Dev (#6)

* add filter to not include inputs that are smaller than fee
vladmelnyk · Jun 3, 2019 · fdab1dd · fdab1dd
1 parent 136b9a9
commit fdab1dd
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Showing 3 changed files with 30 additions and 12 deletions.
diff --git a/build.gradle b/build.gradle
@@ -1,7 +1,7 @@
 group = 'com.coinselection'
-version = '0.0.5'
+version = '0.0.6'
 buildscript {
-    ext.kotlin_version = '1.3.11'
+    ext.kotlin_version = '1.3.31'
     ext.spring_boot_version = '2.0.6.RELEASE'
     repositories {
         mavenCentral()

diff --git a/src/main/kotlin/com.coinselection/BtcCoinSelectionProvider.kt b/src/main/kotlin/com.coinselection/BtcCoinSelectionProvider.kt
@@ -20,12 +20,11 @@ class BtcCoinSelectionProvider(
             val cumulativeHolder: CumulativeHolder
     )
 
-
     fun provide(utxoList: List<UnspentOutput>,
                 targetValue: BigDecimal,
                 feeRatePerByte: BigDecimal,
                 numberOfOutputs: Int = 1,
-                compulsoryUtxoList: List<UnspentOutput> = listOf()
+                compulsoryUtxoList: List<UnspentOutput>? = null
     ): CoinSelectionResult? {
 
         val costCalculator = CostCalculator(transactionSize, feeRatePerByte, numberOfOutputs)
@@ -60,6 +59,7 @@ class BtcCoinSelectionProvider(
                 .shuffled()
                 .asSequence()
                 .take(maxNumberOfInputs)
+                .filter { it.amount >= costCalculator.getCostPerInput() }
                 .takeWhile { sumIsLessThanTarget(cumulativeHolder, targetValue = maxTargetValue) }
                 .onEach { delta.getAndSet((cumulativeHolder.getSum() - (optimalTargetValue + cumulativeHolder.getFee())).abs()) }
                 .takeWhile { (cumulativeHolder.getSum() + it.amount - (optimalTargetValue + cumulativeHolder.getFee() + costCalculator.getCostPerInput())).abs() < delta.get() }
@@ -74,16 +74,16 @@ class BtcCoinSelectionProvider(
     private fun selectUntilSumIsLessThanTarget(utxoListRearanged: List<UnspentOutput>,
                                                targetValue: BigDecimal,
                                                costCalculator: CostCalculator,
-                                               compulsoryUtxoList: List<UnspentOutput>): UtxoSumCalculationData? {
+                                               compulsoryUtxoList: List<UnspentOutput>?): UtxoSumCalculationData? {
         val cumulativeHolder = CumulativeHolder.defaultInit()
         cumulativeHolder.appendFee(costCalculator.getBaseFee())
-        val selectedCompulsoryUtxoList = compulsoryUtxoList
-                .asSequence()
-                .take(maxNumberOfInputs)
-                .onEach { appendSumAndFee(cumulativeHolder, costCalculator, sum = it.amount) }
-                .toList()
+        val selectedCompulsoryUtxoList = compulsoryUtxoList?.asSequence()
+                ?.take(maxNumberOfInputs)
+                ?.onEach { appendSumAndFee(cumulativeHolder, costCalculator, sum = it.amount) }
+                ?.toList() ?: listOf()
         val selectedUtxoList = utxoListRearanged
                 .asSequence()
+                .filter { it.amount >= costCalculator.getCostPerInput() }
                 .takeWhile { sumIsLessThanTarget(cumulativeHolder, targetValue) }
                 .take(maxNumberOfInputs)
                 .onEach { appendSumAndFee(cumulativeHolder, costCalculator, sum = it.amount) }
@@ -97,7 +97,7 @@ class BtcCoinSelectionProvider(
     private fun fallbackLargestFirstSelection(utxoListRearanged: List<UnspentOutput>,
                                               costCalculator: CostCalculator,
                                               targetValue: BigDecimal,
-                                              compulsoryUtxoList: List<UnspentOutput>): UtxoSumCalculationData? {
+                                              compulsoryUtxoList: List<UnspentOutput>?): UtxoSumCalculationData? {
         val dataPair = selectUntilSumIsLessThanTarget(utxoListRearanged, targetValue, costCalculator, compulsoryUtxoList)
         return if (dataPair == null || sumIsLessThanTarget(dataPair.cumulativeHolder, targetValue)) {
             null

diff --git a/src/test/kotlin/com/coinselection/BtcCoinSelectionProviderTest.kt b/src/test/kotlin/com/coinselection/BtcCoinSelectionProviderTest.kt
@@ -7,7 +7,7 @@ import org.junit.jupiter.api.Test
 import java.math.BigDecimal
 import java.util.*
 
-private val KB = 1000.toBigDecimal()
+val BTC_DUST_AMOUNT: BigDecimal = 546.toBigDecimal().movePointLeft(8)
 
 class BtcCoinSelectionProviderTest {
 
@@ -17,6 +17,7 @@ class BtcCoinSelectionProviderTest {
 
     private val coinSelectionProvider: BtcCoinSelectionProvider = BtcCoinSelectionProvider()
     private val smartFeePerByte = BigDecimal.ONE.movePointLeft(8)
+    private val smartFeePerByteHigh = BigDecimal.TEN.movePointLeft(8)
     private val random = Random()
 
     @RepeatedTest(100)
@@ -75,7 +76,24 @@ class BtcCoinSelectionProviderTest {
         val totalFeeExpected = calculateTransactionFee(coinSelectionResult.selectedUtxos!!.size, 2, smartFeePerByte)
         val totalFee = coinSelectionResult.totalFee
         Assertions.assertEquals(totalFeeExpected, totalFee)
+    }
 
+    @Test
+    fun `should not include small utxos`() {
+        val targetValue = BigDecimal(5)
+        val rangeMin = 1.1
+        val rangeMax = 1.2
+        val rangeMinDust = BTC_DUST_AMOUNT.toDouble()
+        val rangeMaxDust = BTC_DUST_AMOUNT.toDouble()
+        val utxoList = (1..50).map { rangeMinDust + (rangeMaxDust - rangeMinDust) * random.nextDouble() }.map { createUnspentOutput(it) }
+        val compulsoryUtxoList = (1..20).map { rangeMin + (rangeMax - rangeMin) * random.nextDouble() }.map { createUnspentOutput(it) }
+        val coinSelectionResult = coinSelectionProvider.provide(utxoList, targetValue, smartFeePerByteHigh, compulsoryUtxoList = compulsoryUtxoList)
+        Assertions.assertNotNull(coinSelectionResult!!.selectedUtxos)
+        Assertions.assertTrue(coinSelectionResult.selectedUtxos!!.containsAll(compulsoryUtxoList))
+        Assertions.assertFalse(coinSelectionResult.selectedUtxos!!.any { it in utxoList })
+        val totalFeeExpected = calculateTransactionFee(coinSelectionResult.selectedUtxos!!.size, 2, smartFeePerByteHigh)
+        val totalFee = coinSelectionResult.totalFee
+        Assertions.assertEquals(totalFeeExpected, totalFee)
     }
 
     private fun createUnspentOutput(value: Double): UnspentOutput {