/root/bitcoin/src/wallet/test/fuzz/coinselection.cpp
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1 | | // Copyright (c) 2022 The Bitcoin Core developers |
2 | | // Distributed under the MIT software license, see the accompanying |
3 | | // file COPYING or http://www.opensource.org/licenses/mit-license.php. |
4 | | |
5 | | #include <policy/feerate.h> |
6 | | #include <policy/policy.h> |
7 | | #include <primitives/transaction.h> |
8 | | #include <test/fuzz/FuzzedDataProvider.h> |
9 | | #include <test/fuzz/fuzz.h> |
10 | | #include <test/fuzz/util.h> |
11 | | #include <test/util/setup_common.h> |
12 | | #include <wallet/coinselection.h> |
13 | | |
14 | | #include <numeric> |
15 | | #include <vector> |
16 | | |
17 | | namespace wallet { |
18 | | |
19 | | static void AddCoin(const CAmount& value, int n_input, int n_input_bytes, int locktime, std::vector<COutput>& coins, CFeeRate fee_rate) |
20 | 0 | { |
21 | 0 | CMutableTransaction tx; |
22 | 0 | tx.vout.resize(n_input + 1); |
23 | 0 | tx.vout[n_input].nValue = value; |
24 | 0 | tx.nLockTime = locktime; // all transactions get different hashes |
25 | 0 | coins.emplace_back(COutPoint(tx.GetHash(), n_input), tx.vout.at(n_input), /*depth=*/0, n_input_bytes, /*spendable=*/true, /*solvable=*/true, /*safe=*/true, /*time=*/0, /*from_me=*/true, fee_rate); |
26 | 0 | } |
27 | | |
28 | | // Randomly distribute coins to instances of OutputGroup |
29 | | static void GroupCoins(FuzzedDataProvider& fuzzed_data_provider, const std::vector<COutput>& coins, const CoinSelectionParams& coin_params, bool positive_only, std::vector<OutputGroup>& output_groups) |
30 | 0 | { |
31 | 0 | auto output_group = OutputGroup(coin_params); |
32 | 0 | bool valid_outputgroup{false}; |
33 | 0 | for (auto& coin : coins) { |
34 | 0 | if (!positive_only || (positive_only && coin.GetEffectiveValue() > 0)) { |
35 | 0 | output_group.Insert(std::make_shared<COutput>(coin), /*ancestors=*/0, /*descendants=*/0); |
36 | 0 | } |
37 | | // If positive_only was specified, nothing was inserted, leading to an empty output group |
38 | | // that would be invalid for the BnB algorithm |
39 | 0 | valid_outputgroup = !positive_only || output_group.GetSelectionAmount() > 0; |
40 | 0 | if (valid_outputgroup && fuzzed_data_provider.ConsumeBool()) { |
41 | 0 | output_groups.push_back(output_group); |
42 | 0 | output_group = OutputGroup(coin_params); |
43 | 0 | valid_outputgroup = false; |
44 | 0 | } |
45 | 0 | } |
46 | 0 | if (valid_outputgroup) output_groups.push_back(output_group); |
47 | 0 | } |
48 | | |
49 | | static CAmount CreateCoins(FuzzedDataProvider& fuzzed_data_provider, std::vector<COutput>& utxo_pool, CoinSelectionParams& coin_params, int& next_locktime) |
50 | 0 | { |
51 | 0 | CAmount total_balance{0}; |
52 | 0 | LIMITED_WHILE(fuzzed_data_provider.ConsumeBool(), 10000) |
53 | 0 | { |
54 | 0 | const int n_input{fuzzed_data_provider.ConsumeIntegralInRange<int>(0, 10)}; |
55 | 0 | const int n_input_bytes{fuzzed_data_provider.ConsumeIntegralInRange<int>(41, 10000)}; |
56 | 0 | const CAmount amount{fuzzed_data_provider.ConsumeIntegralInRange<CAmount>(1, MAX_MONEY)}; |
57 | 0 | if (total_balance + amount >= MAX_MONEY) { |
58 | 0 | break; |
59 | 0 | } |
60 | 0 | AddCoin(amount, n_input, n_input_bytes, ++next_locktime, utxo_pool, coin_params.m_effective_feerate); |
61 | 0 | total_balance += amount; |
