perf(ckbtc): Reduce the number of instructions to build an unsigned transaction by a factor 5x to 600x

rs/bitcoin/ckbtc/minter/canbench/results.yml

@@ -2,163 +2,163 @@ benches:
   build_unsigned_transaction_1_50k_sats:
     total:
       calls: 1
-      instructions: 14675909
+      instructions: 2691537
       heap_increase: 0
       stable_memory_increase: 0
     scopes:
       build_unsigned_transaction:
         calls: 1
-        instructions: 14673331
+        instructions: 2688959
         heap_increase: 0
         stable_memory_increase: 0
       build_unsigned_transaction_from_inputs:
         calls: 1
-        instructions: 3131
+        instructions: 3112
         heap_increase: 0
         stable_memory_increase: 0
       greedy:
         calls: 1
-        instructions: 9504113
+        instructions: 3817
         heap_increase: 0
         stable_memory_increase: 0
       utxos_selection:
         calls: 1
-        instructions: 14668148
+        instructions: 2683797
         heap_increase: 0
         stable_memory_increase: 0
   build_unsigned_transaction_2_100k_sats:
     total:
       calls: 1
-      instructions: 14675757
+      instructions: 2691629
       heap_increase: 0
       stable_memory_increase: 0
     scopes:
       build_unsigned_transaction:
         calls: 1
-        instructions: 14673179
+        instructions: 2689051
         heap_increase: 0
         stable_memory_increase: 0
       build_unsigned_transaction_from_inputs:
         calls: 1
-        instructions: 3131
+        instructions: 3112
         heap_increase: 0
         stable_memory_increase: 0
       greedy:
         calls: 1
-        instructions: 9504166
+        instructions: 3909
         heap_increase: 0
         stable_memory_increase: 0
       utxos_selection:
         calls: 1
-        instructions: 14667996
+        instructions: 2683889
         heap_increase: 0
         stable_memory_increase: 0
   build_unsigned_transaction_3_1m_sats:
     total:
       calls: 1
-      instructions: 13738959
+      instructions: 2692824
       heap_increase: 0
       stable_memory_increase: 0
     scopes:
       build_unsigned_transaction:
         calls: 1
-        instructions: 13736381
+        instructions: 2690246
         heap_increase: 0
         stable_memory_increase: 0
       build_unsigned_transaction_from_inputs:
         calls: 1
-        instructions: 3131
+        instructions: 3112
         heap_increase: 0
         stable_memory_increase: 0
       greedy:
         calls: 1
-        instructions: 8567368
+        instructions: 5000
         heap_increase: 0
         stable_memory_increase: 0
       utxos_selection:
         calls: 1
-        instructions: 13731198
+        instructions: 2685084
         heap_increase: 0
         stable_memory_increase: 0
   build_unsigned_transaction_4_10m_sats:
     total:
       calls: 1
-      instructions: 14282438
+      instructions: 2693220
       heap_increase: 0
       stable_memory_increase: 0
     scopes:
       build_unsigned_transaction:
         calls: 1
-        instructions: 14279860
+        instructions: 2690642
         heap_increase: 0
         stable_memory_increase: 0
       build_unsigned_transaction_from_inputs:
         calls: 1
-        instructions: 3131
+        instructions: 3112
         heap_increase: 0
         stable_memory_increase: 0
       greedy:
         calls: 1
-        instructions: 9110897
+        instructions: 5480
         heap_increase: 0
         stable_memory_increase: 0
       utxos_selection:
         calls: 1
-        instructions: 14274677
+        instructions: 2685480
         heap_increase: 0
         stable_memory_increase: 0
   build_unsigned_transaction_5_1_btc:
     total:
       calls: 1
-      instructions: 416462644
+      instructions: 3121724
       heap_increase: 0
       stable_memory_increase: 0
     scopes:
       build_unsigned_transaction:
         calls: 1
-        instructions: 416459772
+        instructions: 3118922
         heap_increase: 0
         stable_memory_increase: 0
       build_unsigned_transaction_from_inputs:
         calls: 1
-        instructions: 39827
+        instructions: 40049
         heap_increase: 0
         stable_memory_increase: 0
       greedy:
         calls: 1
-        instructions: 416416992
+        instructions: 404240
         heap_increase: 0
         stable_memory_increase: 0
       utxos_selection:
         calls: 1
-        instructions: 416417893
+        instructions: 3076823
         heap_increase: 0
         stable_memory_increase: 0
   build_unsigned_transaction_6_10_btc:
     total:
       calls: 1
-      instructions: 4916848618
+      instructions: 7842419
       heap_increase: 0
       stable_memory_increase: 0
     scopes:
       build_unsigned_transaction:
         calls: 1
-        instructions: 4916845776
+        instructions: 7839577
         heap_increase: 0
         stable_memory_increase: 0
       build_unsigned_transaction_from_inputs:
         calls: 1
-        instructions: 443307
+        instructions: 444118
         heap_increase: 0
         stable_memory_increase: 0
       greedy:
         calls: 1
-        instructions: 4916399516
+        instructions: 4768255
         heap_increase: 0
         stable_memory_increase: 0
       utxos_selection:
         calls: 1
-        instructions: 4916400417
+        instructions: 7393409
         heap_increase: 0
         stable_memory_increase: 0
 version: 0.4.0

