coin selection: BnB, don't return selection if exceeds max allowed tx weight

Author: furszy

src/bench/coin_selection.cpp

@@ -5,6 +5,7 @@
 #include <bench/bench.h>
 #include <interfaces/chain.h>
 #include <node/context.h>
+#include <policy/policy.h>
 #include <wallet/coinselection.h>
 #include <wallet/spend.h>
 #include <wallet/wallet.h>
@@ -115,7 +116,7 @@ static void BnBExhaustion(benchmark::Bench& bench)
     bench.run([&] {
         // Benchmark
         CAmount target = make_hard_case(17, utxo_pool);
-        SelectCoinsBnB(utxo_pool, target, 0); // Should exhaust
+        SelectCoinsBnB(utxo_pool, target, 0, MAX_STANDARD_TX_WEIGHT); // Should exhaust
 
         // Cleanup
         utxo_pool.clear();

src/wallet/coinselection.cpp

@@ -71,11 +71,13 @@ struct {
 
 static const size_t TOTAL_TRIES = 100000;
 
-util::Result<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change)
+util::Result<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change,
+                                             int max_weight)
 {
     SelectionResult result(selection_target, SelectionAlgorithm::BNB);
     CAmount curr_value = 0;
     std::vector<size_t> curr_selection; // selected utxo indexes
+    int curr_selection_weight = 0; // sum of selected utxo weight
 
     // Calculate curr_available_value
     CAmount curr_available_value = 0;
@@ -97,6 +99,7 @@ util::Result<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool
     CAmount best_waste = MAX_MONEY;
 
     bool is_feerate_high = utxo_pool.at(0).fee > utxo_pool.at(0).long_term_fee;
+    bool max_tx_weight_exceeded = false;
 
     // Depth First search loop for choosing the UTXOs
     for (size_t curr_try = 0, utxo_pool_index = 0; curr_try < TOTAL_TRIES; ++curr_try, ++utxo_pool_index) {
@@ -106,6 +109,9 @@ util::Result<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool
             curr_value > selection_target + cost_of_change || // Selected value is out of range, go back and try other branch
             (curr_waste > best_waste && is_feerate_high)) { // Don't select things which we know will be more wasteful if the waste is increasing
             backtrack = true;
+        } else if (curr_selection_weight > max_weight) { // Exceeding weight for standard tx, cannot find more solutions by adding more inputs
+            max_tx_weight_exceeded = true; // at least one selection attempt exceeded the max weight
+            backtrack = true;
         } else if (curr_value >= selection_target) {       // Selected value is within range
             curr_waste += (curr_value - selection_target); // This is the excess value which is added to the waste for the below comparison
             // Adding another UTXO after this check could bring the waste down if the long term fee is higher than the current fee.
@@ -135,6 +141,7 @@ util::Result<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool
             OutputGroup& utxo = utxo_pool.at(utxo_pool_index);
             curr_value -= utxo.GetSelectionAmount();
             curr_waste -= utxo.fee - utxo.long_term_fee;
+            curr_selection_weight -= utxo.m_weight;
             curr_selection.pop_back();
         } else { // Moving forwards, continuing down this branch
             OutputGroup& utxo = utxo_pool.at(utxo_pool_index);
@@ -154,13 +161,14 @@ util::Result<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool
                 curr_selection.push_back(utxo_pool_index);
                 curr_value += utxo.GetSelectionAmount();
                 curr_waste += utxo.fee - utxo.long_term_fee;
+                curr_selection_weight += utxo.m_weight;
             }
         }
     }
 
     // Check for solution
     if (best_selection.empty()) {
-        return util::Error();
+        return max_tx_weight_exceeded ? ErrorMaxWeightExceeded() : util::Error();
     }
 
     // Set output set

src/wallet/coinselection.h

@@ -409,7 +409,8 @@ struct SelectionResult
     int GetWeight() const { return m_weight; }
 };
 
-util::Result<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change);
+util::Result<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change,
+                                             int max_weight);
 
 /** Select coins by Single Random Draw. OutputGroups are selected randomly from the eligible
  * outputs until the target is satisfied

src/wallet/spend.cpp

@@ -566,7 +566,7 @@ util::Result<SelectionResult> ChooseSelectionResult(const CAmount& nTargetValue,
     // 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)}) {
+    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);
 

src/wallet/test/coinselector_tests.cpp

@@ -87,14 +87,20 @@ static void add_coin(CoinsResult& available_coins, CWallet& wallet, const CAmoun
     available_coins.Add(OutputType::BECH32, {COutPoint(wtx.GetHash(), nInput), txout, nAge, CalculateMaximumSignedInputSize(txout, &wallet, /*coin_control=*/nullptr), /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, wtx.GetTxTime(), fIsFromMe, feerate});
 }
 
-// Helper
+// Helpers
 std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, const CAmount& nTargetValue,
                                               CAmount change_target, FastRandomContext& rng)
 {
     auto res{KnapsackSolver(groups, nTargetValue, change_target, rng, MAX_STANDARD_TX_WEIGHT)};
     return res ? std::optional<SelectionResult>(*res) : std::nullopt;
 }
 
+std::optional<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change)
+{
+    auto res{SelectCoinsBnB(utxo_pool, selection_target, cost_of_change, MAX_STANDARD_TX_WEIGHT)};
+    return res ? std::optional<SelectionResult>(*res) : std::nullopt;
+}
+
 /** Check if SelectionResult a is equivalent to SelectionResult b.
  * Equivalent means same input values, but maybe different inputs (i.e. same value, different prevout) */
 static bool EquivalentResult(const SelectionResult& a, const SelectionResult& b)

src/wallet/test/fuzz/coinselection.cpp

@@ -88,7 +88,7 @@ FUZZ_TARGET(coinselection)
     GroupCoins(fuzzed_data_provider, utxo_pool, coin_params, /*positive_only=*/false, group_all);
 
     // Run coinselection algorithms
-    const auto result_bnb = SelectCoinsBnB(group_pos, target, cost_of_change);
+    const auto result_bnb = SelectCoinsBnB(group_pos, target, cost_of_change, MAX_STANDARD_TX_WEIGHT);
 
     auto result_srd = SelectCoinsSRD(group_pos, target, fast_random_context, MAX_STANDARD_TX_WEIGHT);
     if (result_srd) result_srd->ComputeAndSetWaste(cost_of_change, cost_of_change, 0);