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265 lines
12 KiB
265 lines
12 KiB
#!/usr/bin/env python3
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# Copyright (c) 2014-2016 The Bitcoin Core developers
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# Distributed under the MIT software license, see the accompanying
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# file COPYING or http://www.opensource.org/licenses/mit-license.php.
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"""Test fee estimation code."""
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from test_framework.test_framework import BitcoinTestFramework
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from test_framework.util import *
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from test_framework.script import CScript, OP_1, OP_DROP, OP_2, OP_HASH160, OP_EQUAL, hash160, OP_TRUE
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from test_framework.mininode import CTransaction, CTxIn, CTxOut, COutPoint, ToHex, COIN
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# Construct 2 trivial P2SH's and the ScriptSigs that spend them
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# So we can create many many transactions without needing to spend
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# time signing.
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redeem_script_1 = CScript([OP_1, OP_DROP])
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redeem_script_2 = CScript([OP_2, OP_DROP])
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P2SH_1 = CScript([OP_HASH160, hash160(redeem_script_1), OP_EQUAL])
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P2SH_2 = CScript([OP_HASH160, hash160(redeem_script_2), OP_EQUAL])
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# Associated ScriptSig's to spend satisfy P2SH_1 and P2SH_2
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SCRIPT_SIG = [CScript([OP_TRUE, redeem_script_1]), CScript([OP_TRUE, redeem_script_2])]
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global log
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def small_txpuzzle_randfee(from_node, conflist, unconflist, amount, min_fee, fee_increment):
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"""
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Create and send a transaction with a random fee.
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The transaction pays to a trivial P2SH script, and assumes that its inputs
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are of the same form.
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The function takes a list of confirmed outputs and unconfirmed outputs
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and attempts to use the confirmed list first for its inputs.
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It adds the newly created outputs to the unconfirmed list.
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Returns (raw transaction, fee)
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"""
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# It's best to exponentially distribute our random fees
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# because the buckets are exponentially spaced.
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# Exponentially distributed from 1-128 * fee_increment
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rand_fee = float(fee_increment)*(1.1892**random.randint(0,28))
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# Total fee ranges from min_fee to min_fee + 127*fee_increment
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fee = min_fee - fee_increment + satoshi_round(rand_fee)
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tx = CTransaction()
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total_in = Decimal("0.00000000")
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while total_in <= (amount + fee) and len(conflist) > 0:
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t = conflist.pop(0)
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total_in += t["amount"]
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tx.vin.append(CTxIn(COutPoint(int(t["txid"], 16), t["vout"]), b""))
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if total_in <= amount + fee:
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while total_in <= (amount + fee) and len(unconflist) > 0:
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t = unconflist.pop(0)
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total_in += t["amount"]
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tx.vin.append(CTxIn(COutPoint(int(t["txid"], 16), t["vout"]), b""))
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if total_in <= amount + fee:
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raise RuntimeError("Insufficient funds: need %d, have %d"%(amount+fee, total_in))
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tx.vout.append(CTxOut(int((total_in - amount - fee)*COIN), P2SH_1))
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tx.vout.append(CTxOut(int(amount*COIN), P2SH_2))
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# These transactions don't need to be signed, but we still have to insert
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# the ScriptSig that will satisfy the ScriptPubKey.
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for inp in tx.vin:
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inp.scriptSig = SCRIPT_SIG[inp.prevout.n]
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txid = from_node.sendrawtransaction(ToHex(tx), True)
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unconflist.append({ "txid" : txid, "vout" : 0 , "amount" : total_in - amount - fee})
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unconflist.append({ "txid" : txid, "vout" : 1 , "amount" : amount})
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return (ToHex(tx), fee)
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def split_inputs(from_node, txins, txouts, initial_split = False):
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"""
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We need to generate a lot of inputs so we can generate a ton of transactions.
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This function takes an input from txins, and creates and sends a transaction
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which splits the value into 2 outputs which are appended to txouts.
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Previously this was designed to be small inputs so they wouldn't have
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a high coin age when the notion of priority still existed.
