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264 lines
12 KiB
264 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 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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