rs/bitcoin/ckbtc/minter/src/lib.rs

@@ -19,6 +19,7 @@ use std::collections::{BTreeMap, BTreeSet};
 use std::time::Duration;
 
 use crate::fees::{BitcoinFeeEstimator, FeeEstimator};
+use crate::state::utxos::UtxoSet;
 use crate::state::{CkBtcMinterState, mutate_state, read_state};
 use crate::updates::get_btc_address;
 use crate::updates::retrieve_btc::BtcAddressCheckStatus;
@@ -804,7 +805,7 @@ pub async fn resubmit_transactions<
                     err,
                     &submitted_tx.txid,
                 );
-                let mut inputs = input_utxos.clone().into_iter().collect::<BTreeSet<_>>();
+                let mut inputs = UtxoSet::from_iter(input_utxos);
                 // The following selection is guaranteed to select at least 1 UTXO because
                 // the value of stuck transaction is no less than retrieve_btc_min_amount.
                 input_utxos = utxos_selection(retrieve_btc_min_amount, &mut inputs, 0);
@@ -927,11 +928,7 @@ pub async fn resubmit_transactions<
 /// PROPERTY: sum(u.value for u in available_set) ≥ target ⇒ !solution.is_empty()
 /// POSTCONDITION: !solution.is_empty() ⇒ sum(u.value for u in solution) ≥ target
 /// POSTCONDITION:  solution.is_empty() ⇒ available_utxos did not change.
-fn utxos_selection(
-    target: u64,
-    available_utxos: &mut BTreeSet<Utxo>,
-    output_count: usize,
-) -> Vec<Utxo> {
+fn utxos_selection(target: u64, available_utxos: &mut UtxoSet, output_count: usize) -> Vec<Utxo> {
     #[cfg(feature = "canbench-rs")]
     let _scope = canbench_rs::bench_scope("utxos_selection");
 
@@ -943,9 +940,8 @@ fn utxos_selection(
 
     if available_utxos.len() > UTXOS_COUNT_THRESHOLD {
         while input_utxos.len() < output_count + 1 {
-            if let Some(min_utxo) = available_utxos.iter().min_by_key(|u| u.value) {
-                input_utxos.push(min_utxo.clone());
-                assert!(available_utxos.remove(&min_utxo.clone()));
+            if let Some(min_utxo) = available_utxos.pop_first() {
+                input_utxos.push(min_utxo);
             } else {
                 break;
             }
@@ -963,32 +959,31 @@ fn utxos_selection(
 /// PROPERTY: sum(u.value for u in available_set) ≥ target ⇒ !solution.is_empty()
 /// POSTCONDITION: !solution.is_empty() ⇒ sum(u.value for u in solution) ≥ target
 /// POSTCONDITION:  solution.is_empty() ⇒ available_utxos did not change.
-fn greedy(target: u64, available_utxos: &mut BTreeSet<Utxo>) -> Vec<Utxo> {
+fn greedy(target: u64, available_utxos: &mut UtxoSet) -> Vec<Utxo> {
     #[cfg(feature = "canbench-rs")]
     let _scope = canbench_rs::bench_scope("greedy");
 
