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faf87c3535
Using SetMockTime in tests is problematic, because it often requires verbose calls to `SetMockTime(GetTime<std::chrono::seconds>() + offset)`. Also, it requires manual `SetMockTime(0);` at the end. Fix both issues by using FakeNodeClock.
344 lines
17 KiB
C++
344 lines
17 KiB
C++
// Copyright (c) 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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#include <kernel/mempool_entry.h>
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#include <policy/fees/estimator_args.h>
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#include <policy/fees/mempool_estimator.h>
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#include <policy/policy.h>
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#include <primitives/block.h>
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#include <random.h>
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#include <test/util/setup_common.h>
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#include <test/util/txmempool.h>
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#include <txmempool.h>
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#include <uint256.h>
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#include <util/feefrac.h>
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#include <util/fees.h>
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#include <util/time.h>
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#include <validation.h>
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#include <boost/test/unit_test.hpp>
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#include <string>
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BOOST_FIXTURE_TEST_SUITE(mempool_fee_estimator_tests, TestingSetup)
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static inline CTransactionRef MakeRandomTx()
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{
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auto rng = FastRandomContext();
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auto tx = CMutableTransaction();
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tx.vin.resize(1);
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tx.vout.resize(1);
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tx.vin[0].prevout.hash = Txid::FromUint256(rng.rand256());
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tx.vin[0].prevout.n = 0;
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tx.vin[0].scriptSig << OP_TRUE;
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tx.vout[0].scriptPubKey = CScript() << OP_TRUE;
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tx.vout[0].nValue = COIN;
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return MakeTransactionRef(tx);
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}
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void AddRemovedBlock(MemPoolFeeRateEstimator& fee_est,
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int32_t removed_txs_weight,
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int32_t block_txs_weight,
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unsigned int& height)
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{
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auto block = std::make_shared<CBlock>();
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std::vector<RemovedMempoolTransactionInfo> removed_txs;
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TestMemPoolEntryHelper entry;
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Assert(block_txs_weight >= removed_txs_weight);
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block->vtx.emplace_back(MakeRandomTx()); // Add a coinbase tx
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while (block_txs_weight > 0) {
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auto tx = MakeRandomTx();
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auto tx_weight = GetTransactionWeight(*tx);
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if (block_txs_weight - tx_weight < 0) break;
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block->vtx.emplace_back(tx);
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block_txs_weight -= tx_weight;
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if (removed_txs_weight - tx_weight >= 0) {
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removed_txs.emplace_back(entry.FromTx(tx));
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removed_txs_weight -= tx_weight;
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}
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}
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fee_est.MempoolTxsRemovedForBlock(block, removed_txs, height);
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height += 1;
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}
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BOOST_AUTO_TEST_CASE(calculate_max_weight_percentiles)
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{
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// With no chunks neither percentile can be populated.
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const auto empty = MemPoolFeeRateEstimator::CalculateMaxWeightPercentiles({});
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BOOST_CHECK(empty.p50.IsEmpty());
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BOOST_CHECK(empty.p75.IsEmpty());
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const int32_t chunk_size{10};
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const int32_t individual_tx_vsize = static_cast<int32_t>(DEFAULT_BLOCK_MAX_WEIGHT / WITNESS_SCALE_FACTOR) / chunk_size;
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const FeePerVSize super_high_fee_rate{500 * individual_tx_vsize, individual_tx_vsize};
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const FeePerVSize high_fee_rate{100 * individual_tx_vsize, individual_tx_vsize};
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const FeePerVSize medium_fee_rate{50 * individual_tx_vsize, individual_tx_vsize};
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const FeePerVSize low_fee_rate{10 * individual_tx_vsize, individual_tx_vsize};
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std::vector<FeePerVSize> chunk_feerates;
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chunk_feerates.reserve(chunk_size);
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for (int i = 0; i < chunk_size; ++i) {
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if (i < 3) {
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chunk_feerates.emplace_back(super_high_fee_rate);
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} else if (i < 5) {
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chunk_feerates.emplace_back(high_fee_rate);
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} else if (i < 8) {
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chunk_feerates.emplace_back(medium_fee_rate);
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// Once 50% coverage is reached but 75% is not, only the p50 (conservative)
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// percentile is populated; p75 (economical) is left empty for the caller to floor.
