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-rwxr-xr-xqa/rpc-tests/smartfees.py52
-rw-r--r--src/main.h2
-rw-r--r--src/policy/fees.cpp52
-rw-r--r--src/policy/fees.h17
-rw-r--r--src/policy/policy.h2
-rw-r--r--src/qt/coincontroldialog.cpp15
-rw-r--r--src/qt/sendcoinsdialog.cpp5
-rw-r--r--src/rpcblockchain.cpp1
-rw-r--r--src/rpcclient.cpp2
-rw-r--r--src/rpcmining.cpp72
-rw-r--r--src/rpcserver.cpp2
-rw-r--r--src/rpcserver.h2
-rw-r--r--src/test/policyestimator_tests.cpp57
-rw-r--r--src/txmempool.cpp10
-rw-r--r--src/txmempool.h12
-rw-r--r--src/wallet/wallet.cpp24
16 files changed, 261 insertions, 66 deletions
diff --git a/qa/rpc-tests/smartfees.py b/qa/rpc-tests/smartfees.py
index c15c5fda09..ecfffc1b45 100755
--- a/qa/rpc-tests/smartfees.py
+++ b/qa/rpc-tests/smartfees.py
@@ -120,15 +120,26 @@ def check_estimates(node, fees_seen, max_invalid, print_estimates = True):
last_e = e
valid_estimate = False
invalid_estimates = 0
- for e in all_estimates:
+ for i,e in enumerate(all_estimates): # estimate is for i+1
if e >= 0:
valid_estimate = True
+ # estimatesmartfee should return the same result
+ assert_equal(node.estimatesmartfee(i+1)["feerate"], e)
+
else:
invalid_estimates += 1
- # Once we're at a high enough confirmation count that we can give an estimate
- # We should have estimates for all higher confirmation counts
- if valid_estimate and e < 0:
- raise AssertionError("Invalid estimate appears at higher confirm count than valid estimate")
+
+ # estimatesmartfee should still be valid
+ approx_estimate = node.estimatesmartfee(i+1)["feerate"]
+ answer_found = node.estimatesmartfee(i+1)["blocks"]
+ assert(approx_estimate > 0)
+ assert(answer_found > i+1)
+
+ # Once we're at a high enough confirmation count that we can give an estimate
+ # We should have estimates for all higher confirmation counts
+ if valid_estimate:
+ raise AssertionError("Invalid estimate appears at higher confirm count than valid estimate")
+
# Check on the expected number of different confirmation counts
# that we might not have valid estimates for
if invalid_estimates > max_invalid:
@@ -184,13 +195,13 @@ class EstimateFeeTest(BitcoinTestFramework):
# NOTE: the CreateNewBlock code starts counting block size at 1,000 bytes,
# (17k is room enough for 110 or so transactions)
self.nodes.append(start_node(1, self.options.tmpdir,
- ["-blockprioritysize=1500", "-blockmaxsize=18000",
+ ["-blockprioritysize=1500", "-blockmaxsize=17000",
"-maxorphantx=1000", "-relaypriority=0", "-debug=estimatefee"]))
connect_nodes(self.nodes[1], 0)
# Node2 is a stingy miner, that
- # produces too small blocks (room for only 70 or so transactions)
- node2args = ["-blockprioritysize=0", "-blockmaxsize=12000", "-maxorphantx=1000", "-relaypriority=0"]
+ # produces too small blocks (room for only 55 or so transactions)
+ node2args = ["-blockprioritysize=0", "-blockmaxsize=8000", "-maxorphantx=1000", "-relaypriority=0"]
self.nodes.append(start_node(2, self.options.tmpdir, node2args))
connect_nodes(self.nodes[0], 2)
@@ -229,22 +240,19 @@ class EstimateFeeTest(BitcoinTestFramework):
self.fees_per_kb = []
self.memutxo = []
self.confutxo = self.txouts # Start with the set of confirmed txouts after splitting
