from types import GeneratorType from torba.testcase import AsyncioTestCase from torba.coin.bitcoinsegwit import MainNetLedger as ledger_class from torba.client.coinselection import CoinSelector, MAXIMUM_TRIES from torba.client.constants import CENT from client_tests.unit.test_transaction import get_output as utxo NULL_HASH = b'\x00'*32 def search(*args, **kwargs): selection = CoinSelector(*args[1:], **kwargs).select(args[0], 'branch_and_bound') return [o.txo.amount for o in selection] if selection else selection class BaseSelectionTestCase(AsyncioTestCase): async def asyncSetUp(self): self.ledger = ledger_class({ 'db': ledger_class.database_class(':memory:'), 'headers': ledger_class.headers_class(':memory:'), }) await self.ledger.db.open() async def asyncTearDown(self): await self.ledger.db.close() def estimates(self, *args): txos = args[0] if isinstance(args[0], (GeneratorType, list)) else args return [txo.get_estimator(self.ledger) for txo in txos] class TestCoinSelectionTests(BaseSelectionTestCase): def test_empty_coins(self): self.assertEqual(CoinSelector(0, 0).select([]), []) def test_skip_binary_search_if_total_not_enough(self): fee = utxo(CENT).get_estimator(self.ledger).fee big_pool = self.estimates(utxo(CENT+fee) for _ in range(100)) selector = CoinSelector(101 * CENT, 0) self.assertEqual(selector.select(big_pool), []) self.assertEqual(selector.tries, 0) # Never tried. # check happy path selector = CoinSelector(100 * CENT, 0) self.assertEqual(len(selector.select(big_pool)), 100) self.assertEqual(selector.tries, 201) def test_exact_match(self): fee = utxo(CENT).get_estimator(self.ledger).fee utxo_pool = self.estimates( utxo(CENT + fee), utxo(CENT), utxo(CENT - fee) ) selector = CoinSelector(CENT, 0) match = selector.select(utxo_pool) self.assertEqual([CENT + fee], [c.txo.amount for c in match]) self.assertTrue(selector.exact_match) def test_random_draw(self): utxo_pool = self.estimates( utxo(2 * CENT), utxo(3 * CENT), utxo(4 * CENT) ) selector = CoinSelector(CENT, 0, '\x00') match = selector.select(utxo_pool) self.assertEqual([2 * CENT], [c.txo.amount for c in match]) self.assertFalse(selector.exact_match) def test_pick(self): utxo_pool = self.estimates( utxo(1*CENT), utxo(1*CENT), utxo(3*CENT), utxo(5*CENT), utxo(10*CENT), ) selector = CoinSelector(3*CENT, 0) match = selector.select(utxo_pool) self.assertEqual([5*CENT], [c.txo.amount for c in match]) def test_confirmed_strategies(self): utxo_pool = self.estimates( utxo(11*CENT, height=5), utxo(11*CENT, height=0), utxo(11*CENT, height=-2), utxo(11*CENT, height=5), ) match = CoinSelector(20*CENT, 0).select(utxo_pool, "only_confirmed") self.assertEqual([5, 5], [c.txo.tx_ref.height for c in match]) match = CoinSelector(25*CENT, 0).select(utxo_pool, "only_confirmed") self.assertEqual([], [c.txo.tx_ref.height for c in match]) match = CoinSelector(20*CENT, 0).select(utxo_pool, "prefer_confirmed") self.assertEqual([5, 5], [c.txo.tx_ref.height for c in match]) match = CoinSelector(25*CENT, 0, '\x00').select(utxo_pool, "prefer_confirmed") self.assertEqual([5, 0, -2], [c.txo.tx_ref.height for c in match]) class TestOfficialBitcoinCoinSelectionTests(BaseSelectionTestCase): # Bitcoin implementation: # https://github.com/bitcoin/bitcoin/blob/master/src/wallet/coinselection.cpp # # Bitcoin implementation tests: # https://github.com/bitcoin/bitcoin/blob/master/src/wallet/test/coinselector_tests.cpp # # Branch and Bound coin selection white paper: # https://murch.one/wp-content/uploads/2016/11/erhardt2016coinselection.pdf def make_hard_case(self, utxos): target = 0 utxo_pool = [] for i in range(utxos): amount = 1 << (utxos+i) target += amount utxo_pool.append(utxo(amount)) utxo_pool.append(utxo(amount + (1 << (utxos-1-i)))) return self.estimates(utxo_pool), target def test_branch_and_bound_coin_selection(self): self.ledger.fee_per_byte = 0 utxo_pool = self.estimates( utxo(1 * CENT), utxo(2 * CENT), utxo(3 * CENT), utxo(4 * CENT) ) # Select 1 Cent self.assertEqual([1 * CENT], search(utxo_pool, 1 * CENT, 0.5 * CENT)) # Select 2 Cent self.assertEqual([2 * CENT], search(utxo_pool, 2 * CENT, 0.5 * CENT)) # Select 5 Cent self.assertEqual([3 * CENT, 2 * CENT], search(utxo_pool, 5 * CENT, 0.5 * CENT)) # Select 11 Cent, not possible self.assertEqual([], search(utxo_pool, 11 * CENT, 0.5 * CENT)) # Select 10 Cent utxo_pool += self.estimates(utxo(5 * CENT)) self.assertEqual( [4 * CENT, 3 * CENT, 2 * CENT, 1 * CENT], search(utxo_pool, 10 * CENT, 0.5 * CENT) ) # Negative effective value # Select 10 Cent but have 1 Cent not be possible because too small # TODO: bitcoin has [5, 3, 2] self.assertEqual( [4 * CENT, 3 * CENT, 2 * CENT, 1 * CENT], search(utxo_pool, 10 * CENT, 5000) ) # Select 0.25 Cent, not possible self.assertEqual(search(utxo_pool, 0.25 * CENT, 0.5 * CENT), []) # Iteration exhaustion test utxo_pool, target = self.make_hard_case(17) selector = CoinSelector(target, 0) self.assertEqual(selector.select(utxo_pool, 'branch_and_bound'), []) self.assertEqual(selector.tries, MAXIMUM_TRIES) # Should exhaust utxo_pool, target = self.make_hard_case(14) self.assertIsNotNone(search(utxo_pool, target, 0)) # Should not exhaust # Test same value early bailout optimization utxo_pool = self.estimates([ utxo(7 * CENT), utxo(7 * CENT), utxo(7 * CENT), utxo(7 * CENT), utxo(2 * CENT) ] + [utxo(5 * CENT)]*50000) self.assertEqual( [7 * CENT, 7 * CENT, 7 * CENT, 7 * CENT, 2 * CENT], search(utxo_pool, 30 * CENT, 5000) ) # Select 1 Cent with pool of only greater than 5 Cent utxo_pool = self.estimates(utxo(i * CENT) for i in range(5, 21)) for _ in range(100): self.assertEqual(search(utxo_pool, 1 * CENT, 2 * CENT), [])