mirror of
https://github.com/trezor/blockbook.git
synced 2026-03-13 02:57:24 +01:00
chore: make the new alternative_estimate_fee be configurable, change its name from Median to Block
This commit is contained in:
grdddj
@@ -157,10 +157,10 @@ func (b *BitcoinRPC) Initialize() error {
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// disable AlternativeEstimateFee logic
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b.alternativeFeeProvider = nil
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}
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} else if b.ChainConfig.AlternativeEstimateFee == "mempoolspacemedian" {
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glog.Info("Using MempoolSpaceMedianFee")
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if b.alternativeFeeProvider, err = NewMempoolSpaceMedianFee(b, b.ChainConfig.AlternativeEstimateFeeParams); err != nil {
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glog.Error("MempoolSpaceMedianFee error ", err, " Reverting to default estimateFee functionality")
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} else if b.ChainConfig.AlternativeEstimateFee == "mempoolspaceblock" {
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glog.Info("Using MempoolSpaceBlockFee")
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if b.alternativeFeeProvider, err = NewMempoolSpaceBlockFee(b, b.ChainConfig.AlternativeEstimateFeeParams); err != nil {
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glog.Error("MempoolSpaceBlockFee error ", err, " Reverting to default estimateFee functionality")
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// disable AlternativeEstimateFee logic
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b.alternativeFeeProvider = nil
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}
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180
bchain/coins/btc/mempoolspaceblock.go
Normal file
180
bchain/coins/btc/mempoolspaceblock.go
Normal file
@@ -0,0 +1,180 @@
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package btc
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import (
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"encoding/json"
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"math"
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"net/http"
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"strconv"
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"time"
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"github.com/golang/glog"
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"github.com/juju/errors"
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"github.com/trezor/blockbook/bchain"
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"github.com/trezor/blockbook/common"
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)
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// https://mempool.space/api/v1/fees/mempool-blocks returns a list of upcoming blocks and their medianFee.
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// Example response:
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// [
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// {
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// "blockSize": 1604493,
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// "blockVSize": 997944.75,
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// "nTx": 3350,
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// "totalFees": 8333539,
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// "medianFee": 3.0073509137538332,
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// "feeRange": [
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// 2.0444444444444443,
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// 2.2135922330097086,
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// 2.608695652173913,
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// 3.016042780748663,
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// 4.0048289738430585,
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// 9.27631139325092,
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// 201.06951871657753
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// ]
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// },
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// ...
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// ]
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type mempoolSpaceBlockFeeResult struct {
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BlockSize float64 `json:"blockSize"`
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BlockVSize float64 `json:"blockVSize"`
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NTx int `json:"nTx"`
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TotalFees int `json:"totalFees"`
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MedianFee float64 `json:"medianFee"`
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// 2nd, 10th, 25th, 50th, 75th, 90th, 98th percentiles
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FeeRange []float64 `json:"feeRange"`
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}
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type mempoolSpaceBlockFeeParams struct {
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URL string `json:"url"`
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PeriodSeconds int `json:"periodSeconds"`
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// Either number, then take the specified index. If null or missing, take the medianFee
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FeeRangeIndex *int `json:"feeRangeIndex,omitempty"`
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}
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type mempoolSpaceBlockFeeProvider struct {
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*alternativeFeeProvider
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params mempoolSpaceBlockFeeParams
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}
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// NewMempoolSpaceBlockFee initializes the provider.