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"""
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prevtxout = txins.pop()
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tx = CTransaction()
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tx.vin.append(CTxIn(COutPoint(int(prevtxout["txid"], 16), prevtxout["vout"]), b""))
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half_change = satoshi_round(prevtxout["amount"]/2)
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rem_change = prevtxout["amount"] - half_change - Decimal("0.00001000")
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tx.vout.append(CTxOut(int(half_change*COIN), P2SH_1))
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tx.vout.append(CTxOut(int(rem_change*COIN), P2SH_2))
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# If this is the initial split we actually need to sign the transaction
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# Otherwise we just need to insert the proper ScriptSig
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if (initial_split) :
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completetx = from_node.signrawtransaction(ToHex(tx))["hex"]
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else :
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tx.vin[0].scriptSig = SCRIPT_SIG[prevtxout["vout"]]
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completetx = ToHex(tx)
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txid = from_node.sendrawtransaction(completetx, True)
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txouts.append({ "txid" : txid, "vout" : 0 , "amount" : half_change})
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txouts.append({ "txid" : txid, "vout" : 1 , "amount" : rem_change})
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def check_estimates(node, fees_seen, max_invalid, print_estimates = True):
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"""
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This function calls estimatefee and verifies that the estimates
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meet certain invariants.
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"""
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all_estimates = [ node.estimatefee(i) for i in range(1,26) ]
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if print_estimates:
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log.info([str(all_estimates[e-1]) for e in [1,2,3,6,15,25]])
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delta = 1.0e-6 # account for rounding error
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last_e = max(fees_seen)
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for e in [x for x in all_estimates if x >= 0]:
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# Estimates should be within the bounds of what transactions fees actually were:
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if float(e)+delta < min(fees_seen) or float(e)-delta > max(fees_seen):
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raise AssertionError("Estimated fee (%f) out of range (%f,%f)"
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%(float(e), min(fees_seen), max(fees_seen)))
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# Estimates should be monotonically decreasing
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if float(e)-delta > last_e:
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raise AssertionError("Estimated fee (%f) larger than last fee (%f) for lower number of confirms"
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%(float(e),float(last_e)))
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last_e = e
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valid_estimate = False
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invalid_estimates = 0
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for i,e in enumerate(all_estimates): # estimate is for i+1
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if e >= 0:
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valid_estimate = True
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if i >= 13: # for n>=14 estimatesmartfee(n/2) should be at least as high as estimatefee(n)
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assert(node.estimatesmartfee((i+1)//2)["feerate"] > float(e) - delta)
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else:
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invalid_estimates += 1
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# estimatesmartfee should still be valid
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approx_estimate = node.estimatesmartfee(i+1)["feerate"]
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answer_found = node.estimatesmartfee(i+1)["blocks"]
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assert(approx_estimate > 0)
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assert(answer_found > i+1)
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# Once we're at a high enough confirmation count that we can give an estimate
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# We should have estimates for all higher confirmation counts
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if valid_estimate:
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raise AssertionError("Invalid estimate appears at higher confirm count than valid estimate")
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# Check on the expected number of different confirmation counts
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# that we might not have valid estimates for
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if invalid_estimates > max_invalid:
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raise AssertionError("More than (%d) invalid estimates"%(max_invalid))
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return all_estimates
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class EstimateFeeTest(BitcoinTestFramework):
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def __init__(self):
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super().__init__()
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self.num_nodes = 3
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self.setup_clean_chain = False
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def setup_network(self):
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"""
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We'll setup the network to have 3 nodes that all mine with different parameters.
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But first we need to use one node to create a lot of outputs
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which we will use to generate our transactions.
