diff options
author | Alex Morcos <morcos@chaincode.com> | 2017-02-15 15:23:34 -0500 |
---|---|---|
committer | Alex Morcos <morcos@chaincode.com> | 2017-04-10 13:56:50 -0400 |
commit | 14e10aa842b8583f9648accd5d151dbdf342b9dc (patch) | |
tree | bd9cb352c1734d8ec7dbd87fee74b1f91e77644b /src | |
parent | dbb9e3699b8e835fd72a5db2c22927d828484c32 (diff) |
Call estimate(Smart)Fee directly from CBlockPolicyEstimator
Diffstat (limited to 'src')
-rw-r--r-- | src/policy/fees.cpp | 6 | ||||
-rw-r--r-- | src/policy/fees.h | 8 | ||||
-rw-r--r-- | src/qt/coincontroldialog.cpp | 5 | ||||
-rw-r--r-- | src/qt/sendcoinsdialog.cpp | 3 | ||||
-rw-r--r-- | src/rpc/mining.cpp | 5 | ||||
-rw-r--r-- | src/test/policyestimator_tests.cpp | 42 | ||||
-rw-r--r-- | src/txmempool.cpp | 9 | ||||
-rw-r--r-- | src/txmempool.h | 9 | ||||
-rw-r--r-- | src/wallet/feebumper.cpp | 5 | ||||
-rw-r--r-- | src/wallet/rpcwallet.cpp | 1 | ||||
-rw-r--r-- | src/wallet/wallet.cpp | 11 | ||||
-rw-r--r-- | src/wallet/wallet.h | 5 |
12 files changed, 49 insertions, 60 deletions
diff --git a/src/policy/fees.cpp b/src/policy/fees.cpp index 05f2a20e9a..66da753a8b 100644 --- a/src/policy/fees.cpp +++ b/src/policy/fees.cpp @@ -77,7 +77,7 @@ void TxConfirmStats::UpdateMovingAverages() // returns -1 on error conditions double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal, double successBreakPoint, bool requireGreater, - unsigned int nBlockHeight) + unsigned int nBlockHeight) const { // Counters for a bucket (or range of buckets) double nConf = 0; // Number of tx's confirmed within the confTarget @@ -411,7 +411,7 @@ void CBlockPolicyEstimator::processBlock(unsigned int nBlockHeight, untrackedTxs = 0; } -CFeeRate CBlockPolicyEstimator::estimateFee(int confTarget) +CFeeRate CBlockPolicyEstimator::estimateFee(int confTarget) const { LOCK(cs_feeEstimator); // Return failure if trying to analyze a target we're not tracking @@ -427,7 +427,7 @@ CFeeRate CBlockPolicyEstimator::estimateFee(int confTarget) return CFeeRate(median); } -CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoundAtTarget, const CTxMemPool& pool) +CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoundAtTarget, const CTxMemPool& pool) const { if (answerFoundAtTarget) *answerFoundAtTarget = confTarget; diff --git a/src/policy/fees.h b/src/policy/fees.h index e11a6582a4..2299144b94 100644 --- a/src/policy/fees.h +++ b/src/policy/fees.h @@ -150,10 +150,10 @@ public: * @param nBlockHeight the current block height */ double EstimateMedianVal(int confTarget, double sufficientTxVal, - double minSuccess, bool requireGreater, unsigned int nBlockHeight); + double minSuccess, bool requireGreater, unsigned int nBlockHeight) const; /** Return the max number of confirms we're tracking */ - unsigned int GetMaxConfirms() { return confAvg.size(); } + unsigned int GetMaxConfirms() const { return confAvg.size(); } /** Write state of estimation data to a file*/ void Write(CAutoFile& fileout); @@ -217,13 +217,13 @@ public: bool removeTx(uint256 hash); /** Return a feerate estimate */ - CFeeRate estimateFee(int confTarget); + CFeeRate estimateFee(int confTarget) const; /** Estimate feerate needed to get be included in a block within * confTarget blocks. If no answer can be given at confTarget, return an * estimate at the lowest target where one can be given. */ - CFeeRate estimateSmartFee(int confTarget, int *answerFoundAtTarget, const CTxMemPool& pool); + CFeeRate estimateSmartFee(int confTarget, int *answerFoundAtTarget, const CTxMemPool& pool) const; /** Write estimation data to a file */ void Write(CAutoFile& fileout); diff --git a/src/qt/coincontroldialog.cpp b/src/qt/coincontroldialog.cpp index 1d19c65753..38ad6e9aab 100644 --- a/src/qt/coincontroldialog.cpp +++ b/src/qt/coincontroldialog.cpp @@ -15,6 +15,7 @@ #include "wallet/coincontrol.h" #include "init.h" +#include "policy/fees.h" #include "policy/policy.h" #include "validation.h" // For mempool #include "wallet/wallet.h" @@ -512,7 +513,7 @@ void CoinControlDialog::updateLabels(WalletModel *model, QDialog* dialog) nBytes -= 34; // Fee - nPayFee = CWallet::GetMinimumFee(nBytes, nTxConfirmTarget, mempool); + nPayFee = CWallet::GetMinimumFee(nBytes, nTxConfirmTarget, ::mempool, ::feeEstimator); if (nPayFee > 0 && coinControl->nMinimumTotalFee > nPayFee) nPayFee = coinControl->nMinimumTotalFee; @@ -592,7 +593,7 @@ void CoinControlDialog::updateLabels(WalletModel *model, QDialog* dialog) if (payTxFee.GetFeePerK() > 0) dFeeVary = (double)std::max(CWallet::GetRequiredFee(1000), payTxFee.GetFeePerK()) / 1000; else { - dFeeVary = (double)std::max(CWallet::GetRequiredFee(1000), mempool.estimateSmartFee(nTxConfirmTarget).GetFeePerK()) / 1000; + dFeeVary = (double)std::max(CWallet::GetRequiredFee(1000), ::feeEstimator.estimateSmartFee(nTxConfirmTarget, NULL, ::mempool).GetFeePerK()) / 1000; } QString toolTip4 = tr("Can vary +/- %1 satoshi(s) per input.").arg(dFeeVary); diff --git a/src/qt/sendcoinsdialog.cpp b/src/qt/sendcoinsdialog.cpp index ed7eab03f3..5d58a6a11f 100644 --- a/src/qt/sendcoinsdialog.cpp +++ b/src/qt/sendcoinsdialog.cpp @@ -21,6 +21,7 @@ #include "validation.h" // mempool and minRelayTxFee #include "ui_interface.h" #include "txmempool.h" +#include "policy/fees.h" #include "wallet/wallet.h" #include <QFontMetrics> @@ -660,7 +661,7 @@ void SendCoinsDialog::updateSmartFeeLabel() int nBlocksToConfirm = ui->sliderSmartFee->maximum() - ui->sliderSmartFee->value() + 2; int estimateFoundAtBlocks = nBlocksToConfirm; - CFeeRate feeRate = mempool.estimateSmartFee(nBlocksToConfirm, &estimateFoundAtBlocks); + CFeeRate feeRate = ::feeEstimator.estimateSmartFee(nBlocksToConfirm, &estimateFoundAtBlocks, ::mempool); if (feeRate <= CFeeRate(0)) // not enough data => minfee { ui->labelSmartFee->setText(BitcoinUnits::formatWithUnit(model->getOptionsModel()->getDisplayUnit(), diff --git a/src/rpc/mining.cpp b/src/rpc/mining.cpp index 7e5f0d608e..4aad267b8a 100644 --- a/src/rpc/mining.cpp +++ b/src/rpc/mining.cpp @@ -15,6 +15,7 @@ #include "validation.h" #include "miner.h" #include "net.h" +#include "policy/fees.h" #include "pow.h" #include "rpc/blockchain.h" #include "rpc/server.h" @@ -819,7 +820,7 @@ UniValue estimatefee(const JSONRPCRequest& request) if (nBlocks < 1) nBlocks = 1; - CFeeRate feeRate = mempool.estimateFee(nBlocks); + CFeeRate feeRate = ::feeEstimator.estimateFee(nBlocks); if (feeRate == CFeeRate(0)) return -1.0; @@ -857,7 +858,7 @@ UniValue estimatesmartfee(const JSONRPCRequest& request) UniValue result(UniValue::VOBJ); int answerFound; - CFeeRate feeRate = mempool.estimateSmartFee(nBlocks, &answerFound); + CFeeRate feeRate = ::feeEstimator.estimateSmartFee(nBlocks, &answerFound, ::mempool); result.push_back(Pair("feerate", feeRate == CFeeRate(0) ? -1.0 : ValueFromAmount(feeRate.GetFeePerK()))); result.push_back(Pair("blocks", answerFound)); return result; diff --git a/src/test/policyestimator_tests.cpp b/src/test/policyestimator_tests.cpp index 93abd18306..ed6782ea34 100644 --- a/src/test/policyestimator_tests.cpp +++ b/src/test/policyestimator_tests.cpp @@ -79,16 +79,16 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) // At this point we should need to combine 5 buckets to get enough data points // So estimateFee(1,2,3) should fail and estimateFee(4) should return somewhere around // 8*baserate. estimateFee(4) %'s are 100,100,100,100,90 = average 