diff options
| -rw-r--r-- | src/policy/fees.cpp | 168 | ||||
| -rw-r--r-- | src/policy/fees.h | 115 | ||||
| -rw-r--r-- | src/rpc/mining.cpp | 4 | ||||
| -rw-r--r-- | src/test/policyestimator_tests.cpp | 60 | ||||
| -rw-r--r-- | src/txmempool.cpp | 5 |
5 files changed, 101 insertions, 251 deletions
diff --git a/src/policy/fees.cpp b/src/policy/fees.cpp index c07cd2eff8..77510b564f 100644 --- a/src/policy/fees.cpp +++ b/src/policy/fees.cpp @@ -14,10 +14,9 @@ #include "util.h" void TxConfirmStats::Initialize(std::vector<double>& defaultBuckets, - unsigned int maxConfirms, double _decay, std::string _dataTypeString) + unsigned int maxConfirms, double _decay) { decay = _decay; - dataTypeString = _dataTypeString; for (unsigned int i = 0; i < defaultBuckets.size(); i++) { buckets.push_back(defaultBuckets[i]); bucketMap[defaultBuckets[i]] = i; @@ -87,10 +86,10 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal, int maxbucketindex = buckets.size() - 1; - // requireGreater means we are looking for the lowest fee/priority such that all higher - // values pass, so we start at maxbucketindex (highest fee) and look at successively + // requireGreater means we are looking for the lowest feerate such that all higher + // values pass, so we start at maxbucketindex (highest feerate) and look at successively // smaller buckets until we reach failure. Otherwise, we are looking for the highest - // fee/priority such that all lower values fail, and we go in the opposite direction. + // feerate such that all lower values fail, and we go in the opposite direction. unsigned int startbucket = requireGreater ? maxbucketindex : 0; int step = requireGreater ? -1 : 1; @@ -107,7 +106,7 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal, bool foundAnswer = false; unsigned int bins = unconfTxs.size(); - // Start counting from highest(default) or lowest fee/pri transactions + // Start counting from highest(default) or lowest feerate transactions for (int bucket = startbucket; bucket >= 0 && bucket <= maxbucketindex; bucket += step) { curFarBucket = bucket; nConf += confAvg[confTarget - 1][bucket]; @@ -145,8 +144,8 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal, double median = -1; double txSum = 0; - // Calculate the "average" fee of the best bucket range that met success conditions - // Find the bucket with the median transaction and then report the average fee from that bucket + // Calculate the "average" feerate of the best bucket range that met success conditions + // Find the bucket with the median transaction and then report the average feerate from that bucket // This is a compromise between finding the median which we can't since we don't save all tx's // and reporting the average which is less accurate unsigned int minBucket = bestNearBucket < bestFarBucket ? bestNearBucket : bestFarBucket; @@ -166,8 +165,8 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal, } } - LogPrint("estimatefee", "%3d: For conf success %s %4.2f need %s %s: %12.5g from buckets %8g - %8g Cur Bucket stats %6.2f%% %8.1f/(%.1f+%d mempool)\n", - confTarget, requireGreater ? ">" : "<", successBreakPoint, dataTypeString, + LogPrint("estimatefee", "%3d: For conf success %s %4.2f need feerate %s: %12.5g from buckets %8g - %8g Cur Bucket stats %6.2f%% %8.1f/(%.1f+%d mempool)\n", + confTarget, requireGreater ? ">" : "<", successBreakPoint, requireGreater ? ">" : "<", median, buckets[minBucket], buckets[maxBucket], 100 * nConf / (totalNum + extraNum), nConf, totalNum, extraNum); @@ -200,10 +199,10 @@ void TxConfirmStats::Read(CAutoFile& filein) filein >> fileBuckets; numBuckets = fileBuckets.size(); if (numBuckets <= 1 || numBuckets > 1000) - throw std::runtime_error("Corrupt estimates file. Must have between 2 and 1000 fee/pri buckets"); + throw std::runtime_error("Corrupt estimates file. Must have between 2 and 1000 feerate buckets"); filein >> fileAvg; if (fileAvg.size() != numBuckets) - throw std::runtime_error("Corrupt estimates file. Mismatch in fee/pri average bucket count"); + throw std::runtime_error("Corrupt estimates file. Mismatch in feerate average bucket count"); filein >> fileTxCtAvg; if (fileTxCtAvg.size() != numBuckets) throw std::runtime_error("Corrupt estimates file. Mismatch in tx count bucket count"); @@ -213,9 +212,9 @@ void TxConfirmStats::Read(CAutoFile& filein) throw std::runtime_error("Corrupt estimates file. Must maintain estimates for between 1 and 1008 (one week) confirms"); for (unsigned int i = 0; i < maxConfirms; i++) { if (fileConfAvg[i].size() != numBuckets) - throw std::runtime_error("Corrupt estimates file. Mismatch in fee/pri conf average bucket count"); + throw std::runtime_error("Corrupt estimates file. Mismatch in feerate conf average bucket count"); } - // Now that we've processed the entire fee estimate data file and not + // Now that we've processed the entire feerate estimate data file and not // thrown any errors, we can copy it to our data structures decay = fileDecay; buckets = fileBuckets; @@ -242,8 +241,8 @@ void TxConfirmStats::Read(CAutoFile& filein) for (unsigned int i = 0; i < buckets.size(); i++) bucketMap[buckets[i]] = i; - LogPrint("estimatefee", "Reading estimates: %u %s buckets counting confirms up to %u blocks\n", - numBuckets, dataTypeString, maxConfirms); + LogPrint("estimatefee", "Reading estimates: %u buckets counting confirms up to %u blocks\n", + numBuckets, maxConfirms); } unsigned int TxConfirmStats::NewTx(unsigned int nBlockHeight, double val) @@ -251,7 +250,6 @@ unsigned int TxConfirmStats::NewTx(unsigned int nBlockHeight, double val) unsigned int bucketindex = bucketMap.lower_bound(val)->second; unsigned int blockIndex = nBlockHeight % unconfTxs.size(); unconfTxs[blockIndex][bucketindex]++; - LogPrint("estimatefee", "adding to %s", dataTypeString); return bucketindex; } @@ -291,12 +289,10 @@ void CBlockPolicyEstimator::removeTx(uint256 hash) hash.ToString().c_str()); return; } - TxConfirmStats *stats = pos->second.stats; unsigned int entryHeight = pos->second.blockHeight; unsigned int bucketIndex = pos->second.bucketIndex; - if (stats != NULL) - stats->removeTx(entryHeight, nBestSeenHeight, bucketIndex); + feeStats.removeTx(entryHeight, nBestSeenHeight, bucketIndex); mapMemPoolTxs.erase(hash); } @@ -309,45 +305,14 @@ CBlockPolicyEstimator::CBlockPolicyEstimator(const CFeeRate& _minRelayFee) vfeelist.push_back(bucketBoundary); } vfeelist.push_back(INF_FEERATE); - feeStats.Initialize(vfeelist, MAX_BLOCK_CONFIRMS, DEFAULT_DECAY, "FeeRate"); - - minTrackedPriority = AllowFreeThreshold() < MIN_PRIORITY ? MIN_PRIORITY : AllowFreeThreshold(); - std::vector<double> vprilist; - for (double bucketBoundary = minTrackedPriority; bucketBoundary <= MAX_PRIORITY; bucketBoundary *= PRI_SPACING) { - vprilist.push_back(bucketBoundary); - } - vprilist.push_back(INF_PRIORITY); - priStats.Initialize(vprilist, MAX_BLOCK_CONFIRMS, DEFAULT_DECAY, "Priority"); - - feeUnlikely = CFeeRate(0); - feeLikely = CFeeRate(INF_FEERATE); - priUnlikely = 0; - priLikely = INF_PRIORITY; -} - -bool CBlockPolicyEstimator::isFeeDataPoint(const CFeeRate &fee, double pri) -{ - if ((pri < minTrackedPriority && fee >= minTrackedFee) || - (pri < priUnlikely && fee > feeLikely)) { - return true; - } - return false; -} - -bool CBlockPolicyEstimator::isPriDataPoint(const CFeeRate &fee, double pri) -{ - if ((fee < minTrackedFee && pri >= minTrackedPriority) || - (fee < feeUnlikely && pri > priLikely)) { - return true; - } - return false; + feeStats.Initialize(vfeelist, MAX_BLOCK_CONFIRMS, DEFAULT_DECAY); } void CBlockPolicyEstimator::processTransaction(const CTxMemPoolEntry& entry, bool fCurrentEstimate) { unsigned int txHeight = entry.GetHeight(); uint256 hash = entry.GetTx().GetHash(); - if (mapMemPoolTxs[hash].stats != NULL) { + if (mapMemPoolTxs.count(hash)) { LogPrint("estimatefee", "Blockpolicy