Add constant CHANGE_LOWER

src/lib.rs

@@ -29,6 +29,10 @@ pub use crate::single_random_draw::select_coins_srd;
 #[cfg(any(test, feature = "rand"))]
 use crate::errors::LibError;
 
+// https://github.com/bitcoin/bitcoin/blob/f722a9bd132222d9d5cd503b5af25c905b205cdb/src/wallet/coinselection.h#L20
+#[cfg(any(test, feature = "rand"))]
+const CHANGE_LOWER: u64 = 50_000;
+
 /// Trait that a UTXO struct must implement to be used as part of the coin selection
 /// algorithm.
 pub trait Utxo: Clone {

src/single_random_draw.rs

@@ -4,6 +4,9 @@
 #[cfg(any(test, feature = "rand"))]
 use crate::Utxo;
 
+#[cfg(any(test, feature = "rand"))]
+use crate::CHANGE_LOWER;
+
 #[cfg(any(test, feature = "rand"))]
 use rand::seq::SliceRandom;
 
@@ -30,7 +33,12 @@ pub fn select_coins_srd<T: Utxo, R: rand::Rng + ?Sized>(
 
     let mut i = 0;
 
-    while sum < target && i < utxo_pool.len() {
+    // The required size of a change output must be at least
+    // larger than the target by CHANGE_LOWER amount to avoid
+    // needlessly small change outputs.
+    let lower_bound = target + CHANGE_LOWER;
+
+    while sum < lower_bound && i < utxo_pool.len() {
         let utxo = &utxo_pool[i];
 
         let fee = get_fee_vbytes(fee_rate, utxo.get_weight())?;
@@ -41,7 +49,7 @@ pub fn select_coins_srd<T: Utxo, R: rand::Rng + ?Sized>(
         i += 1;
     }
 
-    if sum >= target {
+    if sum >= lower_bound {
         Ok(Some(res))
     } else {
         Ok(None)
@@ -52,6 +60,7 @@ pub fn select_coins_srd<T: Utxo, R: rand::Rng + ?Sized>(
 mod tests {
     use crate::single_random_draw::select_coins_srd;
     use crate::Utxo;
+    use crate::CHANGE_LOWER;
     use rand::rngs::mock::StepRng;
 
     // https://github.com/bitcoin/bitcoin/blob/b264410e012a61b103e1a03c43df4e17b9b75452/src/test/util/setup_common.h#L80
@@ -60,8 +69,8 @@ mod tests {
     const FEE_RATE: u64 = 10;
 
     const UTXO_POOL: [MinimalUtxo; 2] = [
-        MinimalUtxo { value: CENT, weight: WEIGHT },
-        MinimalUtxo { value: 2 * CENT, weight: WEIGHT },
+        MinimalUtxo { value: CENT + CHANGE_LOWER, weight: WEIGHT },
+        MinimalUtxo { value: 2 * CENT + CHANGE_LOWER, weight: WEIGHT },
     ];
 
     #[derive(Clone, Debug, Eq, PartialEq)]
@@ -112,7 +121,7 @@ mod tests {
 
     #[test]
     fn select_coins_srd_with_solution() {
-        let expected_result = vec![MinimalUtxo { value: 2 * CENT, weight: WEIGHT }];
+        let expected_result = vec![MinimalUtxo { value: 2 * CENT + CHANGE_LOWER, weight: WEIGHT }];
         let utxo_match = select_coins_srd(
             target_minus_fee(2 * CENT, 1),
             &mut UTXO_POOL.clone(),
@@ -127,8 +136,8 @@ mod tests {
     #[test]
     fn select_coins_all_solution() {
         let expected_result = vec![
-            MinimalUtxo { value: CENT * 2, weight: WEIGHT },
-            MinimalUtxo { value: CENT, weight: WEIGHT },
+            MinimalUtxo { value: CENT * 2 + CHANGE_LOWER, weight: WEIGHT },
+            MinimalUtxo { value: CENT + CHANGE_LOWER, weight: WEIGHT },
         ];
 
         let utxo_match = select_coins_srd(
@@ -164,7 +173,7 @@ mod tests {
 
     #[test]
     fn select_coins_srd_with_error_can_succeed() {
-        let value = CENT;
+        let value = CENT + CHANGE_LOWER;
         let expected_result = vec![MinimalUtxo { value, weight: WEIGHT }];
 
         let mut utxo_pool = vec![
@@ -177,4 +186,14 @@ mod tests {
 
         assert_eq!(utxo_match.expect("did not properly select coins"), expected_result);
     }
+
+    #[test]
+    fn select_coins_srd_change_output_too_small() {
+        let mut utxo_pool = [MinimalUtxo { value: CENT, weight: WEIGHT }];
+
+        let utxo_match =
+            select_coins_srd(target_minus_fee(CENT, 1), &mut utxo_pool, FEE_RATE, &mut get_rng())
+                .expect("unexpected error");
+        assert!(utxo_match.is_none());
+    }
 }