feature_fee_estimation.py

#!/usr/bin/env python3
# Copyright (c) 2014-present The Bitcoin Core developers
# Distributed under the MIT software license, see the accompanying
# file COPYING or http://www.opensource.org/licenses/mit-license.php.
"""Test fee estimation code."""
from copy import deepcopy
from decimal import Decimal, ROUND_DOWN
import os
import random
import shutil
import time

from test_framework.messages import (
    COIN,
    DEFAULT_BLOCK_RESERVED_WEIGHT,
    MAX_BLOCK_WEIGHT,
    WITNESS_SCALE_FACTOR,
)
from test_framework.script import (
    CScript,
    OP_TRUE,
)
from test_framework.test_framework import BitcoinTestFramework
from test_framework.util import (
    assert_not_equal,
    assert_equal,
    assert_greater_than,
    assert_greater_than_or_equal,
    assert_raises_rpc_error,
    satoshi_round,
)
from test_framework.wallet import MiniWallet

MAX_FILE_AGE = 60
SECONDS_PER_HOUR = 60 * 60
MIN_BUCKET_FEERATE = Decimal(100) / Decimal(COIN)
TXS_COUNT = 24
MEMPOOL_HEALTH_WINDOW = 6
BLOCK_POLICY_ESTIMATOR_ERROR = "Insufficient data or no feerate found"
BLOCK_POLICY_ESTIMATOR_FILE_PATH = "fees/block_policy_estimates.dat"

def small_txpuzzle_randfee(
    wallet, from_node, conflist, unconflist, amount, min_fee, fee_increment, batch_reqs
):
    """Create and send a transaction with a random fee using MiniWallet.

    The function takes a list of confirmed outputs and unconfirmed outputs
    and attempts to use the confirmed list first for its inputs.
    It adds the newly created outputs to the unconfirmed list.
    Returns (raw transaction, fee)."""

    # It's best to exponentially distribute our random fees
    # because the buckets are exponentially spaced.
    # Exponentially distributed from 1-128 * fee_increment
    rand_fee = float(fee_increment) * (1.1892 ** random.randint(0, 28))
    # Total fee ranges from min_fee to min_fee + 127*fee_increment
    fee = min_fee - fee_increment + satoshi_round(rand_fee, rounding=ROUND_DOWN)
    utxos_to_spend = []
    total_in = Decimal("0.00000000")
    while total_in <= (amount + fee) and len(conflist) > 0:
        t = conflist.pop(0)
        total_in += t["value"]
        utxos_to_spend.append(t)
    while total_in <= (amount + fee) and len(unconflist) > 0:
        t = unconflist.pop(0)
        total_in += t["value"]
        utxos_to_spend.append(t)
    if total_in <= amount + fee:
        raise RuntimeError(f"Insufficient funds: need {amount + fee}, have {total_in}")
    tx = wallet.create_self_transfer_multi(
        utxos_to_spend=utxos_to_spend,
        fee_per_output=0,
    )["tx"]
    tx.vout[0].nValue = int((total_in - amount - fee) * COIN)
    tx.vout.append(deepcopy(tx.vout[0]))
    tx.vout[1].nValue = int(amount * COIN)
    txid = tx.txid_hex
    tx_hex = tx.serialize().hex()

    batch_reqs.append(from_node.sendrawtransaction.get_request(hexstring=tx_hex, maxfeerate=0))
    unconflist.append({"txid": txid, "vout": 0, "value": total_in - amount - fee})
    unconflist.append({"txid": txid, "vout": 1, "value": amount})

    return (tx.get_vsize(), fee)


def check_raw_estimates(node, fees_seen):
    """Call estimaterawfee and verify that the estimates meet certain invariants."""

    delta = 1.0e-6  # account for rounding error
    for i in range(1, 26):
        for _, e in node.estimaterawfee(i).items():
            feerate = float(e["feerate"])
            assert_greater_than(feerate, 0)

            if feerate + delta < min(fees_seen) or feerate - delta > max(fees_seen):
                raise AssertionError(
                    f"Estimated fee ({feerate}) out of range ({min(fees_seen)},{max(fees_seen)})"
                )


def check_smart_estimates(node, fees_seen):
    """Call estimatesmartfee and verify that the estimates meet certain invariants."""

    delta = 1.0e-6  # account for rounding error
    all_smart_estimates = [node.estimatesmartfee(i, "economical", {"fee_rate_estimator": "block_policy"}) for i in range(1, 26)]
    mempoolMinFee = node.getmempoolinfo()["mempoolminfee"]
    minRelaytxFee = node.getmempoolinfo()["minrelaytxfee"]
    feerate_ceiling = max(max(fees_seen), float(mempoolMinFee), float(minRelaytxFee))
    last_feerate = feerate_ceiling
    for i, e in enumerate(all_smart_estimates):  # estimate is for i+1
        feerate = float(e["feerate"])
        assert_greater_than(feerate, 0)
        assert_greater_than_or_equal(feerate, float(mempoolMinFee))
        assert_greater_than_or_equal(feerate, float(minRelaytxFee))

