public void BlockPolicyEstimates() { var dateTimeSet = new MemoryPoolTests.DateTimeProviderSet(); var settings = NodeSettings.Default(); TxMempool mpool = new TxMempool(DateTimeProvider.Default, new BlockPolicyEstimator(new MempoolSettings(settings), settings.LoggerFactory, settings), settings.LoggerFactory, settings); TestMemPoolEntryHelper entry = new TestMemPoolEntryHelper(); Money basefee = new Money(2000); Money deltaFee = new Money(100); List <Money> feeV = new List <Money>(); // Populate vectors of increasing fees for (int j = 0; j < 10; j++) { feeV.Add(basefee * (j + 1)); } // Store the hashes of transactions that have been // added to the mempool by their associate fee // txHashes[j] is populated with transactions either of // fee = basefee * (j+1) List <uint256>[] txHashes = new List <uint256> [10]; for (int i = 0; i < txHashes.Length; i++) { txHashes[i] = new List <uint256>(); } // Create a transaction template Script garbage = new Script(Enumerable.Range(0, 128).Select(i => (byte)1).ToArray()); Transaction txf = new Transaction(); txf.AddInput(new TxIn(garbage)); txf.AddOutput(new TxOut(0L, Script.Empty)); FeeRate baseRate = new FeeRate(basefee, txf.GetVirtualSize()); // Create a fake block List <Transaction> block = new List <Transaction>(); int blocknum = 0; int answerFound; // Loop through 200 blocks // At a decay .998 and 4 fee transactions per block // This makes the tx count about 1.33 per bucket, above the 1 threshold while (blocknum < 200) { for (int j = 0; j < 10; j++) { // For each fee for (int k = 0; k < 4; k++) { // add 4 fee txs var tx = txf.Clone(false); tx.Inputs[0].PrevOut.N = (uint)(10000 * blocknum + 100 * j + k); // make transaction unique uint256 hash = tx.GetHash(); mpool.AddUnchecked(hash, entry.Fee(feeV[j]).Time(dateTimeSet.GetTime()).Priority(0).Height(blocknum).FromTx(tx, mpool)); txHashes[j].Add(hash); } } //Create blocks where higher fee txs are included more often for (int h = 0; h <= blocknum % 10; h++) { // 10/10 blocks add highest fee transactions // 9/10 blocks add 2nd highest and so on until ... // 1/10 blocks add lowest fee transactions while (txHashes[9 - h].Count > 0) { var ptx = mpool.Get(txHashes[9 - h].Last()); if (ptx != null) { block.Add(ptx); } txHashes[9 - h].Remove(txHashes[9 - h].Last()); } } mpool.RemoveForBlock(block, ++blocknum); block.Clear(); if (blocknum == 30) { // At this point we should need to combine 5 buckets to get enough data points // So estimateFee(1,2,3) should fail and estimateFee(4) should return somewhere around // 8*baserate. estimateFee(4) %'s are 100,100,100,100,90 = average 98% Assert.True(mpool.EstimateFee(1) == new FeeRate(0)); Assert.True(mpool.EstimateFee(2) == new FeeRate(0)); Assert.True(mpool.EstimateFee(3) == new FeeRate(0)); Assert.True(mpool.EstimateFee(4).FeePerK < 8 * baseRate.FeePerK + deltaFee); Assert.True(mpool.EstimateFee(4).FeePerK > 8 * baseRate.FeePerK - deltaFee); Assert.True(mpool.EstimateSmartFee(1, out answerFound) == mpool.EstimateFee(4) && answerFound == 4); Assert.True(mpool.EstimateSmartFee(3, out answerFound) == mpool.EstimateFee(4) && answerFound == 4); Assert.True(mpool.EstimateSmartFee(4, out answerFound) == mpool.EstimateFee(4) && answerFound == 