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)
This reverts commit 9b5950db86.
Waste can be negative. At feerates lower than long_term_feerate this
means that a waste of 0 may be a suboptimal solution and this causes the
search to exit prematurely.
Only when the feerate is equal to the long_term_feerate would achieving
a waste of 0 indicate that we have achieved an optimal solution,
because it would mean that the excess is 0. It seems unlikely
that this would ever occur outside of test cases, and even then we
should prefer solutions with more inputs over solutions with fewer
according to previous decisions—but solutions with more inputs are found
later in the branch exploration.
The "optimization" described in #18257 and implemented in #18262 is
therefore a premature exit on a suboptimal solution and should be reverted.
Messages with level `WARN` or higher should be logged even when
the category is not provided with `-debug=`, to make sure important
warnings are not lost.
Previously in COutput, effective_value was initialized as the absolute
value of the txout, and fee as 0. effective_value along with fee were
calculated outside of the COutput constructor and set after the
object had been initialized. These changes will allow either the fee
or the feerate to be passed in a COutput constructor. If either are
provided, fee and effective_value are calculated and set in the
constructor. As a result, AvailableCoins also needs to be passed the
feerate when utxos are being spent. When balance is calculated or the
coins are being listed and feerate is neither available nor required,
AvailableCoinsListUnspent is used instead, which runs AvailableCoins
while providing the default value for feerate. Unit tests for the
calculation of effective value have also been added.
049003fe68 coinselection: Remove COutput operators == and != (Andrew Chow)
f6c39c6adb coinselection: Remove CInputCoin (Andrew Chow)
70f31f1a81 coinselection: Use COutput instead of CInputCoin (Andrew Chow)
14fbb57b79 coinselection: Add effective value and fees to COutput (Andrew Chow)
f0821230b8 moveonly: move COutput to coinselection.h (Andrew Chow)
42e974e15c wallet: Remove CWallet and CWalletTx from COutput's constructor (Andrew Chow)
14d04d5ad1 wallet: Replace CWalletTx in COutput with COutPoint and CTxOut (Andrew Chow)
0ba4d1916e wallet: Provide input bytes to COutput (Andrew Chow)
d51f27d3bb wallet: Store whether a COutput is from the wallet (Andrew Chow)
b799814bbd wallet: Store tx time in COutput (Andrew Chow)
46022953ee wallet: Remove use_max_sig default value (Andrew Chow)
10379f007f scripted-diff: Rename COutput member variables (Andrew Chow)
c7c64db41e wallet: cleanup COutput constructor (Andrew Chow)
Pull request description:
While working on coin selection code, it occurred to me that `CInputCoin` is really a subset of `COutput` and the conversion of a `COutput` to a `CInputCoin` does not appear to be all that useful. So this PR adds fields that are present in `CInputCoin` to `COutput` and replaces the usage of `CInputCoin` with `COutput`.
`COutput` is also moved to coinselection.h. As part of this move, the usage of `CWalletTx` is removed from `COutput`. It is instead replaced by storing a `COutPoint` and the `CTxOut` rather than the entire `CWalletTx` as coin selection does not really need the full `CWalletTx`. The `CWalletTx` was only used for figuring out whether the transaction containing the output was from the current wallet, and for the transaction's time. These are now parameters to `COutput`'s constructor.
ACKs for top commit:
ryanofsky:
Code review ACK 049003fe68, just adding comments and removing == operators since last review
w0xlt:
reACK 049003f
Xekyo:
reACK 049003fe68
Tree-SHA512: 048b4cd620a0415e1d9fe8597257ee4bc64656566e1d28a9bdd147d6d72dc87c3f34a3339fa9ab6acf42c388df7901fc4ee900ccaabc3de790ffad162b544c15
fa7deaa046 wallet: Pass FastRandomContext& to coin selection (MarcoFalke)
77773b061c wallet: Pass FastRandomContext& to DiscourageFeeSniping (MarcoFalke)
Pull request description:
Passing around a single randomness context shouldn't come with any downsides, but documents better where randomness is used and allows the unit test to be deterministic, if they wish to be so.
