Expose estimaterawfee

Track information the ranges of fee rates that were used to calculate the fee estimates (the last range of fee rates in which the data points met the threshold and the first to fail) and provide an RPC call to return this information.

1 files changed, 29 insertions, 0 deletions

diff --git a/src/policy/fees.h b/src/policy/fees.h
index c5955d7b04..f42fe7bda7 100644
--- a/src/policy/fees.h
+++ b/src/policy/fees.h
@@ -61,6 +61,28 @@ class TxConfirmStats;
  * they've been outstanding.
  */
 
+enum FeeEstimateHorizon {
+    SHORT_HALFLIFE = 0,
+    MED_HALFLIFE = 1,
+    LONG_HALFLIFE = 2
+};
+
+struct EstimatorBucket
+{
+    double start = -1;
+    double end = -1;
+    double withinTarget = 0;
+    double totalConfirmed = 0;
+    double inMempool = 0;
+};
+
+struct EstimationResult
+{
+    EstimatorBucket pass;
+    EstimatorBucket fail;
+    double decay;
+};
+
 /**
  *  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
@@ -90,6 +112,8 @@ private:
 
     /** Require an avg of 0.1 tx in the combined feerate bucket per block to have stat significance */
     static constexpr double SUFFICIENT_FEETXS = 0.1;
+    /** Require an avg of 0.5 tx when using short decay since there are fewer blocks considered*/
+    static constexpr double SUFFICIENT_TXS_SHORT = 0.5;
 
     /** Minimum and Maximum values for tracking feerates
      * The MIN_BUCKET_FEERATE should just be set to the lowest reasonable feerate we
@@ -132,6 +156,10 @@ public:
      */
     CFeeRate estimateSmartFee(int confTarget, int *answerFoundAtTarget, const CTxMemPool& pool) const;
 
+    /** Return a specific fee estimate calculation with a given success threshold and time horizon.
+     */
+    CFeeRate estimateRawFee(int confTarget, double successThreshold, FeeEstimateHorizon horizon, EstimationResult *result = nullptr) const;
+
     /** Write estimation data to a file */
     bool Write(CAutoFile& fileout) const;
 
@@ -190,4 +218,5 @@ private:
     std::set<double> feeset;
     FastRandomContext insecure_rand;
 };
+
 #endif /*BITCOIN_POLICYESTIMATOR_H */