98% - BOOST_CHECK(mpool.estimateFee(1) == CFeeRate(0)); - BOOST_CHECK(mpool.estimateFee(2) == CFeeRate(0)); - BOOST_CHECK(mpool.estimateFee(3) == CFeeRate(0)); - BOOST_CHECK(mpool.estimateFee(4).GetFeePerK() < 8*baseRate.GetFeePerK() + deltaFee); - BOOST_CHECK(mpool.estimateFee(4).GetFeePerK() > 8*baseRate.GetFeePerK() - deltaFee); + BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0)); + BOOST_CHECK(feeEst.estimateFee(2) == CFeeRate(0)); + BOOST_CHECK(feeEst.estimateFee(3) == CFeeRate(0)); + BOOST_CHECK(feeEst.estimateFee(4).GetFeePerK() < 8*baseRate.GetFeePerK() + deltaFee); + BOOST_CHECK(feeEst.estimateFee(4).GetFeePerK() > 8*baseRate.GetFeePerK() - deltaFee); int answerFound; - BOOST_CHECK(mpool.estimateSmartFee(1, &answerFound) == mpool.estimateFee(4) && answerFound == 4); - BOOST_CHECK(mpool.estimateSmartFee(3, &answerFound) == mpool.estimateFee(4) && answerFound == 4); - BOOST_CHECK(mpool.estimateSmartFee(4, &answerFound) == mpool.estimateFee(4) && answerFound == 4); - BOOST_CHECK(mpool.estimateSmartFee(8, &answerFound) == mpool.estimateFee(8) && answerFound == 8); + BOOST_CHECK(feeEst.estimateSmartFee(1, &answerFound, mpool) == feeEst.estimateFee(4) && answerFound == 4); + BOOST_CHECK(feeEst.estimateSmartFee(3, &answerFound, mpool) == feeEst.estimateFee(4) && answerFound == 4); + BOOST_CHECK(feeEst.estimateSmartFee(4, &answerFound, mpool) == feeEst.estimateFee(4) && answerFound == 4); + BOOST_CHECK(feeEst.estimateSmartFee(8, &answerFound, mpool) == feeEst.estimateFee(8) && answerFound == 8); } } @@ -100,7 +100,7 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) // Second highest feerate has 100% chance of being included by 2 blocks, // so estimateFee(2) should return 9*baseRate etc... for (int i = 1; i < 10;i++) { - origFeeEst.push_back(mpool.estimateFee(i).GetFeePerK()); + origFeeEst.push_back(feeEst.estimateFee(i).GetFeePerK()); if (i > 2) { // Fee estimates should be monotonically decreasing BOOST_CHECK(origFeeEst[i-1] <= origFeeEst[i-2]); } @@ -119,10 +119,10 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) while (blocknum < 250) mpool.removeForBlock(block, ++blocknum); - BOOST_CHECK(mpool.estimateFee(1) == CFeeRate(0)); + BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0)); for (int i = 2; i < 10;i++) { - BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() < origFeeEst[i-1] + deltaFee); - BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee); + BOOST_CHECK(feeEst.estimateFee(i).GetFeePerK() < origFeeEst[i-1] + deltaFee); + BOOST_CHECK(feeEst.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee); } @@ -142,8 +142,8 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) int answerFound; for (int i = 1; i < 10;i++) { - BOOST_CHECK(mpool.estimateFee(i) == CFeeRate(0) || mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee); - BOOST_CHECK(mpool.estimateSmartFee(i, &answerFound).GetFeePerK() > origFeeEst[answerFound-1] - deltaFee); + BOOST_CHECK(feeEst.estimateFee(i) == CFeeRate(0) || feeEst.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee); + BOOST_CHECK(feeEst.estimateSmartFee(i, &answerFound, mpool).GetFeePerK() > origFeeEst[answerFound-1] - deltaFee); } // Mine all those transactions @@ -158,9 +158,9 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) } mpool.removeForBlock(block, 265); block.clear(); - BOOST_CHECK(mpool.estimateFee(1) == CFeeRate(0)); + BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0)); for (int i = 2; i < 10;i++) { - BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee); + BOOST_CHECK(feeEst.