perf: stop re-walking the decided prefix at every node - #77
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…y_count Fixes CoinSelector::input_weight undercounting candidates that group multiple legacy inputs in a segwit transaction (where each legacy input serializes a 1 WU empty witness). Tracking segwit and legacy input counts separately also allows a single Candidate to mix legacy and segwit inputs.
…legacy Replaces the boolean is_segwit parameter in Candidate::new with explicit new_segwit and new_legacy constructors. Clarifies in doc comments that satisfaction_weight is the additional weight required beyond TXIN_BASE_WEIGHT (which already accounts for a 1-byte scriptSigLen).
…call
A selector was built for one target and evaluated against it throughout,
but every method took the target as a parameter, so nothing stopped
`cs.excess(target_a, drain)` being followed by `cs.is_funded(target_b)`.
The correctness arguments in the metrics are all stated at a fixed target
-- `LowestFee::bound`'s proof that a changeless superset always costs
more, `Changeless::change_unavoidable`'s assumption that the drain
decision is monotone in the excess -- and were held together by
convention rather than by types.
`CoinSelector::new` now takes the target and owns it. Twenty signatures
*lose* a parameter rather than gaining one: fifteen public methods
(`excess`, `implied_fee`, `is_funded`, `drain`, `select_until_target_met`,
the four `*_excess`, ...), plus `bnb_solutions` and `run_bnb`, plus all
three `BnbMetric` methods.
The crate had already reached this conclusion one layer down: `BnbIter`
stored the target as a field, took it once in `BnbIter::new`, and then
re-passed it into `metric.score` and `metric.bound` at every node. That
field and the re-threading are both gone.
This is a breaking change, and it reaches `BnbMetric`, so metrics
implemented outside this crate need their signatures updated:
fn score(&mut self, cs: &CoinSelector<'_>) -> Option<Ordf32>;
fn bound(&mut self, cs: &CoinSelector<'_>) -> Option<Ordf32>;
fn drain(&mut self, cs: &CoinSelector<'_>) -> Drain;
`CoinSelector::target()` exposes the target for metrics that need to read
it.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
Move the fixed target, candidates, and optional ancestor graph into one immutable problem object. CoinSelector now borrows that object, keeping all calculations tied to the same inputs and allowing ancestry metadata to remain separate from Candidate. Provide new_no_ancestors for prebuilt candidates and new for constructing candidates from input groups and their unconfirmed transaction graph.
Selecting an unconfirmed coin means paying to bump its ancestors. The feerate obligation includes the shortfall of the union of ancestors the selected candidates drag in (each charged once; weight and fee netted; saturates at 0). Score is still the child fee — the bump is already inside it. With ancestors, LowestFee falls back to a loose but admissible fee floor; tightening is a follow-up. BnB only batch-bans look-alikes with the same drags_in; Changeless disables its prune when ancestors are present.
Precompute ancestors reachable through exactly one candidate as summed private packages. Keep bitset de-duplication only for ancestors shared by multiple candidates, preserving exact union accounting while reducing the common-path work in every fee calculation. Add Criterion coverage for private and shared ancestry at 20, 50, and 100 candidates, plus exhaustive regressions for the optimized representation.
For funded nodes, subtract the ancestor surplus still reachable by a descendant. For unfunded nodes, derive a minimum added child weight from independent fractional relaxations of the target-rate, absolute-fee, and RBF constraints, then evaluate the fee floor at that weight. Candidate ancestry is deliberately represented only by the global bump lower bound: package surplus can absorb a later private deficit, so a per-candidate ancestor cost is not admissible. Keep infeasibility prunes off because ancestor funding is non-monotone. Add regressions for package subsidy, absolute/RBF double counting, and large-float cancellation, plus the existing exhaustive proptests.
Maintain aggregate selection state per branch and expose it through SelectionView so metric evaluation avoids repeatedly walking selected candidates. Track each branch's candidate cursor to skip repeated scans, and extend benchmarks across wallet- and exchange-scale pools.
Keep SelectionView's hypothetical updates set-like and synchronize ancestor reachability when branches exclude candidates. Remove unsound funding and changeless assumptions exposed by non-monotone ancestor debt, and preserve conservative fee rounding in the bound. Add regressions for public view updates, exclusion transitions, weight caps, mixed serialization overhead, and floating-point edge cases.
Separate deterministic solution-finding cases from larger pools expected to exhaust the fixed round cap. Assert each fixture's expected search outcome before measuring it so benchmark comparisons cannot silently time different paths.
