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tests: Calculate fees more similarly to CFeeRate::GetFee

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Because of floating point precision issues, not all of the rounding done
is always correct. To fix this, the fee calculation for
assert_fee_amount is changed to better reflect how CFeeRate::GetFee does
it.

First the feerate is converted to an int representing sat/kvb. Then this
is multiplied by the transaction size, divivided by 1000, and rounded up
to the nearest sat. The result is then converted back to BTC (divided by
1e8) and then rounded down to the nearest sat to avoid precision errors.
This commit is contained in:
Andrew Chow 2021-10-08 13:57:48 -04:00
parent ce2cc44afd
commit 80dc829be7
1 changed files with 15 additions and 3 deletions
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18
test/functional/test_framework/util.py
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@ -36,12 +36,12 @@ def assert_approx(v, vexp, vspan=0.00001):
def assert_fee_amount(fee, tx_size, feerate_BTC_kvB):
"""Assert the fee is in range."""
feerate_BTC_vB = feerate_BTC_kvB / 1000
target_fee = satoshi_round(tx_size * feerate_BTC_vB)
target_fee = get_fee(tx_size, feerate_BTC_kvB)
if fee < target_fee:
raise AssertionError("Fee of %s BTC too low! (Should be %s BTC)" % (str(fee), str(target_fee)))
# allow the wallet's estimation to be at most 2 bytes off
if fee > (tx_size + 2) * feerate_BTC_vB:
high_fee = get_fee(tx_size + 2, feerate_BTC_kvB)
if fee > high_fee:
raise AssertionError("Fee of %s BTC too high! (Should be %s BTC)" % (str(fee), str(target_fee)))
@ -218,6 +218,18 @@ def str_to_b64str(string):
return b64encode(string.encode('utf-8')).decode('ascii')
def ceildiv(a, b):
"""Divide 2 ints and round up to next int rather than round down"""
return -(-a // b)
def get_fee(tx_size, feerate_btc_kvb):
"""Calculate the fee in BTC given a feerate is BTC/kvB. Reflects CFeeRate::GetFee"""
feerate_sat_kvb = int(feerate_btc_kvb * Decimal(1e8)) # Fee in sat/kvb as an int to avoid float precision errors
target_fee_sat = ceildiv(feerate_sat_kvb * tx_size, 1000) # Round calculated fee up to nearest sat
return satoshi_round(target_fee_sat / Decimal(1e8)) # Truncate BTC result to nearest sat
def satoshi_round(amount):
return Decimal(amount).quantize(Decimal('0.00000001'), rounding=ROUND_DOWN)