     let mut solution = vec![];
     let mut goal = target;
     while goal > 0 {
-        let utxo = match available_utxos.iter().max_by_key(|u| u.value) {
-            Some(max_utxo) if max_utxo.value < goal => max_utxo.clone(),
-            Some(_) => available_utxos
-                .iter()
-                .filter(|u| u.value >= goal)
-                .min_by_key(|u| u.value)
-                .cloned()
-                .expect("bug: there must be at least one UTXO matching the criteria"),
+        let candidate_utxo = available_utxos
+            .find_lower_bound(goal)
+            .or_else(|| available_utxos.last())
+            .cloned();
+        match candidate_utxo {
+            Some(utxo) => {
+                let utxo = available_utxos.remove(&utxo).expect("BUG: missing UTXO");
+                goal = goal.saturating_sub(utxo.value);
+                solution.push(utxo);
+            }
             None => {
                 // Not enough available UTXOs to satisfy the request.
                 for u in solution {
                     available_utxos.insert(u);
                 }
                 return vec![];
             }
-        };
-        goal = goal.saturating_sub(utxo.value);
-        assert!(available_utxos.remove(&utxo));
-        solution.push(utxo);
+        }
     }
 
     debug_assert!(solution.is_empty() || solution.iter().map(|u| u.value).sum::<u64>() >= target);
@@ -1133,7 +1128,7 @@ pub enum BuildTxError {
 /// ```
 ///
 pub fn build_unsigned_transaction<F: FeeEstimator>(
-    available_utxos: &mut BTreeSet<Utxo>,
+    available_utxos: &mut UtxoSet,
     outputs: Vec<(BitcoinAddress, Satoshi)>,
     main_address: BitcoinAddress,
     fee_per_vbyte: u64,
@@ -1328,7 +1323,7 @@ pub fn timer<R: CanisterRuntime + 'static>(runtime: R) {
 ///   * `maybe_amount` - the withdrawal amount.
 ///   * `median_fee_millisatoshi_per_vbyte` - the median network fee, in millisatoshi per vbyte.
 pub fn estimate_retrieve_btc_fee<F: FeeEstimator>(
-    available_utxos: &BTreeSet<Utxo>,
+    available_utxos: &UtxoSet,
     withdrawal_amount: u64,
     median_fee_millisatoshi_per_vbyte: u64,
     fee_estimator: &F,

rs/bitcoin/ckbtc/minter/src/queries.rs

@@ -3,14 +3,14 @@ use crate::dashboard::build_dashboard;
 use crate::fees::FeeEstimator;
 use crate::metrics::encode_metrics;
 use crate::state::read_state;
+use crate::state::utxos::UtxoSet;
 use crate::updates::update_balance::UpdateBalanceArgs;
 use crate::{BuildTxError, build_unsigned_transaction_from_inputs, utxos_selection};
 use candid::CandidType;
 use ic_btc_interface::Utxo;
 use ic_http_types::{HttpRequest, HttpResponse, HttpResponseBuilder};
 use icrc_ledger_types::icrc1::account::Account;
 use serde::{Deserialize, Serialize};
-use std::collections::BTreeSet;
 
 #[derive(CandidType, Deserialize)]
 pub struct RetrieveBtcStatusRequest {
@@ -39,7 +39,7 @@ pub fn get_known_utxos(args: UpdateBalanceArgs) -> Vec<Utxo> {
 }
 
 pub fn estimate_withdrawal_fee<F: FeeEstimator>(
-    available_utxos: &mut BTreeSet<Utxo>,
+    available_utxos: &mut UtxoSet,
     withdrawal_amount: u64,
     median_fee_millisatoshi_per_vbyte: u64,
     minter_address: BitcoinAddress,

rs/bitcoin/ckbtc/minter/src/state.rs

@@ -15,6 +15,7 @@ use std::{
 pub mod audit;
 pub mod eventlog;
 pub mod invariants;
+pub mod utxos;
 
 use crate::lifecycle::init::InitArgs;
 use crate::lifecycle::upgrade::UpgradeArgs;
@@ -23,6 +24,7 @@ use crate::reimbursement::{
     ReimbursedWithdrawalResult, WithdrawalReimbursementReason,
 };
 use crate::state::invariants::{CheckInvariants, CheckInvariantsImpl};
+use crate::state::utxos::UtxoSet;
 use crate::updates::update_balance::SuspendedUtxo;
 use crate::{
     ECDSAPublicKey, GetUtxosCache, Network, Timestamp, WithdrawalFee, address::BitcoinAddress,
@@ -401,7 +403,7 @@ pub struct CkBtcMinterState {
     pub btc_checker_principal: Option<CanisterId>,
 
     /// The set of UTXOs unused in pending transactions.
-    pub available_utxos: BTreeSet<Utxo>,
+    pub available_utxos: UtxoSet,
 
     /// The mapping from output points to the ledger accounts to which they
     /// belong.