Skip to content
This repository has been archived by the owner on Aug 16, 2021. It is now read-only.

Fee Estimation Functionality #1486

Closed
wants to merge 12 commits into from
Closed

Fee Estimation Functionality #1486

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
12 commits
Select commit Hold shift + click to select a range
18cb3c3
Aux classes
AndrewZvvv May 31, 2018
a50d777
TxConfirmStats start rewriting
AndrewZvvv Jun 1, 2018
fb4db2d
BlockPolicyEstimator algo finished
AndrewZvvv Jun 3, 2018
f698ea5
Small changes
AndrewZvvv Jun 4, 2018
10465eb
Test, fixes, start Read/Write implementation
AndrewZvvv Jun 5, 2018
02470b3
Read ad Write for estimation
AndrewZvvv Jun 6, 2018
46ebc17
Using of Read and Write methods
AndrewZvvv Jun 7, 2018
2578760
Merge branch 'master' into master
AndrewZvvv Jun 7, 2018
0cd6438
Update MempoolPersistenceTest.cs
AndrewZvvv Jun 7, 2018
8a4d55d
Bug fixes, add using estimator in code, add est. file to test
AndrewZvvv Jun 14, 2018
bc998b3
Merge branch 'master' into master
AndrewZvvv Jun 14, 2018
d87bc93
Build fix
AndrewZvvv Jun 15, 2018
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
2 changes: 1 addition & 1 deletion src/Stratis.Bitcoin.Features.Consensus.Tests/TestChainFactory.cs
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -130,7 +130,7 @@ public static async Task<List<Block>> MineBlocksAsync(TestChainContext testChain
/// </summary>
private static async Task<List<Block>> MineBlocksAsync(TestChainContext testChainContext, int count, Script receiver, bool mutateLastBlock)
{
var blockPolicyEstimator = new BlockPolicyEstimator(new MempoolSettings(testChainContext.NodeSettings), testChainContext.LoggerFactory, testChainContext.NodeSettings);
var blockPolicyEstimator = new BlockPolicyEstimator(testChainContext.LoggerFactory, testChainContext.NodeSettings);
var mempool = new TxMempool(testChainContext.DateTimeProvider, blockPolicyEstimator, testChainContext.LoggerFactory, testChainContext.NodeSettings);
var mempoolLock = new MempoolSchedulerLock();

Expand Down
80 changes: 31 additions & 49 deletions src/Stratis.Bitcoin.Features.MemoryPool.Tests/FeeTests.cs
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -15,13 +15,13 @@ public class FeeTests
public void BlockPolicyEstimates()
{
var dateTimeSet = new DateTimeProviderSet();
NodeSettings settings = NodeSettings.Default();
var mpool = new TxMempool(DateTimeProvider.Default,
new BlockPolicyEstimator(new MempoolSettings(settings), settings.LoggerFactory, settings), settings.LoggerFactory, settings);
var entry = new TestMemPoolEntryHelper();
var basefee = new Money(2000);
var deltaFee = new Money(100);
var feeV = new List<Money>();
var settings = NodeSettings.Default();
TxMempool mpool = new TxMempool(DateTimeProvider.Default,
new BlockPolicyEstimator(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++)
Expand Down Expand Up @@ -50,8 +50,8 @@ public void BlockPolicyEstimates()
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
// At a decay .9952 and 4 fee transactions per block
// This makes the tx count about 2.5 per bucket, well above the 0.1 threshold
while (blocknum < 200)
{
for (int j = 0; j < 10; j++)
Expand Down Expand Up @@ -81,21 +81,15 @@ public void BlockPolicyEstimates()
}
mpool.RemoveForBlock(block, ++blocknum);
block.Clear();
if (blocknum == 30)
// Check after just a few txs that combining buckets works as expected
if (blocknum == 3)
{
// 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%
// At this point we should need to combine 3 buckets to get enough data points
// So estimateFee(1) should fail and estimateFee(2) should return somewhere around
// 9*baserate. estimateFee(2) %'s are 100,100,90 = average 97%
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);
Assert.True(mpool.EstimateFee(2).FeePerK < 9 * baseRate.FeePerK + deltaFee);
Assert.True(mpool.EstimateFee(2).FeePerK > 9 * baseRate.FeePerK - deltaFee);
}
}

Expand All @@ -114,15 +108,16 @@ public void BlockPolicyEstimates()
Assert.True(origFeeEst[i - 1] <= origFeeEst[i - 2]);
}
int mult = 11 - i;
if (i > 1)
if (i % 2 == 0) //At scale 2, test logic is only correct for even targets
{
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);
}
}
// Fill out rest of the original estimates
for (int i = 10; i <= 48; i++)
{
origFeeEst.Add(mpool.EstimateFee(i).FeePerK);
}

// Mine 50 more blocks with no transactions happening, estimates shouldn't change
Expand All @@ -131,7 +126,7 @@ public void BlockPolicyEstimates()
mpool.RemoveForBlock(block, ++blocknum);

