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-rwxr-xr-xqa/rpc-tests/smartfees.py142
-rw-r--r--qa/rpc-tests/util.py143
2 files changed, 267 insertions, 18 deletions
diff --git a/qa/rpc-tests/smartfees.py b/qa/rpc-tests/smartfees.py
new file mode 100755
index 0000000000..e8abbfba19
--- /dev/null
+++ b/qa/rpc-tests/smartfees.py
@@ -0,0 +1,142 @@
+#!/usr/bin/env python
+
+#
+# Test fee estimation code
+#
+
+# Add python-bitcoinrpc to module search path:
+import os
+import sys
+sys.path.append(os.path.join(os.path.dirname(os.path.abspath(__file__)), "python-bitcoinrpc"))
+
+import json
+import random
+import shutil
+import subprocess
+import tempfile
+import traceback
+
+from bitcoinrpc.authproxy import AuthServiceProxy, JSONRPCException
+from util import *
+
+
+def run_test(nodes, test_dir):
+ nodes.append(start_node(0, test_dir,
+ ["-debug=mempool", "-debug=estimatefee"]))
+ # Node1 mines small-but-not-tiny blocks, and allows free transactions.
+ # NOTE: the CreateNewBlock code starts counting block size at 1,000 bytes,
+ # so blockmaxsize of 2,000 is really just 1,000 bytes (room enough for
+ # 6 or 7 transactions)
+ nodes.append(start_node(1, test_dir,
+ ["-blockprioritysize=1500", "-blockmaxsize=2000",
+ "-debug=mempool", "-debug=estimatefee"]))
+ connect_nodes(nodes[1], 0)
+
+ # Node2 is a stingy miner, that
+ # produces very small blocks (room for only 3 or so transactions)
+ node2args = [ "-blockprioritysize=0", "-blockmaxsize=1500",
+ "-debug=mempool", "-debug=estimatefee"]
+ nodes.append(start_node(2, test_dir, node2args))
+ connect_nodes(nodes[2], 0)
+
+ sync_blocks(nodes)
+
+ # Prime the memory pool with pairs of transactions
+ # (high-priority, random fee and zero-priority, random fee)
+ min_fee = Decimal("0.001")
+ fees_per_kb = [];
+ for i in range(12):
+ (txid, txhex, fee) = random_zeropri_transaction(nodes, Decimal("1.1"),
+ min_fee, min_fee, 20)
+ tx_kbytes = (len(txhex)/2)/1000.0
+ fees_per_kb.append(float(fee)/tx_kbytes)
+
+ # Mine blocks with node2 until the memory pool clears:
+ count_start = nodes[2].getblockcount()
+ while len(nodes[2].getrawmempool()) > 0:
+ nodes[2].setgenerate(True, 1)
+ sync_blocks(nodes)
+
+ all_estimates = [ nodes[0].estimatefee(i) for i in range(1,20) ]
+ print("Fee estimates, super-stingy miner: "+str([str(e) for e in all_estimates]))
+
+ # Estimates should be within the bounds of what transactions fees actually were:
+ delta = 1.0e-6 # account for rounding error
+ for e in filter(lambda x: x >= 0, all_estimates):
+ if float(e)+delta < min(fees_per_kb) or float(e)-delta > max(fees_per_kb):
+ raise AssertionError("Estimated fee (%f) out of range (%f,%f)"%(float(e), min_fee_kb, max_fee_kb))
+
+ # Generate transactions while mining 30 more blocks, this time with node1:
+ for i in range(30):
+ for j in range(random.randrange(6-4,6+4)):
+ (txid, txhex, fee) = random_transaction(nodes, Decimal("1.1"),
+ Decimal("0.0"), min_fee, 20)
+ tx_kbytes = (len(txhex)/2)/1000.0
+ fees_per_kb.append(float(fee)/tx_kbytes)
+ nodes[1].setgenerate(True, 1)
+ sync_blocks(nodes)
+
+ all_estimates = [ nodes[0].estimatefee(i) for i in range(1,20) ]
+ print("Fee estimates, more generous miner: "+str([ str(e) for e in all_estimates]))
+ for e in filter(lambda x: x >= 0, all_estimates):
+ if float(e)+delta < min(fees_per_kb) or float(e)-delta > max(fees_per_kb):
+ raise AssertionError("Estimated fee (%f) out of range (%f,%f)"%(float(e), min_fee_kb, max_fee_kb))
+
+ # Finish by mining a normal-sized block:
+ while len(nodes[0].getrawmempool()) > 0:
+ nodes[0].setgenerate(True, 1)
+ sync_blocks(nodes)
+
+ final_estimates = [ nodes[0].estimatefee(i) for i in range(1,20) ]
+ print("Final fee estimates: "+str([ str(e) for e in final_estimates]))
+
+def main():
+ import optparse
+
+ parser = optparse.OptionParser(usage="%prog [options]")
+ parser.add_option("--nocleanup", dest="nocleanup", default=False, action="store_true",
+ help="Leave bitcoinds and test.* datadir on exit or error")
+ parser.add_option("--srcdir", dest="srcdir", default="../../src",
+ help="Source directory containing bitcoind/bitcoin-cli (default: %default%)")
