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opt: Skip over barren combinations of tiny UTXOs
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Given a lot of small amount UTXOs it is possible that the lookahead
indicates sufficient funds, but any combination of them would push us
beyond the current best_weight.
We can estimate a lower bound for the minimal necessary weight to reach
target from the maximal amount and minimal weight in the tail of the
UTXO pool: if adding a number of hypothetical UTXOs of this maximum
amount and minimum weight would not be able to beat `best_weight`, we
can cut the entire subtree.
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murchandamus committed Jan 8, 2024
1 parent fa935d6 commit 47f3b55
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Showing 2 changed files with 8 additions and 4 deletions.
4 changes: 4 additions & 0 deletions src/wallet/coinselection.cpp
Original file line number Diff line number Diff line change
Expand Up @@ -13,6 +13,7 @@
#include <util/check.h>
#include <util/moneystr.h>

#include <cmath>
#include <numeric>
#include <optional>
#include <queue>
Expand Down Expand Up @@ -336,6 +337,9 @@ util::Result<SelectionResult> CoinGrinder(std::vector<OutputGroup>& utxo_pool, c
best_selection_weight = curr_weight;
best_selection_amount = curr_amount;
}
} else if (!best_selection.empty() && curr_weight + min_tail_weight[curr_selection.back()] * std::ceil((selection_target + change_target - curr_amount) / utxo_pool[curr_selection.back()].GetSelectionAmount()) > best_selection_weight) {
// Compare minimal tail weight and last selected amount with the amount missing to gauge whether a better weight is still possible.
should_cut = true;
}

if (curr_try >= TOTAL_TRIES) {
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8 changes: 4 additions & 4 deletions src/wallet/test/coinselector_tests.cpp
Original file line number Diff line number Diff line change
Expand Up @@ -1178,7 +1178,7 @@ BOOST_AUTO_TEST_CASE(coin_grinder_tests)
});
BOOST_CHECK(res);
// If this takes more attempts, the implementation has regressed
size_t expected_attempts = 184;
size_t expected_attempts = 37;
BOOST_CHECK_MESSAGE(res->GetSelectionsEvaluated() == expected_attempts, "Expected " + std::to_string(expected_attempts) + " attempts, but got " + std::to_string(res->GetSelectionsEvaluated()));
}

Expand Down Expand Up @@ -1247,7 +1247,7 @@ BOOST_AUTO_TEST_CASE(coin_grinder_tests)

{
// #################################################################################################################
// 6) Lots of tiny UTXOs of different amounts quickly exhausts the search attempts
// 6) Test that lots of tiny UTXOs can be skipped if they are too heavy while there are enough funds in lookahead
// #################################################################################################################
SelectionResult expected_result(CAmount(0), SelectionAlgorithm::CG);
CAmount target = 1.9L * COIN;
Expand All @@ -1264,11 +1264,11 @@ BOOST_AUTO_TEST_CASE(coin_grinder_tests)
return available_coins;
});
expected_result.Clear();
add_coin(1.8 * COIN, 1, expected_result);
add_coin(1 * COIN, 1, expected_result);
add_coin(1 * COIN, 2, expected_result);
BOOST_CHECK(EquivalentResult(expected_result, *res));
// If this takes more attempts, the implementation has regressed
size_t expected_attempts = 100000;
size_t expected_attempts = 7;
BOOST_CHECK_MESSAGE(res->GetSelectionsEvaluated() == expected_attempts, "Expected " + std::to_string(expected_attempts) + " attempts, but got " + std::to_string(res->GetSelectionsEvaluated()));
}

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