diff options
Diffstat (limited to 'src/policy/fees.cpp')
-rw-r--r-- | src/policy/fees.cpp | 480 |
1 files changed, 255 insertions, 225 deletions
diff --git a/src/policy/fees.cpp b/src/policy/fees.cpp index 7b0e8b7d08..bd169f875a 100644 --- a/src/policy/fees.cpp +++ b/src/policy/fees.cpp @@ -1,5 +1,5 @@ // Copyright (c) 2009-2010 Satoshi Nakamoto -// Copyright (c) 2009-2015 The Bitcoin developers +// Copyright (c) 2009-2016 The Bitcoin Core developers // Distributed under the MIT software license, see the accompanying // file COPYING or http://www.opensource.org/licenses/mit-license.php. @@ -7,17 +7,123 @@ #include "policy/policy.h" #include "amount.h" +#include "clientversion.h" #include "primitives/transaction.h" #include "random.h" #include "streams.h" #include "txmempool.h" #include "util.h" -void TxConfirmStats::Initialize(std::vector<double>& defaultBuckets, - unsigned int maxConfirms, double _decay, std::string _dataTypeString) +/** + * 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. + */ +class TxConfirmStats +{ +private: + //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 + + // For each bucket X: + // Count the total # of txs in each bucket + // Track the historical moving average of this total over blocks + std::vector<double> txCtAvg; + // and calculate the total for the current block to update the moving average + std::vector<int> curBlockTxCt; + + // Count the total # of txs confirmed within Y blocks in each bucket + // Track the historical moving average of theses totals over blocks + std::vector<std::vector<double> > confAvg; // confAvg[Y][X] + // 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 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 feerate per bucket + + double decay; + + // Mempool counts of outstanding transactions + // For each bucket X, track the number of transactions in the mempool + // that are unconfirmed for each possible confirmation value Y + std::vector<std::vector<int> > unconfTxs; //unconfTxs[Y][X] + // transactions still unconfirmed after MAX_CONFIRMS for each bucket + std::vector<int> oldUnconfTxs; + +public: + /** + * Create new TxConfirmStats. This is called by BlockPolicyEstimator's + * constructor with default values. + * @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 + */ + TxConfirmStats(const 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); + + /** + * 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 the feerate of the transaction + * @warning blocksToConfirm is 1-based and has to be >= 1 + */ + void Record(int blocksToConfirm, double val); + + /** Record a new transaction entering the mempool*/ + unsigned int NewTx(unsigned int nBlockHeight, double val); + + /** Remove a transaction from mempool tracking stats*/ + void removeTx(unsigned int entryHeight, unsigned int nBestSeenHeight, + unsigned int bucketIndex); + + /** Update our estimates by decaying our historical moving average and updating + with the data gathered from the current block */ + void UpdateMovingAverages(); + + /** + * 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 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, + double minSuccess, bool requireGreater, unsigned int nBlockHeight) const; + + /** Return the max number of confirms we're tracking */ + unsigned int GetMaxConfirms() const { return confAvg.size(); } + + /** Write state of estimation data to a file*/ + void Write(CAutoFile& fileout) const; + + /** + * Read saved state of estimation data from a file and replace all internal data structures and + * variables with this state. + */ + void Read(CAutoFile& filein); +}; + + +TxConfirmStats::TxConfirmStats(const std::vector<double>& defaultBuckets, + 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; @@ -78,7 +184,7 @@ 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 @@ -87,10 +193,10 @@ 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 +213,7 @@ 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 +251,8 @@ 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; @@ -166,15 +272,15 @@ 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(BCLog::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); return median; } -void TxConfirmStats::Write(CAutoFile& fileout) +void