62 | 0 | } |
63 | |
|
64 | 0 | return total_balance; |
65 | 0 | } |
66 | | |
67 | | static SelectionResult ManualSelection(std::vector<COutput>& utxos, const CAmount& total_amount, const bool& subtract_fee_outputs) |
68 | 0 | { |
69 | 0 | SelectionResult result(total_amount, SelectionAlgorithm::MANUAL); |
70 | 0 | std::set<std::shared_ptr<COutput>> utxo_pool; |
71 | 0 | for (const auto& utxo : utxos) { |
72 | 0 | utxo_pool.insert(std::make_shared<COutput>(utxo)); |
73 | 0 | } |
74 | 0 | result.AddInputs(utxo_pool, subtract_fee_outputs); |
75 | 0 | return result; |
76 | 0 | } |
77 | | |
78 | | // Returns true if the result contains an error and the message is not empty |
79 | 0 | static bool HasErrorMsg(const util::Result<SelectionResult>& res) { return !util::ErrorString(res).empty(); } |
80 | | |
81 | | FUZZ_TARGET(coin_grinder) |
82 | 0 | { |
83 | 0 | FuzzedDataProvider fuzzed_data_provider{buffer.data(), buffer.size()}; |
84 | 0 | std::vector<COutput> utxo_pool; |
85 | |
|
86 | 0 | const CAmount target{fuzzed_data_provider.ConsumeIntegralInRange<CAmount>(1, MAX_MONEY)}; |
87 | |
|
88 | 0 | FastRandomContext fast_random_context{ConsumeUInt256(fuzzed_data_provider)}; |
89 | 0 | CoinSelectionParams coin_params{fast_random_context}; |
90 | 0 | coin_params.m_subtract_fee_outputs = fuzzed_data_provider.ConsumeBool(); |
91 | 0 | coin_params.m_long_term_feerate = CFeeRate{ConsumeMoney(fuzzed_data_provider, /*max=*/COIN)}; |
92 | 0 | coin_params.m_effective_feerate = CFeeRate{ConsumeMoney(fuzzed_data_provider, /*max=*/COIN)}; |
93 | 0 | coin_params.change_output_size = fuzzed_data_provider.ConsumeIntegralInRange<int>(10, 1000); |
94 | 0 | coin_params.change_spend_size = fuzzed_data_provider.ConsumeIntegralInRange<int>(10, 1000); |
95 | 0 | coin_params.m_cost_of_change= coin_params.m_effective_feerate.GetFee(coin_params.change_output_size) + coin_params.m_long_term_feerate.GetFee(coin_params.change_spend_size); |
96 | 0 | coin_params.m_change_fee = coin_params.m_effective_feerate.GetFee(coin_params.change_output_size); |
97 | | // For other results to be comparable to SRD, we must align the change_target with SRD’s hardcoded behavior |
98 | 0 | coin_params.m_min_change_target = CHANGE_LOWER + coin_params.m_change_fee; |
99 | | |
100 | | // Create some coins |
101 | 0 | CAmount total_balance{0}; |
102 | 0 | CAmount max_spendable{0}; |
103 | 0 | int next_locktime{0}; |
104 | 0 | LIMITED_WHILE(fuzzed_data_provider.ConsumeBool(), 10000) |
105 | 0 | { |
106 | 0 | const int n_input{fuzzed_data_provider.ConsumeIntegralInRange<int>(0, 10)}; |
107 | 0 | const int n_input_bytes{fuzzed_data_provider.ConsumeIntegralInRange<int>(41, 10000)}; |
108 | 0 | const CAmount amount{fuzzed_data_provider.ConsumeIntegralInRange<CAmount>(1, MAX_MONEY)}; |
109 | 0 | if (total_balance + amount >= MAX_MONEY) { |
110 | 0 | break; |
111 | 0 | } |
112 | 0 | AddCoin(amount, n_input, n_input_bytes, ++next_locktime, utxo_pool, coin_params.m_effective_feerate); |
113 | 0 | total_balance += amount; |
114 | 0 | CAmount eff_value = amount - coin_params.m_effective_feerate.GetFee(n_input_bytes); |
115 | 0 | max_spendable += eff_value; |
116 | 0 | } |
117 | |
|
118 | 0 | std::vector<OutputGroup> group_pos; |
119 | 0 | GroupCoins(fuzzed_data_provider, utxo_pool, coin_params, /*positive_only=*/true, group_pos); |
120 | | |
121 | | // Run coinselection algorithms |