error mempool tx %s already being tracked\n", hash.ToString().c_str()); return; @@ -371,30 +336,11 @@ void CBlockPolicyEstimator::processTransaction(const CTxMemPoolEntry& entry, boo return; } - // Fees are stored and reported as BTC-per-kb: + // Feerates are stored and reported as BTC-per-kb: CFeeRate feeRate(entry.GetFee(), entry.GetTxSize()); - // Want the priority of the tx at confirmation. However we don't know - // what that will be and its too hard to continue updating it - // so use starting priority as a proxy - double curPri = entry.GetPriority(txHeight); mapMemPoolTxs[hash].blockHeight = txHeight; - - LogPrint("estimatefee", "Blockpolicy mempool tx %s ", hash.ToString().substr(0,10)); - // Record this as a priority estimate - if (entry.GetFee() == 0 || isPriDataPoint(feeRate, curPri)) { - mapMemPoolTxs[hash].stats = &priStats; - mapMemPoolTxs[hash].bucketIndex = priStats.NewTx(txHeight, curPri); - } - // Record this as a fee estimate - else if (isFeeDataPoint(feeRate, curPri)) { - mapMemPoolTxs[hash].stats = &feeStats; - mapMemPoolTxs[hash].bucketIndex = feeStats.NewTx(txHeight, (double)feeRate.GetFeePerK()); - } - else { - LogPrint("estimatefee", "not adding"); - } - LogPrint("estimatefee", "\n"); + mapMemPoolTxs[hash].bucketIndex = feeStats.NewTx(txHeight, (double)feeRate.GetFeePerK()); } void CBlockPolicyEstimator::processBlockTx(unsigned int nBlockHeight, const CTxMemPoolEntry& entry) @@ -417,21 +363,10 @@ void CBlockPolicyEstimator::processBlockTx(unsigned int nBlockHeight, const CTxM return; } - // Fees are stored and reported as BTC-per-kb: + // Feerates are stored and reported as BTC-per-kb: CFeeRate feeRate(entry.GetFee(), entry.GetTxSize()); - // Want the priority of the tx at confirmation. The priority when it - // entered the mempool could easily be very small and change quickly - double curPri = entry.GetPriority(nBlockHeight); - - // Record this as a priority estimate - if (entry.GetFee() == 0 || isPriDataPoint(feeRate, curPri)) { - priStats.Record(blocksToConfirm, curPri); - } - // Record this as a fee estimate - else if (isFeeDataPoint(feeRate, curPri)) { - feeStats.Record(blocksToConfirm, (double)feeRate.GetFeePerK()); - } + feeStats.Record(blocksToConfirm, (double)feeRate.GetFeePerK()); } void CBlockPolicyEstimator::processBlock(unsigned int nBlockHeight, @@ -452,41 +387,15 @@ void CBlockPolicyEstimator::processBlock(unsigned int nBlockHeight, if (!fCurrentEstimate) return; - // Update the dynamic cutoffs - // a fee/priority is "likely" the reason your tx was included in a block if >85% of such tx's - // were confirmed in 2 blocks and is "unlikely" if <50% were confirmed in 10 blocks - LogPrint("estimatefee", "Blockpolicy recalculating dynamic cutoffs:\n"); - priLikely = priStats.EstimateMedianVal(2, SUFFICIENT_PRITXS, MIN_SUCCESS_PCT, true, nBlockHeight); - if (priLikely == -1) - priLikely = INF_PRIORITY; - - double feeLikelyEst = feeStats.EstimateMedianVal(2, SUFFICIENT_FEETXS, MIN_SUCCESS_PCT, true, nBlockHeight); - if (feeLikelyEst == -1) - feeLikely = CFeeRate(INF_FEERATE); - else - feeLikely = CFeeRate(feeLikelyEst); - - priUnlikely = priStats.EstimateMedianVal(10, SUFFICIENT_PRITXS, UNLIKELY_PCT, false, nBlockHeight); - if (priUnlikely == -1) - priUnlikely = 0; - - double feeUnlikelyEst = feeStats.EstimateMedianVal(10, SUFFICIENT_FEETXS, UNLIKELY_PCT, false, nBlockHeight); - if (feeUnlikelyEst == -1) - feeUnlikely = CFeeRate(0); - else - feeUnlikely = CFeeRate(feeUnlikelyEst); - - // Clear the current block states + // Clear the current block state feeStats.ClearCurrent(nBlockHeight); - priStats.ClearCurrent(nBlockHeight); // Repopulate the current block states for (unsigned int i = 0; i < entries.size(); i++) processBlockTx(nBlockHeight, entries[i]); - // Update all exponential averages with the current block states + // Update all exponential averages with the current block state