- print("Checking estimates for 1/2/3/6/15/25 blocks")
- print("Creating transactions and mining them with a huge block size")
- # Create transactions and mine 20 big blocks with node 0 such that the mempool is always emptied
- self.transact_and_mine(30, self.nodes[0])
- check_estimates(self.nodes[1], self.fees_per_kb, 1)
+ print("Will output estimates for 1/2/3/6/15/25 blocks")
- print("Creating transactions and mining them with a block size that can't keep up")
- # Create transactions and mine 30 small blocks with node 2, but create txs faster than we can mine
- self.transact_and_mine(20, self.nodes[2])
- check_estimates(self.nodes[1], self.fees_per_kb, 3)
+ for i in xrange(2):
+ print("Creating transactions and mining them with a block size that can't keep up")
+ # Create transactions and mine 10 small blocks with node 2, but create txs faster than we can mine
+ self.transact_and_mine(10, self.nodes[2])
+ check_estimates(self.nodes[1], self.fees_per_kb, 14)
- print("Creating transactions and mining them at a block size that is just big enough")
- # Generate transactions while mining 40 more blocks, this time with node1
- # which mines blocks with capacity just above the rate that transactions are being created
- self.transact_and_mine(40, self.nodes[1])
- check_estimates(self.nodes[1], self.fees_per_kb, 2)
+ print("Creating transactions and mining them at a block size that is just big enough")
+ # Generate transactions while mining 10 more blocks, this time with node1
+ # which mines blocks with capacity just above the rate that transactions are being created
+ self.transact_and_mine(10, self.nodes[1])
+ check_estimates(self.nodes[1], self.fees_per_kb, 2)
# Finish by mining a normal-sized block:
while len(self.nodes[1].getrawmempool()) > 0:
diff --git a/src/main.h b/src/main.h
index eb61ff9570..347624c520 100644
--- a/src/main.h
+++ b/src/main.h
@@ -56,8 +56,6 @@ static const unsigned int DEFAULT_ANCESTOR_SIZE_LIMIT = 101;
static const unsigned int DEFAULT_DESCENDANT_LIMIT = 25;
/** Default for -limitdescendantsize, maximum kilobytes of in-mempool descendants */
static const unsigned int DEFAULT_DESCENDANT_SIZE_LIMIT = 101;
-/** Default for -maxmempool, maximum megabytes of mempool memory usage */
-static const unsigned int DEFAULT_MAX_MEMPOOL_SIZE = 300;
/** Default for -mempoolexpiry, expiration time for mempool transactions in hours */
static const unsigned int DEFAULT_MEMPOOL_EXPIRY = 72;
/** The maximum size of a blk?????.dat file (since 0.8) */
diff --git a/src/policy/fees.cpp b/src/policy/fees.cpp
index ffe31d1942..980ecf10df 100644
--- a/src/policy/fees.cpp
+++ b/src/policy/fees.cpp
@@ -4,6 +4,7 @@
// file COPYING or http://www.opensource.org/licenses/mit-license.php.
#include "policy/fees.h"
+#include "policy/policy.h"
#include "amount.h"
#include "primitives/transaction.h"
@@ -504,6 +505,33 @@ CFeeRate CBlockPolicyEstimator::estimateFee(int confTarget)
return CFeeRate(median);
}
+CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoundAtTarget, const CTxMemPool& pool)
+{
+ if (answerFoundAtTarget)
+ *answerFoundAtTarget = confTarget;
+ // Return failure if trying to analyze a target we're not tracking
+ if (confTarget <= 0 || (unsigned int)confTarget > feeStats.GetMaxConfirms())