122 | 0 | auto result_cg = CoinGrinder(group_pos, target, coin_params.m_min_change_target, MAX_STANDARD_TX_WEIGHT); |
123 | 0 | if (target + coin_params.m_min_change_target > max_spendable || HasErrorMsg(result_cg)) return; // We only need to compare algorithms if CoinGrinder has a solution |
124 | 0 | assert(result_cg); |
125 | 0 | if (!result_cg->GetAlgoCompleted()) return; // Bail out if CoinGrinder solution is not optimal |
126 | | |
127 | 0 | auto result_srd = SelectCoinsSRD(group_pos, target, coin_params.m_change_fee, fast_random_context, MAX_STANDARD_TX_WEIGHT); |
128 | 0 | if (result_srd && result_srd->GetChange(CHANGE_LOWER, coin_params.m_change_fee) > 0) { // exclude any srd solutions that don’t have change, err on excluding |
129 | 0 | assert(result_srd->GetWeight() >= result_cg->GetWeight()); |
130 | 0 | } |
131 | | |
132 | 0 | auto result_knapsack = KnapsackSolver(group_pos, target, coin_params.m_min_change_target, fast_random_context, MAX_STANDARD_TX_WEIGHT); |
133 | 0 | if (result_knapsack && result_knapsack->GetChange(CHANGE_LOWER, coin_params.m_change_fee) > 0) { // exclude any knapsack solutions that don’t have change, err on excluding |
134 | 0 | assert(result_knapsack->GetWeight() >= result_cg->GetWeight()); |
135 | 0 | } |
136 | 0 | } |
137 | | |
138 | | FUZZ_TARGET(coin_grinder_is_optimal) |
139 | 0 | { |
140 | 0 | FuzzedDataProvider fuzzed_data_provider{buffer.data(), buffer.size()}; |
141 | |
|
142 | 0 | FastRandomContext fast_random_context{ConsumeUInt256(fuzzed_data_provider)}; |
143 | 0 | CoinSelectionParams coin_params{fast_random_context}; |
144 | 0 | coin_params.m_subtract_fee_outputs = false; |
145 | | // Set effective feerate up to MAX_MONEY sats per 1'000'000 vB (2'100'000'000 sat/vB = 21'000 BTC/kvB). |
146 | 0 | coin_params.m_effective_feerate = CFeeRate{ConsumeMoney(fuzzed_data_provider, MAX_MONEY), 1'000'000}; |
147 | 0 | coin_params.m_min_change_target = ConsumeMoney(fuzzed_data_provider); |
148 | | |
149 | | // Create some coins |
150 | 0 | CAmount max_spendable{0}; |
151 | 0 | int next_locktime{0}; |
152 | 0 | static constexpr unsigned max_output_groups{16}; |
153 | 0 | std::vector<OutputGroup> group_pos; |
154 | 0 | LIMITED_WHILE(fuzzed_data_provider.ConsumeBool(), max_output_groups) |
155 | 0 | { |
156 | | // With maximum m_effective_feerate and n_input_bytes = 1'000'000, input_fee <= MAX_MONEY. |
157 | 0 | const int n_input_bytes{fuzzed_data_provider.ConsumeIntegralInRange<int>(1, 1'000'000)}; |
158 | | // Only make UTXOs with positive effective value |
159 | 0 | const CAmount input_fee = coin_params.m_effective_feerate.GetFee(n_input_bytes); |
160 | | // Ensure that each UTXO has at least an effective value of 1 sat |
161 | 0 | const CAmount eff_value{fuzzed_data_provider.ConsumeIntegralInRange<CAmount>(1, MAX_MONEY + group_pos.size() - max_spendable - max_output_groups)}; |
162 | 0 | const CAmount amount{eff_value + input_fee}; |
163 | 0 | std::vector<COutput> temp_utxo_pool; |
164 | |
|
165 | 0 | AddCoin(amount, /*n_input=*/0, n_input_bytes, ++next_locktime, temp_utxo_pool, coin_params.m_effective_feerate); |
166 | 0 | max_spendable += eff_value; |
167 | |
|
168 | 0 | auto output_group = OutputGroup(coin_params); |
169 | 0 | output_group.Insert(std::make_shared<COutput>(temp_utxo_pool.at(0)), /*ancestors=*/0, /*descendants=*/0); |
