Bitcoin ABC  0.26.2
P2P Digital Currency
Classes | Functions | Variables
coinselection.h File Reference
#include <amount.h>
#include <primitives/transaction.h>
#include <random.h>
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Classes

class  CInputCoin
 
struct  CoinEligibilityFilter
 
struct  OutputGroup
 

Functions

bool SelectCoinsBnB (std::vector< OutputGroup > &utxo_pool, const Amount &target_value, const Amount &cost_of_change, std::set< CInputCoin > &out_set, Amount &value_ret, const Amount not_input_fees)
 This is the Branch and Bound Coin Selection algorithm designed by Murch. More...
 
bool KnapsackSolver (const Amount nTargetValue, std::vector< OutputGroup > &groups, std::set< CInputCoin > &setCoinsRet, Amount &nValueRet)
 

Variables

static constexpr Amount MIN_CHANGE {COIN / 100}
 target minimum change amount More...
 
static const Amount MIN_FINAL_CHANGE = MIN_CHANGE / 2
 final minimum change amount after paying for fees More...
 

Function Documentation

◆ KnapsackSolver()

bool KnapsackSolver ( const Amount  nTargetValue,
std::vector< OutputGroup > &  groups,
std::set< CInputCoin > &  setCoinsRet,
Amount nValueRet 
)

Definition at line 253 of file coinselection.cpp.

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◆ SelectCoinsBnB()

bool SelectCoinsBnB ( std::vector< OutputGroup > &  utxo_pool,
const Amount target_value,
const Amount cost_of_change,
std::set< CInputCoin > &  out_set,
Amount value_ret,
const Amount  not_input_fees 
)

This is the Branch and Bound Coin Selection algorithm designed by Murch.

It searches for an input set that can pay for the spending target and does not exceed the spending target by more than the cost of creating and spending a change output. The algorithm uses a depth-first search on a binary tree. In the binary tree, each node corresponds to the inclusion or the omission of a UTXO. UTXOs are sorted by their effective values and the trees is explored deterministically per the inclusion branch first. At each node, the algorithm checks whether the selection is within the target range. While the selection has not reached the target range, more UTXOs are included. When a selection's value exceeds the target range, the complete subtree deriving from this selection can be omitted. At that point, the last included UTXO is deselected and the corresponding omission branch explored instead. The search ends after the complete tree has been searched or after a limited number of tries.

The search continues to search for better solutions after one solution has been found. The best solution is chosen by minimizing the waste metric. The waste metric is defined as the cost to spend the current inputs at the given fee rate minus the long term expected cost to spend the inputs, plus the amount the selection exceeds the spending target:

waste = selectionTotal - target + inputs × (currentFeeRate - longTermFeeRate)

The algorithm uses two additional optimizations. A lookahead keeps track of the total value of the unexplored UTXOs. A subtree is not explored if the lookahead indicates that the target range cannot be reached. Further, it is unnecessary to test equivalent combinations. This allows us to skip testing the inclusion of UTXOs that match the effective value and waste of an omitted predecessor.

The Branch and Bound algorithm is described in detail in Murch's Master Thesis: https://murch.one/wp-content/uploads/2016/11/erhardt2016coinselection.pdf

Parameters
utxo_poolThe set of UTXOs that we are choosing from. These UTXOs will be sorted in descending order by effective value and the CInputCoins' values are their effective values.
target_valueThis is the value that we want to select. It is the lower bound of the range.
cost_of_changeThis is the cost of creating and spending a change output. This plus target_value is the upper bound of the range.
out_setThis is an output parameter for the set of CInputCoins that have been selected.
value_retThis is an output parameter for the total value of the CInputCoins that were selected.
not_input_fees-> The fees that need to be paid for the outputs and fixed size overhead (version, locktime, marker and flag)

Definition at line 70 of file coinselection.cpp.

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Variable Documentation

◆ MIN_CHANGE

constexpr Amount MIN_CHANGE {COIN / 100}
staticconstexpr

target minimum change amount

Definition at line 15 of file coinselection.h.

◆ MIN_FINAL_CHANGE

const Amount MIN_FINAL_CHANGE = MIN_CHANGE / 2
static

final minimum change amount after paying for fees

Definition at line 17 of file coinselection.h.