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func NewMempoolSpaceBlockFee(chain bchain.BlockChain, params string) (alternativeFeeProviderInterface, error) {
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p := &mempoolSpaceBlockFeeProvider{alternativeFeeProvider: &alternativeFeeProvider{}}
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err := json.Unmarshal([]byte(params), &p.params)
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if err != nil {
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return nil, err
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}
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// Check mandatory parameters
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if p.params.URL == "" {
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return nil, errors.New("NewMempoolSpaceBlockFee: Missing url")
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}
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if p.params.PeriodSeconds == 0 {
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return nil, errors.New("NewMempoolSpaceBlockFee: Missing periodSeconds")
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}
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// Report on what is used
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if p.params.FeeRangeIndex == nil {
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glog.Info("NewMempoolSpaceBlockFee: Using median fee")
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} else {
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index := *p.params.FeeRangeIndex
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if index < 0 || index > 6 {
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return nil, errors.New("NewMempoolSpaceBlockFee: feeRangeIndex must be between 0 and 6")
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}
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glog.Infof("NewMempoolSpaceBlockFee: Using feeRangeIndex %d", index)
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}
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p.chain = chain
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go p.mempoolSpaceBlockFeeDownloader()
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return p, nil
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}
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func (p *mempoolSpaceBlockFeeProvider) mempoolSpaceBlockFeeDownloader() {
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period := time.Duration(p.params.PeriodSeconds) * time.Second
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timer := time.NewTimer(period)
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counter := 0
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for {
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var data []mempoolSpaceBlockFeeResult
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err := p.mempoolSpaceBlockFeeGetData(&data)
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if err != nil {
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glog.Error("mempoolSpaceBlockFeeGetData ", err)
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} else {
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if p.mempoolSpaceBlockFeeProcessData(&data) {
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if counter%60 == 0 {
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p.compareToDefault()
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}
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counter++
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}
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}
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<-timer.C
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timer.Reset(period)
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}
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}
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func (p *mempoolSpaceBlockFeeProvider) mempoolSpaceBlockFeeProcessData(data *[]mempoolSpaceBlockFeeResult) bool {
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if len(*data) == 0 {
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glog.Error("mempoolSpaceBlockFeeProcessData: empty data")
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return false
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}
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p.mux.Lock()
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defer p.mux.Unlock()
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p.fees = make([]alternativeFeeProviderFee, 0, len(*data))
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for i, block := range *data {
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var fee float64
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if p.params.FeeRangeIndex == nil {
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fee = block.MedianFee
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} else {
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feeRange := block.FeeRange
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index := *p.params.FeeRangeIndex
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if len(feeRange) > index {
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fee = feeRange[index]
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} else {
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glog.Warningf("Block %d has too short feeRange (len=%d, required=%d). Replacing by medianFee", i, len(feeRange), index)
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fee = block.MedianFee
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}
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}
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if fee < 1 {
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glog.Warningf("Skipping block at index %d due to invalid fee: %f", i, fee)
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continue
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}
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// TODO: it might make sense to not include _every_ block, but only e.g. first 20 and then some hardcoded ones like 50, 100, 200, etc.
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// But even storing thousands of elements in []alternativeFeeProviderFee should not make a big performance overhead
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// Depends on Suite requirements
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// We want to convert the fee to 3 significant digits
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feeRounded := common.RoundToSignificantDigits(fee, 3)
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feePerKB := int(math.Round(feeRounded * 1000))
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p.fees = append(p.fees, alternativeFeeProviderFee{
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blocks: i + 1,
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feePerKB: feePerKB,
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})
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}
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p.lastSync = time.Now()
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return true
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}
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func (p *mempoolSpaceBlockFeeProvider) mempoolSpaceBlockFeeGetData(res interface{}) error {
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httpReq, err := http.NewRequest("GET", p.params.URL, nil)
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if err != nil {
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return err
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}
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httpRes, err := http.DefaultClient.Do(httpReq)
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if httpRes != nil {
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defer httpRes.Body.Close()
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}
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if err != nil {
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return err
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}
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if httpRes.StatusCode != http.StatusOK {
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return errors.New(p.params.URL + " returned status " + strconv.Itoa(httpRes.StatusCode))
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}
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return common.SafeDecodeResponseFromReader(httpRes.Body, res)
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}
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134
bchain/coins/btc/mempoolspaceblock_test.go
Normal file
134
bchain/coins/btc/mempoolspaceblock_test.go
Normal file
@@ -0,0 +1,134 @@
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//go:build unittest
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package btc
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import (
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"math/big"
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"strconv"
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"testing"
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)
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var testBlocks = []mempoolSpaceBlockFeeResult{
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{
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BlockSize: 1800000,
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BlockVSize: 997931,
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NTx: 2500,
