Algo/coin grinder #75
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Provide a DFS-based selection algorithm which optimizes for transaction weight and creates a change output.
If the currently selected input does not contribute to a valid solution, and the next input to be evaluated is of the same construction (same value and weight), then skip (do not evaluate). Therefore, this optimization significantly improves performance when a candidate input set contains many identical inputs. See also: bitcoin/bitcoin@451be19
It can be estimated that if we continue adding inputs that no better solution than the current best solution will be forthcoming. The estimation is done as follows: Calculate the number of inputs needed to reach the remaining target. The input set is sorted by descending value, so we know that every following input will be less than the current input. Therefore, to determine the number of inputs needed to reach the target, we use a lower bound by estimating that every following input will be the same value as the current input. Then, multiply the lower bound input count by the best possible weight (tail weight) and check if the result could be better than the known best weight so far. If the resulting estimation is higher (worse), then decide what fashion of backtrack is next. Check the value of the last selected value (tail). If it's greater than any remaining values then move it to the exclusion branch (shift) since a better combination is might be possible. Otherwise cut entire sub-tree since the tail was the best possibility for this sub-tree. See also: bitcoin/bitcoin@13161ec
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Add Coin Grinder, A Rust DFS-based selection algorithm which optimizes for transaction
weight and creates a change output.
This is a Rust implementation of the C++ version bitcoin/bitcoin#27877
I plan to follow up and add fuzz tests, property tests and benchmarks before a release. While i've made a best attempt to guard against possible overflows by using checked arithmetic, I suspect more will be uncovered once fuzz tests are added. Every instance of checked arithmetic slows the performance, therefore I've left places unchecked for now that are not obvious.