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Add finish to EIP-1559 v2 gas estimate code (#660)
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After integration-testing both the fallback and non-fallback code
responsible for pulling gas fee estimates, there were a few fixes
needed:

* `ethQuery.latestBlock()` was not being called correctly.
* For some datapoints, we need to pull the estimated base fee for the
  next block. This adds an `includeNextBlock` option to
  `fetchBlockFeeHistory` so that this is possible. It also splits the
  `FeeHistoryBlock` type into two types, because the next block won't
  have information about gas used ratios or priority fees (because there
  is no transaction data associated with the next block, as it doesn't
  exist).
* One of the allowed values for the `endBlock` argument to
  `fetchBlockFeeHistory` was "pending". This breaks
  `fetchBlockFeeHistory`, so this has been removed.
* Some of the datapoints were based on the wrong data, so this has been
  corrected as well.
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@mcmire
mcmire committed Dec 10, 2021
1 parent e651038 commit 003b3ae
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Showing 9 changed files with 320 additions and 132 deletions.
61 changes: 61 additions & 0 deletions src/gas/fetchBlockFeeHistory.test.ts
View file
Expand Up @@ -308,4 +308,65 @@ describe('fetchBlockFeeHistory', () => {
expect(feeHistory).toStrictEqual([]);
});
});

describe('given includeNextBlock = true', () => {
const latestBlockNumber = 3;
const numberOfRequestedBlocks = 3;

it('includes an extra block with an estimated baseFeePerGas', async () => {
when(mockedQuery)
.calledWith(ethQuery, 'eth_feeHistory', [
toHex(numberOfRequestedBlocks),
toHex(latestBlockNumber),
[],
])
.mockResolvedValue({
oldestBlock: toHex(1),
// Note that this array contains 6 items when we requested 5. Per
// <https://github.com/ethereum/go-ethereum/blob/57a3fab8a75eeb9c2f4fab770b73b51b9fe672c5/eth/gasprice/feehistory.go#L191-L192>,
// baseFeePerGas will always include an extra item which is the calculated base fee for the
// next (future) block.
baseFeePerGas: [
toHex(10_000_000_000),
toHex(20_000_000_000),
toHex(30_000_000_000),
toHex(40_000_000_000),
],
gasUsedRatio: [0.1, 0.2, 0.3],
});

const feeHistory = await fetchBlockFeeHistory({
ethQuery,
numberOfBlocks: numberOfRequestedBlocks,
includeNextBlock: true,
});

expect(feeHistory).toStrictEqual([
{
number: new BN(1),
baseFeePerGas: new BN(10_000_000_000),
gasUsedRatio: 0.1,
priorityFeesByPercentile: {},
},
{
number: new BN(2),
baseFeePerGas: new BN(20_000_000_000),
gasUsedRatio: 0.2,
priorityFeesByPercentile: {},
},
{
number: new BN(3),
baseFeePerGas: new BN(30_000_000_000),
gasUsedRatio: 0.3,
priorityFeesByPercentile: {},
},
{
number: new BN(4),
baseFeePerGas: new BN(40_000_000_000),
gasUsedRatio: null,
priorityFeesByPercentile: null,
},
]);
});
});
});
184 changes: 152 additions & 32 deletions src/gas/fetchBlockFeeHistory.ts
View file
Expand Up @@ -36,9 +36,9 @@ export type EthFeeHistoryResponse = {
};

/**
* @type FeeHistoryBlock
* @type ExistingFeeHistoryBlock
*
* Historical data for a particular block.
* Historical data for a particular block that exists on the blockchain.
* @property number - The number of the block, as a BN.
* @property baseFeePerGas - The base fee per gas for the block in WEI, as a BN.
* @property gasUsedRatio - A number between 0 and 1 that represents the ratio between the gas paid
Expand All @@ -48,13 +48,52 @@ export type EthFeeHistoryResponse = {
* used for the block, indexed by those percentiles. (See docs for {@link fetchBlockFeeHistory} for more
* on how this works.)
*/
export type FeeHistoryBlock<Percentile extends number> = {
export type ExistingFeeHistoryBlock<Percentile extends number> = {
number: BN;
baseFeePerGas: BN;
gasUsedRatio: number;
priorityFeesByPercentile: Record<Percentile, BN>;
};

/**
* @type NextFeeHistoryBlock
*
* Historical data for a theoretical block that could exist in the future.
* @property number - The number of the block, as a BN.
* @property baseFeePerGas - The estimated base fee per gas for the block in WEI, as a BN.
*/
export type NextFeeHistoryBlock = {
number: BN;
baseFeePerGas: BN;
};

