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August 10, 2020 16:07
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Fee rates under mepool pressure simulation
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import sys, random, math | |
def hours(hrs): | |
return hrs * minutes(60) | |
def minutes(mins): | |
return 60 * mins | |
def megabytes(mega): | |
return mega * 1024 * 1024 | |
def get_next_block_elapsed_time(): | |
return int(random.gauss(minutes(10), minutes(1.5))) | |
# parameters | |
days = 1 | |
txs_per_second = 8 | |
block_size_mb = megabytes(1.1) | |
mempool_max_size_mb = megabytes(300) | |
tip = 0 | |
time = 0; | |
next_block_time = get_next_block_elapsed_time() | |
mempool = [] | |
mempool_size = 0 | |
buckets = int(days * 20) * [1] | |
while time < days * hours(24): | |
target = int(random.gauss(3, 1)) | |
estimated_fee_rate = buckets[target]; | |
fee_rate = random.uniform(0.75 * estimated_fee_rate, 1.5 * estimated_fee_rate) | |
tx_size = int(random.gauss(500, 100)) | |
fee = int(tx_size * fee_rate) | |
amount = int(random.uniform(0.0005, 10) * 100_000_000) | |
if fee < (amount / 100): | |
# if mempool_size > mempool_max_size_mb: | |
# mempool.sort(key=lambda tx: tx["paid_fee"], reverse=True) | |
# mempool = mempool[:(len(mempool) // 10) * 8] | |
# mempool_size = sum(tx["size"] for tx in mempool) | |
if mempool_size < mempool_max_size_mb: | |
mempool.append({"paid_fee": fee_rate, "broadcasted_block_time": tip, "size": tx_size}) | |
mempool_size = mempool_size + tx_size | |
if int(time) == next_block_time: | |
cur_mempool = len(mempool) | |
mempool.sort(key=lambda tx: tx["paid_fee"], reverse=True) | |
tx_index = 0 | |
block_size = 0 | |
while tx_index < len(mempool) and (block_size < block_size_mb): | |
block_size = block_size + mempool[tx_index]["size"] | |
tx_index = tx_index + 1 | |
block, mempool = mempool[:tx_index], mempool[tx_index:] | |
buckets_t = len(buckets) * [[]] | |
for tx in block: | |
mempool_size = mempool_size - tx["size"] | |
past_blocks = tip - tx["broadcasted_block_time"] | |
buckets_t[past_blocks] = buckets_t[past_blocks] + [tx["paid_fee"]] | |
buckets[past_blocks] = sum(buckets_t[past_blocks]) / len(buckets_t[past_blocks]) | |
print(tip+1, block_size, cur_mempool, len(mempool)) | |
tip = tip + 1 | |
next_block_time = next_block_time + get_next_block_elapsed_time() | |
time = time + (1 / txs_per_second) | |
print(buckets) | |
#for fee in iter(buckets): | |
# print("{:.8f}".format(fee)) |
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