55//! This module introduces the Branch and Bound Coin-Selection Algorithm.
66
77use bitcoin:: amount:: CheckedSum ;
8- use bitcoin:: { Amount , FeeRate , SignedAmount } ;
8+ use bitcoin:: { Amount , FeeRate } ;
99
1010use crate :: { Return , WeightedUtxo } ;
1111
@@ -161,18 +161,18 @@ pub fn select_coins_bnb<Utxo: WeightedUtxo>(
161161 let mut index = 0 ;
162162 let mut backtrack;
163163
164- let mut value = Amount :: ZERO ;
164+ let mut value = 0 ;
165165
166- let mut current_waste: SignedAmount = SignedAmount :: ZERO ;
167- let mut best_waste = SignedAmount :: MAX_MONEY ;
166+ let mut current_waste: i64 = 0 ;
167+ let mut best_waste: i64 = Amount :: MAX_MONEY . to_sat ( ) as i64 ;
168168
169169 let mut index_selection: Vec < usize > = vec ! [ ] ;
170170 let mut best_selection: Vec < usize > = vec ! [ ] ;
171171
172172 let upper_bound = target. checked_add ( cost_of_change) ?;
173173
174174 // Creates a tuple of (effective_value, waste, weighted_utxo)
175- let mut w_utxos: Vec < ( Amount , SignedAmount , & Utxo ) > = weighted_utxos
175+ let w_utxos = weighted_utxos
176176 . iter ( )
177177 // calculate effective_value and waste for each w_utxo.
178178 . map ( |wu| ( wu. effective_value ( fee_rate) , wu. waste ( fee_rate, long_term_fee_rate) , wu) )
@@ -183,18 +183,24 @@ pub fn select_coins_bnb<Utxo: WeightedUtxo>(
183183 // filter out all effective_values that are negative.
184184 . filter ( |( eff_val, _, _) | eff_val. is_positive ( ) )
185185 // all utxo effective_values are now positive (see previous step) - cast to unsigned.
186- . map ( |( eff_val, waste, wu) | ( eff_val. to_unsigned ( ) . unwrap ( ) , waste, wu) )
187- . collect ( ) ;
186+ . map ( |( eff_val, waste, wu) | ( eff_val. to_unsigned ( ) . unwrap ( ) , waste, wu) ) ;
188187
189- // descending sort by effective_value using satisfaction weight as tie breaker.
190- w_utxos. sort_by ( |a, b| b. 0 . cmp ( & a. 0 ) . then ( b. 2 . weight ( ) . cmp ( & a. 2 . weight ( ) ) ) ) ;
191-
192- let mut available_value = w_utxos. clone ( ) . into_iter ( ) . map ( |( ev, _, _) | ev) . checked_sum ( ) ?;
188+ let available_value = w_utxos. clone ( ) . map ( |( ev, _, _) | ev) . checked_sum ( ) ?;
193189
194190 if available_value < target || target == Amount :: ZERO {
195191 return None ;
196192 }
197193
194+ let mut available_value = available_value. to_sat ( ) ;
195+
196+ // cast from Amount/SignedAmount to u64/i64 for more performant operations.
197+ let mut w_utxos: Vec < ( u64 , i64 , & Utxo ) > =
198+ w_utxos. map ( |( e, w, u) | ( e. to_sat ( ) , w. to_sat ( ) , u) ) . collect ( ) ;
199+ let target = target. to_sat ( ) ;
200+
201+ // descending sort by effective_value using satisfaction weight as tie breaker.
202+ w_utxos. sort_by ( |a, b| b. 0 . cmp ( & a. 0 ) . then ( b. 2 . weight ( ) . cmp ( & a. 2 . weight ( ) ) ) ) ;
203+
198204 while iteration < ITERATION_LIMIT {
199205 backtrack = false ;
200206
@@ -203,7 +209,7 @@ pub fn select_coins_bnb<Utxo: WeightedUtxo>(
203209 // unchecked_add is used here for performance. Before entering the search loop, all
204210 // utxos are summed and checked for overflow. Since there was no overflow then, any
205211 // subset of addition will not overflow.
