mempool fees: increase estimate by max precision of histogram

related: #4551

electrum/simple_config.py

@@ -5,6 +5,7 @@ import os
 import stat
 from decimal import Decimal
 from typing import Union
+from numbers import Real
 
 from copy import deepcopy
 
@@ -310,7 +311,11 @@ class SimpleConfig(PrintError):
                 fee = int(fee)
         return fee
 
-    def fee_to_depth(self, target_fee):
+    def fee_to_depth(self, target_fee: Real) -> int:
+        """For a given sat/vbyte fee, returns an estimate of how deep
+        it would be in the current mempool in vbytes.
+        Pessimistic == overestimates the depth.
+        """
         depth = 0
         for fee, s in self.mempool_fees:
             depth += s
@@ -320,10 +325,16 @@ class SimpleConfig(PrintError):
             return 0
         return depth
 
-    @impose_hard_limits_on_fee
     def depth_to_fee(self, slider_pos) -> int:
         """Returns fee in sat/kbyte."""
         target = self.depth_target(slider_pos)
+        return self.depth_target_to_fee(target)
+
+    @impose_hard_limits_on_fee
+    def depth_target_to_fee(self, target: int) -> int:
+        """Returns fee in sat/kbyte.
+        target: desired mempool depth in sat/vbyte
+        """
         depth = 0
         for fee, s in self.mempool_fees:
             depth += s
@@ -331,6 +342,10 @@ class SimpleConfig(PrintError):
                 break
         else:
             return 0
+        # add one sat/byte as currently that is
+        # the max precision of the histogram
+        fee += 1
+        # convert to sat/kbyte
         return fee * 1000
 
     def depth_target(self, slider_pos):

electrum/tests/test_simple_config.py

@@ -110,6 +110,42 @@ class Test_SimpleConfig(SequentialTestCase):
         result.pop('config_version', None)
         self.assertEqual({"something": "a"}, result)
 
+    def test_depth_target_to_fee(self):
+        config = SimpleConfig({})
+        config.mempool_fees = [[49, 100110], [10, 121301], [6, 153731], [5, 125872], [1, 36488810]]
+        self.assertEqual( 2 * 1000, config.depth_target_to_fee(1000000))
+        self.assertEqual( 6 * 1000, config.depth_target_to_fee( 500000))
+        self.assertEqual( 7 * 1000, config.depth_target_to_fee( 250000))
+        self.assertEqual(11 * 1000, config.depth_target_to_fee( 200000))
+        self.assertEqual(50 * 1000, config.depth_target_to_fee( 100000))
+        config.mempool_fees = []
+        self.assertEqual( 1 * 1000, config.depth_target_to_fee(10 ** 5))
+        self.assertEqual( 1 * 1000, config.depth_target_to_fee(10 ** 6))
+        self.assertEqual( 1 * 1000, config.depth_target_to_fee(10 ** 7))
+        config.mempool_fees = [[1, 36488810]]
+        self.assertEqual( 2 * 1000, config.depth_target_to_fee(10 ** 5))
+        self.assertEqual( 2 * 1000, config.depth_target_to_fee(10 ** 6))
+        self.assertEqual( 2 * 1000, config.depth_target_to_fee(10 ** 7))
+        self.assertEqual( 1 * 1000, config.depth_target_to_fee(10 ** 8))
+        config.mempool_fees = [[5, 125872], [1, 36488810]]
+        self.assertEqual( 6 * 1000, config.depth_target_to_fee(10 ** 5))
+        self.assertEqual( 2 * 1000, config.depth_target_to_fee(10 ** 6))
+        self.assertEqual( 2 * 1000, config.depth_target_to_fee(10 ** 7))
+        self.assertEqual( 1 * 1000, config.depth_target_to_fee(10 ** 8))
+
+    def test_fee_to_depth(self):
+        config = SimpleConfig({})
+        config.mempool_fees = [[49, 100000], [10, 120000], [6, 150000], [5, 125000], [1, 36000000]]
+        self.assertEqual(100000, config.fee_to_depth(500))
+        self.assertEqual(100000, config.fee_to_depth(50))
+        self.assertEqual(100000, config.fee_to_depth(49))
+        self.assertEqual(220000, config.fee_to_depth(48))
+        self.assertEqual(220000, config.fee_to_depth(10))
+        self.assertEqual(370000, config.fee_to_depth(9))
+        self.assertEqual(370000, config.fee_to_depth(6.5))
+        self.assertEqual(370000, config.fee_to_depth(6))
+        self.assertEqual(495000, config.fee_to_depth(5.5))
+
 
 class TestUserConfig(SequentialTestCase):