status-go/services/wallet/fees.go

254 lines
7.0 KiB
Go

package wallet
import (
"context"
"math"
"math/big"
"sort"
"strings"
"github.com/ethereum/go-ethereum/consensus/misc"
"github.com/ethereum/go-ethereum/params"
"github.com/status-im/status-go/rpc"
)
type GasFeeMode int
const (
GasFeeLow GasFeeMode = iota
GasFeeMedium
GasFeeHigh
)
type SuggestedFees struct {
GasPrice *big.Float `json:"gasPrice"`
BaseFee *big.Float `json:"baseFee"`
MaxPriorityFeePerGas *big.Float `json:"maxPriorityFeePerGas"`
MaxFeePerGasLow *big.Float `json:"maxFeePerGasLow"`
MaxFeePerGasMedium *big.Float `json:"maxFeePerGasMedium"`
MaxFeePerGasHigh *big.Float `json:"maxFeePerGasHigh"`
EIP1559Enabled bool `json:"eip1559Enabled"`
}
func (s *SuggestedFees) feeFor(mode GasFeeMode) *big.Float {
if !s.EIP1559Enabled {
return s.GasPrice
}
if mode == GasFeeLow {
return s.MaxFeePerGasLow
}
if mode == GasFeeHigh {
return s.MaxFeePerGasHigh
}
return s.MaxFeePerGasMedium
}
const inclusionThreshold = 0.95
type TransactionEstimation int
const (
Unknown TransactionEstimation = iota
LessThanOneMinute
LessThanThreeMinutes
LessThanFiveMinutes
MoreThanFiveMinutes
)
type FeeHistory struct {
BaseFeePerGas []string `json:"baseFeePerGas"`
}
type FeeManager struct {
RPCClient *rpc.Client
}
func weiToGwei(val *big.Int) *big.Float {
result := new(big.Float)
result.SetInt(val)
unit := new(big.Int)
unit.SetInt64(params.GWei)
return result.Quo(result, new(big.Float).SetInt(unit))
}
func gweiToEth(val *big.Float) *big.Float {
return new(big.Float).Quo(val, big.NewFloat(1000000000))
}
func gweiToWei(val *big.Float) *big.Int {
res, _ := new(big.Float).Mul(val, big.NewFloat(1000000000)).Int(nil)
return res
}
func (f *FeeManager) suggestedFees(ctx context.Context, chainID uint64) (*SuggestedFees, error) {
backend, err := f.RPCClient.EthClient(chainID)
if err != nil {
return nil, err
}
gasPrice, err := backend.SuggestGasPrice(ctx)
if err != nil {
return nil, err
}
maxPriorityFeePerGas, err := backend.SuggestGasTipCap(ctx)
if err != nil {
return &SuggestedFees{
GasPrice: weiToGwei(gasPrice),
BaseFee: big.NewFloat(0),
MaxPriorityFeePerGas: big.NewFloat(0),
MaxFeePerGasLow: big.NewFloat(0),
MaxFeePerGasMedium: big.NewFloat(0),
MaxFeePerGasHigh: big.NewFloat(0),
EIP1559Enabled: false,
}, nil
}
block, err := backend.BlockByNumber(ctx, nil)
if err != nil {
return nil, err
}
config := params.MainnetChainConfig
baseFee := misc.CalcBaseFee(config, block.Header())
fees, err := f.getFeeHistorySorted(chainID)
if err != nil {
return &SuggestedFees{
GasPrice: weiToGwei(gasPrice),
BaseFee: weiToGwei(baseFee),
MaxPriorityFeePerGas: weiToGwei(maxPriorityFeePerGas),
MaxFeePerGasLow: weiToGwei(maxPriorityFeePerGas),
MaxFeePerGasMedium: weiToGwei(maxPriorityFeePerGas),
MaxFeePerGasHigh: weiToGwei(maxPriorityFeePerGas),
EIP1559Enabled: false,
}, nil
}
perc10 := fees[int64(0.1*float64(len(fees)))-1]
perc20 := fees[int64(0.2*float64(len(fees)))-1]
var maxFeePerGasMedium *big.Int
if baseFee.Cmp(perc20) >= 0 {
maxFeePerGasMedium = baseFee
} else {
maxFeePerGasMedium = perc20
}
if maxPriorityFeePerGas.Cmp(maxFeePerGasMedium) > 0 {
maxFeePerGasMedium = maxPriorityFeePerGas
}
maxFeePerGasHigh := new(big.Int).Mul(maxPriorityFeePerGas, big.NewInt(2))
twoTimesBaseFee := new(big.Int).Mul(baseFee, big.NewInt(2))
if twoTimesBaseFee.Cmp(maxFeePerGasHigh) > 0 {
maxFeePerGasHigh = twoTimesBaseFee
}
return &SuggestedFees{
GasPrice: weiToGwei(gasPrice),
BaseFee: weiToGwei(baseFee),
MaxPriorityFeePerGas: weiToGwei(maxPriorityFeePerGas),
MaxFeePerGasLow: weiToGwei(perc10),
MaxFeePerGasMedium: weiToGwei(maxFeePerGasMedium),
MaxFeePerGasHigh: weiToGwei(maxFeePerGasHigh),
EIP1559Enabled: true,
}, nil
}
func (f *FeeManager) transactionEstimatedTime(ctx context.Context, chainID uint64, maxFeePerGas *big.Float) TransactionEstimation {
fees, err := f.getFeeHistorySorted(chainID)
if err != nil {
return Unknown
}
maxFeePerGasWei := gweiToWei(maxFeePerGas)
// pEvent represents the probability of the transaction being included in a block,
// we assume this one is static over time, in reality it is not.
