Merge bitcoin/bitcoin#28366: Fix waste calculation in SelectionResult

achow101 · achow101 · commit 701b0cf2f33c · 2024-06-04T18:37:18.000-04:00
bd34dd8 Use `exact_target` shorthand in coinselector_tests (Murch) 7aa7e30 Fold GetSelectionWaste() into ComputeAndSetWaste() (Murch) Pull request description: PR #26152 moved waste calculation into SelectionResult to be able to correct the waste score on basis of the bump_fee_group_discount for overlapping ancestries. This left two functions with largely overlapping purpose, where one was simply a wrapper of the other. This PR cleans up the overlap, and fixes the double-meaning of `change_cost` where the `GetChange()` function assumed that no change was created when `change_cost` was set to 0. This behavior was exploited in a bunch of tests, but is problematic, because a `change_cost` of 0 is permitted with custom settings for feerate and discard_feerate (i.e. when they’re both 0). ACKs for top commit: achow101: ACK bd34dd8 furszy: Code ACK bd34dd8 ismaelsadeeq: Code Review ACK bd34dd8 Tree-SHA512: 83a2688d45d719dc61a64b5180fe136107faccf401a59df65245c05d701748a03e85ed56fde8c9b7ef39a3ab54374dd3718c559bda5b3f55dafedfd7fed25161
diff --git a/src/bench/coin_selection.cpp b/src/bench/coin_selection.cpp
@@ -71,15 +71,15 @@ static void CoinSelection(benchmark::Bench& bench)
         /*change_output_size=*/ 34,
         /*change_spend_size=*/ 148,
         /*min_change_target=*/ CHANGE_LOWER,
-        /*effective_feerate=*/ CFeeRate(0),
-        /*long_term_feerate=*/ CFeeRate(0),
-        /*discard_feerate=*/ CFeeRate(0),
+        /*effective_feerate=*/ CFeeRate(20'000),
+        /*long_term_feerate=*/ CFeeRate(10'000),
+        /*discard_feerate=*/ CFeeRate(3000),
         /*tx_noinputs_size=*/ 0,
         /*avoid_partial=*/ false,
     };
     auto group = wallet::GroupOutputs(wallet, available_coins, coin_selection_params, {{filter_standard}})[filter_standard];
     bench.run([&] {
-        auto result = AttemptSelection(wallet.chain(), 1003 * COIN, group, coin_selection_params, /*allow_mixed_output_types=*/true);
+        auto result = AttemptSelection(wallet.chain(), 1002.99 * COIN, group, coin_selection_params, /*allow_mixed_output_types=*/true);
         assert(result);
         assert(result->GetSelectedValue() == 1003 * COIN);
         assert(result->GetInputSet().size() == 2);
diff --git a/src/wallet/coinselection.cpp b/src/wallet/coinselection.cpp
@@ -194,7 +194,7 @@ util::Result<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool
     for (const size_t& i : best_selection) {
         result.AddInput(utxo_pool.at(i));
     }
-    result.ComputeAndSetWaste(cost_of_change, cost_of_change, CAmount{0});
+    result.RecalculateWaste(cost_of_change, cost_of_change, CAmount{0});
     assert(best_waste == result.GetWaste());
 
     return result;
@@ -792,35 +792,6 @@ void OutputGroupTypeMap::Push(const OutputGroup& group, OutputType type, bool in
     }
 }
 
-CAmount SelectionResult::GetSelectionWaste(CAmount change_cost, CAmount target, bool use_effective_value)
-{
-    // This function should not be called with empty inputs as that would mean the selection failed
-    assert(!m_selected_inputs.empty());
-
-    // Always consider the cost of spending an input now vs in the future.
-    CAmount waste = 0;
-    for (const auto& coin_ptr : m_selected_inputs) {
-        const COutput& coin = *coin_ptr;
-        waste += coin.GetFee() - coin.long_term_fee;
-    }
-    // Bump fee of whole selection may diverge from sum of individual bump fees
-    waste -= bump_fee_group_discount;
-
-    if (change_cost) {
-        // Consider the cost of making change and spending it in the future
-        // If we aren't making change, the caller should've set change_cost to 0
-        assert(change_cost > 0);
-        waste += change_cost;
-    } else {
-        // When we are not making change (change_cost == 0), consider the excess we are throwing away to fees
-        CAmount selected_effective_value = use_effective_value ? GetSelectedEffectiveValue() : GetSelectedValue();
-        assert(selected_effective_value >= target);
-        waste += selected_effective_value - target;
-    }
-
-    return waste;
-}
-
 CAmount GenerateChangeTarget(const CAmount payment_value, const CAmount change_fee, FastRandomContext& rng)
 {
     if (payment_value <= CHANGE_LOWER / 2) {
@@ -839,16 +810,32 @@ void SelectionResult::SetBumpFeeDiscount(const CAmount discount)
     bump_fee_group_discount = discount;
 }
 
