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Stable release v32.1bitcoin/bitcoin · f0de87f04062 ↗3,020 source files · 47.5 MB stored on the server440 file guides

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1#!/usr/bin/env python3
2# Copyright (c) 2014-present The Bitcoin Core developers
3# Distributed under the MIT software license, see the accompanying
4# file COPYING or http://www.opensource.org/licenses/mit-license.php.
5"""Test fee estimation code."""
6from copy import deepcopy
7from decimal import Decimal, ROUND_DOWN
8import os
9import random
10import shutil
11import time
12
13from test_framework.messages import (
14    COIN,
15    DEFAULT_BLOCK_RESERVED_WEIGHT,
16    MAX_BLOCK_WEIGHT,
17    WITNESS_SCALE_FACTOR,
18)
19from test_framework.script import (
20    CScript,
21    OP_TRUE,
22)
23from test_framework.test_framework import BitcoinTestFramework
24from test_framework.util import (
25    assert_not_equal,
26    assert_equal,
27    assert_greater_than,
28    assert_greater_than_or_equal,
29    assert_raises_rpc_error,
30    satoshi_round,
31)
32from test_framework.wallet import MiniWallet
33
34MAX_FILE_AGE = 60
35SECONDS_PER_HOUR = 60 * 60
36MIN_BUCKET_FEERATE = Decimal(100) / Decimal(COIN)
37TXS_COUNT = 24
38MEMPOOL_HEALTH_WINDOW = 6
39BLOCK_POLICY_ESTIMATOR_ERROR = "Insufficient data or no feerate found"
40BLOCK_POLICY_ESTIMATOR_FILE_PATH = "fees/block_policy_estimates.dat"
41
42def small_txpuzzle_randfee(
43    wallet, from_node, conflist, unconflist, amount, min_fee, fee_increment, batch_reqs
44):
45    """Create and send a transaction with a random fee using MiniWallet.
46
47    The function takes a list of confirmed outputs and unconfirmed outputs
48    and attempts to use the confirmed list first for its inputs.
49    It adds the newly created outputs to the unconfirmed list.
50    Returns (raw transaction, fee)."""
51
52    # It's best to exponentially distribute our random fees
53    # because the buckets are exponentially spaced.
54    # Exponentially distributed from 1-128 * fee_increment
55    rand_fee = float(fee_increment) * (1.1892 ** random.randint(0, 28))
56    # Total fee ranges from min_fee to min_fee + 127*fee_increment
57    fee = min_fee - fee_increment + satoshi_round(rand_fee, rounding=ROUND_DOWN)
58    utxos_to_spend = []
59    total_in = Decimal("0.00000000")
60    while total_in <= (amount + fee) and len(conflist) > 0:
61        t = conflist.pop(0)
62        total_in += t["value"]
63        utxos_to_spend.append(t)
64    while total_in <= (amount + fee) and len(unconflist) > 0:
65        t = unconflist.pop(0)
66        total_in += t["value"]
67        utxos_to_spend.append(t)
68    if total_in <= amount + fee:
69        raise RuntimeError(f"Insufficient funds: need {amount + fee}, have {total_in}")
70    tx = wallet.create_self_transfer_multi(
71        utxos_to_spend=utxos_to_spend,
72        fee_per_output=0,
73    )["tx"]
74    tx.vout[0].nValue = int((total_in - amount - fee) * COIN)
75    tx.vout.append(deepcopy(tx.vout[0]))
76    tx.vout[1].nValue = int(amount * COIN)
77    txid = tx.txid_hex
78    tx_hex = tx.serialize().hex()
79
80    batch_reqs.append(from_node.sendrawtransaction.get_request(hexstring=tx_hex, maxfeerate=0))
81    unconflist.append({"txid": txid, "vout": 0, "value": total_in - amount - fee})
82    unconflist.append({"txid": txid, "vout": 1, "value": amount})
83
84    return (tx.get_vsize(), fee)
85
86
87def check_raw_estimates(node, fees_seen):
88    """Call estimaterawfee and verify that the estimates meet certain invariants."""
89
90    delta = 1.0e-6  # account for rounding error
91    for i in range(1, 26):
92        for _, e in node.estimaterawfee(i).items():
93            feerate = float(e["feerate"])
94            assert_greater_than(feerate, 0)
95
96            if feerate + delta < min(fees_seen) or feerate - delta > max(fees_seen):
97                raise AssertionError(
98                    f"Estimated fee ({feerate}) out of range ({min(fees_seen)},{max(fees_seen)})"
99                )
100
101
102def check_smart_estimates(node, fees_seen):
103    """Call estimatesmartfee and verify that the estimates meet certain invariants."""
104
105    delta = 1.0e-6  # account for rounding error
106    all_smart_estimates = [node.estimatesmartfee(i, "economical", {"fee_rate_estimator": "block_policy"}) for i in range(1, 26)]
107    mempoolMinFee = node.getmempoolinfo()["mempoolminfee"]
108    minRelaytxFee = node.getmempoolinfo()["minrelaytxfee"]
109    feerate_ceiling = max(max(fees_seen), float(mempoolMinFee), float(minRelaytxFee))
110    last_feerate = feerate_ceiling
111    for i, e in enumerate(all_smart_estimates):  # estimate is for i+1
112        feerate = float(e["feerate"])
113        assert_greater_than(feerate, 0)
114        assert_greater_than_or_equal(feerate, float(mempoolMinFee))
115        assert_greater_than_or_equal(feerate, float(minRelaytxFee))
116
117        if feerate + delta < min(fees_seen) or feerate - delta > feerate_ceiling:
118            raise AssertionError(
119                f"Estimated fee ({feerate}) out of range ({min(fees_seen)},{feerate_ceiling})"
120            )
121        if feerate - delta > last_feerate:
122            raise AssertionError(
123                f"Estimated fee ({feerate}) larger than last fee ({last_feerate}) for lower number of confirms"
124            )
125        last_feerate = feerate
126
127        if i == 0:
128            assert_equal(e["blocks"], 2)
129        else:
130            assert_greater_than_or_equal(i + 1, e["blocks"])
131
132
133def check_estimates(node, fees_seen):
134    check_raw_estimates(node, fees_seen)
135    check_smart_estimates(node, fees_seen)
136
137
138def make_tx(wallet, utxo, feerate, target_vsize=0):
139    """Create a 1in-1out transaction with a specific input and feerate (sat/vb)."""
