diff options
Diffstat (limited to 'test/functional/feature_fee_estimation.py')
| -rwxr-xr-x | test/functional/feature_fee_estimation.py | 200 |
1 files changed, 88 insertions, 112 deletions
diff --git a/test/functional/feature_fee_estimation.py b/test/functional/feature_fee_estimation.py index 46d5bcf1a6..233ffd60da 100755 --- a/test/functional/feature_fee_estimation.py +++ b/test/functional/feature_fee_estimation.py @@ -17,7 +17,6 @@ from test_framework.messages import ( from test_framework.script import ( CScript, OP_1, - OP_2, OP_DROP, OP_TRUE, ) @@ -36,16 +35,14 @@ from test_framework.util import ( # 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 = script_to_p2sh_script(REDEEM_SCRIPT_1) -P2SH_2 = script_to_p2sh_script(REDEEM_SCRIPT_2) +SCRIPT = CScript([OP_1, OP_DROP]) +P2SH = script_to_p2sh_script(SCRIPT) +REDEEM_SCRIPT = CScript([OP_TRUE, SCRIPT]) -# 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])] - -def small_txpuzzle_randfee(from_node, conflist, unconflist, amount, min_fee, fee_increment): +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 @@ -66,20 +63,15 @@ def small_txpuzzle_randfee(from_node, conflist, unconflist, amount, min_fee, fee 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"")) + tx.vin.append(CTxIn(COutPoint(int(t["txid"], 16), t["vout"]), REDEEM_SCRIPT)) + 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"]), REDEEM_SCRIPT)) 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(f"Insufficient funds: need {amount + fee}, have {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] + raise RuntimeError(f"Insufficient funds: need {amount + fee}, have {total_in}") + tx.vout.append(CTxOut(int((total_in - amount - fee) * COIN), P2SH)) + tx.vout.append(CTxOut(int(amount * COIN), P2SH)) txid = from_node.sendrawtransaction(hexstring=tx.serialize().hex(), maxfeerate=0) unconflist.append({"txid": txid, "vout": 0, "amount": total_in - amount - fee}) unconflist.append({"txid": txid, "vout": 1, "amount": amount}) @@ -87,34 +79,6 @@ def small_txpuzzle_randfee(from_node, conflist, unconflist, amount, min_fee, fee return (tx.serialize().hex(), fee) -def split_inputs(from_node, txins, txouts, initial_split=False): - """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.signrawtransactionwithwallet(tx.serialize().hex())["hex"] - else: - tx.vin[0].scriptSig = SCRIPT_SIG[prevtxout["vout"]] - completetx = tx.serialize().hex() - txid = from_node.sendrawtransaction(hexstring=completetx, maxfeerate=0) - txouts.append({"txid": txid, "vout": 0, "amount": half_change}) - txouts.append({"txid": txid, "vout": 1, "amount": rem_change}) - def check_raw_estimates(node, fees_seen): """Call estimaterawfee and verify that the estimates meet certain invariants.""" @@ -125,7 +89,10 @@ def check_raw_estimates(node, fees_seen): assert_greater_than(feerate, 0) if feerate + delta < min(fees_seen) or feerate - delta > max(fees_seen): - raise AssertionError(f"Estimated fee ({feerate}) out of range ({min(fees_seen)},{max(fees_seen)})") + raise AssertionError( + f"Estimated fee ({feerate}) out of range ({min(fees_seen)},{max(fees_seen)})" + ) + def check_smart_estimates(node, fees_seen): """Call estimatesmartfee and verify that the estimates meet certain invariants.""" @@ -133,8 +100,8 @@ def check_smart_estimates(node, fees_seen): delta = 1.0e-6 # account for rounding error last_feerate = float(max(fees_seen)) all_smart_estimates = [node.estimatesmartfee(i) for i in range(1, 26)] - mempoolMinFee = node.getmempoolinfo()['mempoolminfee'] - minRelaytxFee = node.getmempoolinfo()['minrelaytxfee'] + mempoolMinFee = node.getmempoolinfo()["mempoolminfee"] + minRelaytxFee = node.getmempoolinfo()["minrelaytxfee"] for i, e in enumerate(all_smart_estimates): # estimate is for i+1 feerate = float(e["feerate"]) assert_greater_than(feerate, 0) @@ -142,9 +109,13 @@ def check_smart_estimates(node, fees_seen): assert_greater_than_or_equal(feerate, float(minRelaytxFee)) if feerate + delta < min(fees_seen) or feerate - delta > max(fees_seen): - raise AssertionError(f"Estimated fee ({feerate}) out of range ({min(fees_seen)},{max(fees_seen)})") + raise AssertionError( + f"Estimated fee ({feerate}) out of range ({min(fees_seen)},{max(fees_seen)})" + ) if feerate - delta > last_feerate: - raise AssertionError(f"Estimated fee ({feerate}) larger than last fee ({last_feerate}) for lower number of confirms") + raise AssertionError( + f"Estimated fee ({feerate}) larger than last fee ({last_feerate}) for lower number of confirms" + ) last_feerate = feerate if i == 0: @@ -152,6 +123,7 @@ def check_smart_estimates(node, fees_seen): else: assert_greater_than_or_equal(i + 1, e["blocks"]) + def check_estimates(node, fees_seen): check_raw_estimates(node, fees_seen) check_smart_estimates(node, fees_seen) @@ -159,27 +131,25 @@ def check_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()) + tx.vin = [CTxIn(COutPoint(int(utxo["txid"], 16), utxo["vout"]), REDEEM_SCRIPT)] + tx.vout = [CTxOut(int(utxo["amount"] * COIN), P2SH)] + + # vbytes == bytes as we are using legacy transactions + fee = tx.get_vsize() * feerate + tx.vout[0].nValue -= fee - return txid + return node.sendrawtransaction(tx.serialize().hex()) class EstimateFeeTest(BitcoinTestFramework): def set_test_params(self): self.num_nodes = 3 - # mine non-standard txs (e.g. txs with "dust" outputs) # Force fSendTrickle to true (via whitelist.noban) self.extra_args = [ - ["-acceptnonstdtxn", "-whitelist=noban@127.0.0.1"], - ["-acceptnonstdtxn", "-whitelist=noban@127.0.0.1", "-blockmaxweight=68000"], - ["-acceptnonstdtxn", "-whitelist=noban@127.0.0.1", "-blockmaxweight=32000"], + ["-whitelist=noban@127.0.0.1"], + ["-whitelist=noban@127.0.0.1", "-blockmaxweight=68000"], + ["-whitelist=noban@127.0.0.1", "-blockmaxweight=32000"], ] def skip_test_if_missing_module(self): @@ -212,11 +182,17 @@ class EstimateFeeTest(BitcoinTestFramework): random.shuffle(self.confutxo) for _ 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) + (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) - self.sync_mempools(wait=.1) + self.sync_mempools(wait=0.1) mined = mining_node.getblock(self.generate(mining_node, 1)[0], True)["tx"] # update which txouts are confirmed newmem = [] @@ -229,46 +205,45 @@ class EstimateFeeTest(BitcoinTestFramework): 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(node, node.listunspent(0), self.txouts, True) - - # Mine + utxo_count = 2048 + self.confutxo = [] + splitted_amount = Decimal("0.04") + fee = Decimal("0.1") + change = Decimal("100") - splitted_amount * utxo_count - fee + tx = CTransaction() + tx.vin = [ + CTxIn(COutPoint(int(cb["txid"], 16), cb["vout"])) + for cb in node.listunspent()[:2] + ] + tx.vout = [CTxOut(int(splitted_amount * COIN), P2SH) for _ in range(utxo_count)] + tx.vout.append(CTxOut(int(change * COIN), P2SH)) + txhex = node.signrawtransactionwithwallet(tx.serialize().hex())["hex"] + txid = node.sendrawtransaction(txhex) + self.confutxo = [ + {"txid": txid, "vout": i, "amount": splitted_amount} + for i in