// Copyright (c) 2011-2015 The Bitcoin Core developers // Distributed under the GPLv3 software license, see the accompanying // file COPYING or https://www.gnu.org/licenses/gpl-3.0.en.html #include "policy/fees.h" #include "txmempool.h" #include "uint256.h" #include "util.h" #include "test/test_bitcoin.h" #include BOOST_FIXTURE_TEST_SUITE(policyestimator_tests, BasicTestingSetup) BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) { CTxMemPool mpool(CFeeRate(1000)); TestMemPoolEntryHelper entry; CAmount basefee(2000); double basepri = 1e6; CAmount deltaFee(100); double deltaPri=5e5; std::vector feeV[2]; std::vector 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 txHashes[10]; // Create a transaction template CScript garbage; for (unsigned int i = 0; i < 128; i++) garbage.push_back('X'); CMutableTransaction tx; std::list 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 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, entry.Fee(feeV[k/4][j]).Time(GetTime()).Priority(priV[k/4][j]).Height(blocknum).FromTx(tx, &mpool)); 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) should fail and estimateFee(2) should return somewhere around // 8*baserate BOOST_CHECK(mpool.estimateFee(1) == CFeeRate(0)); BOOST_CHECK(mpool.estimateFee(2).GetFeePerK() < 8*baseRate.GetFeePerK() + deltaFee); BOOST_CHECK(mpool.estimateFee(2).GetFeePerK() > 8*baseRate.GetFeePerK() - deltaFee); } } std::vector origFeeEst; std::vector 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 9*baseRate. // Third highest feerate has 90% chance of being included by 2 blocks, // so estimateFee(2) should return 8*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]); } BOOST_CHECK(origFeeEst[i-1] < (10-i)*baseRate.GetFeePerK() + deltaFee); BOOST_CHECK(origFeeEst[i-1] > (10-i)*baseRate.GetFeePerK() - deltaFee); BOOST_CHECK(origPriEst[i-1] < pow(10,10-i) * basepri + deltaPri); BOOST_CHECK(origPriEst[i-1] > pow(10,10-i) * 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, entry.Fee(feeV[k/4][j]).Time(GetTime()).Priority(priV[k/4][j]).Height(blocknum).FromTx(tx, &mpool)); txHashes[j].push_back(hash); } } 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.estimatePriority(i) > origPriEst[i-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 100 more blocks where everything is mined every block // Estimates should be below original estimates (not possible for last estimate) while (blocknum < 365) { 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, entry.Fee(feeV[k/4][j]).Time(GetTime()).Priority(priV[k/4][j]).Height(blocknum).FromTx(tx, &mpool)); CTransaction btx; if (mpool.lookup(hash, btx)) block.push_back(btx); } } mpool.removeForBlock(block, ++blocknum, dummyConflicted); block.clear(); } for (int i = 1; i < 9; i++) { BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() < origFeeEst[i-1] - deltaFee); BOOST_CHECK(mpool.estimatePriority(i) < origPriEst[i-1] - deltaPri); } } BOOST_AUTO_TEST_CASE(TxConfirmStats_FindBucketIndex) { std::vector buckets {0.0, 3.5, 42.0}; TxConfirmStats txcs; txcs.Initialize(buckets, MAX_BLOCK_CONFIRMS, DEFAULT_DECAY, "Test"); BOOST_CHECK_EQUAL(txcs.FindBucketIndex(-1.0), 0); BOOST_CHECK_EQUAL(txcs.FindBucketIndex(0.0), 0); BOOST_CHECK_EQUAL(txcs.FindBucketIndex(1.0), 1); BOOST_CHECK_EQUAL(txcs.FindBucketIndex(3.5), 1); BOOST_CHECK_EQUAL(txcs.FindBucketIndex(4.0), 2); BOOST_CHECK_EQUAL(txcs.FindBucketIndex(43.0), 3); BOOST_CHECK_EQUAL(txcs.FindBucketIndex(INF_FEERATE), 3); BOOST_CHECK_EQUAL(txcs.FindBucketIndex(2.0*INF_FEERATE), 3); BOOST_CHECK_EQUAL(txcs.FindBucketIndex(std::numeric_limits::infinity()), 3); BOOST_CHECK_EQUAL(txcs.FindBucketIndex(2.0*std::numeric_limits::infinity()), 3); BOOST_CHECK_EQUAL(txcs.FindBucketIndex(nan("")), 0); } BOOST_AUTO_TEST_SUITE_END()