318ea50a1c
38bc1ecMake more json-like output from estimaterawfee (Alex Morcos)2d2e170Comments and improved documentation (Alex Morcos)ef589f8minor cleanup: remove unnecessary variable (Alex Morcos)3ee76d6Introduce a scale factor (Alex Morcos)5f1f0c6Historical block span (Alex Morcos)aa19b8eClean up fee estimate debug printing (Alex Morcos)10f7cbdTrack first recorded height (Alex Morcos)3810e97Rewrite estimateSmartFee (Alex Morcos)c7447ecTrack failures in fee estimation. (Alex Morcos)4186d3fExpose estimaterawfee (Alex Morcos)2681153minor refactor: explicitly track start of new bucket range and don't update curNearBucket on final loop. (Alex Morcos)1ba43ccMake EstimateMedianVal smarter about small failures. (Alex Morcos)d3e30bcRefactor to update moving average on fly (Alex Morcos)e5007baChange parameters for fee estimation and estimates on all 3 time horizons. (Alex Morcos)c0a273fChange file format for fee estimates. (Alex Morcos) Tree-SHA512: 186e7508d86a1f351bb656edcd84ee9091f5f2706331eda9ee29da9c8eb5bf67b8c1f2abf6662835560e7f613b1377099054f20767f41ddcdbc89c4f9e78946d
264 lines
12 KiB
Python
Executable file
264 lines
12 KiB
Python
Executable file
#!/usr/bin/env python3
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# Copyright (c) 2014-2016 The Bitcoin Core developers
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# Distributed under the MIT software license, see the accompanying
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# file COPYING or http://www.opensource.org/licenses/mit-license.php.
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"""Test fee estimation code."""
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from test_framework.test_framework import BitcoinTestFramework
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from test_framework.util import *
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from test_framework.script import CScript, OP_1, OP_DROP, OP_2, OP_HASH160, OP_EQUAL, hash160, OP_TRUE
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from test_framework.mininode import CTransaction, CTxIn, CTxOut, COutPoint, ToHex, COIN
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# Construct 2 trivial P2SH's and the ScriptSigs that spend them
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# So we can create many many transactions without needing to spend
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# time signing.
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redeem_script_1 = CScript([OP_1, OP_DROP])
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redeem_script_2 = CScript([OP_2, OP_DROP])
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P2SH_1 = CScript([OP_HASH160, hash160(redeem_script_1), OP_EQUAL])
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P2SH_2 = CScript([OP_HASH160, hash160(redeem_script_2), OP_EQUAL])
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# Associated ScriptSig's to spend satisfy P2SH_1 and P2SH_2
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SCRIPT_SIG = [CScript([OP_TRUE, redeem_script_1]), CScript([OP_TRUE, redeem_script_2])]
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global log
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def small_txpuzzle_randfee(from_node, conflist, unconflist, amount, min_fee, fee_increment):
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"""
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Create and send a transaction with a random fee.
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The transaction pays to a trivial P2SH script, and assumes that its inputs
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are of the same form.
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The function takes a list of confirmed outputs and unconfirmed outputs
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and attempts to use the confirmed list first for its inputs.
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It adds the newly created outputs to the unconfirmed list.
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Returns (raw transaction, fee)
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"""
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# It's best to exponentially distribute our random fees
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# because the buckets are exponentially spaced.
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# Exponentially distributed from 1-128 * fee_increment
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rand_fee = float(fee_increment)*(1.1892**random.randint(0,28))
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# Total fee ranges from min_fee to min_fee + 127*fee_increment
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fee = min_fee - fee_increment + satoshi_round(rand_fee)
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tx = CTransaction()
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total_in = Decimal("0.00000000")
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while total_in <= (amount + fee) and len(conflist) > 0:
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t = conflist.pop(0)
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total_in += t["amount"]
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tx.vin.append(CTxIn(COutPoint(int(t["txid"], 16), t["vout"]), b""))
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if total_in <= amount + fee:
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while total_in <= (amount + fee) and len(unconflist) > 0:
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t = unconflist.pop(0)
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total_in += t["amount"]
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tx.vin.append(CTxIn(COutPoint(int(t["txid"], 16), t["vout"]), b""))
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if total_in <= amount + fee:
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raise RuntimeError("Insufficient funds: need %d, have %d"%(amount+fee, total_in))
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tx.vout.append(CTxOut(int((total_in - amount - fee)*COIN), P2SH_1))
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tx.vout.append(CTxOut(int(amount*COIN), P2SH_2))
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# These transactions don't need to be signed, but we still have to insert
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# the ScriptSig that will satisfy the ScriptPubKey.