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if (i < 7) {
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const auto partial = MemPoolFeeRateEstimator::CalculateMaxWeightPercentiles(chunk_feerates);
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BOOST_CHECK_EQUAL(partial.p50.fee, high_fee_rate.fee);
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BOOST_CHECK_EQUAL(partial.p50.size, high_fee_rate.size);
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BOOST_CHECK(partial.p75.IsEmpty());
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}
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} else {
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chunk_feerates.emplace_back(low_fee_rate);
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}
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}
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const auto percentiles = MemPoolFeeRateEstimator::CalculateMaxWeightPercentiles(chunk_feerates);
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BOOST_CHECK_EQUAL(percentiles.p50.fee, high_fee_rate.fee);
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BOOST_CHECK_EQUAL(percentiles.p50.size, high_fee_rate.size);
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BOOST_CHECK_EQUAL(percentiles.p75.fee, medium_fee_rate.fee);
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BOOST_CHECK_EQUAL(percentiles.p75.size, medium_fee_rate.size);
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BOOST_CHECK(ByRatio{percentiles.p50} > ByRatio{percentiles.p75});
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}
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BOOST_AUTO_TEST_CASE(mempool_fee_rate_estimator_cache)
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{
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FakeNodeClock clock{};
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MemPoolFeeRateEstimatorCache cache;
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const uint256 tip_hash{uint256::ONE};
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const uint256 next_tip_hash{uint256{2}};
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const FeePerVSize conservative{2, 1};
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const FeePerVSize economical{1, 1};
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BOOST_CHECK(cache.IsStale());
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BOOST_CHECK(!cache.GetCachedEstimate(tip_hash));
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cache.Update(conservative, economical, tip_hash);
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BOOST_CHECK(!cache.IsStale());
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const auto cached{cache.GetCachedEstimate(tip_hash)};
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BOOST_REQUIRE(cached);
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BOOST_CHECK(cached->m_conservative == conservative);
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BOOST_CHECK(cached->m_economical == economical);
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BOOST_CHECK(!cache.GetCachedEstimate(next_tip_hash));
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clock += CACHE_LIFE + std::chrono::seconds{1};
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BOOST_CHECK(cache.IsStale());
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BOOST_CHECK(!cache.GetCachedEstimate(tip_hash));
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}
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BOOST_AUTO_TEST_CASE(MempoolFeeRateEstimator)
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{
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auto mempool_estimator = MemPoolFeeRateEstimator(MempoolPolicyEstimatorPath(*m_node.args), *m_node.mempool, *m_node.chainman);
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BOOST_CHECK_EQUAL(mempool_estimator.MaximumTarget(), MEMPOOL_FEE_ESTIMATOR_MAX_TARGET);
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// Before the mempool has finished loading, no estimate is available.
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{
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const std::string unloaded_err = strprintf("%s: Mempool not loaded yet, no fee rate estimate available",
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FeeRateEstimatorTypeToString(FeeRateEstimatorType::MEMPOOL_POLICY));
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const auto result = mempool_estimator.EstimateFeeRate(/*conservative=*/true);
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BOOST_CHECK(!result);
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BOOST_CHECK_EQUAL(result.error().reason, unloaded_err);
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}
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m_node.mempool->SetLoadTried(true);
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BOOST_CHECK(!mempool_estimator.IsMempoolHealthy());
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BOOST_CHECK(mempool_estimator.GetMempoolHealth() == MemPoolFeeRateEstimator::MempoolHealth::INSUFFICIENT_DATA);
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{
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const auto result = mempool_estimator.EstimateFeeRate(/*conservative=*/true);
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const std::string insufficient_err{strprintf("%s: Not enough recent block data for fee rate estimation",
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FeeRateEstimatorTypeToString(FeeRateEstimatorType::MEMPOOL_POLICY))};
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BOOST_CHECK(!result);
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BOOST_CHECK_EQUAL(result.error().reason, insufficient_err);
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}
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{
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MemPoolFeeRateEstimator custom_mempool_estimator{
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MempoolPolicyEstimatorPath(*m_node.args), *m_node.mempool, *m_node.chainman};
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unsigned int custom_height{100};
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for (size_t block_count{1}; block_count < MEMPOOL_HEALTH_WINDOW_BLOCKS; ++block_count) {
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AddRemovedBlock(custom_mempool_estimator,
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/*removed_txs_weight=*/0,
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/*block_txs_weight=*/0,
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custom_height);
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BOOST_CHECK(!custom_mempool_estimator.IsMempoolHealthy());
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}
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{
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const int64_t low_activity_weight{1000};
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AddRemovedBlock(custom_mempool_estimator, low_activity_weight / 2, low_activity_weight, custom_height);
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}
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// Below one block worth of total activity across the full window, even
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// poor coverage in the only non-empty block is too noisy to reject the
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// mempool as unhealthy.
