aboutsummaryrefslogtreecommitdiff
path: root/src/policy/fees.cpp
diff options
context:
space:
mode:
Diffstat (limited to 'src/policy/fees.cpp')
-rw-r--r--src/policy/fees.cpp37
1 files changed, 26 insertions, 11 deletions
diff --git a/src/policy/fees.cpp b/src/policy/fees.cpp
index 0f3f2c63d2..42059cf94f 100644
--- a/src/policy/fees.cpp
+++ b/src/policy/fees.cpp
@@ -14,6 +14,8 @@
#include "txmempool.h"
#include "util.h"
+static constexpr double INF_FEERATE = 1e99;
+
/**
* 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
@@ -400,6 +402,8 @@ bool CBlockPolicyEstimator::removeTx(uint256 hash)
std::map<uint256, TxStatsInfo>::iterator pos = mapMemPoolTxs.find(hash);
if (pos != mapMemPoolTxs.end()) {
feeStats->removeTx(pos->second.blockHeight, nBestSeenHeight, pos->second.bucketIndex);
+ shortStats->removeTx(pos->second.blockHeight, nBestSeenHeight, pos->second.bucketIndex);
+ longStats->removeTx(pos->second.blockHeight, nBestSeenHeight, pos->second.bucketIndex);
mapMemPoolTxs.erase(hash);
return true;
} else {
@@ -421,9 +425,9 @@ CBlockPolicyEstimator::CBlockPolicyEstimator()
bucketMap[INF_FEERATE] = bucketIndex;
assert(bucketMap.size() == buckets.size());
- feeStats = new TxConfirmStats(buckets, bucketMap, MAX_BLOCK_CONFIRMS, DEFAULT_DECAY);
- shortStats = new TxConfirmStats(buckets, bucketMap, MAX_BLOCK_CONFIRMS, DEFAULT_DECAY);
- longStats = new TxConfirmStats(buckets, bucketMap, MAX_BLOCK_CONFIRMS, DEFAULT_DECAY);
+ feeStats = new TxConfirmStats(buckets, bucketMap, MED_BLOCK_CONFIRMS, MED_DECAY);
+ shortStats = new TxConfirmStats(buckets, bucketMap, SHORT_BLOCK_CONFIRMS, SHORT_DECAY);
+ longStats = new TxConfirmStats(buckets, bucketMap, LONG_BLOCK_CONFIRMS, LONG_DECAY);
}
CBlockPolicyEstimator::~CBlockPolicyEstimator()
@@ -464,7 +468,12 @@ void CBlockPolicyEstimator::processTransaction(const CTxMemPoolEntry& entry, boo
CFeeRate feeRate(entry.GetFee(), entry.GetTxSize());
mapMemPoolTxs[hash].blockHeight = txHeight;
- mapMemPoolTxs[hash].bucketIndex = feeStats->NewTx(txHeight, (double)feeRate.GetFeePerK());
+ unsigned int bucketIndex = feeStats->NewTx(txHeight, (double)feeRate.GetFeePerK());
+ mapMemPoolTxs[hash].bucketIndex = bucketIndex;
+ unsigned int bucketIndex2 = shortStats->NewTx(txHeight, (double)feeRate.GetFeePerK());
+ assert(bucketIndex == bucketIndex2);
+ unsigned int bucketIndex3 = longStats->NewTx(txHeight, (double)feeRate.GetFeePerK());
+ assert(bucketIndex == bucketIndex3);
}
bool CBlockPolicyEstimator::processBlockTx(unsigned int nBlockHeight, const CTxMemPoolEntry* entry)
@@ -489,6 +498,8 @@ bool CBlockPolicyEstimator::processBlockTx(unsigned int nBlockHeight, const CTxM
CFeeRate feeRate(entry->GetFee(), entry->GetTxSize());
feeStats->Record(blocksToConfirm, (double)feeRate.GetFeePerK());
+ shortStats->Record(blocksToConfirm, (double)feeRate.GetFeePerK());
+ longStats->Record(blocksToConfirm, (double)feeRate.GetFeePerK());
return true;
}
@@ -512,6 +523,8 @@ void CBlockPolicyEstimator::processBlock(unsigned int nBlockHeight,
// Clear the current block state and update unconfirmed circular buffer
feeStats->ClearCurrent(nBlockHeight);
+ shortStats->ClearCurrent(nBlockHeight);
+ longStats->ClearCurrent(nBlockHeight);
