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-rw-r--r--src/policy/fees.cpp228
-rw-r--r--src/policy/fees.h5
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*/
generated by cgit v1.2.3 (git 2.26.2) at 2024-09-12 09:14:06 +0000