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-rw-r--r--src/policy/fees.cpp90
-rw-r--r--src/policy/fees.h34
2 files changed, 97 insertions, 27 deletions
diff --git a/src/policy/fees.cpp b/src/policy/fees.cpp
index 3c3a2fb651..771491770e 100644
--- a/src/policy/fees.cpp
+++ b/src/policy/fees.cpp
@@ -16,6 +16,26 @@
static constexpr double INF_FEERATE = 1e99;
+std::string StringForFeeReason(FeeReason reason) {
+ static const std::map<FeeReason, std::string> fee_reason_strings = {
+ {FeeReason::NONE, "None"},
+ {FeeReason::HALF_ESTIMATE, "Half Target 60% Threshold"},
+ {FeeReason::FULL_ESTIMATE, "Target 85% Threshold"},
+ {FeeReason::DOUBLE_ESTIMATE, "Double Target 95% Threshold"},
+ {FeeReason::CONSERVATIVE, "Conservative Double Target longer horizon"},
+ {FeeReason::MEMPOOL_MIN, "Mempool Min Fee"},
+ {FeeReason::PAYTXFEE, "PayTxFee set"},
+ {FeeReason::FALLBACK, "Fallback fee"},
+ {FeeReason::REQUIRED, "Minimum Required Fee"},
+ {FeeReason::MAXTXFEE, "MaxTxFee limit"}
+ };
+ auto reason_string = fee_reason_strings.find(reason);
+
+ if (reason_string == fee_reason_strings.end()) return "Unknown";
+
+ return reason_string->second;
+}
+
/**
* 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
@@ -698,31 +718,36 @@ unsigned int CBlockPolicyEstimator::MaxUsableEstimate() const
* time horizon which tracks confirmations up to the desired target. If
* checkShorterHorizon is requested, also allow short time horizon estimates
* for a lower target to reduce the given answer */
-double CBlockPolicyEstimator::estimateCombinedFee(unsigned int confTarget, double successThreshold, bool checkShorterHorizon) const
+double CBlockPolicyEstimator::estimateCombinedFee(unsigned int confTarget, double successThreshold, bool checkShorterHorizon, EstimationResult *result) const
{
double estimate = -1;
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);
+ estimate = shortStats->EstimateMedianVal(confTarget, SUFFICIENT_TXS_SHORT, successThreshold, true, nBestSeenHeight, result);
}
else if (confTarget <= feeStats->GetMaxConfirms()) { // medium horizon
- estimate = feeStats->EstimateMedianVal(confTarget, SUFFICIENT_FEETXS, successThreshold, true, nBestSeenHeight);
+ estimate = feeStats->EstimateMedianVal(confTarget, SUFFICIENT_FEETXS, successThreshold, true, nBestSeenHeight, result);
}
else { // long horizon
- estimate = longStats->EstimateMedianVal(confTarget, SUFFICIENT_FEETXS, successThreshold, true, nBestSeenHeight);
+ estimate = longStats->EstimateMedianVal(confTarget, SUFFICIENT_FEETXS, successThreshold, true, 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);
- if (medMax > 0 && (estimate == -1 || medMax < estimate))
+ double medMax = feeStats->EstimateMedianVal(feeStats->GetMaxConfirms(), SUFFICIENT_FEETXS, successThreshold, true, 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);
- if (shortMax > 0 && (estimate == -1 || shortMax < estimate))
+ double shortMax = shortStats->EstimateMedianVal(shortStats->GetMaxConfirms(), SUFFICIENT_TXS_SHORT, successThreshold, true, nBestSeenHeight, &tempResult);
+ if (shortMax > 0 && (estimate == -1 || shortMax < estimate)) {
estimate = shortMax;
+ if (result) *result = tempResult;
+ }
}
}
}
@@ -732,16 +757,18 @@ double CBlockPolicyEstimator::estimateCombinedFee(unsigned int confTarget, doubl
/** Ensure that for a conservative estimate, the DOUBLE_SUCCESS_PCT is also met
* at 2 * target for any longer time horizons.
*/
-double CBlockPolicyEstimator::estimateConservativeFee(unsigned int doubleTarget) const
+double CBlockPolicyEstimator::estimateConservativeFee(unsigned int doubleTarget, EstimationResult *result) const
{
double estimate = -1;
+ EstimationResult tempResult;
if (doubleTarget <= shortStats->GetMaxConfirms()) {
- estimate = feeStats->EstimateMedianVal(doubleTarget, SUFFICIENT_FEETXS, DOUBLE_SUCCESS_PCT, true, nBestSeenHeight);
+ estimate = feeStats->EstimateMedianVal(doubleTarget, SUFFICIENT_FEETXS, DOUBLE_SUCCESS_PCT, true, nBestSeenHeight, result);
}
if (doubleTarget <= feeStats->GetMaxConfirms()) {
- double longEstimate = longStats->EstimateMedianVal(doubleTarget, SUFFICIENT_FEETXS, DOUBLE_SUCCESS_PCT, true, nBestSeenHeight);
+ double longEstimate = longStats->EstimateMedianVal(doubleTarget, SUFFICIENT_FEETXS, DOUBLE_SUCCESS_PCT, true, nBestSeenHeight, &tempResult);
if (longEstimate > estimate) {
estimate = longEstimate;
+ if (result) *result = tempResult;
}
}
return estimate;
@@ -754,12 +781,15 @@ double CBlockPolicyEstimator::estimateConservativeFee(unsigned int doubleTarget)
* estimates, however, required the 95% threshold at 2 * target be met for any
* longer time horizons also.
