Merge pull request #772 from evoskuil/master

Integrate node fee estimator.

Author: evoskuil

include/bitcoin/server/protocols/protocol_electrum.hpp

@@ -239,7 +239,7 @@ class BCS_API protocol_electrum
     void blockchain_block_headers(size_t starting, size_t quantity,
         size_t waypoint, bool single) NOEXCEPT;
 
-    /// Completion handlers (for long-running address queries).
+    /// Completion handlers (for long-running or other async queries).
     /// -----------------------------------------------------------------------
 
     void get_balance(const hash_digest& hash) NOEXCEPT;
@@ -257,6 +257,9 @@ class BCS_API protocol_electrum
     void complete_get_mempool(const code& ec, const histories& histories) NOEXCEPT;
     void complete_list_unspent(const code& ec, const unspents& unspents) NOEXCEPT;
 
+    void handle_estimate_fee(const code& ec, uint64_t fee) NOEXCEPT;
+    void complete_estimate_fee(const code& ec, uint64_t fee) NOEXCEPT;
+
     /// Notification event handlers.
     /// -----------------------------------------------------------------------
 

src/parser.cpp

@@ -1328,6 +1328,11 @@ options_metadata parser::load_settings() THROWS
         value<bool>(&configured.node.defer_confirmation),
         "Defer confirmation, defaults to 'false'."
     )
+    (
+        "node.fee_estimate_horizon",
+        value<uint16_t>(&configured.node.fee_estimate_horizon),
+        "Fee estimation horizon, limited to 1008, defaults to '0' (0 disables)."
+    )
     ////(
     ////    "node.headers_first",
     ////    value<bool>(&configured.node.headers_first),

src/protocols/electrum/protocol_electrum_fees.cpp

@@ -31,10 +31,23 @@ using namespace std::placeholders;
 
 BC_PUSH_WARNING(NO_THROW_IN_NOEXCEPT)
 
+using mode_t = node::estimator::mode;
+mode_t mode_from_string(const std::string& mode) NOEXCEPT
+{
+    if (mode.empty()) return mode_t::basic;
+    if (mode == "basic") return mode_t::basic;
+    if (mode == "geometric") return mode_t::geometric;
+    if (mode == "economical") return mode_t::economical;
+    if (mode == "conservative") return mode_t::conservative;
+    return mode_t::unknown;
+}
+
 void protocol_electrum::handle_blockchain_estimate_fee(const code& ec,
     rpc_interface::blockchain_estimate_fee, double number,
     const std::string& mode) NOEXCEPT
 {
+    BC_ASSERT(stranded());
+
     if (stopped(ec))
         return;
 
@@ -51,23 +64,57 @@ void protocol_electrum::handle_blockchain_estimate_fee(const code& ec,
         return;
     }
 
-    if (!mode.empty() &&
-        !at_least(electrum::version::v1_6))
+    if (!mode.empty() && !at_least(electrum::version::v1_6))
+    {
+        send_code(error::invalid_argument);
+        return;
+    }
+
+    const auto mode_ = mode_from_string(mode);
+    if (mode_ == mode_t::unknown)
     {
         send_code(error::invalid_argument);
         return;
     }
 
-    // TODO: integrate fee estimator.
-    ////send_code(error::not_implemented);
+    estimate(target, mode_, BIND(handle_estimate_fee, _1, _2));
+}
+
+void protocol_electrum::handle_estimate_fee(const code& ec,
+    uint64_t fee) NOEXCEPT
+{
+    POST(complete_estimate_fee, ec, fee);
+}
+
+void protocol_electrum::complete_estimate_fee(const code& ec,
+    uint64_t fee) NOEXCEPT
+{
+    BC_ASSERT(stranded());
+
+    if (stopped())
+        return;
+
+    const auto disabled =
+        ec == node::error::estimate_false ||
+        ec == node::error::estimate_disabled ||
+        ec == node::error::estimate_premature;
+
+    if (!disabled && ec)
+    {
+        // node::error::estimates_failed, implies store fault.
+        send_code(error::server_error);
+        return;
+    }
 
