wip

Author: yancyribbens

Cargo.toml

@@ -14,11 +14,11 @@ readme = "README.md"
 rust-version = "1.63.0"
 
 [dependencies]
-bitcoin = { git = "https://github.com/rust-bitcoin/rust-bitcoin.git", rev = "319e87c07c8aca3a4b56027ad3ba29ce359e760d" }
+bitcoin = { git = "https://github.com/rust-bitcoin/rust-bitcoin.git", rev = "52f9c13358c97c358543f3302b325f37ac49392f" }
 rand = { version = "0.8.5", default-features = false, optional = true }
 
 [dev-dependencies]
-bitcoin = { git = "https://github.com/rust-bitcoin/rust-bitcoin.git", rev = "319e87c07c8aca3a4b56027ad3ba29ce359e760d", features = ["arbitrary"] }
+bitcoin = { git = "https://github.com/rust-bitcoin/rust-bitcoin.git", rev = "52f9c13358c97c358543f3302b325f37ac49392f", features = ["arbitrary"] }
 criterion = "0.3"
 bitcoin-coin-selection = {path = ".", features = ["rand"]}
 rand = "0.8.5"
@@ -31,10 +31,10 @@ name = "coin_selection"
 harness = false
 
 [patch.crates-io]
-bitcoin_hashes = { git = "https://github.com/rust-bitcoin/rust-bitcoin.git", rev = "319e87c07c8aca3a4b56027ad3ba29ce359e760d" }
-base58ck = { git = "https://github.com/rust-bitcoin/rust-bitcoin.git", rev = "319e87c07c8aca3a4b56027ad3ba29ce359e760d" }
-bitcoin-internals = { git = "https://github.com/rust-bitcoin/rust-bitcoin.git", rev = "319e87c07c8aca3a4b56027ad3ba29ce359e760d" }
-bitcoin-io = { git = "https://github.com/rust-bitcoin/rust-bitcoin.git", rev = "319e87c07c8aca3a4b56027ad3ba29ce359e760d" }
-bitcoin-primitives = { git = "https://github.com/rust-bitcoin/rust-bitcoin.git", rev = "319e87c07c8aca3a4b56027ad3ba29ce359e760d" }
-bitcoin-addresses = { git = "https://github.com/rust-bitcoin/rust-bitcoin.git", rev = "319e87c07c8aca3a4b56027ad3ba29ce359e760d" }
-bitcoin-units = { git = "https://github.com/rust-bitcoin/rust-bitcoin.git", rev = "319e87c07c8aca3a4b56027ad3ba29ce359e760d" }
+bitcoin_hashes = { git = "https://github.com/rust-bitcoin/rust-bitcoin.git", rev = "52f9c13358c97c358543f3302b325f37ac49392f" }
+base58ck = { git = "https://github.com/rust-bitcoin/rust-bitcoin.git", rev = "52f9c13358c97c358543f3302b325f37ac49392f" }
+bitcoin-internals = { git = "https://github.com/rust-bitcoin/rust-bitcoin.git", rev = "52f9c13358c97c358543f3302b325f37ac49392f" }
+bitcoin-io = { git = "https://github.com/rust-bitcoin/rust-bitcoin.git", rev = "52f9c13358c97c358543f3302b325f37ac49392f" }
+bitcoin-primitives = { git = "https://github.com/rust-bitcoin/rust-bitcoin.git", rev = "52f9c13358c97c358543f3302b325f37ac49392f" }
+bitcoin-addresses = { git = "https://github.com/rust-bitcoin/rust-bitcoin.git", rev = "52f9c13358c97c358543f3302b325f37ac49392f" }
+bitcoin-units = { git = "https://github.com/rust-bitcoin/rust-bitcoin.git", rev = "52f9c13358c97c358543f3302b325f37ac49392f" }

src/branch_and_bound.rs

@@ -5,7 +5,7 @@
 //! This module introduces the Branch and Bound Coin-Selection Algorithm.
 
 use bitcoin::amount::CheckedSum;
-use bitcoin::{Amount, FeeRate, SignedAmount};
+use bitcoin::{Amount, FeeRate};
 
 use crate::{Return, WeightedUtxo};
 
