// Copyright (c) 2011-2016 The Bitcoin Core developers // Distributed under the MIT software license, see the accompanying // file COPYING or http://www.opensource.org/licenses/mit-license.php. #include "policy/policy.h" #include "policy/fees.h" #include "txmempool.h" #include "uint256.h" #include "util.h" #include "test/test_bitcoin.h" #include BOOST_FIXTURE_TEST_SUITE(policyestimator_tests, BasicTestingSetup) BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) { CBlockPolicyEstimator feeEst; CTxMemPool mpool(&feeEst); TestMemPoolEntryHelper entry; CAmount basefee(2000); CAmount deltaFee(100); std::vector feeV; // Populate vectors of increasing fees for (int j = 0; j < 10; j++) { feeV.push_back(basefee * (j+1)); } // Store the hashes of transactions that have been // added to the mempool by their associate fee // txHashes[j] is populated with transactions either of // fee = basefee * (j+1) std::vector txHashes[10]; // Create a transaction template CScript garbage; for (unsigned int i = 0; i < 128; i++) garbage.push_back('X'); CMutableTransaction tx; tx.vin.resize(1); tx.vin[0].scriptSig = garbage; tx.vout.resize(1); tx.vout[0].nValue=0LL; CFeeRate baseRate(basefee, GetVirtualTransactionSize(tx)); // Create a fake block std::vector block; int blocknum = 0; // Loop through 200 blocks // At a decay .9952 and 4 fee transactions per block // This makes the tx count about 2.5 per bucket, well above the 0.1 threshold while (blocknum < 200) { for (int j = 0; j < 10; j++) { // For each fee for (int k = 0; k < 4; k++) { // add 4 fee txs tx.vin[0].prevout.n = 10000*blocknum+100*j+k; // make transaction unique uint256 hash = tx.GetHash(); mpool.addUnchecked(hash, entry.Fee(feeV[j]).Time(GetTime()).Height(blocknum).FromTx(tx)); txHashes[j].push_back(hash); } } //Create blocks where higher fee txs are included more often for (int h = 0; h <= blocknum%10; h++) { // 10/10 blocks add highest fee transactions // 9/10 blocks add 2nd highest and so on until ... // 1/10 blocks add lowest fee transactions while (txHashes[9-h].size()) { CTransactionRef ptx = mpool.get(txHashes[9-h].back()); if (ptx) block.push_back(ptx); txHashes[9-h].pop_back(); } } mpool.removeForBlock(block, ++blocknum); block.clear(); // Check after just a few txs that combining buckets works as expected if (blocknum == 3) { // At this point we should need to combine 3 buckets to get enough data points // So estimateFee(1) should fail and estimateFee(2) should return somewhere around // 9*baserate. estimateFee(2) %'s are 100,100,90 = average 97% BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0)); BOOST_CHECK(feeEst.estimateFee(2).GetFeePerK() < 9*baseRate.GetFeePerK() + deltaFee); BOOST_CHECK(feeEst.estimateFee(2).GetFeePerK() > 9*baseRate.GetFeePerK() - deltaFee); } } std::vector origFeeEst; // Highest feerate is 10*baseRate and gets in all blocks, // second highest feerate is 9*baseRate and gets in 9/10 blocks = 90%, // third highest feerate is 8*base rate, and gets in 8/10 blocks = 80%, // so estimateFee(1) would return 10*baseRate but is hardcoded to return failure // Second highest feerate has 100% chance of being included by 2 blocks, // so estimateFee(2) should return 9*baseRate etc... for (int i = 1; i < 10;i++) { origFeeEst.push_back(feeEst.estimateFee(i).GetFeePerK()); if (i > 2) { // Fee estimates should be monotonically decreasing BOOST_CHECK(origFeeEst[i-1] <= origFeeEst[i-2]); } int