleans up this duplicate meaning of `change_cost` and relies
on `GetChange()` to figure out whether there is change on basis of the
`min_viable_change` and whatever is left after deducting fees.

Since this broke a bunch of tests that relied on the double-meaning of
`change_cost` a bunch of tests had to be fixed.
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@murchandamus
murchandamus committed Aug 30, 2023
1 parent 75d59ae commit 1ba3ebe
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Showing 5 changed files with 76 additions and 86 deletions.
60 changes: 26 additions & 34 deletions src/wallet/coinselection.cpp
View file
Original file line number Diff line number Diff line change
Expand Up @@ -177,7 +177,7 @@ util::Result<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool
for (const size_t& i : best_selection) {
result.AddInput(utxo_pool.at(i));
}
result.ComputeAndSetWaste(cost_of_change, cost_of_change, CAmount{0});
result.RecalculateWaste(cost_of_change, cost_of_change, CAmount{0});
assert(best_waste == result.GetWaste());

return result;
Expand Down Expand Up @@ -450,35 +450,6 @@ void OutputGroupTypeMap::Push(const OutputGroup& group, OutputType type, bool in
}
}

CAmount SelectionResult::GetSelectionWaste(CAmount change_cost, CAmount target, bool use_effective_value)
{
// This function should not be called with empty inputs as that would mean the selection failed
assert(!m_selected_inputs.empty());

// Always consider the cost of spending an input now vs in the future.
CAmount waste = 0;
for (const auto& coin_ptr : m_selected_inputs) {
const COutput& coin = *coin_ptr;
waste += coin.GetFee() - coin.long_term_fee;
}
// Bump fee of whole selection may diverge from sum of individual bump fees
waste -= bump_fee_group_discount;

if (change_cost) {
// Consider the cost of making change and spending it in the future
// If we aren't making change, the caller should've set change_cost to 0
assert(change_cost > 0);
waste += change_cost;
} else {
// When we are not making change (change_cost == 0), consider the excess we are throwing away to fees
CAmount selected_effective_value = use_effective_value ? GetSelectedEffectiveValue() : GetSelectedValue();
assert(selected_effective_value >= target);
waste += selected_effective_value - target;
}

return waste;
}

CAmount GenerateChangeTarget(const CAmount payment_value, const CAmount change_fee, FastRandomContext& rng)
{
if (payment_value <= CHANGE_LOWER / 2) {
Expand All @@ -497,11 +468,32 @@ void SelectionResult::SetBumpFeeDiscount(const CAmount discount)
bump_fee_group_discount = discount;
}


void SelectionResult::ComputeAndSetWaste(const CAmount min_viable_change, const CAmount change_cost, const CAmount change_fee)
void SelectionResult::RecalculateWaste(const CAmount min_viable_change, const CAmount change_cost, const CAmount change_fee)
{
bool makes_change = (0 != GetChange(min_viable_change, change_fee));
m_waste = GetSelectionWaste(makes_change ? change_cost : 0, m_target, m_use_effective);
// This function should not be called with empty inputs as that would mean the selection failed
assert(!m_selected_inputs.empty());

// Always consider the cost of spending an input now vs in the future.
CAmount waste = 0;
for (const auto& coin_ptr : m_selected_inputs) {
const COutput& coin = *coin_ptr;
waste += coin.GetFee() - coin.long_term_fee;
}
// Bump fee of whole selection may diverge from sum of individual bump fees
waste -= bump_fee_group_discount;

if (GetChange(min_viable_change, change_fee)) {
// if we have a minimum viable amount after deducting fees, account for
// cost of creating and spending change
waste += change_cost;
} else {
// When we are not making change (GetChange(…) == 0), consider the excess we are throwing away to fees
CAmount selected_effective_value = m_use_effective ? GetSelectedEffectiveValue() : GetSelectedValue();
assert(selected_effective_value >= m_target);
waste += selected_effective_value - m_target;
}

m_waste = waste;
}

CAmount SelectionResult::GetWaste() const
Expand Down
32 changes: 14 additions & 18 deletions src/wallet/coinselection.h
View file
Original file line number Diff line number Diff line change
Expand Up @@ -345,22 +345,6 @@ struct SelectionResult
}
}

