Roll static tx fees into nValueToSelect instead of having it be separate

The fees for transaction overhead and recipient outputs are now included
in nTargetValue instead of being a separate parameter. For the coin
selection algorithms, it doesn't matter that these are separate as in
either case, the algorithm needs to select enough to cover these fees.

Note that setting nValueToSelect is changed as it now includes
not_input_fees. Without the change to how nValueToSelect is increased
for KnapsackSolver, this would result in overpaying fees. The change to
increase by the difference between nFeeRet and not_input_fees allows
this to have the same behavior as previously.

Additionally, because we assume that KnapsackSolver will always find a
solution that requires change (we assume that BnB always finds a
non-change solution), we also include the fee for the change output in
KnapsackSolver's target. As part of this, we also use the changeless
nFeeRet when iterating for KnapsackSolver. This is because we include
the change fee when doing KnapsackSolver, so nFeeRet on further
iterations won't include the change fee.

Author: achow101

src/bench/coin_selection.cpp

@@ -101,12 +101,11 @@ static void BnBExhaustion(benchmark::Bench& bench)
     std::vector<OutputGroup> utxo_pool;
     CoinSet selection;
     CAmount value_ret = 0;
-    CAmount not_input_fees = 0;
 
     bench.run([&] {
         // Benchmark
         CAmount target = make_hard_case(17, utxo_pool);
-        SelectCoinsBnB(utxo_pool, target, 0, selection, value_ret, not_input_fees); // Should exhaust
+        SelectCoinsBnB(utxo_pool, target, 0, selection, value_ret); // Should exhaust
 
         // Cleanup
         utxo_pool.clear();

src/wallet/coinselection.cpp

@@ -49,28 +49,25 @@ struct {
  * @param const std::vector<CInputCoin>& utxo_pool The set of UTXOs that we are choosing from.
  *        These UTXOs will be sorted in descending order by effective value and the CInputCoins'
  *        values are their effective values.
- * @param const CAmount& target_value This is the value that we want to select. It is the lower
+ * @param const CAmount& selection_target This is the value that we want to select. It is the lower
  *        bound of the range.
  * @param const CAmount& cost_of_change This is the cost of creating and spending a change output.
- *        This plus target_value is the upper bound of the range.
+ *        This plus selection_target is the upper bound of the range.
  * @param std::set<CInputCoin>& out_set -> This is an output parameter for the set of CInputCoins
  *        that have been selected.
  * @param CAmount& value_ret -> This is an output parameter for the total value of the CInputCoins
  *        that were selected.
- * @param CAmount not_input_fees -> The fees that need to be paid for the outputs and fixed size
- *        overhead (version, locktime, marker and flag)
  */
 
 static const size_t TOTAL_TRIES = 100000;
 
-bool SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& target_value, const CAmount& cost_of_change, std::set<CInputCoin>& out_set, CAmount& value_ret, CAmount not_input_fees)
+bool SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change, std::set<CInputCoin>& out_set, CAmount& value_ret)
 {
     out_set.clear();
     CAmount curr_value = 0;
 
     std::vector<bool> curr_selection; // select the utxo at this index
     curr_selection.reserve(utxo_pool.size());
-    CAmount selection_target = not_input_fees + target_value;
 
     // Calculate curr_available_value
     CAmount curr_available_value = 0;

src/wallet/coinselection.h

@@ -120,7 +120,7 @@ struct OutputGroup
     bool EligibleForSpending(const CoinEligibilityFilter& eligibility_filter) const;
 };
 
-bool SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& target_value, const CAmount& cost_of_change, std::set<CInputCoin>& out_set, CAmount& value_ret, CAmount not_input_fees);
+bool SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change, std::set<CInputCoin>& out_set, CAmount& value_ret);
 
 // Original coin selection algorithm as a fallback
 bool KnapsackSolver(const CAmount& nTargetValue, std::vector<OutputGroup>& groups, std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet);

src/wallet/test/coinselector_tests.cpp

@@ -148,14 +148,13 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
     CoinSet selection;
     CoinSet actual_selection;
     CAmount value_ret = 0;
-    CAmount not_input_fees = 0;
 
     /////////////////////////
     // Known Outcome tests //
     /////////////////////////
 
     // Empty utxo pool
-    BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees));
+    BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT, selection, value_ret));
     selection.clear();
 
     // Add utxos
@@ -166,15 +165,15 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
 