Store private ancestor totals directly and allocate shared reference tracking only when the problem actually has shared ancestry. Preserve an explicit precision allowance for large floating-point ancestor fees so the smaller cache does not tighten the admissible bound.
Replace generic metric composition with a changeless metric that reuses LowestFee's funding, weight-cap, dust, and change decisions. Add a monotone selected-value bound for pools up to 24 candidates while retaining LowestFee's ordering for larger pools to avoid finite-round starvation. Cover the constrained objective with exhaustive and serialization-edge regressions, and document the migration from Changeless and tuple metrics.
Replace the best-first BinaryHeap frontier with depth-first search that visits the better-bound child first and backtracks in place. This drops per-branch selector/cache clones and, under a round cap, finds complete solutions on large pools where the old frontier often exhausted the budget without a selection.
`LowestFeeChangeless` only applied its selected-value bound to pools of at most 24 candidates. The cap existed because best-first search treats a bound as a priority: a bound that grows with the selection pushed funded branches to the back of the heap, so on a big pool the frontier starved before it reached one. Depth-first search reads a bound as a cut instead of a ranking — it finishes a branch's descendants before its siblings — so the bound can be applied at every pool size, where it prunes inclusion branches that have already overshot the incumbent.
Yield the greedy selection before expanding the first node, and adopt its score as the incumbent. The search is otherwise not anytime: a caller whose round budget runs out before the first complete selection gets `NoBnbSolution::RoundLimit` and falls through to whatever fallback it has, which on a large pool is far worse than the selection a single greedy pass would have handed it for free. Only the incumbent changes, not the bound, so the optimum stays reachable and the improving-solutions contract is unaffected. Metrics that reject the greedy prefix outright — `LowestFeeChangeless`, which will not score a selection that overshoots — are unchanged, and `RoundLimit` still means what it did for them. The two round-count assertions in `tests/bnb.rs` each move by one: the seed is a round.
Bitcoin Core's `SelectCoinsBnB` computes `is_feerate_high` once and lets it decide whether a prune that is only sometimes valid may fire; it does not drop the prune because the general case is unsound. `bound_with_ancestors` took the other route — "never returns `None`" — on the grounds that a fat private deficit can un-fund a prefix a subset would have funded, so infeasibility is not something it may claim. That argument covers "select everything and it is still unfunded". It does not cover the case this relaxation can prove outright: a fee constraint whose deficit the best input still available cannot close at *any* weight. Descendants only add, the deficit is already computed against the branch-wide `ancestor_bump_lower_bound`, and the gain already ignores whatever ancestors those inputs would drag in — so the estimate is optimistic on every axis, and a deficit it still cannot close belongs to an empty subtree. The scan that finds the best value-per-weight candidate already runs, so the test is free. It also prunes the unfunded leaves that had nothing left to add, which the old path could only rank.
Port Bitcoin Core's `SelectCoinsBnB` lookahead. Core keeps a running `curr_available_value` over the coins it has not decided on yet and backtracks as soon as that total cannot close the gap to the target; the cut needs no incumbent, so it fires from the very first descent. We had the same idea only in `LowestFee::bound`'s no-ancestor path, as an O(n) rescan that ran after the relaxation had already been set up, and not at all when the problem has ancestors. `SelectionCache` now carries the value and weight of the undecided candidates worth selecting, maintained by the same add/sub/ban/unban hooks that already track reachable ancestor surplus, so the test is O(1). Two one-sided relaxations keep it from pruning a branch that holds a solution: only candidates with positive standalone effective value count toward the total, and the current ancestor bump is swapped for `ancestor_bump_lower_bound`, which holds for the whole subtree. That second one is what lets the prune run with ancestors present, where funding is not monotone and "select everything and it is still unfunded" would have been an unsound claim.
LowestFee already decides for itself whether a selection should carry a change output, adding one only when it lowers the long-term fee, clears the dust threshold and fits max_weight. A separate changeless objective duplicates that decision and constrains it, and nothing in the crate needs the constraint. Removes LowestFeeChangeless along with the Changeless wrapper the unreleased changelog already retired, plus their tests and proptest regressions. BREAKING CHANGE: LowestFeeChangeless and Changeless are gone. Callers that required a changeless transaction should use LowestFee and inspect the Drain it returns.
