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author | MacroFake <falke.marco@gmail.com> | 2022-04-29 15:37:25 +0200 |
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committer | MacroFake <falke.marco@gmail.com> | 2022-04-29 16:25:06 +0200 |
commit | fa753abd7cffa05548ad5f21f2e8f9f6b06a7b04 (patch) | |
tree | 934f35f3a06b9c0974878c917eb16d89381a347e /src/rpc/fees.cpp | |
parent | 26296eba3dc34043b025bda167386c47693705b5 (diff) | |
download | bitcoin-fa753abd7cffa05548ad5f21f2e8f9f6b06a7b04.tar.xz |
rpc: Move fee estimation RPCs to separate file
Can be reviewed with --color-moved=dimmed-zebra --color-moved-ws=ignore-all-space
Diffstat (limited to 'src/rpc/fees.cpp')
-rw-r--r-- | src/rpc/fees.cpp | 236 |
1 files changed, 236 insertions, 0 deletions
diff --git a/src/rpc/fees.cpp b/src/rpc/fees.cpp new file mode 100644 index 0000000000..bfec0780aa --- /dev/null +++ b/src/rpc/fees.cpp @@ -0,0 +1,236 @@ +// Copyright (c) 2010 Satoshi Nakamoto +// Copyright (c) 2009-2021 The Bitcoin Core developers +// Distributed under the MIT software license, see the accompanying +// file COPYING or http://www.opensource.org/licenses/mit-license.php. + +#include <core_io.h> +#include <policy/feerate.h> +#include <policy/fees.h> +#include <policy/policy.h> +#include <rpc/protocol.h> +#include <rpc/request.h> +#include <rpc/server.h> +#include <rpc/server_util.h> +#include <rpc/util.h> +#include <txmempool.h> +#include <univalue.h> +#include <util/fees.h> +#include <util/system.h> +#include <validation.h> + +#include <algorithm> +#include <array> +#include <cmath> +#include <string> + +namespace node { +struct NodeContext; +} + +using node::NodeContext; + +static RPCHelpMan estimatesmartfee() +{ + return RPCHelpMan{"estimatesmartfee", + "\nEstimates the approximate fee per kilobyte needed for a transaction to begin\n" + "confirmation within conf_target blocks if possible and return the number of blocks\n" + "for which the estimate is valid. Uses virtual transaction size as defined\n" + "in BIP 141 (witness data is discounted).\n", + { + {"conf_target", RPCArg::Type::NUM, RPCArg::Optional::NO, "Confirmation target in blocks (1 - 1008)"}, + {"estimate_mode", RPCArg::Type::STR, RPCArg::Default{"conservative"}, "The fee estimate mode.\n" + "Whether to return a more conservative estimate which also satisfies\n" + "a longer history. A conservative estimate potentially returns a\n" + "higher feerate and is more likely to be sufficient for the desired\n" + "target, but is not as responsive to short term drops in the\n" + "prevailing fee market. Must be one of (case insensitive):\n" + "\"" + FeeModes("\"\n\"") + "\""}, + }, + RPCResult{ + RPCResult::Type::OBJ, "", "", + { + {RPCResult::Type::NUM, "feerate", /*optional=*/true, "estimate fee rate in " + CURRENCY_UNIT + "/kvB (only present if no errors were encountered)"}, + {RPCResult::Type::ARR, "errors", /*optional=*/true, "Errors encountered during processing (if there are any)", + { + {RPCResult::Type::STR, "", "error"}, + }}, + {RPCResult::Type::NUM, "blocks", "block number where estimate was found\n" + "The request target will be clamped between 2 and the highest target\n" + "fee estimation is able to return based on how long it has been running.\n" + "An error is returned if not enough transactions and blocks\n" + "have been observed to make an estimate for any number of blocks."