     // Select 1 Cent
     add_coin(1 * CENT, 1, actual_selection);
-    BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees));
+    BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT, selection, value_ret));
     BOOST_CHECK(equal_sets(selection, actual_selection));
     BOOST_CHECK_EQUAL(value_ret, 1 * CENT);
     actual_selection.clear();
     selection.clear();
 
     // Select 2 Cent
     add_coin(2 * CENT, 2, actual_selection);
-    BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 2 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees));
+    BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 2 * CENT, 0.5 * CENT, selection, value_ret));
     BOOST_CHECK(equal_sets(selection, actual_selection));
     BOOST_CHECK_EQUAL(value_ret, 2 * CENT);
     actual_selection.clear();
@@ -183,27 +182,27 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
     // Select 5 Cent
     add_coin(4 * CENT, 4, actual_selection);
     add_coin(1 * CENT, 1, actual_selection);
-    BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 5 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees));
+    BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 5 * CENT, 0.5 * CENT, selection, value_ret));
     BOOST_CHECK(equal_sets(selection, actual_selection));
     BOOST_CHECK_EQUAL(value_ret, 5 * CENT);
     actual_selection.clear();
     selection.clear();
 
     // Select 11 Cent, not possible
-    BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 11 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees));
+    BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 11 * CENT, 0.5 * CENT, selection, value_ret));
     actual_selection.clear();
     selection.clear();
 
     // Cost of change is greater than the difference between target value and utxo sum
     add_coin(1 * CENT, 1, actual_selection);
-    BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees));
+    BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0.5 * CENT, selection, value_ret));
     BOOST_CHECK_EQUAL(value_ret, 1 * CENT);
     BOOST_CHECK(equal_sets(selection, actual_selection));
     actual_selection.clear();
     selection.clear();
 
     // Cost of change is less than the difference between target value and utxo sum
-    BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0, selection, value_ret, not_input_fees));
+    BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0, selection, value_ret));
     actual_selection.clear();
     selection.clear();
 
@@ -212,7 +211,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
     add_coin(5 * CENT, 5, actual_selection);
     add_coin(4 * CENT, 4, actual_selection);
     add_coin(1 * CENT, 1, actual_selection);
-    BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees));
+    BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 0.5 * CENT, selection, value_ret));
     BOOST_CHECK(equal_sets(selection, actual_selection));
     BOOST_CHECK_EQUAL(value_ret, 10 * CENT);
     actual_selection.clear();
@@ -223,21 +222,21 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
     add_coin(5 * CENT, 5, actual_selection);
     add_coin(3 * CENT, 3, actual_selection);
     add_coin(2 * CENT, 2, actual_selection);
-    BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 5000, selection, value_ret, not_input_fees));
+    BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 5000, selection, value_ret));
     BOOST_CHECK_EQUAL(value_ret, 10 * CENT);
     // FIXME: this test is redundant with the above, because 1 Cent is selected, not "too small"
     // BOOST_CHECK(equal_sets(selection, actual_selection));
 
     // Select 0.25 Cent, not possible
-    BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.25 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees));
+    BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.25 * CENT, 0.5 * CENT, selection, value_ret));
     actual_selection.clear();
     selection.clear();
 
     // Iteration exhaustion test
     CAmount target = make_hard_case(17, utxo_pool);
-    BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), target, 0, selection, value_ret, not_input_fees)); // Should exhaust
+    BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), target, 0, selection, value_ret)); // Should exhaust
     target = make_hard_case(14, utxo_pool);
-    BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), target, 0, selection, value_ret, not_input_fees)); // Should not exhaust
+    BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), target, 0, selection, value_ret)); // Should not exhaust
 
     // Test same value early bailout optimization
     utxo_pool.clear();
@@ -254,7 +253,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
     for (int i = 0; i < 50000; ++i) {
         add_coin(5 * CENT, 7, utxo_pool);
     }
-    BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 30 * CENT, 5000, selection, value_ret, not_input_fees));
+    BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 30 * CENT, 5000, selection, value_ret));
     BOOST_CHECK_EQUAL(value_ret, 30 * CENT);
     BOOST_CHECK(equal_sets(selection, actual_selection));
 
@@ -268,7 +267,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
     }
     // Run 100 times, to make sure it is never finding a solution
     for (int i = 0; i < 100; ++i) {
-        BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 2 * CENT, selection, value_ret, not_input_fees));
+        BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 2 * CENT, selection, value_ret));
     }
 