TxConfirmStats::Write(CAutoFile& fileout) const { fileout << decay; fileout << buckets; @@ -200,10 +306,10 @@ 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 +319,9 @@ 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 +348,8 @@ 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(BCLog::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 +357,6 @@ 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; } @@ -262,181 +367,128 @@ void TxConfirmStats::removeTx(unsigned int entryHeight, unsigned int nBestSeenHe if (nBestSeenHeight == 0) // the BlockPolicyEstimator hasn't seen any blocks yet blocksAgo = 0; if (blocksAgo < 0) { - LogPrint("estimatefee", "Blockpolicy error, blocks ago is negative for mempool tx\n"); + LogPrint(BCLog::ESTIMATEFEE, "Blockpolicy error, blocks ago is negative for mempool tx\n"); return; //This can't happen because we call this with our best seen height, no entries can have higher } if (blocksAgo >= (int)unconfTxs.size()) { - if (oldUnconfTxs[bucketindex] > 0) + if (oldUnconfTxs[bucketindex] > 0) { oldUnconfTxs[bucketindex]--; - else - LogPrint("estimatefee", "Blockpolicy error, mempool tx removed from >25 blocks,bucketIndex=%u already\n", + } else { + LogPrint(BCLog::ESTIMATEFEE, "Blockpolicy error, mempool tx removed from >25 blocks,bucketIndex=%u already\n", bucketindex); + } } else { unsigned int blockIndex = entryHeight % unconfTxs.size(); - if (unconfTxs[blockIndex][bucketindex] > 0) + if (unconfTxs[blockIndex][bucketindex] > 0) { unconfTxs[blockIndex][bucketindex]--; - else - LogPrint("estimatefee", "Blockpolicy error, mempool tx removed from blockIndex=%u,bucketIndex=%u already\n", + } else { + LogPrint(BCLog::ESTIMATEFEE, "Blockpolicy error, mempool tx removed from blockIndex=%u,bucketIndex=%u already\n", blockIndex, bucketindex); + } } } -void CBlockPolicyEstimator::removeTx(uint256 hash) +// This function is called from CTxMemPool::removeUnchecked to ensure +// txs removed from the mempool for any reason are no longer +// tracked. Txs that were part of a block have already been removed in +// processBlockTx to ensure they are never double tracked, but it is +// of no harm to try to remove them again. +bool CBlockPolicyEstimator::removeTx(uint256 hash) { + LOCK(cs_feeEstimator); std::map<uint256, TxStatsInfo>::iterator pos = mapMemPoolTxs.find(hash); - if (pos == mapMemPoolTxs.end()) { - LogPrint("estimatefee", "Blockpolicy error mempool tx %s not found for removeTx\n", - hash.ToString().c_str()); - return; + if (pos != mapMemPoolTxs.end()) { + feeStats->removeTx(pos->second.blockHeight, nBestSeenHeight, pos->second.bucketIndex); + mapMemPoolTxs.erase(hash); + return true; + } else { + return false; } - 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); - mapMemPoolTxs.erase(hash); } -CBlockPolicyEstimator::CBlockPolicyEstimator(const CFeeRate& _minRelayFee) - : nBestSeenHeight(0) +CBlockPolicyEstimator::CBlockPolicyEstimator() + : nBestSeenHeight(0), trackedTxs(0), untrackedTxs(0) { - minTrackedFee = _minRelayFee < CFeeRate(MIN_FEERATE) ? CFeeRate(MIN_FEERATE) : _minRelayFee; + static_assert(MIN_BUCKET_FEERATE > 0, "Min feerate must be nonzero"); + minTrackedFee = CFeeRate(MIN_BUCKET_FEERATE); std::vector<double> vfeelist; - for (double bucketBoundary = minTrackedFee.GetFeePerK(); bucketBoundary <= MAX_FEERATE; bucketBoundary *= FEE_SPACING) { + for (double bucketBoundary = minTrackedFee.GetFeePerK(); bucketBoundary <= MAX_BUCKET_FEERATE; bucketBoundary *= FEE_SPACING) { 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; + feeStats = new TxConfirmStats(vfeelist, MAX_BLOCK_CONFIRMS, DEFAULT_DECAY); } -bool CBlockPolicyEstimator::isPriDataPoint(const CFeeRate &fee, double pri) +CBlockPolicyEstimator::~CBlockPolicyEstimator() { - if ((fee < minTrackedFee && pri >= minTrackedPriority) || - (fee < feeUnlikely && pri > priLikely)) { - return true; - } - return false; + delete feeStats; } -void CBlockPolicyEstimator::processTransaction(const CTxMemPoolEntry& entry, bool fCurrentEstimate) +void CBlockPolicyEstimator::processTransaction(const CTxMemPoolEntry& entry, bool validFeeEstimate) { + LOCK(cs_feeEstimator); unsigned int txHeight = entry.GetHeight(); uint256 hash = entry.GetTx().GetHash(); - if (mapMemPoolTxs[hash].stats != NULL) { - LogPrint("estimatefee", "Blockpolicy error mempool tx %s already being tracked\n", + if (mapMemPoolTxs.count(hash)) { + LogPrint(BCLog::ESTIMATEFEE, "Blockpolicy error mempool tx %s already being tracked\n", hash.ToString().c_str()); return; } - if (txHeight < nBestSeenHeight) { + if (txHeight != nBestSeenHeight) { // Ignore side chains and re-orgs; assuming they are random they don't // affect the estimate. We'll potentially double count transactions in 1-block reorgs. + // Ignore txs if BlockPolicyEstimator is not in sync with chainActive.Tip(). + // It will be synced next time a block is processed. return; } // Only want to be updating estimates when our blockchain is synced, // otherwise we'll miscalculate how many blocks its taking to get included. - if (!fCurrentEstimate) - return; - - if (!entry.WasClearAtEntry()) { - // This transaction depends on other transactions in the mempool to - // be included in a block before it will be able to be included, so - // we shouldn't include it in our calculations + if (!validFeeEstimate) { + untrackedTxs++; return; } + trackedTxs++; - // 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) +bool CBlockPolicyEstimator::processBlockTx(unsigned int nBlockHeight, const CTxMemPoolEntry* entry) { - if (!entry.WasClearAtEntry()) { - // This transaction depended on other transactions in the mempool to - // be included in a block before it was able to be included, so - // we shouldn't include it in our calculations - return; + if (!removeTx(entry->GetTx().GetHash())) { + // This transaction wasn't being tracked for fee estimation + return false; } // How many blocks did it take for miners to include this transaction? // blocksToConfirm is 1-based, so a transaction included in the earliest // possible block has confirmation count of 1 - int blocksToConfirm = nBlockHeight - entry.GetHeight(); + int blocksToConfirm = nBlockHeight - entry->GetHeight(); if (blocksToConfirm <= 0) { // This can't happen because we don't process transactions from a block with a height // lower than our greatest seen height - LogPrint("estimatefee", "Blockpolicy error Transaction had negative blocksToConfirm\n"); - return; + LogPrint(BCLog::ESTIMATEFEE, "Blockpolicy error Transaction had negative blocksToConfirm\n"); + return false; } - // Fees 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); + // Feerates are stored and reported as BTC-per-kb: + CFeeRate feeRate(entry->GetFee(), entry->GetTxSize()); - // 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()); + return true; } void CBlockPolicyEstimator::processBlock(unsigned int nBlockHeight, - std::vector<CTxMemPoolEntry>& entries, bool fCurrentEstimate) + std::vector<const CTxMemPoolEntry*>& entries) { + LOCK(cs_feeEstimator); if (nBlockHeight <= nBestSeenHeight) { // Ignore side chains and re-orgs; assuming they are random // they don't affect the estimate. @@ -445,60 +497,41 @@ void CBlockPolicyEstimator::processBlock(unsigned int nBlockHeight, // transaction fees." return; } - nBestSeenHeight = nBlockHeight; - // Only want to be updating estimates when our blockchain is synced, - // otherwise we'll miscalculate how many blocks its taking to get included. - if (!fCurrentEstimate) - return; + // Must update nBestSeenHeight in sync with ClearCurrent so that + // calls to removeTx (via processBlockTx) correctly calculate age + // of unconfirmed txs to remove from tracking. + nBestSeenHeight = nBlockHeight; - // 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 - feeStats.ClearCurrent(nBlockHeight); - priStats.ClearCurrent(nBlockHeight); + // Clear the current block state and update unconfirmed circular buffer + feeStats->ClearCurrent(nBlockHeight); + unsigned int countedTxs = 0; // Repopulate the current block states - for (unsigned int i = 0; i < entries.size(); i++) - processBlockTx(nBlockHeight, entries[i]); + for (unsigned int i = 0; i < entries.size(); i++) { + if (processBlockTx(nBlockHeight, entries[i])) + countedTxs++; + } - // Update all exponential averages with the current block states - feeStats.UpdateMovingAverages(); - priStats.UpdateMovingAverages(); + // Update all exponential averages with the current block