policyestimator_tests.cpp
1 // Copyright (c) 2011-2022 The Bitcoin Core developers 2 // Distributed under the MIT software license, see the accompanying 3 // file COPYING or http://www.opensource.org/licenses/mit-license.php. 4 5 #include <policy/fees.h> 6 #include <policy/policy.h> 7 #include <test/util/txmempool.h> 8 #include <txmempool.h> 9 #include <uint256.h> 10 #include <util/time.h> 11 #include <validationinterface.h> 12 13 #include <test/util/setup_common.h> 14 15 #include <boost/test/unit_test.hpp> 16 17 BOOST_FIXTURE_TEST_SUITE(policyestimator_tests, ChainTestingSetup) 18 19 BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) 20 { 21 CBlockPolicyEstimator& feeEst = *Assert(m_node.fee_estimator); 22 CTxMemPool& mpool = *Assert(m_node.mempool); 23 m_node.validation_signals->RegisterValidationInterface(&feeEst); 24 TestMemPoolEntryHelper entry; 25 CAmount basefee(2000); 26 CAmount deltaFee(100); 27 std::vector<CAmount> feeV; 28 feeV.reserve(10); 29 30 // Populate vectors of increasing fees 31 for (int j = 0; j < 10; j++) { 32 feeV.push_back(basefee * (j+1)); 33 } 34 35 // Store the hashes of transactions that have been 36 // added to the mempool by their associate fee 37 // txHashes[j] is populated with transactions either of 38 // fee = basefee * (j+1) 39 std::vector<uint256> txHashes[10]; 40 41 // Create a transaction template 42 CScript garbage; 43 for (unsigned int i = 0; i < 128; i++) 44 garbage.push_back('X'); 45 CMutableTransaction tx; 46 tx.vin.resize(1); 47 tx.vin[0].scriptSig = garbage; 48 tx.vout.resize(1); 49 tx.vout[0].nValue=0LL; 50 CFeeRate baseRate(basefee, GetVirtualTransactionSize(CTransaction(tx))); 51 52 // Create a fake block 53 std::vector<CTransactionRef> block; 54 int blocknum = 0; 55 56 // Loop through 200 blocks 57 // At a decay .9952 and 4 fee transactions per block 58 // This makes the tx count about 2.5 per bucket, well above the 0.1 threshold 59 while (blocknum < 200) { 60 for (int j = 0; j < 10; j++) { // For each fee 61 for (int k = 0; k < 4; k++) { // add 4 fee txs 62 tx.vin[0].prevout.n = 10000*blocknum+100*j+k; // make transaction unique 63 { 64 LOCK2(cs_main, mpool.cs); 65 mpool.addUnchecked(entry.Fee(feeV[j]).Time(Now<NodeSeconds>()).Height(blocknum).FromTx(tx)); 66 // Since TransactionAddedToMempool callbacks are generated in ATMP, 67 // not addUnchecked, we cheat and create one manually here 68 const int64_t virtual_size = GetVirtualTransactionSize(*MakeTransactionRef(tx)); 69 const NewMempoolTransactionInfo tx_info{NewMempoolTransactionInfo(MakeTransactionRef(tx), 70 feeV[j], 71 virtual_size, 72 entry.nHeight, 73 /*mempool_limit_bypassed=*/false, 74 /*submitted_in_package=*/false, 75 /*chainstate_is_current=*/true, 76 /*has_no_mempool_parents=*/true)}; 77 m_node.validation_signals->TransactionAddedToMempool(tx_info, mpool.GetAndIncrementSequence()); 78 } 79 uint256 hash = tx.GetHash(); 80 txHashes[j].push_back(hash); 81 } 82 } 83 //Create blocks where higher fee txs are included more often 84 for (int h = 0; h <= blocknum%10; h++) { 85 // 10/10 blocks add highest fee transactions 86 // 9/10 blocks add 2nd highest and so on until ... 