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.
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.
GetSelectionWaste will need to access more context within a selection
result, and so should be a private member function rather than a static
function. It's only use outside of SelectionResult was for tests which
have now been updated to just make a SelectionResult.
Co-authored-by: Murch <murch@murch.one>
I discovered via fuzzing of another coin selection approach that at
extremely high feerates SRD may find input sets that lead to
transactions without change outputs. This is an unintended outcome since
SRD is meant to always produce a transaction with a change output—we use
other algorithms to specifically search for changeless solutions.
The issue occures when the flat allowance of 50,000 ṩ for change is
insufficient to pay for the creation of a change output with a non-dust
amount, at and above 1,613 ṩ/vB. Increasing the change budget by
change_fees makes SRD behave as expected at any feerates.