        if feerate + delta < min(fees_seen) or feerate - delta > feerate_ceiling:
            raise AssertionError(
                f"Estimated fee ({feerate}) out of range ({min(fees_seen)},{feerate_ceiling})"
            )
        if feerate - delta > last_feerate:
            raise AssertionError(
                f"Estimated fee ({feerate}) larger than last fee ({last_feerate}) for lower number of confirms"
            )
        last_feerate = feerate

        if i == 0:
            assert_equal(e["blocks"], 2)
        else:
            assert_greater_than_or_equal(i + 1, e["blocks"])


def check_estimates(node, fees_seen):
    check_raw_estimates(node, fees_seen)
    check_smart_estimates(node, fees_seen)


def make_tx(wallet, utxo, feerate, target_vsize=0):
    """Create a 1in-1out transaction with a specific input and feerate (sat/vb)."""
    return wallet.create_self_transfer(
        utxo_to_spend=utxo,
        fee_rate=Decimal(feerate * 1000) / COIN,
        target_vsize=target_vsize,
    )

def check_fee_estimates_btw_modes(node, expected_conservative, expected_economical):
    fee_est_conservative = node.estimatesmartfee(1, "conservative", {"fee_rate_estimator": "block_policy"})['feerate']
    fee_est_economical = node.estimatesmartfee(1, "economical", {"fee_rate_estimator": "block_policy"})['feerate']
    # Omit estimate_mode to check that the default mode is economical.
    fee_est_default = node.estimatesmartfee(1, options={"fee_rate_estimator": "block_policy"})['feerate']
    assert_equal(fee_est_conservative, expected_conservative)
    assert_equal(fee_est_economical, expected_economical)
    assert_equal(fee_est_default, expected_economical)

def verify_estimate_response(estimate, feerate, errors):
    if feerate is not None:
        assert_equal(estimate["feerate"], feerate)
    if errors:
        assert all(err in estimate["errors"] for err in errors)
    else:
        assert "errors" not in estimate


class EstimateFeeTest(BitcoinTestFramework):
    def set_test_params(self):
        self.num_nodes = 3
        self.noban_tx_relay = True  # faster tx relay
        self.extra_args = [
            [],
            ["-blockmaxweight=72000"],
            ["-blockmaxweight=36000"],
        ]

    def setup_network(self):
        """
        We'll setup the network to have 3 nodes that all mine with different parameters.
        But first we need to use one node to create a lot of outputs
        which we will use to generate our transactions.
        """
        self.add_nodes(3, extra_args=self.extra_args)
        # Use node0 to mine blocks for input splitting
        # Node1 mines small blocks but that are bigger than the expected transaction rate.
        # NOTE: the CreateNewBlock code starts counting block weight at 4,000 weight,
        # (68k weight is room enough for 120 or so transactions)
        # Node2 is a stingy miner, that
        # produces too small blocks (room for only 55 or so transactions)

    def update_utxo(self, mined):
        # update which txouts are confirmed
            newmem = []
            for utx in self.memutxo:
                if utx["txid"] in mined:
                    self.confutxo.append(utx)
                else:
                    newmem.append(utx)
            self.memutxo = newmem

    def transact_and_mine(self, numblocks, mining_node):
        min_fee = MIN_BUCKET_FEERATE
        # We will now mine numblocks blocks generating on average 100 transactions between each block
        # We shuffle our confirmed txout set before each set of transactions
        # small_txpuzzle_randfee will use the transactions that have inputs already in the chain when possible
        # resorting to tx's that depend on the mempool when those run out
        for _ in range(numblocks):
            random.shuffle(self.confutxo)
            batch_sendtx_reqs = []
            for _ in range(random.randrange(100 - 50, 100 + 50)):
                from_index = random.randint(1, 2)
                (tx_bytes, fee) = small_txpuzzle_randfee(
                    self.wallet,
                    self.nodes[from_index],
                    self.confutxo,
                    self.memutxo,
                    Decimal("0.005"),
                    min_fee,
                    min_fee,
                    batch_sendtx_reqs,
                )
                tx_kbytes = tx_bytes / 1000.0
                self.fees_per_kb.append(float(fee) / tx_kbytes)
            for node in self.nodes:
                node.batch(batch_sendtx_reqs)
            self.sync_mempools(wait=0.1)
            mined = mining_node.getblock(self.generate(mining_node, 1)[0], True)["tx"]
            self.update_utxo(mined)

    def initial_split(self, node):
        """Split two coinbase UTxOs into many small coins"""
        self.confutxo = self.wallet.send_self_transfer_multi(
            from_node=node,
            utxos_to_spend=[self.wallet.get_utxo() for _ in range(2)],
            num_outputs=2048)['new_utxos']
        while len(node.getrawmempool()) > 0:
            self.generate(node, 1, sync_fun=self.no_op)

    def sanity_check_estimates_range(self):
        """Populate estimation buckets, assert estimates are in a sane range and
        are strictly increasing as the target decreases."""
        self.fees_per_kb = []
        self.memutxo = []
        self.log.info("Will output estimates for 1/2/3/6/15/25 blocks")

        for _ in range(2):
            self.log.info(
                "Creating transactions and mining them with a block size that can't keep up"
            )
            # Create transactions and mine 10 small blocks with node 2, but create txs faster than we can mine
            self.transact_and_mine(10, self.nodes[2])
            check_estimates(self.nodes[1], self.fees_per_kb)

            self.log.info(
                "Creating transactions and mining them at a block size that is just big enough"
            )
            # Generate transactions while mining 10 more blocks, this time with node1
            # which mines blocks with capacity just above the rate that transactions are being created
            self.transact_and_mine(10, self.nodes[1])
            check_estimates(self.nodes[1], self.fees_per_kb)

