Merge #7730: Remove priority estimation

0bd581a add release notes for removal of priority estimation (Alex Morcos)
b2322e0 Remove priority estimation (Alex Morcos)

1 files changed, 44 insertions, 71 deletions

diff --git a/src/policy/fees.h b/src/policy/fees.h
index bff6488d08..c7d2febfa5 100644
--- a/src/policy/fees.h
+++ b/src/policy/fees.h
@@ -19,60 +19,50 @@ class CTxMemPoolEntry;
 class CTxMemPool;
 
 /** \class CBlockPolicyEstimator
- * The BlockPolicyEstimator is used for estimating the fee or priority needed
+ * The BlockPolicyEstimator is used for estimating the feerate needed
  * for a transaction to be included in a block within a certain number of
  * blocks.
  *
  * At a high level the algorithm works by grouping transactions into buckets
- * based on having similar priorities or fees and then tracking how long it
+ * based on having similar feerates and then tracking how long it
  * takes transactions in the various buckets to be mined.  It operates under
- * the assumption that in general transactions of higher fee/priority will be
- * included in blocks before transactions of lower fee/priority.   So for
- * example if you wanted to know what fee you should put on a transaction to
+ * the assumption that in general transactions of higher feerate will be
+ * included in blocks before transactions of lower feerate.   So for
+ * example if you wanted to know what feerate you should put on a transaction to
  * be included in a block within the next 5 blocks, you would start by looking
- * at the bucket with the highest fee transactions and verifying that a
+ * at the bucket with the highest feerate transactions and verifying that a
  * sufficiently high percentage of them were confirmed within 5 blocks and
- * then you would look at the next highest fee bucket, and so on, stopping at
- * the last bucket to pass the test.   The average fee of transactions in this
- * bucket will give you an indication of the lowest fee you can put on a
+ * then you would look at the next highest feerate bucket, and so on, stopping at
+ * the last bucket to pass the test.   The average feerate of transactions in this
+ * bucket will give you an indication of the lowest feerate you can put on a
  * transaction and still have a sufficiently high chance of being confirmed
  * within your desired 5 blocks.
  *
- * When a transaction enters the mempool or is included within a block we
- * decide whether it can be used as a data point for fee estimation, priority
- * estimation or neither.  If the value of exactly one of those properties was
- * below the required minimum it can be used to estimate the other.  In
- * addition, if a priori our estimation code would indicate that the
- * transaction would be much more quickly included in a block because of one
- * of the properties compared to the other, we can also decide to use it as
- * an estimate for that property.
- *
- * Here is a brief description of the implementation for fee estimation.
- * When a transaction that counts for fee estimation enters the mempool, we
+ * Here is a brief description of the implementation:
+ * When a transaction enters the mempool, we
  * track the height of the block chain at entry.  Whenever a block comes in,
- * we count the number of transactions in each bucket and the total amount of fee
+ * we count the number of transactions in each bucket and the total amount of feerate
  * paid in each bucket. Then we calculate how many blocks Y it took each
  * transaction to be mined and we track an array of counters in each bucket
  * for how long it to took transactions to get confirmed from 1 to a max of 25
  * and we increment all the counters from Y up to 25. This is because for any
  * number Z>=Y the transaction was successfully mined within Z blocks.  We
  * want to save a history of this information, so at any time we have a
- * counter of the total number of transactions that happened in a given fee
+ * counter of the total number of transactions that happened in a given feerate
  * bucket and the total number that were confirmed in each number 1-25 blocks
  * or less for any bucket.   We save this history by keeping an exponentially
  * decaying moving average of each one of these stats.  Furthermore we also
  * keep track of the number unmined (in mempool) transactions in each bucket
  * and for how many blocks they have been outstanding and use that to increase
- * the number of transactions we've seen in that fee bucket when calculating
+ * the number of transactions we've seen in that feerate bucket when calculating
  * an estimate for any number of confirmations below the number of blocks
  * they've been outstanding.
  */
 
 /**
- * We will instantiate two instances of this class, one to track transactions
- * that were included in a block due to fee, and one for tx's included due to
- * priority.  We will lump transactions into a bucket according to their approximate
- * fee or priority and then track how long it took for those txs to be included in a block
+ * 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.
@@ -80,7 +70,7 @@ class CTxMemPool;
 class TxConfirmStats
 {
 private:
-    //Define the buckets we will group transactions into (both fee buckets and priority buckets)
+    //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
 
@@ -97,16 +87,15 @@ private:
     // 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 priority/fee of all tx's in each bucket
+    // 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 fee/priority per bucket
+    // Combine the total value with the tx counts to calculate the avg feerate per bucket
 
-    std::string dataTypeString;
     double decay;
 
     // Mempool counts of outstanding transactions
@@ -123,9 +112,8 @@ public:
      * @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
-     * @param dataTypeString for logging purposes
      */
-    void Initialize(std::vector<double>& defaultBuckets, unsigned int maxConfirms, double decay, std::string dataTypeString);
+    void Initialize(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);
@@ -133,7 +121,7 @@ public:
     /**
      * 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 either the fee or the priority when entered of the transaction
+     * @param val the feerate of the transaction
      * @warning blocksToConfirm is 1-based and has to be >= 1
      */
     void Record(int blocksToConfirm, double val);
@@ -150,14 +138,14 @@ public:
     void UpdateMovingAverages();
 