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BOOST_CHECK(custom_mempool_estimator.IsMempoolHealthy());
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}
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size_t block_count = 1;
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const int64_t weight{DEFAULT_BLOCK_MAX_WEIGHT / 2};
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unsigned int height = 100;
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// Equal weight
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while (block_count <= MEMPOOL_HEALTH_WINDOW_BLOCKS) {
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AddRemovedBlock(mempool_estimator, weight, weight, height);
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if (block_count < MEMPOOL_HEALTH_WINDOW_BLOCKS) {
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BOOST_CHECK(!mempool_estimator.IsMempoolHealthy());
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}
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block_count += 1;
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}
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// Total txs weight ~11999k WU (~3.0 blocks), removed txs ~11999k WU (~3.0 blocks); coverage = 100%.
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BOOST_CHECK(mempool_estimator.IsMempoolHealthy());
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// Adding a single underrepresented block will not make the mempool unhealthy
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// while the window coverage remains above the threshold.
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AddRemovedBlock(mempool_estimator, weight / 2, weight, height);
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// Total txs weight ~11999k WU (~3.0 blocks), removed txs ~10999k WU (~2.75 blocks); coverage = ~92%.
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BOOST_CHECK(mempool_estimator.IsMempoolHealthy());
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// Empty block
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// Total txs weight ~9999k WU (~2.5 blocks), removed txs ~8999k WU (~2.25 blocks); coverage = 90%.
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AddRemovedBlock(mempool_estimator, 0, 0, height);
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BOOST_CHECK(mempool_estimator.IsMempoolHealthy());
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// Total txs weight ~9999k WU (~2.5 blocks), removed txs ~7999k WU (~2.0 blocks); coverage = 80%.
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AddRemovedBlock(mempool_estimator, weight / 2, weight, height);
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BOOST_CHECK(mempool_estimator.IsMempoolHealthy());
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// Total txs weight ~9999k WU (~2.5 blocks), removed txs ~7000k WU (~1.75 blocks); coverage = 70%.
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AddRemovedBlock(mempool_estimator, weight / 2, weight, height);
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BOOST_CHECK(!mempool_estimator.IsMempoolHealthy());
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block_count = 1;
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while (block_count <= 3) {
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AddRemovedBlock(mempool_estimator, weight, weight, height);
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if (block_count < 3) {
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BOOST_CHECK(!mempool_estimator.IsMempoolHealthy());
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}
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block_count += 1;
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}
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// Total txs weight ~9999k WU (~2.5 blocks), removed txs ~7999k WU (~2.0 blocks); coverage = 80%.
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BOOST_CHECK(mempool_estimator.IsMempoolHealthy());
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// Reorg out and replace the last block. Replacing the tip block should keep a full
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// healthy window when the replacement block has good mempool representation.
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height -= 1;
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AddRemovedBlock(mempool_estimator, weight, weight, height);
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BOOST_CHECK(mempool_estimator.IsMempoolHealthy());
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// Reorg out the last two blocks. The estimator should discard the stale suffix,
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// become temporarily unhealthy due to having fewer than MEMPOOL_HEALTH_WINDOW_BLOCKS stats,
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// then recover after the replacement chain catches up.
