1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
|
// Copyright (c) 2011-2015 The Bitcoin Core developers
// Distributed under the MIT software license, see the accompanying
// file COPYING or http://www.opensource.org/licenses/mit-license.php.
#include "policy/fees.h"
#include "txmempool.h"
#include "uint256.h"
#include "util.h"
#include "test/test_bitcoin.h"
#include <boost/test/unit_test.hpp>
BOOST_FIXTURE_TEST_SUITE(policyestimator_tests, BasicTestingSetup)
BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
{
CTxMemPool mpool(CFeeRate(1000));
CAmount basefee(2000);
double basepri = 1e6;
CAmount deltaFee(100);
double deltaPri=5e5;
std::vector<CAmount> feeV[2];
std::vector<double> priV[2];
// Populate vectors of increasing fees or priorities
for (int j = 0; j < 10; j++) {
//V[0] is for fee transactions
feeV[0].push_back(basefee * (j+1));
priV[0].push_back(0);
//V[1] is for priority transactions
feeV[1].push_back(CAmount(0));
priV[1].push_back(basepri * pow(10, j+1));
}
// Store the hashes of transactions that have been
// added to the mempool by their associate fee/pri
// txHashes[j] is populated with transactions either of
// fee = basefee * (j+1) OR pri = 10^6 * 10^(j+1)
std::vector<uint256> txHashes[10];
// Create a transaction template
CScript garbage;
for (unsigned int i = 0; i < 128; i++)
garbage.push_back('X');
CMutableTransaction tx;
std::list<CTransaction> dummyConflicted;
tx.vin.resize(1);
tx.vin[0].scriptSig = garbage;
tx.vout.resize(1);
tx.vout[0].nValue=0LL;
CFeeRate baseRate(basefee, ::GetSerializeSize(tx, SER_NETWORK, PROTOCOL_VERSION));
// Create a fake block
std::vector<CTransaction> block;
int blocknum = 0;
// Loop through 200 blocks
// At a decay .998 and 4 fee transactions per block
// This makes the tx count about 1.33 per bucket, above the 1 threshold
while (blocknum < 200) {
for (int j = 0; j < 10; j++) { // For each fee/pri multiple
for (int k = 0; k < 5; k++) { // add 4 fee txs for every priority tx
tx.vin[0].prevout.n = 10000*blocknum+100*j+k; // make transaction unique
uint256 hash = tx.GetHash();
mpool.addUnchecked(hash, CTxMemPoolEntry(tx, feeV[k/4][j], GetTime(), priV[k/4][j], blocknum, mpool.HasNoInputsOf(tx)));
txHashes[j].push_back(hash);
}
}
//Create blocks where higher fee/pri txs are included more often
for (int h = 0; h <= blocknum%10; h++) {
// 10/10 blocks add highest fee/pri transactions
// 9/10 blocks add 2nd highest and so on until ...
// 1/10 blocks add lowest fee/pri transactions
while (txHashes[9-h].size()) {
CTransaction btx;
if (mpool.lookup(txHashes[9-h].back(), btx))
block.push_back(btx);
txHashes[9-h].pop_back();
}
}
mpool.removeForBlock(block, ++blocknum, dummyConflicted);
block.clear();
if (blocknum == 30) {
// At this point we should need to combine 5 buckets to get enough data points
// So estimateFee(1,2,3) should fail and estimateFee(4) should return somewhere around
// 8*baserate. estimateFee(4) %'s are 100,100,100,100,90 = average 98%
BOOST_CHECK(mpool.estimateFee(1) == CFeeRate(0));
BOOST_CHECK(mpool.estimateFee(2) == CFeeRate(0));
BOOST_CHECK(mpool.estimateFee(3) == CFeeRate(0));
BOOST_CHECK(mpool.estimateFee(4).GetFeePerK() < 8*baseRate.GetFeePerK() + deltaFee);
BOOST_CHECK(mpool.estimateFee(4).GetFeePerK() > 8*baseRate.GetFeePerK() - deltaFee);
int answerFound;
BOOST_CHECK(mpool.estimateSmartFee(1, &answerFound) == mpool.estimateFee(4) && answerFound == 4);
BOOST_CHECK(mpool.estimateSmartFee(3, &answerFound) == mpool.estimateFee(4) && answerFound == 4);
BOOST_CHECK(mpool.estimateSmartFee(4, &answerFound) == mpool.estimateFee(4) && answerFound == 4);
BOOST_CHECK(mpool.estimateSmartFee(8, &answerFound) == mpool.estimateFee(8) && answerFound == 8);
}
}
std::vector<CAmount> origFeeEst;
std::vector<double> origPriEst;
// Highest feerate is 10*baseRate and gets in all blocks,
// second highest feerate is 9*baseRate and gets in 9/10 blocks = 90%,
// third highest feerate is 8*base rate, and gets in 8/10 blocks = 80%,
// so estimateFee(1) should return 10*baseRate.
