wip

Cargo.toml

@@ -15,7 +15,7 @@ keywords = ["crypto", "bitcoin"]
 readme = "README.md"
 
 [dependencies]
-bitcoin = { git="https://github.com/yancyribbens/rust-bitcoin", rev="426408" }
+bitcoin = { git="https://github.com/yancyribbens/rust-bitcoin", rev="975ada" }
 rand = {version = "0.8.5", default-features = false, optional = true}
 
 [dev-dependencies]
@@ -24,10 +24,10 @@ rust-bitcoin-coin-selection = {path = ".", features = ["rand"]}
 rand = "0.8.5"
 
 [patch.crates-io]
-bitcoin_hashes = { git = "https://github.com/yancyribbens/rust-bitcoin", rev="426408" }
-bitcoin-io = { git = "https://github.com/yancyribbens/rust-bitcoin", rev="426408" }
-bitcoin-units = { git = "https://github.com/yancyribbens/rust-bitcoin", rev="426408" }
-bitcoin-internals = { git = "https://github.com/yancyribbens/rust-bitcoin", rev="426408" }
+bitcoin_hashes = { git = "https://github.com/yancyribbens/rust-bitcoin", rev="975ada" }
+bitcoin-io = { git = "https://github.com/yancyribbens/rust-bitcoin", rev="975ada" }
+bitcoin-units = { git = "https://github.com/yancyribbens/rust-bitcoin", rev="975ada" }
+bitcoin-internals = { git = "https://github.com/yancyribbens/rust-bitcoin", rev="975ada" }
 
 [[bench]]
 name = "coin_selection"

src/branch_and_bound.rs

@@ -4,12 +4,14 @@
 //!
 //! This module introduces the Branch and Bound Coin Selection Algorithm.
 
+use crate::calculate_waste;
 use crate::WeightedUtxo;
 use bitcoin::amount::CheckedSum;
+use bitcoin::blockdata::transaction::effective_value;
 use bitcoin::Amount;
 use bitcoin::FeeRate;
 use bitcoin::SignedAmount;
-use bitcoin::blockdata::transaction::effective_value;
+use bitcoin::Weight;
 
 /// Select coins bnb performs a depth first branch and bound search.  The search traverses a
 /// binary tree with a maximum depth n where n is the size of the UTXO pool to be searched.
@@ -122,13 +124,13 @@ use bitcoin::blockdata::transaction::effective_value;
 //  b) It's a high fee environment such that adding more utxos will increase current_waste.
 //
 // If either a or b is true, we consider the search path no longer viable to continue down.
-pub fn select_coins_bnb(
+pub fn select_coins_bnb<T: WeightedUtxo>(
     target: Amount,
     cost_of_change: Amount,
     fee_rate: FeeRate,
     long_term_fee_rate: FeeRate,
-    weighted_utxos: &[WeightedUtxo],
-) -> Option<std::vec::IntoIter<&'_ WeightedUtxo>> {
+    weighted_utxos: &[T],
+) -> Option<std::vec::IntoIter<&'_ T>> {
     // Total_Tries in Core:
     // https://github.com/bitcoin/bitcoin/blob/1d9da8da309d1dbf9aef15eb8dc43b4a2dc3d309/src/wallet/coinselection.cpp#L74
     const ITERATION_LIMIT: i32 = 100_000;
@@ -157,10 +159,16 @@ pub fn select_coins_bnb(
     // Creates a tuple of (effective_value, waste, weighted_utxo)
     // * filter out effective values and wastes that are None (error).
     // * filter out negative effective values.
-    let mut w_utxos: Vec<(Amount, SignedAmount, &WeightedUtxo)> = weighted_utxos
+    let mut w_utxos: Vec<(Amount, SignedAmount, &T)> = weighted_utxos
         .iter()
         // calculate effective_value and waste for each w_utxo.
-        .map(|wu| (effective_value(fee_rate, wu.satisfaction_weight, wu.utxo.value), wu.waste(fee_rate, long_term_fee_rate), wu))
+        .map(|wu| {
+            (
+                effective_value(fee_rate, wu.satisfaction_weight(), wu.utxo().value),
+                calculate_waste(Weight::ZERO, fee_rate, long_term_fee_rate),
+                wu,
+            )
+        })
         // remove utxos that either had an error in the effective_value or waste calculation.
         .filter(|(eff_val, waste, _)| !eff_val.is_none() && !waste.is_none())
         // unwrap the option type since we know they are not None (see previous step).
@@ -340,10 +348,10 @@ pub fn select_coins_bnb(
 
 // Copy the index list into a list such that for each
 // index, the corresponding w_utxo is copied.
-fn index_to_utxo_list(
+fn index_to_utxo_list<T: WeightedUtxo>(
     index_list: Option<Vec<usize>>,
-    wu: Vec<(Amount, SignedAmount, &WeightedUtxo)>,
-) -> Option<std::vec::IntoIter<&'_ WeightedUtxo>> {
+    wu: Vec<(Amount, SignedAmount, &T)>,
+) -> Option<std::vec::IntoIter<&'_ T>> {
     // Doing this to satisfy the borrow checker such that the
     // refs &WeightedUtxo in `wu` have the same lifetime as the
     // returned &WeightedUtxo.