4); Assert.True(mpool.EstimateSmartFee(8, out answerFound) == mpool.EstimateFee(8) && answerFound == 8); } } List <Money> origFeeEst = new List <Money>(); // Highest feerate is 10*baseRate and gets in all blocks, // second highest feerate is 9*baseRate and gets in 9/10 blocks = 90%, // third highest feerate is 8*base rate, and gets in 8/10 blocks = 80%, // so estimateFee(1) would return 10*baseRate but is hardcoded to return failure // Second highest feerate has 100% chance of being included by 2 blocks, // so estimateFee(2) should return 9*baseRate etc... for (int i = 1; i < 10; i++) { origFeeEst.Add(mpool.EstimateFee(i).FeePerK); if (i > 2) { // Fee estimates should be monotonically decreasing Assert.True(origFeeEst[i - 1] <= origFeeEst[i - 2]); } int mult = 11 - i; if (i > 1) { Assert.True(origFeeEst[i - 1] < mult * baseRate.FeePerK + deltaFee); Assert.True(origFeeEst[i - 1] > mult * baseRate.FeePerK - deltaFee); } else { Assert.True(origFeeEst[i - 1] == new FeeRate(0).FeePerK); } } // Mine 50 more blocks with no transactions happening, estimates shouldn't change // We haven't decayed the moving average enough so we still have enough data points in every bucket while (blocknum < 250) { mpool.RemoveForBlock(block, ++blocknum); } Assert.True(mpool.EstimateFee(1) == new FeeRate(0)); for (int i = 2; i < 10; i++) { Assert.True(mpool.EstimateFee(i).FeePerK < origFeeEst[i - 1] + deltaFee); Assert.True(mpool.EstimateFee(i).FeePerK > origFeeEst[i - 1] - deltaFee); } // Mine 15 more blocks with lots of transactions happening and not getting mined // Estimates should go up while (blocknum < 265) { for (int j = 0; j < 10; j++) { // For each fee multiple for (int k = 0; k < 4; k++) { // add 4 fee txs var tx = txf.Clone(false); tx.Inputs[0].PrevOut.N = (uint)(10000 * blocknum + 100 * j + k); uint256 hash = tx.GetHash(); mpool.AddUnchecked(hash, entry.Fee(feeV[j]).Time(dateTimeSet.GetTime()).Priority(0).Height(blocknum).FromTx(tx, mpool)); txHashes[j].Add(hash); } } mpool.RemoveForBlock(block, ++blocknum); } for (int i = 1; i < 10; i++) { Assert.True(mpool.EstimateFee(i) == new FeeRate(0) || mpool.EstimateFee(i).FeePerK > origFeeEst[i - 1] - deltaFee); Assert.True(mpool.EstimateSmartFee(i, out answerFound).FeePerK > origFeeEst[answerFound - 1] - deltaFee); } // Mine all those transactions // Estimates should still not be below original for (int j = 0; j < 10; j++) { while (txHashes[j].Count > 0) { var ptx = mpool.Get(txHashes[j].Last()); if (ptx != null) { block.Add(ptx); } txHashes[j].Remove(txHashes[j].Last()); } } mpool.RemoveForBlock(block, 265); block.Clear(); Assert.True(mpool.EstimateFee(1) == new FeeRate(0)); for (int i = 2; i < 10; i++) { Assert.True(mpool.EstimateFee(i).FeePerK > origFeeEst[i - 1] - deltaFee); } // Mine 200 more blocks where everything is mined every block // Estimates should be below original estimates while (blocknum < 465) { for (int j = 0; j < 10; j++) { // For each fee multiple for (int k = 0; k < 4; k++) { // add 4 fee txs var tx = txf.Clone(false); tx.Inputs[0].PrevOut.N = (uint)(10000 * blocknum + 100 * j + k); uint256 hash = tx.GetHash(); mpool.AddUnchecked(hash, entry.Fee(feeV[j]).Time(dateTimeSet.GetTime()).Priority(0).Height(blocknum).FromTx(tx, mpool)); var