     // If not enough information to make an estimate, -1 is returned.
-    send_result(-1, 42);
+    send_result(disabled ? -1 : possible_narrow_sign_cast<int64_t>(fee), 42);
 }
 
 void protocol_electrum::handle_blockchain_relay_fee(const code& ec,
     rpc_interface::blockchain_relay_fee) NOEXCEPT
 {
+    BC_ASSERT(stranded());
+
     if (stopped(ec))
         return;
 

test/protocols/blocks.cpp

@@ -233,6 +233,7 @@ const block bogus_block10
             0x0b,
             inputs
             {
+                // Null points in non-first tx (coinbase confusion).
                 input
                 {
                     point{},

test/protocols/electrum/electrum_fees.cpp

@@ -48,17 +48,40 @@ BOOST_AUTO_TEST_CASE(electrum__blockchain_estimate_fee__mode_invalid_version__in
 {
     BOOST_REQUIRE(handshake(electrum::version::v1_4));
 
-    const auto result = get_error(R"({"id":801,"method":"blockchain.estimatefee","params":[42,"mode"]})" "\n");
+    const auto result = get_error(R"({"id":801,"method":"blockchain.estimatefee","params":[42,"basic"]})" "\n");
     BOOST_REQUIRE_EQUAL(result, invalid_argument.value());
 }
 
-////BOOST_AUTO_TEST_CASE(electrum__blockchain_estimate_fee__valid__not_implemented)
-////{
-////    BOOST_REQUIRE(handshake(electrum::version::v1_6));
-////
-////    const auto result = get_error(R"({"id":801,"method":"blockchain.estimatefee","params":[42,"mode"]})" "\n");
-////    BOOST_REQUIRE_EQUAL(result, not_implemented.value());
-////}
+BOOST_AUTO_TEST_CASE(electrum__blockchain_estimate_fee__nvalid_mode__invalid_argument)
+{
+    BOOST_REQUIRE(handshake(electrum::version::v1_4));
+
+    const auto result = get_error(R"({"id":801,"method":"blockchain.estimatefee","params":[42,"bogus"]})" "\n");
+    BOOST_REQUIRE_EQUAL(result, invalid_argument.value());
+}
+
+BOOST_AUTO_TEST_CASE(electrum__blockchain_estimate_fee__uninitialized__negative_one)
+{
+    BOOST_REQUIRE(handshake(electrum::version::v1_6));
+
+    const auto response = get(R"({"id":801,"method":"blockchain.estimatefee","params":[0,"basic"]})" "\n");
+    REQUIRE_NO_THROW_TRUE(response.at("result").is_int64());
+    BOOST_REQUIRE_EQUAL(response.at("result").as_int64(), -1);
+}
+
+BOOST_AUTO_TEST_CASE(electrum__blockchain_estimate_fee__zero_basic__negative_one)
+{
+    BOOST_REQUIRE(handshake(electrum::version::v1_6));
+
+    // Trigger node chaser event to initialize fee estimator.
+    notify(node::chase::block, { 9_u32 });
+
+    const auto response = get(R"({"id":801,"method":"blockchain.estimatefee","params":[0,"basic"]})" "\n");
+    REQUIRE_NO_THROW_TRUE(response.at("result").is_int64());
+
+    // None of the first 10 blocks have fees, so no estimate is obtained.
+    BOOST_REQUIRE_EQUAL(response.at("result").as_int64(), -1);
+}
 
 // blockchain.relayfee
 

test/protocols/electrum/electrum_setup_fixture.cpp

@@ -66,6 +66,7 @@ electrum_setup_fixture::electrum_setup_fixture(const initializer& setup,
     database_settings.interval_depth = 2;
     node_settings.delay_inbound = false;
     node_settings.minimum_fee_rate = 99.0;
+    node_settings.fee_estimate_horizon = 8;
     network_settings.inbound.connections = 0;
     network_settings.outbound.connections = 0;
 
@@ -74,7 +75,16 @@ electrum_setup_fixture::electrum_setup_fixture(const initializer& setup,
     BOOST_REQUIRE_MESSAGE(!ec, ec.message());
     BOOST_REQUIRE_MESSAGE(setup(query_), "electrum initialize");
 
-    // Run the server.
+    std::promise<code> started{};
+    server_.start([&](const code& ec) NOEXCEPT
+    {
+        started.set_value(ec);
+    });
+
+    // Block until server is started.
+    ec = started.get_future().get();
+    BOOST_REQUIRE_MESSAGE(!ec, ec.message());
+
     std::promise<code> running{};
     server_.run([&](const code& ec) NOEXCEPT
     {