+ parser.add_option("--tmpdir", dest="tmpdir", default=tempfile.mkdtemp(prefix="test"),
+ help="Root directory for datadirs")
+ (options, args) = parser.parse_args()
+
+ os.environ['PATH'] = options.srcdir+":"+os.environ['PATH']
+
+ check_json_precision()
+
+ success = False
+ nodes = []
+ try:
+ print("Initializing test directory "+options.tmpdir)
+ print(" node0 running at: 127.0.0.1:%d"%(p2p_port(0)))
+ if not os.path.isdir(options.tmpdir):
+ os.makedirs(options.tmpdir)
+ initialize_chain(options.tmpdir)
+
+ run_test(nodes, options.tmpdir)
+
+ success = True
+
+ except AssertionError as e:
+ print("Assertion failed: "+e.message)
+ except Exception as e:
+ print("Unexpected exception caught during testing: "+str(e))
+ traceback.print_tb(sys.exc_info()[2])
+
+ if not options.nocleanup:
+ print("Cleaning up")
+ stop_nodes(nodes)
+ wait_bitcoinds()
+ shutil.rmtree(options.tmpdir)
+
+ if success:
+ print("Tests successful")
+ sys.exit(0)
+ else:
+ print("Failed")
+ sys.exit(1)
+
+if __name__ == '__main__':
+ main()
diff --git a/qa/rpc-tests/util.py b/qa/rpc-tests/util.py
index eab526daf3..eded098c7c 100644
--- a/qa/rpc-tests/util.py
+++ b/qa/rpc-tests/util.py
@@ -12,6 +12,7 @@ sys.path.append(os.path.join(os.path.dirname(os.path.abspath(__file__)), "python
from decimal import Decimal
import json
+import random
import shutil
import subprocess
import time
@@ -70,6 +71,7 @@ def initialize_datadir(dir, n):
f.write("rpcpassword=rt\n");
f.write("port="+str(p2p_port(n))+"\n");
f.write("rpcport="+str(rpc_port(n))+"\n");
+ return datadir
def initialize_chain(test_dir):
"""
@@ -82,7 +84,7 @@ def initialize_chain(test_dir):
devnull = open("/dev/null", "w+")
# Create cache directories, run bitcoinds:
for i in range(4):
- initialize_datadir("cache", i)
+ datadir=initialize_datadir("cache", i)
args = [ "bitcoind", "-keypool=1", "-datadir="+datadir ]
if i > 0:
args.append("-connect=127.0.0.1:"+str(p2p_port(0)))
@@ -140,25 +142,28 @@ def _rpchost_to_args(rpchost):
rv += ['-rpcport=' + rpcport]
return rv
-def start_nodes(num_nodes, dir, extra_args=None, rpchost=None):
- # Start bitcoinds, and wait for RPC interface to be up and running:
+def start_node(i, dir, extra_args=None, rpchost=None):
+ """
+ Start a bitcoind and return RPC connection to it
+ """
+ datadir = os.path.join(dir, "node"+str(i))
+ args = [ "bitcoind", "-datadir="+datadir, "-keypool=1" ]
+ if extra_args is not None: args.extend(extra_args)
+ bitcoind_processes.append(subprocess.Popen(args))
devnull = open("/dev/null", "w+")
- for i in range(num_nodes):
- datadir = os.path.join(dir, "node"+str(i))
- args = [ "bitcoind", "-datadir="+datadir, "-keypool=1" ]
- if extra_args is not None:
- args += extra_args[i]
- bitcoind_processes.append(subprocess.Popen(args))
- subprocess.check_call([ "bitcoin-cli", "-datadir="+datadir] +
- _rpchost_to_args(rpchost) +
- ["-rpcwait", "getblockcount"], stdout=devnull)
+ subprocess.check_call([ "bitcoin-cli", "-datadir="+datadir] +
+ _rpchost_to_args(rpchost) +
+ ["-rpcwait", "getblockcount"], stdout=devnull)
devnull.close()
- # Create&return JSON-RPC connections
- rpc_connections = []
- for i in range(num_nodes):
- url = "http://rt:rt@%s:%d" % (rpchost or '127.0.0.1', rpc_port(i))
- rpc_connections.append(AuthServiceProxy(url))
- return rpc_connections
+ url = "http://rt:rt@%s:%d" % (rpchost or '127.0.0.1', rpc_port(i))
+ return AuthServiceProxy(url)
+
+def start_nodes(num_nodes, dir, extra_args=None, rpchost=None):
+ """
+ Start multiple bitcoinds, return RPC connections to them
+ """
+ if extra_args is None: extra_args = [ None for i in range(num_nodes) ]
+ return [ start_node(i, dir, extra_args[i], rpchost) for i in range(num_nodes) ]
def debug_log(dir, n_node):
return os.path.join(dir, "node"+str(n_node), "regtest", "debug.log")
@@ -178,6 +183,108 @@ def connect_nodes(from_connection, node_num):
ip_port = "127.0.0.1:"+str(p2p_port(node_num))
from_connection.addnode(ip_port, "onetry")
+def find_output(node, txid, amount):
+ """
+ Return index to output of txid with value amount
+ Raises exception if there is none.