170 | 0 | group_pos.push_back(output_group); |
171 | 0 | } |
172 | 0 | size_t num_groups = group_pos.size(); |
173 | 0 | assert(num_groups <= max_output_groups); |
174 | | |
175 | | // Only choose targets below max_spendable |
176 | 0 | const CAmount target{fuzzed_data_provider.ConsumeIntegralInRange<CAmount>(1, std::max(CAmount{1}, max_spendable - coin_params.m_min_change_target))}; |
177 | | |
178 | | // Brute force optimal solution |
179 | 0 | CAmount best_amount{MAX_MONEY}; |
180 | 0 | int best_weight{std::numeric_limits<int>::max()}; |
181 | 0 | for (uint32_t pattern = 1; (pattern >> num_groups) == 0; ++pattern) { |
182 | 0 | CAmount subset_amount{0}; |
183 | 0 | int subset_weight{0}; |
184 | 0 | for (unsigned i = 0; i < num_groups; ++i) { |
185 | 0 | if ((pattern >> i) & 1) { |
186 | 0 | subset_amount += group_pos[i].GetSelectionAmount(); |
187 | 0 | subset_weight += group_pos[i].m_weight; |
188 | 0 | } |
189 | 0 | } |
190 | 0 | if ((subset_amount >= target + coin_params.m_min_change_target) && (subset_weight < best_weight || (subset_weight == best_weight && subset_amount < best_amount))) { |
191 | 0 | best_weight = subset_weight; |
192 | 0 | best_amount = subset_amount; |
193 | 0 | } |
194 | 0 | } |
195 | |
|
196 | 0 | if (best_weight < std::numeric_limits<int>::max()) { |
197 | | // Sufficient funds and acceptable weight: CoinGrinder should find at least one solution |
198 | 0 | int high_max_selection_weight = fuzzed_data_provider.ConsumeIntegralInRange<int>(best_weight, std::numeric_limits<int>::max()); |
199 | |
|
200 | 0 | auto result_cg = CoinGrinder(group_pos, target, coin_params.m_min_change_target, high_max_selection_weight); |
201 | 0 | assert(result_cg); |
202 | 0 | assert(result_cg->GetWeight() <= high_max_selection_weight); |
203 | 0 | assert(result_cg->GetSelectedEffectiveValue() >= target + coin_params.m_min_change_target); |
204 | 0 | assert(best_weight < result_cg->GetWeight() || (best_weight == result_cg->GetWeight() && best_amount <= result_cg->GetSelectedEffectiveValue())); |
205 | 0 | if (result_cg->GetAlgoCompleted()) { |
206 | | // If CoinGrinder exhausted the search space, it must return the optimal solution |
207 | 0 | assert(best_weight == result_cg->GetWeight()); |
208 | 0 | assert(best_amount == result_cg->GetSelectedEffectiveValue()); |
209 | 0 | } |
210 | 0 | } |
211 | | |
212 | | // CoinGrinder cannot ever find a better solution than the brute-forced best, or there is none in the first place |
213 | 0 | int low_max_selection_weight = fuzzed_data_provider.ConsumeIntegralInRange<int>(0, best_weight - 1); |
214 | 0 | auto result_cg = CoinGrinder(group_pos, target, coin_params.m_min_change_target, low_max_selection_weight); |
215 | | // Max_weight should have been exceeded, or there were insufficient funds |
216 | 0 | assert(!result_cg); |
217 | 0 | } |
218 | | |
219 | | FUZZ_TARGET(coinselection) |
220 | 0 | { |
221 | 0 | FuzzedDataProvider fuzzed_data_provider{buffer.data(), buffer.size()}; |
222 | 0 | std::vector<COutput> utxo_pool; |
223 | |
|
224 | 0 | const CFeeRate long_term_fee_rate{ConsumeMoney(fuzzed_data_provider, /*max=*/COIN)}; |
225 | 0 | const CFeeRate effective_fee_rate{ConsumeMoney(fuzzed_data_provider, /*max=*/COIN)}; |
226 | | // Discard feerate must be at least dust relay feerate |
227 | 0 | const CFeeRate discard_fee_rate{fuzzed_data_provider.ConsumeIntegralInRange<CAmount>(DUST_RELAY_TX_FEE, COIN)}; |