140    return wallet.create_self_transfer(
141        utxo_to_spend=utxo,
142        fee_rate=Decimal(feerate * 1000) / COIN,
143        target_vsize=target_vsize,
144    )
145
146def check_fee_estimates_btw_modes(node, expected_conservative, expected_economical):
147    fee_est_conservative = node.estimatesmartfee(1, "conservative", {"fee_rate_estimator": "block_policy"})['feerate']
148    fee_est_economical = node.estimatesmartfee(1, "economical", {"fee_rate_estimator": "block_policy"})['feerate']
149    # Omit estimate_mode to check that the default mode is economical.
150    fee_est_default = node.estimatesmartfee(1, options={"fee_rate_estimator": "block_policy"})['feerate']
151    assert_equal(fee_est_conservative, expected_conservative)
152    assert_equal(fee_est_economical, expected_economical)
153    assert_equal(fee_est_default, expected_economical)
154
155def verify_estimate_response(estimate, feerate, errors):
156    if feerate is not None:
157        assert_equal(estimate["feerate"], feerate)
158    if errors:
159        assert all(err in estimate["errors"] for err in errors)
160    else:
161        assert "errors" not in estimate
162
163
164class EstimateFeeTest(BitcoinTestFramework):
165    def set_test_params(self):
166        self.num_nodes = 3
167        # whitelist peers to speed up tx relay / mempool sync
168        self.noban_tx_relay = True
169        self.extra_args = [
170            [],
171            ["-blockmaxweight=72000"],
172            ["-blockmaxweight=36000"],
173        ]
174
175    def setup_network(self):
176        """
177        We'll setup the network to have 3 nodes that all mine with different parameters.
178        But first we need to use one node to create a lot of outputs
179        which we will use to generate our transactions.
180        """
181        self.add_nodes(3, extra_args=self.extra_args)
182        # Use node0 to mine blocks for input splitting
183        # Node1 mines small blocks but that are bigger than the expected transaction rate.
184        # NOTE: the CreateNewBlock code starts counting block weight at 4,000 weight,
185        # (68k weight is room enough for 120 or so transactions)
186        # Node2 is a stingy miner, that
187        # produces too small blocks (room for only 55 or so transactions)
188
189    def update_utxo(self, mined):
190        # update which txouts are confirmed
191            newmem = []
192            for utx in self.memutxo:
193                if utx["txid"] in mined:
194                    self.confutxo.append(utx)
195                else:
196                    newmem.append(utx)
197            self.memutxo = newmem
198
199    def transact_and_mine(self, numblocks, mining_node):
200        min_fee = MIN_BUCKET_FEERATE
201        # We will now mine numblocks blocks generating on average 100 transactions between each block
202        # We shuffle our confirmed txout set before each set of transactions
203        # small_txpuzzle_randfee will use the transactions that have inputs already in the chain when possible
204        # resorting to tx's that depend on the mempool when those run out
205        for _ in range(numblocks):
206            random.shuffle(self.confutxo)
207            batch_sendtx_reqs = []
208            for _ in range(random.randrange(100 - 50, 100 + 50)):
209                from_index = random.randint(1, 2)
210                (tx_bytes, fee) = small_txpuzzle_randfee(
211                    self.wallet,
212                    self.nodes[from_index],
213                    self.confutxo,
214                    self.memutxo,
215                    Decimal("0.005"),
216                    min_fee,
217                    min_fee,
218                    batch_sendtx_reqs,
219                )
220                tx_kbytes = tx_bytes / 1000.0
221                self.fees_per_kb.append(float(fee) / tx_kbytes)
222            for node in self.nodes:
223                node.batch(batch_sendtx_reqs)
224            self.sync_mempools(wait=0.1)
225            mined = mining_node.getblock(self.generate(mining_node, 1)[0], True)["tx"]
226            self.update_utxo(mined)
227
228    def initial_split(self, node):
229        """Split two coinbase UTxOs into many small coins"""
230        self.confutxo = self.wallet.send_self_transfer_multi(
231            from_node=node,
232            utxos_to_spend=[self.wallet.get_utxo() for _ in range(2)],
233            num_outputs=2048)['new_utxos']
234        while len(node.getrawmempool()) > 0:
235            self.generate(node, 1, sync_fun=self.no_op)
236
237    def sanity_check_estimates_range(self):
238        """Populate estimation buckets, assert estimates are in a sane range and
239        are strictly increasing as the target decreases."""
240        self.fees_per_kb = []
241        self.memutxo = []
242        self.log.info("Will output estimates for 1/2/3/6/15/25 blocks")
243
244        for _ in range(2):
245            self.log.info(
246                "Creating transactions and mining them with a block size that can't keep up"
247            )
248            # Create transactions and mine 10 small blocks with node 2, but create txs faster than we can mine
249            self.transact_and_mine(10, self.nodes[2])
250            check_estimates(self.nodes[1], self.fees_per_kb)

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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