Add check for utxo total amount and change return type that could be …

…null if that check fails (#1) * result now returns accumulated commission and selected utxo list * check if total utxo amount is enough
vladmelnyk · Dec 21, 2018 · bfb22ee · bfb22ee
1 parent ede5524
commit bfb22ee
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Showing 6 changed files with 66 additions and 30 deletions.
diff --git a/build.gradle b/build.gradle
@@ -1,7 +1,7 @@
 group = 'com.coinselection'
-version = '0.0.1'
+version = '0.0.2'
 buildscript {
-    ext.kotlin_version = '1.3.10'
+    ext.kotlin_version = '1.3.11'
     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
@@ -1,20 +1,27 @@
 package com.coinselection
 
+import com.coinselection.dto.CoinSelectionResult
+import com.coinselection.dto.UnspentOutput
 import java.math.BigDecimal
 import java.util.concurrent.atomic.AtomicReference
 
 class BtcCoinSelectionProvider : CoinSelectionProvider {
 
-    override fun provide(utxoList: List<UnspentOutput>, targetValue: BigDecimal, feeRatePerByte: BigDecimal, maxNumberOfInputs: Int, numberOfDestinationAddress: Int, inputSize: Int, outputSize: Int, headerSize: Int): List<UnspentOutput> {
+    override fun provide(utxoList: List<UnspentOutput>, targetValue: BigDecimal, feeRatePerByte: BigDecimal, maxNumberOfInputs: Int, numberOfDestinationAddress: Int, inputSize: Int, outputSize: Int, headerSize: Int): CoinSelectionResult {
         val selectedUtxoListSumAndFee = select(utxoList, targetValue, feeRatePerByte, maxNumberOfInputs, numberOfDestinationAddress, inputSize, outputSize, headerSize)
         val selectedUtxoList = selectedUtxoListSumAndFee.first
         val cumulativeSum = selectedUtxoListSumAndFee.second
         val cumulativeFee = selectedUtxoListSumAndFee.third
-        val improvedUtxoList = improve(utxoList.subtract(selectedUtxoList).toList(), cumulativeSum, cumulativeFee, targetValue, feeRatePerByte, maxNumberOfInputs, inputSize)
-        return selectedUtxoList.union(improvedUtxoList).toList()
+        val improvedUtxoList = if (selectedUtxoList != null) {
+            improve(utxoList.subtract(selectedUtxoList).toList(), cumulativeSum, cumulativeFee, targetValue, feeRatePerByte, maxNumberOfInputs,
+                    inputSize)
+        } else {
+            listOf()
+        }
+        return CoinSelectionResult(selectedUtxos = selectedUtxoList?.union(improvedUtxoList)?.toList(), totalFee = cumulativeFee.get())
     }
 
-    private fun select(utxoList: List<UnspentOutput>, targetValue: BigDecimal, feeRatePerByte: BigDecimal, maxNumberOfInputs: Int, numberOfDestinationAddress: Int, inputSize: Int, outputSize: Int, headerSize: Int): Triple<List<UnspentOutput>, AtomicReference<BigDecimal>, AtomicReference<BigDecimal>> {
+    private fun select(utxoList: List<UnspentOutput>, targetValue: BigDecimal, feeRatePerByte: BigDecimal, maxNumberOfInputs: Int, numberOfDestinationAddress: Int, inputSize: Int, outputSize: Int, headerSize: Int): Triple<List<UnspentOutput>?, AtomicReference<BigDecimal>, AtomicReference<BigDecimal>> {
         val cumulativeSum = AtomicReference<BigDecimal>(BigDecimal.ZERO)
         val costPerInput = inputSize.toBigDecimal() * feeRatePerByte
         val costPerOutput = outputSize.toBigDecimal() * feeRatePerByte
@@ -40,6 +47,10 @@ class BtcCoinSelectionProvider : CoinSelectionProvider {
                     .onEach { append(atomicReference = cumulativeSum, with = it.amount) }
                     .onEach { append(atomicReference = cumulativeFee, with = costPerInput) }
                     .toList()
+//            Return null utxo list if total amount is still not enough
+            if (cumulativeSum.get() < targetValue + cumulativeFee.get()) {
+                return Triple(null, cumulativeSum, cumulativeFee)
+            }
         }
         return Triple(selectedUtxoList, cumulativeSum, cumulativeFee)
 

diff --git a/src/main/kotlin/com.coinselection/CoinSelectionProvider.kt b/src/main/kotlin/com.coinselection/CoinSelectionProvider.kt
@@ -1,5 +1,7 @@
 package com.coinselection
 