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for inp in tx.vin:
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inp.scriptSig = SCRIPT_SIG[inp.prevout.n]
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txid = from_node.sendrawtransaction(ToHex(tx), True)
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unconflist.append({ "txid" : txid, "vout" : 0 , "amount" : total_in - amount - fee})
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unconflist.append({ "txid" : txid, "vout" : 1 , "amount" : amount})
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return (ToHex(tx), fee)
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def split_inputs(from_node, txins, txouts, initial_split = False):
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"""
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We need to generate a lot of inputs so we can generate a ton of transactions.
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This function takes an input from txins, and creates and sends a transaction
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which splits the value into 2 outputs which are appended to txouts.
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Previously this was designed to be small inputs so they wouldn't have
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a high coin age when the notion of priority still existed.
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"""
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prevtxout = txins.pop()
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tx = CTransaction()
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tx.vin.append(CTxIn(COutPoint(int(prevtxout["txid"], 16), prevtxout["vout"]), b""))
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half_change = satoshi_round(prevtxout["amount"]/2)
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rem_change = prevtxout["amount"] - half_change - Decimal("0.00001000")
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tx.vout.append(CTxOut(int(half_change*COIN), P2SH_1))
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tx.vout.append(CTxOut(int(rem_change*COIN), P2SH_2))
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# If this is the initial split we actually need to sign the transaction
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# Otherwise we just need to insert the proper ScriptSig
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if (initial_split) :
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completetx = from_node.signrawtransaction(ToHex(tx))["hex"]
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else :
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tx.vin[0].scriptSig = SCRIPT_SIG[prevtxout["vout"]]
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completetx = ToHex(tx)
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txid = from_node.sendrawtransaction(completetx, True)
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txouts.append({ "txid" : txid, "vout" : 0 , "amount" : half_change})
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txouts.append({ "txid" : txid, "vout" : 1 , "amount" : rem_change})
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def check_estimates(node, fees_seen, max_invalid, print_estimates = True):
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"""
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This function calls estimatefee and verifies that the estimates
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meet certain invariants.
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"""
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all_estimates = [ node.estimatefee(i) for i in range(1,26) ]
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if print_estimates:
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log.info([str(all_estimates[e-1]) for e in [1,2,3,6,15,25]])
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delta = 1.0e-6 # account for rounding error
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last_e = max(fees_seen)
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for e in [x for x in all_estimates if x >= 0]:
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# Estimates should be within the bounds of what transactions fees actually were:
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if float(e)+delta < min(fees_seen) or float(e)-delta > max(fees_seen):
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raise AssertionError("Estimated fee (%f) out of range (%f,%f)"
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%(float(e), min(fees_seen), max(fees_seen)))
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# Estimates should be monotonically decreasing
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if float(e)-delta > last_e:
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raise AssertionError("Estimated fee (%f) larger than last fee (%f) for lower number of confirms"
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%(float(e),float(last_e)))
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last_e = e
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valid_estimate = False
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invalid_estimates = 0
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for i,e in enumerate(all_estimates): # estimate is for i+1
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if e >= 0:
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valid_estimate = True
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if i >= 13: # for n>=14 estimatesmartfee(n/2) should be at least as high as estimatefee(n)
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assert(node.estimatesmartfee((i+1)//2)["feerate"] > float(e) - delta)
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else:
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invalid_estimates += 1
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# estimatesmartfee should still be valid
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approx_estimate = node.estimatesmartfee(i+1)["feerate"]
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answer_found = node.estimatesmartfee(i+1)["blocks"]
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assert(approx_estimate > 0)
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assert(answer_found > i+1)
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# Once we're at a high enough confirmation count that we can give an estimate
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# We should have estimates for all higher confirmation counts
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if valid_estimate:
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raise AssertionError("Invalid estimate appears at higher confirm count than valid estimate")
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# Check on the expected number of different confirmation counts
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# that we might not have valid estimates for
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if invalid_estimates > max_invalid:
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raise AssertionError("More than (%d) invalid estimates"%(max_invalid))
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return all_estimates
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class EstimateFeeTest(BitcoinTestFramework):
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def __init__(self):
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super().__init__()
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self.num_nodes = 3
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self.setup_clean_chain = False
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def setup_network(self):
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"""
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We'll setup the network to have 3 nodes that all mine with different parameters.
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But first we need to use one node to create a lot of outputs
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which we will use to generate our transactions.