unsigned int countedTxs = 0;
// Repopulate the current block states
@@ -522,6 +535,8 @@ void CBlockPolicyEstimator::processBlock(unsigned int nBlockHeight,
// Update all exponential averages with the current block state
feeStats->UpdateMovingAverages();
+ shortStats->UpdateMovingAverages();
+ longStats->UpdateMovingAverages();
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());
@@ -538,7 +553,7 @@ CFeeRate CBlockPolicyEstimator::estimateFee(int confTarget) const
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, DOUBLE_SUCCESS_PCT, true, nBestSeenHeight);
if (median < 0)
return CFeeRate(0);
@@ -565,7 +580,7 @@ CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoun
confTarget = 2;
while (median < 0 && (unsigned int)confTarget <= feeStats->GetMaxConfirms()) {
- median = feeStats->EstimateMedianVal(confTarget++, SUFFICIENT_FEETXS, MIN_SUCCESS_PCT, true, nBestSeenHeight);
+ median = feeStats->EstimateMedianVal(confTarget++, SUFFICIENT_FEETXS, DOUBLE_SUCCESS_PCT, true, nBestSeenHeight);
}
} // Must unlock cs_feeEstimator before taking mempool locks
@@ -634,7 +649,7 @@ bool CBlockPolicyEstimator::Read(CAutoFile& filein)
std::map<double, unsigned int> tempMap;
- std::unique_ptr<TxConfirmStats> tempFeeStats(new TxConfirmStats(tempBuckets, tempMap, MAX_BLOCK_CONFIRMS, tempDecay));
+ std::unique_ptr<TxConfirmStats> tempFeeStats(new TxConfirmStats(tempBuckets, tempMap, MED_BLOCK_CONFIRMS, tempDecay));
tempFeeStats->Read(filein, nVersionThatWrote, tempNum);
// if nVersionThatWrote < 139900 then another TxConfirmStats (for priority) follows but can be ignored.
@@ -653,9 +668,9 @@ bool CBlockPolicyEstimator::Read(CAutoFile& filein)
if (numBuckets <= 1 || numBuckets > 1000)
throw std::runtime_error("Corrupt estimates file. Must have between 2 and 1000 feerate buckets");
- std::unique_ptr<TxConfirmStats> fileFeeStats(new TxConfirmStats(buckets, bucketMap, MAX_BLOCK_CONFIRMS, DEFAULT_DECAY));
- std::unique_ptr<TxConfirmStats> fileShortStats(new TxConfirmStats(buckets, bucketMap, MAX_BLOCK_CONFIRMS, DEFAULT_DECAY));
- std::unique_ptr<TxConfirmStats> fileLongStats(new TxConfirmStats(buckets, bucketMap, MAX_BLOCK_CONFIRMS, DEFAULT_DECAY));
+ std::unique_ptr<TxConfirmStats> fileFeeStats(new TxConfirmStats(buckets, bucketMap, MED_BLOCK_CONFIRMS, MED_DECAY));
+ std::unique_ptr<TxConfirmStats> fileShortStats(new TxConfirmStats(buckets, bucketMap, SHORT_BLOCK_CONFIRMS, SHORT_DECAY));
+ std::unique_ptr<TxConfirmStats> fileLongStats(new TxConfirmStats(buckets, bucketMap, LONG_BLOCK_CONFIRMS, LONG_DECAY));
fileFeeStats->Read(filein, nVersionThatWrote, numBuckets);
fileShortStats->Read(filein, nVersionThatWrote, numBuckets);
fileLongStats->Read(filein, nVersionThatWrote, numBuckets);
@@ -690,7 +705,7 @@ FeeFilterRounder::FeeFilterRounder(const CFeeRate& minIncrementalFee)
{
CAmount minFeeLimit = std::max(CAmount(1), minIncrementalFee.GetFeePerK() / 2);
feeset.insert(0);
- for (double bucketBoundary = minFeeLimit; bucketBoundary <= MAX_BUCKET_FEERATE; bucketBoundary *= FEE_SPACING) {
+ for (double bucketBoundary = minFeeLimit; bucketBoundary <= MAX_FILTER_FEERATE; bucketBoundary *= FEE_FILTER_SPACING) {
feeset.insert(bucketBoundary);
}
}