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee); } // Mine 200 more blocks where everything is mined every block @@ -180,9 +180,9 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) mpool.removeForBlock(block, ++blocknum); block.clear(); } - BOOST_CHECK(mpool.estimateFee(1) == CFeeRate(0)); + BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0)); for (int i = 2; i < 10; i++) { - BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() < origFeeEst[i-1] - deltaFee); + BOOST_CHECK(feeEst.estimateFee(i).GetFeePerK() < origFeeEst[i-1] - deltaFee); } // Test that if the mempool is limited, estimateSmartFee won't return a value below the mempool min fee @@ -191,8 +191,8 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) mpool.TrimToSize(1); BOOST_CHECK(mpool.GetMinFee(1).GetFeePerK() > feeV[5]); for (int i = 1; i < 10; i++) { - BOOST_CHECK(mpool.estimateSmartFee(i).GetFeePerK() >= mpool.estimateFee(i).GetFeePerK()); - BOOST_CHECK(mpool.estimateSmartFee(i).GetFeePerK() >= mpool.GetMinFee(1).GetFeePerK()); + BOOST_CHECK(feeEst.estimateSmartFee(i, NULL, mpool).GetFeePerK() >= feeEst.estimateFee(i).GetFeePerK()); + BOOST_CHECK(feeEst.estimateSmartFee(i, NULL, mpool).GetFeePerK() >= mpool.GetMinFee(1).GetFeePerK()); } } diff --git a/src/txmempool.cpp b/src/txmempool.cpp index 7fac48d3c5..fa05841491 100644 --- a/src/txmempool.cpp +++ b/src/txmempool.cpp @@ -843,15 +843,6 @@ TxMempoolInfo CTxMemPool::info(const uint256& hash) const return GetInfo(i); } -CFeeRate CTxMemPool::estimateFee(int nBlocks) const -{ - return minerPolicyEstimator->estimateFee(nBlocks); -} -CFeeRate CTxMemPool::estimateSmartFee(int nBlocks, int *answerFoundAtBlocks) const -{ - return minerPolicyEstimator->estimateSmartFee(nBlocks, answerFoundAtBlocks, *this); -} - bool CTxMemPool::WriteFeeEstimates(CAutoFile& fileout) const { diff --git a/src/txmempool.h b/src/txmempool.h index 8ec2b0090d..3aa5b46c46 100644 --- a/src/txmempool.h +++ b/src/txmempool.h @@ -617,15 +617,6 @@ public: TxMempoolInfo info(const uint256& hash) const; std::vector<TxMempoolInfo> infoAll() const; - /** Estimate fee rate needed to get into the next nBlocks - * If no answer can be given at nBlocks, return an estimate - * at the lowest number of blocks where one can be given - */ - CFeeRate estimateSmartFee(int nBlocks, int *answerFoundAtBlocks = NULL) const; - - /** Estimate fee rate needed to get into the next nBlocks */ - CFeeRate estimateFee(int nBlocks) const; - /** Write/Read estimates to disk */ bool WriteFeeEstimates(CAutoFile& fileout) const; bool ReadFeeEstimates(CAutoFile& filein); diff --git a/src/wallet/feebumper.cpp b/src/wallet/feebumper.cpp index fe3871a91d..67792dad79 100644 --- a/src/wallet/feebumper.cpp +++ b/src/wallet/feebumper.cpp @@ -5,6 +5,7 @@ #include "consensus/validation.h" #include "wallet/feebumper.h" #include "wallet/wallet.h" +#include "policy/fees.h" #include "policy/policy.h" #include "policy/rbf.h" #include "validation.h" //for mempool access @@ -159,11 +160,11 @@ CFeeBumper::CFeeBumper(const CWallet *pWallet, const uint256 txidIn, int newConf } else { // if user specified a confirm target then don't consider any global payTxFee if (specifiedConfirmTarget) { - nNewFee = CWallet::GetMinimumFee(maxNewTxSize, newConfirmTarget, mempool, CAmount(0)); + nNewFee = CWallet::GetMinimumFee(maxNewTxSize, newConfirmTarget, mempool, ::feeEstimator, CAmount(0)); } // otherwise use the regular wallet logic to select payTxFee or default confirm target else { - nNewFee = CWallet::GetMinimumFee(maxNewTxSize, newConfirmTarget, mempool); + nNewFee = CWallet::GetMinimumFee(maxNewTxSize, newConfirmTarget, mempool, ::feeEstimator); } nNewFeeRate = CFeeRate(nNewFee, maxNewTxSize); diff --git a/src/wallet/rpcwallet.cpp b/src/wallet/rpcwallet.cpp index 2cc3072c16..43b71712c0 100644 --- a/src/wallet/rpcwallet.cpp +++ b/src/wallet/rpcwallet.cpp @@ -11,6 +11,7 @@ #include "init.h" #include "validation.h" #include "net.h" +#include "policy/fees.h" #include "policy/policy.h" #include "policy/rbf.h" #include "rpc/server.h" diff --git a/src/wallet/wallet.cpp b/src/wallet/wallet.cpp index 99fcb21f68..9defcb54c8 100644 --- a/src/wallet/wallet.cpp +++ b/src/wallet/wallet.cpp @@ -16,6 +16,7 @@ #include "keystore.h" #include "validation.h" #include "net.h" +#include "policy/fees.h" #include "policy/policy.h" #include "policy/rbf.h" #include "primitives/block.h" @@ -2575,7 +2576,7 @@ bool CWallet::CreateTransaction(const std::vector<CRecipient>& vecSend, CWalletT if (coinControl && coinControl->nConfirmTarget > 0) currentConfirmationTarget = coinControl->nConfirmTarget; - CAmount nFeeNeeded = GetMinimumFee(nBytes, currentConfirmationTarget, mempool); + CAmount nFeeNeeded = GetMinimumFee(nBytes, currentConfirmationTarget, ::mempool, ::feeEstimator); if (coinControl && nFeeNeeded > 0 && coinControl->nMinimumTotalFee > nFeeNeeded) { nFeeNeeded = coinControl->nMinimumTotalFee; } @@ -2749,19 +2750,19 @@ CAmount CWallet::GetRequiredFee(unsigned int nTxBytes) return std::max(minTxFee.GetFee(nTxBytes), ::minRelayTxFee.GetFee(nTxBytes)); } -CAmount CWallet::GetMinimumFee(unsigned int nTxBytes, unsigned int nConfirmTarget, const CTxMemPool& pool) +CAmount CWallet::GetMinimumFee(unsigned int nTxBytes, unsigned int nConfirmTarget, const CTxMemPool& pool, const CBlockPolicyEstimator& estimator) { // payTxFee is the user-set global for desired feerate - return GetMinimumFee(nTxBytes, nConfirmTarget, pool, payTxFee.GetFee(nTxBytes)); + return GetMinimumFee(nTxBytes, nConfirmTarget, pool, estimator, payTxFee.GetFee(nTxBytes)); } -CAmount CWallet::GetMinimumFee(unsigned int nTxBytes, unsigned int nConfirmTarget, const CTxMemPool& pool, CAmount targetFee) +CAmount CWallet::GetMinimumFee(unsigned int nTxBytes, unsigned int nConfirmTarget, const CTxMemPool& pool, const CBlockPolicyEstimator& estimator, CAmount targetFee) { CAmount nFeeNeeded = targetFee; // User didn't set: use -txconfirmtarget to estimate... if (nFeeNeeded == 0) { int estimateFoundTarget = nConfirmTarget; - nFeeNeeded = pool.estimateSmartFee(nConfirmTarget, &estimateFoundTarget).GetFee(nTxBytes); + nFeeNeeded = estimator.estimateSmartFee(nConfirmTarget, &estimateFoundTarget, pool).GetFee(nTxBytes); // ... unless we don't have enough mempool data for estimatefee, then use fallbackFee if (nFeeNeeded == 0) nFeeNeeded = fallbackFee.GetFee(nTxBytes); diff --git a/src/wallet/wallet.h b/src/wallet/wallet.h index c714ddd090..c8869a4c0f 100644 --- a/src/wallet/wallet.h +++ b/src/wallet/wallet.h @@ -75,6 +75,7 @@ class CReserveKey; class CScript; class CScheduler; class CTxMemPool; +class CBlockPolicyEstimator; class CWalletTx; /** (client) version numbers for particular wallet features */ @@ -890,12 +891,12 @@ public: * Estimate the minimum fee considering user set parameters * and the required fee */ - static CAmount GetMinimumFee(unsigned int nTxBytes, unsigned int nConfirmTarget, const CTxMemPool& pool); + static CAmount GetMinimumFee(unsigned int nTxBytes, unsigned int nConfirmTarget, const CTxMemPool& pool, const CBlockPolicyEstimator& estimator); /** * Estimate the minimum fee considering required fee and targetFee or if 0 * then fee estimation for nConfirmTarget */ - static CAmount GetMinimumFee(unsigned int nTxBytes, unsigned int nConfirmTarget, const CTxMemPool& pool, CAmount targetFee); + static CAmount GetMinimumFee(unsigned int nTxBytes, unsigned int nConfirmTarget, const CTxMemPool& pool, const CBlockPolicyEstimator& estimator, CAmount targetFee); /** * Return the minimum required fee taking into account the * floating relay fee and user set minimum transaction fee |