7f9c4e2928doc: add release notes (ismaelsadeeq)e18d392689test: add mempool estimator i/o fuzz test (ismaelsadeeq)970f02096dfees: persist mempool policy estimator data (ismaelsadeeq)7dcb37989dfees: move fee_estimates.dat into fees directory (ismaelsadeeq)0db2b69e6drpc: add verbosity option to estimatesmartfee options (ismaelsadeeq)06bb65730efees: gate mempool estimates on recent block coverage (ismaelsadeeq)cfe585df25validation: emit block mempool removal signal from ConnectTip (ismaelsadeeq)0d88558f95fees: return mempool estimates when it's lower than block policy (ismaelsadeeq)693b1351affees: add caching to MemPoolFeeRateEstimator (ismaelsadeeq)c9bb3df29ffees: add MemPoolFeeRateEstimator class (ismaelsadeeq)9cacf677a9rpc: add fee_rate_estimator option to estimatesmartfee (ismaelsadeeq)ba6c61bbddfees: add FeeRateEstimatorManager class (ismaelsadeeq)2cb6b831e0fees: add EstimateFeeRate and MaximumTarget to CBlockPolicyEstimator (ismaelsadeeq)5adb2ab084refactor: test block policy estimator directly (ismaelsadeeq)9c8309a890test: rename policy estimator tests to block policy estimator tests (ismaelsadeeq)e3d5ef1b5ffees: move StringForBlockPolicyEstimateReason to block policy estimator (ismaelsadeeq)74245c20e0fees: split wallet and estimator fee reasons (ismaelsadeeq) Pull request description: This PR is another attempt to fix #27995 using a better approach. For background and motivation, see #27995 and the discussion in the Delving Bitcoin post [Mempool Based Fee Estimation on Bitcoin Core](https://delvingbitcoin.org/t/mempool-based-fee-estimation-on-bitcoin-core/703). This PR is currently limited to using the mempool only to lower what is recommended by the Block Policy Estimator. Accurate and safe fee estimation using the mempool is challenging. There are open questions about how to prevent mempool games that are theoretically possible for miners [(a variant of the Finney attack)](https://delvingbitcoin.org/t/mempool-based-fee-estimation-on-bitcoin-core/703/6). This is one reason this PR uses the mempool only to lower the Block Policy Estimator result. The Block Policy Estimator itself is not gameable in this way, so the combined estimate is not susceptible to this attack increasing the returned feerate. The underlying assumption is that, with the current tools and work done to make RBF and CPFP feasible and reliable (TRUC transaction relay, ephemeral anchors, cluster size 2 package RBF), underestimation is safer than overestimation. We now assume it is relatively easy to fee-bump later if a transaction does not confirm, whereas once a fee is overestimated there is no way to recover from that. Another open question when using the mempool for fee estimation is how to account for incoming transaction inflow. [Bitcoin Augur](https://github.com/block/bitcoin-augur) does this by using past inflow plus a constant expected inflow to predict future inflow. I find this unconvincing for fee estimation and potentially prone to more overestimation, as past conditions are not always representative of the future. See my [review of the Augur fee rate estimator and open questions](https://github.com/block/bitcoin-augur/issues/3). This PR uses a much simpler approach based on current user behavior, similar to the widely used method employed by mempool.space: looking at the top block of the mempool and selecting a percentile feerate depending on whether the user is economical or conservative. Empirical data from both myself and Clara Shikhelman shows that the 75th percentile feerate for economical users and the 50th percentile feerate for conservative users provide positive confirmation guarantees, hence this is what is used in this PR. Parallel research by Rene Pickhardt and his student suggests that using the [average fee per byte of the block template performs well](https://delvingbitcoin.org/t/mempool-based-fee-estimation-on-bitcoin-core/703/12). All of these are constants that can be adjusted. There is parallel work exploring these constants and running benchmarks across fee estimators to find a sweet spot. See also work in LND, the [LND Budget Sweeper](https://delvingbitcoin.org/t/lnds-deadline-aware-budget-sweeper/1512), which applies this idea successfully. Their approach is to estimate fees initially with bitcoind, then increment gradually as the confirmation deadline approaches, using a fixed fee budget. Historical data indicates that this PR's approach can [reduce overestimation quite significantly (~29%)](https://delvingbitcoin.org/t/mempool-based-fee-estimation-on-bitcoin-core/703/8). This is particularly useful in scenarios where the Block Policy Estimator recommends a high feerate while the mempool is empty. <img width="1800" height="1090" alt="56f3ba26c0184521c42bb82ec9d8c9f2224d4f8e" src="https://github.com/user-attachments/assets/c035c40c-8ece-42a7-b290-d29f1ac9bf4d" /> As seen in the image above, there is only one remaining unfixed case: when there is a sudden inflow of transactions and the feerate rises, the Block Policy Estimator takes time to reflect this. In that case, users will continue to see a low feerate estimate until it slowly updates. From the historical data linked above, [this occurs about ~26% of the time](https://delvingbitcoin.org/t/mempool-based-fee-estimation-on-bitcoin-core/703/8). Overall, we observe a **73% success rate with 0% overestimation, and 26% underestimation** with this approach. See https://bitcoincorefeerate.com/stats for recent running stats that have almost identical data. This PR also includes refactors that enable this work. Rather than splitting