/** Compute the waste for this result given the cost of change
* and the opportunity cost of spending these inputs now vs in the future.
* If change exists, waste = change_cost + inputs * (effective_feerate - long_term_feerate)
* If no change, waste = excess + inputs * (effective_feerate - long_term_feerate)
* where excess = selected_effective_value - target
* change_cost = effective_feerate * change_output_size + long_term_feerate * change_spend_size
*
* @param[in] change_cost The cost of creating change and spending it in the future.
* Only used if there is change, in which case it must be positive.
* Must be 0 if there is no change.
* @param[in] target The amount targeted by the coin selection algorithm.
* @param[in] use_effective_value Whether to use the input's effective value (when true) or the real value (when false).
* @return The waste
*/
[[nodiscard]] CAmount GetSelectionWaste(CAmount change_cost, CAmount target, bool use_effective_value = true);

public:
explicit SelectionResult(const CAmount target, SelectionAlgorithm algo)
: m_target(target), m_algo(algo) {}
Expand All @@ -384,8 +368,20 @@ struct SelectionResult
/** How much individual inputs overestimated the bump fees for shared ancestries */
void SetBumpFeeDiscount(const CAmount discount);

/** Calculates and stores the waste for this selection via GetSelectionWaste */
void ComputeAndSetWaste(const CAmount min_viable_change, const CAmount change_cost, const CAmount change_fee);
/** Calculates and stores the waste for this result given the cost of change
* and the opportunity cost of spending these inputs now vs in the future.
* If change exists, waste = change_cost + inputs * (effective_feerate - long_term_feerate) - bump_fee_group_discount
* If no change, waste = excess + inputs * (effective_feerate - long_term_feerate) - bump_fee_group_discount
* where excess = selected_effective_value - target
* change_cost = effective_feerate * change_output_size + long_term_feerate * change_spend_size
*
* @param[in] min_viable_change The minimum amount necessary to make a change output economic
* @param[in] change_cost The cost of creating change and spending it in the future.
* Only used if there is change, in which case it must be positive.
* Must be 0 if there is no change.
* @param[in] change_fee The fee for creating a change output
*/
void RecalculateWaste(const CAmount min_viable_change, const CAmount change_cost, const CAmount change_fee);
[[nodiscard]] CAmount GetWaste() const;

/**
Expand Down
6 changes: 3 additions & 3 deletions src/wallet/spend.cpp
View file
Original file line number Diff line number Diff line change
Expand Up @@ -627,7 +627,7 @@ util::Result<SelectionResult> ChooseSelectionResult(interfaces::Chain& chain, co
if (bump_fee_overestimate) {
result.SetBumpFeeDiscount(bump_fee_overestimate);
}
result.ComputeAndSetWaste(coin_selection_params.min_viable_change, coin_selection_params.m_cost_of_change, coin_selection_params.m_change_fee);
result.RecalculateWaste(coin_selection_params.min_viable_change, coin_selection_params.m_cost_of_change, coin_selection_params.m_change_fee);
}

// Choose the result with the least waste
Expand All @@ -652,7 +652,7 @@ util::Result<SelectionResult> SelectCoins(const CWallet& wallet, CoinsResult& av
if (selection_target <= 0) {
SelectionResult result(nTargetValue, SelectionAlgorithm::MANUAL);
result.AddInputs(pre_set_inputs.coins, coin_selection_params.m_subtract_fee_outputs);
result.ComputeAndSetWaste(coin_selection_params.min_viable_change, coin_selection_params.m_cost_of_change, coin_selection_params.m_change_fee);
result.RecalculateWaste(coin_selection_params.min_viable_change, coin_selection_params.m_cost_of_change, coin_selection_params.m_change_fee);
return result;
}