ACKs for top commit:
achow101:
ACK fa7deaa046
promag:
Code review ACK fa7deaa046.
glozow:
light code review ACK fa7deaa046
Tree-SHA512: c16287708cc82ce58311710595d0127af42fb156c93fbcaa5bde634ce323d325f4d8c99a74af24423ab22b5ad58163dd771e8b1a0e7d6bff39c9fb2a1cb21bc7
9d2005285c doc: Revise comments and whitespace to clarify (Ben Woosley)
def43a4d88 refactor: Rename i to curr_try in SelectCoinsBnB (Ben Woosley)
1dd0923677 refactor: Track BnB selection by index (Ben Woosley)
Pull request description:
This is prompted by #13167 and presented as a friendly alternative to it.
IMO you can improve code readability and performance by about 20% by tracking the selected utxos by index, rather than by position. This reduces the storage access complexity from roughly O(utxo_size) to O(selection_size).
On my machine (median of 5 trials):
```
BnBExhaustion, 5, 650, 2.2564, 0.000672999, 0.000711565, 0.000693112 - master
BnBExhaustion, 5, 650, 1.76232, 0.000528563, 0.000568806, 0.000539147 - this PR
```
ACKs for top commit:
achow101:
reACK 9d2005285c
glozow:
code review ACK 9d2005285c
Xekyo:
reACK 9d2005285c
Tree-SHA512: 453ea11ad58c48928dc76956e3e98916f6924e95510eb02fe89a899ff102fe9cc08a04d557f381ad0218a210275e5383101d971c1ffad38b06b1c57d81144315
This is a performance optimization - rather than track all visited values
in a bool vector, track the selected index in a vector. This results in a
complexity reduction of O(utxo_size) to O(selection_size).
These two implementations of waste calculation should never deviate.
Still keep the SelectCoinsBnB internal calculation because incremental
calculate-as-you-go is much more performant than calling
GetSelectionWaste() over and over again.
05300c1439 Use SelectionResult in SelectCoins (Andrew Chow)
9d9b101d20 Use SelectionResult in AttemptSelection (Andrew Chow)
bb50850a44 Use SelectionResult for waste calculation (Andrew Chow)
e8f7ae5eb3 Make an OutputGroup for preset inputs (Andrew Chow)
51a9c00b4d Return SelectionResult from SelectCoinsSRD (Andrew Chow)
0ef6184575 Return SelectionResult from KnapsackSolver (Andrew Chow)
60d2ca72e3 Return SelectionResult from SelectCoinsBnB (Andrew Chow)
a339add471 Make member variables of SelectionResult private (Andrew Chow)
cbf0b9f4ff scripted-diff: Use SelectionResult in coin selector tests (Andrew Chow)
9d1d86da04 Introduce SelectionResult struct (Andrew Chow)
94d851d28c Fix bnb_search_test to use set equivalence for (Andrew Chow)
Pull request description:
Instead of returning a set of selected coins and their total value as separate items, encapsulate both of these, and other variables, into a new `SelectionResult` struct. This allows us to have all of the things relevant to a coin selection solution be in a single object. `SelectionResult` enables us to implement the waste calculation in a cleaner way.
All of the coin selection functions (`SelectCoinsBnB`, `KnapsackSolver`, `AttemptSelection`, and `SelectCoins`) are changed to use a `SelectionResult` as the output parameter.
Based on #22009
ACKs for top commit:
laanwj:
Code review ACK 05300c1439
Tree-SHA512: e4dbb4d78a6cda9c237d230b19e7265591efac5a101a64e6970f0654e2c4f93d13bb5d07b98e8c7b8d37321753dbfc94c28c3a7810cb1c59b5bc29b08a8493ef
Introduces a SelectionResult struct which contains the set of selected
inputs and the total transaction fee for the transaction. This will be
used by the various SelectCoins* functions. Additionally helpers are
provided to compute the total input value and result comparisons.