}, + }}, + RPCExamples{ + HelpExampleCli("estimatesmartfee", "6") + + HelpExampleRpc("estimatesmartfee", "6") + }, + [&](const RPCHelpMan& self, const JSONRPCRequest& request) -> UniValue + { + RPCTypeCheck(request.params, {UniValue::VNUM, UniValue::VSTR}); + RPCTypeCheckArgument(request.params[0], UniValue::VNUM); + + CBlockPolicyEstimator& fee_estimator = EnsureAnyFeeEstimator(request.context); + const NodeContext& node = EnsureAnyNodeContext(request.context); + const CTxMemPool& mempool = EnsureMemPool(node); + + unsigned int max_target = fee_estimator.HighestTargetTracked(FeeEstimateHorizon::LONG_HALFLIFE); + unsigned int conf_target = ParseConfirmTarget(request.params[0], max_target); + bool conservative = true; + if (!request.params[1].isNull()) { + FeeEstimateMode fee_mode; + if (!FeeModeFromString(request.params[1].get_str(), fee_mode)) { + throw JSONRPCError(RPC_INVALID_PARAMETER, InvalidEstimateModeErrorMessage()); + } + if (fee_mode == FeeEstimateMode::ECONOMICAL) conservative = false; + } + + UniValue result(UniValue::VOBJ); + UniValue errors(UniValue::VARR); + FeeCalculation feeCalc; + CFeeRate feeRate{fee_estimator.estimateSmartFee(conf_target, &feeCalc, conservative)}; + if (feeRate != CFeeRate(0)) { + CFeeRate min_mempool_feerate{mempool.GetMinFee(gArgs.GetIntArg("-maxmempool", DEFAULT_MAX_MEMPOOL_SIZE) * 1000000)}; + CFeeRate min_relay_feerate{::minRelayTxFee}; + feeRate = std::max({feeRate, min_mempool_feerate, min_relay_feerate}); + result.pushKV("feerate", ValueFromAmount(feeRate.GetFeePerK())); + } else { + errors.push_back("Insufficient data or no feerate found"); + result.pushKV("errors", errors); + } + result.pushKV("blocks", feeCalc.returnedTarget); + return result; + }, + }; +} + +static RPCHelpMan estimaterawfee() +{ + return RPCHelpMan{"estimaterawfee", + "\nWARNING: This interface is unstable and may disappear or change!\n" + "\nWARNING: This is an advanced API call that is tightly coupled to the specific\n" + "implementation of fee estimation. The parameters it can be called with\n" + "and the results it returns will change if the internal implementation changes.\n" + "\nEstimates the approximate fee per kilobyte needed for a transaction to begin\n" + "confirmation within conf_target blocks if possible. Uses virtual transaction size as\n" + "defined in BIP 141 (witness data is discounted).\n", + { + {"conf_target", RPCArg::Type::NUM, RPCArg::Optional::NO, "Confirmation target in blocks (1 - 1008)"}, + {"threshold", RPCArg::Type::NUM, RPCArg::Default{0.95}, "The proportion of transactions in a given feerate range that must have been\n" + "confirmed within conf_target in order to consider those feerates as high enough and proceed to check\n" + "lower buckets."}, + }, + RPCResult{ + RPCResult::Type::OBJ, "", "Results are returned for any horizon which tracks blocks up to the confirmation target", + { + {RPCResult::Type::OBJ, "short", /*optional=*/true, "estimate for short time horizon", + { + {RPCResult::Type::NUM, "feerate", /*optional=*/true, "estimate fee rate in " + CURRENCY_UNIT + "/kvB"}, + {RPCResult::Type::NUM, "decay", "exponential decay (per block) for historical moving average of confirmation data"}, + {RPCResult::Type::NUM, "scale", "The resolution of confirmation targets at this time horizon"}, + {RPCResult::Type::OBJ, "pass", /*optional=*/true, "information about the lowest range of feerates to succeed in meeting the threshold", + { + {RPCResult::Type::NUM, "startrange", "start of feerate range"}, + {RPCResult::Type::NUM, "endrange", "end of feerate range"}, + {RPCResult::Type::NUM, "withintarget", "number of txs over history horizon in the feerate range that were confirmed within target"}, + {RPCResult::Type::NUM, "totalconfirmed", "number of txs over history horizon in the feerate range that were confirmed at any point"}, + {RPCResult::Type::NUM, "inmempool", "current number of txs in mempool in the feerate range unconfirmed for at least target blocks"}, + {RPCResult::Type::NUM, "leftmempool", "number of txs over history horizon in the feerate range that left mempool unconfirmed after target"}, + }}, + {RPCResult::Type::OBJ, "fail", /*optional=*/true, "information about the highest range of feerates to fail to meet the threshold", + { + {RPCResult::Type::ELISION, "", ""}, + }}, + {RPCResult::Type::ARR, "errors", /*optional=*/true, "Errors