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Diffstat (limited to 'test/functional/feature_fee_estimation.py')
| -rwxr-xr-x | test/functional/feature_fee_estimation.py | 262 |
1 files changed, 262 insertions, 0 deletions
diff --git a/test/functional/feature_fee_estimation.py b/test/functional/feature_fee_estimation.py new file mode 100755 index 0000000000..68453e50f4 --- /dev/null +++ b/test/functional/feature_fee_estimation.py @@ -0,0 +1,262 @@ +#!/usr/bin/env python3 +# Copyright (c) 2014-2017 The Bitcoin Core developers +# Distributed under the MIT software license, see the accompanying +# file COPYING or http://www.opensource.org/licenses/mit-license.php. +"""Test fee estimation code.""" + +from test_framework.test_framework import BitcoinTestFramework +from test_framework.util import * +from test_framework.script import CScript, OP_1, OP_DROP, OP_2, OP_HASH160, OP_EQUAL, hash160, OP_TRUE +from test_framework.mininode import CTransaction, CTxIn, CTxOut, COutPoint, ToHex, COIN + +# Construct 2 trivial P2SH's and the ScriptSigs that spend them +# So we can create many transactions without needing to spend +# time signing. +redeem_script_1 = CScript([OP_1, OP_DROP]) +redeem_script_2 = CScript([OP_2, OP_DROP]) +P2SH_1 = CScript([OP_HASH160, hash160(redeem_script_1), OP_EQUAL]) +P2SH_2 = CScript([OP_HASH160, hash160(redeem_script_2), OP_EQUAL]) + +# Associated ScriptSig's to spend satisfy P2SH_1 and P2SH_2 +SCRIPT_SIG = [CScript([OP_TRUE, redeem_script_1]), CScript([OP_TRUE, redeem_script_2])] + +global log + +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 trivial 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) + tx = CTransaction() + total_in = Decimal("0.00000000") + while total_in <= (amount + fee) and len(conflist) > 0: + t = conflist.pop(0) + total_in += t["amount"] + tx.vin.append(CTxIn(COutPoint(int(t["txid"], 16), t["vout"]), b"")) + if total_in <= amount + fee: + while total_in <= (amount + fee) and len(unconflist) > 0: + t = unconflist.pop(0) + total_in += t["amount"] + tx.vin.append(CTxIn(COutPoint(int(t["txid"], 16), t["vout"]), b"")) + if total_in <= amount + fee: + raise RuntimeError("Insufficient funds: need %d, have %d"%(amount+fee, total_in)) + tx.vout.append(CTxOut(int((total_in - amount - fee)*COIN), P2SH_1)) + tx.vout.append(CTxOut(int(amount*COIN), P2SH_2)) + # These transactions don't need to be signed, but we still have to insert + # the ScriptSig that will satisfy the ScriptPubKey. + for inp in tx.vin: + inp.scriptSig = SCRIPT_SIG[inp.prevout.n] + txid = from_node.sendrawtransaction(ToHex(tx), True) + unconflist.append({ "txid" : txid, "vout" : 0 , "amount" : total_in - amount - fee}) + unconflist.append({ "txid" : txid, "vout" : 1 , "amount" : amount}) + + return (ToHex(tx), fee) + +def split_inputs(from_node, txins, txouts, initial_split = False): + """ + We need to generate a lot of inputs so we can generate a ton of transactions. + 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. + Previously this was designed to be small inputs so they wouldn't have + a high coin age when the notion of priority still existed. + """ + prevtxout = txins.pop() + tx = CTransaction() + tx.vin.append(CTxIn(COutPoint(int(prevtxout["txid"], 16), prevtxout["vout"]), b"")) + + half_change = satoshi_round(prevtxout["amount"]/2) + rem_change = prevtxout["amount"] - half_change - Decimal("0.00001000") + tx.vout.append(CTxOut(int(half_change*COIN), P2SH_1)) + tx.vout.append(CTxOut(int(rem_change*COIN), P2SH_2)) + + # If this is the initial split we actually need to sign the transaction + # Otherwise we just need to insert the proper ScriptSig + if (initial_split) : + completetx = from_node.signrawtransaction(ToHex(tx))["hex"] + else : + tx.vin[0].scriptSig = SCRIPT_SIG[prevtxout["vout"]] + completetx = ToHex(tx) + 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: + log.info([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 [x for x in all_estimates if x >= 0]: + # 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 i,e in enumerate(all_estimates): # estimate is for i+1 + if e >= 0: + valid_estimate = True + if i >= 13: # for n>=14 estimatesmartfee(n/2) should be at least as high as estimatefee(n) + assert(node.estimatesmartfee((i+1)//2)["feerate"] > float(e) - delta) + + else: + invalid_estimates += 1 + + # estimatesmartfee should still be valid + approx_estimate = node.estimatesmartfee(i+1)["feerate"] + answer_found = node.estimatesmartfee(i+1)["blocks"] + assert(approx_estimate > 0) + assert(answer_found > i+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: + 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 set_test_params(self): + self.num_nodes = 3 + + 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 outputs + which we will use to generate our transactions. + """ + self.add_nodes(3, extra_args=[["-maxorphantx=1000", "-whitelist=127.0.0.1"], + ["-blockmaxsize=17000", "-maxorphantx=1000", "-deprecatedrpc=estimatefee"], + ["-blockmaxsize=8000", "-maxorphantx=1000"]]) + # Use node0 to mine blocks for input splitting + # Node1 mines small blocks but that are bigger than the expected transaction rate. + # NOTE: the CreateNewBlock code starts counting block size at 1,000 bytes, + # (17k is room enough for 110 or so transactions) + # Node2 is a stingy miner, that + # produces too small blocks (room for only 55 or so transactions) + + + 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], wait=.1) + mined = mining_node.getblock(mining_node.generate(1)[0],True)["tx"] + sync_blocks(self.nodes[0:3], wait=.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): + self.log.info("This test is time consuming, please be patient") + self.log.info("Splitting inputs so we can generate tx's") + + # Make log handler available to helper functions + global log + log = self.log + + # Start node0 + self.start_node(0) + 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 + 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) + connect_nodes(self.nodes[1], 0) + connect_nodes(self.nodes[0], 2) + connect_nodes(self.nodes[2], 1) + + self.sync_all() + + self.fees_per_kb = [] + self.memutxo = [] + self.confutxo = self.txouts # Start with the set of confirmed txouts after splitting + self.log.info("Will output estimates for 1/2/3/6/15/25 blocks") + + for i in range(2): + self.log.info("Creating transactions and mining them with a block size that can't keep up") + # Create transactions and mine 10 small blocks with node 2, but create txs faster than we can mine + self.transact_and_mine(10, self.nodes[2]) + check_estimates(self.nodes[1], self.fees_per_kb, 14) + + self.log.info("Creating transactions and mining them at a block size that is just big enough") + # Generate transactions while mining 10 more blocks, this time with node1 + # which mines blocks with capacity just above the rate that transactions are being created + self.transact_and_mine(10, self.nodes[1]) + check_estimates(self.nodes[1], self.fees_per_kb, 2) + + # Finish by mining a normal-sized block: + while len(self.nodes[1].getrawmempool()) > 0: + self.nodes[1].generate(1) + + sync_blocks(self.nodes[0:3], wait=.1) + self.log.info("Final estimates after emptying mempools") + check_estimates(self.nodes[1], self.fees_per_kb, 2) + +if __name__ == '__main__': + EstimateFeeTest().main() |