feat(coin_select): add min_value_and_waste change policy

This is a better default policy as it minimizes waste without
introducing a change output with a dust value.

Author: evanlinjin

example-crates/example_cli/src/lib.rs

@@ -466,7 +466,7 @@ where
     };
 
     let target = bdk_coin_select::Target {
-        feerate: bdk_coin_select::FeeRate::from_sat_per_vb(1.0),
+        feerate: bdk_coin_select::FeeRate::from_sat_per_vb(5.0),
         min_fee: 0,
         value: transaction.output.iter().map(|txo| txo.value).sum(),
     };
@@ -489,8 +489,12 @@ where
         value: 0,
         spend_weight: change_plan.expected_weight() as u32,
     };
-    let long_term_feerate = bdk_coin_select::FeeRate::from_sat_per_wu(0.25);
-    let drain_policy = bdk_coin_select::change_policy::min_waste(drain, long_term_feerate);
+    let long_term_feerate = bdk_coin_select::FeeRate::from_sat_per_vb(1.0);
+    let drain_policy = bdk_coin_select::change_policy::min_value_and_waste(
+        drain,
+        change_script.dust_value().to_sat(),
+        long_term_feerate,
+    );
 
     let mut selector = CoinSelector::new(&candidates, transaction.weight().to_wu() as u32);
     match cs_algorithm {
@@ -503,16 +507,10 @@ where
             let (final_selection, _score) = selector
                 .branch_and_bound(metric)
                 .take(50_000)
-                // we only process viable solutions
+                // skip exclusion branches (as they are not scored)
                 .flatten()
-                .reduce(|(best_sol, best_score), (curr_sol, curr_score)| {
-                    // we are reducing waste
-                    if curr_score < best_score {
-                        (curr_sol, curr_score)
-                    } else {
-                        (best_sol, best_score)
-                    }
-                })
+                // the last result is always the best score
+                .last()
                 .ok_or(anyhow::format_err!("no bnb solution found"))?;
             selector = final_selection;
         }

nursery/coin_select/src/change_policy.rs

@@ -51,3 +51,34 @@ pub fn min_waste(
         }
     }
 }
+
+/// Add a change output if the change value is greater than or equal to `min_value` and if it would
+/// reduce the overall waste of the transaction.
+///
+/// Note that the value field of the `drain` is ignored. [`Drain`] is just used for the drain weight
+/// and drain spend weight.
+pub fn min_value_and_waste(
+    mut drain: Drain,
+    min_value: u64,
+    long_term_feerate: FeeRate,
+) -> impl Fn(&CoinSelector, Target) -> Drain {
+    debug_assert!(drain.is_some());
+    drain.value = 0;
+
+    let min_value: i64 = min_value
+        .try_into()
+        .expect("dust_value is ridiculously large");
+
+    move |cs, target| {
+        let excess = cs.excess(target, drain);
+        if excess >= min_value
+            && excess > drain.waste(target.feerate, long_term_feerate).ceil() as i64
+        {
+            let mut drain = drain;
+            drain.value = cs.excess(target, drain).try_into().expect("excess must be positive because excess is checked to be greater than waste and min_value");
+            drain
+        } else {
+            Drain::none()
+        }
+    }
+}