228 | 0 | const CAmount target{fuzzed_data_provider.ConsumeIntegralInRange<CAmount>(1, MAX_MONEY)}; |
229 | 0 | const bool subtract_fee_outputs{fuzzed_data_provider.ConsumeBool()}; |
230 | |
|
231 | 0 | FastRandomContext fast_random_context{ConsumeUInt256(fuzzed_data_provider)}; |
232 | 0 | CoinSelectionParams coin_params{fast_random_context}; |
233 | 0 | coin_params.m_subtract_fee_outputs = subtract_fee_outputs; |
234 | 0 | coin_params.m_long_term_feerate = long_term_fee_rate; |
235 | 0 | coin_params.m_effective_feerate = effective_fee_rate; |
236 | 0 | coin_params.change_output_size = fuzzed_data_provider.ConsumeIntegralInRange(1, MAX_SCRIPT_SIZE); |
237 | 0 | coin_params.m_change_fee = effective_fee_rate.GetFee(coin_params.change_output_size); |
238 | 0 | coin_params.m_discard_feerate = discard_fee_rate; |
239 | 0 | coin_params.change_spend_size = fuzzed_data_provider.ConsumeIntegralInRange<int>(41, 1000); |
240 | 0 | const auto change_spend_fee{coin_params.m_discard_feerate.GetFee(coin_params.change_spend_size)}; |
241 | 0 | coin_params.m_cost_of_change = coin_params.m_change_fee + change_spend_fee; |
242 | 0 | CScript change_out_script = CScript() << std::vector<unsigned char>(coin_params.change_output_size, OP_TRUE); |
243 | 0 | const auto dust{GetDustThreshold(CTxOut{/*nValueIn=*/0, change_out_script}, coin_params.m_discard_feerate)}; |
244 | 0 | coin_params.min_viable_change = std::max(change_spend_fee + 1, dust); |
245 | |
|
246 | 0 | int next_locktime{0}; |
247 | 0 | CAmount total_balance{CreateCoins(fuzzed_data_provider, utxo_pool, coin_params, next_locktime)}; |
248 | |
|
249 | 0 | std::vector<OutputGroup> group_pos; |
250 | 0 | GroupCoins(fuzzed_data_provider, utxo_pool, coin_params, /*positive_only=*/true, group_pos); |
251 | 0 | std::vector<OutputGroup> group_all; |
252 | 0 | GroupCoins(fuzzed_data_provider, utxo_pool, coin_params, /*positive_only=*/false, group_all); |
253 | |
|
254 | 0 | for (const OutputGroup& group : group_all) { |
255 | 0 | const CoinEligibilityFilter filter{fuzzed_data_provider.ConsumeIntegral<int>(), fuzzed_data_provider.ConsumeIntegral<int>(), fuzzed_data_provider.ConsumeIntegral<uint64_t>()}; |
256 | 0 | (void)group.EligibleForSpending(filter); |
257 | 0 | } |
258 | |
|
259 | 0 | int max_selection_weight = fuzzed_data_provider.ConsumeIntegralInRange<int>(0, std::numeric_limits<int>::max()); |
260 | | |
261 | | // Run coinselection algorithms |
262 | 0 | auto result_bnb = coin_params.m_subtract_fee_outputs ? util::Error{Untranslated("BnB disabled when SFFO is enabled")} : |
263 | 0 | SelectCoinsBnB(group_pos, target, coin_params.m_cost_of_change, max_selection_weight); |
264 | 0 | if (result_bnb) { |
265 | 0 | assert(result_bnb->GetChange(coin_params.min_viable_change, coin_params.m_change_fee) == 0); |
266 | 0 | assert(result_bnb->GetSelectedValue() >= target); |
267 | 0 | assert(result_bnb->GetWeight() <= max_selection_weight); |
268 | 0 | (void)result_bnb->GetShuffledInputVector(); |
269 | 0 | (void)result_bnb->GetInputSet(); |
270 | 0 | } |
271 | | |
272 | 0 | auto result_srd = SelectCoinsSRD(group_pos, target, coin_params.m_change_fee, fast_random_context, max_selection_weight); |
273 | 0 | if (result_srd) { |
274 | 0 | assert(result_srd->GetSelectedValue() >= target); |