        # Finish by mining a normal-sized block:
        while len(self.nodes[1].getrawmempool()) > 0:
            self.generate(self.nodes[1], 1)

        self.log.info("Final estimates after emptying mempools")
        check_estimates(self.nodes[1], self.fees_per_kb)

    def test_estimates_with_highminrelaytxfee(self):
        high_val = 3 * self.nodes[1].estimatesmartfee(2, "economical", {"fee_rate_estimator": "block_policy"})["feerate"]
        self.restart_node(1, extra_args=[f"-minrelaytxfee={high_val}"])
        check_smart_estimates(self.nodes[1], self.fees_per_kb)
        self.restart_node(1)

    def sanity_check_rbf_estimates(self):
        """During 5 blocks, broadcast low fee transactions. Only 10% of them get
        confirmed and the remaining ones get RBF'd with a high fee transaction at
        the next block.
        The block policy estimator should return the high feerate.
        """
        # The broadcaster and block producer
        node = self.nodes[0]
        miner = self.nodes[1]
        # In sat/vb
        low_feerate = 1
        high_feerate = 10
        # Cache the utxos of which to replace the spender after it failed to get
        # confirmed
        utxos_to_respend = []
        txids_to_replace = []

        assert_greater_than_or_equal(len(self.confutxo), 250)
        for _ in range(5):
            # Broadcast 45 low fee transactions that will need to be RBF'd
            txs = []
            for _ in range(45):
                u = self.confutxo.pop(0)
                tx = make_tx(self.wallet, u, low_feerate)
                utxos_to_respend.append(u)
                txids_to_replace.append(tx["txid"])
                txs.append(tx)
            # Broadcast 5 low fee transaction which don't need to
            for _ in range(5):
                tx = make_tx(self.wallet, self.confutxo.pop(0), low_feerate)
                self.memutxo.append(tx["new_utxo"])
                txs.append(tx)
            batch_send_tx = [node.sendrawtransaction.get_request(tx["hex"]) for tx in txs]
            for n in self.nodes:
                n.batch(batch_send_tx)
            # Mine the transactions on another node
            self.sync_mempools(wait=0.1, nodes=[node, miner])
            for txid in txids_to_replace:
                miner.prioritisetransaction(txid=txid, fee_delta=-COIN)
            mined = miner.getblock(self.generate(miner, 1)[0], True)["tx"]
            self.update_utxo(mined)
            # RBF the low-fee transactions
            while len(utxos_to_respend) > 0:
                u = utxos_to_respend.pop(0)
                tx = make_tx(self.wallet, u, high_feerate)
                self.memutxo.append(tx["new_utxo"])
                node.sendrawtransaction(tx["hex"])
                txs.append(tx)
            dec_txs = [res["result"] for res in node.batch([node.decoderawtransaction.get_request(tx["hex"]) for tx in txs])]
            self.wallet.scan_txs(dec_txs)


        # Mine the last replacement txs
        self.sync_mempools(wait=0.1, nodes=[node, miner])
        mined = miner.getblock(self.generate(miner, 1)[0], True)["tx"]
        self.update_utxo(mined)

        # Only 10% of the transactions were really confirmed with a low feerate,
        # the rest needed to be RBF'd. We must return the 90% conf rate feerate.
        high_feerate_kvb = Decimal(high_feerate) / COIN * 10 ** 3
        est_feerate = node.estimatesmartfee(2, "economical", {"fee_rate_estimator": "block_policy"})["feerate"]
        assert_equal(est_feerate, high_feerate_kvb)

    def test_fallback_when_mempool_estimator_has_insufficient_data(self):
        assert_equal(self.nodes[0].estimatesmartfee(1, "economical", {"fee_rate_estimator": "auto"})["estimator"], "mempool_policy")
        self.stop_node(0)
        # Move the mempool estimator data aside so the mempool policy estimator has insufficient data.
        original_path = self.nodes[0].chain_path / "fees" / "mempool_policy_estimator.dat"
        temp_path = self.nodes[0].chain_path / "fees" / "mempool_policy_estimator.dat.bak"
        original_path.replace(temp_path)
        self.start_node(0)
        self.wait_until(lambda: self.nodes[0].getmempoolinfo()["loaded"])
        assert_equal(self.nodes[0].estimatesmartfee(1, "economical", {"fee_rate_estimator": "mempool_policy"})["errors"],
                     ["mempool_policy: Not enough recent block data for fee rate estimation"])
        assert_equal(self.nodes[0].estimatesmartfee(1, "economical", {"fee_rate_estimator": "auto"})["estimator"], "block_policy")