     // Make sure that effective value is working in SelectCoinsMinConf when BnB is used

src/wallet/wallet.cpp

@@ -2399,9 +2399,6 @@ bool CWallet::SelectCoinsMinConf(const CAmount& nTargetValue, const CoinEligibil
     setCoinsRet.clear();
     nValueRet = 0;
 
-    // Calculate the fees for things that aren't inputs, excluding the change output
-    const CAmount not_input_fees = coin_selection_params.m_effective_feerate.GetFee(coin_selection_params.tx_noinputs_size);
-
     // Get the feerate for effective value.
     // When subtracting the fee from the outputs, we want the effective feerate to be 0
     CFeeRate effective_feerate{0};
@@ -2412,14 +2409,17 @@ bool CWallet::SelectCoinsMinConf(const CAmount& nTargetValue, const CoinEligibil
     if (coin_selection_params.use_bnb) {
         std::vector<OutputGroup> positive_groups = GroupOutputs(coins, !coin_selection_params.m_avoid_partial_spends, effective_feerate, coin_selection_params.m_long_term_feerate, eligibility_filter, true /* positive_only */);
         bnb_used = true;
-        return SelectCoinsBnB(positive_groups, nTargetValue, coin_selection_params.m_cost_of_change, setCoinsRet, nValueRet, not_input_fees);
+        // Note that unlike KnapsackSolver, we do not include the fee for creating a change output as BnB will not create a change output.
+        return SelectCoinsBnB(positive_groups, nTargetValue, coin_selection_params.m_cost_of_change, setCoinsRet, nValueRet);
     } else {
         // The knapsack solver has some legacy behavior where it will spend dust outputs. We retain this behavior, so don't filter for positive only here.
         // The knapsack solver currently does not use effective values, so we give GroupOutputs feerates of 0 so it sets the effective values to be the same as the real value.
         std::vector<OutputGroup> groups = GroupOutputs(coins, !coin_selection_params.m_avoid_partial_spends, CFeeRate(0), CFeeRate(0), eligibility_filter, false /* positive_only */);
 
         bnb_used = false;
-        return KnapsackSolver(nTargetValue, groups, setCoinsRet, nValueRet);
+        // While nTargetValue includes the transaction fees for non-input things, it does not include the fee for creating a change output.
+        // So we need to include that for KnapsackSolver as well, as we are expecting to create a change output.
+        return KnapsackSolver(nTargetValue + coin_selection_params.m_change_fee, groups, setCoinsRet, nValueRet);
     }
 }
 
@@ -2931,10 +2931,6 @@ bool CWallet::CreateTransactionInternal(
                 txNew.vin.clear();
                 txNew.vout.clear();
 
-                CAmount nValueToSelect = nValue;
-                if (nSubtractFeeFromAmount == 0)
-                    nValueToSelect += nFeeRet;
-
                 // vouts to the payees
                 if (!coin_selection_params.m_subtract_fee_outputs) {
                     coin_selection_params.tx_noinputs_size = 11; // Static vsize overhead + outputs vsize. 4 nVersion, 4 nLocktime, 1 input count, 1 output count, 1 witness overhead (dummy, flag, stack size)
@@ -2956,11 +2952,21 @@ bool CWallet::CreateTransactionInternal(
                     txNew.vout.push_back(txout);
                 }
 
+                // Include the fees for things that aren't inputs, excluding the change output
+                const CAmount not_input_fees = coin_selection_params.m_effective_feerate.GetFee(coin_selection_params.tx_noinputs_size);
+                CAmount nValueToSelect = nValue + not_input_fees;
+
+                // For KnapsackSolver, when we are not subtracting the fee from the recipients, we also want to include the fees for the
+                // inputs that we found in the previous iteration.
+                if (!coin_selection_params.use_bnb && nSubtractFeeFromAmount == 0) {
+                    nValueToSelect += std::max(CAmount(0), nFeeRet - not_input_fees);
+                }
+
                 // Choose coins to use
                 bool bnb_used = false;
                 nValueIn = 0;
                 setCoins.clear();
-                if (!SelectCoins(vAvailableCoins, nValueToSelect, setCoins, nValueIn, coin_control, coin_selection_params, bnb_used))
+                if (!SelectCoins(vAvailableCoins, /* nTargetValue */ nValueToSelect, setCoins, nValueIn, coin_control, coin_selection_params, bnb_used))
                 {
                     // If BnB was used, it was the first pass. No longer the first pass and continue loop with knapsack.
                     if (bnb_used) {