/**
* @type FeeHistoryBlock
*
* Historical data for a particular block.
* @property number - The number of the block, as a BN.
* @property baseFeePerGas - The base fee per gas for the block in WEI, as a BN.
* @property gasUsedRatio - A number between 0 and 1 that represents the ratio between the gas paid
* for the block and its set gas limit.
* @property priorityFeesByPercentile - The priority fees paid for the transactions in the block
* that occurred at particular levels at which those transactions contributed to the overall gas
* used for the block, indexed by those percentiles. (See docs for {@link fetchBlockFeeHistory} for more
* on how this works.)
*/
export type FeeHistoryBlock<Percentile extends number> =
| ExistingFeeHistoryBlock<Percentile>
| NextFeeHistoryBlock;

/**
* @type ExtractPercentileFrom
*
* Extracts the percentiles that the type assigned to an array of FeeHistoryBlock has been created
* with. This makes use of the `infer` keyword to read the type argument.
*/
export type ExtractPercentileFrom<T> = T extends FeeHistoryBlock<infer P>[]
? P
: never;

const MAX_NUMBER_OF_BLOCKS_PER_ETH_FEE_HISTORY_CALL = 1024;

/**
Expand Down Expand Up @@ -85,18 +124,23 @@ const MAX_NUMBER_OF_BLOCKS_PER_ETH_FEE_HISTORY_CALL = 1024;
* recorded. Hence, `priorityFeesByPercentile` represents the priority fees of transactions at key
* gas used contribution levels, where earlier levels have smaller contributions and later levels
* have higher contributions.
* @param args.includeNextBlock - Whether to include an extra block that represents the next
* block after the latest one. Only the `baseFeePerGas` will be filled in for this block (which is
* estimated).
* @returns The list of blocks and their fee data, sorted from oldest to newest.
*/
export default async function fetchBlockFeeHistory<Percentile extends number>({
ethQuery,
numberOfBlocks: totalNumberOfBlocks,
endBlock: givenEndBlock = 'latest',
percentiles: givenPercentiles = [],
includeNextBlock = false,
}: {
ethQuery: EthQuery;
numberOfBlocks: number;
endBlock?: 'latest' | 'pending' | BN;
endBlock?: 'latest' | BN;
percentiles?: readonly Percentile[];
includeNextBlock?: boolean;
}): Promise<FeeHistoryBlock<Percentile>[]> {
const percentiles =
givenPercentiles.length > 0
Expand All @@ -105,7 +149,7 @@ export default async function fetchBlockFeeHistory<Percentile extends number>({

const finalEndBlockNumber =
givenEndBlock === 'latest'
? await query(ethQuery, 'blockNumber')
? fromHex(await query(ethQuery, 'blockNumber'))
: givenEndBlock;

const requestChunkSpecifiers = determineRequestChunkSpecifiers(
Expand All @@ -114,13 +158,22 @@ export default async function fetchBlockFeeHistory<Percentile extends number>({
);

const blockChunks = await Promise.all(
requestChunkSpecifiers.map(({ numberOfBlocks, endBlockNumber }) => {
return makeRequestForChunk({
ethQuery,
numberOfBlocks,
endBlockNumber,
percentiles,
});
requestChunkSpecifiers.map(({ numberOfBlocks, endBlockNumber }, i) => {
return i === requestChunkSpecifiers.length - 1
? makeRequestForChunk({
ethQuery,
numberOfBlocks,
endBlockNumber,
percentiles,
includeNextBlock,
})
: makeRequestForChunk({
ethQuery,
numberOfBlocks,
endBlockNumber,
percentiles,
includeNextBlock: false,
});
}),
);

Expand All @@ -130,6 +183,74 @@ export default async function fetchBlockFeeHistory<Percentile extends number>({
);
}