        # Restore the mempool estimator data.
        self.stop_node(0)
        temp_path.replace(original_path)
        self.start_node(0)

    def test_old_fee_estimate_file(self):
        # Get the initial fee rate while node is running
        fee_rate = self.nodes[0].estimatesmartfee(1, "economical", {"fee_rate_estimator": "block_policy"})["feerate"]

        # Restart node to ensure block policy estimator file is read
        self.restart_node(0)
        assert_equal(self.nodes[0].estimatesmartfee(1, "economical", {"fee_rate_estimator": "block_policy"})["feerate"], fee_rate)

        block_policy_fee_dat = self.nodes[0].chain_path / BLOCK_POLICY_ESTIMATOR_FILE_PATH
        legacy_fee_dat = self.nodes[0].chain_path / "fee_estimates.dat"

        # If only the legacy fee_estimates.dat file exists, it is migrated to
        # the new block policy estimator path.
        self.stop_node(0)
        os.rename(block_policy_fee_dat, legacy_fee_dat)
        self.start_node(0)
        assert_equal(self.nodes[0].estimatesmartfee(1, "economical", {"fee_rate_estimator": "block_policy"})["feerate"], fee_rate)
        self.stop_node(0)
        assert_equal(os.path.isfile(block_policy_fee_dat), True)
        assert_equal(os.path.isfile(legacy_fee_dat), False)

        # If both files exist, the new block policy estimator path is used and
        # the obsolete legacy file is removed.
        with open(legacy_fee_dat, "wb") as f:
            f.write(b"ignored legacy fee estimates")
        self.start_node(0)
        assert_equal(self.nodes[0].estimatesmartfee(1, "economical", {"fee_rate_estimator": "block_policy"})["feerate"], fee_rate)
        self.stop_node(0)
        assert_equal(os.path.isfile(legacy_fee_dat), False)

        # Stop the node and backdate the block policy estimator file more than MAX_FILE_AGE
        last_modified_time = time.time() - (MAX_FILE_AGE + 1) * SECONDS_PER_HOUR
        os.utime(block_policy_fee_dat, (last_modified_time, last_modified_time))

        # Start node and ensure the block policy estimator file was not read
        self.start_node(0)
        assert_equal(self.nodes[0].estimatesmartfee(1, "economical", {"fee_rate_estimator": "block_policy"})["errors"], [BLOCK_POLICY_ESTIMATOR_ERROR])


    def test_estimate_dat_is_flushed_periodically(self):
        block_policy_fees_dat = self.nodes[0].chain_path / BLOCK_POLICY_ESTIMATOR_FILE_PATH
        mempool_policy_dat = self.nodes[0].chain_path / "fees/mempool_policy_estimator.dat"
        mempool_estimator_name_str = "mempool_policy"
        os.remove(block_policy_fees_dat) if os.path.exists(block_policy_fees_dat) else None
        os.remove(mempool_policy_dat) if os.path.exists(mempool_policy_dat) else None
        if os.path.isdir(block_policy_fees_dat.parent):
            os.rmdir(block_policy_fees_dat.parent)

        # Verify that estimator data files and their parent directory do not exist
        assert_equal(os.path.isfile(block_policy_fees_dat), False)
        assert_equal(os.path.isfile(mempool_policy_dat), False)
        assert_equal(os.path.isdir(block_policy_fees_dat.parent), False)
        # Verify if the string "Flushed fee estimates to block_policy_estimates.dat." is present in the debug log file.
        # If present, it indicates that fee estimator data has been successfully flushed to disk.
        block_policy_estimator_message = f"Flushed fee estimates to {block_policy_fees_dat}."
        mempool_policy_estimator_message = (
            f"{mempool_estimator_name_str}: mined-block stats flushed to {mempool_policy_dat}."
        )
        expected_messages = [block_policy_estimator_message, mempool_policy_estimator_message]
        with self.nodes[0].assert_debug_log(expected_msgs=expected_messages, timeout=1):
            # Mock the scheduler for an hour to flush estimator data.
            self.nodes[0].mockscheduler(SECONDS_PER_HOUR)