pEvent := 0.0
for idx, fee := range fees {
if fee.Cmp(maxFeePerGasWei) == 1 || idx == len(fees)-1 {
pEvent = float64(idx) / float64(len(fees))
break
}
}
// Probability of next 4 blocks including the transaction (less than 1 minute)
// Generalising the formula: P(AUB) = P(A) + P(B) - P(A∩B) for 4 events and in our context P(A) == P(B) == pEvent
// The factors are calculated using the combinations formula
probability := pEvent*4 - 6*(math.Pow(pEvent, 2)) + 4*(math.Pow(pEvent, 3)) - (math.Pow(pEvent, 4))
if probability >= inclusionThreshold {
return LessThanOneMinute
}
// Probability of next 12 blocks including the transaction (less than 5 minutes)
// Generalising the formula: P(AUB) = P(A) + P(B) - P(A∩B) for 20 events and in our context P(A) == P(B) == pEvent
// The factors are calculated using the combinations formula
probability = pEvent*12 -
66*(math.Pow(pEvent, 2)) +
220*(math.Pow(pEvent, 3)) -
495*(math.Pow(pEvent, 4)) +
792*(math.Pow(pEvent, 5)) -
924*(math.Pow(pEvent, 6)) +
792*(math.Pow(pEvent, 7)) -
495*(math.Pow(pEvent, 8)) +
220*(math.Pow(pEvent, 9)) -
66*(math.Pow(pEvent, 10)) +
12*(math.Pow(pEvent, 11)) -
math.Pow(pEvent, 12)
if probability >= inclusionThreshold {
return LessThanThreeMinutes
}
// Probability of next 20 blocks including the transaction (less than 5 minutes)
// Generalising the formula: P(AUB) = P(A) + P(B) - P(A∩B) for 20 events and in our context P(A) == P(B) == pEvent
// The factors are calculated using the combinations formula
probability = pEvent*20 -
190*(math.Pow(pEvent, 2)) +
1140*(math.Pow(pEvent, 3)) -
4845*(math.Pow(pEvent, 4)) +
15504*(math.Pow(pEvent, 5)) -
38760*(math.Pow(pEvent, 6)) +
77520*(math.Pow(pEvent, 7)) -
125970*(math.Pow(pEvent, 8)) +
167960*(math.Pow(pEvent, 9)) -
184756*(math.Pow(pEvent, 10)) +
167960*(math.Pow(pEvent, 11)) -
125970*(math.Pow(pEvent, 12)) +
77520*(math.Pow(pEvent, 13)) -
38760*(math.Pow(pEvent, 14)) +
15504*(math.Pow(pEvent, 15)) -
4845*(math.Pow(pEvent, 16)) +
1140*(math.Pow(pEvent, 17)) -
190*(math.Pow(pEvent, 18)) +
20*(math.Pow(pEvent, 19)) -
math.Pow(pEvent, 20)
if probability >= inclusionThreshold {
return LessThanFiveMinutes
}
return MoreThanFiveMinutes
}
func (f *FeeManager) getFeeHistorySorted(chainID uint64) ([]*big.Int, error) {
var feeHistory FeeHistory
err := f.RPCClient.Call(&feeHistory, chainID, "eth_feeHistory", 101, "latest", nil)
if err != nil {
return nil, err
}
fees := []*big.Int{}
for _, fee := range feeHistory.BaseFeePerGas {
i := new(big.Int)
i.SetString(strings.Replace(fee, "0x", "", 1), 16)
fees = append(fees, i)
}
sort.Slice(fees, func(i, j int) bool { return fees[i].Cmp(fees[j]) < 0 })
return fees, nil
}