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1// Copyright (c) 2011-present The Bitcoin Core developers
2// Distributed under the MIT software license, see the accompanying
3// file COPYING or http://www.opensource.org/licenses/mit-license.php.
4
5#include <policy/fees/block_policy_estimator.h>
6#include <policy/fees/estimator_args.h>
7#include <policy/policy.h>
8#include <test/util/setup_common.h>
9#include <test/util/txmempool.h>
10#include <txmempool.h>
11#include <uint256.h>
12#include <util/time.h>
13#include <validationinterface.h>
14
15#include <boost/test/unit_test.hpp>
16
17BOOST_FIXTURE_TEST_SUITE(blockpolicyestimator_tests, ChainTestingSetup)
18
19BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
20{
21    CBlockPolicyEstimator feeEst{BlockPolicyFeeEstPath(*m_node.args), DEFAULT_ACCEPT_STALE_FEE_ESTIMATES};
22    TestMemPoolEntryHelper entry;
23    CAmount basefee(2000);
24    CAmount deltaFee(100);
25    std::vector<CAmount> feeV;
26    feeV.reserve(10);
27
28    // Populate vectors of increasing fees
29    for (int j = 0; j < 10; j++) {
30        feeV.push_back(basefee * (j+1));
31    }
32
33    // Store the hashes of transactions that have been
34    // added to the mempool by their associate fee
35    // mempool_txs[j] is populated with transactions either of
36    // fee = basefee * (j+1)
37    std::list<CTxMemPoolEntry> mempool_txs[10];
38
39    // Create a transaction template
40    CScript garbage;
41    for (unsigned int i = 0; i < 128; i++)
42        garbage.push_back('X');
43    CMutableTransaction tx;
44    tx.vin.resize(1);
45    tx.vin[0].scriptSig = garbage;
46    tx.vout.resize(1);
47    tx.vout[0].nValue=0LL;
48    CFeeRate baseRate(basefee, GetVirtualTransactionSize(CTransaction(tx)));
49
50    // Create a fake block
51    std::vector<RemovedMempoolTransactionInfo> block_txs;
52    int blocknum = 0;
53
54    // Loop through 200 blocks
55    // At a decay .9952 and 4 fee transactions per block
56    // This makes the tx count about 2.5 per bucket, well above the 0.1 threshold
57    while (blocknum < 200) {
58        for (int j = 0; j < 10; j++) { // For each fee
59            for (int k = 0; k < 4; k++) { // add 4 fee txs
60                tx.vin[0].prevout.n = 10000*blocknum+100*j+k; // make transaction unique
61                // Simulate the tx being added to the mempool by calling processTransaction(tx_info)
62                mempool_txs[j].emplace_back(entry.Fee(feeV[j]).Time(Now<NodeSeconds>()).Height(blocknum).FromTx(tx));
63                const int64_t virtual_size = GetVirtualTransactionSize(*MakeTransactionRef(tx));
64                const NewMempoolTransactionInfo tx_info{NewMempoolTransactionInfo(MakeTransactionRef(tx),
65                                                                                  feeV[j],
66                                                                                  virtual_size,
67                                                                                  entry.nHeight,
68                                                                                  /*mempool_limit_bypassed=*/false,
69                                                                                  /*submitted_in_package=*/false,
70                                                                                  /*chainstate_is_current=*/true,
71                                                                                  /*has_no_mempool_parents=*/true)};
72                feeEst.processTransaction(tx_info);
73            }
74        }
75        //Create blocks where higher fee txs are included more often
76        for (int h = 0; h <= blocknum%10; h++) {
77            // 10/10 blocks add highest fee transactions
78            // 9/10 blocks add 2nd highest and so on until ...
