tests: Calculate fees more similarly to CFeeRate::GetFee

Because of floating point precision issues, not all of the rounding done
is always correct. To fix this, the fee calculation for
assert_fee_amount is changed to better reflect how CFeeRate::GetFee does
it.

First the feerate is converted to an int representing sat/kvb. Then this
is multiplied by the transaction size, divivided by 1000, and rounded up
to the nearest sat. The result is then converted back to BTC (divided by
1e8) and then rounded down to the nearest sat to avoid precision errors.

1 files changed, 15 insertions, 3 deletions

diff --git a/test/functional/test_framework/util.py b/test/functional/test_framework/util.py
index 9f5bca6884..0678e2e6fe 100644
--- a/test/functional/test_framework/util.py
+++ b/test/functional/test_framework/util.py
@@ -36,12 +36,12 @@ def assert_approx(v, vexp, vspan=0.00001):
 
 def assert_fee_amount(fee, tx_size, feerate_BTC_kvB):
     """Assert the fee is in range."""
-    feerate_BTC_vB = feerate_BTC_kvB / 1000
-    target_fee = satoshi_round(tx_size * feerate_BTC_vB)
+    target_fee = get_fee(tx_size, feerate_BTC_kvB)
     if fee < target_fee:
         raise AssertionError("Fee of %s BTC too low! (Should be %s BTC)" % (str(fee), str(target_fee)))
     # allow the wallet's estimation to be at most 2 bytes off
-    if fee > (tx_size + 2) * feerate_BTC_vB:
+    high_fee = get_fee(tx_size + 2, feerate_BTC_kvB)
+    if fee > high_fee:
         raise AssertionError("Fee of %s BTC too high! (Should be %s BTC)" % (str(fee), str(target_fee)))
 
 
@@ -218,6 +218,18 @@ def str_to_b64str(string):
     return b64encode(string.encode('utf-8')).decode('ascii')
 
 
+def ceildiv(a, b):
+    """Divide 2 ints and round up to next int rather than round down"""
+    return -(-a // b)
+
+
+def get_fee(tx_size, feerate_btc_kvb):
+    """Calculate the fee in BTC given a feerate is BTC/kvB. Reflects CFeeRate::GetFee"""
+    feerate_sat_kvb = int(feerate_btc_kvb * Decimal(1e8)) # Fee in sat/kvb as an int to avoid float precision errors
+    target_fee_sat = ceildiv(feerate_sat_kvb * tx_size, 1000) # Round calculated fee up to nearest sat
+    return satoshi_round(target_fee_sat / Decimal(1e8)) # Truncate BTC result to nearest sat
+
+
 def satoshi_round(amount):
     return Decimal(amount).quantize(Decimal('0.00000001'), rounding=ROUND_DOWN)