Merge #18766: Disable fee estimation in blocksonly mode (by removing the fee estimates global)

4e28753f60613ecd35cdef87bef5f99c302c3fbd feestimator: encapsulate estimation file logic (Antoine Poinsot)
e8ea6ad9c16997bdc7e22a20eca16e234290b7ff init: don't create a CBlockPolicyEstimator if we don't relay transactions (Antoine Poinsot)
86ff2cf202bfb9d9b50800b8ffe3fead3f77f5fa Remove the remaining fee estimation globals (Antoine Poinsot)
03bfeee957ab7e3b6aece82b9561774648094f54 interface: remove unused estimateSmartFee method from node (Antoine Poinsot)

Pull request description:

  If the `blocksonly` mode is turned on after running with transaction
  relay enabled for a while, the fee estimation will serve outdated data
  to both the internal wallet and to external applications that might be
  feerate-sensitive and make use of `estimatesmartfee` (for example a
  Lightning Network node).

  This has already caused issues (for example https://github.com/bitcoin/bitcoin/issues/16840 (C-lightning), or https://github.com/lightningnetwork/lnd/issues/2562 (LND)) and it seems prudent to fail rather than to give inaccurate values.

  This fixes #16840, and closes #16890 which tried to fix the symptoms (RPC) but not the cause as mentioned by sdaftuar :
  > If this is a substantial problem, then I would think we should take action to protect our own wallet users as well (rather than hide the results of what our fee estimation would do!).

ACKs for top commit:
  MarcoFalke:
    re-ACK 4e28753f60 👋
  jnewbery:
    utACK 4e28753f60613ecd35cdef87bef5f99c302c3fbd

Tree-SHA512: c869cf03b86d8194002970bbc84662dae76874967949b9be0d9a4511a1eabcb1627c38aca3154da9dcece1a4c49ec02bd4f9fcca2ec310986e07904559e63ba8

2 files changed, 22 insertions, 0 deletions

diff --git a/src/policy/fees.cpp b/src/policy/fees.cpp
index 0f31093dbb..f6e378866c 100644
--- a/src/policy/fees.cpp
+++ b/src/policy/fees.cpp
@@ -10,6 +10,8 @@
 #include <txmempool.h>
 #include <util/system.h>
 
+static const char* FEE_ESTIMATES_FILENAME="fee_estimates.dat";
+
 static constexpr double INF_FEERATE = 1e99;
 
 std::string StringForFeeEstimateHorizon(FeeEstimateHorizon horizon) {
@@ -489,6 +491,7 @@ CBlockPolicyEstimator::CBlockPolicyEstimator()
 {
     static_assert(MIN_BUCKET_FEERATE > 0, "Min feerate must be nonzero");
     size_t bucketIndex = 0;
+
     for (double bucketBoundary = MIN_BUCKET_FEERATE; bucketBoundary <= MAX_BUCKET_FEERATE; bucketBoundary *= FEE_SPACING, bucketIndex++) {
         buckets.push_back(bucketBoundary);
         bucketMap[bucketBoundary] = bucketIndex;
@@ -500,6 +503,13 @@ CBlockPolicyEstimator::CBlockPolicyEstimator()
     feeStats = std::unique_ptr<TxConfirmStats>(new TxConfirmStats(buckets, bucketMap, MED_BLOCK_PERIODS, MED_DECAY, MED_SCALE));
     shortStats = std::unique_ptr<TxConfirmStats>(new TxConfirmStats(buckets, bucketMap, SHORT_BLOCK_PERIODS, SHORT_DECAY, SHORT_SCALE));
     longStats = std::unique_ptr<TxConfirmStats>(new TxConfirmStats(buckets, bucketMap, LONG_BLOCK_PERIODS, LONG_DECAY, LONG_SCALE));
+
+    // If the fee estimation file is present, read recorded estimations
+    fs::path est_filepath = GetDataDir() / FEE_ESTIMATES_FILENAME;
+    CAutoFile est_file(fsbridge::fopen(est_filepath, "rb"), SER_DISK, CLIENT_VERSION);
+    if (est_file.IsNull() || !Read(est_file)) {
+        LogPrintf("Failed to read fee estimates from %s. Continue anyway.\n", est_filepath.string());
+    }
 }
 
 CBlockPolicyEstimator::~CBlockPolicyEstimator()
@@ -856,6 +866,15 @@ CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, FeeCalculation
     return CFeeRate(llround(median));
 }
 
+void CBlockPolicyEstimator::Flush() {
+    FlushUnconfirmed();
+
+    fs::path est_filepath = GetDataDir() / FEE_ESTIMATES_FILENAME;
+    CAutoFile est_file(fsbridge::fopen(est_filepath, "wb"), SER_DISK, CLIENT_VERSION);
+    if (est_file.IsNull() || !Write(est_file)) {
+        LogPrintf("Failed to write fee estimates to %s\n", est_filepath.string());
+    }
+}
 
 bool CBlockPolicyEstimator::Write(CAutoFile& fileout) const
 {
diff --git a/src/policy/fees.h b/src/policy/fees.h
index 8ea8816dc3..dd9f530c99 100644
--- a/src/policy/fees.h
+++ b/src/policy/fees.h
@@ -215,6 +215,9 @@ public:
     /** Calculation of highest target that estimates are tracked for */
     unsigned int HighestTargetTracked(FeeEstimateHorizon horizon) const;
 
+    /** Drop still unconfirmed transactions and record current estimations, if the fee estimation file is present. */
+    void Flush();
+
 private:
     mutable RecursiveMutex m_cs_fee_estimator;