`bound_with_ancestors` scanned every undecided candidate at each unfunded node to find the greatest value-per-weight and to notice weightless value. Branch and bound asks for that bound at every unfunded node, so an O(n) scan there made per-node cost grow with the pool: measured on shared_ancestry_*, 2389 ns/round at n=500 rising to 9384 at n=2000, against 385-2056 for the no-ancestry fixtures. The metric already requires candidates in descending value-per-weight order, and that order is keyed on f32. The exact f64 maximum can therefore only lie inside the run sharing the first undecided candidate's f32 key, which is why the old code scanned in f64 rather than taking the first: two exact ratios can tie in f32 and be ordered either way. Scanning just that run keeps the exact answer without touching the tail. Weightless value becomes a counter kept where the undecided aggregates already are. 5.9x to 8.8x faster per round at n=500 to 2000, and byte-identical results: across all 42 benchmark fixtures the score, selection, round count and exhausted flag are unchanged. A debug assertion checks the tie-run result against a full scan, so the ordering assumption is verified on every node the test suite searches.
`SelectionView` overrides these with cache-backed versions, so every call site in the crate and its tests already resolved to the view; the `CoinSelector` copies recomputed the same answers by iterating and had no callers left. Removes `effective_value`, `implied_feerate`, `rate_excess_wu`, `replacement_excess_wu` and `waste`, plus the two private helpers they were the last users of. `missing` and `drain` are deliberately kept even though the view also has them: the crate's own front-page example calls them on a bare `CoinSelector`, which is the case they exist for. The same argument keeps the rest of the overlap -- `weight`, `excess`, `is_funded` and friends all have live callers holding a selector rather than a view, and routing those through `compute_view` would cost an O(n) cache build to replace an O(n) method. BREAKING CHANGE: obtain a `SelectionView` with `CoinSelector::compute_view` and call the removed methods there.
`SelectionView` answered every one of these from its cache while the `CoinSelector` copy recomputed the same figure by iterating the selection. Keeping both meant two implementations of the weight model, the excess model and the ancestor bump, and the slower one was the default a caller reached for. Removes `absolute_excess`, `ancestor_bump`, `ancestor_bump_lower_bound`, `drain`, `drain_value`, `excess`, `fee`, `implied_fee`, `input_weight`, `is_funded`, `is_funded_with_drain`, `is_within_max_weight`, `missing`, `rate_excess`, `replacement_excess`, `selected_value` and `weight` from `CoinSelector`, along with the two private helpers they were the last users of. `select_until` now hands its predicate a `&SelectionView` and maintains that view's cache incrementally, so the greedy pass behind `select_until_target_met` -- which seeds every branch-and-bound search -- costs one cache build plus O(1) per step instead of rescanning the selection on every iteration. The crate's own front-page example now goes through `compute_view` too, which is what the removed methods were kept for. BREAKING CHANGE: obtain a `SelectionView` with `CoinSelector::compute_view` and call the removed methods there. `CoinSelector::select_until` takes a predicate over `&SelectionView` rather than `&CoinSelector`. Co-Authored-By: Claude Opus 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01HLiTkESMktypGJhFag2ZBM
`seed` carried `(CoinSelector, Ordf32)` while `best` separately held the same score. They are set together in `seed_greedy_incumbent` and nothing runs between construction and the first `next()`, so the score in the tuple was always exactly `best`. Store the selection alone and read the score from `best` when yielding. No behaviour change: identical score, selection, round count and exhausted flag on all 42 benchmark fixtures.
`drags_in` and `shared_drags_in` were one dense `Bitset` per candidate over every
ancestor, costing candidates x ancestors bits. On a 200,000-candidate pool with 26,666
ancestors that is 667 MB per array of very nearly nothing: a candidate drags in its
residing transactions and their unconfirmed parents, which measures mean 0.42 entries and
never more than two, so the sets are 0.002% full.
The cost is not only memory. Iterating a dense bitset is O(ancestors) per candidate
however few bits are set, so building the selection cache — which walks every candidate's
shared set — is O(candidates x ancestors) in time too. Setting up a search on 200,000
candidates took 464 ms before expanding a single node, which is enough to lose a
wall-clock budget outright: the benchmark harness reported "no solution" on that fixture
because the deadline expired during construction.
Stored flat instead: one `Vec<u32>` of indices with per-candidate offsets. Every read of
these sets is a full walk of one candidate's entries and they never change after
construction, so a slice is all they need to be. Construction reuses one scratch bitset
rather than allocating per candidate, so the old cost does not reappear while building.
200,000 candidates, 26,666 ancestors peak RSS setup
dense bitset 1,332 MB 464 ms
flat indices + offsets 58 MB 54 ms
`Bitset` is unchanged where it is used over candidates — the selected and banned sets are
dense and membership-tested constantly.
Breaking: `drags_in` and `shared_drags_in` now return `&[u32]` rather than `&Bitset`.