ptx = mpool.Get(hash); if (ptx != null) { block.Add(ptx); } } } mpool.RemoveForBlock(block, ++blocknum); block.Clear(); } Assert.True(mpool.EstimateFee(1) == new FeeRate(0)); for (int i = 2; i < 10; i++) { Assert.True(mpool.EstimateFee(i).FeePerK < origFeeEst[i - 1] - deltaFee); } // Test that if the mempool is limited, estimateSmartFee won't return a value below the mempool min fee // and that estimateSmartPriority returns essentially an infinite value mpool.AddUnchecked(txf.GetHash(), entry.Fee(feeV[5]).Time(dateTimeSet.GetTime()).Priority(0).Height(blocknum).FromTx(txf, mpool)); // evict that transaction which should set a mempool min fee of minRelayTxFee + feeV[5] mpool.TrimToSize(1); Assert.True(mpool.GetMinFee(1).FeePerK > feeV[5]); for (int i = 1; i < 10; i++) { Assert.True(mpool.EstimateSmartFee(i, out answerFound).FeePerK >= mpool.EstimateFee(i).FeePerK); Assert.True(mpool.EstimateSmartFee(i, out answerFound).FeePerK >= mpool.GetMinFee(1).FeePerK); Assert.True(mpool.EstimateSmartPriority(i, out answerFound) == BlockPolicyEstimator.InfPriority); } }
public async Task InitializeAsync() { this.blockinfo = new List <Blockinfo>(); var lst = blockinfoarr.Cast <long>().ToList(); for (int i = 0; i < lst.Count; i += 2) { this.blockinfo.Add(new Blockinfo { extranonce = (int)lst[i], nonce = (uint)lst[i + 1] }); } // Note that by default, these tests run with size accounting enabled. this.network = Network.PurpleMain; var hex = Encoders.Hex.DecodeData("04678afdb0fe5548271967f1a67130b7105cd6a828e03909a67962e0ea1f61deb649f6bc3f4cef38c4f35504e51ec112de5c384df7ba0b8d578a4c702b6bf11d5f"); this.scriptPubKey = new Script(new[] { Op.GetPushOp(hex), OpcodeType.OP_CHECKSIG }); this.newBlock = new BlockTemplate(); this.entry = new TestMemPoolEntryHelper(); this.chain = new ConcurrentChain(this.network); this.network.Consensus.Options = new PowConsensusOptions(); IDateTimeProvider dateTimeProvider = DateTimeProvider.Default; this.cachedCoinView = new CachedCoinView(new InMemoryCoinView(this.chain.Tip.HashBlock), dateTimeProvider, new LoggerFactory()); var loggerFactory = new ExtendedLoggerFactory(); loggerFactory.AddConsoleWithFilters(); var nodeSettings = NodeSettings.Default(); var consensusSettings = new ConsensusSettings(nodeSettings, loggerFactory) { UseCheckpoints = this.useCheckpoints }; PowConsensusValidator consensusValidator = new PowConsensusValidator(this.network, new Checkpoints(), dateTimeProvider, loggerFactory); NetworkPeerFactory networkPeerFactory = new NetworkPeerFactory(this.network, dateTimeProvider, loggerFactory); var peerAddressManager = new PeerAddressManager(nodeSettings.DataFolder, loggerFactory); var peerDiscovery = new PeerDiscovery(new AsyncLoopFactory(loggerFactory), loggerFactory, Network.PurpleMain, networkPeerFactory, new NodeLifetime(), nodeSettings, peerAddressManager); var connectionManager = new ConnectionManager(dateTimeProvider, loggerFactory, this.network, networkPeerFactory, nodeSettings, new NodeLifetime(), new NetworkPeerConnectionParameters(), peerAddressManager, new IPeerConnector[] { }, peerDiscovery); LookaheadBlockPuller blockPuller = new LookaheadBlockPuller(this.chain, connectionManager, new LoggerFactory()); PeerBanning