+import com.coinselection.dto.CoinSelectionResult
+import com.coinselection.dto.UnspentOutput
 import java.math.BigDecimal
 
 // Default sizes in bytes for Segwit legacy-compatible addresses (starting with 3...)
@@ -9,5 +11,5 @@ private const val HEADER_SIZE = 11
 private const val MAX_INPUT = 60
 
 interface CoinSelectionProvider {
-    fun provide(utxoList: List<UnspentOutput>, targetValue: BigDecimal, feeRatePerByte: BigDecimal, maxNumberOfInputs: Int = MAX_INPUT, numberOfDestinationAddress: Int = 1, inputSize: Int = INPUT_SIZE, outputSize: Int = OUTPUT_SIZE, headerSize: Int = HEADER_SIZE): List<UnspentOutput>
+    fun provide(utxoList: List<UnspentOutput>, targetValue: BigDecimal, feeRatePerByte: BigDecimal, maxNumberOfInputs: Int = MAX_INPUT, numberOfDestinationAddress: Int = 1, inputSize: Int = INPUT_SIZE, outputSize: Int = OUTPUT_SIZE, headerSize: Int = HEADER_SIZE): CoinSelectionResult
 }
diff --git a/src/main/kotlin/com.coinselection/dto/CoinSelectionResult.kt b/src/main/kotlin/com.coinselection/dto/CoinSelectionResult.kt
@@ -0,0 +1,8 @@
+package com.coinselection.dto
+
+import java.math.BigDecimal
+
+data class CoinSelectionResult(
+        val selectedUtxos: List<UnspentOutput>?,
+        val totalFee: BigDecimal
+)
diff --git a/...kotlin/com.coinselection/UnspentOutput.kt → ...in/com.coinselection/dto/UnspentOutput.kt b/...kotlin/com.coinselection/UnspentOutput.kt → ...in/com.coinselection/dto/UnspentOutput.kt
@@ -1,4 +1,4 @@
-package com.coinselection
+package com.coinselection.dto
 
 import java.math.BigDecimal
 

diff --git a/src/test/kotlin/com/coinselection/BtcCoinSelectionProviderTest.kt b/src/test/kotlin/com/coinselection/BtcCoinSelectionProviderTest.kt
@@ -1,12 +1,13 @@
 package com.coinselection
 
+import com.coinselection.dto.UnspentOutput
 import org.junit.jupiter.api.Assertions
 import org.junit.jupiter.api.RepeatedTest
 import org.junit.jupiter.api.Test
 import java.math.BigDecimal
 import java.util.*
 
-private const val KB = 1024L
+private const val KB = 1000L
 
 class BtcCoinSelectionProviderTest {
 
@@ -24,12 +25,13 @@ class BtcCoinSelectionProviderTest {
         val rangeMin = 0
         val rangeMax = 1
         val utxoList = (1..1000).map { rangeMin + (rangeMax - rangeMin) * random.nextDouble() }.map { createUnspentOutput(it) }
-        val selectedUtxos = coinSelectionProvider.provide(utxoList, targetValue, smartFee)
-        println(selectedUtxos.map { it.amount })
-        val sum = selectedUtxos.sumByBigDecimal { it.amount }
-        val count = selectedUtxos.size
-        val fee = calculateTransactionFee(count, 2, smartFee)
-        Assertions.assertTrue(sum > targetValue + BigDecimal(fee))
+        val coinSelectionResult = coinSelectionProvider.provide(utxoList, targetValue, smartFee)
+        val sum = coinSelectionResult.selectedUtxos?.sumByBigDecimal { it.amount }
+        val count = coinSelectionResult.selectedUtxos?.size
+        val feeSimple = calculateTransactionFee(count!!, 2, smartFee)
+        val feeCalculated = coinSelectionResult.totalFee.movePointLeft(8)
+        Assertions.assertTrue(sum!! > targetValue + feeCalculated)
+        Assertions.assertTrue(feeSimple == feeCalculated.toLong())
     }
 