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TotalFees: 6000000,
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MedianFee: 25.1,
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FeeRange: []float64{1, 5, 10, 20, 30, 50, 300},
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},
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{
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BlockSize: 1750000,
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BlockVSize: 997930,
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NTx: 2200,
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TotalFees: 4500000,
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MedianFee: 7.31,
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FeeRange: []float64{1, 2, 5, 10, 15, 20, 150},
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},
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{
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BlockSize: 1700000,
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BlockVSize: 997929,
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NTx: 2000,
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TotalFees: 3000000,
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MedianFee: 3.14,
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FeeRange: []float64{1, 1.5, 2, 5, 7, 10, 100},
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},
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{
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BlockSize: 1650000,
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BlockVSize: 997928,
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NTx: 1800,
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TotalFees: 2000000,
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MedianFee: 1.34,
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FeeRange: []float64{1, 1.2, 1.5, 3, 4, 5, 50},
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},
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{
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BlockSize: 1600000,
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BlockVSize: 997927,
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NTx: 1500,
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TotalFees: 1500000,
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MedianFee: 1.11,
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FeeRange: []float64{1, 1.05, 1.1, 1.5, 1.8, 2, 20},
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},
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}
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var estimateFeeTestCasesMedian = []struct {
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blocks int
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want big.Int
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}{
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{0, *big.NewInt(25100)},
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{1, *big.NewInt(25100)},
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{2, *big.NewInt(7310)},
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{3, *big.NewInt(3140)},
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{4, *big.NewInt(1340)},
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{5, *big.NewInt(1110)},
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{6, *big.NewInt(1110)},
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{7, *big.NewInt(1110)},
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{10, *big.NewInt(1110)},
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{36, *big.NewInt(1110)},
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{100, *big.NewInt(1110)},
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{201, *big.NewInt(1110)},
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{501, *big.NewInt(1110)},
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{5000000, *big.NewInt(1110)},
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}
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var estimateFeeTestCasesFeeRangeIndex5 = []struct {
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blocks int
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want big.Int
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}{
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{0, *big.NewInt(50000)},
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{1, *big.NewInt(50000)},
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{2, *big.NewInt(20000)},
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{3, *big.NewInt(10000)},
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{4, *big.NewInt(5000)},
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{5, *big.NewInt(2000)},
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{6, *big.NewInt(2000)},
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{7, *big.NewInt(2000)},
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{10, *big.NewInt(2000)},
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{36, *big.NewInt(2000)},
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{100, *big.NewInt(2000)},
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{201, *big.NewInt(2000)},
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{501, *big.NewInt(2000)},
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{5000000, *big.NewInt(2000)},
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}
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func runEstimateFeeTest(t *testing.T, testName string, feeRangeIndex *int, expected []struct {
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blocks int
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want big.Int
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}) {
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m := &mempoolSpaceBlockFeeProvider{alternativeFeeProvider: &alternativeFeeProvider{}}
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m.params.FeeRangeIndex = feeRangeIndex
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success := m.mempoolSpaceBlockFeeProcessData(&testBlocks)
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if !success {
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t.Fatalf("[%s] Expected data to be processed successfully", testName)
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}
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for _, tt := range expected {
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t.Run(testName+"_"+strconv.Itoa(tt.blocks), func(t *testing.T) {
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got, err := m.estimateFee(tt.blocks)
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if err != nil {
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t.Errorf("[%s] estimateFee returned error: %v", testName, err)
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}
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if got.Cmp(&tt.want) != 0 {
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t.Errorf("[%s] estimateFee(%d) = %v, want %v", testName, tt.blocks, got, tt.want)
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}
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})
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}
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}
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func Test_mempoolSpaceBlockFeeProviderMedian(t *testing.T) {
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// Taking the median explicitly
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runEstimateFeeTest(t, "median", nil, estimateFeeTestCasesMedian)
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}
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func Test_mempoolSpaceBlockFeeProviderSecondLargestIndex(t *testing.T) {
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// Taking the valid index
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index := 5
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runEstimateFeeTest(t, "feeRangeIndex_5", &index, estimateFeeTestCasesFeeRangeIndex5)
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}
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func Test_mempoolSpaceBlockFeeProviderInvalidIndexTooHigh(t *testing.T) {
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// Index is too high, will fallback to median
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index := 555
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runEstimateFeeTest(t, "invalidFeeRangeIndex_555", &index, estimateFeeTestCasesMedian)
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}
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@@ -1,142 +0,0 @@
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package btc
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import (
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"encoding/json"
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"math"
|
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"net/http"
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"strconv"
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"time"
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"github.com/golang/glog"
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"github.com/juju/errors"
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"github.com/trezor/blockbook/bchain"
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"github.com/trezor/blockbook/common"
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)
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// https://mempool.space/api/v1/fees/mempool-blocks returns a list of upcoming blocks and their medianFee.
