aboutsummaryrefslogtreecommitdiff
path: root/src/test/policyestimator_tests.cpp
blob: bc9c672560fcad6711325c000c95233071ccaa64 (plain)
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
// Copyright (c) 2011-2022 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 <policy/policy.h>
#include <test/util/txmempool.h>
#include <txmempool.h>
#include <uint256.h>
#include <util/time.h>

#include <test/util/setup_common.h>

#include <boost/test/unit_test.hpp>

BOOST_FIXTURE_TEST_SUITE(policyestimator_tests, ChainTestingSetup)

BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
{
    CBlockPolicyEstimator& feeEst = *Assert(m_node.fee_estimator);
    CTxMemPool& mpool = *Assert(m_node.mempool);
    LOCK2(cs_main, mpool.cs);
    TestMemPoolEntryHelper entry;
    CAmount basefee(2000);
    CAmount deltaFee(100);
    std::vector<CAmount> feeV;
    feeV.reserve(10);

    // Populate vectors of increasing fees
    for (int j = 0; j < 10; j++) {
        feeV.push_back(basefee * (j+1));
    }

    // Store the hashes of transactions that have been
    // added to the mempool by their associate fee
    // txHashes[j] is populated with transactions either of
    // fee = basefee * (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;
    tx.vin.resize(1);
    tx.vin[0].scriptSig = garbage;
    tx.vout.resize(1);
    tx.vout[0].nValue=0LL;
    CFeeRate baseRate(basefee, GetVirtualTransactionSize(CTransaction(tx)));

    // Create a fake block
    std::vector<CTransactionRef> block;
    int blocknum = 0;

    // Loop through 200 blocks
    // At a decay .9952 and 4 fee transactions per block
    // This makes the tx count about 2.5 per bucket, well above the 0.1 threshold
    while (blocknum < 200) {
        for (int j = 0; j < 10; j++) { // For each fee
            for (int k = 0; k < 4; k++) { // add 4 fee txs
                tx.vin[0].prevout.n = 10000*blocknum+100*j+k; // make transaction unique
                uint256 hash = tx.GetHash();
                mpool.addUnchecked(entry.Fee(feeV[j]).Time(Now<NodeSeconds>()).Height(blocknum).FromTx(tx));
                txHashes[j].push_back(hash);
            }
        }
        //Create blocks where higher fee txs are included more often
        for (int h = 0; h <= blocknum%10; h++) {
            // 10/10 blocks add highest fee transactions
            // 9/10 blocks add 2nd highest and so on until ...
            // 1/10 blocks add lowest fee transactions
            while (txHashes[9-h].size()) {
                CTransactionRef ptx = mpool.get(txHashes[9-h].back());
                if (ptx)
                    block.push_back(ptx);
                txHashes[9-h].pop_back();
            }
        }
        mpool.removeForBlock(block, ++blocknum);
        block.clear();
        // Check after just a few txs that combining buckets works as expected
        if (blocknum == 3) {
            // At this point we should need to combine 3 buckets to get enough data points
            // So estimateFee(1) should fail and estimateFee(2) should return somewhere around
            // 9*baserate.  estimateFee(2) %'s are 100,100,90 = average 97%
            BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0));
            BOOST_CHECK(feeEst.estimateFee(2).GetFeePerK() < 9*baseRate.GetFeePerK() + deltaFee);
            BOOST_CHECK(feeEst.estimateFee(2).GetFeePerK() > 9*baseRate.GetFeePerK() - deltaFee);
        }
    }

    std::vector<CAmount> origFeeEst;
    // 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) would return 10*baseRate but is hardcoded to return failure
    // 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(feeEst.estimateFee(i).GetFeePerK());
        if (i > 2) { // Fee estimates should be monotonically decreasing
            BOOST_CHECK(origFeeEst[i-1] <= origFeeEst[i-2]);
        }
        int mult = 11-i;
        if (i % 2 == 0) { //At scale 2, test logic is only correct for even targets
            BOOST_CHECK(origFeeEst[i-1] < mult*baseRate.GetFeePerK() + deltaFee);
            BOOST_CHECK(origFeeEst[i-1] > mult*baseRate.GetFeePerK() - deltaFee);
        }
    }
    // Fill out rest of the original estimates
    for (int i = 10; i <= 48; i++) {
        origFeeEst.push_back(feeEst.estimateFee(i).GetFeePerK());
    }

    // 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);

    BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0));
    for (int i = 2; i < 10;i++) {
        BOOST_CHECK(feeEst.estimateFee(i).GetFeePerK() < origFeeEst[i-1] + deltaFee);
        BOOST_CHECK(feeEst.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
    }


    // 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 multiple
            for (int k = 0; k < 4; k++) { // add 4 fee txs
                tx.vin[0].prevout.n = 10000*blocknum+100*j+k;
                uint256 hash = tx.GetHash();
                mpool.addUnchecked(entry.Fee(feeV[j]).Time(Now<NodeSeconds>()).Height(blocknum).FromTx(tx));
                txHashes[j].push_back(hash);
            }
        }
        mpool.removeForBlock(block, ++blocknum);
    }

    for (int i = 1; i < 10;i++) {
        BOOST_CHECK(feeEst.estimateFee(i) == CFeeRate(0) || feeEst.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
    }

    // Mine all those transactions
    // Estimates should still not be below original
    for (int j = 0; j < 10; j++) {
        while(txHashes[j].size()) {
            CTransactionRef ptx = mpool.get(txHashes[j].back());
            if (ptx)
                block.push_back(ptx);
            txHashes[j].pop_back();
        }
    }
    mpool.removeForBlock(block, 266);
    block.clear();
    BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0));
    for (int i = 2; i < 10;i++) {
        BOOST_CHECK(feeEst.estimateFee(i) == CFeeRate(0) || feeEst.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
    }

    // Mine 400 more blocks where everything is mined every block
    // Estimates should be below original estimates
    while (blocknum < 665) {
        for (int j = 0; j < 10; j++) { // For each fee multiple
            for (int k = 0; k < 4; k++) { // add 4 fee txs
                tx.vin[0].prevout.n = 10000*blocknum+100*j+k;
                uint256 hash = tx.GetHash();
                mpool.addUnchecked(entry.Fee(feeV[j]).Time(Now<NodeSeconds>()).Height(blocknum).FromTx(tx));
                CTransactionRef ptx = mpool.get(hash);
                if (ptx)
                    block.push_back(ptx);

            }
        }
        mpool.removeForBlock(block, ++blocknum);
        block.clear();
    }
    BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0));
    for (int i = 2; i < 9; i++) { // At 9, the original estimate was already at the bottom (b/c scale = 2)
        BOOST_CHECK(feeEst.estimateFee(i).GetFeePerK() < origFeeEst[i-1] - deltaFee);
    }
}

BOOST_AUTO_TEST_SUITE_END()