the PR and implementing changes incrementally, I opted for an end-to-end implementation: ### 1. Refactors * Split the mixed fee reason enum into separate wallet and block policy concepts. The wallet now has a `FeeReason` enum for why the wallet selected a fee rate (`FEE_RATE_ESTIMATOR`, `MEMPOOL_MIN`, `USER_SPECIFIED`, `FALLBACK`, `REQUIRED`), while the Block Policy Estimator uses `BlockPolicyEstimateReason` for its internal threshold details. * Move `StringForBlockPolicyEstimateReason` to the Block Policy Estimator code, keeping the estimator-specific strings with the estimator. * Move detailed Block Policy Estimator logging out of wallet transaction creation and into the estimator path. Wallet transaction creation now logs the selected fee and wallet fee reason instead of leaking estimator internals. * Keep the wallet RPC `fee_reason` field name for compatibility, but update its meaning to report the wallet fee reason instead of the Block Policy Estimator's internal threshold reason. * Rename policy estimator tests and files to block-policy-specific names where appropriate. * Update Block Policy Estimator unit tests to be independent of the mempool and validation interface. ### 2. Introduce Mempool-Based Fee Estimator and Fee Estimator Manager * Introduce `FeeRateEstimation` and `FeeRateEstimationError` as common estimator result types, avoiding new out-parameters for fee estimation results. * Add `FeeRateEstimatorType` to identify the estimator that produced a result. * Add `FeeRateEstimatorManager`, responsible for owning the Block Policy Estimator and Mempool Fee Rate Estimator. * Update the node context to store a `std::unique_ptr` to `FeeRateEstimatorManager` instead of `CBlockPolicyEstimator`. * Update `CBlockPolicyEstimator` to no longer subscribe directly to the validation interface; instead, `FeeRateEstimatorManager` subscribes and forwards relevant notifications. * Add a mempool fee estimator that generates a block template when called, calculates a percentile feerate, and returns the 75th percentile for economical mode or the 50th percentile for conservative mode. * When the selected estimate is below the node's fee floor, `estimatesmartfee` still returns at least the max of `mempoolminfee` and `minrelaytxfee`. * Add caching to the mempool estimator so new estimates are generated at most every 7 seconds while the chain tip is unchanged, assuming enough [transactions have propagated](https://bitcoin.stackexchange.com/questions/125776/how-long-does-it-take-for-a-transaction-to-propagate-through-the-network/125777#125777) to make a meaningful difference. This heuristic will likely be replaced by requesting block templates via the general-purpose block template cache proposed here: https://github.com/bitcoin/bitcoin/issues/33389 * Update `MempoolTransactionsRemovedForBlock` to receive the connected block as well as the transactions removed from the mempool. * Track the weight of block transactions and mempool transactions removed due to block connection after each block connection. This data is tracked for the last 6 mined blocks. A mempool feerate estimate is returned only when the ratio of mempool transaction weight removed due to block connection to block transaction weight is greater than 75% across the tracked window. This heuristic provides rough confidence that the node's mempool matches that of the majority of the hashrate. The 75% threshold is arbitrary and can be adjusted. There is a caveat when transactions in the local mempool are consistently not mined by the network, as described in #27995 (e.g. due to filtering). Accounting for these transactions during fee estimation is not necessary, as they should be evicted from the mempool itself (see #33510). Handling this again within fee estimation would be redundant. * Persist statistics for the 6 most recent mined blocks to `fees/mempool_policy_estimator.dat` during periodic flushes and shutdown, so this data is available after restarts. * Move Block Policy Estimator data from `fee_estimates.dat` to `fees/block_policy_estimates.dat`, migrating the legacy file during startup when needed. * Add `fee_rate_estimator` to the `estimatesmartfee` options object. Supported values are `"none"` (default combined behavior), `"block_policy"` (use only the Block Policy Estimator), and `"mempool_policy"` (use only the Mempool Fee Rate Estimator). Unknown values are treated as `"none"`. * Add `verbosity` to the `estimatesmartfee` options object. With `verbosity >= 2`, the RPC returns recent mempool health statistics. * Expose the selected fee rate estimator in `estimatesmartfee` results when `fee_rate_estimator` is `"none"` and the estimate succeeds. * Add unit, functional, and fuzz test coverage for the new estimator behavior, persistence, RPC options, and estimator I/O. <details> <summary>see example output</summary> ```bash bitcoin-cli estimatesmartfee 1 economical '{"verbosity": 2, "fee_rate_estimator": "none"}' ``` ```json { "feerate": 0.00002133, "estimator": "mempool_policy", "blocks": 2, "mempool_health_statistics": [ { "block_height": 927953, "block_weight": 3991729, "mempool_txs_weight": 3942409 } ] } ``` </details> ACKs for top commit: willcl-ark: reACK7f9c4e2928jsarenik: Approach ACK7f9c4e2Tree-SHA512: c35b423eea0eb34524cf5ad07822c0ab8d53e2ab78965b58c8738044c61c77352184822360ed077a51bfbf83d0226d221e988f7156b1948023707c7e1fb31495
This directory contains integration tests that test bitcoind and its utilities in their entirety. It does not contain unit tests, which can be found in /src/test, /src/wallet/test, etc.
