diff options
Diffstat (limited to 'qa')
| -rwxr-xr-x | qa/rpc-tests/smartfees.py | 281 | ||||
| -rw-r--r-- | qa/rpc-tests/util.py | 8 |
2 files changed, 228 insertions, 61 deletions
diff --git a/qa/rpc-tests/smartfees.py b/qa/rpc-tests/smartfees.py index 4eb8bb4842..69f3c22c17 100755 --- a/qa/rpc-tests/smartfees.py +++ b/qa/rpc-tests/smartfees.py @@ -1,5 +1,5 @@ #!/usr/bin/env python2 -# Copyright (c) 2014 The Bitcoin Core developers +# Copyright (c) 2014-2015 The Bitcoin Core developers # Distributed under the MIT software license, see the accompanying # file COPYING or http://www.opensource.org/licenses/mit-license.php. @@ -11,82 +11,249 @@ from test_framework import BitcoinTestFramework from bitcoinrpc.authproxy import AuthServiceProxy, JSONRPCException from util import * +# Construct 2 trivial P2SH's and the ScriptSigs that spend them +# So we can create many many transactions without needing to spend +# time signing. +P2SH_1 = "2MySexEGVzZpRgNQ1JdjdP5bRETznm3roQ2" # P2SH of "OP_1 OP_DROP" +P2SH_2 = "2NBdpwq8Aoo1EEKEXPNrKvr5xQr3M9UfcZA" # P2SH of "OP_2 OP_DROP" +# Associated ScriptSig's to spend satisfy P2SH_1 and P2SH_2 +# 4 bytes of OP_TRUE and push 2-byte redeem script of "OP_1 OP_DROP" or "OP_2 OP_DROP" +SCRIPT_SIG = ["0451025175", "0451025275"] + +def satoshi_round(amount): + return Decimal(amount).quantize(Decimal('0.00000001'), rounding=ROUND_DOWN) + +def small_txpuzzle_randfee(from_node, conflist, unconflist, amount, min_fee, fee_increment): + ''' + Create and send a transaction with a random fee. + The transaction pays to a trival P2SH script, and assumes that its inputs + are of the same form. + The function takes a list of confirmed outputs and unconfirmed outputs + and attempts to use the confirmed list first for its inputs. + It adds the newly created outputs to the unconfirmed list. + Returns (raw transaction, fee) + ''' + # It's best to exponentially distribute our random fees + # because the buckets are exponentially spaced. + # Exponentially distributed from 1-128 * fee_increment + rand_fee = float(fee_increment)*(1.1892**random.randint(0,28)) + # Total fee ranges from min_fee to min_fee + 127*fee_increment + fee = min_fee - fee_increment + satoshi_round(rand_fee) + inputs = [] + total_in = Decimal("0.00000000") + while total_in <= (amount + fee) and len(conflist) > 0: + t = conflist.pop(0) + total_in += t["amount"] + inputs.append({ "txid" : t["txid"], "vout" : t["vout"]} ) + if total_in <= amount + fee: + while total_in <= (amount + fee) and len(unconflist) > 0: + t = unconflist.pop(0) + total_in += t["amount"] + inputs.append({ "txid" : t["txid"], "vout" : t["vout"]} ) + if total_in <= amount + fee: + raise RuntimeError("Insufficient funds: need %d, have %d"%(amount+fee, total_in)) + outputs = {} + outputs[P2SH_1] = total_in - amount - fee + outputs[P2SH_2] = amount + rawtx = from_node.createrawtransaction(inputs, outputs) + # Createrawtransaction constructions a transaction that is ready to be signed + # These transactions don't need to be signed, but we still have to insert the ScriptSig + # that will satisfy the ScriptPubKey. + completetx = rawtx[0:10] + inputnum = 0 + for inp in inputs: + completetx += rawtx[10+82*inputnum:82+82*inputnum] + completetx += SCRIPT_SIG[inp["vout"]] + completetx += rawtx[84+82*inputnum:92+82*inputnum] + inputnum += 1 + completetx += rawtx[10+82*inputnum:] + txid = from_node.sendrawtransaction(completetx, True) + unconflist.append({ "txid" : txid, "vout" : 0 , "amount" : total_in - amount - fee}) + unconflist.append({ "txid" : txid, "vout" : 1 , "amount" : amount}) + + return (completetx, fee) + +def split_inputs(from_node, txins, txouts, initial_split = False): + ''' + We need to generate a lot of very small inputs so we can generate a ton of transactions + and they will have low priority. + This function takes an input from txins, and creates and sends a transaction + which splits the value into 2 outputs which are appended to txouts. + ''' + prevtxout = txins.pop() + inputs = [] + outputs = {} + inputs.append({ "txid" : prevtxout["txid"], "vout" : prevtxout["vout"] }) + half_change = satoshi_round(prevtxout["amount"]/2) + rem_change = prevtxout["amount"] - half_change - Decimal("0.00001000") + outputs[P2SH_1] = half_change + outputs[P2SH_2] = rem_change + rawtx = from_node.createrawtransaction(inputs, outputs) + # If