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height -= 2;
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AddRemovedBlock(mempool_estimator, weight, weight, height);
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BOOST_CHECK(!mempool_estimator.IsMempoolHealthy());
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AddRemovedBlock(mempool_estimator, weight, weight, height);
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BOOST_CHECK(mempool_estimator.IsMempoolHealthy());
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// A forward height gap (e.g. stale persisted stats after an unclean shutdown
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// while the chain advanced) resets the tracked window entirely; the estimator
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// stays unhealthy until a full window of contiguous blocks is seen again.
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height += 3;
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AddRemovedBlock(mempool_estimator, weight, weight, height);
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BOOST_CHECK(!mempool_estimator.IsMempoolHealthy());
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for (size_t i = 1; i < MEMPOOL_HEALTH_WINDOW_BLOCKS; ++i) {
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AddRemovedBlock(mempool_estimator, weight, weight, height);
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if (i < MEMPOOL_HEALTH_WINDOW_BLOCKS - 1) {
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BOOST_CHECK(!mempool_estimator.IsMempoolHealthy());
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}
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}
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BOOST_CHECK(mempool_estimator.IsMempoolHealthy());
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{
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LOCK(m_node.mempool->cs);
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BOOST_CHECK_EQUAL(m_node.mempool->GetTotalTxSize(), 0);
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}
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// With an empty mempool there is nothing to build a feerate estimate from, so both
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// estimates fall back to the floor fee rate: the higher of the minimum relay fee rate
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// and the current mempool minimum fee rate.
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const FeePerVSize floor{std::max(m_node.mempool->m_opts.min_relay_feerate, m_node.mempool->GetMinFee()).GetFeePerVSize()};
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{
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const auto result = mempool_estimator.EstimateFeeRate(/*conservative=*/true);
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BOOST_REQUIRE(result.has_value());
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BOOST_CHECK(result->feerate == floor);
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BOOST_CHECK(result->feerate_estimator == FeeRateEstimatorType::MEMPOOL_POLICY);
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BOOST_CHECK_EQUAL(result->returned_target, MEMPOOL_FEE_ESTIMATOR_MAX_TARGET);
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// The floor estimate is cached like any other; a second call returns the same value.
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const auto cached_result = mempool_estimator.EstimateFeeRate(/*conservative=*/true);
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BOOST_REQUIRE(cached_result.has_value());
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BOOST_CHECK(cached_result->feerate == floor);
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}
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TestMemPoolEntryHelper entry;
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const auto tx_vsize = entry.FromTx(MakeRandomTx()).GetTxSize();
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const CAmount low_fee{CENT / 3000};
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const CAmount med_fee{CENT / 100};
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const CAmount high_fee{CENT / 10};
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const CAmount very_high_fee{CENT};
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// A mempool that cannot fill 50% of a block leaves both percentiles empty,
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// so both estimate still fall back to the floor.
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{
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// Add high_fee transactions until mempool weight exceeds 25% of DEFAULT_BLOCK_MAX_WEIGHT.
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{
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LOCK2(cs_main, m_node.mempool->cs);
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while ((m_node.mempool->GetTotalTxSize() * WITNESS_SCALE_FACTOR) <= (DEFAULT_BLOCK_MAX_WEIGHT * 25 / 100)) {
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TryAddToMempool(*m_node.mempool, entry.Fee(high_fee).FromTx(MakeRandomTx()));
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}
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}
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// Expire the cached floor estimate so the denser mempool is observed.
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SetMockTime(GetTime<std::chrono::seconds>() + CACHE_LIFE + std::chrono::seconds{1});
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const auto result = mempool_estimator.EstimateFeeRate(/*conservative=*/true);
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BOOST_REQUIRE(result.has_value());
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BOOST_CHECK(result->feerate == floor);
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}
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// A mempool that fills 50% of a block but not 75% has a conservative (p50)
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// estimate, while the economical (p75) estimate falls back to the floor.
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{
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// Add med_fee transactions until mempool weight exceeds 50% of DEFAULT_BLOCK_MAX_WEIGHT.