206- if available_value. unchecked_add ( value) < target
212+ if available_value + value < target
207213 // Provides an upper bound on the excess value that is permissible.
208214 // Since value is lost when we create a change output due to increasing the size of the
209215 // transaction by an output (the change output), we accept solutions that may be
@@ -215,7 +221,7 @@ pub fn select_coins_bnb<Utxo: WeightedUtxo>(
215221 //
216222 // That is, the range includes solutions that exactly equal the target up to but not
217223 // including values greater than target + cost_of_change.
218- || value > upper_bound
224+ || value > upper_bound. to_sat ( )
219225 // if current_waste > best_waste, then backtrack. However, only backtrack if
220226 // it's high fee_rate environment. During low fee environments, a utxo may
221227 // have negative waste, therefore adding more utxos in such an environment
@@ -229,9 +235,7 @@ pub fn select_coins_bnb<Utxo: WeightedUtxo>(
229235 else if value >= target {
230236 backtrack = true ;
231237
232- let v = value. to_signed ( ) . ok ( ) ?;
233- let t = target. to_signed ( ) . ok ( ) ?;
234- let waste: SignedAmount = v. checked_sub ( t) ?;
238+ let waste: i64 = ( value as i64 ) . checked_sub ( target as i64 ) ?;
235239 current_waste = current_waste. checked_add ( waste) ?;
236240
237241 // Check if index_selection is better than the previous known best, and
@@ -263,6 +267,7 @@ pub fn select_coins_bnb<Utxo: WeightedUtxo>(
263267 assert_eq ! ( index, * index_selection. last( ) . unwrap( ) ) ;
264268 let ( eff_value, utxo_waste, _) = w_utxos[ index] ;
265269 current_waste = current_waste. checked_sub ( utxo_waste) ?;
270+
266271 value = value. checked_sub ( eff_value) ?;
267272 index_selection. pop ( ) . unwrap ( ) ;
268273 }
@@ -273,7 +278,7 @@ pub fn select_coins_bnb<Utxo: WeightedUtxo>(
273278 // unchecked sub is used her for performance.
274279 // The bounds for available_value are at most the sum of utxos
275280 // and at least zero.
276- available_value = available_value. unchecked_sub ( eff_value) ;
281+ available_value = available_value - eff_value;
277282
278283 // Check if we can omit the currently selected depending on if the last
279284 // was omitted. Therefore, check if index_selection has a previous one.
@@ -288,7 +293,7 @@ pub fn select_coins_bnb<Utxo: WeightedUtxo>(
288293
289294 // unchecked add is used here for performance. Since the sum of all utxo values
290295 // did not overflow, then any positive subset of the sum will not overflow.
291- value = value. unchecked_add ( eff_value) ;
296+ value = value + eff_value;
292297 }
293298 }
294299
@@ -303,7 +308,7 @@ pub fn select_coins_bnb<Utxo: WeightedUtxo>(
303308fn index_to_utxo_list < Utxo : WeightedUtxo > (
304309 iterations : u32 ,
305310 index_list : Vec < usize > ,
306- wu : Vec < ( Amount , SignedAmount , & Utxo ) > ,
