policyestimator_tests.cpp raw
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()
266