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opt: Skip over barren combinations of tiny UTXOs
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Given a lot of small amount UTXOs it is possible that the lookahead
indicates sufficient funds, but any combination of them would push us
beyond the current best_weight.
We can estimate a lower bound for the minimal necessary weight to reach
target from the maximal amount and minimal weight in the tail of the
UTXO pool: if adding a number of hypothetical UTXOs of this maximum
amount and minimum weight would not be able to beat `best_weight`, we
can SHIFT to the omission branch, and CUT if the last selected UTXO is
not heavier than the minimum weight of the remainder.
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murchandamus committed Feb 6, 2024
1 parent 1d406a6 commit 509564e
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Showing 2 changed files with 14 additions and 6 deletions.
8 changes: 8 additions & 0 deletions src/wallet/coinselection.cpp
Original file line number Diff line number Diff line change
Expand Up @@ -13,6 +13,7 @@
#include <util/check.h>
#include <util/moneystr.h>

#include <cmath>
#include <numeric>
#include <optional>
#include <queue>
Expand Down Expand Up @@ -454,6 +455,13 @@ util::Result<SelectionResult> CoinGrinder(std::vector<OutputGroup>& utxo_pool, c
best_selection_weight = curr_weight;
best_selection_amount = curr_amount;
}
} else if (!best_selection.empty() && curr_weight + int64_t{min_tail_weight[curr_tail]} * std::ceil((total_target - curr_amount) / utxo_pool[curr_tail].GetSelectionAmount()) > best_selection_weight) {
// Compare minimal tail weight and last selected amount with the amount missing to gauge whether a better weight is still possible.
if (utxo_pool[curr_tail].m_weight <= min_tail_weight[curr_tail]) {
should_cut = true;
} else {
should_shift = true;
}
}

if (curr_try >= TOTAL_TRIES) {
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12 changes: 6 additions & 6 deletions src/wallet/test/coinselector_tests.cpp
Original file line number Diff line number Diff line change
Expand Up @@ -1111,7 +1111,7 @@ BOOST_AUTO_TEST_CASE(coin_grinder_tests)
// 4) Test that two less valuable UTXOs with a combined lower weight are preferred over a more valuable heavier UTXO
// 5) Test finding a solution in a UTXO pool with mixed weights
// 6) Test that the lightest solution among many clones is found
// 7) Lots of tiny UTXOs of different amounts quickly exhausts the search attempts
// 7) Test that lots of tiny UTXOs can be skipped if they are too heavy while there are enough funds in lookahead

FastRandomContext rand;
CoinSelectionParams dummy_params{ // Only used to provide the 'avoid_partial' flag.
Expand Down Expand Up @@ -1180,7 +1180,7 @@ BOOST_AUTO_TEST_CASE(coin_grinder_tests)
});
BOOST_CHECK(res);
// If this takes more attempts, the implementation has regressed
size_t expected_attempts = 184;
size_t expected_attempts = 37;
BOOST_CHECK_MESSAGE(res->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, res->GetSelectionsEvaluated()));
}

Expand Down Expand Up @@ -1226,7 +1226,7 @@ BOOST_AUTO_TEST_CASE(coin_grinder_tests)
});
BOOST_CHECK(res);
// If this takes more attempts, the implementation has regressed
size_t expected_attempts = 218;
size_t expected_attempts = 182;
BOOST_CHECK_MESSAGE(res->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, res->GetSelectionsEvaluated()));
}

Expand Down Expand Up @@ -1271,7 +1271,7 @@ BOOST_AUTO_TEST_CASE(coin_grinder_tests)

{
// #################################################################################################################
// 7) Lots of tiny UTXOs of different amounts quickly exhausts the search attempts
// 7) Test that lots of tiny UTXOs can be skipped if they are too heavy while there are enough funds in lookahead
// #################################################################################################################
CAmount target = 1.9L * COIN;
int max_weight = 40000; // WU
Expand All @@ -1287,11 +1287,11 @@ BOOST_AUTO_TEST_CASE(coin_grinder_tests)
return available_coins;
});
SelectionResult expected_result(CAmount(0), SelectionAlgorithm::CG);
add_coin(1.8 * COIN, 1, expected_result);
add_coin(1 * COIN, 1, expected_result);
add_coin(1 * COIN, 2, expected_result);
BOOST_CHECK(EquivalentResult(expected_result, *res));
// If this takes more attempts, the implementation has regressed
size_t expected_attempts = 100'000;
size_t expected_attempts = 7;
BOOST_CHECK_MESSAGE(res->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, res->GetSelectionsEvaluated()));
}
}
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