311+ wu : Vec < ( u64 , i64 , & Utxo ) > ,
307312) -> Return < Utxo > {
308313 let mut result: Vec < _ > = Vec :: new ( ) ;
309314 let list = index_list;
@@ -327,7 +332,7 @@ mod tests {
327332
328333 use arbitrary:: { Arbitrary , Unstructured } ;
329334 use arbtest:: arbtest;
330- use bitcoin:: { Amount , Weight } ;
335+ use bitcoin:: { Amount , SignedAmount , Weight } ;
331336
332337 use super :: * ;
333338 use crate :: tests:: { assert_proptest_bnb, assert_ref_eq, parse_fee_rate, Utxo , UtxoPool } ;
@@ -387,7 +392,7 @@ mod tests {
387392 // see: https://github.com/rust-fuzz/arbitrary/pull/192
388393 fn arb_amount_in_range ( u : & mut Unstructured , r : std:: ops:: RangeInclusive < u64 > ) -> Amount {
389394 let u = u. int_in_range :: < u64 > ( r) . unwrap ( ) ;
390- Amount :: from_sat ( u)
395+ Amount :: from_sat ( u) . unwrap ( )
391396 }
392397
393398 // Use in place of arbitrary_in_range()
@@ -627,7 +632,7 @@ mod tests {
627632 cost_of_change : "0" ,
628633 fee_rate : "0" ,
629634 lt_fee_rate : "0" ,
630- weighted_utxos : & [ "18446744073709551615 sats/68 vB" , "1 sats/68 vB" ] , // [u64 ::MAX, 1 sat]
635+ weighted_utxos : & [ "2100000000000000 sats/68 vB" , "1 sats/68 vB" ] , // [Amount ::MAX, 1 sat]
631636 expected_utxos : None ,
632637 expected_iterations : 0 ,
633638 }
@@ -638,7 +643,7 @@ mod tests {
638643 fn select_coins_bnb_upper_bound_overflow ( ) {
639644 TestBnB {
640645 target : "1 sats" ,
641- cost_of_change : "18446744073709551615 sats" , // u64 ::MAX
646+ cost_of_change : "2100000000000000 sats" , // Amount ::MAX
642647 fee_rate : "0" ,
643648 lt_fee_rate : "0" ,
644649 weighted_utxos : & [ "1 sats/68 vB" ] ,
@@ -648,20 +653,6 @@ mod tests {
648653 . assert ( ) ;
649654 }
650655
651- #[ test]
652- fn select_coins_bnb_utxo_greater_than_max_money ( ) {
653- TestBnB {
654- target : "1 sats" ,
655- cost_of_change : "18141417255681066410 sats" ,
656- fee_rate : "1 sat/kwu" ,
657- lt_fee_rate : "0" ,
658- weighted_utxos : & [ "8740670712339394302 sats/68 vB" ] ,
659- expected_utxos : None ,
660- expected_iterations : 0 ,
661- }
662- . assert ( ) ;
663- }
664-
665656 #[ test]
666657 fn select_coins_bnb_effective_value_tie_high_fee_rate ( ) {
667658 // If the fee_rate is expensive prefer lower weight UTXOS
@@ -786,7 +777,7 @@ mod tests {
786777 // Takes 327,661 iterations to find a solution.
787778 let base: usize = 2 ;
788779 let alpha = ( 0 ..17 ) . enumerate ( ) . map ( |( i, _) | base. pow ( 17 + i as u32 ) ) ;
789- let target = Amount :: from_sat ( alpha. clone ( ) . sum :: < usize > ( ) as u64 ) ;
780+ let target = Amount :: from_sat ( alpha. clone ( ) . sum :: < usize > ( ) as u64 ) . unwrap ( ) ;
790781
791782 let beta = ( 0 ..17 ) . enumerate ( ) . map ( |( i, _) | {
792783 let a = base. pow ( 17 + i as u32 ) ;
@@ -798,7 +789,7 @@ mod tests {
798789 // flatten requires iterable types.
799790 // use once() to make tuple iterable.