     @Test
@@ -39,13 +41,15 @@ class BtcCoinSelectionProviderTest {
         val rangeMax = 1
         val maxNumOfInputs = 3
         val utxoList = (1..1000).map { rangeMin + (rangeMax - rangeMin) * random.nextDouble() }.map { createUnspentOutput(it) }
-        val selectedUtxos = coinSelectionProvider.provide(utxoList, targetValue, smartFee, maxNumberOfInputs = maxNumOfInputs)
-        println(selectedUtxos.map { it.amount })
-        val sum = selectedUtxos.sumByBigDecimal { it.amount }
-        val count = selectedUtxos.size
-        val fee = calculateTransactionFee(count, 2, smartFee)
-        Assertions.assertTrue(sum > targetValue + BigDecimal(fee))
-        Assertions.assertTrue(selectedUtxos.contains(utxoList.asSequence().sortedByDescending { it.amount }.first()))
+        val coinSelectionResult = coinSelectionProvider.provide(utxoList, targetValue, smartFee, maxNumberOfInputs = maxNumOfInputs)
+        val sum = coinSelectionResult.selectedUtxos?.sumByBigDecimal { it.amount }
+        val count = coinSelectionResult.selectedUtxos?.size
+        val feeSimple = calculateTransactionFee(count!!, 2, smartFee)
+        val feeCalculated = coinSelectionResult.totalFee.movePointLeft(8)
+
+        Assertions.assertTrue(sum!! > targetValue + feeCalculated)
+        Assertions.assertTrue(feeSimple == feeCalculated.toLong())
+        Assertions.assertTrue(coinSelectionResult.selectedUtxos!!.contains(utxoList.asSequence().sortedByDescending { it.amount }.first()))
     }
 
     @Test
@@ -55,13 +59,24 @@ class BtcCoinSelectionProviderTest {
         val rangeMax = 1.2
         val maxNumOfInputs = 3
         val utxoList = (1..1000).map { rangeMin + (rangeMax - rangeMin) * random.nextDouble() }.map { createUnspentOutput(it) }
-        val selectedUtxos = coinSelectionProvider.provide(utxoList, targetValue, smartFee, maxNumOfInputs)
-        println(selectedUtxos.map { it.amount })
-        val sum = selectedUtxos.sumByBigDecimal { it.amount }
-        val count = selectedUtxos.size
-        val fee = calculateTransactionFee(count, 2, smartFee)
-        Assertions.assertTrue(sum > targetValue + BigDecimal(fee))
-        Assertions.assertSame(maxNumOfInputs * 2 - 1, selectedUtxos.size)
+        val coinSelectionResult = coinSelectionProvider.provide(utxoList, targetValue, smartFee, maxNumberOfInputs = maxNumOfInputs)
+        val sum = coinSelectionResult.selectedUtxos?.sumByBigDecimal { it.amount }
+        val count = coinSelectionResult.selectedUtxos?.size
+        val feeSimple = calculateTransactionFee(count!!, 2, smartFee)
+        val feeCalculated = coinSelectionResult.totalFee.movePointLeft(8)
+        Assertions.assertTrue(sum!! > targetValue + feeCalculated)
+        Assertions.assertTrue(feeSimple == feeCalculated.toLong())
+        Assertions.assertSame(maxNumOfInputs * 2 - 1, coinSelectionResult.selectedUtxos!!.size)
+    }
+
+    @Test
+    fun `should return null utxoList if total accumulated value is not enough`() {
+        val targetValue = BigDecimal(100)
+        val rangeMin = 1.1
+        val rangeMax = 1.2
+        val utxoList = (1..50).map { rangeMin + (rangeMax - rangeMin) * random.nextDouble() }.map { createUnspentOutput(it) }
+        val coinSelectionResult = coinSelectionProvider.provide(utxoList, targetValue, smartFee)
+        Assertions.assertNull(coinSelectionResult.selectedUtxos)
     }
 
     private fun createUnspentOutput(value: Double): UnspentOutput {
@@ -75,7 +90,7 @@ class BtcCoinSelectionProviderTest {
     private fun calculateTransactionFee(inputsCount: Int, outputsCount: Int, smartFeePerKB: BigDecimal): Long {
         val size = inputsCount * 91 + outputsCount * 32 + 11
         val smartFeePerByte = smartFeePerKB.div(BigDecimal(KB))
-        return (smartFeePerByte * BigDecimal(100000000)).toLong() * size
+        return smartFeePerByte.movePointLeft(8).toLong() * size
     }
 
 }