Assert.True(mpool.EstimateFee(1) == new FeeRate(0));
for (int i = 2; i < 10; i++)
for (int i = 2; i < 9; i++)
{
Assert.True(mpool.EstimateFee(i).FeePerK < origFeeEst[i - 1] + deltaFee);
Assert.True(mpool.EstimateFee(i).FeePerK > origFeeEst[i - 1] - deltaFee);
Expand All @@ -155,10 +150,9 @@ public void BlockPolicyEstimates()
mpool.RemoveForBlock(block, ++blocknum);
}

for (int i = 1; i < 10; i++)
for (int i = 1; i < 9; 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
Expand All @@ -176,14 +170,15 @@ public void BlockPolicyEstimates()
mpool.RemoveForBlock(block, 265);
block.Clear();
Assert.True(mpool.EstimateFee(1) == new FeeRate(0));
for (int i = 2; i < 10; i++)
for (int i = 2; i < 9; i++)
{
Assert.True(mpool.EstimateFee(i).FeePerK > origFeeEst[i - 1] - deltaFee);
Assert.True(mpool.EstimateFee(i) == new FeeRate(0) ||
mpool.EstimateFee(i).FeePerK > origFeeEst[i - 1] - deltaFee);
}

// Mine 200 more blocks where everything is mined every block
// Mine 600 more blocks where everything is mined every block
// Estimates should be below original estimates
while (blocknum < 465)
while (blocknum < 865)
{
for (int j = 0; j < 10; j++)
{ // For each fee multiple
Expand All @@ -202,23 +197,10 @@ public void BlockPolicyEstimates()
block.Clear();
}
Assert.True(mpool.EstimateFee(1) == new FeeRate(0));
for (int i = 2; i < 10; i++)
for (int i = 2; i < 9; 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 class DateTimeProviderSet : DateTimeProvider
Expand Down
26 changes: 17 additions & 9 deletions src/Stratis.Bitcoin.Features.MemoryPool.Tests/MemoryPoolTransactionTests.cs
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -46,8 +46,10 @@ public void MempoolRemoveTest()
txGrandChild[i].AddOutput(new TxOut(new Money(11000L), new Script(OpcodeType.OP_11, OpcodeType.OP_EQUAL)));
}

NodeSettings settings = NodeSettings.Default();
var testPool = new TxMempool(DateTimeProvider.Default, new BlockPolicyEstimator(new MempoolSettings(settings), settings.LoggerFactory, settings), settings.LoggerFactory, settings);

var settings = NodeSettings.Default();
TxMempool testPool = new TxMempool(DateTimeProvider.Default, new BlockPolicyEstimator(settings.LoggerFactory, settings), settings.LoggerFactory, settings);


// Nothing in pool, remove should do nothing:
long poolSize = testPool.Size;
Expand Down Expand Up @@ -114,8 +116,10 @@ private void CheckSort(TxMempool pool, List<TxMempoolEntry> sortedSource, List<s
[Fact]
public void MempoolIndexingTest()
{
NodeSettings settings = NodeSettings.Default();
var pool = new TxMempool(DateTimeProvider.Default, new BlockPolicyEstimator(new MempoolSettings(settings), settings.LoggerFactory, settings), settings.LoggerFactory, settings);

var settings = NodeSettings.Default();
var pool = new TxMempool(DateTimeProvider.Default, new BlockPolicyEstimator(settings.LoggerFactory, settings), settings.LoggerFactory, settings);

var entry = new TestMemPoolEntryHelper();

/* 3rd highest fee */
Expand Down Expand Up @@ -297,8 +301,10 @@ public void MempoolIndexingTest()
[Fact]
public void MempoolAncestorIndexingTest()
{
NodeSettings settings = NodeSettings.Default();
var pool = new TxMempool(DateTimeProvider.Default, new BlockPolicyEstimator(new MempoolSettings(settings), settings.LoggerFactory, settings), settings.LoggerFactory, settings);

var settings = NodeSettings.Default();
var pool = new TxMempool(DateTimeProvider.Default, new BlockPolicyEstimator(settings.LoggerFactory, settings), settings.LoggerFactory, settings);

var entry = new TestMemPoolEntryHelper();

/* 3rd highest fee */
Expand Down Expand Up @@ -393,7 +399,7 @@ public void MempoolSizeLimitTest()
{
NodeSettings settings = NodeSettings.Default();
var dateTimeSet = new DateTimeProviderSet();
var pool = new TxMempool(dateTimeSet, new BlockPolicyEstimator(new MempoolSettings(settings), settings.LoggerFactory, settings), settings.LoggerFactory, settings);
var pool = new TxMempool(dateTimeSet, new BlockPolicyEstimator(settings.LoggerFactory, settings), settings.LoggerFactory, settings);
var entry = new TestMemPoolEntryHelper();
entry.Priority(10.0);