        # Verify that estimator data was flushed and the estimator directory and files are created
        assert_equal(os.path.isdir(block_policy_fees_dat.parent), True)
        assert_equal(os.path.isfile(block_policy_fees_dat), True)
        assert_equal(os.path.isfile(mempool_policy_dat), True)
        # Verify that estimator data remains the same if there are no blocks in the flush interval
        block_hash_before = self.nodes[0].getbestblockhash()
        block_policy_fees_dat_initial_content = open(block_policy_fees_dat, "rb").read()
        mempool_policy_dat_initial_content = open(mempool_policy_dat, "rb").read()
        with self.nodes[0].assert_debug_log(expected_msgs=expected_messages, timeout=1):
            # Mock the scheduler for an hour to flush estimator data.
            self.nodes[0].mockscheduler(SECONDS_PER_HOUR)
        # Verify that there were no blocks in between the flush interval
        assert_equal(block_hash_before, self.nodes[0].getbestblockhash())
        block_policy_fees_dat_current_content = open(block_policy_fees_dat, "rb").read()
        mempool_policy_dat_current_content = open(mempool_policy_dat, "rb").read()
        assert_equal(block_policy_fees_dat_initial_content, block_policy_fees_dat_current_content)
        assert_equal(mempool_policy_dat_initial_content, mempool_policy_dat_current_content)
        # Verify that estimator data remains the same after shutdown with no blocks before shutdown
        self.restart_node(0)
        block_policy_fees_dat_current_content = open(block_policy_fees_dat, "rb").read()
        mempool_policy_dat_current_content = open(mempool_policy_dat, "rb").read()
        assert_equal(block_policy_fees_dat_initial_content, block_policy_fees_dat_current_content)
        assert_equal(mempool_policy_dat_initial_content, mempool_policy_dat_current_content)
        # Verify that estimator data changes if new blocks were produced in the flush interval
        with self.nodes[0].assert_debug_log(expected_msgs=expected_messages, timeout=1):
            # Mock the scheduler for an hour to flush estimator data.
            self.generate(self.nodes[0], 5, sync_fun=self.no_op)
            self.nodes[0].mockscheduler(SECONDS_PER_HOUR)
        block_policy_fees_dat_current_content = open(block_policy_fees_dat, "rb").read()
        assert_not_equal(block_policy_fees_dat_current_content, block_policy_fees_dat_initial_content)
        block_policy_fees_dat_initial_content = block_policy_fees_dat_current_content
        mempool_policy_dat_current_content = open(mempool_policy_dat, "rb").read()
        assert_not_equal(mempool_policy_dat_current_content, mempool_policy_dat_initial_content)
        mempool_policy_dat_initial_content = mempool_policy_dat_current_content
        # Generate blocks before shutdown and verify that estimator data changes
        self.generate(self.nodes[0], 5, sync_fun=self.no_op)
        self.restart_node(0)
        block_policy_fees_dat_current_content = open(block_policy_fees_dat, "rb").read()
        mempool_policy_dat_current_content = open(mempool_policy_dat, "rb").read()
        assert_not_equal(block_policy_fees_dat_initial_content, block_policy_fees_dat_current_content)
        assert_not_equal(mempool_policy_dat_initial_content, mempool_policy_dat_current_content)


    def test_acceptstalefeeestimates_option(self):
        # Get the initial fee rate while node is running
        fee_rate = self.nodes[0].estimatesmartfee(1, "economical", {"fee_rate_estimator": "block_policy"})["feerate"]

        self.stop_node(0)

        fee_dat = self.nodes[0].chain_path / BLOCK_POLICY_ESTIMATOR_FILE_PATH

        # Stop the node and backdate the block policy estimator file more than MAX_FILE_AGE
        last_modified_time = time.time() - (MAX_FILE_AGE + 1) * SECONDS_PER_HOUR
        os.utime(fee_dat, (last_modified_time, last_modified_time))

        # Restart node with -acceptstalefeeestimates option to ensure block policy estimator file is read
        self.start_node(0,extra_args=["-acceptstalefeeestimates"])
        assert_equal(self.nodes[0].estimatesmartfee(1, "economical", {"fee_rate_estimator": "block_policy"})["feerate"], fee_rate)

    def clear_estimates(self):
        self.log.info("Restarting node with fresh estimation")
        self.stop_node(0)
        fee_dat = self.nodes[0].chain_path / BLOCK_POLICY_ESTIMATOR_FILE_PATH
        os.remove(fee_dat)
        self.start_node(0)
        self.connect_nodes(0, 1)
        self.connect_nodes(0, 2)
        self.sync_blocks()
        assert_equal(self.nodes[0].estimatesmartfee(1, "economical", {"fee_rate_estimator": "block_policy"})["errors"], ["Insufficient data or no feerate found"])

    def broadcast_and_maybe_mine(self, broadcaster, feerate, txs, blocks=1, miner=None):
        """Broadcast and maybe mine some number of transactions with a specified fee rate."""
        for _ in range(blocks):
            tx_batch = []
            for _ in range(txs):
                tx = self.wallet.create_self_transfer(fee_rate=feerate, utxo_to_spend=self.confutxo.pop(0))
                self.memutxo.append(tx["new_utxo"])
                tx_batch.append(tx)
            # To speed up the test, submit the transactions in batches to the nodes directly
            # avoiding having to wait for p2p to propagate them between the nodes.
            batch_send_tx = [broadcaster.sendrawtransaction.get_request(hexstring=tx["hex"]) for tx in tx_batch]
            for node in self.nodes:
                node.batch(batch_send_tx)
            self.sync_mempools(wait=0.1, nodes=[self.nodes[0], self.nodes[1], self.nodes[2]])
            if miner:
                mined = miner.getblock(self.generate(miner, 1)[0], True)["tx"]
                self.update_utxo(mined)

    def send_transactions(self, utxos, fee_rate, target_vsize):
        for utxo in utxos:
            self.wallet.send_self_transfer(
                from_node=self.nodes[0],
                utxo_to_spend=utxo,
                fee_rate=fee_rate,
                target_vsize=target_vsize,
            )

