refactor coin selection for parameterizable change target

no behavior changes, since the target is always MIN_CHANGE

Author: glozow

src/bench/coin_selection.cpp

@@ -19,6 +19,7 @@ using wallet::CWalletTx;
 using wallet::CoinEligibilityFilter;
 using wallet::CoinSelectionParams;
 using wallet::CreateDummyWalletDatabase;
+using wallet::MIN_CHANGE;
 using wallet::OutputGroup;
 using wallet::SelectCoinsBnB;
 using wallet::TxStateInactive;
@@ -66,6 +67,7 @@ static void CoinSelection(benchmark::Bench& bench)
         rand,
         /* change_output_size= */ 34,
         /* change_spend_size= */ 148,
+        /*min_change_target=*/ MIN_CHANGE,
         /* effective_feerate= */ CFeeRate(0),
         /* long_term_feerate= */ CFeeRate(0),
         /* discard_feerate= */ CFeeRate(0),

src/wallet/coinselection.cpp

@@ -187,11 +187,24 @@ std::optional<SelectionResult> SelectCoinsSRD(const std::vector<OutputGroup>& ut
     return std::nullopt;
 }
 
-static void ApproximateBestSubset(FastRandomContext& insecure_rand, const std::vector<OutputGroup>& groups, const CAmount& nTotalLower, const CAmount& nTargetValue,
+/** Find a subset of the OutputGroups that is at least as large as, but as close as possible to, the
+ * target amount; solve subset sum.
+ * param@[in]   groups          OutputGroups to choose from, sorted by value in descending order.
+ * param@[in]   nTotalLower     Total (effective) value of the UTXOs in groups.
+ * param@[in]   nTargetValue    Subset sum target, not including change.
+ * param@[out]  vfBest          Boolean vector representing the subset chosen that is closest to
+ *                              nTargetValue, with indices corresponding to groups. If the ith
+ *                              entry is true, that means the ith group in groups was selected.
+ * param@[out]  nBest           Total amount of subset chosen that is closest to nTargetValue.
+ * param@[in]   iterations      Maximum number of tries.
+ */
+static void ApproximateBestSubset(FastRandomContext& insecure_rand, const std::vector<OutputGroup>& groups,
+                                  const CAmount& nTotalLower, const CAmount& nTargetValue,
                                   std::vector<char>& vfBest, CAmount& nBest, int iterations = 1000)
 {
     std::vector<char> vfIncluded;
 
+    // Worst case "best" approximation is just all of the groups.
     vfBest.assign(groups.size(), true);
     nBest = nTotalLower;
 
@@ -217,6 +230,8 @@ static void ApproximateBestSubset(FastRandomContext& insecure_rand, const std::v
                     if (nTotal >= nTargetValue)
                     {
                         fReachedTarget = true;
+                        // If the total is between nTargetValue and nBest, it's our new best
+                        // approximation.
                         if (nTotal < nBest)
                         {
                             nBest = nTotal;
@@ -231,12 +246,15 @@ static void ApproximateBestSubset(FastRandomContext& insecure_rand, const std::v
     }
 }
 
-std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, const CAmount& nTargetValue, FastRandomContext& rng)
+std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, const CAmount& nTargetValue,
+                                              CAmount change_target, FastRandomContext& rng)
 {
     SelectionResult result(nTargetValue);
 
     // List of values less than target
     std::optional<OutputGroup> lowest_larger;
+    // Groups with selection amount smaller than the target and any change we might produce.
+    // Don't include groups larger than this, because they will only cause us to overshoot.
     std::vector<OutputGroup> applicable_groups;
     CAmount nTotalLower = 0;
 
@@ -246,7 +264,7 @@ std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups,
         if (group.GetSelectionAmount() == nTargetValue) {
             result.AddInput(group);
             return result;
-        } else if (group.GetSelectionAmount() < nTargetValue + MIN_CHANGE) {
+        } else if (group.GetSelectionAmount() < nTargetValue + change_target) {
             applicable_groups.push_back(group);
             nTotalLower += group.GetSelectionAmount();
         } else if (!lowest_larger || group.GetSelectionAmount() < lowest_larger->GetSelectionAmount()) {
@@ -273,14 +291,14 @@ std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups,
     CAmount nBest;
 
