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-rw-r--r--src/policy/fees.cpp168
1 files changed, 32 insertions, 136 deletions
diff --git a/src/policy/fees.cpp b/src/policy/fees.cpp
index dae00d08a4..7113390cdf 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)
generated by cgit v1.2.3 (git 2.26.2) at 2024-11-14 03:56:32 +0000