mult = 11-i; if (i > 1) { BOOST_CHECK(origFeeEst[i-1] < mult*baseRate.GetFeePerK() + deltaFee); BOOST_CHECK(origFeeEst[i-1] > mult*baseRate.GetFeePerK() - deltaFee); } else { BOOST_CHECK(origFeeEst[i-1] == CFeeRate(0).GetFeePerK()); } } // Fill out rest of the original estimates for (int i = 10; i <= 48; i++) { origFeeEst.push_back(feeEst.estimateFee(i).GetFeePerK()); } // Mine 50 more blocks with no transactions happening, estimates shouldn't change // We haven't decayed the moving average enough so we still have enough data points in every bucket while (blocknum < 250) mpool.removeForBlock(block, ++blocknum); BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0)); for (int i = 2; i < 10;i++) { BOOST_CHECK(feeEst.estimateFee(i).GetFeePerK() < origFeeEst[i-1] + deltaFee); BOOST_CHECK(feeEst.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee); } // Mine 15 more blocks with lots of transactions happening and not getting mined // Estimates should go up while (blocknum < 265) { for (int j = 0; j < 10; j++) { // For each fee multiple for (int k = 0; k < 4; k++) { // add 4 fee txs tx.vin[0].prevout.n = 10000*blocknum+100*j+k; uint256 hash = tx.GetHash(); mpool.addUnchecked(hash, entry.Fee(feeV[j]).Time(GetTime()).Height(blocknum).FromTx(tx)); txHashes[j].push_back(hash); } } mpool.removeForBlock(block, ++blocknum); } for (int i = 1; i < 10;i++) { BOOST_CHECK(feeEst.estimateFee(i) == CFeeRate(0) || feeEst.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee); } // Mine all those transactions // Estimates should still not be below original for (int j = 0; j < 10; j++) { while(txHashes[j].size()) { CTransactionRef ptx = mpool.get(txHashes[j].back()); if (ptx) block.push_back(ptx); txHashes[j].pop_back(); } } mpool.removeForBlock(block, 266); block.clear(); BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0)); for (int i = 2; i < 10;i++) { BOOST_CHECK(feeEst.estimateFee(i) == CFeeRate(0) || feeEst.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee); } // Mine 400 more blocks where everything is mined every block // Estimates should be below original estimates while (blocknum < 665) { for (int j = 0; j < 10; j++) { // For each fee multiple for (int k = 0; k < 4; k++) { // add 4 fee txs tx.vin[0].prevout.n = 10000*blocknum+100*j+k; uint256 hash = tx.GetHash(); mpool.addUnchecked(hash, entry.Fee(feeV[j]).Time(GetTime()).Height(blocknum).FromTx(tx)); CTransactionRef ptx = mpool.get(hash); if (ptx) block.push_back(ptx); } } mpool.removeForBlock(block, ++blocknum); block.clear(); } BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0)); for (int i = 2; i < 10; i++) { BOOST_CHECK(feeEst.estimateFee(i).GetFeePerK() < origFeeEst[i-1] - deltaFee); } // Test that if the mempool is limited, estimateSmartFee won't return a value below the mempool min fee mpool.addUnchecked(tx.GetHash(), entry.Fee(feeV[5]).Time(GetTime()).Height(blocknum).FromTx(tx)); // evict that transaction which should set a mempool min fee of minRelayTxFee + feeV[5] mpool.TrimToSize(1); BOOST_CHECK(mpool.GetMinFee(1).GetFeePerK() > feeV[5]); for (int i = 1; i < 10; i++) { BOOST_CHECK(feeEst.estimateSmartFee(i, NULL, mpool).GetFeePerK() >= feeEst.estimateRawFee(i, 0.85, FeeEstimateHorizon::MED_HALFLIFE).GetFeePerK()); BOOST_CHECK(feeEst.estimateSmartFee(i, NULL, mpool).GetFeePerK() >= mpool.GetMinFee(1).GetFeePerK()); } } BOOST_AUTO_TEST_SUITE_END()