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+<span id="1593">1593</span>
+<span id="1594">1594</span>
+<span id="1595">1595</span>
+<span id="1596">1596</span>
</pre><pre class="rust"><code><span class="comment">// Bitcoin Dev Kit</span>
<span class="comment">// Written in 2020 by Alekos Filini <alekos.filini@gmail.com></span>
<span class="comment">//</span>
.<span class="ident">map</span>(<span class="op">|</span><span class="ident">u</span><span class="op">|</span> <span class="ident">OutputGroup::new</span>(<span class="ident">u</span>, <span class="ident">fee_rate</span>))
.<span class="ident">collect</span>();
- <span class="comment">// Mapping every (UTXO, usize) to an output group.</span>
+ <span class="comment">// Mapping every (UTXO, usize) to an output group, filtering UTXOs with a negative</span>
+ <span class="comment">// effective value</span>
<span class="kw">let</span> <span class="ident">optional_utxos</span>: <span class="ident">Vec</span><span class="op"><</span><span class="ident">OutputGroup</span><span class="op">></span> <span class="op">=</span> <span class="ident">optional_utxos</span>
.<span class="ident">into_iter</span>()
.<span class="ident">map</span>(<span class="op">|</span><span class="ident">u</span><span class="op">|</span> <span class="ident">OutputGroup::new</span>(<span class="ident">u</span>, <span class="ident">fee_rate</span>))
+ .<span class="ident">filter</span>(<span class="op">|</span><span class="ident">u</span><span class="op">|</span> <span class="ident">u</span>.<span class="ident">effective_value</span>.<span class="ident">is_positive</span>())
.<span class="ident">collect</span>();
<span class="kw">let</span> <span class="ident">curr_value</span> <span class="op">=</span> <span class="ident">required_utxos</span>
<span class="kw">let</span> <span class="ident">cost_of_change</span> <span class="op">=</span> <span class="self">self</span>.<span class="ident">size_of_change</span> <span class="kw">as</span> <span class="ident">f32</span> <span class="op">*</span> <span class="ident">fee_rate</span>.<span class="ident">as_sat_vb</span>();
- <span class="kw">let</span> <span class="ident">expected</span> <span class="op">=</span> (<span class="ident">curr_available_value</span> <span class="op">+</span> <span class="ident">curr_value</span>)
- .<span class="ident">try_into</span>()
- .<span class="ident">map_err</span>(<span class="op">|</span><span class="kw">_</span><span class="op">|</span> {
- <span class="ident">Error::Generic</span>(<span class="string">"Sum of UTXO spendable values does not fit into u64"</span>.<span class="ident">to_string</span>())
- })<span class="question-mark">?</span>;
-
- <span class="kw">if</span> <span class="ident">expected</span> <span class="op"><</span> <span class="ident">target_amount</span> {
- <span class="kw">return</span> <span class="prelude-val">Err</span>(<span class="ident">Error::InsufficientFunds</span> {
- <span class="ident">needed</span>: <span class="ident">target_amount</span>,
- <span class="ident">available</span>: <span class="ident">expected</span>,
- });
+ <span class="comment">// `curr_value` and `curr_available_value` are both the sum of *effective_values* of</span>
+ <span class="comment">// the UTXOs. For the optional UTXOs (curr_available_value) we filter out UTXOs with</span>
+ <span class="comment">// negative effective value, so it will always be positive.</span>
+ <span class="comment">//</span>
+ <span class="comment">// Since we are required to spend the required UTXOs (curr_value) we have to consider</span>
+ <span class="comment">// all their effective values, even when negative, which means that curr_value could</span>
+ <span class="comment">// be negative as well.</span>
+ <span class="comment">//</span>
+ <span class="comment">// If the sum of curr_value and curr_available_value is negative or lower than our target,</span>
+ <span class="comment">// we can immediately exit with an error, as it's guaranteed we will never find a solution</span>
+ <span class="comment">// if we actually run the BnB.</span>
+ <span class="kw">let</span> <span class="ident">total_value</span>: <span class="prelude-ty">Result</span><span class="op"><</span><span class="ident">u64</span>, <span class="kw">_</span><span class="op">></span> <span class="op">=</span> (<span class="ident">curr_available_value</span> <span class="op">+</span> <span class="ident">curr_value</span>).<span class="ident">try_into</span>();
+ <span class="kw">match</span> <span class="ident">total_value</span> {
+ <span class="prelude-val">Ok</span>(<span class="ident">v</span>) <span class="kw">if</span> <span class="ident">v</span> <span class="op">></span><span class="op">=</span> <span class="ident">target_amount</span> => {}
+ <span class="kw">_</span> => {
+ <span class="comment">// Assume we spend all the UTXOs we can (all the required + all the optional with</span>
+ <span class="comment">// positive effective value), sum their value and their fee cost.</span>
+ <span class="kw">let</span> (<span class="ident">utxo_fees</span>, <span class="ident">utxo_value</span>) <span class="op">=</span> <span class="ident">required_utxos</span>
+ .<span class="ident">iter</span>()
+ .<span class="ident">chain</span>(<span class="ident">optional_utxos</span>.<span class="ident">iter</span>())
