aboutsummaryrefslogtreecommitdiff
path: root/src/policy
diff options
context:
space:
mode:
authorAlex Morcos <morcos@chaincode.com>2017-02-16 17:27:20 -0500
committerAlex Morcos <morcos@chaincode.com>2017-04-10 13:56:50 -0400
commit68af6514987d9d7bfcd67caa9394edda6ab5ef2c (patch)
tree42fd9fc163a71a7a4592155a76aeb3942b367441 /src/policy
parent2332f19bef025c22fab5a96a0cd2d52d22489aa2 (diff)
MOVEONLY: move TxConfirmStats to cpp
Diffstat (limited to 'src/policy')
-rw-r--r--src/policy/fees.cpp106
-rw-r--r--src/policy/fees.h108
2 files changed, 107 insertions, 107 deletions
diff --git a/src/policy/fees.cpp b/src/policy/fees.cpp
index f926c09612..f3f7f8378e 100644
--- a/src/policy/fees.cpp
+++ b/src/policy/fees.cpp
@@ -14,6 +14,112 @@
#include "txmempool.h"
#include "util.h"
+/**
+ * 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.
+ */
+class TxConfirmStats
+{
+private:
+ //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
+
+ // For each bucket X:
+ // Count the total # of txs in each bucket
+ // Track the historical moving average of this total over blocks
+ std::vector<double> txCtAvg;
+ // and calculate the total for the current block to update the moving average
+ std::vector<int> curBlockTxCt;
+
+ // Count the total # of txs confirmed within Y blocks in each bucket
+ // Track the historical moving average of theses totals over blocks
+ std::vector<std::vector<double> > confAvg; // confAvg[Y][X]
+ // 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 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 feerate per bucket
+
+ double decay;
+
+ // Mempool counts of outstanding transactions
+ // For each bucket X, track the number of transactions in the mempool
+ // that are unconfirmed for each possible confirmation value Y
+ std::vector<std::vector<int> > unconfTxs; //unconfTxs[Y][X]
+ // transactions still unconfirmed after MAX_CONFIRMS for each bucket
+ std::vector<int> oldUnconfTxs;
+
+public:
+ /**
+ * Create new TxConfirmStats. This is called by BlockPolicyEstimator's
+ * constructor with default values.
+ * @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
+ */
+ TxConfirmStats(const 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);
+
+ /**
+ * 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 the feerate of the transaction
+ * @warning blocksToConfirm is 1-based and has to be >= 1
+ */
+ void Record(int blocksToConfirm, double val);
+
+ /** Record a new transaction entering the mempool*/
+ unsigned int NewTx(unsigned int nBlockHeight, double val);
+
+ /** Remove a transaction from mempool tracking stats*/
+ void removeTx(unsigned int entryHeight, unsigned int nBestSeenHeight,
+ unsigned int bucketIndex);
+
+ /** Update our estimates by decaying our historical moving average and updating
+ with the data gathered from the current block */
+ void UpdateMovingAverages();
+
+ /**
+ * 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 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,
+ double minSuccess, bool requireGreater, unsigned int nBlockHeight) const;
+
+ /** Return the max number of confirms we're tracking */
+ unsigned int GetMaxConfirms() const { return confAvg.size(); }
+
+ /** Write state of estimation data to a file*/
+ void Write(CAutoFile& fileout) const;
+
+ /**
+ * Read saved state of estimation data from a file and replace all internal data structures and
+ * variables with this state.
+ */
+ void Read(CAutoFile& filein);
+};
+
+
TxConfirmStats::TxConfirmStats(const std::vector<double>& defaultBuckets,
unsigned int maxConfirms, double _decay)
{
diff --git a/src/policy/fees.h b/src/policy/fees.h
index 1a9eb0051e..34f07c7270 100644
--- a/src/policy/fees.h
+++ b/src/policy/fees.h
@@ -18,6 +18,7 @@ class CAutoFile;
class CFeeRate;
class CTxMemPoolEntry;
class CTxMemPool;
+class TxConfirmStats;
/** \class CBlockPolicyEstimator
* The BlockPolicyEstimator is used for estimating the feerate needed
@@ -60,113 +61,6 @@ class CTxMemPool;
* they've been outstanding.
*/
-/**
- * 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.
- */
-class TxConfirmStats
-{
-private:
- //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
-
- // For each bucket X:
- // Count the total # of txs in each bucket
- // Track the historical moving average of this total over blocks
- std::vector<double> txCtAvg;
- // and calculate the total for the current block to update the moving average
- std::vector<int> curBlockTxCt;
-
- // Count the total # of txs confirmed within Y blocks in each bucket
- // Track the historical moving average of theses totals over blocks
- std::vector<std::vector<double> > confAvg; // confAvg[Y][X]
- // 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 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 feerate per bucket
-
- double decay;
-
- // Mempool counts of outstanding transactions
- // For each bucket X, track the number of transactions in the mempool
- // that are unconfirmed for each possible confirmation value Y
- std::vector<std::vector<int> > unconfTxs; //unconfTxs[Y][X]
- // transactions still unconfirmed after MAX_CONFIRMS for each bucket
- std::vector<int> oldUnconfTxs;
-
-public:
- /**
- * Create new TxConfirmStats. This is called by BlockPolicyEstimator's
- * constructor with default values.
- * @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
- */
- TxConfirmStats(const 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);
-
- /**
- * 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 the feerate of the transaction
- * @warning blocksToConfirm is 1-based and has to be >= 1
- */
- void Record(int blocksToConfirm, double val);
-
- /** Record a new transaction entering the mempool*/
- unsigned int NewTx(unsigned int nBlockHeight, double val);
-
- /** Remove a transaction from mempool tracking stats*/
- void removeTx(unsigned int entryHeight, unsigned int nBestSeenHeight,
- unsigned int bucketIndex);
-
- /** Update our estimates by decaying our historical moving average and updating
- with the data gathered from the current block */
- void UpdateMovingAverages();
-
- /**
- * 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 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,
- double minSuccess, bool requireGreater, unsigned int nBlockHeight) const;
-
- /** Return the max number of confirms we're tracking */
- unsigned int GetMaxConfirms() const { return confAvg.size(); }
-
- /** Write state of estimation data to a file*/
- void Write(CAutoFile& fileout) const;
-
- /**
- * Read saved state of estimation data from a file and replace all internal data structures and
- * variables with this state.
- */
- void Read(CAutoFile& filein);
-};
-
-
-
/** Track confirm delays up to 25 blocks, can't estimate beyond that */
static const unsigned int MAX_BLOCK_CONFIRMS = 25;