    def test_estimation_modes(self):
        low_feerate = Decimal("0.001")
        high_feerate = Decimal("0.005")
        # Broadcast and mine high fee transactions for the first 12 blocks.
        self.broadcast_and_maybe_mine(self.nodes[1], high_feerate, TXS_COUNT, 12, self.nodes[2])
        check_fee_estimates_btw_modes(self.nodes[0], high_feerate, high_feerate)
        # We now track 12 blocks; short horizon stats will start decaying.
        # Broadcast and mine low fee transactions for the next 4 blocks.
        self.broadcast_and_maybe_mine(self.nodes[1], low_feerate, TXS_COUNT, 4, self.nodes[2])
        # conservative mode will consider longer time horizons while economical mode does not
        # Check the fee estimates for both modes after mining low fee transactions.
        check_fee_estimates_btw_modes(self.nodes[0], high_feerate, low_feerate)

    def test_sub_1s_per_vb_estimates(self):
        feerate_0_5_s_per_vb = MIN_BUCKET_FEERATE * 5
        feerate_1_s_per_vb = Decimal(1000) / Decimal(COIN)
        for i in range(6):
            self.broadcast_and_maybe_mine(self.nodes[1], feerate_0_5_s_per_vb, TXS_COUNT)
            self.broadcast_and_maybe_mine(self.nodes[1], feerate_1_s_per_vb, TXS_COUNT, 1, self.nodes[2])
        assert_equal(feerate_0_5_s_per_vb, self.nodes[0].estimatesmartfee(1, "economical", {"fee_rate_estimator": "block_policy"})["feerate"])


    def test_estimatesmartfee_return_mempool_estimates(self):
        node0 = self.nodes[0]
        miner = self.nodes[1]
        self.log.info("Ensure node0's mempool is empty at the start")
        assert_equal(node0.getmempoolinfo()['size'], 0)
        self.log.info("Test estimatesmartfee with empty mempool and no block policy estimator data")
        estimate_after_restart = node0.estimatesmartfee(1, "economical", {"fee_rate_estimator": "auto"})
        verify_estimate_response(estimate_after_restart, None, [BLOCK_POLICY_ESTIMATOR_ERROR])
        self.log.info("Populate block policy estimator with high-feerate history")
        # Generate high-feerate transactions and mine them over 6 blocks to give block policy data.
        high_feerate = Decimal("0.004")
        self.broadcast_and_maybe_mine(node0, high_feerate, TXS_COUNT, 6, miner)
        self.log.info("Test estimatesmartfee returns block policy estimator estimate when mempool is higher")
        # Add 10 large insane-feerate transactions enough to generate a block template
        num_txs = 10
        target_vsize = int(((MAX_BLOCK_WEIGHT - DEFAULT_BLOCK_RESERVED_WEIGHT) / WITNESS_SCALE_FACTOR) / num_txs)
        utxos = [self.wallet.get_utxo(confirmed_only=True) for _ in range(num_txs)]
        insane_feerate = Decimal("0.01")
        self.send_transactions(utxos, insane_feerate, target_vsize)
        estimate_after_spike = node0.estimatesmartfee(1, "economical", {"verbosity": 2, "fee_rate_estimator": "auto"})
        assert_equal(len(estimate_after_spike["mempool_health_statistics"]), 6)
        current_height = node0.getchaintips()[0]['height']
        for block_stat in estimate_after_spike["mempool_health_statistics"]:
            assert_equal(block_stat['block_height'], current_height)
            current_height -= 1
            assert block_stat['block_weight']
            assert block_stat['mempool_txs_weight']
        verify_estimate_response(estimate_after_spike, high_feerate, [])
        assert_equal(estimate_after_spike["estimator"], "block_policy")
        mempool_policy_estimate = node0.estimatesmartfee(1, "economical", {"fee_rate_estimator": "mempool_policy"})
        verify_estimate_response(mempool_policy_estimate, insane_feerate, [])
        # Confirm the spike transactions so they leave the mempool; the mined block
        # keeps the mempool representation healthy. Then broadcast fresh low-feerate
        # transactions so the mempool estimate is now the lower of the two.
        self.generate(node0, 1, sync_fun=lambda: None)
        assert_equal(node0.getmempoolinfo()['size'], 0)
        low_feerate = Decimal("0.00004")
        low_utxos = [self.wallet.get_utxo(confirmed_only=True) for _ in range(num_txs)]
        self.send_transactions(low_utxos, low_feerate, target_vsize)
        lower_estimate = node0.estimatesmartfee(1, "economical", {"fee_rate_estimator": "auto"})
        verify_estimate_response(lower_estimate, low_feerate, [])
        # The mempool block stats are persisted across restarts, so the mempool
        # stays healthy and the lower mempool estimate is still returned after a
        # restart. Without persistence, the combined estimate would fall back to
        # the block policy estimate until enough new blocks are observed.
        self.restart_node(0)
        estimate_post_restart = node0.estimatesmartfee(1, "economical", {"fee_rate_estimator": "auto"})
        verify_estimate_response(estimate_post_restart, low_feerate, [])

