diff options
Diffstat (limited to 'src/policy/fees.cpp')
-rw-r--r-- | src/policy/fees.cpp | 168 |
1 files changed, 32 insertions, 136 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) |