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// Example response:
|
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// [
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// {
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// "blockSize": 1589235,
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// "blockVSize": 997914,
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// "nTx": 4224,
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// "totalFees": 6935988,
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// "medianFee": 3.622,
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// "feeRange": [ ... ]
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// },
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// ...
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// ]
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|
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type mempoolSpaceMedianFeeResult struct {
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BlockSize float64 `json:"blockSize"`
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BlockVSize float64 `json:"blockVSize"`
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NTx int `json:"nTx"`
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TotalFees int `json:"totalFees"`
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MedianFee float64 `json:"medianFee"`
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FeeRange []float64 `json:"feeRange"`
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}
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|
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type mempoolSpaceMedianFeeParams struct {
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URL string `json:"url"`
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PeriodSeconds int `json:"periodSeconds"`
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}
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|
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type mempoolSpaceMedianFeeProvider struct {
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*alternativeFeeProvider
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params mempoolSpaceMedianFeeParams
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}
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// NewMempoolSpaceMedianFee initializes the median-fee provider using mempool.space data.
|
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func NewMempoolSpaceMedianFee(chain bchain.BlockChain, params string) (alternativeFeeProviderInterface, error) {
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p := &mempoolSpaceMedianFeeProvider{alternativeFeeProvider: &alternativeFeeProvider{}}
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err := json.Unmarshal([]byte(params), &p.params)
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if err != nil {
|
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return nil, err
|
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}
|
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if p.params.URL == "" || p.params.PeriodSeconds == 0 {
|
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return nil, errors.New("NewMempoolSpaceMedianFee: Missing parameters")
|
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}
|
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p.chain = chain
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go p.mempoolSpaceMedianFeeDownloader()
|
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return p, nil
|
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}
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|
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func (p *mempoolSpaceMedianFeeProvider) mempoolSpaceMedianFeeDownloader() {
|
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period := time.Duration(p.params.PeriodSeconds) * time.Second
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timer := time.NewTimer(period)
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counter := 0
|
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for {
|
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var data []mempoolSpaceMedianFeeResult
|
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err := p.mempoolSpaceMedianFeeGetData(&data)
|
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if err != nil {
|
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glog.Error("mempoolSpaceMedianFeeGetData ", err)
|
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} else {
|
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if p.mempoolSpaceMedianFeeProcessData(&data) {
|
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if counter%60 == 0 {
|
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p.compareToDefault()
|
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}
|
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counter++
|
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}
|
||||
}
|
||||
<-timer.C
|
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timer.Reset(period)
|
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}
|
||||
}
|
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|
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func (p *mempoolSpaceMedianFeeProvider) mempoolSpaceMedianFeeProcessData(data *[]mempoolSpaceMedianFeeResult) bool {
|
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if len(*data) == 0 {
|
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glog.Error("mempoolSpaceMedianFeeProcessData: empty data")
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return false
|
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}
|
||||
|
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p.mux.Lock()
|
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defer p.mux.Unlock()
|
||||
|
||||
p.fees = make([]alternativeFeeProviderFee, 0, len(*data))
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|
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zeroReplacement := 1.05
|
||||
|
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for i, block := range *data {
|
||||
if block.MedianFee == 0 {
|
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glog.Infof("Replacing zero medianFee by: %f", zeroReplacement)
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block.MedianFee = zeroReplacement
|
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} else if block.MedianFee < 1 {
|
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glog.Warningf("Skipping block at index %d due to invalid medianFee: %f", i, block.MedianFee)
|
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continue
|
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}
|
||||
|
||||
// TODO: it might make sense to not include _every_ block, but only e.g. first 20 and then some hardcoded ones like 50, 100, 200, etc.
|
||||
// But even storing thousands of elements in []alternativeFeeProviderFee should not make a big performance overhead
|
||||
// Depends on Suite requirements
|
||||
|
||||
// We want to convert the median fee to 3 significant digits
|
||||
medianFee := common.RoundToSignificantDigits(block.MedianFee, 3)
|
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feePerKB := int(math.Round(medianFee * 1000)) // convert sat/vB to sat/KB
|
||||
|
||||
p.fees = append(p.fees, alternativeFeeProviderFee{
|
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blocks: i + 1, // simple mapping: index 0 -> 1 block, etc.
