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| author | Anthony Towns <aj@erisian.com.au> | 2021-02-13 17:38:34 +1000 |
|---|---|---|
| committer | Anthony Towns <aj@erisian.com.au> | 2022-09-02 22:29:53 +1000 |
| commit | a5e39d325da4eeb9273fb7c919fcbfbc721ed75d (patch) | |
| tree | 9eb9fcab0f48807cdf86b2ff28922ee1dceb00c5 /src/policy/fees.cpp | |
| parent | e191fac4f3c37820f0618f72f0a8e8b524531ab8 (diff) | |
| download | bitcoin-a5e39d325da4eeb9273fb7c919fcbfbc721ed75d.tar.xz | |
Fee estimation: extend bucket ranges consistently
When calculating a median fee for a confirmation target at a particular
threshold, we analyse buckets in ranges rather than individually in
case some buckets have very little data. This patch ensures the breaks
between ranges are independent of the the confirmation target.
Diffstat (limited to 'src/policy/fees.cpp')
| -rw-r--r-- | src/policy/fees.cpp | 15 |
1 files changed, 14 insertions, 1 deletions
diff --git a/src/policy/fees.cpp b/src/policy/fees.cpp index 2b940be07e..6a83f4980a 100644 --- a/src/policy/fees.cpp +++ b/src/policy/fees.cpp @@ -259,6 +259,11 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal, unsigned int curFarBucket = maxbucketindex; unsigned int bestFarBucket = maxbucketindex; + // We'll always group buckets into sets that meet sufficientTxVal -- + // this ensures that we're using consistent groups between different + // confirmation targets. + double partialNum = 0; + bool foundAnswer = false; unsigned int bins = unconfTxs.size(); bool newBucketRange = true; @@ -274,6 +279,7 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal, } curFarBucket = bucket; nConf += confAvg[periodTarget - 1][bucket]; + partialNum += txCtAvg[bucket]; totalNum += txCtAvg[bucket]; failNum += failAvg[periodTarget - 1][bucket]; for (unsigned int confct = confTarget; confct < GetMaxConfirms(); confct++) @@ -283,7 +289,14 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal, // we can test for success // (Only count the confirmed data points, so that each confirmation count // will be looking at the same amount of data and same bucket breaks) - if (totalNum >= sufficientTxVal / (1 - decay)) { + + if (partialNum < sufficientTxVal / (1 - decay)) { + // the buckets we've added in this round aren't sufficient + // so keep adding + continue; + } else { + partialNum = 0; // reset for the next range we'll add + double curPct = nConf / (totalNum + failNum + extraNum); // Check to see if we are no longer getting confirmed at the success rate |