feeStats.UpdateMovingAverages(); - priStats.UpdateMovingAverages(); LogPrint("estimatefee", "Blockpolicy after updating estimates for %u confirmed entries, new mempool map size %u\n", entries.size(), mapMemPoolTxs.size()); @@ -522,7 +431,7 @@ CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoun if (answerFoundAtTarget) *answerFoundAtTarget = confTarget - 1; - // If mempool is limiting txs , return at least the min fee from the mempool + // If mempool is limiting txs , return at least the min feerate from the mempool CAmount minPoolFee = pool.GetMinFee(GetArg("-maxmempool", DEFAULT_MAX_MEMPOOL_SIZE) * 1000000).GetFeePerK(); if (minPoolFee > 0 && minPoolFee > median) return CFeeRate(minPoolFee); @@ -535,51 +444,38 @@ CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoun double CBlockPolicyEstimator::estimatePriority(int confTarget) { - // Return failure if trying to analyze a target we're not tracking - if (confTarget <= 0 || (unsigned int)confTarget > priStats.GetMaxConfirms()) - return -1; - - return priStats.EstimateMedianVal(confTarget, SUFFICIENT_PRITXS, MIN_SUCCESS_PCT, true, nBestSeenHeight); + return -1; } 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; + return -1; } void CBlockPolicyEstimator::Write(CAutoFile& fileout) { fileout << nBestSeenHeight; feeStats.Write(fileout); - priStats.Write(fileout); } -void CBlockPolicyEstimator::Read(CAutoFile& filein) +void CBlockPolicyEstimator::Read(CAutoFile& filein, int nFileVersion) { int nFileBestSeenHeight; filein >> nFileBestSeenHeight; feeStats.Read(filein); - priStats.Read(filein); nBestSeenHeight = nFileBestSeenHeight; + if (nFileVersion < 139900) { + TxConfirmStats priStats; + priStats.Read(filein); + } } FeeFilterRounder::FeeFilterRounder(const CFeeRate& minIncrementalFee) diff --git a/src/policy/fees.h b/src/policy/fees.h index 2c1ac3b934..b5881afadf 100644 --- a/src/policy/fees.h +++ b/src/policy/fees.h @@ -19,60 +19,50 @@ class CTxMemPoolEntry; class CTxMemPool; /** \class CBlockPolicyEstimator - * The BlockPolicyEstimator is used for estimating the fee or priority needed + * The BlockPolicyEstimator is used for estimating the feerate needed * for a transaction to be included in a block within a certain number of * blocks. * * At a high level the algorithm works by grouping transactions into buckets - * based on having similar priorities or fees and then tracking how long it + * based on having similar feerates and then tracking how long it * takes transactions in the various buckets to be mined. It operates under - * the assumption that in general transactions of higher fee/priority will be - * included in blocks before transactions of lower fee/priority. So for - * example if you wanted to know what fee you should put on a transaction to + * the assumption that in general transactions of higher feerate will be + * included in blocks before transactions of lower feerate. So for + * example if you wanted to know what feerate you should put on a transaction to * be included in a block within the next 5 blocks, you would start by looking - * at the bucket with the highest fee transactions and verifying that a + * at the bucket with the highest feerate transactions and verifying that a * sufficiently high percentage of them were confirmed within 5 blocks and - * then you would look at the next highest fee bucket, and so on, stopping at - * the last bucket to pass the test. The average fee of transactions in this - * bucket will give you an indication of the lowest fee you can put on a + * then you would look at the next highest feerate bucket, and so on, stopping at + * the last bucket to pass the test. The average feerate of transactions in this + * bucket will give you an indication of the lowest feerate you can put on a * transaction and still have a sufficiently high chance of being confirmed * within your desired 5 blocks. * - * When a transaction enters the mempool or is included