+ return CFeeRate(0);
+
+ double median = -1;
+ while (median < 0 && (unsigned int)confTarget <= feeStats.GetMaxConfirms()) {
+ median = feeStats.EstimateMedianVal(confTarget++, SUFFICIENT_FEETXS, MIN_SUCCESS_PCT, true, nBestSeenHeight);
+ }
+
+ if (answerFoundAtTarget)
+ *answerFoundAtTarget = confTarget - 1;
+
+ // If mempool is limiting txs , return at least the min fee from the mempool
+ CAmount minPoolFee = pool.GetMinFee(GetArg("-maxmempool", DEFAULT_MAX_MEMPOOL_SIZE) * 1000000).GetFeePerK();
+ if (minPoolFee > 0 && minPoolFee > median)
+ return CFeeRate(minPoolFee);
+
+ if (median < 0)
+ return CFeeRate(0);
+
+ return CFeeRate(median);
+}
+
double CBlockPolicyEstimator::estimatePriority(int confTarget)
{
// Return failure if trying to analyze a target we're not tracking
@@ -513,6 +541,30 @@ double CBlockPolicyEstimator::estimatePriority(int confTarget)
return priStats.EstimateMedianVal(confTarget, SUFFICIENT_PRITXS, MIN_SUCCESS_PCT, true, nBestSeenHeight);
}
+double CBlockPolicyEstimator::estimateSmartPriority(int confTarget, int *answerFoundAtTarget, const CTxMemPool& pool)
+{
+ if (answerFoundAtTarget)
+ *answerFoundAtTarget = confTarget;
+ // Return failure if trying to analyze a target we're not tracking
+ if (confTarget <= 0 || (unsigned int)confTarget > priStats.GetMaxConfirms())
+ return -1;
+
+ // If mempool is limiting txs, no priority txs are allowed
+ CAmount minPoolFee = pool.GetMinFee(GetArg("-maxmempool", DEFAULT_MAX_MEMPOOL_SIZE) * 1000000).GetFeePerK();
+ if (minPoolFee > 0)
+ return INF_PRIORITY;
+
+ double median = -1;
+ while (median < 0 && (unsigned int)confTarget <= priStats.GetMaxConfirms()) {
+ median = priStats.EstimateMedianVal(confTarget++, SUFFICIENT_PRITXS, MIN_SUCCESS_PCT, true, nBestSeenHeight);
+ }
+
+ if (answerFoundAtTarget)
+ *answerFoundAtTarget = confTarget - 1;
+
+ return median;
+}
+
void CBlockPolicyEstimator::Write(CAutoFile& fileout)
{
fileout << nBestSeenHeight;
diff --git a/src/policy/fees.h b/src/policy/fees.h
index 15577d128a..7a293267d4 100644
--- a/src/policy/fees.h
+++ b/src/policy/fees.h
@@ -15,6 +15,7 @@
class CAutoFile;
class CFeeRate;
class CTxMemPoolEntry;
+class CTxMemPool;
/** \class CBlockPolicyEstimator
* The BlockPolicyEstimator is used for estimating the fee or priority needed
@@ -182,8 +183,8 @@ static const unsigned int MAX_BLOCK_CONFIRMS = 25;
/** Decay of .998 is a half-life of 346 blocks or about 2.4 days */
static const double DEFAULT_DECAY = .998;
-/** Require greater than 85% of X fee transactions to be confirmed within Y blocks for X to be big enough */
-static const double MIN_SUCCESS_PCT = .85;
+/** Require greater than 95% of X fee transactions to be confirmed within Y blocks for X to be big enough */
+static const double MIN_SUCCESS_PCT = .95;
static const double UNLIKELY_PCT = .5;
/** Require an avg of 1 tx in the combined fee bucket per block to have stat significance */
@@ -242,9 +243,21 @@ public:
/** Return a fee estimate */
CFeeRate estimateFee(int confTarget);
+ /** Estimate fee rate 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);
+
/** Return a priority estimate */
double estimatePriority(int confTarget);
+ /** Estimate priority 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.