79            // 1/10 blocks add lowest fee transactions
80            while (mempool_txs[9 - h].size()) {
81                auto& tx_entry = mempool_txs[9 - h].back();
82                block_txs.emplace_back(tx_entry);
83                mempool_txs[9 - h].pop_back();
84            }
85        }
86
87        feeEst.processBlock(block_txs, ++blocknum);
88        block_txs.clear();
89        // Check after just a few txs that combining buckets works as expected
90        if (blocknum == 3) {
91            // At this point we should need to combine 3 buckets to get enough data points
92            // So estimateFee(1) should fail and estimateFee(2) should return somewhere around
93            // 9*baserate.  estimateFee(2) %'s are 100,100,90 = average 97%
94            BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0));
95            BOOST_CHECK(feeEst.estimateFee(2).GetFeePerK() < 9*baseRate.GetFeePerK() + deltaFee);
96            BOOST_CHECK(feeEst.estimateFee(2).GetFeePerK() > 9*baseRate.GetFeePerK() - deltaFee);
97        }
98    }
99
100    std::vector<CAmount> origFeeEst;
101    // Highest feerate is 10*baseRate and gets in all blocks,
102    // second highest feerate is 9*baseRate and gets in 9/10 blocks = 90%,
103    // third highest feerate is 8*base rate, and gets in 8/10 blocks = 80%,
104    // so estimateFee(1) would return 10*baseRate but is hardcoded to return failure
105    // Second highest feerate has 100% chance of being included by 2 blocks,
106    // so estimateFee(2) should return 9*baseRate etc...
107    for (int i = 1; i < 10;i++) {
108        origFeeEst.push_back(feeEst.estimateFee(i).GetFeePerK());
109        if (i > 2) { // Fee estimates should be monotonically decreasing
110            BOOST_CHECK(origFeeEst[i-1] <= origFeeEst[i-2]);
111        }
112        int mult = 11-i;
113        if (i % 2 == 0) { //At scale 2, test logic is only correct for even targets
114            BOOST_CHECK(origFeeEst[i-1] < mult*baseRate.GetFeePerK() + deltaFee);
115            BOOST_CHECK(origFeeEst[i-1] > mult*baseRate.GetFeePerK() - deltaFee);
116        }
117    }
118    // Fill out rest of the original estimates
119    for (int i = 10; i <= 48; i++) {
120        origFeeEst.push_back(feeEst.estimateFee(i).GetFeePerK());
121    }
122
123    // Mine 50 more blocks with no transactions happening, estimates shouldn't change
124    // We haven't decayed the moving average enough so we still have enough data points in every bucket
125    while (blocknum < 250) {
126        feeEst.processBlock(block_txs, ++blocknum);
127    }
128
129    BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0));
130    for (int i = 2; i < 10;i++) {
131        BOOST_CHECK(feeEst.estimateFee(i).GetFeePerK() < origFeeEst[i-1] + deltaFee);
132        BOOST_CHECK(feeEst.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
133    }
134
135
136    // Mine 15 more blocks with lots of transactions happening and not getting mined
137    // Estimates should go up
138    while (blocknum < 265) {
139        for (int j = 0; j < 10; j++) { // For each fee multiple
140            for (int k = 0; k < 4; k++) { // add 4 fee txs
141                tx.vin[0].prevout.n = 10000*blocknum+100*j+k;
142                // Simulate the tx being added to the mempool by calling processTransaction(tx_info)
143                mempool_txs[j].emplace_back(entry.Fee(feeV[j]).Time(Now<NodeSeconds>()).Height(blocknum).FromTx(tx));
144                const int64_t virtual_size = GetVirtualTransactionSize(*MakeTransactionRef(tx));
145                const NewMempoolTransactionInfo tx_info{NewMempoolTransactionInfo(MakeTransactionRef(tx),
146                                                                                  feeV[j],