within a block we - * decide whether it can be used as a data point for fee estimation, priority - * estimation or neither. If the value of exactly one of those properties was - * below the required minimum it can be used to estimate the other. In - * addition, if a priori our estimation code would indicate that the - * transaction would be much more quickly included in a block because of one - * of the properties compared to the other, we can also decide to use it as - * an estimate for that property. - * - * Here is a brief description of the implementation for fee estimation. - * When a transaction that counts for fee estimation enters the mempool, we + * Here is a brief description of the implementation: + * When a transaction enters the mempool, we * track the height of the block chain at entry. Whenever a block comes in, - * we count the number of transactions in each bucket and the total amount of fee + * we count the number of transactions in each bucket and the total amount of feerate * paid in each bucket. Then we calculate how many blocks Y it took each * transaction to be mined and we track an array of counters in each bucket * for how long it to took transactions to get confirmed from 1 to a max of 25 * and we increment all the counters from Y up to 25. This is because for any * number Z>=Y the transaction was successfully mined within Z blocks. We * want to save a history of this information, so at any time we have a - * counter of the total number of transactions that happened in a given fee + * counter of the total number of transactions that happened in a given feerate * bucket and the total number that were confirmed in each number 1-25 blocks * or less for any bucket. We save this history by keeping an exponentially * decaying moving average of each one of these stats. Furthermore we also * keep track of the number unmined (in mempool) transactions in each bucket * and for how many blocks they have been outstanding and use that to increase - * the number of transactions we've seen in that fee bucket when calculating + * the number of transactions we've seen in that feerate bucket when calculating * an estimate for any number of confirmations below the number of blocks * they've been outstanding. */ /** - * We will instantiate two instances of this class, one to track transactions - * that were included in a block due to fee, and one for tx's included due to - * priority. We will lump transactions into a bucket according to their approximate - * fee or priority and then track how long it took for those txs to be included in a block + * 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. @@ -80,7 +70,7 @@ class CTxMemPool; class TxConfirmStats { private: - //Define the buckets we will group transactions into (both fee buckets and priority buckets) + //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 @@ -97,16 +87,15 @@ private: // 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 priority/fee of all tx's in each bucket + // 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 fee/priority per bucket + // Combine the total value with the tx counts to calculate the avg feerate per bucket - std::string dataTypeString; double decay; // Mempool counts of outstanding transactions @@ -123,9 +112,8 @@ public: * @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 - * @param dataTypeString for logging purposes */ - void Initialize(std::vector<double>& defaultBuckets, unsigned int maxConfirms, double decay, std::string dataTypeString); + void Initialize(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); @@ -133,7 +121,7 @@ public: /** * 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 either the fee or the priority when entered of the transaction + * @param val the feerate of the transaction * @warning blocksToConfirm is 1-based and has to be >= 1 */ void Record(int blocksToConfirm, double val); @@ -150,14 +138,14 @@ public: void UpdateMovingAverages(); /** - * Calculate a fee or priority estimate. Find the lowest value bucket (or range of buckets + * 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 fee/pri such that all higher values pass minSuccess OR - * return the highest fee/pri such that all lower values fail minSuccess + * @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, @@ -184,35 +172,27 @@ 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 95% of X fee transactions to be confirmed within Y blocks for X to be big enough */ +/** Require greater than 95% of X feerate 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 */ +/** Require an avg of 1 tx in the combined feerate bucket per block to have stat significance */ static const double SUFFICIENT_FEETXS = 1; -/** Require only an avg of 1 tx every 5 blocks in the combined pri bucket (way less pri txs) */ -static const double SUFFICIENT_PRITXS = .2; - -// Minimum and Maximum values for tracking fees and priorities +// Minimum and Maximum values for tracking feerates static const double MIN_FEERATE = 10; static const double MAX_FEERATE = 1e7; static const double INF_FEERATE = MAX_MONEY; -static const double MIN_PRIORITY = 10; -static const double MAX_PRIORITY = 1e16; static const double INF_PRIORITY = 1e9 * MAX_MONEY; -// We have to lump transactions into buckets based on fee or priority, but we want to be able -// to give accurate estimates over a large range of potential fees and priorities +// We have to lump transactions into buckets based on feerate, but we want to be able +// to give accurate estimates over a large range of potential feerates // Therefore it makes sense to exponentially space the buckets /** Spacing of FeeRate buckets */ static const double FEE_SPACING = 1.1; -/** Spacing of Priority buckets */ -static const double PRI_SPACING = 2; - /** - * We want to be able to estimate fees or priorities that are needed on tx's to be included in + * We want to be able to estimate feerates that are needed on tx's to be included in * a certain number of blocks. Every time a block is added to the best chain, this class records * stats on the transactions included in that block */ @@ -235,27 +215,26 @@ public: /** Remove a transaction from the mempool tracking stats*/ void removeTx(uint256 hash); - /** Is this transaction likely included in a block because of its fee?*/ - bool isFeeDataPoint(const CFeeRate &fee, double pri); - - /** Is this transaction likely included in a block because of its priority?*/ - bool isPriDataPoint(const CFeeRate &fee, double pri); - - /** Return a fee estimate */ + /** Return a feerate estimate */ CFeeRate estimateFee(int confTarget); - /** Estimate fee rate needed to get be included in a block within + /** 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); - /** Return a priority estimate */ + /** Return a priority estimate. + * DEPRECATED + * Returns -1 + */ 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. + * confTarget blocks. + * DEPRECATED + * Returns -1 unless mempool is currently limited then returns INF_PRIORITY + * answerFoundAtTarget is set to confTarget */ double estimateSmartPriority(int confTarget, int *answerFoundAtTarget, const CTxMemPool& pool); @@ -263,29 +242,23 @@ public: void Write(CAutoFile& fileout); /** Read estimation data from a file */ - void Read(CAutoFile& filein); + void Read(CAutoFile& filein, int nFileVersion); private: CFeeRate minTrackedFee; //!< Passed to constructor to avoid dependency on main - double minTrackedPriority; //!