*/
-CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoundAtTarget, const CTxMemPool& pool, bool conservative) const
+CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, FeeCalculation *feeCalc, const CTxMemPool& pool, bool conservative) const
{
- if (answerFoundAtTarget)
- *answerFoundAtTarget = confTarget;
+ if (feeCalc) {
+ feeCalc->desiredTarget = confTarget;
+ feeCalc->returnedTarget = confTarget;
+ }
double median = -1;
+ EstimationResult tempResult;
{
LOCK(cs_feeEstimator);
@@ -780,7 +810,6 @@ CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoun
}
assert(confTarget > 0); //estimateCombinedFee and estimateConservativeFee take unsigned ints
-
/** true is passed to estimateCombined fee for target/2 and target so
* that we check the max confirms for shorter time horizons as well.
* This is necessary to preserve monotonically increasing estimates.
@@ -791,32 +820,49 @@ CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoun
* the purpose of conservative estimates is not to let short term
* fluctuations lower our estimates by too much.
*/
- double halfEst = estimateCombinedFee(confTarget/2, HALF_SUCCESS_PCT, true);
- double actualEst = estimateCombinedFee(confTarget, SUCCESS_PCT, true);
- double doubleEst = estimateCombinedFee(2 * confTarget, DOUBLE_SUCCESS_PCT, !conservative);
+ double halfEst = estimateCombinedFee(confTarget/2, HALF_SUCCESS_PCT, true, &tempResult);
+ if (feeCalc) {
+ feeCalc->est = tempResult;
+ feeCalc->reason = FeeReason::HALF_ESTIMATE;
+ }
median = halfEst;
+ double actualEst = estimateCombinedFee(confTarget, SUCCESS_PCT, true, &tempResult);
if (actualEst > median) {
median = actualEst;
+ if (feeCalc) {
+ feeCalc->est = tempResult;
+ feeCalc->reason = FeeReason::FULL_ESTIMATE;
+ }
}
+ double doubleEst = estimateCombinedFee(2 * confTarget, DOUBLE_SUCCESS_PCT, !conservative, &tempResult);
if (doubleEst > median) {
median = doubleEst;
+ if (feeCalc) {
+ feeCalc->est = tempResult;
+ feeCalc->reason = FeeReason::DOUBLE_ESTIMATE;
+ }
}
if (conservative || median == -1) {
- double consEst = estimateConservativeFee(2 * confTarget);
+ double consEst = estimateConservativeFee(2 * confTarget, &tempResult);
if (consEst > median) {
median = consEst;
+ if (feeCalc) {
+ feeCalc->est = tempResult;
+ feeCalc->reason = FeeReason::CONSERVATIVE;
+ }
}
}
} // Must unlock cs_feeEstimator before taking mempool locks
- if (answerFoundAtTarget)
- *answerFoundAtTarget = confTarget;
+ if (feeCalc) feeCalc->returnedTarget = confTarget;
// 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)
+ if (minPoolFee > 0 && minPoolFee > median) {
+ if (feeCalc) feeCalc->reason = FeeReason::MEMPOOL_MIN;
return CFeeRate(minPoolFee);
+ }
if (median < 0)
return CFeeRate(0);
diff --git a/src/policy/fees.h b/src/policy/fees.h
index e99fec2c39..7125a74f03 100644
--- a/src/policy/fees.h
+++ b/src/policy/fees.h
@@ -74,6 +74,22 @@ enum FeeEstimateHorizon {
LONG_HALFLIFE = 2
};
+/* Enumeration of reason for returned fee estimate */
+enum class FeeReason {
+ NONE,
+ HALF_ESTIMATE,
+ FULL_ESTIMATE,
+ DOUBLE_ESTIMATE,
+ CONSERVATIVE,
+ MEMPOOL_MIN,
+ PAYTXFEE,
+ FALLBACK,
+ REQUIRED,
+ MAXTXFEE,
+};
+
+std::string StringForFeeReason(FeeReason reason);
+
/* Used to return detailed information about a feerate bucket */
struct EstimatorBucket
{
@@ -90,8 +106,16 @@ struct EstimationResult
{
EstimatorBucket pass;
EstimatorBucket fail;
- double decay;
- unsigned int scale;
+ double decay = 0;
+ unsigned int scale = 0;
+};
+
+struct FeeCalculation
+{
+ EstimationResult est;
+ FeeReason reason = FeeReason::NONE;
+ int desiredTarget = 0;
+ int returnedTarget = 0;
};
/**
@@ -173,7 +197,7 @@ public:
* the closest target where one can be given. 'conservative' estimates are
* valid over longer time horizons also.
*/
- CFeeRate estimateSmartFee(int confTarget, int *answerFoundAtTarget, const CTxMemPool& pool, bool conservative = true) const;
+ CFeeRate estimateSmartFee(int confTarget, FeeCalculation *feeCalc, const CTxMemPool& pool, bool conservative = true) const;
/** Return a specific fee estimate calculation with a given success
* threshold and time horizon, and optionally return detailed data about
@@ -223,9 +247,9 @@ private:
bool processBlockTx(unsigned int nBlockHeight, const CTxMemPoolEntry* entry);
/** Helper for estimateSmartFee */
- double estimateCombinedFee(unsigned int confTarget, double successThreshold, bool checkShorterHorizon) const;
+ double estimateCombinedFee(unsigned int confTarget, double successThreshold, bool checkShorterHorizon, EstimationResult *result) const;
/** Helper for estimateSmartFee */
- double estimateConservativeFee(unsigned int doubleTarget) const;
+ double estimateConservativeFee(unsigned int doubleTarget, EstimationResult *result) const;
/** Number of blocks of data recorded while fee estimates have been running */
unsigned int BlockSpan() const;
/** Number of blocks of recorded fee estimate data represented in saved data file */
generated by cgit v1.2.3 (git 2.26.2) at 2024-11-09 22:50:38 +0000