encountered during processing (if there are any)", + { + {RPCResult::Type::STR, "error", ""}, + }}, + }}, + {RPCResult::Type::OBJ, "medium", /*optional=*/true, "estimate for medium time horizon", + { + {RPCResult::Type::ELISION, "", ""}, + }}, + {RPCResult::Type::OBJ, "long", /*optional=*/true, "estimate for long time horizon", + { + {RPCResult::Type::ELISION, "", ""}, + }}, + }}, + RPCExamples{ + HelpExampleCli("estimaterawfee", "6 0.9") + }, + [&](const RPCHelpMan& self, const JSONRPCRequest& request) -> UniValue + { + RPCTypeCheck(request.params, {UniValue::VNUM, UniValue::VNUM}, true); + RPCTypeCheckArgument(request.params[0], UniValue::VNUM); + + CBlockPolicyEstimator& fee_estimator = EnsureAnyFeeEstimator(request.context); + + unsigned int max_target = fee_estimator.HighestTargetTracked(FeeEstimateHorizon::LONG_HALFLIFE); + unsigned int conf_target = ParseConfirmTarget(request.params[0], max_target); + double threshold = 0.95; + if (!request.params[1].isNull()) { + threshold = request.params[1].get_real(); + } + if (threshold < 0 || threshold > 1) { + throw JSONRPCError(RPC_INVALID_PARAMETER, "Invalid threshold"); + } + + UniValue result(UniValue::VOBJ); + + for (const FeeEstimateHorizon horizon : ALL_FEE_ESTIMATE_HORIZONS) { + CFeeRate feeRate; + EstimationResult buckets; + + // Only output results for horizons which track the target + if (conf_target > fee_estimator.HighestTargetTracked(horizon)) continue; + + feeRate = fee_estimator.estimateRawFee(conf_target, threshold, horizon, &buckets); + UniValue horizon_result(UniValue::VOBJ); + UniValue errors(UniValue::VARR); + UniValue passbucket(UniValue::VOBJ); + passbucket.pushKV("startrange", round(buckets.pass.start)); + passbucket.pushKV("endrange", round(buckets.pass.end)); + passbucket.pushKV("withintarget", round(buckets.pass.withinTarget * 100.0) / 100.0); + passbucket.pushKV("totalconfirmed", round(buckets.pass.totalConfirmed * 100.0) / 100.0); + passbucket.pushKV("inmempool", round(buckets.pass.inMempool * 100.0) / 100.0); + passbucket.pushKV("leftmempool", round(buckets.pass.leftMempool * 100.0) / 100.0); + UniValue failbucket(UniValue::VOBJ); + failbucket.pushKV("startrange", round(buckets.fail.start)); + failbucket.pushKV("endrange", round(buckets.fail.end)); + failbucket.pushKV("withintarget", round(buckets.fail.withinTarget * 100.0) / 100.0); + failbucket.pushKV("totalconfirmed", round(buckets.fail.totalConfirmed * 100.0) / 100.0); + failbucket.pushKV("inmempool", round(buckets.fail.inMempool * 100.0) / 100.0); + failbucket.pushKV("leftmempool", round(buckets.fail.leftMempool * 100.0) / 100.0); + + // CFeeRate(0) is used to indicate error as a return value from estimateRawFee + if (feeRate != CFeeRate(0)) { + horizon_result.pushKV("feerate", ValueFromAmount(feeRate.GetFeePerK())); + horizon_result.pushKV("decay", buckets.decay); + horizon_result.pushKV("scale", (int)buckets.scale); + horizon_result.pushKV("pass", passbucket); + // buckets.fail.start == -1 indicates that all buckets passed, there is no fail bucket to output + if (buckets.fail.start != -1) horizon_result.pushKV("fail", failbucket); + } else { + // Output only information that is still meaningful in the event of error + horizon_result.pushKV("decay", buckets.decay); + horizon_result.pushKV("scale", (int)buckets.scale); + horizon_result.pushKV("fail", failbucket); + errors.push_back("Insufficient data or no feerate found which meets threshold"); + horizon_result.pushKV("errors", errors); + } + result.pushKV(StringForFeeEstimateHorizon(horizon), horizon_result); + } + return result; + }, + }; +} + +void RegisterFeeRPCCommands(CRPCTable& t) +{ + static const CRPCCommand commands[]{ + {"util", &estimatesmartfee}, + {"hidden", &estimaterawfee}, + }; + for (const auto& c : commands) { + t.appendCommand(c.name, &c); + } +} |