800791 . flat_map ( |tup| once ( tup. 0 ) . chain ( once ( tup. 1 ) ) )
801- . map ( |a| Amount :: from_sat ( a as u64 ) )
792+ . map ( |a| Amount :: from_sat ( a as u64 ) . unwrap ( ) )
802793 . collect ( ) ;
803794
804795 let pool: Vec < _ > = amts. into_iter ( ) . map ( |a| Utxo :: new ( a, Weight :: ZERO ) ) . collect ( ) ;
@@ -819,11 +810,11 @@ mod tests {
819810 vec ! [ a, a + 2 ]
820811 } ) ;
821812
822- let amts: Vec < _ > = vals. map ( Amount :: from_sat) . collect ( ) ;
813+ let amts: Vec < _ > = vals. map ( |v| Amount :: from_sat ( v ) . unwrap ( ) ) . collect ( ) ;
823814 let pool: Vec < _ > = amts. into_iter ( ) . map ( |a| Utxo :: new ( a, Weight :: ZERO ) ) . collect ( ) ;
824815
825816 let list = select_coins_bnb (
826- Amount :: from_sat ( target) ,
817+ Amount :: from_sat ( target) . unwrap ( ) ,
827818 Amount :: ONE_SAT ,
828819 FeeRate :: ZERO ,
829820 FeeRate :: ZERO ,
@@ -845,14 +836,14 @@ mod tests {
845836 vec ! [ a, a + 2 ]
846837 } ) ;
847838
848- let mut amts: Vec < _ > = amts. map ( Amount :: from_sat) . collect ( ) ;
839+ let mut amts: Vec < _ > = amts. map ( |v| Amount :: from_sat ( v ) . unwrap ( ) ) . collect ( ) ;
849840
850841 // Add a value that will match the target before iteration exhaustion occurs.
851- amts. push ( Amount :: from_sat ( target) ) ;
842+ amts. push ( Amount :: from_sat ( target) . unwrap ( ) ) ;
852843 let pool: Vec < _ > = amts. into_iter ( ) . map ( |a| Utxo :: new ( a, Weight :: ZERO ) ) . collect ( ) ;
853844
854845 let ( iterations, utxos) = select_coins_bnb (
855- Amount :: from_sat ( target) ,
846+ Amount :: from_sat ( target) . unwrap ( ) ,
856847 Amount :: ONE_SAT ,
857848 FeeRate :: ZERO ,
858849 FeeRate :: ZERO ,
@@ -861,7 +852,7 @@ mod tests {
861852 . unwrap ( ) ;
862853
863854 assert_eq ! ( utxos. len( ) , 1 ) ;
864- assert_eq ! ( utxos[ 0 ] . value( ) , Amount :: from_sat( target) ) ;
855+ assert_eq ! ( utxos[ 0 ] . value( ) , Amount :: from_sat( target) . unwrap ( ) ) ;
865856 assert_eq ! ( 100000 , iterations) ;
866857 }
867858
@@ -897,7 +888,7 @@ mod tests {
897888 if let Some ( f) = max_fee_rate {
898889 let fee_rate = arb_fee_rate_in_range ( u, 1 ..=f. to_sat_per_kwu ( ) ) ;
899890
900- //TODO update eff value interface
891+ // TODO update eff value interface
901892 let target_effective_value =
902893 effective_value ( fee_rate, utxo. weight ( ) , utxo. value ( ) ) . unwrap ( ) ;
903894
@@ -909,7 +900,8 @@ mod tests {
909900 . clone ( )
910901 . into_iter ( )
911902 . map ( |u| effective_value ( fee_rate, u. weight ( ) , u. value ( ) ) . unwrap ( ) )
912- . sum ( ) ;
903+ . checked_sum ( )
904+ . unwrap ( ) ;
913905 let amount_sum = sum. to_unsigned ( ) . unwrap ( ) ;
914906 assert_eq ! ( amount_sum, target) ;
915907
@@ -985,7 +977,8 @@ mod tests {
985977 . to_unsigned ( )
986978 . unwrap ( )
987979 } )
988- . sum ( ) ;
980+ . checked_sum ( )
981+ . unwrap ( ) ;
989982 assert_eq ! ( effective_value_sum, target) ;
990983
991984 // TODO checked_add not available in Weight
@@ -1028,9 +1021,10 @@ mod tests {
10281021
10291022 let result = select_coins_bnb ( target, cost_of_change, fee_rate, lt_fee_rate, & utxos) ;
10301023
1031- assert_proptest_bnb ( target, cost_of_change, fee_rate, pool, result) ;
1024+ assert_proptest_bnb ( target, cost_of_change, fee_rate, lt_fee_rate , pool, result) ;
10321025
10331026 Ok ( ( ) )
1034- } ) ;
1027+ } )
1028+ . seed ( 0xcde68a8900000060 ) ;
10351029 }
10361030}
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