        self.log.info("Test estimatesmartfee returns the fee rate floor when the mempool is empty but healthy")
        self.generate(node0, 1, sync_fun=lambda: None)
        assert_equal(node0.getmempoolinfo()['size'], 0)
        block_policy_estimate = node0.estimatesmartfee(1, "economical", {"fee_rate_estimator": "block_policy"})
        assert "feerate" in block_policy_estimate
        # With an empty but healthy mempool the mempool estimator has no percentile data,
        # so it falls back to the fee rate floor: the max of minrelaytxfee and mempoolminfee.
        # That floor is lower than the block policy estimate, so the combined estimator returns it.
        mempool_info = node0.getmempoolinfo()
        floor = max(mempool_info["minrelaytxfee"], mempool_info["mempoolminfee"])
        combined_estimate = node0.estimatesmartfee(1, "economical", {"fee_rate_estimator": "auto"})
        verify_estimate_response(combined_estimate, floor, [])
        assert_equal(combined_estimate["estimator"], "mempool_policy")

    def test_fallback_to_block_policy_on_low_coverage(self):
        self.clear_estimates()
        self.broadcast_and_maybe_mine(self.nodes[0], Decimal("0.004"), TXS_COUNT, MEMPOOL_HEALTH_WINDOW, self.nodes[1])
        assert "feerate" in self.nodes[0].estimatesmartfee(1, "economical", {"fee_rate_estimator": "block_policy"})
        assert_equal(self.nodes[0].estimatesmartfee(1, "economical", {"fee_rate_estimator": "auto"})["estimator"], "mempool_policy")
        anyone_can_spend_script = CScript([OP_TRUE]).hex()
        quarter_block_vsize = int(MAX_BLOCK_WEIGHT / WITNESS_SCALE_FACTOR / 4)
        expected_stats = []
        for _ in range(MEMPOOL_HEALTH_WINDOW):
            unseen_txs = [make_tx(self.wallet, self.wallet.get_utxo(confirmed_only=True), 10, quarter_block_vsize) for _ in range(3)]
            mempool_txs = [self.wallet.send_self_transfer(from_node=self.nodes[1]) for _ in range(3)]
            self.sync_mempools([self.nodes[0], self.nodes[1]])
            self.generateblock(self.nodes[1], output=f"raw({anyone_can_spend_script})",
                               transactions=[tx["hex"] for tx in unseen_txs] + [tx["txid"] for tx in mempool_txs],
                               sync_fun=lambda: self.sync_blocks([self.nodes[0], self.nodes[1]]))
            expected_stats.append({
                "block_height": self.nodes[0].getblockcount(),
                "block_weight": sum(tx["tx"].get_weight() for tx in unseen_txs + mempool_txs),
                "mempool_txs_weight": sum(tx["tx"].get_weight() for tx in mempool_txs),
            })
        combined = self.nodes[0].estimatesmartfee(1, "economical", {"fee_rate_estimator": "auto", "verbosity": 2})
        assert_equal(combined["estimator"], "block_policy")
        assert_equal(combined["feerate"], self.nodes[0].estimatesmartfee(1, "economical", {"fee_rate_estimator": "block_policy"})["feerate"])
        assert_equal(combined["mempool_health_statistics"], list(reversed(expected_stats)))
        mempool_policy = self.nodes[0].estimatesmartfee(1, "economical", {"fee_rate_estimator": "mempool_policy"})
        assert_equal(mempool_policy["errors"], ["mempool_policy: Mempool is unreliable for fee rate estimation"])
        self.restart_node(0)

    def test_mined_block_stats_cleared_on_failed_mempool_load(self):
        assert_equal(len(self.nodes[0].estimatesmartfee(1, "economical", {"fee_rate_estimator": "auto", "verbosity": 2})["mempool_health_statistics"]), MEMPOOL_HEALTH_WINDOW)
        estimator_dat = self.nodes[0].chain_path / "fees" / "mempool_policy_estimator.dat"
        mempool_dat = self.nodes[0].chain_path / "mempool.dat"
        estimator_bak = estimator_dat.with_name(estimator_dat.name + ".bak")
        mempool_bak = mempool_dat.with_name(mempool_dat.name + ".bak")
        self.stop_node(0)
        shutil.copyfile(estimator_dat, estimator_bak)
        shutil.copyfile(mempool_dat, mempool_bak)

        def assert_failed_load_clears_window(break_mempool_load, **start_kwargs):
            shutil.copyfile(estimator_bak, estimator_dat)
            shutil.copyfile(mempool_bak, mempool_dat)
            break_mempool_load()
            self.start_node(0, **start_kwargs)
            self.wait_until(lambda: self.nodes[0].getmempoolinfo()["loaded"])
            after = self.nodes[0].estimatesmartfee(1, "economical", {"fee_rate_estimator": "auto", "verbosity": 2})
            assert_equal(after["mempool_health_statistics"], [])
            assert_equal(after["estimator"], "block_policy")
            assert_equal(self.nodes[0].estimatesmartfee(1, "economical", {"fee_rate_estimator": "mempool_policy"})["errors"],
                         ["mempool_policy: Not enough recent block data for fee rate estimation"])
            self.stop_node(0)

        assert_failed_load_clears_window(mempool_dat.unlink)
        assert_failed_load_clears_window(lambda: mempool_dat.write_bytes(b"not a valid mempool.dat"))
        assert_failed_load_clears_window(lambda: None, extra_args=["-persistmempool=0"])