@@ -193,8 +193,9 @@ pub fn select_coins_bnb<Utxo: WeightedUtxo>(
 
     let mut available_value = available_value.to_sat();
 
-    // cast from Amount/SignedAmount to u64/i64 for more perfomant operations.
+    // cast from Amount/SignedAmount to u64/i64 for more performant operations.
     let mut w_utxos: Vec<(u64, i64, &Utxo)> = w_utxos.map(|(e, w, u)| (e.to_sat(), w.to_sat(), u)).collect();
+    let target = target.to_sat();
 
     // descending sort by effective_value using satisfaction weight as tie breaker.
     w_utxos.sort_by(|a, b| {
@@ -209,7 +210,7 @@ pub fn select_coins_bnb<Utxo: WeightedUtxo>(
         // unchecked_add is used here for performance.  Before entering the search loop, all
         // utxos are summed and checked for overflow.  Since there was no overflow then, any
         // subset of addition will not overflow.
-        if available_value + value < target.to_sat()
+        if available_value + value < target
             // Provides an upper bound on the excess value that is permissible.
             // Since value is lost when we create a change output due to increasing the size of the
             // transaction by an output (the change output), we accept solutions that may be
@@ -232,11 +233,10 @@ pub fn select_coins_bnb<Utxo: WeightedUtxo>(
         }
         // * value meets or exceeds the target.
         //   Record the solution and the waste then continue.
-        else if value >= target.to_sat() {
+        else if value >= target {
             backtrack = true;
 
-            // TODO checked
-            let waste: i64 = value as i64 - (target.to_sat() as i64);
+            let waste: i64 = (value as i64).checked_sub(target as i64)?;
             current_waste = current_waste.checked_add(waste)?;
 
             // Check if index_selection is better than the previous known best, and
@@ -269,8 +269,7 @@ pub fn select_coins_bnb<Utxo: WeightedUtxo>(
             let (eff_value, utxo_waste, _) = w_utxos[index];
             current_waste = current_waste.checked_sub(utxo_waste)?;
 
-            // TODO this checked
-            value = value - eff_value;
+            value = value.checked_sub(eff_value)?;
             index_selection.pop().unwrap();
         }
         // * Add next node to the inclusion branch.

src/lib.rs

@@ -32,7 +32,7 @@ const SEQUENCE_SIZE: u64 = 4;
 const OUT_POINT_SIZE: u64 = 32 + 4;
 
 // https://github.com/rust-bitcoin/rust-bitcoin/blob/35202ba51bef3236e6ed1007a0d2111265b6498c/bitcoin/src/blockdata/transaction.rs#L249
-const BASE_WEIGHT: Weight = Weight::from_vb_unwrap(OUT_POINT_SIZE + SEQUENCE_SIZE);
+const BASE_WEIGHT: Weight = Weight::from_vb_unchecked(OUT_POINT_SIZE + SEQUENCE_SIZE);
 
 /// Behavior needed for coin-selection.
 pub trait WeightedUtxo {

src/single_random_draw.rs

@@ -39,6 +39,35 @@ pub fn select_coins_srd<'a, R: rand::Rng + ?Sized, Utxo: WeightedUtxo>(
     weighted_utxos: &'a [Utxo],
     rng: &mut R,
 ) -> Return<'a, Utxo> {
+    let mut result: Vec<_> = weighted_utxos.iter().collect();
+    let mut origin = result.to_owned();
+    origin.shuffle(rng);
+
+    result.clear();
+
+    let threshold = (target + Amount::from_sat(CHANGE_LOWER).unwrap()).unwrap();
+    let mut value = Amount::ZERO;
+
+    let mut iteration = 0;
+    for w_utxo in origin {
+        iteration += 1;
+        let utxo_value = w_utxo.value();
+        let utxo_weight = w_utxo.satisfaction_weight();
+        let effective_value = effective_value(fee_rate, utxo_weight, utxo_value);
+
+        if let Some(e) = effective_value {
+            if let Ok(v) = e.to_unsigned() {
+                value = (value + v).unwrap();
+
+                result.push(w_utxo);
+
+                if value >= threshold {
+                    return Some((iteration, result));
+                }
+            }
+        }
+    }
+
     None
 }