+ */
+ double estimateSmartPriority(int confTarget, int *answerFoundAtTarget, const CTxMemPool& pool);
+
/** Write estimation data to a file */
void Write(CAutoFile& fileout);
diff --git a/src/policy/policy.h b/src/policy/policy.h
index f269e8d476..c8d2c1a924 100644
--- a/src/policy/policy.h
+++ b/src/policy/policy.h
@@ -25,6 +25,8 @@ static const unsigned int MAX_STANDARD_TX_SIZE = 100000;
static const unsigned int MAX_P2SH_SIGOPS = 15;
/** The maximum number of sigops we're willing to relay/mine in a single tx */
static const unsigned int MAX_STANDARD_TX_SIGOPS = MAX_BLOCK_SIGOPS/5;
+/** Default for -maxmempool, maximum megabytes of mempool memory usage */
+static const unsigned int DEFAULT_MAX_MEMPOOL_SIZE = 300;
/**
* Standard script verification flags that standard transactions will comply
* with. However scripts violating these flags may still be present in valid
diff --git a/src/qt/coincontroldialog.cpp b/src/qt/coincontroldialog.cpp
index 81b2597c3b..cbc41f3416 100644
--- a/src/qt/coincontroldialog.cpp
+++ b/src/qt/coincontroldialog.cpp
@@ -538,7 +538,7 @@ void CoinControlDialog::updateLabels(WalletModel *model, QDialog* dialog)
nBytes = nBytesInputs + ((CoinControlDialog::payAmounts.size() > 0 ? CoinControlDialog::payAmounts.size() + 1 : 2) * 34) + 10; // always assume +1 output for change here
// Priority
- double mempoolEstimatePriority = mempool.estimatePriority(nTxConfirmTarget);
+ double mempoolEstimatePriority = mempool.estimateSmartPriority(nTxConfirmTarget);
dPriority = dPriorityInputs / (nBytes - nBytesInputs + (nQuantityUncompressed * 29)); // 29 = 180 - 151 (uncompressed public keys are over the limit. max 151 bytes of the input are ignored for priority)
sPriorityLabel = CoinControlDialog::getPriorityLabel(dPriority, mempoolEstimatePriority);
@@ -550,10 +550,8 @@ void CoinControlDialog::updateLabels(WalletModel *model, QDialog* dialog)
// Fee
nPayFee = CWallet::GetMinimumFee(nBytes, nTxConfirmTarget, mempool);
- // Allow free?
- double dPriorityNeeded = mempoolEstimatePriority;
- if (dPriorityNeeded <= 0)
- dPriorityNeeded = AllowFreeThreshold(); // not enough data, back to hard-coded
+ // Allow free? (require at least hard-coded threshold and default to that if no estimate)
+ double dPriorityNeeded = std::max(mempoolEstimatePriority, AllowFreeThreshold());
fAllowFree = (dPriority >= dPriorityNeeded);
if (fSendFreeTransactions)
@@ -649,8 +647,9 @@ void CoinControlDialog::updateLabels(WalletModel *model, QDialog* dialog)
double dFeeVary;
if (payTxFee.GetFeePerK() > 0)
dFeeVary = (double)std::max(CWallet::GetRequiredFee(1000), payTxFee.GetFeePerK()) / 1000;
- else
- dFeeVary = (double)std::max(CWallet::GetRequiredFee(1000), mempool.estimateFee(nTxConfirmTarget).GetFeePerK()) / 1000;
+ else {
+ dFeeVary = (double)std::max(CWallet::GetRequiredFee(1000), mempool.estimateSmartFee(nTxConfirmTarget).GetFeePerK()) / 1000;
+ }
QString toolTip4 = tr("Can vary +/- %1 satoshi(s) per input.").arg(dFeeVary);
l3->setToolTip(toolTip4);
@@ -686,7 +685,7 @@ void CoinControlDialog::updateView()
QFlags<Qt::ItemFlag> flgTristate = Qt::ItemIsSelectable | Qt::ItemIsEnabled | Qt::ItemIsUserCheckable | Qt::ItemIsTristate;
int nDisplayUnit = model->getOptionsModel()->getDisplayUnit();
- double mempoolEstimatePriority = mempool.estimatePriority(nTxConfirmTarget);
+ double mempoolEstimatePriority = mempool.estimateSmartPriority(nTxConfirmTarget);
std::map<QString, std::vector<COutput> > mapCoins;
model->listCoins(mapCoins);
diff --git a/src/qt/sendcoinsdialog.cpp b/src/qt/sendcoinsdialog.cpp
index 4b030fdaa0..7b714be5b1 100644
--- a/src/qt/sendcoinsdialog.cpp
+++ b/src/qt/sendcoinsdialog.cpp