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{
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LOCK2(cs_main, m_node.mempool->cs);
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while ((m_node.mempool->GetTotalTxSize() * WITNESS_SCALE_FACTOR) <= (DEFAULT_BLOCK_MAX_WEIGHT * 50 / 100)) {
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TryAddToMempool(*m_node.mempool, entry.Fee(med_fee).FromTx(MakeRandomTx()));
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}
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}
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SetMockTime(GetTime<std::chrono::seconds>() + CACHE_LIFE + std::chrono::seconds{1});
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const auto conservative = mempool_estimator.EstimateFeeRate(/*conservative=*/true);
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const auto economical = mempool_estimator.EstimateFeeRate(/*conservative=*/false);
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BOOST_REQUIRE(conservative.has_value());
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BOOST_REQUIRE(economical.has_value());
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BOOST_CHECK(conservative->feerate == FeeFrac(med_fee, tx_vsize));
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BOOST_CHECK(economical->feerate == floor);
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}
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// Mempool transactions are enough to provide both feerate estimates.
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{
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// Add low_fee transactions until mempool transactions weight
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// is enough to reach the 75% coverage requirement
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{
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LOCK2(cs_main, m_node.mempool->cs);
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while ((m_node.mempool->GetTotalTxSize() * WITNESS_SCALE_FACTOR) <= (DEFAULT_BLOCK_MAX_WEIGHT * 75 / 100)) {
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TryAddToMempool(*m_node.mempool, entry.Fee(low_fee).FromTx(MakeRandomTx()));
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}
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}
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// Expire the sparse-result cache before expecting the estimator to observe the denser mempool.
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SetMockTime(GetTime<std::chrono::seconds>() + CACHE_LIFE + std::chrono::seconds{1});
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const auto result_conservative = mempool_estimator.EstimateFeeRate(/*conservative=*/true);
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const auto result_economical = mempool_estimator.EstimateFeeRate(/*conservative=*/false);
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BOOST_CHECK(result_conservative.has_value());
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BOOST_CHECK(result_economical.has_value());
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BOOST_CHECK(result_economical->feerate == FeeFrac(low_fee, tx_vsize));
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BOOST_CHECK(result_conservative->feerate == FeeFrac(med_fee, tx_vsize));
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BOOST_CHECK(ByRatio{result_conservative->feerate} > ByRatio{result_economical->feerate});
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BOOST_CHECK(result_conservative->feerate_estimator == FeeRateEstimatorType::MEMPOOL_POLICY);
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BOOST_CHECK(result_economical->feerate_estimator == FeeRateEstimatorType::MEMPOOL_POLICY);
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BOOST_CHECK_EQUAL(result_conservative->returned_target, MEMPOOL_FEE_ESTIMATOR_MAX_TARGET);
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BOOST_CHECK_EQUAL(result_economical->returned_target, MEMPOOL_FEE_ESTIMATOR_MAX_TARGET);
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// Adding another 30% of very-high-fee transactions should change the
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// estimates after recomputation, but not while the cached estimate is fresh.
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{
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LOCK2(cs_main, m_node.mempool->cs);
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while ((m_node.mempool->GetTotalTxSize() * WITNESS_SCALE_FACTOR) <=
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(DEFAULT_BLOCK_MAX_WEIGHT * 105 / 100)) {
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TryAddToMempool(*m_node.mempool, entry.Fee(very_high_fee).FromTx(MakeRandomTx()));
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}
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}
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BOOST_CHECK(mempool_estimator.EstimateFeeRate(/*conservative=*/false).value().feerate == FeeFrac(low_fee, tx_vsize));
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BOOST_CHECK(mempool_estimator.EstimateFeeRate(/*conservative=*/true).value().feerate == FeeFrac(med_fee, tx_vsize));
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// Expire the cache by advancing mock time past CACHE_LIFE so the next call recomputes.
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SetMockTime(GetTime<std::chrono::seconds>() + CACHE_LIFE + std::chrono::seconds{1});
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BOOST_CHECK(mempool_estimator.EstimateFeeRate(/*conservative=*/false).value().feerate == FeeFrac(med_fee, tx_vsize));
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BOOST_CHECK(mempool_estimator.EstimateFeeRate(/*conservative=*/true).value().feerate == FeeFrac(high_fee, tx_vsize));
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}
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}
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BOOST_AUTO_TEST_SUITE_END()
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