< Set to AllowFreeThreshold unsigned int nBestSeenHeight; struct TxStatsInfo { - TxConfirmStats *stats; unsigned int blockHeight; unsigned int bucketIndex; - TxStatsInfo() : stats(NULL), blockHeight(0), bucketIndex(0) {} + TxStatsInfo() : blockHeight(0), bucketIndex(0) {} }; // map of txids to information about that transaction std::map<uint256, TxStatsInfo> mapMemPoolTxs; /** Classes to track historical data on transaction confirmations */ - TxConfirmStats feeStats, priStats; - - /** Breakpoints to help determine whether a transaction was confirmed by priority or Fee */ - CFeeRate feeLikely, feeUnlikely; - double priLikely, priUnlikely; + TxConfirmStats feeStats; }; class FeeFilterRounder diff --git a/src/rpc/mining.cpp b/src/rpc/mining.cpp index be0776ea22..f418262f02 100644 --- a/src/rpc/mining.cpp +++ b/src/rpc/mining.cpp @@ -810,7 +810,7 @@ UniValue estimatepriority(const JSONRPCRequest& request) if (request.fHelp || request.params.size() != 1) throw runtime_error( "estimatepriority nblocks\n" - "\nEstimates the approximate priority a zero-fee transaction needs to begin\n" + "\nDEPRECATED. Estimates the approximate priority a zero-fee transaction needs to begin\n" "confirmation within nblocks blocks.\n" "\nArguments:\n" "1. nblocks (numeric)\n" @@ -873,7 +873,7 @@ UniValue estimatesmartpriority(const JSONRPCRequest& request) if (request.fHelp || request.params.size() != 1) throw runtime_error( "estimatesmartpriority nblocks\n" - "\nWARNING: This interface is unstable and may disappear or change!\n" + "\nDEPRECATED. WARNING: 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" diff --git a/src/test/policyestimator_tests.cpp b/src/test/policyestimator_tests.cpp index f57c24270c..38aaaba267 100644 --- a/src/test/policyestimator_tests.cpp +++ b/src/test/policyestimator_tests.cpp @@ -19,26 +19,18 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) CTxMemPool mpool(CFeeRate(1000)); TestMemPoolEntryHelper entry; CAmount basefee(2000); - double basepri = 1e6; CAmount deltaFee(100); - double deltaPri=5e5; - std::vector<CAmount> feeV[2]; - std::vector<double> priV[2]; + std::vector<CAmount> feeV; - // Populate vectors of increasing fees or priorities + // Populate vectors of increasing fees for (int j = 0; j < 10; j++) { - //V[0] is for fee transactions - feeV[0].push_back(basefee * (j+1)); - priV[0].push_back(0); - //V[1] is for priority transactions - feeV[1].push_back(CAmount(0)); - priV[1].push_back(basepri * pow(10, j+1)); + feeV.push_back(basefee * (j+1)); } // Store the hashes of transactions that have been - // added to the mempool by their associate fee/pri + // added to the mempool by their associate fee // txHashes[j] is populated with transactions either of - // fee = basefee * (j+1) OR pri = 10^6 * 10^(j+1) + // fee = basefee * (j+1) std::vector<uint256> txHashes[10]; // Create a transaction template @@ -60,19 +52,19 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) // At a decay .998 and 4 fee transactions per block // This makes the tx count about 1.33 per bucket, above the 1 threshold while (blocknum < 200) { - 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 + for (int j = 0; j < 10; j++) { // For each fee + for (int k = 0; k < 4; k++) { // add 4 fee txs tx.vin[0].prevout.n = 10000*blocknum+100*j+k; // make transaction unique uint256 hash = tx.GetHash(); - mpool.addUnchecked(hash, entry.Fee(feeV[k/4][j]).Time(GetTime()).Priority(priV[k/4][j]).Height(blocknum).FromTx(tx, &mpool)); + mpool.addUnchecked(hash, entry.Fee(feeV[j]).Time(GetTime()).Priority(0).Height(blocknum).FromTx(tx, &mpool)); txHashes[j].push_back(hash); } } - //Create blocks where higher fee/pri txs are included more often + //Create blocks where higher fee txs are included more often for (int h = 0; h <= blocknum%10; h++) { - // 10/10 blocks add highest fee/pri transactions + // 10/10 blocks add highest fee transactions // 9/10 blocks add 2nd highest and so on until ... - // 1/10 blocks add lowest fee/pri transactions + // 1/10 blocks add lowest fee transactions while (txHashes[9-h].size()) { std::shared_ptr<const CTransaction> ptx = mpool.get(txHashes[9-h].back()); if (ptx) @@ -100,7 +92,6 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) } std::vector<CAmount> origFeeEst; - std::vector<double> origPriEst; // 