diff options
Diffstat (limited to 'src/policy')
-rw-r--r-- | src/policy/fees.cpp | 228 | ||||
-rw-r--r-- | src/policy/fees.h | 5 |
2 files changed, 156 insertions, 77 deletions
diff --git a/src/policy/fees.cpp b/src/policy/fees.cpp index f3f7f8378e..0f3f2c63d2 100644 --- a/src/policy/fees.cpp +++ b/src/policy/fees.cpp @@ -26,8 +26,8 @@ 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 + const std::vector<double>& buckets; // The upper-bound of the range for the bucket (inclusive) + const 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 @@ -38,9 +38,11 @@ private: // 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] + 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] + std::vector<std::vector<int>> curBlockConf; // curBlockConf[Y][X] + + std::vector<std::vector<double>> failAvg; // future use // Sum the total feerate of all tx's in each bucket // Track the historical moving average of this total over blocks @@ -53,6 +55,8 @@ private: double decay; + unsigned int scale; + // 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 @@ -60,6 +64,8 @@ private: // transactions still unconfirmed after MAX_CONFIRMS for each bucket std::vector<int> oldUnconfTxs; + void resizeInMemoryCounters(size_t newbuckets); + public: /** * Create new TxConfirmStats. This is called by BlockPolicyEstimator's @@ -68,7 +74,8 @@ public: * @param maxConfirms max number of confirms to track * @param decay how much to decay the historical moving average per block */ - TxConfirmStats(const std::vector<double>& defaultBuckets, unsigned int maxConfirms, double decay); + TxConfirmStats(const std::vector<double>& defaultBuckets, const std::map<double, unsigned int>& defaultBucketMap, + unsigned int maxConfirms, double decay); /** Clear the state of the curBlock variables to start counting for the new block */ void ClearCurrent(unsigned int nBlockHeight); @@ -116,32 +123,39 @@ public: * Read saved state of estimation data from a file and replace all internal data structures and * variables with this state. */ - void Read(CAutoFile& filein); + void Read(CAutoFile& filein, int nFileVersion, size_t numBuckets); }; TxConfirmStats::TxConfirmStats(const std::vector<double>& defaultBuckets, + const std::map<double, unsigned int>& defaultBucketMap, unsigned int maxConfirms, double _decay) + : buckets(defaultBuckets), bucketMap(defaultBucketMap) { decay = _decay; - for (unsigned int i = 0; i < defaultBuckets.size(); i++) { - buckets.push_back(defaultBuckets[i]); - bucketMap[defaultBuckets[i]] = i; - } + scale = 1; confAvg.resize(maxConfirms); - curBlockConf.resize(maxConfirms); - unconfTxs.resize(maxConfirms); for (unsigned int i = 0; i < maxConfirms; i++) { confAvg[i].resize(buckets.size()); - curBlockConf[i].resize(buckets.size()); - unconfTxs[i].resize(buckets.size()); } - oldUnconfTxs.resize(buckets.size()); - curBlockTxCt.resize(buckets.size()); txCtAvg.resize(buckets.size()); - curBlockVal.resize(buckets.size()); avg.resize(buckets.size()); + + resizeInMemoryCounters(buckets.size()); +} + +void TxConfirmStats::resizeInMemoryCounters(size_t newbuckets) { + curBlockConf.resize(GetMaxConfirms()); + // newbuckets must be passed in because the buckets referred to during Read have not been updated yet. + unconfTxs.resize(GetMaxConfirms()); + for (unsigned int i = 0; i < unconfTxs.size(); i++) { + curBlockConf[i].resize(newbuckets); + unconfTxs[i].resize(newbuckets); + } + oldUnconfTxs.resize(newbuckets); + curBlockTxCt.resize(newbuckets); + curBlockVal.resize(newbuckets); } // Zero out the data for the current block @@ -283,70 +297,55 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal, void TxConfirmStats::Write(CAutoFile& fileout) const { fileout << decay; - fileout << buckets; + fileout << scale; fileout << avg; fileout << txCtAvg; fileout << confAvg; + fileout << failAvg; } -void TxConfirmStats::Read(CAutoFile& filein) +void TxConfirmStats::Read(CAutoFile& filein, int nFileVersion, size_t numBuckets) { - // Read data file into temporary variables and do some very basic sanity checking - std::vector<double> fileBuckets; - std::vector<double> fileAvg; - std::vector<std::vector<double> > fileConfAvg; - std::vector<double> fileTxCtAvg; - double