+ .<span class="ident">fold</span>((<span class="number">0</span>, <span class="number">0</span>), <span class="op">|</span>(<span class="kw-2">mut</span> <span class="ident">fees</span>, <span class="kw-2">mut</span> <span class="ident">value</span>), <span class="ident">utxo</span><span class="op">|</span> {
+ <span class="ident">fees</span> <span class="op">+</span><span class="op">=</span> <span class="ident">utxo</span>.<span class="ident">fee</span>;
+ <span class="ident">value</span> <span class="op">+</span><span class="op">=</span> <span class="ident">utxo</span>.<span class="ident">weighted_utxo</span>.<span class="ident">utxo</span>.<span class="ident">txout</span>().<span class="ident">value</span>;
+
+ (<span class="ident">fees</span>, <span class="ident">value</span>)
+ });
+
+ <span class="comment">// Add to the target the fee cost of the UTXOs</span>
+ <span class="kw">return</span> <span class="prelude-val">Err</span>(<span class="ident">Error::InsufficientFunds</span> {
+ <span class="ident">needed</span>: <span class="ident">target_amount</span> <span class="op">+</span> <span class="ident">utxo_fees</span>,
+ <span class="ident">available</span>: <span class="ident">utxo_value</span>,
+ });
+ }
}
<span class="kw">let</span> <span class="ident">target_amount</span> <span class="op">=</span> <span class="ident">target_amount</span>
)
.<span class="ident">unwrap</span>();
- <span class="macro">assert_eq!</span>(<span class="ident">result</span>.<span class="ident">selected</span>.<span class="ident">len</span>(), <span class="number">3</span>);
- <span class="macro">assert_eq!</span>(<span class="ident">result</span>.<span class="ident">selected_amount</span>(), <span class="number">300010</span>);
- <span class="macro">assert_eq!</span>(<span class="ident">result</span>.<span class="ident">fee_amount</span>, <span class="number">204</span>);
+ <span class="macro">assert_eq!</span>(<span class="ident">result</span>.<span class="ident">selected</span>.<span class="ident">len</span>(), <span class="number">2</span>);
+ <span class="macro">assert_eq!</span>(<span class="ident">result</span>.<span class="ident">selected_amount</span>(), <span class="number">300000</span>);
+ <span class="macro">assert_eq!</span>(<span class="ident">result</span>.<span class="ident">fee_amount</span>, <span class="number">136</span>);
}
<span class="attribute">#[<span class="ident">test</span>]</span>
)
.<span class="ident">unwrap</span>();
- <span class="macro">assert_eq!</span>(<span class="ident">result</span>.<span class="ident">selected</span>.<span class="ident">len</span>(), <span class="number">3</span>);
- <span class="macro">assert_eq!</span>(<span class="ident">result</span>.<span class="ident">selected_amount</span>(), <span class="number">300_010</span>);
- <span class="macro">assert!</span>((<span class="ident">result</span>.<span class="ident">fee_amount</span> <span class="kw">as</span> <span class="ident">f32</span> <span class="op">-</span> <span class="number">204.0</span>).<span class="ident">abs</span>() <span class="op"><</span> <span class="ident">f32::EPSILON</span>);
+ <span class="macro">assert_eq!</span>(<span class="ident">result</span>.<span class="ident">selected</span>.<span class="ident">len</span>(), <span class="number">2</span>);
+ <span class="macro">assert_eq!</span>(<span class="ident">result</span>.<span class="ident">selected_amount</span>(), <span class="number">300_000</span>);
+ <span class="macro">assert_eq!</span>(<span class="ident">result</span>.<span class="ident">fee_amount</span>, <span class="number">136</span>);
}
<span class="attribute">#[<span class="ident">test</span>]</span>
<span class="macro">assert!</span>(<span class="ident">result</span>.<span class="ident">selected_amount</span>() <span class="op">></span> <span class="ident">target_amount</span>);
<span class="macro">assert_eq!</span>(<span class="ident">result</span>.<span class="ident">fee_amount</span>, (<span class="ident">result</span>.<span class="ident">selected</span>.<span class="ident">len</span>() <span class="op">*</span> <span class="number">68</span>) <span class="kw">as</span> <span class="ident">u64</span>);
}
+
+ <span class="attribute">#[<span class="ident">test</span>]</span>
+ <span class="kw">fn</span> <span class="ident">test_bnb_exclude_negative_effective_value</span>() {
+ <span class="kw">let</span> <span class="ident">utxos</span> <span class="op">=</span> <span class="ident">get_test_utxos</span>();
+ <span class="kw">let</span> <span class="ident">database</span> <span class="op">=</span> <span class="ident">MemoryDatabase::default</span>();
+ <span class="kw">let</span> <span class="ident">drain_script</span> <span class="op">=</span> <span class="ident">Script::default</span>();
+
+ <span class="kw">let</span> <span class="ident">err</span> <span class="op">=</span> <span class="ident">BranchAndBoundCoinSelection::default</span>()
+ .<span class="ident">coin_select</span>(
+ <span class="kw-2">&</span><span class="ident">database</span>,
+ <span class="macro">vec!</span>[],
+ <span class="ident">utxos</span>,
+ <span class="ident">FeeRate::from_sat_per_vb</span>(<span class="number">10.0</span>),
+ <span class="number">500_000</span>,
+ <span class="kw-2">&</span><span class="ident">drain_script</span>,
+ )
+ .<span class="ident">unwrap_err</span>();
+
+ <span class="macro">assert!</span>(<span class="macro">matches!</span>(
+ <span class="ident">err</span>,
+ <span class="ident">Error::InsufficientFunds</span> {
+ <span class="ident">available</span>: <span class="number">300_000</span>,
+ ..