// Second highest feerate has 100% chance of being included by 2 blocks,
// so estimateFee(2) should return 9*baseRate etc...
for (int i = 1; i < 10;i++) {
origFeeEst.push_back(mpool.estimateFee(i).GetFeePerK());
origPriEst.push_back(mpool.estimatePriority(i));
if (i > 1) { // Fee estimates should be monotonically decreasing
BOOST_CHECK(origFeeEst[i-1] <= origFeeEst[i-2]);
BOOST_CHECK(origPriEst[i-1] <= origPriEst[i-2]);
}
int mult = 11-i;
BOOST_CHECK(origFeeEst[i-1] < mult*baseRate.GetFeePerK() + deltaFee);
BOOST_CHECK(origFeeEst[i-1] > mult*baseRate.GetFeePerK() - deltaFee);
BOOST_CHECK(origPriEst[i-1] < pow(10,mult) * basepri + deltaPri);
BOOST_CHECK(origPriEst[i-1] > pow(10,mult) * basepri - deltaPri);
}
// Mine 50 more blocks with no transactions happening, estimates shouldn't change
// We haven't decayed the moving average enough so we still have enough data points in every bucket
while (blocknum < 250)
mpool.removeForBlock(block, ++blocknum, dummyConflicted);
for (int i = 1; i < 10;i++) {
BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() < origFeeEst[i-1] + deltaFee);
BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
BOOST_CHECK(mpool.estimatePriority(i) < origPriEst[i-1] + deltaPri);
BOOST_CHECK(mpool.estimatePriority(i) > origPriEst[i-1] - deltaPri);
}
// Mine 15 more blocks with lots of transactions happening and not getting mined
// Estimates should go up
while (blocknum < 265) {
for (int j = 0; j < 10; j++) { // For each fee/pri multiple
for (int k = 0; k < 5; k++) { // add 4 fee txs for every priority tx
tx.vin[0].prevout.n = 10000*blocknum+100*j+k;
uint256 hash = tx.GetHash();
mpool.addUnchecked(hash, CTxMemPoolEntry(tx, feeV[k/4][j], GetTime(), priV[k/4][j], blocknum, mpool.HasNoInputsOf(tx)));
txHashes[j].push_back(hash);
}
}
mpool.removeForBlock(block, ++blocknum, dummyConflicted);
}
int answerFound;
for (int i = 1; i < 10;i++) {
BOOST_CHECK(mpool.estimateFee(i) == CFeeRate(0) || mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
BOOST_CHECK(mpool.estimateSmartFee(i, &answerFound).GetFeePerK() > origFeeEst[answerFound-1] - deltaFee);
BOOST_CHECK(mpool.estimatePriority(i) == -1 || mpool.estimatePriority(i) > origPriEst[i-1] - deltaPri);
BOOST_CHECK(mpool.estimateSmartPriority(i, &answerFound) > origPriEst[answerFound-1] - deltaPri);
}
// Mine all those transactions
// Estimates should still not be below original
for (int j = 0; j < 10; j++) {
while(txHashes[j].size()) {
CTransaction btx;
if (mpool.lookup(txHashes[j].back(), btx))
block.push_back(btx);
txHashes[j].pop_back();
}
}
mpool.removeForBlock(block, 265, dummyConflicted);
block.clear();
for (int i = 1; i < 10;i++) {
BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
BOOST_CHECK(mpool.estimatePriority(i) > origPriEst[i-1] - deltaPri);
}
// Mine 200 more blocks where everything is mined every block
// Estimates should be below original estimates
while (blocknum < 465) {
for (int j = 0; j < 10; j++) { // For each fee/pri multiple
for (int k = 0; k < 5; k++) { // add 4 fee txs for every priority tx
tx.vin[0].prevout.n = 10000*blocknum+100*j+k;
uint256 hash = tx.GetHash();
mpool.addUnchecked(hash, CTxMemPoolEntry(tx, feeV[k/4][j], GetTime(), priV[k/4][j], blocknum, mpool.HasNoInputsOf(tx)));
CTransaction btx;
if (mpool.lookup(hash, btx))
block.push_back(btx);
}
}
mpool.removeForBlock(block, ++blocknum, dummyConflicted);
block.clear();
}
for (int i = 1; i < 10; i++) {
BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() < origFeeEst[i-1] - deltaFee);
BOOST_CHECK(mpool.estimatePriority(i) < origPriEst[i-1] - deltaPri);
}
// Test that if the mempool is limited, estimateSmartFee won't return a value below the mempool min fee
// and that estimateSmartPriority returns essentially an infinite value
mpool.addUnchecked(tx.GetHash(), CTxMemPoolEntry(tx, feeV[0][5], GetTime(), priV[1][5], blocknum, mpool.HasNoInputsOf(tx)));
// evict that transaction which should set a mempool min fee of minRelayTxFee + feeV[0][5]
mpool.TrimToSize(1);
BOOST_CHECK(mpool.GetMinFee(1).GetFeePerK() > feeV[0][5]);
for (int i = 1; i < 10; i++) {
BOOST_CHECK(mpool.estimateSmartFee(i).GetFeePerK() >= mpool.estimateFee(i).GetFeePerK());
BOOST_CHECK(mpool.estimateSmartFee(i).GetFeePerK() >= mpool.GetMinFee(1).GetFeePerK());
BOOST_CHECK(mpool.estimateSmartPriority(i) == INF_PRIORITY);
}
}
BOOST_AUTO_TEST_SUITE_END()
|