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Merge bitcoin#28994: wallet: skip BnB when SFFO is enabled
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576bee8 fuzz: disable BnB when SFFO is enabled (furszy)
05e5ff1 test: add coverage for BnB-SFFO restriction (furszy)
0c57557 wallet: create tx, log resulting coin selection info (furszy)
5cea25b wallet: skip BnB when SFFO is active (Murch)

Pull request description:

  Solves bitcoin#28918. Coming from bitcoin#28918 (comment) discussion.

  The intention is to decouple only the bugfix relevant commits from bitcoin#28985, allowing them to be included in the 26.x release. This way, we can avoid disabling the coin selection fuzzing test for an entire release.

  Note:
  Have introduced few changes to the bug fix commit so that the unit tests pass without the additional burden introduced in bitcoin#28985.

ACKs for top commit:
  josibake:
    ACK bitcoin@576bee8
  murchandamus:
    ACK bitcoin@576bee8
  achow101:
    ACK 576bee8

Tree-SHA512: f5d90eb3f3f524265afe4719495c9bf30f98b9af26cf039f7df5a7db977abae72caa7a3478cdd0ab10cd143bc1662e8fc5286b5bc10fc10f0dd582a45b45c31a
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@achow101
achow101 committed Dec 12, 2023
2 parents a7484be + 576bee8 commit d646ca3
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Showing 3 changed files with 69 additions and 20 deletions.
10 changes: 7 additions & 3 deletions src/wallet/spend.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -694,9 +694,12 @@ util::Result<SelectionResult> ChooseSelectionResult(interfaces::Chain& chain, co
// Maximum allowed weight
int max_inputs_weight = MAX_STANDARD_TX_WEIGHT - (coin_selection_params.tx_noinputs_size * WITNESS_SCALE_FACTOR);

if (auto bnb_result{SelectCoinsBnB(groups.positive_group, nTargetValue, coin_selection_params.m_cost_of_change, max_inputs_weight)}) {
results.push_back(*bnb_result);
} else append_error(bnb_result);
// SFFO frequently causes issues in the context of changeless input sets: skip BnB when SFFO is active
if (!coin_selection_params.m_subtract_fee_outputs) {
if (auto bnb_result{SelectCoinsBnB(groups.positive_group, nTargetValue, coin_selection_params.m_cost_of_change, max_inputs_weight)}) {
results.push_back(*bnb_result);
} else append_error(bnb_result);
}

// As Knapsack and SRD can create change, also deduce change weight.
max_inputs_weight -= (coin_selection_params.change_output_size * WITNESS_SCALE_FACTOR);
Expand Down Expand Up @@ -1302,6 +1305,7 @@ static util::Result<CreatedTransactionResult> CreateTransactionInternal(
// accidental reuse.
reservedest.KeepDestination();

wallet.WalletLogPrintf("Coin Selection: Algorithm:%s, Waste Metric Score:%d\n", GetAlgorithmName(result.GetAlgo()), result.GetWaste());
wallet.WalletLogPrintf("Fee Calculation: Fee:%d Bytes:%u Tgt:%d (requested %d) Reason:\"%s\" Decay %.5f: Estimation: (%g - %g) %.2f%% %.1f/(%.1f %d mem %.1f out) Fail: (%g - %g) %.2f%% %.1f/(%.1f %d mem %.1f out)\n",
current_fee, nBytes, feeCalc.returnedTarget, feeCalc.desiredTarget, StringForFeeReason(feeCalc.reason), feeCalc.est.decay,
feeCalc.est.pass.start, feeCalc.est.pass.end,
Expand Down
76 changes: 60 additions & 16 deletions src/wallet/test/coinselector_tests.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -320,7 +320,6 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
coin_selection_params_bnb.m_change_fee = coin_selection_params_bnb.m_effective_feerate.GetFee(coin_selection_params_bnb.change_output_size);
coin_selection_params_bnb.m_cost_of_change = coin_selection_params_bnb.m_effective_feerate.GetFee(coin_selection_params_bnb.change_spend_size) + coin_selection_params_bnb.m_change_fee;
coin_selection_params_bnb.min_viable_change = coin_selection_params_bnb.m_effective_feerate.GetFee(coin_selection_params_bnb.change_spend_size);
coin_selection_params_bnb.m_subtract_fee_outputs = true;