|
||||
feePerKB: feePerKB,
|
||||
})
|
||||
}
|
||||
|
||||
p.lastSync = time.Now()
|
||||
return true
|
||||
}
|
||||
|
||||
func (p *mempoolSpaceMedianFeeProvider) mempoolSpaceMedianFeeGetData(res interface{}) error {
|
||||
httpReq, err := http.NewRequest("GET", p.params.URL, nil)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
httpRes, err := http.DefaultClient.Do(httpReq)
|
||||
if httpRes != nil {
|
||||
defer httpRes.Body.Close()
|
||||
}
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
if httpRes.StatusCode != http.StatusOK {
|
||||
return errors.New(p.params.URL + " returned status " + strconv.Itoa(httpRes.StatusCode))
|
||||
}
|
||||
return common.SafeDecodeResponseFromReader(httpRes.Body, res)
|
||||
}
|
||||
@@ -1,62 +0,0 @@
|
||||
//go:build unittest
|
||||
|
||||
package btc
|
||||
|
||||
import (
|
||||
"math/big"
|
||||
"strconv"
|
||||
"testing"
|
||||
)
|
||||
|
||||
func Test_mempoolSpaceMedianFeeProvider(t *testing.T) {
|
||||
m := &mempoolSpaceMedianFeeProvider{alternativeFeeProvider: &alternativeFeeProvider{}}
|
||||
testBlocks := []mempoolSpaceMedianFeeResult{
|
||||
{MedianFee: 5.123456},
|
||||
{MedianFee: 4.456789},
|
||||
{MedianFee: 3.789012},
|
||||
{MedianFee: 2.012345},
|
||||
{MedianFee: 1.345678},
|
||||
}
|
||||
|
||||
success := m.mempoolSpaceMedianFeeProcessData(&testBlocks)
|
||||
if !success {
|
||||
t.Fatal("Expected data to be processed successfully")
|
||||
}
|
||||
|
||||
tests := []struct {
|
||||
blocks int
|
||||
want big.Int
|
||||
}{
|
||||
{0, *big.NewInt(5120)},
|
||||
{1, *big.NewInt(5120)},
|
||||
{2, *big.NewInt(4460)},
|
||||
{3, *big.NewInt(3790)},
|
||||
{4, *big.NewInt(2010)},
|
||||
{5, *big.NewInt(1350)},
|
||||
{6, *big.NewInt(1350)},
|
||||
{7, *big.NewInt(1350)},
|
||||
{10, *big.NewInt(1350)},
|
||||
{18, *big.NewInt(1350)},
|
||||
{19, *big.NewInt(1350)},
|
||||
{36, *big.NewInt(1350)},
|
||||
{37, *big.NewInt(1350)},
|
||||
{100, *big.NewInt(1350)},
|
||||
{101, *big.NewInt(1350)},
|
||||
{200, *big.NewInt(1350)},
|
||||
{201, *big.NewInt(1350)},
|
||||
{500, *big.NewInt(1350)},
|
||||
{501, *big.NewInt(1350)},
|
||||
{5000000, *big.NewInt(1350)},
|
||||
}
|
||||
for _, tt := range tests {
|
||||
t.Run(strconv.Itoa(tt.blocks), func(t *testing.T) {
|
||||
got, err := m.estimateFee(tt.blocks)
|
||||
if err != nil {
|
||||
t.Error("estimateFee returned error ", err)
|
||||
}
|
||||
if got.Cmp(&tt.want) != 0 {
|
||||
t.Errorf("estimateFee(%d) = %v, want %v", tt.blocks, got, tt.want)
|
||||
}
|
||||
})
|
||||
}
|
||||
}
|
||||
@@ -64,6 +64,8 @@
|
||||
"xpub_magic_segwit_native": 73342198,
|
||||
"slip44": 1,
|
||||
"additional_params": {
|
||||
"alternative_estimate_fee": "mempoolspaceblock",
|
||||
"alternative_estimate_fee_params": "{\"url\": \"https://mempool.space/api/v1/fees/mempool-blocks\", \"periodSeconds\": 20, \"feeRangeIndex\": 5}",
|
||||
"block_golomb_filter_p": 20,
|
||||
"block_filter_scripts": "taproot-noordinals",
|
||||
"block_filter_use_zeroed_key": true,
|
||||
|
||||
Reference in New Issue
Block a user