src/lib.rs

@@ -26,50 +26,54 @@ use bitcoin::TxOut;
 use bitcoin::Weight;
 
 pub use crate::branch_and_bound::select_coins_bnb;
-use crate::single_random_draw::select_coins_srd;
+// use crate::single_random_draw::select_coins_srd;
 use rand::thread_rng;
 
 // https://github.com/bitcoin/bitcoin/blob/f722a9bd132222d9d5cd503b5af25c905b205cdb/src/wallet/coinselection.h#L20
 const CHANGE_LOWER: Amount = Amount::from_sat(50_000);
 
-/// This struct contains the weight of all params needed to satisfy the UTXO.
-///
-/// The idea of using a WeightUtxo type was inspired by the BDK implementation:
-/// <https://github.com/bitcoindevkit/bdk/blob/feafaaca31a0a40afc03ce98591d151c48c74fa2/crates/bdk/src/types.rs#L181>
-#[derive(Clone, Debug, PartialEq)]
-// note, change this to private?  No good reason to be public.
-pub struct WeightedUtxo {
-    /// The satisfaction_weight is the size of the required params to satisfy the UTXO.
-    pub satisfaction_weight: Weight,
-    /// The corresponding UTXO.
-    pub utxo: TxOut,
-}
-
 // Serialized length of a u32.
 const SEQUENCE_SIZE: u64 = 4;
 // The serialized lengths of txid and vout.
 const OUTPOINT_SIZE: u64 = 32 + 4;
-const TX_IN_BASE_WEIGHT: Weight =
-        Weight::from_vb_unwrap(OUTPOINT_SIZE + SEQUENCE_SIZE);
+const TX_IN_BASE_WEIGHT: Weight = Weight::from_vb_unwrap(OUTPOINT_SIZE + SEQUENCE_SIZE);
 
 // Predict the fee Amount to spend a UTXO.
 //
 // To predict the fee, the predicted weight is:
 // weight = satisfaction_weight + TX_IN base weight.
-// 
+//
 // The fee is then calculated as:
 // fee = weight * fee_rate
 fn calculate_fee_prediction(satisfaction_weight: Weight, fee_rate: FeeRate) -> Option<Amount> {
     let weight = satisfaction_weight.checked_add(TX_IN_BASE_WEIGHT)?;
     fee_rate.checked_mul_by_weight(weight)
 }
 
-impl WeightedUtxo {
-    fn waste(&self, fee_rate: FeeRate, long_term_fee_rate: FeeRate) -> Option<SignedAmount> {
-        let fee: SignedAmount = calculate_fee_prediction(self.satisfaction_weight, fee_rate)?.to_signed().ok()?;
-        let lt_fee: SignedAmount = calculate_fee_prediction(self.satisfaction_weight, long_term_fee_rate)?.to_signed().ok()?;
-        fee.checked_sub(lt_fee)
-    }
+// Calculates how wasteful a UTXO is to spend.
+//
+// The wastefulness of a UTXO is depends on the current fee environment.
+// To calculate how wasteful spending a UTXO (now) is:
+// 
+// waste = current_fee - long_term_fee 
+fn calculate_waste(
+    satisfaction_weight: Weight,
+    fee_rate: FeeRate,
+    long_term_fee_rate: FeeRate,
+) -> Option<SignedAmount> {
+    let fee: SignedAmount =
+        calculate_fee_prediction(satisfaction_weight, fee_rate)?.to_signed().ok()?;
+    let lt_fee: SignedAmount =
+        calculate_fee_prediction(satisfaction_weight, long_term_fee_rate)?.to_signed().ok()?;
+    fee.checked_sub(lt_fee)
+}
+
+/// The WeightedUtxo trait provides the necessary interfaces for coin-selection. 
+pub trait WeightedUtxo {
+    /// The weight of a UTXO once the spending conditions are satisfied.
+    fn satisfaction_weight(&self) -> Weight;
+    /// The concrete UTXO.
+    fn utxo(&self) -> TxOut;
 }
 
 /// Select coins first using BnB algorithm similar to what is done in bitcoin
@@ -79,21 +83,23 @@ impl WeightedUtxo {
 /// Requires compilation with the "rand" feature.
 #[cfg(feature = "rand")]
 #[cfg_attr(docsrs, doc(cfg(feature = "rand")))]
-pub fn select_coins(
+pub fn select_coins<T: WeightedUtxo>(
     target: Amount,
     cost_of_change: Amount,
     fee_rate: FeeRate,
     long_term_fee_rate: FeeRate,
-    weighted_utxos: &[WeightedUtxo],
-) -> Option<std::vec::IntoIter<&WeightedUtxo>> {
+    weighted_utxos: &[T],
+) -> Option<std::vec::IntoIter<&T>> {
     {
         let bnb =
             select_coins_bnb(target, cost_of_change, fee_rate, long_term_fee_rate, weighted_utxos);
 
-        if bnb.is_some() {
-            bnb
-        } else {
-            select_coins_srd(target, fee_rate, weighted_utxos, &mut thread_rng())
-        }
+        //if bnb.is_some() {
+            //bnb
+        //} else {
+            //select_coins_srd(target, fee_rate, weighted_utxos, &mut thread_rng())
+        //}
+
+        bnb
     }
 }