range(utxo_count) + ] while len(node.getrawmempool()) > 0: self.generate(node, 1, sync_fun=self.no_op) - # 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(node, self.txouts, self.txouts2) - while len(node.getrawmempool()) > 0: - self.generate(node, 1, sync_fun=self.no_op) - # Double txouts2 to txouts - while len(self.txouts2) > 0: - split_inputs(node, self.txouts2, self.txouts) - while len(node.getrawmempool()) > 0: - self.generate(node, 1, sync_fun=self.no_op) - reps += 1 - 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 self.log.info("Will output estimates for 1/2/3/6/15/25 blocks") for _ in range(2): - self.log.info("Creating transactions and mining them with a block size that can't keep up") + 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) - self.log.info("Creating transactions and mining them at a block size that is just big enough") + 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]) @@ -277,12 +252,13 @@ class EstimateFeeTest(BitcoinTestFramework): # Finish by mining a normal-sized block: while len(self.nodes[1].getrawmempool()) > 0: self.generate(self.nodes[1], 1) + self.log.info("Final estimates after emptying mempools") check_estimates(self.nodes[1], self.fees_per_kb) def test_feerate_mempoolminfee(self): - high_val = 3*self.nodes[1].estimatesmartfee(1)['feerate'] - self.restart_node(1, extra_args=[f'-minrelaytxfee={high_val}']) + 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) @@ -303,7 +279,7 @@ class EstimateFeeTest(BitcoinTestFramework): utxos_to_respend = [] txids_to_replace = [] - assert len(utxos) >= 250 + assert_greater_than_or_equal(len(utxos), 250) for _ in range(5): # Broadcast 45 low fee transactions that will need to be RBF'd for _ in range(45): @@ -315,27 +291,24 @@ class EstimateFeeTest(BitcoinTestFramework): 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]) + self.sync_mempools(wait=0.1, nodes=[node, miner]) for txid in txids_to_replace: miner.prioritisetransaction(txid=txid, fee_delta=-COIN) self.generate(miner, 1) # RBF the low-fee transactions - while True: - try: - u = utxos_to_respend.pop(0) - send_tx(node, u, high_feerate) - except IndexError: - break + while len(utxos_to_respend) > 0: + u = utxos_to_respend.pop(0) + send_tx(node, u, high_feerate) # Mine the last replacement txs - self.sync_mempools(wait=.1, nodes=[node, miner]) + self.sync_mempools(wait=0.1, nodes=[node, miner]) self.generate(miner, 1) # 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 + high_feerate_kvb = Decimal(high_feerate) / COIN * 10 ** 3 est_feerate = node.estimatesmartfee(2)["feerate"] - assert est_feerate == high_feerate_kvb + assert_equal(est_feerate, high_feerate_kvb) def run_test(self): self.log.info("This test is time consuming, please be patient") @@ -359,7 +332,9 @@ class EstimateFeeTest(BitcoinTestFramework): 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.log.info( + "Test fee rate estimation after restarting node with high MempoolMinFee" + ) self.test_feerate_mempoolminfee() self.log.info("Restarting node with fresh estimation") @@ -375,9 +350,10 @@ class EstimateFeeTest(BitcoinTestFramework): self.log.info("Testing that fee estimation is disabled in blocksonly.") self.restart_node(0, ["-blocksonly"]) - assert_raises_rpc_error(-32603, "Fee estimation disabled", - self.nodes[0].estimatesmartfee, 2) + assert_raises_rpc_error( + -32603, "Fee estimation disabled", self.nodes[0].estimatesmartfee, 2 + ) -if __name__ == '__main__': +if __name__ == "__main__": EstimateFeeTest().main() |