aboutsummaryrefslogtreecommitdiff
path: root/src/policy/fees.h
diff options
context:
space:
mode:
Diffstat (limited to 'src/policy/fees.h')
-rw-r--r--src/policy/fees.h129
1 files changed, 14 insertions, 115 deletions
diff --git a/src/policy/fees.h b/src/policy/fees.h
index dd01c90c45..34f07c7270 100644
--- a/src/policy/fees.h
+++ b/src/policy/fees.h
@@ -8,6 +8,7 @@
#include "amount.h"
#include "uint256.h"
#include "random.h"
+#include "sync.h"
#include <map>
#include <string>
@@ -17,6 +18,7 @@ class CAutoFile;
class CFeeRate;
class CTxMemPoolEntry;
class CTxMemPool;
+class TxConfirmStats;
/** \class CBlockPolicyEstimator
* The BlockPolicyEstimator is used for estimating the feerate needed
@@ -59,113 +61,6 @@ class CTxMemPool;
* they've been outstanding.
*/
-/**
- * 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:
- /**
- * Initialize the data structures. 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
- */
- void Initialize(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);
-
- /** Return the max number of confirms we're tracking */
- unsigned int GetMaxConfirms() { return confAvg.size(); }
-
- /** Write state of estimation data to a file*/
- void Write(CAutoFile& fileout);
-
- /**
- * Read saved state of estimation data from a file and replace all internal data structures and
- * variables with this state.
- */
- void Read(CAutoFile& filein);
-};
-
-
-
/** Track confirm delays up to 25 blocks, can't estimate beyond that */
static const unsigned int MAX_BLOCK_CONFIRMS = 25;
@@ -204,14 +99,12 @@ class CBlockPolicyEstimator
public:
/** Create new BlockPolicyEstimator and initialize stats tracking classes with default values */
CBlockPolicyEstimator();
+ ~CBlockPolicyEstimator();
/** Process all the transactions that have been included in a block */
void processBlock(unsigned int nBlockHeight,
std::vector<const CTxMemPoolEntry*>& entries);
- /** Process a transaction confirmed in a block*/
- bool processBlockTx(unsigned int nBlockHeight, const CTxMemPoolEntry* entry);
-
/** Process a transaction accepted to the mempool*/
void processTransaction(const CTxMemPoolEntry& entry, bool validFeeEstimate);
@@ -219,19 +112,19 @@ public:
bool removeTx(uint256 hash);
/** Return a feerate estimate */
- CFeeRate estimateFee(int confTarget);
+ CFeeRate estimateFee(int confTarget) const;
/** Estimate feerate needed to get be included in a block within
* confTarget blocks. If no answer can be given at confTarget, return an
* estimate at the lowest target where one can be given.
*/
- CFeeRate estimateSmartFee(int confTarget, int *answerFoundAtTarget, const CTxMemPool& pool);
+ CFeeRate estimateSmartFee(int confTarget, int *answerFoundAtTarget, const CTxMemPool& pool) const;
/** Write estimation data to a file */
- void Write(CAutoFile& fileout);
+ bool Write(CAutoFile& fileout) const;
/** Read estimation data from a file */
- void Read(CAutoFile& filein, int nFileVersion);
+ bool Read(CAutoFile& filein);
private:
CFeeRate minTrackedFee; //!< Passed to constructor to avoid dependency on main
@@ -247,10 +140,16 @@ private:
std::map<uint256, TxStatsInfo> mapMemPoolTxs;
/** Classes to track historical data on transaction confirmations */
- TxConfirmStats feeStats;
+ TxConfirmStats* feeStats;
unsigned int trackedTxs;
unsigned int untrackedTxs;
+
+ mutable CCriticalSection cs_feeEstimator;
+
+ /** Process a transaction confirmed in a block*/
+ bool processBlockTx(unsigned int nBlockHeight, const CTxMemPoolEntry* entry);
+
};
class FeeFilterRounder