@@ -633,7 +633,8 @@ void SendCoinsDialog::updateSmartFeeLabel()
return;
int nBlocksToConfirm = defaultConfirmTarget - ui->sliderSmartFee->value();
- CFeeRate feeRate = mempool.estimateFee(nBlocksToConfirm);
+ int estimateFoundAtBlocks = nBlocksToConfirm;
+ CFeeRate feeRate = mempool.estimateSmartFee(nBlocksToConfirm, &estimateFoundAtBlocks);
if (feeRate <= CFeeRate(0)) // not enough data => minfee
{
ui->labelSmartFee->setText(BitcoinUnits::formatWithUnit(model->getOptionsModel()->getDisplayUnit(), CWallet::GetRequiredFee(1000)) + "/kB");
@@ -644,7 +645,7 @@ void SendCoinsDialog::updateSmartFeeLabel()
{
ui->labelSmartFee->setText(BitcoinUnits::formatWithUnit(model->getOptionsModel()->getDisplayUnit(), feeRate.GetFeePerK()) + "/kB");
ui->labelSmartFee2->hide();
- ui->labelFeeEstimation->setText(tr("Estimated to begin confirmation within %n block(s).", "", nBlocksToConfirm));
+ ui->labelFeeEstimation->setText(tr("Estimated to begin confirmation within %n block(s).", "", estimateFoundAtBlocks));
}
updateFeeMinimizedLabel();
diff --git a/src/rpcblockchain.cpp b/src/rpcblockchain.cpp
index 012370ed10..c80838e1f1 100644
--- a/src/rpcblockchain.cpp
+++ b/src/rpcblockchain.cpp
@@ -10,6 +10,7 @@
#include "coins.h"
#include "consensus/validation.h"
#include "main.h"
+#include "policy/policy.h"
#include "primitives/transaction.h"
#include "rpcserver.h"
#include "streams.h"
diff --git a/src/rpcclient.cpp b/src/rpcclient.cpp
index 343b6234d4..cab5819017 100644
--- a/src/rpcclient.cpp
+++ b/src/rpcclient.cpp
@@ -96,6 +96,8 @@ static const CRPCConvertParam vRPCConvertParams[] =
{ "getrawmempool", 0 },
{ "estimatefee", 0 },
{ "estimatepriority", 0 },
+ { "estimatesmartfee", 0 },
+ { "estimatesmartpriority", 0 },
{ "prioritisetransaction", 1 },
{ "prioritisetransaction", 2 },
{ "setban", 2 },
diff --git a/src/rpcmining.cpp b/src/rpcmining.cpp
index 3fd07fc374..19b031b860 100644
--- a/src/rpcmining.cpp
+++ b/src/rpcmining.cpp
@@ -726,3 +726,75 @@ UniValue estimatepriority(const UniValue& params, bool fHelp)
return mempool.estimatePriority(nBlocks);
}
+
+UniValue estimatesmartfee(const UniValue& params, bool fHelp)
+{
+ if (fHelp || params.size() != 1)
+ throw runtime_error(
+ "estimatesmartfee nblocks\n"
+ "\nWARNING: This interface is unstable and may disappear or change!\n"
+ "\nEstimates the approximate fee per kilobyte needed for a transaction to begin\n"
+ "confirmation within nblocks blocks if possible and return the number of blocks\n"
+ "for which the estimate is valid.\n"
+ "\nArguments:\n"
+ "1. nblocks (numeric)\n"
+ "\nResult:\n"
+ "{\n"
+ " \"feerate\" : x.x, (numeric) estimate fee-per-kilobyte (in BTC)\n"
+ " \"blocks\" : n (numeric) block number where estimate was found\n"
+ "}\n"
+ "\n"
+ "A negative value is returned if not enough transactions and blocks\n"
+ "have been observed to make an estimate for any number of blocks.\n"
+ "However it will not return a value below the mempool reject fee.\n"
+ "\nExample:\n"
+ + HelpExampleCli("estimatesmartfee", "6")
+ );
+
+ RPCTypeCheck(params, boost::assign::list_of(UniValue::VNUM));
+
+ int nBlocks = params[0].get_int();
+
+ UniValue result(UniValue::VOBJ);
+ int answerFound;
+ CFeeRate feeRate = mempool.estimateSmartFee(nBlocks, &answerFound);
+ result.push_back(Pair("feerate", feeRate == CFeeRate(0) ? -1.0 : ValueFromAmount(feeRate.GetFeePerK())));
+ result.push_back(Pair("blocks", answerFound));
+ return result;
+}
+
+UniValue estimatesmartpriority(const UniValue& params, bool fHelp)
+{
+ if (fHelp || params.size() != 1)
+ throw runtime_error(
+ "estimatesmartpriority nblocks\n"
+ "\nWARNING: This interface is unstable and may disappear or change!\n"
