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.h> 6 #include <policy/fees_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<uint256> 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 AddToMempool(mpool, entry.Fee(feeV[j]).Time(Now<NodeSeconds>()).Height(blocknum).FromTx(tx)); 67 // Since TransactionAddedToMempool callbacks are generated in ATMP, 68 // not AddToMempool, 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 uint256 hash = tx.GetHash(); 81 txHashes[j].push_back(hash); 82 } 83 } 84 //Create blocks where higher fee txs are included more often 85 for (int h = 0; h <= blocknum%10; h++) { 86 // 10/10 blocks add highest fee transactions 87 // 9/10 blocks add 2nd highest and so on until ... 88 // 1/10 blocks add lowest fee transactions 89 while (txHashes[9-h].size()) { 90 CTransactionRef ptx = mpool.get(txHashes[9-h].back()); 91 if (ptx) 92 block.push_back(ptx); 93 txHashes[9-h].pop_back(); 94 } 95 } 96 97 { 98 LOCK(mpool.cs); 99 mpool.removeForBlock(block, ++blocknum); 100 } 101 102 block.clear(); 103 // Check after just a few txs that combining buckets works as expected 104 if (blocknum == 3) { 105 // Wait for fee estimator to catch up 106 m_node.validation_signals->SyncWithValidationInterfaceQueue(); 107 // At this point we should need to combine 3 buckets to get enough data points 108 // So estimateFee(1) should fail and estimateFee(2) should return somewhere around 109 // 9*baserate. estimateFee(2) %'s are 100,100,90 = average 97% 110 BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0)); 111 BOOST_CHECK(feeEst.estimateFee(2).GetFeePerK() < 9*baseRate.GetFeePerK() + deltaFee); 112 BOOST_CHECK(feeEst.estimateFee(2).GetFeePerK() > 9*baseRate.GetFeePerK() - deltaFee); 113 } 114 } 115 116 // Wait for fee estimator to catch up 117 m_node.validation_signals->SyncWithValidationInterfaceQueue(); 118 119 std::vector<CAmount> origFeeEst; 120 // Highest feerate is 10*baseRate and gets in all blocks, 121 // second highest feerate is 9*baseRate and gets in 9/10 blocks = 90%, 122 // third highest feerate is 8*base rate, and gets in 8/10 blocks = 80%, 123 // so estimateFee(1) would return 10*baseRate but is hardcoded to return failure 124 // Second highest feerate has 100% chance of being included by 2 blocks, 125 // so estimateFee(2) should return 9*baseRate etc... 126 for (int i = 1; i < 10;i++) { 127 origFeeEst.push_back(feeEst.estimateFee(i).GetFeePerK()); 128 if (i > 2) { // Fee estimates should be monotonically decreasing 129 BOOST_CHECK(origFeeEst[i-1] <= origFeeEst[i-2]); 130 } 131 int mult = 11-i; 132 if (i % 2 == 0) { //At scale 2, test logic is only correct for even targets 133 BOOST_CHECK(origFeeEst[i-1] < mult*baseRate.GetFeePerK() + deltaFee); 134 BOOST_CHECK(origFeeEst[i-1] > mult*baseRate.GetFeePerK() - deltaFee); 135 } 136 } 137 // Fill out rest of the original estimates 138 for (int i = 10; i <= 48; i++) { 139 origFeeEst.push_back(feeEst.estimateFee(i).GetFeePerK()); 140 } 141 142 // Mine 50 more blocks with no transactions happening, estimates shouldn't change 143 // We haven't decayed the moving average enough so we still have enough data points in every bucket 144 while (blocknum < 250) { 145 LOCK(mpool.cs); 146 mpool.removeForBlock(block, ++blocknum); 147 } 148 149 // Wait for fee estimator to catch up 150 m_node.validation_signals->SyncWithValidationInterfaceQueue(); 151 152 BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0)); 153 for (int i = 2; i < 10;i++) { 154 BOOST_CHECK(feeEst.estimateFee(i).GetFeePerK() < origFeeEst[i-1] + deltaFee); 155 BOOST_CHECK(feeEst.