147                                                                                  virtual_size,
148                                                                                  entry.nHeight,
149                                                                                  /*mempool_limit_bypassed=*/false,
150                                                                                  /*submitted_in_package=*/false,
151                                                                                  /*chainstate_is_current=*/true,
152                                                                                  /*has_no_mempool_parents=*/true)};
153                feeEst.processTransaction(tx_info);
154            }
155        }
156        feeEst.processBlock(block_txs, ++blocknum);
157    }
158
159    for (int i = 1; i < 10;i++) {
160        BOOST_CHECK(feeEst.estimateFee(i) == CFeeRate(0) || feeEst.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
161    }
162
163    // Mine all those transactions
164    // Estimates should still not be below original
165    for (int j = 0; j < 10; j++) {
166        while (mempool_txs[j].size()) {
167            auto& tx_entry = mempool_txs[j].back();
168            block_txs.emplace_back(tx_entry);
169            mempool_txs[j].pop_back();
170        }
171    }
172
173    feeEst.processBlock(block_txs, ++blocknum);
174    block_txs.clear();
175
176    BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0));
177    for (int i = 2; i < 10;i++) {
178        BOOST_CHECK(feeEst.estimateFee(i) == CFeeRate(0) || feeEst.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
179    }
180
181    // Mine 400 more blocks where everything is mined every block
182    // Estimates should be below original estimates
183    while (blocknum < 665) {
184        for (int j = 0; j < 10; j++) { // For each fee multiple
185            for (int k = 0; k < 4; k++) { // add 4 fee txs
186                tx.vin[0].prevout.n = 10000*blocknum+100*j+k;
187                // These txs are mined in the same block, so there is no need to
188                // retain them in mempool_txs; use a local entry to build block_txs.
189                const CTxMemPoolEntry tx_entry{entry.Fee(feeV[j]).Time(Now<NodeSeconds>()).Height(blocknum).FromTx(tx)};
190                const int64_t virtual_size = GetVirtualTransactionSize(*MakeTransactionRef(tx));
191                const NewMempoolTransactionInfo tx_info{NewMempoolTransactionInfo(MakeTransactionRef(tx),
192                                                                                  feeV[j],
193                                                                                  virtual_size,
194                                                                                  entry.nHeight,
195                                                                                  /*mempool_limit_bypassed=*/false,
196                                                                                  /*submitted_in_package=*/false,
197                                                                                  /*chainstate_is_current=*/true,
198                                                                                  /*has_no_mempool_parents=*/true)};
199
200                feeEst.processTransaction(tx_info);
201                block_txs.emplace_back(tx_entry);
202            }
203        }
204
205        feeEst.processBlock(block_txs, ++blocknum);
206        block_txs.clear();
207    }
208    BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0));
209    for (int i = 2; i < 9; i++) { // At 9, the original estimate was already at the bottom (b/c scale = 2)
210        BOOST_CHECK(feeEst.estimateFee(i).GetFeePerK() < origFeeEst[i-1] - deltaFee);
211    }
212}
213
214BOOST_AUTO_TEST_SUITE_END()
215