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"""
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self.nodes = []
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# Use node0 to mine blocks for input splitting
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self.nodes.append(start_node(0, self.options.tmpdir, ["-maxorphantx=1000",
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"-whitelist=127.0.0.1"]))
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self.log.info("This test is time consuming, please be patient")
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self.log.info("Splitting inputs so we can generate tx's")
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self.txouts = []
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self.txouts2 = []
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# Split a coinbase into two transaction puzzle outputs
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split_inputs(self.nodes[0], self.nodes[0].listunspent(0), self.txouts, True)
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# Mine
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while (len(self.nodes[0].getrawmempool()) > 0):
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self.nodes[0].generate(1)
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# Repeatedly split those 2 outputs, doubling twice for each rep
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# Use txouts to monitor the available utxo, since these won't be tracked in wallet
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reps = 0
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while (reps < 5):
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#Double txouts to txouts2
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while (len(self.txouts)>0):
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split_inputs(self.nodes[0], self.txouts, self.txouts2)
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while (len(self.nodes[0].getrawmempool()) > 0):
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self.nodes[0].generate(1)
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#Double txouts2 to txouts
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while (len(self.txouts2)>0):
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split_inputs(self.nodes[0], self.txouts2, self.txouts)
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while (len(self.nodes[0].getrawmempool()) > 0):
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self.nodes[0].generate(1)
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reps += 1
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self.log.info("Finished splitting")
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# Now we can connect the other nodes, didn't want to connect them earlier
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# so the estimates would not be affected by the splitting transactions
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# Node1 mines small blocks but that are bigger than the expected transaction rate.
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# NOTE: the CreateNewBlock code starts counting block size at 1,000 bytes,
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# (17k is room enough for 110 or so transactions)
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self.nodes.append(start_node(1, self.options.tmpdir,
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["-blockmaxsize=17000", "-maxorphantx=1000"]))
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connect_nodes(self.nodes[1], 0)
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# Node2 is a stingy miner, that
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# produces too small blocks (room for only 55 or so transactions)
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node2args = ["-blockmaxsize=8000", "-maxorphantx=1000"]
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self.nodes.append(start_node(2, self.options.tmpdir, node2args))
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connect_nodes(self.nodes[0], 2)
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connect_nodes(self.nodes[2], 1)
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self.sync_all()
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def transact_and_mine(self, numblocks, mining_node):
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min_fee = Decimal("0.00001")
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# We will now mine numblocks blocks generating on average 100 transactions between each block
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# We shuffle our confirmed txout set before each set of transactions
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# small_txpuzzle_randfee will use the transactions that have inputs already in the chain when possible
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# resorting to tx's that depend on the mempool when those run out
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for i in range(numblocks):
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random.shuffle(self.confutxo)
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for j in range(random.randrange(100-50,100+50)):
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from_index = random.randint(1,2)
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(txhex, fee) = small_txpuzzle_randfee(self.nodes[from_index], self.confutxo,
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self.memutxo, Decimal("0.005"), min_fee, min_fee)
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tx_kbytes = (len(txhex) // 2) / 1000.0
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self.fees_per_kb.append(float(fee)/tx_kbytes)
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sync_mempools(self.nodes[0:3], wait=.1)
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mined = mining_node.getblock(mining_node.generate(1)[0],True)["tx"]
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sync_blocks(self.nodes[0:3], wait=.1)
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# update which txouts are confirmed
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newmem = []
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for utx in self.memutxo:
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if utx["txid"] in mined:
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self.confutxo.append(utx)
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else:
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newmem.append(utx)
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self.memutxo = newmem
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def run_test(self):
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# Make log handler available to helper functions
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global log
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log = self.log
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self.fees_per_kb = []
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self.memutxo = []
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self.confutxo = self.txouts # Start with the set of confirmed txouts after splitting
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self.log.info("Will output estimates for 1/2/3/6/15/25 blocks")
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for i in range(2):
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self.log.info("Creating transactions and mining them with a block size that can't keep up")
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# Create transactions and mine 10 small blocks with node 2, but create txs faster than we can mine
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self.transact_and_mine(10, self.nodes[2])
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check_estimates(self.nodes[1], self.fees_per_kb, 14)
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self.log.info("Creating transactions and mining them at a block size that is just big enough")
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# Generate transactions while mining 10 more blocks, this time with node1
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# which mines blocks with capacity just above the rate that transactions are being created
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self.transact_and_mine(10, self.nodes[1])
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check_estimates(self.nodes[1], self.fees_per_kb, 2)
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# Finish by mining a normal-sized block:
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while len(self.nodes[1].getrawmempool()) > 0:
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self.nodes[1].generate(1)
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sync_blocks(self.nodes[0:3], wait=.1)
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self.log.info("Final estimates after emptying mempools")
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check_estimates(self.nodes[1], self.fees_per_kb, 2)
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if __name__ == '__main__':
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EstimateFeeTest().main()
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