peerBanning = new PeerBanning(connectionManager, loggerFactory, dateTimeProvider, nodeSettings); NodeDeployments deployments = new NodeDeployments(this.network, this.chain); ConsensusRules consensusRules = new ConsensusRules(this.network, loggerFactory, dateTimeProvider, this.chain, deployments, consensusSettings, new Checkpoints()).Register(new FullNodeBuilderConsensusExtension.CoreConsensusRules()); this.consensus = new ConsensusLoop(new AsyncLoopFactory(loggerFactory), consensusValidator, new NodeLifetime(), this.chain, this.cachedCoinView, blockPuller, new NodeDeployments(this.network, this.chain), loggerFactory, new ChainState(new InvalidBlockHashStore(dateTimeProvider)), connectionManager, dateTimeProvider, new Signals.Signals(), consensusSettings, nodeSettings, peerBanning, consensusRules); await this.consensus.StartAsync(); this.entry.Fee(11); this.entry.Height(11); var date1 = new MemoryPoolTests.DateTimeProviderSet(); date1.time = dateTimeProvider.GetTime(); date1.timeutc = dateTimeProvider.GetUtcNow(); this.date = date1; this.mempool = new TxMempool(dateTimeProvider, new BlockPolicyEstimator(new MempoolSettings(nodeSettings), new LoggerFactory(), nodeSettings), new LoggerFactory(), nodeSettings); this.mempoolLock = new MempoolSchedulerLock(); // Simple block creation, nothing special yet: this.newBlock = AssemblerForTest(this).CreateNewBlock(this.scriptPubKey); this.chain.SetTip(this.newBlock.Block.Header); await this.consensus.ValidateAndExecuteBlockAsync(new RuleContext(new BlockValidationContext { Block = this.newBlock.Block }, this.network.Consensus, this.consensus.Tip) { CheckPow = false, CheckMerkleRoot = false }); // We can't make transactions until we have inputs // Therefore, load 100 blocks :) this.baseheight = 0; List <Block> blocks = new List <Block>(); this.txFirst = new List <Transaction>(); for (int i = 0; i < this.blockinfo.Count; ++i) { var pblock = this.newBlock.Block.Clone(); // pointer for convenience pblock.Header.HashPrevBlock = this.chain.Tip.HashBlock; pblock.Header.Version = 1; pblock.Header.Time = Utils.DateTimeToUnixTime(this.chain.Tip.GetMedianTimePast()) + 1; Transaction txCoinbase = pblock.Transactions[0].Clone(); txCoinbase.Inputs.Clear(); txCoinbase.Version = 1; txCoinbase.AddInput(new TxIn(new Script(new[] { Op.GetPushOp(this.blockinfo[i].extranonce), Op.GetPushOp(this.chain.Height) }))); // Ignore the (optional) segwit commitment added by CreateNewBlock (as the hardcoded nonces don't account for this) txCoinbase.AddOutput(new TxOut(Money.Zero, new Script())); pblock.Transactions[0] = txCoinbase; if (this.txFirst.Count == 0) { this.baseheight = this.chain.Height; } if (this.txFirst.Count < 4) { this.txFirst.Add(pblock.Transactions[0]); } pblock.UpdateMerkleRoot(); pblock.Header.Nonce = this.blockinfo[i].nonce; this.chain.SetTip(pblock.Header); await this.consensus.ValidateAndExecuteBlockAsync(new RuleContext(new BlockValidationContext { Block = pblock }, this.network.Consensus, this.consensus.Tip) { CheckPow = false, CheckMerkleRoot = false }); blocks.Add(pblock); } // Just to make sure we can still make simple blocks this.newBlock = AssemblerForTest(this).CreateNewBlock(this.scriptPubKey); Assert.NotNull(this.newBlock); }