+ """
+ txdata = node.getrawtransaction(txid, 1)
+ for i in range(len(txdata["vout"])):
+ if txdata["vout"][i]["value"] == amount:
+ return i
+ raise RuntimeError("find_output txid %s : %s not found"%(txid,str(amount)))
+
+def gather_inputs(from_node, amount_needed):
+ """
+ Return a random set of unspent txouts that are enough to pay amount_needed
+ """
+ utxo = from_node.listunspent(1)
+ random.shuffle(utxo)
+ inputs = []
+ total_in = Decimal("0.00000000")
+ while total_in < amount_needed and len(utxo) > 0:
+ t = utxo.pop()
+ total_in += t["amount"]
+ inputs.append({ "txid" : t["txid"], "vout" : t["vout"], "address" : t["address"] } )
+ if total_in < amount_needed:
+ raise RuntimeError("Insufficient funds: need %d, have %d"%(amount+fee*2, total_in))
+ return (total_in, inputs)
+
+def make_change(from_node, amount_in, amount_out, fee):
+ """
+ Create change output(s), return them
+ """
+ outputs = {}
+ amount = amount_out+fee
+ change = amount_in - amount
+ if change > amount*2:
+ # Create an extra change output to break up big inputs
+ outputs[from_node.getnewaddress()] = float(change/2)
+ change = change/2
+ if change > 0:
+ outputs[from_node.getnewaddress()] = float(change)
+ return outputs
+
+def send_zeropri_transaction(from_node, to_node, amount, fee):
+ """
+ Create&broadcast a zero-priority transaction.
+ Returns (txid, hex-encoded-txdata)
+ Ensures transaction is zero-priority by first creating a send-to-self,
+ then using it's output
+ """
+
+ # Create a send-to-self with confirmed inputs:
+ self_address = from_node.getnewaddress()
+ (total_in, inputs) = gather_inputs(from_node, amount+fee*2)
+ outputs = make_change(from_node, total_in, amount+fee, fee)
+ outputs[self_address] = float(amount+fee)
+
+ self_rawtx = from_node.createrawtransaction(inputs, outputs)
+ self_signresult = from_node.signrawtransaction(self_rawtx)
+ self_txid = from_node.sendrawtransaction(self_signresult["hex"], True)
+
+ vout = find_output(from_node, self_txid, amount+fee)
+ # Now immediately spend the output to create a 1-input, 1-output
+ # zero-priority transaction:
+ inputs = [ { "txid" : self_txid, "vout" : vout } ]
+ outputs = { to_node.getnewaddress() : float(amount) }
+
+ rawtx = from_node.createrawtransaction(inputs, outputs)
+ signresult = from_node.signrawtransaction(rawtx)
+ txid = from_node.sendrawtransaction(signresult["hex"], True)
+
+ return (txid, signresult["hex"])
+
+def random_zeropri_transaction(nodes, amount, min_fee, fee_increment, fee_variants):
+ """
+ Create a random zero-priority transaction.
+ Returns (txid, hex-encoded-transaction-data, fee)
+ """
+ from_node = random.choice(nodes)
+ to_node = random.choice(nodes)
+ fee = min_fee + fee_increment*random.randint(0,fee_variants)
+ (txid, txhex) = send_zeropri_transaction(from_node, to_node, amount, fee)
+ return (txid, txhex, fee)
+
+def random_transaction(nodes, amount, min_fee, fee_increment, fee_variants):
+ """
+ Create a random transaction.
+ Returns (txid, hex-encoded-transaction-data, fee)
+ """
+ from_node = random.choice(nodes)
+ to_node = random.choice(nodes)
+ fee = min_fee + fee_increment*random.randint(0,fee_variants)
+
+ (total_in, inputs) = gather_inputs(from_node, amount+fee)
+ outputs = make_change(from_node, total_in, amount, fee)
+ outputs[to_node.getnewaddress()] = float(amount)
+
+ rawtx = from_node.createrawtransaction(inputs, outputs)
+ signresult = from_node.signrawtransaction(rawtx)
+ txid = from_node.sendrawtransaction(signresult["hex"], True)
+
+ return (txid, signresult["hex"], fee)
+
def assert_equal(thing1, thing2):
if thing1 != thing2:
raise AssertionError("%s != %s"%(str(thing1),str(thing2)))