87 // 1/10 blocks add lowest fee transactions 88 while (txHashes[9-h].size()) { 89 CTransactionRef ptx = mpool.get(txHashes[9-h].back()); 90 if (ptx) 91 block.push_back(ptx); 92 txHashes[9-h].pop_back(); 93 } 94 } 95 96 { 97 LOCK(mpool.cs); 98 mpool.removeForBlock(block, ++blocknum); 99 } 100 101 block.clear(); 102 // Check after just a few txs that combining buckets works as expected 103 if (blocknum == 3) { 104 // Wait for fee estimator to catch up 105 m_node.validation_signals->SyncWithValidationInterfaceQueue(); 106 // At this point we should need to combine 3 buckets to get enough data points 107 // So estimateFee(1) should fail and estimateFee(2) should return somewhere around 108 // 9*baserate. estimateFee(2) %'s are 100,100,90 = average 97% 109 BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0)); 110 BOOST_CHECK(feeEst.estimateFee(2).GetFeePerK() < 9*baseRate.GetFeePerK() + deltaFee); 111 BOOST_CHECK(feeEst.estimateFee(2).GetFeePerK() > 9*baseRate.GetFeePerK() - deltaFee); 112 } 113 } 114 115 // Wait for fee estimator to catch up 116 m_node.validation_signals->SyncWithValidationInterfaceQueue(); 117 118 std::vector<CAmount> origFeeEst; 119 // Highest feerate is 10*baseRate and gets in all blocks, 120 // second highest feerate is 9*baseRate and gets in 9/10 blocks = 90%, 121 // third highest feerate is 8*base rate, and gets in 8/10 blocks = 80%, 122 // so estimateFee(1) would return 10*baseRate but is hardcoded to return failure 123 // Second highest feerate has 100% chance of being included by 2 blocks, 124 // so estimateFee(2) should return 9*baseRate etc... 125 for (int i = 1; i < 10;i++) { 126 origFeeEst.push_back(feeEst.estimateFee(i).GetFeePerK()); 127 if (i > 2) { // Fee estimates should be monotonically decreasing 128 BOOST_CHECK(origFeeEst[i-1] <= origFeeEst[i-2]); 129 } 130 int mult = 11-i; 131 if (i % 2 == 0) { //At scale 2, test logic is only correct for even targets 132 BOOST_CHECK(origFeeEst[i-1] < mult*baseRate.GetFeePerK() + deltaFee); 133 BOOST_CHECK(origFeeEst[i-1] > mult*baseRate.GetFeePerK() - deltaFee); 134 } 135 } 136 // Fill out rest of the original estimates 137 for (int i = 10; i <= 48; i++) { 138 origFeeEst.push_back(feeEst.estimateFee(i).GetFeePerK()); 139 } 140 141 // Mine 50 more blocks with no transactions happening, estimates shouldn't change 142 // We haven't decayed the moving average enough so we still have enough data points in every bucket 143 while (blocknum < 250) { 144 LOCK(mpool.cs); 145 mpool.removeForBlock(block, ++blocknum); 146 } 147 148 // Wait for fee estimator to catch up 149 m_node.validation_signals->SyncWithValidationInterfaceQueue(); 150 151 BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0)); 152 for (int i = 2; i < 10;i++) { 153 BOOST_CHECK(feeEst.estimateFee(i).GetFeePerK() < origFeeEst[i-1] + deltaFee); 154 BOOST_CHECK(feeEst.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee); 155 } 156 157 158 // Mine 15 more blocks with lots of transactions happening and not getting mined 159 // Estimates should go up 160 while (blocknum < 265) { 161 for (int j = 0; j < 10; j++) { // For each fee multiple 162 for (int k = 0; k < 4; k++) { // add 4 fee txs 163 tx.vin[0].prevout.n = 10000*blocknum+100*j+k; 164 { 165 LOCK2(cs_main, mpool.cs); 166 mpool.addUnchecked(entry.Fee(feeV[j]).Time(Now<NodeSeconds>()).Height(blocknum).FromTx(tx)); 167 // Since TransactionAddedToMempool callbacks are generated in ATMP, 168 // not addUnchecked, we cheat and create one manually here 169 const int64_t virtual_size = GetVirtualTransactionSize(*MakeTransactionRef(tx)); 170 const NewMempoolTransactionInfo tx_info{NewMempoolTransactionInfo(MakeTransactionRef(tx), 171 feeV[j], 172 virtual_size, 173 entry.nHeight, 174 /*mempool_limit_bypassed=*/false, 175 /*submitted_in_package=*/false, 176 /*chainstate_is_current=*/true, 177 /*has_no_mempool_parents=*/true)}; 178 m_node.validation_signals->TransactionAddedToMempool(tx_info, mpool.GetAndIncrementSequence()); 179 } 180 uint256 hash = tx.GetHash(); 181 txHashes[j].push_back(hash); 182 } 183 } 184 { 185 LOCK(mpool.cs); 186 mpool.removeForBlock(block, ++blocknum); 187 } 188 } 189 190 // Wait for fee estimator to catch up 191 m_node.validation_signals->SyncWithValidationInterfaceQueue(); 192 193 for (int i = 1; i < 10;i++) { 194 BOOST_CHECK(feeEst.estimateFee(i) == CFeeRate(0) || feeEst.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee); 195 } 196 197 // Mine all those transactions 198 // Estimates should still not be below original 199 for (int j = 0; j < 10; j++) { 200 while(txHashes[j].size()) { 201 CTransactionRef ptx = mpool.get(txHashes[j].back()); 202 if (ptx) 203 block.push_back(ptx); 204 txHashes[j].pop_back(); 205 } 206 } 207 208 { 209 LOCK(mpool.cs); 210 mpool.removeForBlock(block, 266); 211 } 212 block.clear(); 213 214 // Wait for fee estimator to catch up 215 m_node.validation_signals->SyncWithValidationInterfaceQueue(); 216 217 BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0)); 218 for (int i = 2; i < 10;i++) { 219 BOOST_CHECK(feeEst.estimateFee(i) == CFeeRate(0) || feeEst.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee); 220 } 221 222 // Mine 400 more blocks where everything is mined every block 223 // Estimates should be below original estimates 224 while (blocknum < 665) { 225 for (int j = 0; j < 10; j++) { // For each fee multiple 226 for (int k = 0; k < 4; k++) { // add 4 fee txs 227 tx.vin[0].prevout.n = 10000*blocknum+100*j+k; 228 { 229 LOCK2(cs_main, mpool.cs); 230 mpool.addUnchecked(entry.Fee(feeV[j]).Time(Now<NodeSeconds>()).Height(blocknum).FromTx(tx)); 231 // Since TransactionAddedToMempool callbacks are generated in ATMP, 232 // not addUnchecked, we cheat and create one manually here 233 const int64_t virtual_size = GetVirtualTransactionSize(*MakeTransactionRef(tx)); 234 const NewMempoolTransactionInfo tx_info{NewMempoolTransactionInfo(MakeTransactionRef(tx), 235 feeV[j], 236 virtual_size, 237 entry.nHeight, 238 /*mempool_limit_bypassed=*/false, 239 /*submitted_in_package=*/false, 240 /*chainstate_is_current=*/true, 241 /*has_no_mempool_parents=*/true)}; 242 m_node.validation_signals->TransactionAddedToMempool(tx_info, mpool.GetAndIncrementSequence()); 243 } 244 uint256 hash = tx.GetHash(); 245 CTransactionRef ptx = mpool.get(hash); 246 if (ptx) 247 block.push_back(ptx); 248 249 } 250 } 251 252 { 253 LOCK(mpool.cs); 254 mpool.removeForBlock(block, ++blocknum); 255 } 256 257 block.clear(); 258 } 259 // Wait for fee estimator to catch up 260 m_node.validation_signals->SyncWithValidationInterfaceQueue(); 261 BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0)); 262 for (int i = 2; i < 9; i++) { // At 9, the original estimate was already at the bottom (b/c scale = 2) 263 BOOST_CHECK(feeEst.estimateFee(i).GetFeePerK() < origFeeEst[i-1] - deltaFee); 264 } 265 } 266 267 BOOST_AUTO_TEST_SUITE_END()