diff options
| -rw-r--r-- | src/policy/fees.cpp | 57 | ||||
| -rw-r--r-- | src/policy/fees.h | 5 |
2 files changed, 53 insertions, 9 deletions
diff --git a/src/policy/fees.cpp b/src/policy/fees.cpp index 1b8ef85282..74ed002724 100644 --- a/src/policy/fees.cpp +++ b/src/policy/fees.cpp @@ -477,7 +477,7 @@ bool CBlockPolicyEstimator::removeTx(uint256 hash, bool inBlock) } CBlockPolicyEstimator::CBlockPolicyEstimator() - : nBestSeenHeight(0), firstRecordedHeight(0), trackedTxs(0), untrackedTxs(0) + : nBestSeenHeight(0), firstRecordedHeight(0), historicalFirst(0), historicalBest(0), trackedTxs(0), untrackedTxs(0) { static_assert(MIN_BUCKET_FEERATE > 0, "Min feerate must be nonzero"); minTrackedFee = CFeeRate(MIN_BUCKET_FEERATE); @@ -609,8 +609,9 @@ void CBlockPolicyEstimator::processBlock(unsigned int nBlockHeight, } - LogPrint(BCLog::ESTIMATEFEE, "Blockpolicy after updating estimates for %u of %u txs in block, since last block %u of %u tracked, new mempool map size %u\n", - countedTxs, entries.size(), trackedTxs, trackedTxs + untrackedTxs, mapMemPoolTxs.size()); + LogPrint(BCLog::ESTIMATEFEE, "Blockpolicy estimates updated by %u of %u block txs, since last block %u of %u tracked, mempool map size %u, max target %u from %s\n", + countedTxs, entries.size(), trackedTxs, trackedTxs + untrackedTxs, mapMemPoolTxs.size(), + MaxUsableEstimate(), HistoricalBlockSpan() > BlockSpan() ? "historical" : "current"); trackedTxs = 0; untrackedTxs = 0; @@ -663,6 +664,29 @@ CFeeRate CBlockPolicyEstimator::estimateRawFee(int confTarget, double successThr return CFeeRate(median); } +unsigned int CBlockPolicyEstimator::BlockSpan() const +{ + if (firstRecordedHeight == 0) return 0; + assert(nBestSeenHeight >= firstRecordedHeight); + + return nBestSeenHeight - firstRecordedHeight; +} + +unsigned int CBlockPolicyEstimator::HistoricalBlockSpan() const +{ + if (historicalFirst == 0) return 0; + assert(historicalBest >= historicalFirst); + + if (nBestSeenHeight - historicalBest > OLDEST_ESTIMATE_HISTORY) return 0; + + return historicalBest - historicalFirst; +} + +unsigned int CBlockPolicyEstimator::MaxUsableEstimate() const +{ + // Block spans are divided by 2 to make sure there are enough potential failing data points for the estimate + return std::min(longStats->GetMaxConfirms(), std::max(BlockSpan(), HistoricalBlockSpan()) / 2); +} /** Return a fee estimate at the required successThreshold from the shortest * time horizon which tracks confirmations up to the desired target. If @@ -731,6 +755,14 @@ CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoun if (confTarget == 1) confTarget = 2; + unsigned int maxUsableEstimate = MaxUsableEstimate(); + if (maxUsableEstimate <= 1) + return CFeeRate(0); + + if ((unsigned int)confTarget > maxUsableEstimate) { + confTarget = maxUsableEstimate; + } + assert(confTarget > 0); //estimateCombinedFee and estimateConservativeFee take unsigned ints /** true is passed to estimateCombined fee for target/2 and target so @@ -784,8 +816,12 @@ bool CBlockPolicyEstimator::Write(CAutoFile& fileout) const fileout << 149900; // version required to read: 0.14.99 or later fileout << CLIENT_VERSION; // version that wrote the file fileout << nBestSeenHeight; - unsigned int future1 = 0, future2 = 0; - fileout << future1 << future2; + if (BlockSpan() > HistoricalBlockSpan()/2) { + fileout << firstRecordedHeight << nBestSeenHeight; + } + else { + fileout << historicalFirst << historicalBest; + } fileout << buckets; feeStats->Write(fileout); shortStats->Write(fileout); @@ -803,7 +839,7 @@ bool CBlockPolicyEstimator::Read(CAutoFile& filein) try { LOCK(cs_feeEstimator); int nVersionRequired, nVersionThatWrote; - unsigned int nFileBestSeenHeight; + unsigned int nFileBestSeenHeight, nFileHistoricalFirst, nFileHistoricalBest; filein >> nVersionRequired >> nVersionThatWrote; if (nVersionRequired > CLIENT_VERSION) return error("CBlockPolicyEstimator::Read(): up-version (%d) fee estimate file", nVersionRequired); @@ -838,9 +874,10 @@ bool CBlockPolicyEstimator::Read(CAutoFile& filein) } } else { // nVersionThatWrote >= 149900 - unsigned int future1, future2; - filein >> future1 >> future2; - + filein >> nFileHistoricalFirst >> nFileHistoricalBest; + if (nFileHistoricalFirst > nFileHistoricalBest || nFileHistoricalBest > nFileBestSeenHeight) { + throw std::runtime_error("Corrupt estimates file. Historical block range for estimates is invalid"); + } std::vector<double> fileBuckets; filein >> fileBuckets; size_t numBuckets = fileBuckets.size(); @@ -871,6 +908,8 @@ bool CBlockPolicyEstimator::Read(CAutoFile& filein) longStats = fileLongStats.release(); nBestSeenHeight = nFileBestSeenHeight; + historicalFirst = nFileHistoricalFirst; + historicalBest = nFileHistoricalBest; } } catch (const std::exception& e) { diff --git a/src/policy/fees.h b/src/policy/fees.h index 3184aa08ab..1f752415e7 100644 --- a/src/policy/fees.h +++ b/src/policy/fees.h @@ -98,6 +98,8 @@ private: static constexpr unsigned int MED_BLOCK_CONFIRMS = 48; /** Track confirm delays up to 1008 blocks for longer decay */ static constexpr unsigned int LONG_BLOCK_CONFIRMS = 1008; + /** Historical estimates that are older than this aren't valid */ + static const unsigned int OLDEST_ESTIMATE_HISTORY = 6 * 1008; /** Decay of .962 is a half-life of 18 blocks or about 3 hours */ static constexpr double SHORT_DECAY = .962; @@ -205,6 +207,9 @@ private: double estimateCombinedFee(unsigned int confTarget, double successThreshold, bool checkShorterHorizon) const; double estimateConservativeFee(unsigned int doubleTarget) const; + unsigned int BlockSpan() const; + unsigned int HistoricalBlockSpan() const; + unsigned int MaxUsableEstimate() const; }; class FeeFilterRounder |