Output Fee Estimation Calculations in CreateTransaction

1 files changed, 68 insertions, 22 deletions

diff --git a/src/policy/fees.cpp b/src/policy/fees.cpp
index 7a9af5edc2..58a2f6da73 100644
--- a/src/policy/fees.cpp
+++ b/src/policy/fees.cpp
@@ -16,6 +16,26 @@
 
 static constexpr double INF_FEERATE = 1e99;
 
+std::string StringForFeeReason(FeeReason reason) {
+    static const std::map<FeeReason, std::string> fee_reason_strings = {
+        {FeeReason::NONE, "None"},
+        {FeeReason::HALF_ESTIMATE, "Half Target 60% Threshold"},
+        {FeeReason::FULL_ESTIMATE, "Target 85% Threshold"},
+        {FeeReason::DOUBLE_ESTIMATE, "Double Target 95% Threshold"},
+        {FeeReason::CONSERVATIVE, "Conservative Double Target longer horizon"},
+        {FeeReason::MEMPOOL_MIN, "Mempool Min Fee"},
+        {FeeReason::PAYTXFEE, "PayTxFee set"},
+        {FeeReason::FALLBACK, "Fallback fee"},
+        {FeeReason::REQUIRED, "Minimum Required Fee"},
+        {FeeReason::MAXTXFEE, "MaxTxFee limit"}
+    };
+    auto reason_string = fee_reason_strings.find(reason);
+
+    if (reason_string == fee_reason_strings.end()) return "Unknown";
+
+    return reason_string->second;
+}
+
 /**
  * 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
@@ -698,31 +718,36 @@ unsigned int CBlockPolicyEstimator::MaxUsableEstimate() const
  * time horizon which tracks confirmations up to the desired target.  If
  * checkShorterHorizon is requested, also allow short time horizon estimates
  * for a lower target to reduce the given answer */
-double CBlockPolicyEstimator::estimateCombinedFee(unsigned int confTarget, double successThreshold, bool checkShorterHorizon) const
+double CBlockPolicyEstimator::estimateCombinedFee(unsigned int confTarget, double successThreshold, bool checkShorterHorizon, EstimationResult *result) const
 {
     double estimate = -1;
     if (confTarget >= 1 && confTarget <= longStats->GetMaxConfirms()) {
         // Find estimate from shortest time horizon possible
         if (confTarget <= shortStats->GetMaxConfirms()) { // short horizon
-            estimate = shortStats->EstimateMedianVal(confTarget, SUFFICIENT_TXS_SHORT, successThreshold, true, nBestSeenHeight);
+            estimate = shortStats->EstimateMedianVal(confTarget, SUFFICIENT_TXS_SHORT, successThreshold, true, nBestSeenHeight, result);
         }
         else if (confTarget <= feeStats->GetMaxConfirms()) { // medium horizon
-            estimate = feeStats->EstimateMedianVal(confTarget, SUFFICIENT_FEETXS, successThreshold, true, nBestSeenHeight);
+            estimate = feeStats->EstimateMedianVal(confTarget, SUFFICIENT_FEETXS, successThreshold, true, nBestSeenHeight, result);
         }
         else { // long horizon
-            estimate = longStats->EstimateMedianVal(confTarget, SUFFICIENT_FEETXS, successThreshold, true, nBestSeenHeight);
+            estimate = longStats->EstimateMedianVal(confTarget, SUFFICIENT_FEETXS, successThreshold, true, nBestSeenHeight, result);
         }
         if (checkShorterHorizon) {
+            EstimationResult tempResult;
             // If a lower confTarget from a more recent horizon returns a lower answer use it.
             if (confTarget > feeStats->GetMaxConfirms()) {
-                double medMax = feeStats->EstimateMedianVal(feeStats->GetMaxConfirms(), SUFFICIENT_FEETXS, successThreshold, true, nBestSeenHeight);
-                if (medMax > 0 && (estimate == -1 || medMax < estimate))
+                double medMax = feeStats->EstimateMedianVal(feeStats->GetMaxConfirms(), SUFFICIENT_FEETXS, successThreshold, true, nBestSeenHeight, &tempResult);
+                if (medMax > 0 && (estimate == -1 || medMax < estimate)) {
                     estimate = medMax;
+                    if (result) *result = tempResult;
+                }
             }
             if (confTarget > shortStats->GetMaxConfirms()) {
-                double shortMax = shortStats->EstimateMedianVal(shortStats->GetMaxConfirms(), SUFFICIENT_TXS_SHORT, successThreshold, true, nBestSeenHeight);
-                if (shortMax > 0 && (estimate == -1 || shortMax < estimate))
+                double shortMax = shortStats->EstimateMedianVal(shortStats->GetMaxConfirms(), SUFFICIENT_TXS_SHORT, successThreshold, true, nBestSeenHeight, &tempResult);
+                if (shortMax > 0 && (estimate == -1 || shortMax < estimate)) {
                     estimate = shortMax;
+                    if (result) *result = tempResult;
+                }
             }
         }
     }
@@ -732,16 +757,18 @@ double CBlockPolicyEstimator::estimateCombinedFee(unsigned int confTarget, doubl
 /** Ensure that for a conservative estimate, the DOUBLE_SUCCESS_PCT is also met
  * at 2 * target for any longer time horizons.
  */
-double CBlockPolicyEstimator::estimateConservativeFee(unsigned int doubleTarget) const
+double CBlockPolicyEstimator::estimateConservativeFee(unsigned int doubleTarget, EstimationResult *result) const
 {
     double estimate = -1;
+    EstimationResult tempResult;
     if (doubleTarget <= shortStats->GetMaxConfirms()) {
-        estimate = feeStats->EstimateMedianVal(doubleTarget, SUFFICIENT_FEETXS, DOUBLE_SUCCESS_PCT, true, nBestSeenHeight);
+        estimate = feeStats->EstimateMedianVal(doubleTarget, SUFFICIENT_FEETXS, DOUBLE_SUCCESS_PCT, true, nBestSeenHeight, result);
     }
     if (doubleTarget <= feeStats->GetMaxConfirms()) {
-        double longEstimate = longStats->EstimateMedianVal(doubleTarget, SUFFICIENT_FEETXS, DOUBLE_SUCCESS_PCT, true, nBestSeenHeight);
+        double longEstimate = longStats->EstimateMedianVal(doubleTarget, SUFFICIENT_FEETXS, DOUBLE_SUCCESS_PCT, true, nBestSeenHeight, &tempResult);
         if (longEstimate > estimate) {
             estimate = longEstimate;
+            if (result) *result = tempResult;
         }
     }
     return estimate;
@@ -754,12 +781,15 @@ double CBlockPolicyEstimator::estimateConservativeFee(unsigned int doubleTarget)
  * estimates, however, required the 95% threshold at 2 * target be met for any
  * longer time horizons also.
  */
-CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoundAtTarget, const CTxMemPool& pool, bool conservative) const
+CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, FeeCalculation *feeCalc, const CTxMemPool& pool, bool conservative) const
 {
-    if (answerFoundAtTarget)
-        *answerFoundAtTarget = confTarget;
+    if (feeCalc) {
+        feeCalc->desiredTarget = confTarget;
+        feeCalc->returnedTarget = confTarget;
+    }
 
