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.

2 files changed, 77 insertions, 0 deletions

diff --git a/src/rpc/client.cpp b/src/rpc/client.cpp
index 941bdd9379..afc1fa1c79 100644
--- a/src/rpc/client.cpp
+++ b/src/rpc/client.cpp
@@ -106,6 +106,9 @@ static const CRPCConvertParam vRPCConvertParams[] =
     { "getrawmempool", 0, "verbose" },
     { "estimatefee", 0, "nblocks" },
     { "estimatesmartfee", 0, "nblocks" },
+    { "estimaterawfee", 0, "nblocks" },
+    { "estimaterawfee", 1, "threshold" },
+    { "estimaterawfee", 2, "horizon" },
     { "prioritisetransaction", 1, "fee_delta" },
     { "setban", 2, "bantime" },
     { "setban", 3, "absolute" },
diff --git a/src/rpc/mining.cpp b/src/rpc/mining.cpp
index 4ce52a6c7f..6851f21004 100644
--- a/src/rpc/mining.cpp
+++ b/src/rpc/mining.cpp
@@ -863,6 +863,78 @@ UniValue estimatesmartfee(const JSONRPCRequest& request)
     return result;
 }
 
+UniValue estimaterawfee(const JSONRPCRequest& request)
+{
+    if (request.fHelp || request.params.size() < 1|| request.params.size() > 3)
+        throw std::runtime_error(
+            "estimaterawfee nblocks (threshold horizon)\n"
+            "\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 nblocks blocks if possible. Uses virtual transaction size as defined\n"
+            "in BIP 141 (witness data is discounted).\n"
+            "\nArguments:\n"
+            "1. nblocks     (numeric)\n"
+            "2. threshold   (numeric, optional) The proportion of transactions in a given feerate range that must have been\n"
+            "               confirmed within nblocks in order to consider those feerates as high enough and proceed to check\n"
+            "               lower buckets.  Default: 0.95\n"
+            "3. horizon     (numeric, optional) How long a history of estimates to consider. 0=short, 1=medium, 2=long.\n"
+            "               Default: 1\n"
+            "\nResult:\n"
+            "{\n"
+            "  \"feerate\" : x.x,        (numeric) estimate fee-per-kilobyte (in BTC)\n"
+            "  \"decay\" : x.x,          (numeric) exponential decay (per block) for historical moving average of confirmation data\n"
+            "  \"pass.\"                 information about the lowest range of feerates to succeed in meeting the threshold\n"
+            "  \"fail.\"                 information about the highest range of feerates to fail to meet the threshold\n"
+            "  \"startrange\" : x.x,     (numeric) start of feerate range\n"
+            "  \"endrange\" : x.x,       (numeric) end of feerate range\n"
+            "  \"withintarget\" : x.x,   (numeric) number of txs over history horizon in the feerate range that were confirmed within target\n"
+            "  \"totalconfirmed\" : x.x, (numeric) number of txs over history horizon in the feerate range that were confirmed at any point\n"
+            "  \"inmempool\" : x.x,      (numeric) current number of txs in mempool in the feerate range unconfirmed for at least target blocks\n"
+            "}\n"
+            "\n"
+            "A negative feerate is returned if no answer can be given.\n"
+            "\nExample:\n"
+            + HelpExampleCli("estimaterawfee", "6 0.9 1")
+            );
+
+    RPCTypeCheck(request.params, boost::assign::list_of(UniValue::VNUM)(UniValue::VNUM)(UniValue::VNUM), true);
+    RPCTypeCheckArgument(request.params[0], UniValue::VNUM);
+    int nBlocks = request.params[0].get_int();
+    double threshold = 0.95;
+    if (!request.params[1].isNull())
+        threshold = request.params[1].get_real();
+    FeeEstimateHorizon horizon = FeeEstimateHorizon::MED_HALFLIFE;
+    if (!request.params[2].isNull()) {
+        int horizonInt = request.params[2].get_int();
+        if (horizonInt < 0 || horizonInt > 2) {
+            throw JSONRPCError(RPC_TYPE_ERROR, "Invalid horizon for fee estimates");
+        } else {
+            horizon = (FeeEstimateHorizon)horizonInt;
+        }
+    }
+    UniValue result(UniValue::VOBJ);
+    CFeeRate feeRate;
+    EstimationResult buckets;
+    feeRate = ::feeEstimator.estimateRawFee(nBlocks, threshold, horizon, &buckets);
+
+    result.push_back(Pair("feerate", feeRate == CFeeRate(0) ? -1.0 : ValueFromAmount(feeRate.GetFeePerK())));
+    result.push_back(Pair("decay", buckets.decay));
+    result.push_back(Pair("pass.startrange", round(buckets.pass.start)));
+    result.push_back(Pair("pass.endrange", round(buckets.pass.end)));
+    result.push_back(Pair("pass.withintarget", round(buckets.pass.withinTarget * 100.0) / 100.0));
+    result.push_back(Pair("pass.totalconfirmed", round(buckets.pass.totalConfirmed * 100.0) / 100.0));
+    result.push_back(Pair("pass.inmempool", round(buckets.pass.inMempool * 100.0) / 100.0));
+    result.push_back(Pair("fail.startrange", round(buckets.fail.start)));
+    result.push_back(Pair("fail.endrange", round(buckets.fail.end)));
+    result.push_back(Pair("fail.withintarget", round(buckets.fail.withinTarget * 100.0) / 100.0));
+    result.push_back(Pair("fail.totalconfirmed", round(buckets.fail.totalConfirmed * 100.0) / 100.0));
+    result.push_back(Pair("fail.inmempool", round(buckets.fail.inMempool * 100.0) / 100.0));
+    return result;
+}
+
 static const CRPCCommand commands[] =
 { //  category              name                      actor (function)         okSafeMode
   //  --------------------- ------------------------  -----------------------  ----------
@@ -877,6 +949,8 @@ static const CRPCCommand commands[] =
 
     { "util",               "estimatefee",            &estimatefee,            true,  {"nblocks"} },
     { "util",               "estimatesmartfee",       &estimatesmartfee,       true,  {"nblocks"} },
+
+    { "hidden",             "estimaterawfee",         &estimaterawfee,         true,  {"nblocks", "threshold", "horizon"} },
 };
 
 void RegisterMiningRPCCommands(CRPCTable &t)