+ }
+ ));
+ }
+
+ <span class="attribute">#[<span class="ident">test</span>]</span>
+ <span class="kw">fn</span> <span class="ident">test_bnb_include_negative_effective_value_when_required</span>() {
+ <span class="kw">let</span> <span class="ident">utxos</span> <span class="op">=</span> <span class="ident">get_test_utxos</span>();
+ <span class="kw">let</span> <span class="ident">database</span> <span class="op">=</span> <span class="ident">MemoryDatabase::default</span>();
+ <span class="kw">let</span> <span class="ident">drain_script</span> <span class="op">=</span> <span class="ident">Script::default</span>();
+
+ <span class="kw">let</span> (<span class="ident">required</span>, <span class="ident">optional</span>) <span class="op">=</span> <span class="ident">utxos</span>
+ .<span class="ident">into_iter</span>()
+ .<span class="ident">partition</span>(<span class="op">|</span><span class="ident">u</span><span class="op">|</span> <span class="macro">matches!</span>(<span class="ident">u</span>, <span class="ident">WeightedUtxo</span> { <span class="ident">utxo</span>, .. } <span class="kw">if</span> <span class="ident">utxo</span>.<span class="ident">txout</span>().<span class="ident">value</span> <span class="op"><</span> <span class="number">1000</span>));
+
+ <span class="kw">let</span> <span class="ident">err</span> <span class="op">=</span> <span class="ident">BranchAndBoundCoinSelection::default</span>()
+ .<span class="ident">coin_select</span>(
+ <span class="kw-2">&</span><span class="ident">database</span>,
+ <span class="ident">required</span>,
+ <span class="ident">optional</span>,
+ <span class="ident">FeeRate::from_sat_per_vb</span>(<span class="number">10.0</span>),
+ <span class="number">500_000</span>,
+ <span class="kw-2">&</span><span class="ident">drain_script</span>,
+ )
+ .<span class="ident">unwrap_err</span>();
+
+ <span class="macro">assert!</span>(<span class="macro">matches!</span>(
+ <span class="ident">err</span>,
+ <span class="ident">Error::InsufficientFunds</span> {
+ <span class="ident">available</span>: <span class="number">300_010</span>,
+ ..
+ }
+ ));
+ }
+
+ <span class="attribute">#[<span class="ident">test</span>]</span>
+ <span class="kw">fn</span> <span class="ident">test_bnb_sum_of_effective_value_negative</span>() {
+ <span class="kw">let</span> <span class="ident">utxos</span> <span class="op">=</span> <span class="ident">get_test_utxos</span>();
+ <span class="kw">let</span> <span class="ident">database</span> <span class="op">=</span> <span class="ident">MemoryDatabase::default</span>();
+ <span class="kw">let</span> <span class="ident">drain_script</span> <span class="op">=</span> <span class="ident">Script::default</span>();
+
+ <span class="kw">let</span> <span class="ident">err</span> <span class="op">=</span> <span class="ident">BranchAndBoundCoinSelection::default</span>()
+ .<span class="ident">coin_select</span>(
+ <span class="kw-2">&</span><span class="ident">database</span>,
+ <span class="ident">utxos</span>,
+ <span class="macro">vec!</span>[],
+ <span class="ident">FeeRate::from_sat_per_vb</span>(<span class="number">10_000.0</span>),
+ <span class="number">500_000</span>,
+ <span class="kw-2">&</span><span class="ident">drain_script</span>,
+ )
+ .<span class="ident">unwrap_err</span>();
+
+ <span class="macro">assert!</span>(<span class="macro">matches!</span>(
+ <span class="ident">err</span>,
+ <span class="ident">Error::InsufficientFunds</span> {
+ <span class="ident">available</span>: <span class="number">300_010</span>,
+ ..
+ }
+ ));
+ }
}
</code></pre></div>
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