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author | W. J. van der Laan <laanwj@protonmail.com> | 2021-10-07 13:21:59 +0200 |
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committer | W. J. van der Laan <laanwj@protonmail.com> | 2021-10-07 13:47:36 +0200 |
commit | 6f0cbc75be7644c276650fd98bfdb6358b827399 (patch) | |
tree | 8f0c91722181bc546f2591072170b987933f57b7 /test | |
parent | c0b6c96eee7c9e24b78935516225259e61cdabf7 (diff) | |
parent | 3b613722f6b895d7b268b3f878fddfc888381226 (diff) | |
download | bitcoin-6f0cbc75be7644c276650fd98bfdb6358b827399.tar.xz |
Merge bitcoin/bitcoin#22539: Re-include RBF replacement txs in fee estimation
3b613722f6b895d7b268b3f878fddfc888381226 Add release notes for fee est with replacement txs (Antoine Poinsot)
45564065627ada5dfadff13bc32bc672a4edf152 qa: test fee estimation with replacement transactions (Antoine Poinsot)
053415b297b8665f2d2c4dce7c2c54bcc5298ef4 qa: split run_test into smaller parts (Antoine Poinsot)
06c5ce9714f7090bfb494309980f375975b7a00e Re-include RBF replacement txs in fee estimation (Antoine Poinsot)
Pull request description:
This effectively reverts #9519.
RBF is now largely in use on the network (signaled for by around 20% of
all transactions on average) and replacement logic is implemented in
most end-user wallets. The rate of replaced transactions is also
expected to rise as fee-bumping techniques are being developed for
pre-signed transaction ("L2") protocols.
ACKs for top commit:
prayank23:
reACK https://github.com/bitcoin/bitcoin/pull/22539/commits/3b613722f6b895d7b268b3f878fddfc888381226
Zero-1729:
re-ACK 3b613722f6b895d7b268b3f878fddfc888381226
benthecarman:
reACK 3b613722f6b895d7b268b3f878fddfc888381226
glozow:
ACK 3b613722f6b895d7b268b3f878fddfc888381226
theStack:
re-ACK 3b613722f6b895d7b268b3f878fddfc888381226 🍪
Tree-SHA512: a6146d15c80ff4ba9249314b0ef953a66a15673e61b8f98979642814f1b169b5695e330e3ee069fa9a7e4d1f8aa10e1dcb7f9aa79181cea5a4c4dbcaf5483023
Diffstat (limited to 'test')
-rwxr-xr-x | test/functional/feature_fee_estimation.py | 149 |
1 files changed, 121 insertions, 28 deletions
diff --git a/test/functional/feature_fee_estimation.py b/test/functional/feature_fee_estimation.py index 9c225dc687..ac00db8ff0 100755 --- a/test/functional/feature_fee_estimation.py +++ b/test/functional/feature_fee_estimation.py @@ -4,6 +4,7 @@ # file COPYING or http://www.opensource.org/licenses/mit-license.php. """Test fee estimation code.""" from decimal import Decimal +import os import random from test_framework.messages import ( @@ -155,6 +156,21 @@ def check_estimates(node, fees_seen): check_raw_estimates(node, fees_seen) check_smart_estimates(node, fees_seen) + +def send_tx(node, utxo, feerate): + """Broadcast a 1in-1out transaction with a specific input and feerate (sat/vb).""" + overhead, op, scriptsig, nseq, value, spk = 10, 36, 5, 4, 8, 24 + tx_size = overhead + op + scriptsig + nseq + value + spk + fee = tx_size * feerate + + tx = CTransaction() + tx.vin = [CTxIn(COutPoint(int(utxo["txid"], 16), utxo["vout"]), SCRIPT_SIG[utxo["vout"]])] + tx.vout = [CTxOut(int(utxo["amount"] * COIN) - fee, P2SH_1)] + txid = node.sendrawtransaction(tx.serialize().hex()) + + return txid + + class EstimateFeeTest(BitcoinTestFramework): def set_test_params(self): self.num_nodes = 3 @@ -212,20 +228,16 @@ class EstimateFeeTest(BitcoinTestFramework): newmem.append(utx) self.memutxo = newmem - def run_test(self): - self.log.info("This test is time consuming, please be patient") - self.log.info("Splitting inputs so we can generate tx's") - - # Start node0 - self.start_node(0) + def initial_split(self, node): + """Split two coinbase UTxOs into many small coins""" self.txouts = [] self.txouts2 = [] # Split a coinbase into two transaction puzzle outputs - split_inputs(self.nodes[0], self.nodes[0].listunspent(0), self.txouts, True) + split_inputs(node, node.listunspent(0), self.txouts, True) # Mine - while len(self.nodes[0].getrawmempool()) > 0: - self.generate(self.nodes[0], 1) + while len(node.getrawmempool()) > 0: + self.generate(node, 1) # Repeatedly split those 2 outputs, doubling twice for each rep # Use txouts to monitor the available utxo, since these won't be tracked in wallet @@ -233,27 +245,19 @@ class EstimateFeeTest(BitcoinTestFramework): while reps < 5: # Double txouts to txouts2 while len(self.txouts) > 0: - split_inputs(self.nodes[0], self.txouts, self.txouts2) - while len(self.nodes[0].getrawmempool()) > 0: - self.generate(self.nodes[0], 1) + split_inputs(node, self.txouts, self.txouts2) + while len(node.getrawmempool()) > 0: + self.generate(node, 1) # Double txouts2 to txouts while len(self.txouts2) > 0: - split_inputs(self.nodes[0], self.txouts2, self.txouts) - while len(self.nodes[0].getrawmempool()) > 0: - self.generate(self.nodes[0], 1) + split_inputs(node, self.txouts2, self.txouts) + while len(node.getrawmempool()) > 0: + self.generate(node, 1) reps += 1 - self.log.info("Finished splitting") - - # Now we can connect the other nodes, didn't want to connect them earlier - # so the estimates would not be affected by the splitting transactions - self.start_node(1) - self.start_node(2) - self.connect_nodes(1, 0) - self.connect_nodes(0, 2) - self.connect_nodes(2, 1) - - self.sync_all() + def sanity_check_estimates_range(self): + """Populate estimation buckets, assert estimates are in a sane range and + are strictly increasing as the target decreases.""" self.fees_per_kb = [] self.memutxo = [] self.confutxo = self.txouts # Start with the set of confirmed txouts after splitting @@ -279,11 +283,100 @@ class EstimateFeeTest(BitcoinTestFramework): self.log.info("Final estimates after emptying mempools") check_estimates(self.nodes[1], self.fees_per_kb) - # check that the effective feerate is greater than or equal to the mempoolminfee even for high mempoolminfee - self.log.info("Test fee rate estimation after restarting node with high MempoolMinFee") + def test_feerate_mempoolminfee(self): high_val = 3*self.nodes[1].estimatesmartfee(1)['feerate'] self.restart_node(1, extra_args=[f'-minrelaytxfee={high_val}']) check_estimates(self.nodes[1], self.fees_per_kb) + self.restart_node(1) + + def sanity_check_rbf_estimates(self, utxos): + """During 5 blocks, broadcast low fee transactions. Only 10% of them get + confirmed and the remaining ones get RBF'd with a high fee transaction at + the next block. + The block policy estimator should return the high feerate. + """ + # The broadcaster and block producer + node = self.nodes[0] + miner = self.nodes[1] + # In sat/vb + low_feerate = 1 + high_feerate = 10 + # Cache the utxos of which to replace the spender after it failed to get + # confirmed + utxos_to_respend = [] + txids_to_replace = [] + + assert len(utxos) >= 250 + for _ in range(5): + # Broadcast 45 low fee transactions that will need to be RBF'd + for _ in range(45): + u = utxos.pop(0) + txid = send_tx(node, u, low_feerate) + utxos_to_respend.append(u) + txids_to_replace.append(txid) + # Broadcast 5 low fee transaction which don't need to + for _ in range(5): + send_tx(node, utxos.pop(0), low_feerate) + # Mine the transactions on another node + self.sync_mempools(wait=.1, nodes=[node, miner]) + for txid in txids_to_replace: + miner.prioritisetransaction(txid=txid, fee_delta=-COIN) + self.generate(miner, 1) + self.sync_blocks(wait=.1, nodes=[node, miner]) + # RBF the low-fee transactions + while True: + try: + u = utxos_to_respend.pop(0) + send_tx(node, u, high_feerate) + except IndexError: + break + + # Mine the last replacement txs + self.sync_mempools(wait=.1, nodes=[node, miner]) + self.generate(miner, 1) + self.sync_blocks(wait=.1, nodes=[node, miner]) + + # Only 10% of the transactions were really confirmed with a low feerate, + # the rest needed to be RBF'd. We must return the 90% conf rate feerate. + high_feerate_kvb = Decimal(high_feerate) / COIN * 10**3 + est_feerate = node.estimatesmartfee(2)["feerate"] + assert est_feerate == high_feerate_kvb + + def run_test(self): + self.log.info("This test is time consuming, please be patient") + self.log.info("Splitting inputs so we can generate tx's") + + # Split two coinbases into many small utxos + self.start_node(0) + self.initial_split(self.nodes[0]) + self.log.info("Finished splitting") + + # Now we can connect the other nodes, didn't want to connect them earlier + # so the estimates would not be affected by the splitting transactions + self.start_node(1) + self.start_node(2) + self.connect_nodes(1, 0) + self.connect_nodes(0, 2) + self.connect_nodes(2, 1) + self.sync_all() + + self.log.info("Testing estimates with single transactions.") + self.sanity_check_estimates_range() + + # check that the effective feerate is greater than or equal to the mempoolminfee even for high mempoolminfee + self.log.info("Test fee rate estimation after restarting node with high MempoolMinFee") + self.test_feerate_mempoolminfee() + + self.log.info("Restarting node with fresh estimation") + self.stop_node(0) + fee_dat = os.path.join(self.nodes[0].datadir, self.chain, "fee_estimates.dat") + os.remove(fee_dat) + self.start_node(0) + self.connect_nodes(0, 1) + self.connect_nodes(0, 2) + + self.log.info("Testing estimates with RBF.") + self.sanity_check_rbf_estimates(self.confutxo + self.memutxo) self.log.info("Testing that fee estimation is disabled in blocksonly.") self.restart_node(0, ["-blocksonly"]) |