/**
* Builds an ExistingFeeHistoryBlock.
*
* @param args - The args to this function.
* @param args.number - The number of the block.
* @param args.baseFeePerGas - The base fee per gas of the block.
* @param args.blockIndex - The index of the block in the source chunk.
* @param args.gasUsedRatios - The gas used ratios for the block.
* @param args.priorityFeePercentileGroups - The priority fee percentile groups for the block.
* @param args.percentiles - The percentiles used to fetch the source chunk.
* @returns The ExistingFeeHistoryBlock.
*/
function buildExistingFeeHistoryBlock<Percentile extends number>({
baseFeePerGas,
number,
blockIndex,
gasUsedRatios,
priorityFeePercentileGroups,
percentiles,
}: {
baseFeePerGas: BN;
number: BN;
blockIndex: number;
gasUsedRatios: number[];
priorityFeePercentileGroups: string[][];
percentiles: readonly Percentile[];
}): ExistingFeeHistoryBlock<Percentile> {
const gasUsedRatio = gasUsedRatios[blockIndex];
const priorityFeesForEachPercentile = priorityFeePercentileGroups[blockIndex];
const priorityFeesByPercentile = percentiles.reduce(
(obj, percentile, percentileIndex) => {
const priorityFee = priorityFeesForEachPercentile[percentileIndex];
return { ...obj, [percentile]: fromHex(priorityFee) };
},
{} as Record<Percentile, BN>,
);

return {
number,
baseFeePerGas,
gasUsedRatio,
priorityFeesByPercentile,
};
}

/**
* Builds a NextFeeHistoryBlock.
*
* @param args - The args to this function.
* @param args.baseFeePerGas - The base fee per gas of the block.
* @param args.number - The number of the block.
* @returns The NextFeeHistoryBlock.
*/
function buildNextFeeHistoryBlock({
baseFeePerGas,
number,
}: {
baseFeePerGas: BN;
number: BN;
}) {
return {
number,
baseFeePerGas,
gasUsedRatio: null,
priorityFeesByPercentile: null,
};
}

/**
* Uses eth_feeHistory to request historical data about a group of blocks (max size 1024).
*
Expand All @@ -140,18 +261,23 @@ export default async function fetchBlockFeeHistory<Percentile extends number>({
* @param args.endBlockNumber - The end of the requested block range.
* @param args.percentiles - A set of numbers betwen 1 and 100 that will be used to pull priority
* fees for each block.
* @param args.includeNextBlock - Whether to include an extra block that represents the next
* block after the latest one. Only the `baseFeePerGas` will be filled in for this block (which is
* estimated).
* @returns A list of block data.
*/
async function makeRequestForChunk<Percentile extends number>({
ethQuery,
numberOfBlocks,
endBlockNumber,
percentiles,
includeNextBlock,
}: {
ethQuery: EthQuery;
numberOfBlocks: number;
endBlockNumber: BN;
percentiles: readonly Percentile[];
includeNextBlock: boolean;
}): Promise<FeeHistoryBlock<Percentile>[]> {
const response: EthFeeHistoryResponse = await query(
ethQuery,
Expand All @@ -169,33 +295,27 @@ async function makeRequestForChunk<Percentile extends number>({
// Per
// <https://github.com/ethereum/go-ethereum/blob/57a3fab8a75eeb9c2f4fab770b73b51b9fe672c5/eth/gasprice/feehistory.go#L191-L192>,
// baseFeePerGas will always include an extra item which is the calculated base fee for the
// next (future) block. We don't care about this, so chop it off.
const baseFeesPerGasAsHex = response.baseFeePerGas.slice(0, numberOfBlocks);
// next (future) block. We may or may not care about this; if we don't, chop it off.
const baseFeesPerGasAsHex = includeNextBlock
? response.baseFeePerGas
: response.baseFeePerGas.slice(0, numberOfBlocks);
const gasUsedRatios = response.gasUsedRatio;
const priorityFeePercentileGroups = response.reward ?? [];

return baseFeesPerGasAsHex.map((baseFeePerGasAsHex, blockIndex) => {
const baseFeePerGas = fromHex(baseFeePerGasAsHex);
const gasUsedRatio = gasUsedRatios[blockIndex];
const number = startBlockNumber.addn(blockIndex);

const priorityFeesForEachPercentile =
priorityFeePercentileGroups[blockIndex];

const priorityFeesByPercentile = percentiles.reduce(
(obj, percentile, percentileIndex) => {
const priorityFee = priorityFeesForEachPercentile[percentileIndex];
return { ...obj, [percentile]: fromHex(priorityFee) };
},
{} as Record<Percentile, BN>,
);

return {
number,
baseFeePerGas,
gasUsedRatio,
priorityFeesByPercentile,
};
return blockIndex > numberOfBlocks - 1
? buildNextFeeHistoryBlock({ baseFeePerGas, number })
: buildExistingFeeHistoryBlock({
baseFeePerGas,
number,
blockIndex,
gasUsedRatios,
priorityFeePercentileGroups,
percentiles,
});
});
}

Expand Down

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