-
-void SelectionResult::ComputeAndSetWaste(const CAmount min_viable_change, const CAmount change_cost, const CAmount change_fee)
+void SelectionResult::RecalculateWaste(const CAmount min_viable_change, const CAmount change_cost, const CAmount change_fee)
 {
-    const CAmount change = GetChange(min_viable_change, change_fee);
+    // This function should not be called with empty inputs as that would mean the selection failed
+    assert(!m_selected_inputs.empty());
+
+    // Always consider the cost of spending an input now vs in the future.
+    CAmount waste = 0;
+    for (const auto& coin_ptr : m_selected_inputs) {
+        const COutput& coin = *coin_ptr;
+        waste += coin.GetFee() - coin.long_term_fee;
+    }
+    // Bump fee of whole selection may diverge from sum of individual bump fees
+    waste -= bump_fee_group_discount;
 
-    if (change > 0) {
-        m_waste = GetSelectionWaste(change_cost, m_target, m_use_effective);
+    if (GetChange(min_viable_change, change_fee)) {
+        // if we have a minimum viable amount after deducting fees, account for
+        // cost of creating and spending change
+        waste += change_cost;
     } else {
-        m_waste = GetSelectionWaste(0, m_target, m_use_effective);
+        // When we are not making change (GetChange(…) == 0), consider the excess we are throwing away to fees
+        CAmount selected_effective_value = m_use_effective ? GetSelectedEffectiveValue() : GetSelectedValue();
+        assert(selected_effective_value >= m_target);
+        waste += selected_effective_value - m_target;
     }
+
+    m_waste = waste;
 }
 
 void SelectionResult::SetAlgoCompleted(bool algo_completed)
diff --git a/src/wallet/coinselection.h b/src/wallet/coinselection.h
@@ -350,22 +350,6 @@ struct SelectionResult
         }
     }
 
-    /** Compute the waste for this result given the cost of change
-     * and the opportunity cost of spending these inputs now vs in the future.
-     * If change exists, waste = change_cost + inputs * (effective_feerate - long_term_feerate)
-     * If no change, waste = excess + inputs * (effective_feerate - long_term_feerate)
-     * where excess = selected_effective_value - target
-     * change_cost = effective_feerate * change_output_size + long_term_feerate * change_spend_size
-     *
-     * @param[in] change_cost The cost of creating change and spending it in the future.
-     *                        Only used if there is change, in which case it must be positive.
-     *                        Must be 0 if there is no change.
-     * @param[in] target The amount targeted by the coin selection algorithm.
-     * @param[in] use_effective_value Whether to use the input's effective value (when true) or the real value (when false).
-     * @return The waste
-     */
-    [[nodiscard]] CAmount GetSelectionWaste(CAmount change_cost, CAmount target, bool use_effective_value = true);
-
 public:
     explicit SelectionResult(const CAmount target, SelectionAlgorithm algo)
         : m_target(target), m_algo(algo) {}
@@ -387,8 +371,19 @@ struct SelectionResult
     /** How much individual inputs overestimated the bump fees for shared ancestries */
     void SetBumpFeeDiscount(const CAmount discount);
 