This directory contains the following sets of tests:
- fuzz A runner to execute all fuzz targets from /src/test/fuzz.
- functional which test the functionality of bitcoind and bitcoin-qt by interacting with them through the RPC and P2P interfaces.
- lint which perform various static analysis checks.
The fuzz tests, functional tests and lint scripts can be run as explained in the sections below.
Running tests locally
Before tests can be run locally, Bitcoin Core must be built. See the building instructions for help.
The following examples assume that the build directory is named build.
Fuzz tests
See /doc/fuzzing.md
Functional tests
Dependencies and prerequisites
The ZMQ functional test requires a python ZMQ library. To install it:
- on Unix, run
sudo apt-get install python3-zmq - on mac OS, run
pip3 install pyzmq
The IPC functional test requires a python IPC library. pip3 install pycapnp may work, but if not, install it from source:
git clone -b v2.2.1 https://github.com/capnproto/pycapnp
pip3 install ./pycapnp
If that does not work, try adding -C force-bundled-libcapnp=True to the pip command.
Depending on the system, it may be necessary to install and run in a venv:
python -m venv venv
git clone -b v2.2.1 https://github.com/capnproto/pycapnp
venv/bin/pip3 install ./pycapnp -C force-bundled-libcapnp=True
venv/bin/python3 build/test/functional/interface_ipc.py
The functional tests assume Python UTF-8 Mode, which is the default on most
systems.
On Windows the PYTHONUTF8 environment variable must be set to 1:
set PYTHONUTF8=1
Running the tests
Individual tests can be run by directly calling the test script, e.g.:
build/test/functional/feature_rbf.py
or can be run through the test_runner harness, eg:
build/test/functional/test_runner.py feature_rbf.py
You can run any combination (incl. duplicates) of tests by calling:
build/test/functional/test_runner.py <testname1> <testname2> <testname3> ...
Wildcard test names can be passed, if the paths are coherent and the test runner
is called from a bash shell or similar that does the globbing. For example,
to run all the wallet tests:
build/test/functional/test_runner.py test/functional/wallet*
functional/test_runner.py functional/wallet* # (called from the build/test/ directory)
test_runner.py wallet* # (called from the build/test/functional/ directory)
but not
build/test/functional/test_runner.py wallet*
Combinations of wildcards can be passed:
build/test/functional/test_runner.py ./test/functional/tool* test/functional/mempool*
test_runner.py tool* mempool*
Run the regression test suite with:
build/test/functional/test_runner.py
Run all possible tests with
build/test/functional/test_runner.py --extended
In order to run backwards compatibility tests, first run:
test/get_previous_releases.py
to download the necessary previous release binaries.
By default, up to 4 tests will be run in parallel by test_runner. To specify
how many jobs to run, append --jobs=n
The individual tests and the test_runner harness have many command-line
options. Run build/test/functional/test_runner.py -h to see them all.
Speed up test runs with a RAM disk
If you have available RAM on your system you can create a RAM disk to use as the cache and tmp directories for the functional tests in order to speed them up.
Speed-up amount varies on each system (and according to your RAM speed and other variables), but a 2-3x speed-up is not uncommon.
Linux
To create a 4 GiB RAM disk at /mnt/tmp/:
sudo mkdir -p /mnt/tmp
sudo mount -t tmpfs -o size=4g tmpfs /mnt/tmp/
Configure the size of the RAM disk using the size= option.
The size of the RAM disk needed is relative to the number of concurrent jobs the test suite runs.
For example running the test suite with --jobs=100 might need a 4 GiB RAM disk, but running with --jobs=32 will only need a 2.5 GiB RAM disk.