Byte-identical to the parent commit on all 42 benchmark fixtures — same selections,
scores, round counts and exhausted flags. 80 tests green on `--all-features` and
`--no-default-features`.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01HLiTkESMktypGJhFag2ZBM
The search order is descending `value / weight`, which the `LowestFee` bound depends on and which cannot see ancestry at all: a candidate whose unconfirmed parents cost more to bump than the next candidate is worth still sorts ahead of it. On a pool the search can work through, that is invisible, because the search fixes it. On a pool it cannot — a few hundred thousand candidates, where branch and bound returns the greedy prefix it started from — the ordering *is* the answer, and the blind one drags in parents it did not have to. So take a second greedy prefix, ordered by `(value - own bump) / weight`, and keep whichever of the two the metric scores better. `local_bump` overcounts a shared parent that some other selected candidate would have dragged in anyway, which is why this is an incumbent rather than the order the search runs in: the ordering the bound relies on is untouched, the optimum stays reachable, and the reordered prefix is adopted only when it actually scores better. Costs one greedy pass and one sort, and only when the problem has unconfirmed ancestors at all. Co-Authored-By: Claude Opus 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01HLiTkESMktypGJhFag2ZBM
This was referenced Aug 17, 2026
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Draft. One commit, stacked on
experiment/ancestry-aware-seed— the branch behindbitcoindevkit#76, which is itself on
#75 and
#73.
GitHub will not take a base branch that only exists in the fork, so this is opened against
masterand the diff shown therefore includes #73, #75 and #76 as well. The change to review here is the last
commit alone.
The rest of the stack: this, then
deepen on the bound, then
repair the finished selection.
Identical selections and identical round counts on all 42 benchmark fixtures. This is a pure cost
reduction, not a change of answer — which is the property that should make it cheap to review.
The problem
Branch and bound decides candidates in cursor order, so at a node with cursor c, every candidate at
position
0..cin the candidate order is already decided — selected by an inclusion frame, or bannedby an exclusion one. Two hot paths ignored that and walked the decided prefix at every node.
perfonwallet_mixed_2000, which spends its whole budget:LowestFee::boundBnbIter::exclusion_planMap::nth, called byexclusion_planOver 90% of the search was walking the candidate order. The visible symptom is a per-node cost
that grows with the pool:
The two fixes
exclusion_planre-walked the order. It resumed withcandidates().skip(cursor + 1).candidates()returns aMap, which has nonthoverride, soSkipadvances it one element at atime — O(cursor) per node. Added
candidates_from(from), which slices the order and iterates fromthere.
unselected()always started at the front. Every metric query about still-undecided candidatesfiltered through the decided prefix first.
best_undecided_value_pwuis the clearest case: it iswritten to scan only the run of candidates tying on the first undecided key, with a comment saying
the point is to make the query independent of pool size — and then reaching that first undecided
candidate cost O(depth) anyway.
SelectionViewnow carriesdecided_beforeand starts its scan there;BnbIterpasses its cursor.A
debug_asserton every view construction checks the promise, and the debug test suite exercisesit.
This is deliberately not a general cursor on
CoinSelector. Keeping it on the view means theclaim lives inside the search that maintains the invariant, rather than becoming something every
future caller of
select/ban/deselecthas to preserve.decided_beforeof 0 is alwayscorrect, so nothing outside branch and bound has to know it exists.
Measured
42 fixtures, 100,000-round budget, 5 runs after 2 warm-ups, median.
no_ancestry_2000wallet_mixed_2000shared_ancestry_2000no_ancestry_1000wallet_mixed_1000no_ancestry_500wallet_mixed_500shared_ancestry_1000Geometric mean 1.59x across all 42, median 1.43x.
The intended result shows in the shape more than the size: every budget-limited fixture now finishes
100,000 rounds in 21–25 ms regardless of pool size, where before it ran from 28 ms to 257 ms.
Per-node cost is flat in the pool.
A dead end, recorded so nobody repeats it
The first hypothesis was the greedy fill inside
LowestFee::bound, which re-derives a fundedselection from scratch at every node — genuinely O(pool) work, and the obvious thing to attack.
Stubbing the loop out (unsound, purely to price it) showed it is worth 5.3x on
no_ancestry_2000and 1.0x on everything else: every fixture with unconfirmed ancestors takes the
bound_with_ancestorspath, which never runs that loop. Worth pricing before building.Test plan
cargo test,cargo test --release,cargo clippy --all-featuresand a--no-default-featuresbuild all pass. The debug suite exercises the new
debug_assert. Behavioural equivalence is checkeddirectly: coinselect-benchmark compares
selections and round counts against the parent commit on all 42 fixtures and finds no difference.