this is the initial split we actually need to sign the transaction + # Otherwise we just need to insert the property ScriptSig + if (initial_split) : + completetx = from_node.signrawtransaction(rawtx)["hex"] + else : + completetx = rawtx[0:82] + SCRIPT_SIG[prevtxout["vout"]] + rawtx[84:] + txid = from_node.sendrawtransaction(completetx, True) + txouts.append({ "txid" : txid, "vout" : 0 , "amount" : half_change}) + txouts.append({ "txid" : txid, "vout" : 1 , "amount" : rem_change}) + +def check_estimates(node, fees_seen, max_invalid, print_estimates = True): + ''' + This function calls estimatefee and verifies that the estimates + meet certain invariants. + ''' + all_estimates = [ node.estimatefee(i) for i in range(1,26) ] + if print_estimates: + print([str(all_estimates[e-1]) for e in [1,2,3,6,15,25]]) + delta = 1.0e-6 # account for rounding error + last_e = max(fees_seen) + for e in filter(lambda x: x >= 0, all_estimates): + # Estimates should be within the bounds of what transactions fees actually were: + if float(e)+delta < min(fees_seen) or float(e)-delta > max(fees_seen): + raise AssertionError("Estimated fee (%f) out of range (%f,%f)" + %(float(e), min(fees_seen), max(fees_seen))) + # Estimates should be monotonically decreasing + if float(e)-delta > last_e: + raise AssertionError("Estimated fee (%f) larger than last fee (%f) for lower number of confirms" + %(float(e),float(last_e))) + last_e = e + valid_estimate = False + invalid_estimates = 0 + for e in all_estimates: + if e >= 0: + valid_estimate = True + else: + invalid_estimates += 1 + # Once we're at a high enough confirmation count that we can give an estimate + # We should have estimates for all higher confirmation counts + if valid_estimate and e < 0: + raise AssertionError("Invalid estimate appears at higher confirm count than valid estimate") + # Check on the expected number of different confirmation counts + # that we might not have valid estimates for + if invalid_estimates > max_invalid: + raise AssertionError("More than (%d) invalid estimates"%(max_invalid)) + return all_estimates + + class EstimateFeeTest(BitcoinTestFramework): def setup_network(self): + ''' + We'll setup the network to have 3 nodes that all mine with different parameters. + But first we need to use one node to create a lot of small low priority outputs + which we will use to generate our transactions. + ''' self.nodes = [] - self.nodes.append(start_node(0, self.options.tmpdir, - ["-debug=mempool", "-debug=estimatefee", "-relaypriority=0"])) - # Node1 mines small-but-not-tiny blocks, and allows free transactions. + # Use node0 to mine blocks for input splitting + self.nodes.append(start_node(0, self.options.tmpdir, ["-maxorphantx=1000", + "-relaypriority=0", "-whitelist=127.0.0.1"])) + + print("This test is time consuming, please be patient") + print("Splitting inputs to small size so we can generate low priority tx's") + 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) + + # Mine + while (len(self.nodes[0].getrawmempool()) > 0): + self.nodes[0].generate(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 + reps = 0 + 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.nodes[0].generate(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.nodes[0].generate(1) + reps += 1 + print("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 + # Node1 mines small blocks but that are bigger than the expected transaction rate, + # 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) + # (17k is room enough for 110 or so transactions) self.nodes.append(start_node(1, self.options.tmpdir, - ["-blockprioritysize=1500", "-blockmaxsize=2000", - "-debug=mempool", "-debug=estimatefee", "-relaypriority=0"])) + ["-blockprioritysize=1500", "-blockmaxsize=18000", + "-maxorphantx=1000", "-relaypriority=0", "-debug=estimatefee"])) connect_nodes(self.