Expand All @@ -673,7 +673,7 @@ util::Result<SelectionResult> SelectCoins(const CWallet& wallet, CoinsResult& av
SelectionResult preselected(pre_set_inputs.total_amount, SelectionAlgorithm::MANUAL);
preselected.AddInputs(pre_set_inputs.coins, coin_selection_params.m_subtract_fee_outputs);
op_selection_result->Merge(preselected);
op_selection_result->ComputeAndSetWaste(coin_selection_params.min_viable_change,
op_selection_result->RecalculateWaste(coin_selection_params.min_viable_change,
coin_selection_params.m_cost_of_change,
coin_selection_params.m_change_fee);
}
Expand Down
60 changes: 31 additions & 29 deletions src/wallet/test/coinselector_tests.cpp
View file
Original file line number Diff line number Diff line change
Expand Up @@ -830,55 +830,57 @@ BOOST_AUTO_TEST_CASE(SelectCoins_test)
BOOST_AUTO_TEST_CASE(waste_test)
{
const CAmount fee{100};
const CAmount min_viable_change{300};
const CAmount change_cost{125};
const CAmount change_fee{30};
const CAmount fee_diff{40};
const CAmount in_amt{3 * COIN};
const CAmount target{2 * COIN};
const CAmount excess{in_amt - fee * 2 - target};
const CAmount excess{80};

// The following tests that the waste is calculated correction in various scenarios
// ComputeAndSetWaste will first determine the size of the change output. We don't really
// RecalculateWaste will first determine the size of the change output. We don't really
// care about the change and just want to use the variant that always includes the change_cost,
// so min_viable_change and change_fee are set to 0 to ensure that.
{
// Waste with change is the change cost and difference between fee and long term fee
SelectionResult selection1{target, SelectionAlgorithm::MANUAL};
add_coin(1 * COIN, 1, selection1, fee, fee - fee_diff);
add_coin(2 * COIN, 2, selection1, fee, fee - fee_diff);
selection1.ComputeAndSetWaste(/*min_viable_change=*/0, change_cost, /*change_fee=*/0);
selection1.RecalculateWaste(min_viable_change, change_cost, change_fee);
BOOST_CHECK_EQUAL(fee_diff * 2 + change_cost, selection1.GetWaste());

// Waste will be greater when fee is greater, but long term fee is the same
SelectionResult selection2{target, SelectionAlgorithm::MANUAL};
add_coin(1 * COIN, 1, selection2, fee * 2, fee - fee_diff);
add_coin(2 * COIN, 2, selection2, fee * 2, fee - fee_diff);
selection2.ComputeAndSetWaste(/*min_viable_change=*/0, change_cost, /*change_fee=*/0);
selection2.RecalculateWaste(min_viable_change, change_cost, change_fee);
BOOST_CHECK_GT(selection2.GetWaste(), selection1.GetWaste());

// Waste with change is the change cost and difference between fee and long term fee
// With long term fee greater than fee, waste should be less than when long term fee is less than fee
SelectionResult selection3{target, SelectionAlgorithm::MANUAL};
add_coin(1 * COIN, 1, selection3, fee, fee + fee_diff);
add_coin(2 * COIN, 2, selection3, fee, fee + fee_diff);
selection3.ComputeAndSetWaste(/*min_viable_change=*/0, change_cost, /*change_fee=*/0);
selection3.RecalculateWaste(min_viable_change, change_cost, change_fee);
BOOST_CHECK_EQUAL(fee_diff * -2 + change_cost, selection3.GetWaste());
BOOST_CHECK_LT(selection3.GetWaste(), selection1.GetWaste());
}