     ApproximateBestSubset(rng, applicable_groups, nTotalLower, nTargetValue, vfBest, nBest);
-    if (nBest != nTargetValue && nTotalLower >= nTargetValue + MIN_CHANGE) {
-        ApproximateBestSubset(rng, applicable_groups, nTotalLower, nTargetValue + MIN_CHANGE, vfBest, nBest);
+    if (nBest != nTargetValue && nTotalLower >= nTargetValue + change_target) {
+        ApproximateBestSubset(rng, applicable_groups, nTotalLower, nTargetValue + change_target, vfBest, nBest);
     }
 
     // If we have a bigger coin and (either the stochastic approximation didn't find a good solution,
     //                                   or the next bigger coin is closer), return the bigger coin
     if (lowest_larger &&
-        ((nBest != nTargetValue && nBest < nTargetValue + MIN_CHANGE) || lowest_larger->GetSelectionAmount() <= nBest)) {
+        ((nBest != nTargetValue && nBest < nTargetValue + change_target) || lowest_larger->GetSelectionAmount() <= nBest)) {
         result.AddInput(*lowest_larger);
     } else {
         for (unsigned int i = 0; i < applicable_groups.size(); i++) {

src/wallet/coinselection.h

@@ -94,6 +94,9 @@ struct CoinSelectionParams {
     size_t change_output_size = 0;
     /** Size of the input to spend a change output in virtual bytes. */
     size_t change_spend_size = 0;
+    /** Mininmum change to target in Knapsack solver: select coins to cover the payment and
+     * at least this value of change. */
+    CAmount m_min_change_target{MIN_CHANGE};
     /** Cost of creating the change output. */
     CAmount m_change_fee{0};
     /** Cost of creating the change output + cost of spending the change output in the future. */
@@ -115,11 +118,13 @@ struct CoinSelectionParams {
      * reuse. Dust outputs are not eligible to be added to output groups and thus not considered. */
     bool m_avoid_partial_spends = false;
 
-    CoinSelectionParams(FastRandomContext& rng_fast, size_t change_output_size, size_t change_spend_size, CFeeRate effective_feerate,
+    CoinSelectionParams(FastRandomContext& rng_fast, size_t change_output_size, size_t change_spend_size,
+                        CAmount min_change_target, CFeeRate effective_feerate,
                         CFeeRate long_term_feerate, CFeeRate discard_feerate, size_t tx_noinputs_size, bool avoid_partial)
         : rng_fast{rng_fast},
           change_output_size(change_output_size),
           change_spend_size(change_spend_size),
+          m_min_change_target(min_change_target),
           m_effective_feerate(effective_feerate),
           m_long_term_feerate(long_term_feerate),
           m_discard_feerate(discard_feerate),
@@ -267,7 +272,8 @@ std::optional<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_poo
 std::optional<SelectionResult> SelectCoinsSRD(const std::vector<OutputGroup>& utxo_pool, CAmount target_value, FastRandomContext& rng);
 
 // Original coin selection algorithm as a fallback
-std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, const CAmount& nTargetValue, FastRandomContext& rng);
+std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, const CAmount& nTargetValue,
+                                              CAmount change_target, FastRandomContext& rng);
 } // namespace wallet
 
 #endif // BITCOIN_WALLET_COINSELECTION_H

src/wallet/spend.cpp

@@ -389,7 +389,8 @@ std::optional<SelectionResult> AttemptSelection(const CWallet& wallet, const CAm
     std::vector<OutputGroup> all_groups = GroupOutputs(wallet, coins, coin_selection_params, eligibility_filter, false /* positive_only */);
     // 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.
-    if (auto knapsack_result{KnapsackSolver(all_groups, nTargetValue + coin_selection_params.m_change_fee, coin_selection_params.rng_fast)}) {
+    if (auto knapsack_result{KnapsackSolver(all_groups, nTargetValue + coin_selection_params.m_change_fee,
+                                            coin_selection_params.m_min_change_target, coin_selection_params.rng_fast)}) {
         knapsack_result->ComputeAndSetWaste(coin_selection_params.m_cost_of_change);
         results.push_back(*knapsack_result);
     }