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee); 156 } 157 158 159 // Mine 15 more blocks with lots of transactions happening and not getting mined 160 // Estimates should go up 161 while (blocknum < 265) { 162 for (int j = 0; j < 10; j++) { // For each fee multiple 163 for (int k = 0; k < 4; k++) { // add 4 fee txs 164 tx.vin[0].prevout.n = 10000*blocknum+100*j+k; 165 { 166 LOCK2(cs_main, mpool.cs); 167 AddToMempool(mpool, entry.Fee(feeV[j]).Time(Now<NodeSeconds>()).Height(blocknum).FromTx(tx)); 168 // Since TransactionAddedToMempool callbacks are generated in ATMP, 169 // not AddToMempool, we cheat and create one manually here 170 const int64_t virtual_size = GetVirtualTransactionSize(*MakeTransactionRef(tx)); 171 const NewMempoolTransactionInfo tx_info{NewMempoolTransactionInfo(MakeTransactionRef(tx), 172 feeV[j], 173 virtual_size, 174 entry.nHeight, 175 /*mempool_limit_bypassed=*/false, 176 /*submitted_in_package=*/false, 177 /*chainstate_is_current=*/true, 178 /*has_no_mempool_parents=*/true)}; 179 m_node.validation_signals->TransactionAddedToMempool(tx_info, mpool.GetAndIncrementSequence()); 180 } 181 uint256 hash = tx.GetHash(); 182 txHashes[j].push_back(hash); 183 } 184 } 185 { 186 LOCK(mpool.cs); 187 mpool.removeForBlock(block, ++blocknum); 188 } 189 } 190 191 // Wait for fee estimator to catch up 192 m_node.validation_signals->SyncWithValidationInterfaceQueue(); 193 194 for (int i = 1; i < 10;i++) { 195 BOOST_CHECK(feeEst.estimateFee(i) == CFeeRate(0) || feeEst.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee); 196 } 197 198 // Mine all those transactions 199 // Estimates should still not be below original 200 for (int j = 0; j < 10; j++) { 201 while(txHashes[j].size()) { 202 CTransactionRef ptx = mpool.get(txHashes[j].back()); 203 if (ptx) 204 block.push_back(ptx); 205 txHashes[j].pop_back(); 206 } 207 } 208 209 { 210 LOCK(mpool.cs); 211 mpool.removeForBlock(block, 266); 212 } 213 block.clear(); 214 215 // Wait for fee estimator to catch up 216 m_node.validation_signals->SyncWithValidationInterfaceQueue(); 217 218 BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0)); 219 for (int i = 2; i < 10;i++) { 220 BOOST_CHECK(feeEst.estimateFee(i) == CFeeRate(0) || feeEst.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee); 221 } 222 223 // Mine 400 more blocks where everything is mined every block 224 // Estimates should be below original estimates 225 while (blocknum < 665) { 226 for (int j = 0; j < 10; j++) { // For each fee multiple 227 for (int k = 0; k < 4; k++) { // add 4 fee txs 228 tx.vin[0].prevout.n = 10000*blocknum+100*j+k; 229 { 230 LOCK2(cs_main, mpool.cs); 231 AddToMempool(mpool, entry.Fee(feeV[j]).Time(Now<NodeSeconds>()).Height(blocknum).FromTx(tx)); 232 // Since TransactionAddedToMempool callbacks are generated in ATMP, 233 // not AddToMempool, we cheat and create one manually here 234 const int64_t virtual_size = GetVirtualTransactionSize(*MakeTransactionRef(tx)); 235 const NewMempoolTransactionInfo tx_info{NewMempoolTransactionInfo(MakeTransactionRef(tx), 236 feeV[j], 237 virtual_size, 238 entry.nHeight, 239 /*mempool_limit_bypassed=*/false, 240 /*submitted_in_package=*/false, 241 /*chainstate_is_current=*/true, 242 /*has_no_mempool_parents=*/true)}; 243 m_node.validation_signals->TransactionAddedToMempool(tx_info, mpool.GetAndIncrementSequence()); 244 } 245 uint256 hash = tx.GetHash(); 246 CTransactionRef ptx = mpool.get(hash); 247 if (ptx) 248 block.push_back(ptx); 249 250 } 251 } 252 253 { 254 LOCK(mpool.cs); 255 mpool.removeForBlock(block, ++blocknum); 256 } 257 258 block.clear(); 259 } 260 // Wait for fee estimator to catch up 261 m_node.validation_signals->SyncWithValidationInterfaceQueue(); 262 BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0)); 263 for (int i = 2; i < 9; i++) { // At 9, the original estimate was already at the bottom (b/c scale = 2) 264 BOOST_CHECK(feeEst.estimateFee(i).GetFeePerK() < origFeeEst[i-1] - deltaFee); 265 } 266 } 267 268 BOOST_AUTO_TEST_SUITE_END()