src/wallet/receive.cpp

src/wallet/coinselection.cpp

src/consensus/validation.h

src/primitives/transaction.cpp

src/script/descriptor.cpp

src/bitcoin-cli.cpp

src/rpc/blockchain.cpp

src/rpc/rawtransaction.cpp

src/init.cpp

src/crypto/sha256.cpp

src/consensus/merkle.h

src/consensus/tx_check.h

src/consensus/tx_verify.h

src/policy/feerate.h

src/policy/feerate.cpp

src/primitives/transaction_identifier.h

src/chainparamsbase.h

src/chainparamsbase.cpp

src/util/moneystr.cpp

src/crypto/ripemd160.h

src/crypto/sha1.h

src/crypto/sha512.h

src/crypto/hmac_sha256.h

src/crypto/hmac_sha512.h

src/crypto/hmac_sha256.cpp

src/crypto/hmac_sha512.cpp

src/crypto/hkdf_sha256_32.h

src/crypto/hkdf_sha256_32.cpp

src/support/cleanse.h

src/support/cleanse.cpp

src/crypto/siphash.cpp

src/crypto/muhash.h

src/crypto/chacha20.h

src/crypto/poly1305.h

src/crypto/chacha20poly1305.h

src/crypto/chacha20poly1305.cpp

src/util/chaintype.cpp

src/util/obfuscation.h

src/util/byte_units.h

src/util/overflow.h

src/blockencodings.cpp

src/net_permissions.cpp

src/policy/packages.cpp

src/policy/rbf.cpp

src/policy/truc_policy.cpp

src/policy/ephemeral_policy.cpp

src/policy/settings.cpp

src/policy/policy.cpp

src/node/transaction.cpp

src/node/coin.cpp

src/rpc/client.cpp

src/rpc/external_signer.cpp

src/rpc/request.cpp

src/rpc/server_util.cpp

src/rpc/fees.cpp

src/rpc/output_script.cpp

src/rpc/rawtransaction_util.cpp

src/rpc/rawtransaction_util.h

src/rpc/register.h

src/rpc/request.h

src/rpc/server_util.h

src/rpc/protocol.h

src/rpc/server.h

src/rpc/signmessage.cpp

src/rpc/txoutproof.cpp

src/rpc/util.cpp

src/rpc/util.h

src/wallet/rpc/addresses.cpp

src/wallet/rpc/backup.cpp

src/wallet/rpc/coins.cpp

src/wallet/rpc/encrypt.cpp

src/wallet/rpc/signmessage.cpp

src/wallet/rpc/util.cpp

src/wallet/rpc/util.h

src/wallet/coincontrol.cpp

src/wallet/coincontrol.h

src/wallet/context.cpp

src/wallet/context.h

src/wallet/crypter.cpp

src/wallet/crypter.h

src/wallet/db.cpp

src/wallet/export.cpp

src/wallet/external_signer_scriptpubkeyman.cpp

src/wallet/rpc/spend.cpp

src/wallet/rpc/transactions.cpp

src/wallet/rpc/wallet.cpp

src/wallet/feebumper.cpp

src/wallet/feebumper.h

src/index/base.h

src/index/base.cpp

src/index/txindex.h

src/index/txindex.cpp

src/index/txindex_key.h

src/index/txospenderindex.h

src/index/txospenderindex.cpp

src/index/blockfilterindex.h

src/index/blockfilterindex.cpp

src/index/coinstatsindex.h

src/index/coinstatsindex.cpp

src/index/db_key.h

src/index/disktxpos.h

src/kernel/chain.cpp

src/kernel/chain.h

src/kernel/checks.cpp

src/kernel/checks.h

src/kernel/context.cpp

src/kernel/context.h

src/kernel/cs_main.cpp

src/kernel/cs_main.h

src/kernel/disconnected_transactions.cpp

src/kernel/disconnected_transactions.h

src/kernel/mempool_removal_reason.cpp

src/kernel/mempool_removal_reason.h

src/kernel/coinstats.cpp

src/kernel/coinstats.h

src/kernel/chainparams.cpp

src/kernel/chainparams.h

src/wallet/sqlite.cpp

src/wallet/sqlite.h

src/wallet/transaction.cpp

src/wallet/transaction.h

src/wallet/dump.cpp

src/wallet/dump.h

src/wallet/init.cpp

src/wallet/walletutil.cpp

src/wallet/walletutil.h

src/wallet/wallettool.cpp

src/wallet/wallettool.h

src/wallet/export.h

src/wallet/migrate.cpp

src/wallet/migrate.h

src/wallet/db.h

src/wallet/walletdb.cpp

src/wallet/interfaces.cpp

src/wallet/scriptpubkeyman.cpp

src/wallet/scriptpubkeyman.h

src/kernel/bitcoinkernel.cpp

src/kernel/bitcoinkernel.h

src/kernel/bitcoinkernel_wrapper.h

src/node/chainstate.cpp

src/node/chainstate.h

src/node/blockstorage.cpp

src/node/blockstorage.h

src/node/mempool_persist.cpp

src/node/mempool_persist.h

src/node/utxo_snapshot.cpp

src/node/utxo_snapshot.h

src/node/kernel_notifications.cpp

src/node/kernel_notifications.h

src/node/blockmanager_args.cpp

src/kernel/blockmanager_opts.h

src/util/expected.cpp

src/policy/settings.h

src/util/types.h