+ "\nEstimates the approximate priority a zero-fee transaction needs to begin\n"
+ "confirmation within nblocks blocks if possible and return the number of blocks\n"
+ "for which the estimate is valid.\n"
+ "\nArguments:\n"
+ "1. nblocks (numeric)\n"
+ "\nResult:\n"
+ "{\n"
+ " \"priority\" : x.x, (numeric) estimated priority\n"
+ " \"blocks\" : n (numeric) block number where estimate was found\n"
+ "}\n"
+ "\n"
+ "A negative value is returned if not enough transactions and blocks\n"
+ "have been observed to make an estimate for any number of blocks.\n"
+ "However if the mempool reject fee is set it will return 1e9 * MAX_MONEY.\n"
+ "\nExample:\n"
+ + HelpExampleCli("estimatesmartpriority", "6")
+ );
+
+ RPCTypeCheck(params, boost::assign::list_of(UniValue::VNUM));
+
+ int nBlocks = params[0].get_int();
+
+ UniValue result(UniValue::VOBJ);
+ int answerFound;
+ double priority = mempool.estimateSmartPriority(nBlocks, &answerFound);
+ result.push_back(Pair("priority", priority));
+ result.push_back(Pair("blocks", answerFound));
+ return result;
+}
diff --git a/src/rpcserver.cpp b/src/rpcserver.cpp
index 8bda5a0373..83d2c2d503 100644
--- a/src/rpcserver.cpp
+++ b/src/rpcserver.cpp
@@ -319,6 +319,8 @@ static const CRPCCommand vRPCCommands[] =
{ "util", "verifymessage", &verifymessage, true },
{ "util", "estimatefee", &estimatefee, true },
{ "util", "estimatepriority", &estimatepriority, true },
+ { "util", "estimatesmartfee", &estimatesmartfee, true },
+ { "util", "estimatesmartpriority", &estimatesmartpriority, true },
/* Not shown in help */
{ "hidden", "invalidateblock", &invalidateblock, true },
diff --git a/src/rpcserver.h b/src/rpcserver.h
index dde8dfdcc3..fc88f82be8 100644
--- a/src/rpcserver.h
+++ b/src/rpcserver.h
@@ -193,6 +193,8 @@ extern UniValue getblocktemplate(const UniValue& params, bool fHelp);
extern UniValue submitblock(const UniValue& params, bool fHelp);
extern UniValue estimatefee(const UniValue& params, bool fHelp);
extern UniValue estimatepriority(const UniValue& params, bool fHelp);
+extern UniValue estimatesmartfee(const UniValue& params, bool fHelp);
+extern UniValue estimatesmartpriority(const UniValue& params, bool fHelp);
extern UniValue getnewaddress(const UniValue& params, bool fHelp); // in rpcwallet.cpp
extern UniValue getaccountaddress(const UniValue& params, bool fHelp);
diff --git a/src/test/policyestimator_tests.cpp b/src/test/policyestimator_tests.cpp
index c4f6660f6a..1315146f10 100644
--- a/src/test/policyestimator_tests.cpp
+++ b/src/test/policyestimator_tests.cpp
@@ -84,11 +84,18 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
block.clear();
if (blocknum == 30) {
// At this point we should need to combine 5 buckets to get enough data points
- // So estimateFee(1) should fail and estimateFee(2) should return somewhere around
- // 8*baserate
+ // 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).GetFeePerK() < 8*baseRate.GetFeePerK() + deltaFee);
- BOOST_CHECK(mpool.estimateFee(2).GetFeePerK() > 8*baseRate.GetFeePerK() - deltaFee);
+ 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);
+ 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);
}
}
@@ -97,9 +104,9 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
// Highest feerate is 10*baseRate and gets in all blocks,
// second highest feerate is 9*baseRate and gets in 9/10 blocks = 90%,
// third highest feerate is 8*base rate, and gets in 8/10 blocks = 80%,
- // so estimateFee(1) should return 9*baseRate.
- // Third highest feerate has 90% chance of being included by 2 blocks,
- // so estimateFee(2) should return 8*baseRate etc...