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", "-relaypriority=0"] + # produces too small blocks (room for only 70 or so transactions) + node2args = ["-blockprioritysize=0", "-blockmaxsize=12000", "-maxorphantx=1000", "-relaypriority=0"] + self.nodes.append(start_node(2, self.options.tmpdir, node2args)) - connect_nodes(self.nodes[2], 0) + connect_nodes(self.nodes[0], 2) + connect_nodes(self.nodes[2], 1) self.is_network_split = False self.sync_all() - + + def transact_and_mine(self, numblocks, mining_node): + min_fee = Decimal("0.00001") + # We will now mine numblocks blocks generating on average 100 transactions between each block + # We shuffle our confirmed txout set before each set of transactions + # small_txpuzzle_randfee will use the transactions that have inputs already in the chain when possible + # resorting to tx's that depend on the mempool when those run out + for i in range(numblocks): + random.shuffle(self.confutxo) + for j in range(random.randrange(100-50,100+50)): + from_index = random.randint(1,2) + (txhex, fee) = small_txpuzzle_randfee(self.nodes[from_index], self.confutxo, + self.memutxo, Decimal("0.005"), min_fee, min_fee) + tx_kbytes = (len(txhex)/2)/1000.0 + self.fees_per_kb.append(float(fee)/tx_kbytes) + sync_mempools(self.nodes[0:3],.1) + mined = mining_node.getblock(mining_node.generate(1)[0],True)["tx"] + sync_blocks(self.nodes[0:3],.1) + #update which txouts are confirmed + newmem = [] + for utx in self.memutxo: + if utx["txid"] in mined: + self.confutxo.append(utx) + else: + newmem.append(utx) + self.memutxo = newmem def run_test(self): - # 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(self.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 = self.nodes[2].getblockcount() - while len(self.nodes[2].getrawmempool()) > 0: - self.nodes[2].generate(1) - self.sync_all() - - all_estimates = [ self.nodes[0].estimatefee(i) for i in range(1,20) ] - print("Fee estimates, super-stingy miner: "+str([str(e) for e in all_estimates])) + self.fees_per_kb = [] + self.memutxo = [] + self.confutxo = self.txouts # Start with the set of confirmed txouts after splitting + print("Checking estimates for 1/2/3/6/15/25 blocks") + print("Creating transactions and mining them with a huge block size") + # Create transactions and mine 20 big blocks with node 0 such that the mempool is always emptied + self.transact_and_mine(30, self.nodes[0]) + check_estimates(self.nodes[1], self.fees_per_kb, 1) - # 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(self.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) - self.nodes[1].generate(1) - self.sync_all() + print("Creating transactions and mining them with a block size that can't keep up") + # Create transactions and mine 30 small blocks with node 2, but create txs faster than we can mine + self.transact_and_mine(20, self.nodes[2]) + check_estimates(self.nodes[1], self.fees_per_kb, 3) - all_estimates = [ self.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)) + print("Creating transactions and mining them at a block size that is just big enough") + # Generate transactions while mining 40 more blocks, this time with node1 + # which mines blocks with capacity just above the rate that transactions are being created + self.transact_and_mine(40, self.nodes[1]) + check_estimates(self.nodes[1], self.fees_per_kb, 2) # Finish by mining a normal-sized block: - while len(self.nodes[0].getrawmempool()) > 0: - self.nodes[0].generate(1) - self.sync_all() - - final_estimates = [ self.nodes[0].estimatefee(i) for i in range(1,20) ] - print("Final fee estimates: "+str([ str(e) for e in final_estimates])) + while len(self.nodes[1].getrawmempool()) > 0: + self.nodes[1].generate(1) + sync_blocks(self.nodes[0:3],.1) + print("Final estimates after emptying mempools") + check_estimates(self.nodes[1], self.fees_per_kb, 2) if __name__ == '__main__': EstimateFeeTest().main() diff --git a/qa/rpc-tests/util.py b/qa/rpc-tests/util.py index 9ecee31959..ee6d3ca014 100644 --- a/qa/rpc-tests/util.py +++ b/qa/rpc-tests/util.py @@ -33,7 +33,7 @@ def check_json_precision(): if satoshis != 2000000000000003: raise RuntimeError("JSON encode/decode loses precision") -def sync_blocks(rpc_connections): +def sync_blocks(rpc_connections, wait=1): """ Wait until everybody has the same block count """ @@ -41,9 +41,9 @@ def sync_blocks(rpc_connections): counts = [ x.getblockcount() for x in rpc_connections ] if counts == [ counts[0] ]*len(counts): break - time.sleep(1) + time.sleep(wait) -def sync_mempools(rpc_connections): +def sync_mempools(rpc_connections, wait=1): """ Wait until everybody has the same transactions in their memory pools @@ -56,7 +56,7 @@ def sync_mempools(rpc_connections): num_match = num_match+1 if num_match == len(rpc_connections): break - time.sleep(1) + time.sleep(wait) bitcoind_processes = {} |