     double median = -1;
+    EstimationResult tempResult;
     {
         LOCK(cs_feeEstimator);
 
@@ -780,7 +810,6 @@ CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoun
         }
 
         assert(confTarget > 0); //estimateCombinedFee and estimateConservativeFee take unsigned ints
-
         /** true is passed to estimateCombined fee for target/2 and target so
          * that we check the max confirms for shorter time horizons as well.
          * This is necessary to preserve monotonically increasing estimates.
@@ -791,32 +820,49 @@ CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoun
          * the purpose of conservative estimates is not to let short term
          * fluctuations lower our estimates by too much.
          */
-        double halfEst = estimateCombinedFee(confTarget/2, HALF_SUCCESS_PCT, true);
-        double actualEst = estimateCombinedFee(confTarget, SUCCESS_PCT, true);
-        double doubleEst = estimateCombinedFee(2 * confTarget, DOUBLE_SUCCESS_PCT, !conservative);
+        double halfEst = estimateCombinedFee(confTarget/2, HALF_SUCCESS_PCT, true, &tempResult);
+        if (feeCalc) {
+            feeCalc->est = tempResult;
+            feeCalc->reason = FeeReason::HALF_ESTIMATE;
+        }
         median = halfEst;
+        double actualEst = estimateCombinedFee(confTarget, SUCCESS_PCT, true, &tempResult);
         if (actualEst > median) {
             median = actualEst;
+            if (feeCalc) {
+                feeCalc->est = tempResult;
+                feeCalc->reason = FeeReason::FULL_ESTIMATE;
+            }
         }
+        double doubleEst = estimateCombinedFee(2 * confTarget, DOUBLE_SUCCESS_PCT, !conservative, &tempResult);
         if (doubleEst > median) {
             median = doubleEst;
+            if (feeCalc) {
+                feeCalc->est = tempResult;
+                feeCalc->reason = FeeReason::DOUBLE_ESTIMATE;
+            }
         }
 
         if (conservative || median == -1) {
-            double consEst =  estimateConservativeFee(2 * confTarget);
+            double consEst =  estimateConservativeFee(2 * confTarget, &tempResult);
             if (consEst > median) {
                 median = consEst;
+                if (feeCalc) {
+                    feeCalc->est = tempResult;
+                    feeCalc->reason = FeeReason::CONSERVATIVE;
+                }
             }
         }
     } // Must unlock cs_feeEstimator before taking mempool locks
 
-    if (answerFoundAtTarget)
-        *answerFoundAtTarget = confTarget;
+    if (feeCalc) feeCalc->returnedTarget = confTarget;
 
     // If mempool is limiting txs , return at least the min feerate from the mempool
     CAmount minPoolFee = pool.GetMinFee(GetArg("-maxmempool", DEFAULT_MAX_MEMPOOL_SIZE) * 1000000).GetFeePerK();
-    if (minPoolFee > 0 && minPoolFee > median)
+    if (minPoolFee > 0 && minPoolFee > median) {
+        if (feeCalc) feeCalc->reason = FeeReason::MEMPOOL_MIN;
         return CFeeRate(minPoolFee);
+    }
 
     if (median < 0)
         return CFeeRate(0);