src/kernel/messagestartchars.h

src/kernel/warning.h

src/util/exception.h

src/common/license_info.h

src/node/coins_view_args.h

src/node/database_args.h

src/util/batchpriority.h

src/util/ui_change_type.h

src/node/coins_view_args.cpp

src/node/peerman_args.h

src/util/serfloat.h

src/node/blockmanager_args.h

src/node/database_args.cpp

src/util/overloaded.h

src/interfaces/types.h

src/node/chainstatemanager_args.h

src/node/minisketchwrapper.h

src/util/macros.h

src/util/syserror.h

src/common/run_command.h

src/util/bytevectorhash.cpp

src/node/mempool_persist_args.cpp

src/util/exec.h

src/util/rbf.h

src/crypto/hex_base.h

src/node/mempool_persist_args.h

src/interfaces/echo.h

src/util/any.h

src/util/batchpriority.cpp

src/util/threadnames.h

src/node/coin.h

src/node/mempool_args.h

src/util/asmap.h

src/util/bytevectorhash.h

src/node/context.cpp

src/util/insert.h

src/util/readwritefile.h

src/node/peerman_args.cpp

src/node/interface_ui.cpp

src/interfaces/handler.h

src/node/mining_args.h

src/util/hasher.cpp

src/common/init.h

src/kernel/mempool_limits.h

src/common/system.h

src/crypto/sha3.h

src/util/threadinterrupt.cpp

src/node/protocol_version.h

src/util/exception.cpp

src/common/messages.h

src/node/connection_types.cpp

src/util/bip32.h

src/common/license_info.cpp

src/util/stdmutex.h

src/common/run_command.cpp

src/util/check.cpp

src/util/golombrice.h

src/node/types.h

src/node/timeoffsets.h

src/util/readwritefile.cpp

src/util/fastrange.h

src/util/signalinterrupt.h

src/util/task_runner.h

src/util/syserror.cpp

src/common/interfaces.cpp

src/common/types.h

src/util/threadinterrupt.h

src/kernel/chainstatemanager_opts.h

src/node/psbt.h

src/policy/ephemeral_policy.h

src/util/trace.h

src/common/url.cpp

src/kernel/mempool_options.h

src/util/serfloat.cpp

src/kernel/notifications_interface.h

src/node/timeoffsets.cpp

src/node/warnings.cpp

src/util/hash_type.h

src/crypto/hex_base.cpp

src/node/eviction.h

src/util/tokenbucket.h

src/crypto/aes.h

src/common/pcp.h

src/util/feefrac.cpp

src/node/transaction.h

src/util/threadnames.cpp

src/common/signmessage.h

src/util/exec.cpp

src/util/signalinterrupt.cpp

src/clientversion.cpp

src/common/signmessage.cpp

src/compat/assumptions.h

src/compat/byteswap.h

src/deploymentinfo.cpp

src/deploymentinfo.h

src/deploymentstatus.cpp

src/deploymentstatus.h

src/dummywallet.cpp

src/external_signer.h

src/init/bitcoin-gui.cpp

src/init/bitcoin-node.cpp

src/init/bitcoin-qt.cpp

src/init/bitcoin-wallet.cpp

src/init/bitcoind.cpp

src/init/common.h

src/interfaces/init.h

src/interfaces/ipc.h

src/key_io.h

src/logging/categories.h

src/logging/timer.h

src/mapport.h

src/musig.h

src/net_permissions.h

src/netgroup.h

src/netmessagemaker.h

src/node/chainstatemanager_args.cpp

src/node/connection_types.h

src/node/context.h

src/node/interface_ui.h

src/node/mempool_args.cpp

src/node/mining_args.cpp

src/node/minisketchwrapper.cpp

src/node/txreconciliation.h

src/policy/fees/estimator_args.cpp

src/policy/fees/estimator_args.h

src/policy/fees/estimator_man.cpp

src/policy/fees/estimator_man.h

src/policy/packages.h

src/policy/rbf.h

src/policy/truc_policy.h

src/pow.h

src/primitives/block.cpp

src/randomenv.h

src/rest.h

src/script/keyorigin.h

src/script/parsing.cpp

src/script/parsing.h

src/script/script_error.h

src/script/sigcache.cpp

src/script/sigcache.h

src/script/solver.h

src/script/verify_flags.h

src/semaphore_grant.h

src/signet.h

src/span.h

src/support/allocators/secure.h

src/support/allocators/zeroafterfree.h

src/util/tokenpipe.cpp

src/util/translation.h

src/util/vector.h

src/versionbits.h

src/versionbits_impl.h

src/wallet/external_signer_scriptpubkeyman.h

src/wallet/fees.h

src/wallet/load.h

src/wallet/receive.h

src/wallet/rpc/wallet.h

src/wallet/types.h

src/walletinitinterface.h

src/zmq/zmqabstractnotifier.cpp

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