{
std::unique_ptr<CWallet> wallet = NewWallet(m_node);
Expand All @@ -345,6 +344,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)

CoinsResult available_coins;

coin_selection_params_bnb.m_effective_feerate = CFeeRate(0);
add_coin(available_coins, *wallet, 5 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
add_coin(available_coins, *wallet, 3 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
add_coin(available_coins, *wallet, 2 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
Expand All @@ -355,7 +355,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
PreSelectedInputs selected_input;
selected_input.Insert(select_coin, coin_selection_params_bnb.m_subtract_fee_outputs);
available_coins.Erase({available_coins.coins[OutputType::BECH32].begin()->outpoint});
coin_selection_params_bnb.m_effective_feerate = CFeeRate(0);

LOCK(wallet->cs_wallet);
const auto result10 = SelectCoins(*wallet, available_coins, selected_input, 10 * CENT, coin_control, coin_selection_params_bnb);
BOOST_CHECK(result10);
Expand All @@ -370,12 +370,14 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
coin_selection_params_bnb.m_effective_feerate = CFeeRate(5000);
coin_selection_params_bnb.m_long_term_feerate = CFeeRate(3000);

add_coin(available_coins, *wallet, 10 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
add_coin(available_coins, *wallet, 9 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
add_coin(available_coins, *wallet, 1 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
// Add selectable outputs, increasing their raw amounts by their input fee to make the effective value equal to the raw amount
CAmount input_fee = coin_selection_params_bnb.m_effective_feerate.GetFee(/*num_bytes=*/68); // bech32 input size (default test output type)
add_coin(available_coins, *wallet, 10 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
add_coin(available_coins, *wallet, 9 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
add_coin(available_coins, *wallet, 1 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);

expected_result.Clear();
add_coin(10 * CENT, 2, expected_result);
add_coin(10 * CENT + input_fee, 2, expected_result);
CCoinControl coin_control;
const auto result11 = SelectCoins(*wallet, available_coins, /*pre_set_inputs=*/{}, 10 * CENT, coin_control, coin_selection_params_bnb);
BOOST_CHECK(EquivalentResult(expected_result, *result11));
Expand All @@ -385,13 +387,15 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
coin_selection_params_bnb.m_effective_feerate = CFeeRate(3000);
coin_selection_params_bnb.m_long_term_feerate = CFeeRate(5000);

add_coin(available_coins, *wallet, 10 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
add_coin(available_coins, *wallet, 9 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
add_coin(available_coins, *wallet, 1 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
// Add selectable outputs, increasing their raw amounts by their input fee to make the effective value equal to the raw amount
input_fee = coin_selection_params_bnb.m_effective_feerate.GetFee(/*num_bytes=*/68); // bech32 input size (default test output type)
add_coin(available_coins, *wallet, 10 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
add_coin(available_coins, *wallet, 9 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
add_coin(available_coins, *wallet, 1 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);

expected_result.Clear();
add_coin(9 * CENT, 2, expected_result);
add_coin(1 * CENT, 2, expected_result);
add_coin(9 * CENT + input_fee, 2, expected_result);
add_coin(1 * CENT + input_fee, 2, expected_result);
const auto result12 = SelectCoins(*wallet, available_coins, /*pre_set_inputs=*/{}, 10 * CENT, coin_control, coin_selection_params_bnb);
BOOST_CHECK(EquivalentResult(expected_result, *result12));
available_coins.Clear();
Expand All @@ -400,13 +404,15 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
coin_selection_params_bnb.m_effective_feerate = CFeeRate(5000);
coin_selection_params_bnb.m_long_term_feerate = CFeeRate(3000);

add_coin(available_coins, *wallet, 10 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
add_coin(available_coins, *wallet, 9 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
add_coin(available_coins, *wallet, 1 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
// Add selectable outputs, increasing their raw amounts by their input fee to make the effective value equal to the raw amount
input_fee = coin_selection_params_bnb.m_effective_feerate.GetFee(/*num_bytes=*/68); // bech32 input size (default test output type)
add_coin(available_coins, *wallet, 10 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
add_coin(available_coins, *wallet, 9 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
add_coin(available_coins, *wallet, 1 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);

expected_result.Clear();
add_coin(9 * CENT, 2, expected_result);
add_coin(1 * CENT, 2, expected_result);
add_coin(9 * CENT + input_fee, 2, expected_result);
add_coin(1 * CENT + input_fee, 2, expected_result);
coin_control.m_allow_other_inputs = true;
COutput select_coin = available_coins.All().at(1); // pre select 9 coin
coin_control.Select(select_coin.outpoint);
Expand Down Expand Up @@ -449,6 +455,44 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
}
}

