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-rw-r--r--src/policy/fees.cpp112
1 files changed, 54 insertions, 58 deletions
diff --git a/src/policy/fees.cpp b/src/policy/fees.cpp
index 25458eead2..0f31093dbb 100644
--- a/src/policy/fees.cpp
+++ b/src/policy/fees.cpp
@@ -55,7 +55,7 @@ private:
// 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;
+ std::vector<double> m_feerate_avg;
// 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
@@ -114,12 +114,10 @@ public:
* @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,
+ double minSuccess, unsigned int nBlockHeight,
EstimationResult *result = nullptr) const;
/** Return the max number of confirms we're tracking */
@@ -139,22 +137,18 @@ public:
TxConfirmStats::TxConfirmStats(const std::vector<double>& defaultBuckets,
const std::map<double, unsigned int>& defaultBucketMap,
unsigned int maxPeriods, double _decay, unsigned int _scale)
- : buckets(defaultBuckets), bucketMap(defaultBucketMap)
+ : buckets(defaultBuckets), bucketMap(defaultBucketMap), decay(_decay), scale(_scale)
{
- decay = _decay;
assert(_scale != 0 && "_scale must be non-zero");
- scale = _scale;
confAvg.resize(maxPeriods);
- for (unsigned int i = 0; i < maxPeriods; i++) {
- confAvg[i].resize(buckets.size());
- }
failAvg.resize(maxPeriods);
for (unsigned int i = 0; i < maxPeriods; i++) {
+ confAvg[i].resize(buckets.size());
failAvg[i].resize(buckets.size());
}
txCtAvg.resize(buckets.size());
- avg.resize(buckets.size());
+ m_feerate_avg.resize(buckets.size());
resizeInMemoryCounters(buckets.size());
}
@@ -172,68 +166,61 @@ void TxConfirmStats::resizeInMemoryCounters(size_t newbuckets) {
void TxConfirmStats::ClearCurrent(unsigned int nBlockHeight)
{
for (unsigned int j = 0; j < buckets.size(); j++) {
- oldUnconfTxs[j] += unconfTxs[nBlockHeight%unconfTxs.size()][j];
+ oldUnconfTxs[j] += unconfTxs[nBlockHeight % unconfTxs.size()][j];
unconfTxs[nBlockHeight%unconfTxs.size()][j] = 0;
}
}
-void TxConfirmStats::Record(int blocksToConfirm, double val)
+void TxConfirmStats::Record(int blocksToConfirm, double feerate)
{
// blocksToConfirm is 1-based
if (blocksToConfirm < 1)
return;
- int periodsToConfirm = (blocksToConfirm + scale - 1)/scale;
- unsigned int bucketindex = bucketMap.lower_bound(val)->second;
+ int periodsToConfirm = (blocksToConfirm + scale - 1) / scale;
+ unsigned int bucketindex = bucketMap.lower_bound(feerate)->second;
for (size_t i = periodsToConfirm; i <= confAvg.size(); i++) {
confAvg[i - 1][bucketindex]++;
}
txCtAvg[bucketindex]++;
- avg[bucketindex] += val;
+ m_feerate_avg[bucketindex] += feerate;
}
void TxConfirmStats::UpdateMovingAverages()
{
+ assert(confAvg.size() == failAvg.size());
for (unsigned int j = 0; j < buckets.size(); j++) {
- for (unsigned int i = 0; i < confAvg.size(); i++)
- confAvg[i][j] = confAvg[i][j] * decay;
- for (unsigned int i = 0; i < failAvg.size(); i++)
- failAvg[i][j] = failAvg[i][j] * decay;
- avg[j] = avg[j] * decay;
- txCtAvg[j] = txCtAvg[j] * decay;
+ for (unsigned int i = 0; i < confAvg.size(); i++) {
+ confAvg[i][j] *= decay;
+ failAvg[i][j] *= decay;
+ }
+ m_feerate_avg[j] *= decay;
+ txCtAvg[j] *= decay;
}
}
// returns -1 on error conditions
double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal,
- double successBreakPoint, bool requireGreater,
- unsigned int nBlockHeight, EstimationResult *result) const
+ double successBreakPoint, unsigned int nBlockHeight,
+ EstimationResult *result) const
{
// Counters for a bucket (or range of buckets)
double nConf = 0; // Number of tx's confirmed within the confTarget
double totalNum = 0; // Total number of tx's that were ever confirmed
int extraNum = 0; // Number of tx's still in mempool for confTarget or longer
double failNum = 0; // Number of tx's that were never confirmed but removed from the mempool after confTarget
- int periodTarget = (confTarget + scale - 1)/scale;
-
- int maxbucketindex = buckets.size() - 1;
-
- // 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
- // 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;
+ const int periodTarget = (confTarget + scale - 1) / scale;
+ const int maxbucketindex = buckets.size() - 1;
// We'll combine buckets until we have enough samples.