+ // so estimateFee(1) should return 10*baseRate.
+ // 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());
origPriEst.push_back(mpool.estimatePriority(i));
@@ -107,10 +114,11 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
BOOST_CHECK(origFeeEst[i-1] <= origFeeEst[i-2]);
BOOST_CHECK(origPriEst[i-1] <= origPriEst[i-2]);
}
- BOOST_CHECK(origFeeEst[i-1] < (10-i)*baseRate.GetFeePerK() + deltaFee);
- BOOST_CHECK(origFeeEst[i-1] > (10-i)*baseRate.GetFeePerK() - deltaFee);
- BOOST_CHECK(origPriEst[i-1] < pow(10,10-i) * basepri + deltaPri);
- BOOST_CHECK(origPriEst[i-1] > pow(10,10-i) * basepri - deltaPri);
+ int mult = 11-i;
+ BOOST_CHECK(origFeeEst[i-1] < mult*baseRate.GetFeePerK() + deltaFee);
+ BOOST_CHECK(origFeeEst[i-1] > mult*baseRate.GetFeePerK() - deltaFee);
+ BOOST_CHECK(origPriEst[i-1] < pow(10,mult) * basepri + deltaPri);
+ BOOST_CHECK(origPriEst[i-1] > pow(10,mult) * basepri - deltaPri);
}
// Mine 50 more blocks with no transactions happening, estimates shouldn't change
@@ -140,9 +148,12 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
mpool.removeForBlock(block, ++blocknum, dummyConflicted);
}
+ int answerFound;
for (int i = 1; i < 10;i++) {
- BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
- BOOST_CHECK(mpool.estimatePriority(i) > origPriEst[i-1] - deltaPri);
+ 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(mpool.estimatePriority(i) == -1 || mpool.estimatePriority(i) > origPriEst[i-1] - deltaPri);
+ BOOST_CHECK(mpool.estimateSmartPriority(i, &answerFound) > origPriEst[answerFound-1] - deltaPri);
}
// Mine all those transactions
@@ -162,9 +173,9 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
BOOST_CHECK(mpool.estimatePriority(i) > origPriEst[i-1] - deltaPri);
}
- // Mine 100 more blocks where everything is mined every block
- // Estimates should be below original estimates (not possible for last estimate)
- while (blocknum < 365) {
+ // Mine 200 more blocks where everything is mined every block
+ // Estimates should be below original estimates
+ while (blocknum < 465) {
for (int j = 0; j < 10; j++) { // For each fee/pri multiple
for (int k = 0; k < 5; k++) { // add 4 fee txs for every priority tx
tx.vin[0].prevout.n = 10000*blocknum+100*j+k;
@@ -178,10 +189,22 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
mpool.removeForBlock(block, ++blocknum, dummyConflicted);
block.clear();
}
- for (int i = 1; i < 9; i++) {
+ for (int i = 1; i < 10; i++) {
BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() < origFeeEst[i-1] - deltaFee);
BOOST_CHECK(mpool.estimatePriority(i) < origPriEst[i-1] - deltaPri);
}
+
+ // Test that if the mempool is limited, estimateSmartFee won't return a value below the mempool min fee
+ // and that estimateSmartPriority returns essentially an infinite value
+ mpool.addUnchecked(tx.GetHash(), CTxMemPoolEntry(tx, feeV[0][5], GetTime(), priV[1][5], blocknum, mpool.HasNoInputsOf(tx)));
+ // evict that transaction which should set a mempool min fee of minRelayTxFee + feeV[0][5]
+ mpool.TrimToSize(1);
+ BOOST_CHECK(mpool.GetMinFee(1).GetFeePerK() > feeV[0][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(mpool.estimateSmartPriority(i) == INF_PRIORITY);
+ }
}
BOOST_AUTO_TEST_SUITE_END()
diff --git a/src/txmempool.cpp b/src/txmempool.cpp
index a772e7adea..ec7971c2f1 100644
--- a/src/txmempool.cpp
+++ b/src/txmempool.cpp