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%, @@ -109,16 +100,12 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) // 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)); if (i > 1) { // Fee estimates should be monotonically decreasing BOOST_CHECK(origFeeEst[i-1] <= origFeeEst[i-2]); - BOOST_CHECK(origPriEst[i-1] <= origPriEst[i-2]); } 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 @@ -129,19 +116,17 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) for (int i = 1; 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(mpool.estimatePriority(i) < origPriEst[i-1] + deltaPri); - BOOST_CHECK(mpool.estimatePriority(i) > origPriEst[i-1] - deltaPri); } // Mine 15 more blocks with lots of transactions happening and not getting mined // Estimates should go up while (blocknum < 265) { - 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 + for (int j = 0; j < 10; j++) { // For each fee multiple + for (int k = 0; k < 4; k++) { // add 4 fee txs tx.vin[0].prevout.n = 10000*blocknum+100*j+k; uint256 hash = tx.GetHash(); - mpool.addUnchecked(hash, entry.Fee(feeV[k/4][j]).Time(GetTime()).Priority(priV[k/4][j]).Height(blocknum).FromTx(tx, &mpool)); + mpool.addUnchecked(hash, entry.Fee(feeV[j]).Time(GetTime()).Priority(0).Height(blocknum).FromTx(tx, &mpool)); txHashes[j].push_back(hash); } } @@ -152,8 +137,6 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) 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(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 @@ -170,20 +153,20 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) block.clear(); 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); } // 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 + for (int j = 0; j < 10; j++) { // For each fee multiple + for (int k = 0; k < 4; k++) { // add 4 fee txs tx.vin[0].prevout.n = 10000*blocknum+100*j+k; uint256 hash = tx.GetHash(); - mpool.addUnchecked(hash, entry.Fee(feeV[k/4][j]).Time(GetTime()).Priority(priV[k/4][j]).Height(blocknum).FromTx(tx, &mpool)); + mpool.addUnchecked(hash, entry.Fee(feeV[j]).Time(GetTime()).Priority(0).Height(blocknum).FromTx(tx, &mpool)); std::shared_ptr<const CTransaction> ptx = mpool.get(hash); if (ptx) block.push_back(*ptx); + } } mpool.removeForBlock(block, ++blocknum); @@ -191,15 +174,14 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) } 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(), entry.Fee(feeV[0][5]).Time(GetTime()).Priority(priV[1][5]).Height(blocknum).FromTx(tx, &mpool)); - // evict that transaction which should set a mempool min fee of minRelayTxFee + feeV[0][5] + mpool.addUnchecked(tx.GetHash(), entry.Fee(feeV[5]).Time(GetTime()).Priority(0).Height(blocknum).FromTx(tx, &mpool)); + // evict that transaction which should set a mempool min fee of minRelayTxFee + feeV[5] mpool.TrimToSize(1); - BOOST_CHECK(mpool.GetMinFee(1).GetFeePerK() > feeV[0][5]); + 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()); diff --git a/src/txmempool.cpp b/src/txmempool.cpp index 313d33507f..45135a5f73 100644 --- a/src/txmempool.cpp +++ b/src/txmempool.cpp @@ -895,7 +895,7 @@ CTxMemPool::WriteFeeEstimates(CAutoFile& fileout) const { try { LOCK(cs); - fileout << 109900; // version required to read: 0.10.99 or later + fileout << 139900; // version required to read: 0.13.99 or later fileout << CLIENT_VERSION; // version that wrote the file minerPolicyEstimator->Write(fileout); } @@ -914,9 +914,8 @@ CTxMemPool::ReadFeeEstimates(CAutoFile& filein) filein >> nVersionRequired >> nVersionThatWrote; if (nVersionRequired > CLIENT_VERSION) return error("CTxMemPool::ReadFeeEstimates(): up-version (%d) fee estimate file", nVersionRequired); - LOCK(cs); - minerPolicyEstimator->Read(filein); + minerPolicyEstimator->Read(filein, nVersionThatWrote); } catch (const std::exception&) { LogPrintf("CTxMemPool::ReadFeeEstimates(): unable to read policy estimator data (non-fatal)\n"); |