Adds a new coin selection algorithm, which for Elements like BnB we will
only use for selections of 1 asset.
Fixed the call to BnB to correctly use `asset_groups` for its utxo_pool.
fix for intermittent assertion error in getselectionwaste
introduced in f46275d011 as part of merge
for bitcoin/bitcoin#25647
the assertion would trigger in a fundrawtransaction call in
feature_confidential_transactions.py where the transaction inputs
included a non-policy asset.
during the loop in getselectionwaste, if the non-policy input waste was
calculated first the assertion would be triggered because
selected_effective_value has not yet met the selection target, because
non-policy coins have 0 effective value
the fix changed the assertion to an if statement, only adding to the
waste metric when selected_effective_value meets the target.
This was a difficult merge as always with diffs that touch spend.cpp and
createtransactioninternal. Added a FIXME NB for fundrawtransaction with
external outputs, which MUST be fixed before a new release.
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
`GetSelectionWaste()` 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.
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 SHIFT to the omission branch, and CUT if the last selected UTXO is
not heavier than the minimum weight of the remainder.
In situations where we have UTXO groups of various weight, we can CUT
rather than SHIFT when we exceeded the max_weight or the best
selection’s weight while the last step was equal to the minimum weight
in the lookahead.
When two successive UTXOs differ in weight but match in effective value,
we can skip the second if the first is not selected, because all input
sets we can generate by swapping out a lighter UTXOs with a heavier UTXO
of matching effective value would be strictly worse.
When two successive UTXOs match in effective value and weight, we can
skip the second if the prior is not selected: adding it would create an
equivalent input set to a previously evaluated.
E.g. if we have three UTXOs with effective values {5, 3, 3} of the same
weight each, we want to evaluate
{5, _, _}, {5, 3, _}, {5, 3, 3}, {_, 3, _}, {_, 3, 3},
but skip {5, _, 3}, and {_, _, 3}, because the first 3 is not selected,
and we therefore do not need to evaluate the second 3 at the same
position in the input set.
If we reach the end of the branch, we must SHIFT the previously selected
UTXO group instead.
Introduces a dedicated data structure to track the total
effective_value available in the remaining UTXOs at each index of the
UTXO pool. In contrast to the approach in BnB, this allows us to
immediately jump to a lower index instead of visiting every UTXO to add
back their eff_value to the lookahead.
CoinGrinder may not be able to exhaustively search all potentially
interesting combinations for large UTXO pools, so we keep track of
whether the search was terminated by the iteration limit.
Squash of 2 commits from https://github.com/ElementsProject/elements/pull/1258
- correct application of non_policy_effective_value to policy output in KnapsackSolver
- replace bad fee amount assert with error log and graceful failure in CWallet::CreateTransactionInternal
(cherry picked from commit 0f92a38254)
Update src/wallet/coinselection.cpp
Co-authored-by: Byron Hambly <byron@hambly.dev>
(cherry picked from commit cf0f56107b)
When a transaction uses an unconfirmed input, preceding this commit it
would not consider the feerate of the parent transaction. Given a parent
transaction with a lower ancestor feerate, this resulted in the new
transaction's ancestor feerate undershooting the target feerate.
This commit changes how we calculate the effective value of unconfirmed UTXOs.
The effective value of unconfirmed UTXOs is decreased by the fee
necessary to bump its ancestry to the target feerate. This also impacts
the calculation of the waste metric: since the estimate for the current
fee is increased by the bump fees, unconfirmed UTXOs current fees appear less
favorable compared to their unchanged long term fees.
This has one caveat: if multiple UTXOs have overlapping ancestries, each
of their individual estimates will account for bumping all ancestors.