        shutil.copyfile(estimator_bak, estimator_dat)
        shutil.copyfile(mempool_bak, mempool_dat)
        estimator_bak.unlink()
        mempool_bak.unlink()
        self.start_node(0)

    def test_stale_mempool_block_stats_are_rejected_on_load(self):
        # Persisted mempool block stats must be tied to the best block hash,
        # not just height, because a reorg can replace the tip without
        # changing the height.
        node0 = self.nodes[0]
        miner = self.nodes[1]
        mempool_policy_dat = node0.chain_path / "fees/mempool_policy_estimator.dat"
        healthy_feerate = Decimal("0.004")
        self.connect_nodes(0, 1)
        self.connect_nodes(0, 2)
        self.sync_all()
        # Build a full, healthy window whose tracked heights match the current tip.
        self.broadcast_and_maybe_mine(node0, healthy_feerate, TXS_COUNT, 6, miner)
        stale_stats = node0.estimatesmartfee(
            1,
            "economical",
            {"verbosity": 2, "fee_rate_estimator": "auto"},
        )["mempool_health_statistics"]
        assert_equal(len(stale_stats), 6)
        stale_height = node0.getblockcount()
        assert_equal(stale_stats[0]["block_height"], stale_height)
        stale_tip = node0.getbestblockhash()
        self.stop_node(0)
        stale_stats_snapshot = open(mempool_policy_dat, "rb").read()
        self.start_node(0)
        node0.invalidateblock(stale_tip)
        assert_equal(node0.getblockcount(), stale_height - 1)
        reorged_tip = self.generate(node0, 1, sync_fun=lambda: None)[0]
        assert_equal(node0.getblockcount(), stale_height)
        assert_not_equal(reorged_tip, stale_tip)
        self.stop_node(0)
        with open(mempool_policy_dat, "wb") as f:
            f.write(stale_stats_snapshot)
        self.start_node(0)
        assert_equal(node0.getblockcount(), stale_height)
        assert_equal(node0.getbestblockhash(), reorged_tip)
        stats_after_restart = node0.estimatesmartfee(
            1,
            "economical",
            {"verbosity": 2, "fee_rate_estimator": "auto"},
        )["mempool_health_statistics"]
        assert_equal(stats_after_restart, [])

    def run_test(self):
        self.log.info("This test is time consuming, please be patient")
        self.log.info("Splitting inputs so we can generate tx's")

        # Split two coinbases into many small utxos
        self.start_node(0)
        self.wallet = MiniWallet(self.nodes[0])
        self.initial_split(self.nodes[0])
        self.log.info("Finished splitting")

        # Now we can connect the other nodes, didn't want to connect them earlier
        # so the estimates would not be affected by the splitting transactions
        self.start_node(1)
        self.start_node(2)
        self.connect_nodes(1, 0)
        self.connect_nodes(0, 2)
        self.connect_nodes(2, 1)
        self.sync_all()

        self.log.info("Testing estimates with single transactions.")
        self.sanity_check_estimates_range()

        self.log.info("Test fees/block_policy_estimates.dat is flushed periodically")
        self.test_estimate_dat_is_flushed_periodically()

        # check that estimatesmartfee feerate is greater than or equal to maximum of mempoolminfee and minrelaytxfee
        self.log.info(
            "Test fee rate estimation after restarting node with high minrelaytxfee"
        )
        self.test_estimates_with_highminrelaytxfee()

        self.log.info("Test acceptstalefeeestimates option")
        self.test_acceptstalefeeestimates_option()

        self.log.info("Test fallback to block policy when the mempool estimator has insufficient data")
        self.test_fallback_when_mempool_estimator_has_insufficient_data()

        self.log.info("Test reading old block policy estimator file")
        self.test_old_fee_estimate_file()

        self.clear_estimates()

        self.log.info("Testing estimates with RBF.")
        self.sanity_check_rbf_estimates()

        self.clear_estimates()
        self.log.info("Test estimatesmartfee modes")
        self.test_estimation_modes()

        self.clear_estimates()
        self.log.info("Test that estimatesmartfee returns a sub 1s/vb fee rate estimate")
        self.test_sub_1s_per_vb_estimates()

        self.log.info("Test that estimatesmartfee returns mempool estimates when lower")
        self.clear_estimates()
        self.test_estimatesmartfee_return_mempool_estimates()

        self.log.info("Test fallback to block policy when the mempool has low coverage")
        self.test_fallback_to_block_policy_on_low_coverage()

        self.log.info("Test mined-block stats are cleared when the mempool load fails")
        self.test_mined_block_stats_cleared_on_failed_mempool_load()

        self.log.info("Test that stale mempool block stats are rejected on load")
        self.test_stale_mempool_block_stats_are_rejected_on_load()

        self.log.info("Testing that fee estimation is disabled in blocksonly.")
        self.restart_node(0, ["-blocksonly"])
        assert_raises_rpc_error(
            -32603, "Fee estimation disabled", self.nodes[0].estimatesmartfee, 2
        )


if __name__ == "__main__":
    EstimateFeeTest(__file__).main()