fileDecay; + // Read data file and do some very basic sanity checking + // buckets and bucketMap are not updated yet, so don't access them + // If there is a read failure, we'll just discard this entire object anyway size_t maxConfirms; - size_t numBuckets; - - filein >> fileDecay; - if (fileDecay <= 0 || fileDecay >= 1) - throw std::runtime_error("Corrupt estimates file. Decay must be between 0 and 1 (non-inclusive)"); - filein >> fileBuckets; - numBuckets = fileBuckets.size(); - if (numBuckets <= 1 || numBuckets > 1000) - throw std::runtime_error("Corrupt estimates file. Must have between 2 and 1000 feerate buckets"); - filein >> fileAvg; - if (fileAvg.size() != numBuckets) + + // The current version will store the decay with each individual TxConfirmStats and also keep a scale factor + if (nFileVersion >= 149900) { + filein >> decay; + if (decay <= 0 || decay >= 1) { + throw std::runtime_error("Corrupt estimates file. Decay must be between 0 and 1 (non-inclusive)"); + } + filein >> scale; //Unused for now + } + + filein >> avg; + if (avg.size() != numBuckets) { throw std::runtime_error("Corrupt estimates file. Mismatch in feerate average bucket count"); - filein >> fileTxCtAvg; - if (fileTxCtAvg.size() != numBuckets) + } + filein >> txCtAvg; + if (txCtAvg.size() != numBuckets) { throw std::runtime_error("Corrupt estimates file. Mismatch in tx count bucket count"); - filein >> fileConfAvg; - maxConfirms = fileConfAvg.size(); - if (maxConfirms <= 0 || maxConfirms > 6 * 24 * 7) // one week + } + filein >> confAvg; + maxConfirms = confAvg.size(); + if (maxConfirms <= 0 || maxConfirms > 6 * 24 * 7) { // one week 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 feerate conf average bucket count"); } - // 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; - avg = fileAvg; - confAvg = fileConfAvg; - txCtAvg = fileTxCtAvg; - bucketMap.clear(); - - // Resize the current block variables which aren't stored in the data file - // to match the number of confirms and buckets - curBlockConf.resize(maxConfirms); for (unsigned int i = 0; i < maxConfirms; i++) { - curBlockConf[i].resize(buckets.size()); + if (confAvg[i].size() != numBuckets) { + throw std::runtime_error("Corrupt estimates file. Mismatch in feerate conf average bucket count"); + } } - curBlockTxCt.resize(buckets.size()); - curBlockVal.resize(buckets.size()); - unconfTxs.resize(maxConfirms); - for (unsigned int i = 0; i < maxConfirms; i++) { - unconfTxs[i].resize(buckets.size()); + if (nFileVersion >= 149900) { + filein >> failAvg; } - oldUnconfTxs.resize(buckets.size()); - for (unsigned int i = 0; i < buckets.size(); i++) - bucketMap[buckets[i]] = i; + // Resize the current block variables which aren't stored in the data file + // to match the number of confirms and buckets + resizeInMemoryCounters(numBuckets); LogPrint(BCLog::ESTIMATEFEE, "Reading estimates: %u buckets counting confirms up to %u blocks\n", numBuckets, maxConfirms); @@ -413,17 +412,25 @@ CBlockPolicyEstimator::CBlockPolicyEstimator() { static_assert(MIN_BUCKET_FEERATE > 0, "Min feerate must be nonzero"); minTrackedFee = CFeeRate(MIN_BUCKET_FEERATE); - std::vector<double> vfeelist; - for (double bucketBoundary = minTrackedFee.GetFeePerK(); bucketBoundary <= MAX_BUCKET_FEERATE; bucketBoundary *= FEE_SPACING) { - vfeelist.push_back(bucketBoundary); + size_t bucketIndex = 0; + for (double bucketBoundary = minTrackedFee.GetFeePerK(); bucketBoundary <= MAX_BUCKET_FEERATE; bucketBoundary *= FEE_SPACING, bucketIndex++) { + buckets.push_back(bucketBoundary); + bucketMap[bucketBoundary] = bucketIndex; } - vfeelist.push_back(INF_FEERATE); - feeStats = new TxConfirmStats(vfeelist, MAX_BLOCK_CONFIRMS, DEFAULT_DECAY); + buckets.push_back(INF_FEERATE); + 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); } CBlockPolicyEstimator::~CBlockPolicyEstimator() { delete feeStats; + delete shortStats; + delete longStats; } void CBlockPolicyEstimator::processTransaction(const CTxMemPoolEntry& entry, bool validFeeEstimate) @@ -580,10 +587,15 @@ bool CBlockPolicyEstimator::Write(CAutoFile& fileout) const { try { LOCK(cs_feeEstimator); - fileout << 139900; // version required to read: 0.13.99 or later + fileout << 