MOVEONLY: move TxConfirmStats to cpp

1 files changed, 106 insertions, 0 deletions

diff --git a/src/policy/fees.cpp b/src/policy/fees.cpp
index f926c09612..f3f7f8378e 100644
--- a/src/policy/fees.cpp
+++ b/src/policy/fees.cpp
@@ -14,6 +14,112 @@
 #include "txmempool.h"
 #include "util.h"
 
+/**
+ * We will instantiate an instance of this class to track transactions that were
+ * included in a block. We will lump transactions into a bucket according to their
+ * approximate feerate and then track how long it took for those txs to be included in a block
+ *
+ * The tracking of unconfirmed (mempool) transactions is completely independent of the
+ * historical tracking of transactions that have been confirmed in a block.
+ */
+class TxConfirmStats
+{
+private:
+    //Define the buckets we will group transactions into
+    std::vector<double> buckets;              // The upper-bound of the range for the bucket (inclusive)
+    std::map<double, unsigned int> bucketMap; // Map of bucket upper-bound to index into all vectors by bucket
+
+    // For each bucket X:
+    // Count the total # of txs in each bucket
+    // Track the historical moving average of this total over blocks
+    std::vector<double> txCtAvg;
+    // and calculate the total for the current block to update the moving average
+    std::vector<int> curBlockTxCt;
+
+    // Count the total # of txs confirmed within Y blocks in each bucket
+    // Track the historical moving average of theses totals over blocks
+    std::vector<std::vector<double> > confAvg; // confAvg[Y][X]
+    // and calculate the totals for the current block to update the moving averages
+    std::vector<std::vector<int> > curBlockConf; // curBlockConf[Y][X]
+
+    // Sum the total feerate of all tx's in each bucket
+    // Track the historical moving average of this total over blocks
+    std::vector<double> avg;
+    // and calculate the total for the current block to update the moving average
+    std::vector<double> curBlockVal;
+
+    // Combine the conf counts with tx counts to calculate the confirmation % for each Y,X
+    // Combine the total value with the tx counts to calculate the avg feerate per bucket
+
+    double decay;
+
+    // Mempool counts of outstanding transactions
+    // For each bucket X, track the number of transactions in the mempool
+    // that are unconfirmed for each possible confirmation value Y
+    std::vector<std::vector<int> > unconfTxs;  //unconfTxs[Y][X]
+    // transactions still unconfirmed after MAX_CONFIRMS for each bucket
+    std::vector<int> oldUnconfTxs;
+
+public:
+    /**
+     * Create new TxConfirmStats. This is called by BlockPolicyEstimator's
+     * constructor with default values.
+     * @param defaultBuckets contains the upper limits for the bucket boundaries
+     * @param maxConfirms max number of confirms to track
+     * @param decay how much to decay the historical moving average per block
+     */
+    TxConfirmStats(const std::vector<double>& defaultBuckets, unsigned int maxConfirms, double decay);
+
+    /** Clear the state of the curBlock variables to start counting for the new block */
+    void ClearCurrent(unsigned int nBlockHeight);
+
+    /**
+     * Record a new transaction data point in the current block stats
+     * @param blocksToConfirm the number of blocks it took this transaction to confirm
+     * @param val the feerate of the transaction
+     * @warning blocksToConfirm is 1-based and has to be >= 1
+     */
+    void Record(int blocksToConfirm, double val);
+
+    /** Record a new transaction entering the mempool*/
+    unsigned int NewTx(unsigned int nBlockHeight, double val);
+
+    /** Remove a transaction from mempool tracking stats*/
+    void removeTx(unsigned int entryHeight, unsigned int nBestSeenHeight,
+                  unsigned int bucketIndex);
+
+    /** Update our estimates by decaying our historical moving average and updating
+        with the data gathered from the current block */
+    void UpdateMovingAverages();
+
+    /**
+     * Calculate a feerate estimate.  Find the lowest value bucket (or range of buckets
+     * to make sure we have enough data points) whose transactions still have sufficient likelihood
+     * of being confirmed within the target number of confirmations
+     * @param confTarget target number of confirmations
+     * @param sufficientTxVal required average number of transactions per block in a bucket range
+     * @param minSuccess the success probability we require
+     * @param requireGreater return the lowest feerate such that all higher values pass minSuccess OR
+     *        return the highest feerate such that all lower values fail minSuccess
+     * @param nBlockHeight the current block height
+     */
+    double EstimateMedianVal(int confTarget, double sufficientTxVal,
+                             double minSuccess, bool requireGreater, unsigned int nBlockHeight) const;
+
+    /** Return the max number of confirms we're tracking */
+    unsigned int GetMaxConfirms() const { return confAvg.size(); }
+
+    /** Write state of estimation data to a file*/
+    void Write(CAutoFile& fileout) const;
+
+    /**
+     * Read saved state of estimation data from a file and replace all internal data structures and
+     * variables with this state.
+     */
+    void Read(CAutoFile& filein);
+};
+
+
 TxConfirmStats::TxConfirmStats(const std::vector<double>& defaultBuckets,
                                unsigned int maxConfirms, double _decay)
 {