policyestimator_tests.cpp
1 // Copyright (c) 2011-present 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/block_policy_estimator.h> 6 #include <policy/fees/block_policy_estimator_args.h> 7 #include <policy/policy.h> 8 #include <test/util/txmempool.h> 9 #include <txmempool.h> 10 #include <uint256.h> 11 #include <util/time.h> 12 #include <validationinterface.h> 13 14 #include <test/util/setup_common.h> 15 16 #include <boost/test/unit_test.hpp> 17 18 BOOST_FIXTURE_TEST_SUITE(policyestimator_tests, ChainTestingSetup) 19 20 BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) 21 { 22 CBlockPolicyEstimator feeEst{FeeestPath(*m_node.args), DEFAULT_ACCEPT_STALE_FEE_ESTIMATES}; 23 CTxMemPool& mpool = *Assert(m_node.mempool); 24 m_node.validation_signals->RegisterValidationInterface(&feeEst); 25 TestMemPoolEntryHelper entry; 26 CAmount basefee(2000); 27 CAmount deltaFee(100); 28 std::vector<CAmount> feeV; 29 feeV.reserve(10); 30 31 // Populate vectors of increasing fees 32 for (int j = 0; j < 10; j++) { 33 feeV.push_back(basefee * (j+1)); 34 } 35 36 // Store the hashes of transactions that have been 37 // added to the mempool by their associate fee 38 // txHashes[j] is populated with transactions either of 39 // fee = basefee * (j+1) 40 std::vector<Txid> txHashes[10]; 41 42 // Create a transaction template 43 CScript garbage; 44 for (unsigned int i = 0; i < 128; i++) 45 garbage.push_back('X'); 46 CMutableTransaction tx; 47 tx.vin.resize(1); 48 tx.vin[0].scriptSig = garbage; 49 tx.vout.resize(1); 50 tx.vout[0].nValue=0LL; 51 CFeeRate baseRate(basefee, GetVirtualTransactionSize(CTransaction(tx))); 52 53 // Create a fake block 54 std::vector<CTransactionRef> block; 55 int blocknum = 0; 56 57 // Loop through 200 blocks 58 // At a decay .9952 and 4 fee transactions per block 59 // This makes the tx count about 2.5 per bucket, well above the 0.1 threshold 60 while (blocknum < 200) { 61 for (int j = 0; j < 10; j++) { // For each fee 62 for (int k = 0; k < 4; k++) { // add 4 fee txs 63 tx.vin[0].prevout.n = 10000*blocknum+100*j+k; // make transaction unique 64 { 65 LOCK2(cs_main, mpool.cs); 66 TryAddToMempool(mpool, entry.Fee(feeV[j]).Time(Now<NodeSeconds>()).Height(blocknum).FromTx(tx)); 67 // Since TransactionAddedToMempool callbacks are generated in ATMP, 68 // not TryAddToMempool, we cheat and create one manually here 69 const int64_t virtual_size = GetVirtualTransactionSize(*MakeTransactionRef(tx)); 70 const NewMempoolTransactionInfo tx_info{NewMempoolTransactionInfo(MakeTransactionRef(tx), 71 feeV[j], 72 virtual_size, 73 entry.nHeight, 74 /*mempool_limit_bypassed=*/false, 75 /*submitted_in_package=*/false, 76 /*chainstate_is_current=*/true, 77 /*has_no_mempool_parents=*/true)}; 78 m_node.validation_signals->TransactionAddedToMempool(tx_info, mpool.GetAndIncrementSequence()); 79 } 80 txHashes[j].push_back(tx.GetHash()); 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 TryAddToMempool(mpool, entry.Fee(feeV[j]).Time(Now<NodeSeconds>()).Height(blocknum).FromTx(tx)); 167 // Since TransactionAddedToMempool callbacks are generated in ATMP, 168 // not TryAddToMempool, 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 txHashes[j].push_back(tx.GetHash()); 181 } 182 } 183 { 184 LOCK(mpool.cs); 185 mpool.removeForBlock(block, ++blocknum); 186 } 187 } 188 189 // Wait for fee estimator to catch up 190 m_node.validation_signals->SyncWithValidationInterfaceQueue(); 191 192 for (int i = 1; i < 10;i++) { 193 BOOST_CHECK(feeEst.estimateFee(i) == CFeeRate(0) || feeEst.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee); 194 } 195 196 // Mine all those transactions 197 // Estimates should still not be below original 198 for (int j = 0; j < 10; j++) { 199 while(txHashes[j].size()) { 200 CTransactionRef ptx = mpool.get(txHashes[j].back()); 201 if (ptx) 202 block.push_back(ptx); 203 txHashes[j].pop_back(); 204 } 205 } 206 207 { 208 LOCK(mpool.cs); 209 mpool.removeForBlock(block, 266); 210 } 211 block.clear(); 212 213 // Wait for fee estimator to catch up 214 m_node.validation_signals->SyncWithValidationInterfaceQueue(); 215 216 BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0)); 217 for (int i = 2; i < 10;i++) { 218 BOOST_CHECK(feeEst.estimateFee(i) == CFeeRate(0) || feeEst.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee); 219 } 220 221 // Mine 400 more blocks where everything is mined every block 222 // Estimates should be below original estimates 223 while (blocknum < 665) { 224 for (int j = 0; j < 10; j++) { // For each fee multiple 225 for (int k = 0; k < 4; k++) { // add 4 fee txs 226 tx.vin[0].prevout.n = 10000*blocknum+100*j+k; 227 { 228 LOCK2(cs_main, mpool.cs); 229 TryAddToMempool(mpool, entry.Fee(feeV[j]).Time(Now<NodeSeconds>()).Height(blocknum).FromTx(tx)); 230 // Since TransactionAddedToMempool callbacks are generated in ATMP, 231 // not TryAddToMempool, we cheat and create one manually here 232 const int64_t virtual_size = GetVirtualTransactionSize(*MakeTransactionRef(tx)); 233 const NewMempoolTransactionInfo tx_info{NewMempoolTransactionInfo(MakeTransactionRef(tx), 234 feeV[j], 235 virtual_size, 236 entry.nHeight, 237 /*mempool_limit_bypassed=*/false, 238 /*submitted_in_package=*/false, 239 /*chainstate_is_current=*/true, 240 /*has_no_mempool_parents=*/true)}; 241 m_node.validation_signals->TransactionAddedToMempool(tx_info, mpool.GetAndIncrementSequence()); 242 } 243 CTransactionRef ptx = mpool.get(tx.GetHash()); 244 if (ptx) 245 block.push_back(ptx); 246 247 } 248 } 249 250 { 251 LOCK(mpool.cs); 252 mpool.removeForBlock(block, ++blocknum); 253 } 254 255 block.clear(); 256 } 257 // Wait for fee estimator to catch up 258 m_node.validation_signals->SyncWithValidationInterfaceQueue(); 259 BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0)); 260 for (int i = 2; i < 9; i++) { // At 9, the original estimate was already at the bottom (b/c scale = 2) 261 BOOST_CHECK(feeEst.estimateFee(i).GetFeePerK() < origFeeEst[i-1] - deltaFee); 262 } 263 } 264 265 BOOST_AUTO_TEST_SUITE_END()