// The near and far variables will define the range we've combined
// The best variables are the last range we saw which still had a high
// enough confirmation rate to count as success.
// The cur variables are the current range we're counting.
- unsigned int curNearBucket = startbucket;
- unsigned int bestNearBucket = startbucket;
- unsigned int curFarBucket = startbucket;
- unsigned int bestFarBucket = startbucket;
+ unsigned int curNearBucket = maxbucketindex;
+ unsigned int bestNearBucket = maxbucketindex;
+ unsigned int curFarBucket = maxbucketindex;
+ unsigned int bestFarBucket = maxbucketindex;
bool foundAnswer = false;
unsigned int bins = unconfTxs.size();
@@ -242,8 +229,8 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal,
EstimatorBucket passBucket;
EstimatorBucket failBucket;
- // Start counting from highest(default) or lowest feerate transactions
- for (int bucket = startbucket; bucket >= 0 && bucket <= maxbucketindex; bucket += step) {
+ // Start counting from highest feerate transactions
+ for (int bucket = maxbucketindex; bucket >= 0; --bucket) {
if (newBucketRange) {
curNearBucket = bucket;
newBucketRange = false;
@@ -253,7 +240,7 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal,
totalNum += txCtAvg[bucket];
failNum += failAvg[periodTarget - 1][bucket];
for (unsigned int confct = confTarget; confct < GetMaxConfirms(); confct++)
- extraNum += unconfTxs[(nBlockHeight - confct)%bins][bucket];
+ extraNum += unconfTxs[(nBlockHeight - confct) % bins][bucket];
extraNum += oldUnconfTxs[bucket];
// If we have enough transaction data points in this range of buckets,
// we can test for success
@@ -263,7 +250,7 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal,
double curPct = nConf / (totalNum + failNum + extraNum);
// Check to see if we are no longer getting confirmed at the success rate
- if ((requireGreater && curPct < successBreakPoint) || (!requireGreater && curPct > successBreakPoint)) {
+ if (curPct < successBreakPoint) {
if (passing == true) {
// First time we hit a failure record the failed bucket
unsigned int failMinBucket = std::min(curNearBucket, curFarBucket);
@@ -317,7 +304,7 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal,
if (txCtAvg[j] < txSum)
txSum -= txCtAvg[j];
else { // we're in the right bucket
- median = avg[j] / txCtAvg[j];
+ median = m_feerate_avg[j] / txCtAvg[j];
break;
}
}
@@ -338,13 +325,22 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal,
failBucket.leftMempool = failNum;
}
- LogPrint(BCLog::ESTIMATEFEE, "FeeEst: %d %s%.0f%% decay %.5f: feerate: %g from (%g - %g) %.2f%% %.1f/(%.1f %d mem %.1f out) Fail: (%g - %g) %.2f%% %.1f/(%.1f %d mem %.1f out)\n",
- confTarget, requireGreater ? ">" : "<", 100.0 * successBreakPoint, decay,
+ float passed_within_target_perc = 0.0;
+ float failed_within_target_perc = 0.0;
+ if ((passBucket.totalConfirmed + passBucket.inMempool + passBucket.leftMempool)) {
+ passed_within_target_perc = 100 * passBucket.withinTarget / (passBucket.totalConfirmed + passBucket.inMempool + passBucket.leftMempool);
+ }
+ if ((failBucket.totalConfirmed + failBucket.inMempool + failBucket.leftMempool)) {
+ failed_within_target_perc = 100 * failBucket.withinTarget / (failBucket.totalConfirmed + failBucket.inMempool + failBucket.leftMempool);
+ }
+
+ LogPrint(BCLog::ESTIMATEFEE, "FeeEst: %d > %.0f%% decay %.5f: feerate: %g from (%g - %g) %.2f%% %.1f/(%.1f %d mem %.1f out) Fail: (%g - %g) %.2f%% %.1f/(%.1f %d mem %.1f out)\n",
+ confTarget, 100.0 * successBreakPoint, decay,
median, passBucket.start, passBucket.end,
- 100 * passBucket.withinTarget / (passBucket.totalConfirmed + passBucket.inMempool + passBucket.leftMempool),
+ passed_within_target_perc,
passBucket.withinTarget, passBucket.totalConfirmed, passBucket.inMempool, passBucket.leftMempool,
failBucket.start, failBucket.end,
- 100 * failBucket.withinTarget / (failBucket.totalConfirmed + failBucket.inMempool + failBucket.leftMempool),
+ failed_within_target_perc,
failBucket.withinTarget, failBucket.totalConfirmed, failBucket.inMempool, failBucket.leftMempool);
@@ -361,7 +357,7 @@ void TxConfirmStats::Write(CAutoFile& fileout) const