{
// Waste without change is the excess and difference between fee and long term fee
SelectionResult selection_nochange1{target, SelectionAlgorithm::MANUAL};
SelectionResult selection_nochange1{/*target creates no change*/in_amt - 2 * fee - excess, SelectionAlgorithm::MANUAL};
add_coin(1 * COIN, 1, selection_nochange1, fee, fee - fee_diff);
add_coin(2 * COIN, 2, selection_nochange1, fee, fee - fee_diff);
selection_nochange1.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0);
selection_nochange1.RecalculateWaste(min_viable_change, change_cost, change_fee);
BOOST_CHECK_EQUAL(fee_diff * 2 + excess, selection_nochange1.GetWaste());

// Waste without change is the excess and difference between fee and long term fee
// With long term fee greater than fee, waste should be less than when long term fee is less than fee
SelectionResult selection_nochange2{target, SelectionAlgorithm::MANUAL};
SelectionResult selection_nochange2{/*target creates no change*/in_amt - 2 * fee - excess, SelectionAlgorithm::MANUAL};
add_coin(1 * COIN, 1, selection_nochange2, fee, fee + fee_diff);
add_coin(2 * COIN, 2, selection_nochange2, fee, fee + fee_diff);
selection_nochange2.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0);
selection_nochange2.RecalculateWaste(min_viable_change, change_cost, change_fee);
BOOST_CHECK_EQUAL(fee_diff * -2 + excess, selection_nochange2.GetWaste());
BOOST_CHECK_LT(selection_nochange2.GetWaste(), selection_nochange1.GetWaste());
}
Expand All @@ -888,57 +890,56 @@ BOOST_AUTO_TEST_CASE(waste_test)
SelectionResult selection{target, SelectionAlgorithm::MANUAL};
add_coin(1 * COIN, 1, selection, fee, fee);
add_coin(2 * COIN, 2, selection, fee, fee);
selection.ComputeAndSetWaste(/*min_viable_change=*/0, change_cost, /*change_fee=*/0);
selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
BOOST_CHECK_EQUAL(change_cost, selection.GetWaste());
}

{
// Waste without change and fee == long term fee is just the excess
SelectionResult selection{target, SelectionAlgorithm::MANUAL};
SelectionResult selection{/*target creates no change*/in_amt - 2 * fee - excess, SelectionAlgorithm::MANUAL};
add_coin(1 * COIN, 1, selection, fee, fee);
add_coin(2 * COIN, 2, selection, fee, fee);
selection.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0);
selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
BOOST_CHECK_EQUAL(excess, selection.GetWaste());
}

{
// No Waste when fee == long_term_fee, no change, and no excess
// Waste is 0 when fee == long_term_fee, no change, and no excess
const CAmount exact_target{in_amt - fee * 2};
SelectionResult selection{exact_target, SelectionAlgorithm::MANUAL};
add_coin(1 * COIN, 1, selection, fee, fee);
add_coin(2 * COIN, 2, selection, fee, fee);
selection.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0);
selection.RecalculateWaste(min_viable_change, change_cost , change_fee);
BOOST_CHECK_EQUAL(0, selection.GetWaste());
}

{
// No Waste when (fee - long_term_fee) == (-cost_of_change), and no excess
// Waste is 0 when (fee - long_term_fee) == (-cost_of_change), and no excess
SelectionResult selection{target, SelectionAlgorithm::MANUAL};
const CAmount new_change_cost{fee_diff * 2};
add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
selection.ComputeAndSetWaste(/*min_viable_change=*/0, new_change_cost, /*change_fee=*/0);
selection.RecalculateWaste(min_viable_change, /*change_cost=*/fee_diff * 2, change_fee);
BOOST_CHECK_EQUAL(0, selection.GetWaste());
}