state + feeStats->UpdateMovingAverages(); - LogPrint("estimatefee", "Blockpolicy after updating estimates for %u confirmed entries, new mempool map size %u\n", - entries.size(), mapMemPoolTxs.size()); + 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()); + + trackedTxs = 0; + 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 - if (confTarget <= 0 || (unsigned int)confTarget > feeStats.GetMaxConfirms()) + // It's not possible to get reasonable estimates for confTarget of 1 + if (confTarget <= 1 || (unsigned int)confTarget > feeStats->GetMaxConfirms()) return CFeeRate(0); - double median = feeStats.EstimateMedianVal(confTarget, SUFFICIENT_FEETXS, MIN_SUCCESS_PCT, true, nBestSeenHeight); + double median = feeStats->EstimateMedianVal(confTarget, SUFFICIENT_FEETXS, MIN_SUCCESS_PCT, true, nBestSeenHeight); if (median < 0) return CFeeRate(0); @@ -506,23 +539,33 @@ 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; - // 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); - } + + { + LOCK(cs_feeEstimator); + + // Return failure if trying to analyze a target we're not tracking + if (confTarget <= 0 || (unsigned int)confTarget > feeStats->GetMaxConfirms()) + return CFeeRate(0); + + // It's not possible to get reasonable estimates for confTarget of 1 + if (confTarget == 1) + confTarget = 2; + + while (median < 0 && (unsigned int)confTarget <= feeStats->GetMaxConfirms()) { + median = feeStats->EstimateMedianVal(confTarget++, SUFFICIENT_FEETXS, MIN_SUCCESS_PCT, true, nBestSeenHeight); + } + } // Must unlock cs_feeEstimator before taking mempool locks 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); @@ -533,60 +576,47 @@ CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoun return CFeeRate(median); } -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); -} - -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) +bool CBlockPolicyEstimator::Write(CAutoFile& fileout) const { - fileout << nBestSeenHeight; - feeStats.Write(fileout); - priStats.Write(fileout); + try { + LOCK(cs_feeEstimator); + fileout << 139900; // version required to read: 0.13.99 or later + fileout << CLIENT_VERSION; // version that wrote the file + fileout << nBestSeenHeight; + feeStats->Write(fileout); + } + catch (const std::exception&) { + LogPrintf("CBlockPolicyEstimator::Write(): unable to write policy estimator data (non-fatal)\n"); + return false; + } + return true; } -void CBlockPolicyEstimator::Read(CAutoFile& filein) +bool CBlockPolicyEstimator::Read(CAutoFile& filein) { - int nFileBestSeenHeight; - filein >> nFileBestSeenHeight; - feeStats.Read(filein); - priStats.Read(filein); - nBestSeenHeight = nFileBestSeenHeight; + try { + LOCK(cs_feeEstimator); + int nVersionRequired, nVersionThatWrote, nFileBestSeenHeight; + filein >> nVersionRequired >> nVersionThatWrote; + if (nVersionRequired > CLIENT_VERSION) + return error("CBlockPolicyEstimator::Read(): up-version (%d) fee estimate file", nVersionRequired); + filein >> nFileBestSeenHeight; + feeStats->Read(filein); + nBestSeenHeight = nFileBestSeenHeight; + // if nVersionThatWrote < 139900 then another TxConfirmStats (for priority) follows but can be ignored. + } + catch (const std::exception&) { + LogPrintf("CBlockPolicyEstimator::Read(): unable to read policy estimator data (non-fatal)\n"); + return false; + } + return true; } FeeFilterRounder::FeeFilterRounder(const CFeeRate& minIncrementalFee) { - CAmount minFeeLimit = minIncrementalFee.GetFeePerK() / 2; + CAmount minFeeLimit = std::max(CAmount(1), minIncrementalFee.GetFeePerK() / 2); feeset.insert(0); - for (double bucketBoundary = minFeeLimit; bucketBoundary <= MAX_FEERATE; bucketBoundary *= FEE_SPACING) { + for (double bucketBoundary = minFeeLimit; bucketBoundary <= MAX_BUCKET_FEERATE; bucketBoundary *= FEE_SPACING) { feeset.insert(bucketBoundary); } } @@ -594,7 +624,7 @@ FeeFilterRounder::FeeFilterRounder(const CFeeRate& minIncrementalFee) CAmount FeeFilterRounder::round(CAmount currentMinFee) { std::set<double>::iterator it = feeset.lower_bound(currentMinFee); - if ((it != feeset.begin() && insecure_rand() % 3 != 0) || it == feeset.end()) { + if ((it != feeset.begin() && insecure_rand.rand32() % 3 != 0) || it == feeset.end()) { it--; } return *it; |