BOOST_AUTO_TEST_CASE(bnb_sffo_restriction)
{
// Verify the coin selection process does not produce a BnB solution when SFFO is enabled.
// This is currently problematic because it could require a change output. And BnB is specialized on changeless solutions.
std::unique_ptr<CWallet> wallet = NewWallet(m_node);
WITH_LOCK(wallet->cs_wallet, wallet->SetLastBlockProcessed(300, uint256{})); // set a high block so internal UTXOs are selectable

FastRandomContext rand{};
CoinSelectionParams params{
rand,
/*change_output_size=*/ 31, // unused value, p2wpkh output size (wallet default change type)
/*change_spend_size=*/ 68, // unused value, p2wpkh input size (high-r signature)
/*min_change_target=*/ 0, // dummy, set later
/*effective_feerate=*/ CFeeRate(3000),
/*long_term_feerate=*/ CFeeRate(1000),
/*discard_feerate=*/ CFeeRate(1000),
/*tx_noinputs_size=*/ 0,
/*avoid_partial=*/ false,
};
params.m_subtract_fee_outputs = true;
params.m_change_fee = params.m_effective_feerate.GetFee(params.change_output_size);
params.m_cost_of_change = params.m_discard_feerate.GetFee(params.change_spend_size) + params.m_change_fee;
params.m_min_change_target = params.m_cost_of_change + 1;
// Add spendable coin at the BnB selection upper bound
CoinsResult available_coins;
add_coin(available_coins, *wallet, COIN + params.m_cost_of_change, /*feerate=*/params.m_effective_feerate, /*nAge=*/6, /*fIsFromMe=*/true, /*nInput=*/0, /*spendable=*/true);
add_coin(available_coins, *wallet, 0.5 * COIN + params.m_cost_of_change, /*feerate=*/params.m_effective_feerate, /*nAge=*/6, /*fIsFromMe=*/true, /*nInput=*/0, /*spendable=*/true);
add_coin(available_coins, *wallet, 0.5 * COIN, /*feerate=*/params.m_effective_feerate, /*nAge=*/6, /*fIsFromMe=*/true, /*nInput=*/0, /*spendable=*/true);
// Knapsack will only find a changeless solution on an exact match to the satoshi, SRD doesn’t look for changeless
// If BnB were run, it would produce a single input solution with the best waste score
auto result = WITH_LOCK(wallet->cs_wallet, return SelectCoins(*wallet, available_coins, /*pre_set_inputs=*/{}, COIN, /*coin_control=*/{}, params));
BOOST_CHECK(result.has_value());
BOOST_CHECK_NE(result->GetAlgo(), SelectionAlgorithm::BNB);
BOOST_CHECK(result->GetInputSet().size() == 2);
// We have only considered BnB, SRD, and Knapsack. Test needs to be reevaluated if new algo is added
BOOST_CHECK(result->GetAlgo() == SelectionAlgorithm::SRD || result->GetAlgo() == SelectionAlgorithm::KNAPSACK);
}

BOOST_AUTO_TEST_CASE(knapsack_solver_test)
{
FastRandomContext rand{};
Expand Down
3 changes: 2 additions & 1 deletion src/wallet/test/fuzz/coinselection.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -116,7 +116,8 @@ FUZZ_TARGET(coinselection)
}

// Run coinselection algorithms
auto result_bnb = SelectCoinsBnB(group_pos, target, coin_params.m_cost_of_change, MAX_STANDARD_TX_WEIGHT);
auto result_bnb = coin_params.m_subtract_fee_outputs ? util::Error{Untranslated("BnB disabled when SFFO is enabled")} :
SelectCoinsBnB(group_pos, target, coin_params.m_cost_of_change, MAX_STANDARD_TX_WEIGHT);
if (result_bnb) {
assert(result_bnb->GetChange(coin_params.m_cost_of_change, CAmount{0}) == 0);
assert(result_bnb->GetSelectedValue() >= target);
Expand Down

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