{
// No Waste when (fee - long_term_fee) == (-excess), no change cost
const CAmount new_target{in_amt - fee * 2 - fee_diff * 2};
// Waste is 0 when (fee - long_term_fee) == (-excess), no change cost
const CAmount new_target{in_amt - fee * 2 - /*excess=*/fee_diff * 2};
SelectionResult selection{new_target, SelectionAlgorithm::MANUAL};
add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
selection.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0);
selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
BOOST_CHECK_EQUAL(0, selection.GetWaste());
}

{
// Negative waste when the long term fee is greater than the current fee and the selected value == target
const CAmount exact_target{3 * COIN - 2 * fee};
const CAmount exact_target{in_amt - 2 * fee};
SelectionResult selection{exact_target, SelectionAlgorithm::MANUAL};
const CAmount target_waste1{-2 * fee_diff}; // = (2 * fee) - (2 * (fee + fee_diff))
add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
selection.ComputeAndSetWaste(/*min_viable_change=*/0, /*change_cost=*/0, /*change_fee=*/0);
selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
BOOST_CHECK_EQUAL(target_waste1, selection.GetWaste());
}

Expand All @@ -949,7 +950,7 @@ BOOST_AUTO_TEST_CASE(waste_test)
const CAmount target_waste2{-2 * large_fee_diff + change_cost}; // = (2 * fee) - (2 * (fee + large_fee_diff)) + change_cost
add_coin(1 * COIN, 1, selection, fee, fee + large_fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee + large_fee_diff);
selection.ComputeAndSetWaste(/*min_viable_change=*/0, change_cost, /*change_fee=*/0);
selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
BOOST_CHECK_EQUAL(target_waste2, selection.GetWaste());
}
}
Expand All @@ -974,12 +975,12 @@ BOOST_AUTO_TEST_CASE(bump_fee_test)
inputs[i]->ApplyBumpFee(20*(i+1));
}

selection.ComputeAndSetWaste(min_viable_change, change_cost, change_fee);
selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
CAmount expected_waste = fee_diff * -2 + change_cost + /*bump_fees=*/60;
BOOST_CHECK_EQUAL(expected_waste, selection.GetWaste());

selection.SetBumpFeeDiscount(30);
selection.ComputeAndSetWaste(min_viable_change, change_cost, change_fee);
selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
expected_waste = fee_diff * -2 + change_cost + /*bump_fees=*/60 - /*group_discount=*/30;
BOOST_CHECK_EQUAL(expected_waste, selection.GetWaste());
}
Expand Down Expand Up @@ -1148,6 +1149,7 @@ BOOST_AUTO_TEST_CASE(check_max_weight)
/*avoid_partial=*/false,
};

int max_weight = MAX_STANDARD_TX_WEIGHT - WITNESS_SCALE_FACTOR * (cs_params.tx_noinputs_size + cs_params.change_output_size);
{
// Scenario 1:
// The actor starts with 1x 50.0 BTC and 1515x 0.033 BTC (~100.0 BTC total) unspent outputs
Expand All @@ -1169,10 +1171,9 @@ BOOST_AUTO_TEST_CASE(check_max_weight)
m_node);

BOOST_CHECK(result);
// Verify that only the 50 BTC UTXO was selected
const auto& selection_res = result->GetInputSet();
BOOST_CHECK(selection_res.size() == 1);
BOOST_CHECK((*selection_res.begin())->GetEffectiveValue() == 50 * COIN);
// Verify that the 50 BTC UTXO was selected, and result is below max_weight
BOOST_CHECK(has_coin(result->GetInputSet(), CAmount(50 * COIN)));
BOOST_CHECK_LE(result->GetWeight(), max_weight);
}

{
Expand All @@ -1198,6 +1199,7 @@ BOOST_AUTO_TEST_CASE(check_max_weight)

BOOST_CHECK(has_coin(result->GetInputSet(), CAmount(0.0625 * COIN)));
BOOST_CHECK(has_coin(result->GetInputSet(), CAmount(0.025 * COIN)));
BOOST_CHECK_LE(result->GetWeight(), max_weight);
}

{
Expand Down
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