To use, run the test suite specifying the RAM disk as the cachedir and tmpdir:
build/test/functional/test_runner.py --cachedir=/mnt/tmp/cache --tmpdir=/mnt/tmp
Once finished with the tests and the disk, and to free the RAM, simply unmount the disk:
sudo umount /mnt/tmp
macOS
To create a 4 GiB RAM disk named "ramdisk" at /Volumes/ramdisk/:
diskutil erasevolume HFS+ ramdisk $(hdiutil attach -nomount ram://8388608)
Configure the RAM disk size, expressed as the number of blocks, at the end of the command
(4096 MiB * 2048 blocks/MiB = 8388608 blocks for 4 GiB). To run the tests using the RAM disk:
build/test/functional/test_runner.py --cachedir=/Volumes/ramdisk/cache --tmpdir=/Volumes/ramdisk/tmp
To unmount:
umount /Volumes/ramdisk
Troubleshooting and debugging test failures
Resource contention
The P2P and RPC ports used by the bitcoind nodes-under-test are chosen to make conflicts with other processes unlikely. However, if there is another bitcoind process running on the system (perhaps from a previous test which hasn't successfully killed all its bitcoind nodes), then there may be a port conflict which will cause the test to fail. It is recommended that you run the tests on a system where no other bitcoind processes are running.
On linux, the test framework will warn if there is another bitcoind process running when the tests are started.
If there are zombie bitcoind processes after test failure, you can kill them by running the following commands. Note that these commands will kill all bitcoind processes running on the system, so should not be used if any non-test bitcoind processes are being run.
killall bitcoind
or
pkill -9 bitcoind
Data directory cache
A pre-mined blockchain with 200 blocks is generated the first time a functional test is run and is stored in build/test/cache. This speeds up test startup times since new blockchains don't need to be generated for each test. However, the cache may get into a bad state, in which case tests will fail. If this happens, remove the cache directory (and make sure bitcoind processes are stopped as above):
rm -rf build/test/cache
killall bitcoind
Test logging
The tests contain logging at five different levels (DEBUG, INFO, WARNING, ERROR
and CRITICAL). From within your functional tests you can log to these different
levels using the logger included in the test_framework, e.g.
self.log.debug(object). By default:
- when run through the test_runner harness, all logs are written to
test_framework.logand no logs are output to the console. - when run directly, all logs are written to
test_framework.logand INFO level and above are output to the console. - when run by our CI (Continuous Integration), no logs are output to the console. However, if a test
fails, the
test_framework.logand bitcoinddebug.logs will all be dumped to the console to help troubleshooting.
These log files can be located under the test data directory (which is always printed in the first line of test output):
<test data directory>/test_framework.log<test data directory>/node<node number>/regtest/debug.log.
The node number identifies the relevant test node, starting from node0, which
corresponds to its position in the nodes list of the specific test,
e.g. self.nodes[0].
To change the level of logs output to the console, use the -l command line
argument.
test_framework.log and bitcoind debug.logs can be combined into a single
aggregate log by running the combine_logs.py script. The output can be plain
text, colorized text or html. For example:
build/test/functional/combine_logs.py -c <test data directory> | less -r
will pipe the colorized logs from the test into less.
Use --tracerpc to trace out all the RPC calls and responses to the console. For
some tests (eg any that use submitblock to submit a full block over RPC),
this can result in a lot of screen output.
By default, the test data directory will be deleted after a successful run.
Use --nocleanup to leave the test data directory intact. The test data
directory is never deleted after a failed test.
Attaching a debugger
A python debugger can be attached to tests at any point. Just add the line:
import pdb; pdb.set_trace()
anywhere in the test. You will then be able to inspect variables, as well as call methods that interact with the bitcoind nodes-under-test.
If further introspection of the bitcoind instances themselves becomes
necessary, this can be accomplished by first setting a pdb breakpoint
at an appropriate location, running the test to that point, then using
gdb (or lldb on macOS) to attach to the process and debug.
For instance, to attach to self.node[1] during a run you can get
the pid of the node within pdb.
(pdb) self.node[1].process.pid
Alternatively, you can find the pid by inspecting the temp folder for the specific test you are running. The path to that folder is printed at the beginning of every test run:
2017-06-27 14:13:56.686000 TestFramework (INFO): Initializing test directory /tmp/user/1000/testo9vsdjo3
Use the path to find the pid file in the temp folder:
cat /tmp/user/1000/testo9vsdjo3/node1/regtest/bitcoind.pid
Then you can use the pid to start gdb:
gdb /home/example/bitcoind <pid>
Note: gdb attach step may require ptrace_scope to be modified, or sudo preceding the gdb.
See this link for considerations: https://www.kernel.org/doc/Documentation/security/Yama.txt
Often while debugging RPC calls in functional tests, the test might time out before the
process can return a response. Use --timeout-factor 0 to disable all RPC timeouts for that particular
functional test. Ex: build/test/functional/wallet_hd.py --timeout-factor 0.
Lint tests
See the README in test/lint.
Writing functional tests
You are encouraged to write functional tests for new or existing features. Further information about the functional test framework and individual tests is found in test/functional.