275 | 0 | assert(result_srd->GetChange(CHANGE_LOWER, coin_params.m_change_fee) > 0); // Demonstrate that SRD creates change of at least CHANGE_LOWER |
276 | 0 | assert(result_srd->GetWeight() <= max_selection_weight); |
277 | 0 | result_srd->RecalculateWaste(coin_params.min_viable_change, coin_params.m_cost_of_change, coin_params.m_change_fee); |
278 | 0 | (void)result_srd->GetShuffledInputVector(); |
279 | 0 | (void)result_srd->GetInputSet(); |
280 | 0 | } |
281 | | |
282 | 0 | CAmount change_target{GenerateChangeTarget(target, coin_params.m_change_fee, fast_random_context)}; |
283 | 0 | auto result_knapsack = KnapsackSolver(group_all, target, change_target, fast_random_context, max_selection_weight); |
284 | 0 | if (result_knapsack) { |
285 | 0 | assert(result_knapsack->GetSelectedValue() >= target); |
286 | 0 | assert(result_knapsack->GetWeight() <= max_selection_weight); |
287 | 0 | result_knapsack->RecalculateWaste(coin_params.min_viable_change, coin_params.m_cost_of_change, coin_params.m_change_fee); |
288 | 0 | (void)result_knapsack->GetShuffledInputVector(); |
289 | 0 | (void)result_knapsack->GetInputSet(); |
290 | 0 | } |
291 | | |
292 | | // If the total balance is sufficient for the target and we are not using |
293 | | // effective values, Knapsack should always find a solution (unless the selection exceeded the max tx weight). |
294 | 0 | if (total_balance >= target && subtract_fee_outputs && !HasErrorMsg(result_knapsack)) { |
295 | 0 | assert(result_knapsack); |
296 | 0 | } |
297 | | |
298 | 0 | std::vector<COutput> utxos; |
299 | 0 | std::vector<util::Result<SelectionResult>> results; |
300 | 0 | results.emplace_back(std::move(result_srd)); |
301 | 0 | results.emplace_back(std::move(result_knapsack)); |
302 | 0 | results.emplace_back(std::move(result_bnb)); |
303 | 0 | CAmount new_total_balance{CreateCoins(fuzzed_data_provider, utxos, coin_params, next_locktime)}; |
304 | 0 | if (new_total_balance > 0) { |
305 | 0 | std::set<std::shared_ptr<COutput>> new_utxo_pool; |
306 | 0 | for (const auto& utxo : utxos) { |
307 | 0 | new_utxo_pool.insert(std::make_shared<COutput>(utxo)); |
308 | 0 | } |
309 | 0 | for (auto& result : results) { |
310 | 0 | if (!result) continue; |
311 | 0 | const auto weight{result->GetWeight()}; |
312 | 0 | result->AddInputs(new_utxo_pool, subtract_fee_outputs); |
313 | 0 | assert(result->GetWeight() > weight); |
314 | 0 | } |
315 | 0 | } |
316 | | |
317 | 0 | std::vector<COutput> manual_inputs; |
318 | 0 | CAmount manual_balance{CreateCoins(fuzzed_data_provider, manual_inputs, coin_params, next_locktime)}; |
319 | 0 | if (manual_balance == 0) return; |
320 | 0 | auto manual_selection{ManualSelection(manual_inputs, manual_balance, coin_params.m_subtract_fee_outputs)}; |
321 | 0 | for (auto& result : results) { |
322 | 0 | if (!result) continue; |
323 | 0 | const CAmount old_target{result->GetTarget()}; |
324 | 0 | const std::set<std::shared_ptr<COutput>> input_set{result->GetInputSet()}; |
325 | 0 | const int old_weight{result->GetWeight()}; |
326 | 0 | result->Merge(manual_selection); |
327 | 0 | assert(result->GetInputSet().size() == input_set.size() + manual_inputs.size()); |
328 | 0 | assert(result->GetTarget() == old_target + manual_selection.GetTarget()); |
329 | 0 | assert(result->GetWeight() == old_weight + manual_selection.GetWeight()); |
330 | 0 | } |
331 | 0 | } |
332 | | |
333 | | } // namespace wallet |