qa: test fee estimation with replacement transactions

Signed-off-by: Antoine Poinsot <darosior@protonmail.com>

Author: darosior

test/functional/feature_fee_estimation.py

@@ -4,6 +4,7 @@
 # file COPYING or http://www.opensource.org/licenses/mit-license.php.
 """Test fee estimation code."""
 from decimal import Decimal
+import os
 import random
 
 from test_framework.messages import (
@@ -155,6 +156,21 @@ def check_estimates(node, fees_seen):
     check_raw_estimates(node, fees_seen)
     check_smart_estimates(node, fees_seen)
 
+
+def send_tx(node, utxo, feerate):
+    """Broadcast a 1in-1out transaction with a specific input and feerate (sat/vb)."""
+    overhead, op, scriptsig, nseq, value, spk = 10, 36, 5, 4, 8, 24
+    tx_size = overhead + op + scriptsig + nseq + value + spk
+    fee = tx_size * feerate
+
+    tx = CTransaction()
+    tx.vin = [CTxIn(COutPoint(int(utxo["txid"], 16), utxo["vout"]), SCRIPT_SIG[utxo["vout"]])]
+    tx.vout = [CTxOut(int(utxo["amount"] * COIN) - fee, P2SH_1)]
+    txid = node.sendrawtransaction(tx.serialize().hex())
+
+    return txid
+
+
 class EstimateFeeTest(BitcoinTestFramework):
     def set_test_params(self):
         self.num_nodes = 3
@@ -271,6 +287,60 @@ def test_feerate_mempoolminfee(self):
         high_val = 3*self.nodes[1].estimatesmartfee(1)['feerate']
         self.restart_node(1, extra_args=[f'-minrelaytxfee={high_val}'])
         check_estimates(self.nodes[1], self.fees_per_kb)
+        self.restart_node(1)
+
+    def sanity_check_rbf_estimates(self, utxos):
+        """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 len(utxos) >= 250
+        for _ in range(5):
+            # Broadcast 45 low fee transactions that will need to be RBF'd
+            for _ in range(45):
+                u = utxos.pop(0)
+                txid = send_tx(node, u, low_feerate)
+                utxos_to_respend.append(u)
+                txids_to_replace.append(txid)
+            # Broadcast 5 low fee transaction which don't need to
+            for _ in range(5):
+                send_tx(node, utxos.pop(0), low_feerate)
+            # Mine the transactions on another node
+            self.sync_mempools(wait=.1, nodes=[node, miner])
+            for txid in txids_to_replace:
+                miner.prioritisetransaction(txid=txid, fee_delta=-COIN)
+            self.generate(miner, 1)
+            self.sync_blocks(wait=.1, nodes=[node, miner])
+            # RBF the low-fee transactions
+            while True:
+                try:
+                    u = utxos_to_respend.pop(0)
+                    send_tx(node, u, high_feerate)
+                except IndexError:
+                    break
+
+        # Mine the last replacement txs
+        self.sync_mempools(wait=.1, nodes=[node, miner])
+        self.generate(miner, 1)
+        self.sync_blocks(wait=.1, nodes=[node, miner])
+
+        # 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)["feerate"]
+        assert est_feerate == high_feerate_kvb
 
     def run_test(self):
         self.log.info("This test is time consuming, please be patient")
@@ -297,6 +367,17 @@ def run_test(self):
         self.log.info("Test fee rate estimation after restarting node with high MempoolMinFee")
         self.test_feerate_mempoolminfee()
 
+        self.log.info("Restarting node with fresh estimation")
+        self.stop_node(0)
+        fee_dat = os.path.join(self.nodes[0].datadir, self.chain, "fee_estimates.dat")
+        os.remove(fee_dat)
+        self.start_node(0)
+        self.connect_nodes(0, 1)
+        self.connect_nodes(0, 2)
+
+        self.log.info("Testing estimates with RBF.")
+        self.sanity_check_rbf_estimates(self.confutxo + self.memutxo)
+
         self.log.info("Testing that fee estimation is disabled in blocksonly.")
         self.restart_node(0, ["-blocksonly"])
         assert_raises_rpc_error(-32603, "Fee estimation disabled",