@@ -701,11 +701,21 @@ CFeeRate CTxMemPool::estimateFee(int nBlocks) const
LOCK(cs);
return minerPolicyEstimator->estimateFee(nBlocks);
}
+CFeeRate CTxMemPool::estimateSmartFee(int nBlocks, int *answerFoundAtBlocks) const
+{
+ LOCK(cs);
+ return minerPolicyEstimator->estimateSmartFee(nBlocks, answerFoundAtBlocks, *this);
+}
double CTxMemPool::estimatePriority(int nBlocks) const
{
LOCK(cs);
return minerPolicyEstimator->estimatePriority(nBlocks);
}
+double CTxMemPool::estimateSmartPriority(int nBlocks, int *answerFoundAtBlocks) const
+{
+ LOCK(cs);
+ return minerPolicyEstimator->estimateSmartPriority(nBlocks, answerFoundAtBlocks, *this);
+}
bool
CTxMemPool::WriteFeeEstimates(CAutoFile& fileout) const
diff --git a/src/txmempool.h b/src/txmempool.h
index 7b5843a8d0..5d8231fb77 100644
--- a/src/txmempool.h
+++ b/src/txmempool.h
@@ -454,9 +454,21 @@ public:
bool lookup(uint256 hash, CTransaction& result) 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;
+ /** Estimate priority 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
+ */
+ double estimateSmartPriority(int nBlocks, int *answerFoundAtBlocks = NULL) const;
+
/** Estimate priority needed to get into the next nBlocks */
double estimatePriority(int nBlocks) const;
diff --git a/src/wallet/wallet.cpp b/src/wallet/wallet.cpp
index 1b152f4192..c5246d909e 100644
--- a/src/wallet/wallet.cpp
+++ b/src/wallet/wallet.cpp
@@ -2010,13 +2010,9 @@ bool CWallet::CreateTransaction(const vector<CRecipient>& vecSend, CWalletTx& wt
if (fSendFreeTransactions && nBytes <= MAX_FREE_TRANSACTION_CREATE_SIZE)
{
// Not enough fee: enough priority?
- double dPriorityNeeded = mempool.estimatePriority(nTxConfirmTarget);
- // Not enough mempool history to estimate: use hard-coded AllowFree.
- if (dPriorityNeeded <= 0 && AllowFree(dPriority))
- break;
-
- // Small enough, and priority high enough, to send for free
- if (dPriorityNeeded > 0 && dPriority >= dPriorityNeeded)
+ double dPriorityNeeded = mempool.estimateSmartPriority(nTxConfirmTarget);
+ // Require at least hard-coded AllowFree.
+ if (dPriority >= dPriorityNeeded && AllowFree(dPriority))
break;
}
@@ -2120,12 +2116,14 @@ CAmount CWallet::GetMinimumFee(unsigned int nTxBytes, unsigned int nConfirmTarge
if (fPayAtLeastCustomFee && nFeeNeeded > 0 && nFeeNeeded < payTxFee.GetFeePerK())
nFeeNeeded = payTxFee.GetFeePerK();
// User didn't set: use -txconfirmtarget to estimate...
- if (nFeeNeeded == 0)
- nFeeNeeded = pool.estimateFee(nConfirmTarget).GetFee(nTxBytes);
- // ... unless we don't have enough mempool data, in which case fall
- // back to the required fee
- if (nFeeNeeded == 0)
- nFeeNeeded = GetRequiredFee(nTxBytes);
+ if (nFeeNeeded == 0) {
+ int estimateFoundTarget = nConfirmTarget;
+ nFeeNeeded = pool.estimateSmartFee(nConfirmTarget, &estimateFoundTarget).GetFee(nTxBytes);
+ // ... unless we don't have enough mempool data for our desired target
+ // so we make sure we're paying at least minTxFee
+ if (nFeeNeeded == 0 || (unsigned int)estimateFoundTarget > nConfirmTarget)
+ nFeeNeeded = std::max(nFeeNeeded, GetRequiredFee(nTxBytes));
+ }
// prevent user from paying a non-sense fee (like 1 satoshi): 0 < fee < minRelayFee
if (nFeeNeeded < ::minRelayTxFee.GetFee(nTxBytes))
nFeeNeeded = ::minRelayTxFee.GetFee(nTxBytes);
generated by cgit v1.2.3 (git 2.26.2) at 2024-07-15 16:56:44 +0000