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"""
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self.nodes = []
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# Use node0 to mine blocks for input splitting
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self.nodes.append(self.start_node(0, self.options.tmpdir, ["-maxorphantx=1000",
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"-whitelist=127.0.0.1"]))
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self.log.info("This test is time consuming, please be patient")
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self.log.info("Splitting inputs so we can generate tx's")
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self.txouts = []
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self.txouts2 = []
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# Split a coinbase into two transaction puzzle outputs
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split_inputs(self.nodes[0], self.nodes[0].listunspent(0), self.txouts, True)
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# Mine
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while (len(self.nodes[0].getrawmempool()) > 0):
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self.nodes[0].generate(1)
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# Repeatedly split those 2 outputs, doubling twice for each rep
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# Use txouts to monitor the available utxo, since these won't be tracked in wallet
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reps = 0
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while (reps < 5):
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#Double txouts to txouts2
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while (len(self.txouts)>0):
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split_inputs(self.nodes[0], self.txouts, self.txouts2)
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while (len(self.nodes[0].getrawmempool()) > 0):
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self.nodes[0].generate(1)
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#Double txouts2 to txouts
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while (len(self.txouts2)>0):
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split_inputs(self.nodes[0], self.txouts2, self.txouts)
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while (len(self.nodes[0].getrawmempool()) > 0):
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self.nodes[0].generate(1)
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reps += 1
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self.log.info("Finished splitting")
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# Now we can connect the other nodes, didn't want to connect them earlier
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# so the estimates would not be affected by the splitting transactions
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# Node1 mines small blocks but that are bigger than the expected transaction rate.
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# NOTE: the CreateNewBlock code starts counting block size at 1,000 bytes,
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# (17k is room enough for 110 or so transactions)
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self.nodes.append(self.start_node(1, self.options.tmpdir,
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["-blockmaxsize=17000", "-maxorphantx=1000"]))
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connect_nodes(self.nodes[1], 0)
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# Node2 is a stingy miner, that
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# produces too small blocks (room for only 55 or so transactions)
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node2args = ["-blockmaxsize=8000", "-maxorphantx=1000"]
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self.nodes.append(self.start_node(2, self.options.tmpdir, node2args))
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connect_nodes(self.nodes[0], 2)
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connect_nodes(self.nodes[2], 1)
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self.sync_all()
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def transact_and_mine(self, numblocks, mining_node):
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min_fee = Decimal("0.00001")
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# We will now mine numblocks blocks generating on average 100 transactions between each block
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# We shuffle our confirmed txout set before each set of transactions
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# small_txpuzzle_randfee will use the transactions that have inputs already in the chain when possible
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# resorting to tx's that depend on the mempool when those run out
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for i in range(numblocks):
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random.shuffle(self.confutxo)
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for j in range(random.randrange(100-50,100+50)):
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from_index = random.randint(1,2)
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(txhex, fee) = small_txpuzzle_randfee(self.nodes[from_index], self.confutxo,
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self.memutxo, Decimal("0.005"), min_fee, min_fee)
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tx_kbytes = (len(txhex) // 2) / 1000.0
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self.fees_per_kb.append(float(fee)/tx_kbytes)
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sync_mempools(self.nodes[0:3], wait=.1)
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mined = mining_node.getblock(mining_node.generate(1)[0],True)["tx"]
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sync_blocks(self.nodes[0:3], wait=.1)
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# update which txouts are confirmed
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newmem = []
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for utx in self.memutxo:
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if utx["txid"] in mined:
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self.confutxo.append(utx)
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else:
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newmem.append(utx)
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self.memutxo = newmem
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def run_test(self):
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# Make log handler available to helper functions
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global log
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log = self.log
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self.fees_per_kb = []
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self.memutxo = []
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self.confutxo = self.txouts # Start with the set of confirmed txouts after splitting
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self.log.info("Will output estimates for 1/2/3/6/15/25 blocks")
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for i in range(2):
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self.log.info("Creating transactions and mining them with a block size that can't keep up")
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# Create transactions and mine 10 small blocks with node 2, but create txs faster than we can mine
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self.transact_and_mine(10, self.nodes[2])
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check_estimates(self.nodes[1], self.fees_per_kb, 14)
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self.log.info("Creating transactions and mining them at a block size that is just big enough")
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# Generate transactions while mining 10 more blocks, this time with node1
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# which mines blocks with capacity just above the rate that transactions are being created
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self.transact_and_mine(10, self.nodes[1])
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check_estimates(self.nodes[1], self.fees_per_kb, 2)
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# Finish by mining a normal-sized block:
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while len(self.nodes[1].getrawmempool()) > 0:
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self.nodes[1].generate(1)
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sync_blocks(self.nodes[0:3], wait=.1)
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self.log.info("Final estimates after emptying mempools")
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check_estimates(self.nodes[1], self.fees_per_kb, 2)
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if __name__ == '__main__':
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EstimateFeeTest().main()
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