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authorAndrew Chow <achow101-github@achow101.com>2021-09-10 20:24:44 -0400
committerAndrew Chow <achow101-github@achow101.com>2021-10-08 13:53:48 -0400
commit0fbaef9676a1dcb84bcf95afd8d994831ab327b6 (patch)
tree4d41871f8100e99b7412983e5e7f028d15f6ecf8 /src
parent927586990eb9bc8403a3831247847bdd3bf60423 (diff)
fees: Always round up fee calculated from a feerate
When calculating the fee for a given tx size from a fee rate, we should always round up to the next satoshi. Otherwise, if we round down (via truncation), the calculated fee may result in a fee with a feerate slightly less than targeted. This is particularly important for coin selection as a slightly lower feerate than expected can result in a variety of issues.
Diffstat (limited to 'src')
-rw-r--r--src/policy/feerate.cpp6
-rw-r--r--src/policy/feerate.h1
-rw-r--r--src/test/amount_tests.cpp10
-rw-r--r--src/test/transaction_tests.cpp4
4 files changed, 13 insertions, 8 deletions
diff --git a/src/policy/feerate.cpp b/src/policy/feerate.cpp
index 25b9282b4e..ce149067b7 100644
--- a/src/policy/feerate.cpp
+++ b/src/policy/feerate.cpp
@@ -7,6 +7,8 @@
#include <tinyformat.h>
+#include <cmath>
+
CFeeRate::CFeeRate(const CAmount& nFeePaid, uint32_t num_bytes)
{
const int64_t nSize{num_bytes};
@@ -22,7 +24,9 @@ CAmount CFeeRate::GetFee(uint32_t num_bytes) const
{
const int64_t nSize{num_bytes};
- CAmount nFee = nSatoshisPerK * nSize / 1000;
+ // Be explicit that we're converting from a double to int64_t (CAmount) here.
+ // We've previously had issues with the silent double->int64_t conversion.
+ CAmount nFee{static_cast<CAmount>(std::ceil(nSatoshisPerK * nSize / 1000.0))};
if (nFee == 0 && nSize != 0) {
if (nSatoshisPerK > 0) nFee = CAmount(1);
diff --git a/src/policy/feerate.h b/src/policy/feerate.h
index b16f3f8251..8ba896bb01 100644
--- a/src/policy/feerate.h
+++ b/src/policy/feerate.h
@@ -48,6 +48,7 @@ public:
CFeeRate(const CAmount& nFeePaid, uint32_t num_bytes);
/**
* Return the fee in satoshis for the given size in bytes.
+ * If the calculated fee would have fractional satoshis, then the returned fee will always be rounded up to the nearest satoshi.
*/
CAmount GetFee(uint32_t num_bytes) const;
/**
diff --git a/src/test/amount_tests.cpp b/src/test/amount_tests.cpp
index 114fe3907c..aa23d71671 100644
--- a/src/test/amount_tests.cpp
+++ b/src/test/amount_tests.cpp
@@ -48,13 +48,13 @@ BOOST_AUTO_TEST_CASE(GetFeeTest)
BOOST_CHECK_EQUAL(feeRate.GetFee(9e3), CAmount(-9e3));
feeRate = CFeeRate(123);
- // Truncates the result, if not integer
+ // Rounds up the result, if not integer
BOOST_CHECK_EQUAL(feeRate.GetFee(0), CAmount(0));
BOOST_CHECK_EQUAL(feeRate.GetFee(8), CAmount(1)); // Special case: returns 1 instead of 0
- BOOST_CHECK_EQUAL(feeRate.GetFee(9), CAmount(1));
- BOOST_CHECK_EQUAL(feeRate.GetFee(121), CAmount(14));
- BOOST_CHECK_EQUAL(feeRate.GetFee(122), CAmount(15));
- BOOST_CHECK_EQUAL(feeRate.GetFee(999), CAmount(122));
+ BOOST_CHECK_EQUAL(feeRate.GetFee(9), CAmount(2));
+ BOOST_CHECK_EQUAL(feeRate.GetFee(121), CAmount(15));
+ BOOST_CHECK_EQUAL(feeRate.GetFee(122), CAmount(16));
+ BOOST_CHECK_EQUAL(feeRate.GetFee(999), CAmount(123));
BOOST_CHECK_EQUAL(feeRate.GetFee(1e3), CAmount(123));
BOOST_CHECK_EQUAL(feeRate.GetFee(9e3), CAmount(1107));
diff --git a/src/test/transaction_tests.cpp b/src/test/transaction_tests.cpp
index c813fbea32..252a85c282 100644
--- a/src/test/transaction_tests.cpp
+++ b/src/test/transaction_tests.cpp
@@ -810,10 +810,10 @@ BOOST_AUTO_TEST_CASE(test_IsStandard)
// nDustThreshold = 182 * 3702 / 1000
dustRelayFee = CFeeRate(3702);
// dust:
- t.vout[0].nValue = 673 - 1;
+ t.vout[0].nValue = 674 - 1;
CheckIsNotStandard(t, "dust");
// not dust:
- t.vout[0].nValue = 673;
+ t.vout[0].nValue = 674;
CheckIsStandard(t);
dustRelayFee = CFeeRate(DUST_RELAY_TX_FEE);