{
fileout << decay;
fileout << scale;
- fileout << avg;
+ fileout << m_feerate_avg;
fileout << txCtAvg;
fileout << confAvg;
fileout << failAvg;
@@ -384,8 +380,8 @@ void TxConfirmStats::Read(CAutoFile& filein, int nFileVersion, size_t numBuckets
throw std::runtime_error("Corrupt estimates file. Scale must be non-zero");
}
- filein >> avg;
- if (avg.size() != numBuckets) {
+ filein >> m_feerate_avg;
+ if (m_feerate_avg.size() != numBuckets) {
throw std::runtime_error("Corrupt estimates file. Mismatch in feerate average bucket count");
}
filein >> txCtAvg;
@@ -664,7 +660,7 @@ CFeeRate CBlockPolicyEstimator::estimateRawFee(int confTarget, double successThr
if (successThreshold > 1)
return CFeeRate(0);
- double median = stats->EstimateMedianVal(confTarget, sufficientTxs, successThreshold, true, nBestSeenHeight, result);
+ double median = stats->EstimateMedianVal(confTarget, sufficientTxs, successThreshold, nBestSeenHeight, result);
if (median < 0)
return CFeeRate(0);
@@ -725,26 +721,26 @@ double CBlockPolicyEstimator::estimateCombinedFee(unsigned int confTarget, doubl
if (confTarget >= 1 && confTarget <= longStats->GetMaxConfirms()) {
// Find estimate from shortest time horizon possible
if (confTarget <= shortStats->GetMaxConfirms()) { // short horizon
- estimate = shortStats->EstimateMedianVal(confTarget, SUFFICIENT_TXS_SHORT, successThreshold, true, nBestSeenHeight, result);
+ estimate = shortStats->EstimateMedianVal(confTarget, SUFFICIENT_TXS_SHORT, successThreshold, nBestSeenHeight, result);
}
else if (confTarget <= feeStats->GetMaxConfirms()) { // medium horizon
- estimate = feeStats->EstimateMedianVal(confTarget, SUFFICIENT_FEETXS, successThreshold, true, nBestSeenHeight, result);
+ estimate = feeStats->EstimateMedianVal(confTarget, SUFFICIENT_FEETXS, successThreshold, nBestSeenHeight, result);
}
else { // long horizon
- estimate = longStats->EstimateMedianVal(confTarget, SUFFICIENT_FEETXS, successThreshold, true, nBestSeenHeight, result);
+ estimate = longStats->EstimateMedianVal(confTarget, SUFFICIENT_FEETXS, successThreshold, nBestSeenHeight, result);
}
if (checkShorterHorizon) {
EstimationResult tempResult;
// If a lower confTarget from a more recent horizon returns a lower answer use it.
if (confTarget > feeStats->GetMaxConfirms()) {
- double medMax = feeStats->EstimateMedianVal(feeStats->GetMaxConfirms(), SUFFICIENT_FEETXS, successThreshold, true, nBestSeenHeight, &tempResult);
+ double medMax = feeStats->EstimateMedianVal(feeStats->GetMaxConfirms(), SUFFICIENT_FEETXS, successThreshold, nBestSeenHeight, &tempResult);
if (medMax > 0 && (estimate == -1 || medMax < estimate)) {
estimate = medMax;
if (result) *result = tempResult;
}
}
if (confTarget > shortStats->GetMaxConfirms()) {
- double shortMax = shortStats->EstimateMedianVal(shortStats->GetMaxConfirms(), SUFFICIENT_TXS_SHORT, successThreshold, true, nBestSeenHeight, &tempResult);
+ double shortMax = shortStats->EstimateMedianVal(shortStats->GetMaxConfirms(), SUFFICIENT_TXS_SHORT, successThreshold, nBestSeenHeight, &tempResult);
if (shortMax > 0 && (estimate == -1 || shortMax < estimate)) {
estimate = shortMax;
if (result) *result = tempResult;
@@ -763,10 +759,10 @@ double CBlockPolicyEstimator::estimateConservativeFee(unsigned int doubleTarget,
double estimate = -1;
EstimationResult tempResult;
if (doubleTarget <= shortStats->GetMaxConfirms()) {
- estimate = feeStats->EstimateMedianVal(doubleTarget, SUFFICIENT_FEETXS, DOUBLE_SUCCESS_PCT, true, nBestSeenHeight, result);
+ estimate = feeStats->EstimateMedianVal(doubleTarget, SUFFICIENT_FEETXS, DOUBLE_SUCCESS_PCT, nBestSeenHeight, result);
}
if (doubleTarget <= feeStats->GetMaxConfirms()) {
- double longEstimate = longStats->EstimateMedianVal(doubleTarget, SUFFICIENT_FEETXS, DOUBLE_SUCCESS_PCT, true, nBestSeenHeight, &tempResult);
+ double longEstimate = longStats->EstimateMedianVal(doubleTarget, SUFFICIENT_FEETXS, DOUBLE_SUCCESS_PCT, nBestSeenHeight, &tempResult);
if (longEstimate > estimate) {
estimate = longEstimate;
if (result) *result = tempResult;
generated by cgit v1.2.3 (git 2.26.2) at 2024-11-06 13:39:09 +0000