149900; // version required to read: 0.14.99 or later fileout << CLIENT_VERSION; // version that wrote the file fileout << nBestSeenHeight; + unsigned int future1 = 0, future2 = 0; + fileout << future1 << future2; + fileout << buckets; feeStats->Write(fileout); + shortStats->Write(fileout); + longStats->Write(fileout); } catch (const std::exception&) { LogPrintf("CBlockPolicyEstimator::Write(): unable to read policy estimator data (non-fatal)\n"); @@ -596,17 +608,79 @@ bool CBlockPolicyEstimator::Read(CAutoFile& filein) { try { LOCK(cs_feeEstimator); - int nVersionRequired, nVersionThatWrote, nFileBestSeenHeight; + int nVersionRequired, nVersionThatWrote; + unsigned int nFileBestSeenHeight; filein >> nVersionRequired >> nVersionThatWrote; if (nVersionRequired > CLIENT_VERSION) return error("CBlockPolicyEstimator::Read(): up-version (%d) fee estimate file", nVersionRequired); + + // Read fee estimates file into temporary variables so existing data + // structures aren't corrupted if there is an exception. filein >> nFileBestSeenHeight; - feeStats->Read(filein); - nBestSeenHeight = nFileBestSeenHeight; - // if nVersionThatWrote < 139900 then another TxConfirmStats (for priority) follows but can be ignored. + + if (nVersionThatWrote < 149900) { + // Read the old fee estimates file for temporary use, but then discard. Will start collecting data from scratch. + // decay is stored before buckets in old versions, so pre-read decay and pass into TxConfirmStats constructor + double tempDecay; + filein >> tempDecay; + if (tempDecay <= 0 || tempDecay >= 1) + throw std::runtime_error("Corrupt estimates file. Decay must be between 0 and 1 (non-inclusive)"); + + std::vector<double> tempBuckets; + filein >> tempBuckets; + size_t tempNum = tempBuckets.size(); + if (tempNum <= 1 || tempNum > 1000) + throw std::runtime_error("Corrupt estimates file. Must have between 2 and 1000 feerate buckets"); + + std::map<double, unsigned int> tempMap; + + std::unique_ptr<TxConfirmStats> tempFeeStats(new TxConfirmStats(tempBuckets, tempMap, MAX_BLOCK_CONFIRMS, tempDecay)); + tempFeeStats->Read(filein, nVersionThatWrote, tempNum); + // if nVersionThatWrote < 139900 then another TxConfirmStats (for priority) follows but can be ignored. + + tempMap.clear(); + for (unsigned int i = 0; i < tempBuckets.size(); i++) { + tempMap[tempBuckets[i]] = i; + } + } + else { // nVersionThatWrote >= 149900 + unsigned int future1, future2; + filein >> future1 >> future2; + + std::vector<double> fileBuckets; + filein >> fileBuckets; + size_t numBuckets = fileBuckets.size(); + 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)); + fileFeeStats->Read(filein, nVersionThatWrote, numBuckets); + fileShortStats->Read(filein, nVersionThatWrote, numBuckets); + fileLongStats->Read(filein, nVersionThatWrote, numBuckets); + + // Fee estimates file parsed correctly + // Copy buckets from file and refresh our bucketmap + buckets = fileBuckets; + bucketMap.clear(); + for (unsigned int i = 0; i < buckets.size(); i++) { + bucketMap[buckets[i]] = i; + } + + // Destroy old TxConfirmStats and point to new ones that already reference buckets and bucketMap + delete feeStats; + delete shortStats; + delete longStats; + feeStats = fileFeeStats.release(); + shortStats = fileShortStats.release(); + longStats = fileLongStats.release(); + + nBestSeenHeight = nFileBestSeenHeight; + } } - catch (const std::exception&) { - LogPrintf("CBlockPolicyEstimator::Read(): unable to read policy estimator data (non-fatal)\n"); + catch (const std::exception& e) { + LogPrintf("CBlockPolicyEstimator::Read(): unable to read policy estimator data (non-fatal): %s\n",e.what()); return false; } return true; diff --git a/src/policy/fees.h b/src/policy/fees.h index 34f07c7270..7aaba7d7d5 100644 --- a/src/policy/fees.h +++ b/src/policy/fees.h @@ -141,10 +141,15 @@ private: /** Classes to track historical data on transaction confirmations */ TxConfirmStats* feeStats; + TxConfirmStats* shortStats; + TxConfirmStats* longStats; unsigned int trackedTxs; unsigned int untrackedTxs; + 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 + mutable CCriticalSection cs_feeEstimator; /** Process a transaction confirmed in a block*/ |