     /**
-     * Calculate a fee or priority estimate.  Find the lowest value bucket (or range of buckets
+     * 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 fee/pri such that all higher values pass minSuccess OR
-     *        return the highest fee/pri such that all lower values fail minSuccess
+     * @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,
@@ -184,35 +172,27 @@ static const unsigned int MAX_BLOCK_CONFIRMS = 25;
 /** Decay of .998 is a half-life of 346 blocks or about 2.4 days */
 static const double DEFAULT_DECAY = .998;
 
-/** Require greater than 95% of X fee transactions to be confirmed within Y blocks for X to be big enough */
+/** Require greater than 95% of X feerate transactions to be confirmed within Y blocks for X to be big enough */
 static const double MIN_SUCCESS_PCT = .95;
 static const double UNLIKELY_PCT = .5;
 
-/** Require an avg of 1 tx in the combined fee bucket per block to have stat significance */
+/** Require an avg of 1 tx in the combined feerate bucket per block to have stat significance */
 static const double SUFFICIENT_FEETXS = 1;
 
-/** Require only an avg of 1 tx every 5 blocks in the combined pri bucket (way less pri txs) */
-static const double SUFFICIENT_PRITXS = .2;
-
-// Minimum and Maximum values for tracking fees and priorities
+// Minimum and Maximum values for tracking feerates
 static const double MIN_FEERATE = 10;
 static const double MAX_FEERATE = 1e7;
 static const double INF_FEERATE = MAX_MONEY;
-static const double MIN_PRIORITY = 10;
-static const double MAX_PRIORITY = 1e16;
 static const double INF_PRIORITY = 1e9 * MAX_MONEY;
 
-// We have to lump transactions into buckets based on fee or priority, but we want to be able
-// to give accurate estimates over a large range of potential fees and priorities
+// We have to lump transactions into buckets based on feerate, but we want to be able
+// to give accurate estimates over a large range of potential feerates
 // Therefore it makes sense to exponentially space the buckets
 /** Spacing of FeeRate buckets */
 static const double FEE_SPACING = 1.1;
 
-/** Spacing of Priority buckets */
-static const double PRI_SPACING = 2;
-
 /**
- *  We want to be able to estimate fees or priorities that are needed on tx's to be included in
+ *  We want to be able to estimate feerates that are needed on tx's to be included in
  * a certain number of blocks.  Every time a block is added to the best chain, this class records
  * stats on the transactions included in that block
  */
@@ -235,27 +215,26 @@ public:
     /** Remove a transaction from the mempool tracking stats*/
     void removeTx(uint256 hash);
 
-    /** Is this transaction likely included in a block because of its fee?*/
-    bool isFeeDataPoint(const CFeeRate &fee, double pri);
-
-    /** Is this transaction likely included in a block because of its priority?*/
-    bool isPriDataPoint(const CFeeRate &fee, double pri);
-
-    /** Return a fee estimate */
+    /** Return a feerate estimate */
     CFeeRate estimateFee(int confTarget);
 
-    /** Estimate fee rate needed to get be included in a block within
+    /** Estimate feerate needed to get be included in a block within
      *  confTarget blocks. If no answer can be given at confTarget, return an
      *  estimate at the lowest target where one can be given.
      */
     CFeeRate estimateSmartFee(int confTarget, int *answerFoundAtTarget, const CTxMemPool& pool);
 
-    /** Return a priority estimate */
+    /** Return a priority estimate.
+     *  DEPRECATED
+     *  Returns -1
+     */
     double estimatePriority(int confTarget);
 
     /** Estimate priority needed to get be included in a block within
-     *  confTarget blocks. If no answer can be given at confTarget, return an
-     *  estimate at the lowest target where one can be given.
+     *  confTarget blocks.
+     *  DEPRECATED
+     *  Returns -1 unless mempool is currently limited then returns INF_PRIORITY
+     *  answerFoundAtTarget is set to confTarget
      */
     double estimateSmartPriority(int confTarget, int *answerFoundAtTarget, const CTxMemPool& pool);
 
@@ -263,29 +242,23 @@ public:
     void Write(CAutoFile& fileout);
 
     /** Read estimation data from a file */
-    void Read(CAutoFile& filein);
+    void Read(CAutoFile& filein, int nFileVersion);
 
 private:
     CFeeRate minTrackedFee;    //!< Passed to constructor to avoid dependency on main
-    double minTrackedPriority; //!< Set to AllowFreeThreshold
     unsigned int nBestSeenHeight;
     struct TxStatsInfo
     {
-        TxConfirmStats *stats;
         unsigned int blockHeight;
         unsigned int bucketIndex;
-        TxStatsInfo() : stats(NULL), blockHeight(0), bucketIndex(0) {}
+        TxStatsInfo() : blockHeight(0), bucketIndex(0) {}
     };
 
     // map of txids to information about that transaction
     std::map<uint256, TxStatsInfo> mapMemPoolTxs;
 
     /** Classes to track historical data on transaction confirmations */
-    TxConfirmStats feeStats, priStats;
-
-    /** Breakpoints to help determine whether a transaction was confirmed by priority or Fee */
-    CFeeRate feeLikely, feeUnlikely;
-    double priLikely, priUnlikely;
+    TxConfirmStats feeStats;
 };
 
 class FeeFilterRounder