-    /** Calculates and stores the waste for this selection via GetSelectionWaste */
-    void ComputeAndSetWaste(const CAmount min_viable_change, const CAmount change_cost, const CAmount change_fee);
+    /** Calculates and stores the waste for this result given the cost of change
+     * and the opportunity cost of spending these inputs now vs in the future.
+     * If change exists, waste = change_cost + inputs * (effective_feerate - long_term_feerate) - bump_fee_group_discount
+     * If no change, waste = excess + inputs * (effective_feerate - long_term_feerate) - bump_fee_group_discount
+     * where excess = selected_effective_value - target
+     * change_cost = effective_feerate * change_output_size + long_term_feerate * change_spend_size
+     *
+     * @param[in] min_viable_change The minimum amount necessary to make a change output economic
+     * @param[in] change_cost       The cost of creating a change output and spending it in the future. Only
+     *                              used if there is change, in which case it must be non-negative.
+     * @param[in] change_fee        The fee for creating a change output
+     */
+    void RecalculateWaste(const CAmount min_viable_change, const CAmount change_cost, const CAmount change_fee);
     [[nodiscard]] CAmount GetWaste() const;
 
     /** Tracks that algorithm was able to exhaustively search the entire combination space before hitting limit of tries */
diff --git a/src/wallet/spend.cpp b/src/wallet/spend.cpp
@@ -711,7 +711,7 @@ util::Result<SelectionResult> ChooseSelectionResult(interfaces::Chain& chain, co
 
     if (coin_selection_params.m_effective_feerate > CFeeRate{3 * coin_selection_params.m_long_term_feerate}) { // Minimize input set for feerates of at least 3×LTFRE (default: 30 ṩ/vB+)
         if (auto cg_result{CoinGrinder(groups.positive_group, nTargetValue, coin_selection_params.m_min_change_target, max_inputs_weight)}) {
-            cg_result->ComputeAndSetWaste(coin_selection_params.min_viable_change, coin_selection_params.m_cost_of_change, coin_selection_params.m_change_fee);
+            cg_result->RecalculateWaste(coin_selection_params.min_viable_change, coin_selection_params.m_cost_of_change, coin_selection_params.m_change_fee);
             results.push_back(*cg_result);
         } else {
             append_error(std::move(cg_result));
@@ -746,7 +746,7 @@ util::Result<SelectionResult> ChooseSelectionResult(interfaces::Chain& chain, co
         if (bump_fee_overestimate) {
             result.SetBumpFeeDiscount(bump_fee_overestimate);
         }
-        result.ComputeAndSetWaste(coin_selection_params.min_viable_change, coin_selection_params.m_cost_of_change, coin_selection_params.m_change_fee);
+        result.RecalculateWaste(coin_selection_params.min_viable_change, coin_selection_params.m_cost_of_change, coin_selection_params.m_change_fee);
     }
 
     // Choose the result with the least waste
@@ -771,7 +771,7 @@ util::Result<SelectionResult> SelectCoins(const CWallet& wallet, CoinsResult& av
     if (selection_target <= 0) {
         SelectionResult result(nTargetValue, SelectionAlgorithm::MANUAL);
         result.AddInputs(pre_set_inputs.coins, coin_selection_params.m_subtract_fee_outputs);
-        result.ComputeAndSetWaste(coin_selection_params.min_viable_change, coin_selection_params.m_cost_of_change, coin_selection_params.m_change_fee);
+        result.RecalculateWaste(coin_selection_params.min_viable_change, coin_selection_params.m_cost_of_change, coin_selection_params.m_change_fee);
         return result;
     }
 
@@ -792,7 +792,7 @@ util::Result<SelectionResult> SelectCoins(const CWallet& wallet, CoinsResult& av
         SelectionResult preselected(pre_set_inputs.total_amount, SelectionAlgorithm::MANUAL);
         preselected.AddInputs(pre_set_inputs.coins, coin_selection_params.m_subtract_fee_outputs);
         op_selection_result->Merge(preselected);
-        op_selection_result->ComputeAndSetWaste(coin_selection_params.min_viable_change,
+        op_selection_result->RecalculateWaste(coin_selection_params.min_viable_change,
                                                 coin_selection_params.m_cost_of_change,
                                                 coin_selection_params.m_change_fee);
     }
diff --git a/src/wallet/test/coinselector_tests.cpp b/src/wallet/test/coinselector_tests.cpp
diff --git a/src/wallet/test/fuzz/coinselection.cpp b/src/wallet/test/fuzz/coinselection.cpp