Expand Down Expand Up @@ -527,8 +533,10 @@ public override DateTime GetUtcNow()
[Fact]
public void MempoolConcurrencyTest()
{
NodeSettings settings = NodeSettings.Default();
var pool = new TxMempool(DateTimeProvider.Default, new BlockPolicyEstimator(new MempoolSettings(settings), settings.LoggerFactory, settings), settings.LoggerFactory, settings);

var settings = NodeSettings.Default();
var pool = new TxMempool(DateTimeProvider.Default, new BlockPolicyEstimator(settings.LoggerFactory, settings), settings.LoggerFactory, settings);

var scheduler = new SchedulerLock();
var rand = new Random();

Expand Down
5 changes: 3 additions & 2 deletions src/Stratis.Bitcoin.Features.MemoryPool.Tests/MempoolManagerTest.cs
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -41,8 +41,9 @@ private MempoolManager TxExpiryManager
};
NodeSettings nodeSettings = NodeSettings.Default();

var blockPolicyEstimator = new BlockPolicyEstimator(settings, loggerFactory, nodeSettings);
var mempool = new TxMempool(dateTime, blockPolicyEstimator, loggerFactory, nodeSettings);
BlockPolicyEstimator blockPolicyEstimator = new BlockPolicyEstimator(loggerFactory, nodeSettings);
TxMempool mempool = new TxMempool(dateTime, blockPolicyEstimator, loggerFactory, nodeSettings);


var mockTxMempool = new Mock<TxMempool>();
var mockValidator = new Mock<IMempoolValidator>();
Expand Down
12 changes: 8 additions & 4 deletions src/Stratis.Bitcoin.Features.MemoryPool.Tests/MempoolPersistenceTest.cs
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -272,9 +272,13 @@ private static MempoolManager CreateTestMempool(NodeSettings settings, out TxMem
var mempoolSettings = new MempoolSettings(settings);
IDateTimeProvider dateTimeProvider = DateTimeProvider.Default;
NodeSettings nodeSettings = NodeSettings.Default();
ILoggerFactory loggerFactory = nodeSettings.LoggerFactory;
var consensusSettings = new ConsensusSettings(nodeSettings);
txMemPool = new TxMempool(dateTimeProvider, new BlockPolicyEstimator(new MempoolSettings(nodeSettings), loggerFactory, nodeSettings), loggerFactory, nodeSettings);

var loggerFactory = nodeSettings.LoggerFactory;

ConsensusSettings consensusSettings = new ConsensusSettings(nodeSettings);
txMemPool = new TxMempool(dateTimeProvider, new BlockPolicyEstimator(loggerFactory, nodeSettings), loggerFactory, nodeSettings);


var mempoolLock = new MempoolSchedulerLock();
var coins = new InMemoryCoinView(settings.Network.GenesisHash);
var chain = new ConcurrentChain(Network.Main.GetGenesis().Header);
Expand All @@ -285,4 +289,4 @@ private static MempoolManager CreateTestMempool(NodeSettings settings, out TxMem
return new MempoolManager(mempoolLock, txMemPool, mempoolValidator, dateTimeProvider, mempoolSettings, mempoolPersistence, coins, loggerFactory, settings.Network);
}
}
}
}
8 changes: 5 additions & 3 deletions src/Stratis.Bitcoin.Features.MemoryPool.Tests/TestChainFactory.cs
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -91,9 +91,11 @@ public static async Task<ITestChainContext> CreateAsync(Network network, Script
var consensusLoop = new ConsensusLoop(new AsyncLoopFactory(loggerFactory), new NodeLifetime(), chain, cachedCoinView, blockPuller, deployments, loggerFactory, new ChainState(new InvalidBlockHashStore(dateTimeProvider)), connectionManager, dateTimeProvider, new Signals.Signals(), consensusSettings, nodeSettings, peerBanning, consensusRules);
await consensusLoop.StartAsync();

var blockPolicyEstimator = new BlockPolicyEstimator(new MempoolSettings(nodeSettings), loggerFactory, nodeSettings);
var mempool = new TxMempool(dateTimeProvider, blockPolicyEstimator, loggerFactory, nodeSettings);
var mempoolLock = new MempoolSchedulerLock();

BlockPolicyEstimator blockPolicyEstimator = new BlockPolicyEstimator(loggerFactory, nodeSettings);
TxMempool mempool = new TxMempool(dateTimeProvider, blockPolicyEstimator, loggerFactory, nodeSettings);
MempoolSchedulerLock mempoolLock = new MempoolSchedulerLock();


// Simple block creation, nothing special yet:
PowBlockDefinition blockDefinition = CreatePowBlockAssembler(consensusLoop, consensusRules, dateTimeProvider, loggerFactory as LoggerFactory, mempool, mempoolLock, network);
Expand Down
Loading