diff options
Diffstat (limited to 'src/policy')
-rw-r--r-- | src/policy/feerate.cpp | 2 | ||||
-rw-r--r-- | src/policy/feerate.h | 2 | ||||
-rw-r--r-- | src/policy/fees.cpp | 2 | ||||
-rw-r--r-- | src/policy/fees.h | 92 | ||||
-rw-r--r-- | src/policy/policy.cpp | 25 | ||||
-rw-r--r-- | src/policy/policy.h | 2 | ||||
-rw-r--r-- | src/policy/rbf.cpp | 2 | ||||
-rw-r--r-- | src/policy/rbf.h | 2 |
8 files changed, 62 insertions, 67 deletions
diff --git a/src/policy/feerate.cpp b/src/policy/feerate.cpp index a560815491..14be6192fe 100644 --- a/src/policy/feerate.cpp +++ b/src/policy/feerate.cpp @@ -1,5 +1,5 @@ // Copyright (c) 2009-2010 Satoshi Nakamoto -// Copyright (c) 2009-2017 The Bitcoin Core developers +// Copyright (c) 2009-2018 The Bitcoin Core developers // Distributed under the MIT software license, see the accompanying // file COPYING or http://www.opensource.org/licenses/mit-license.php. diff --git a/src/policy/feerate.h b/src/policy/feerate.h index eed77d5030..85d7d22b4f 100644 --- a/src/policy/feerate.h +++ b/src/policy/feerate.h @@ -1,5 +1,5 @@ // Copyright (c) 2009-2010 Satoshi Nakamoto -// Copyright (c) 2009-2017 The Bitcoin Core developers +// Copyright (c) 2009-2018 The Bitcoin Core developers // Distributed under the MIT software license, see the accompanying // file COPYING or http://www.opensource.org/licenses/mit-license.php. diff --git a/src/policy/fees.cpp b/src/policy/fees.cpp index 79b450e3e6..aee6fbee1a 100644 --- a/src/policy/fees.cpp +++ b/src/policy/fees.cpp @@ -1,5 +1,5 @@ // Copyright (c) 2009-2010 Satoshi Nakamoto -// Copyright (c) 2009-2017 The Bitcoin Core developers +// Copyright (c) 2009-2018 The Bitcoin Core developers // Distributed under the MIT software license, see the accompanying // file COPYING or http://www.opensource.org/licenses/mit-license.php. diff --git a/src/policy/fees.h b/src/policy/fees.h index 8c34bee237..2733c5a7de 100644 --- a/src/policy/fees.h +++ b/src/policy/fees.h @@ -1,5 +1,5 @@ // Copyright (c) 2009-2010 Satoshi Nakamoto -// Copyright (c) 2009-2017 The Bitcoin Core developers +// Copyright (c) 2009-2018 The Bitcoin Core developers // Distributed under the MIT software license, see the accompanying // file COPYING or http://www.opensource.org/licenses/mit-license.php. #ifndef BITCOIN_POLICY_FEES_H @@ -22,51 +22,6 @@ class CTxMemPoolEntry; class CTxMemPool; class TxConfirmStats; -/** \class CBlockPolicyEstimator - * The BlockPolicyEstimator is used for estimating the feerate needed - * for a transaction to be included in a block within a certain number of - * blocks. - * - * At a high level the algorithm works by grouping transactions into buckets - * based on having similar feerates and then tracking how long it - * takes transactions in the various buckets to be mined. It operates under - * the assumption that in general transactions of higher feerate will be - * included in blocks before transactions of lower feerate. So for - * example if you wanted to know what feerate you should put on a transaction to - * be included in a block within the next 5 blocks, you would start by looking - * at the bucket with the highest feerate transactions and verifying that a - * sufficiently high percentage of them were confirmed within 5 blocks and - * then you would look at the next highest feerate bucket, and so on, stopping at - * the last bucket to pass the test. The average feerate of transactions in this - * bucket will give you an indication of the lowest feerate you can put on a - * transaction and still have a sufficiently high chance of being confirmed - * within your desired 5 blocks. - * - * Here is a brief description of the implementation: - * When a transaction enters the mempool, we track the height of the block chain - * at entry. All further calculations are conducted only on this set of "seen" - * transactions. Whenever a block comes in, we count the number of transactions - * in each bucket and the total amount of feerate paid in each bucket. Then we - * calculate how many blocks Y it took each transaction to be mined. We convert - * from a number of blocks to a number of periods Y' each encompassing "scale" - * blocks. This is tracked in 3 different data sets each up to a maximum - * number of periods. Within each data set we have an array of counters in each - * feerate bucket and we increment all the counters from Y' up to max periods - * representing that a tx was successfully confirmed in less than or equal to - * that many periods. We want to save a history of this information, so at any - * time we have a counter of the total number of transactions that happened in a - * given feerate bucket and the total number that were confirmed in each of the - * periods or less for any bucket. We save this history by keeping an - * exponentially decaying moving average of each one of these stats. This is - * done for a different decay in each of the 3 data sets to keep relevant data - * from different time horizons. Furthermore we also keep track of the number - * unmined (in mempool or left mempool without being included in a block) - * transactions in each bucket and for how many blocks they have been - * outstanding and use both of these numbers to increase the number of transactions - * we've seen in that feerate bucket when calculating an estimate for any number - * of confirmations below the number of blocks they've been outstanding. - */ - /* Identifier for each of the 3 different TxConfirmStats which will track * history over different time horizons. */ enum class FeeEstimateHorizon { @@ -130,7 +85,50 @@ struct FeeCalculation int returnedTarget = 0; }; -/** +/** \class CBlockPolicyEstimator + * The BlockPolicyEstimator is used for estimating the feerate needed + * for a transaction to be included in a block within a certain number of + * blocks. + * + * At a high level the algorithm works by grouping transactions into buckets + * based on having similar feerates and then tracking how long it + * takes transactions in the various buckets to be mined. It operates under + * the assumption that in general transactions of higher feerate will be + * included in blocks before transactions of lower feerate. So for + * example if you wanted to know what feerate you should put on a transaction to + * be included in a block within the next 5 blocks, you would start by looking + * at the bucket with the highest feerate transactions and verifying that a + * sufficiently high percentage of them were confirmed within 5 blocks and + * then you would look at the next highest feerate bucket, and so on, stopping at + * the last bucket to pass the test. The average feerate of transactions in this + * bucket will give you an indication of the lowest feerate you can put on a + * transaction and still have a sufficiently high chance of being confirmed + * within your desired 5 blocks. + * + * Here is a brief description of the implementation: + * When a transaction enters the mempool, we track the height of the block chain + * at entry. All further calculations are conducted only on this set of "seen" + * transactions. Whenever a block comes in, we count the number of transactions + * in each bucket and the total amount of feerate paid in each bucket. Then we + * calculate how many blocks Y it took each transaction to be mined. We convert + * from a number of blocks to a number of periods Y' each encompassing "scale" + * blocks. This is tracked in 3 different data sets each up to a maximum + * number of periods. Within each data set we have an array of counters in each + * feerate bucket and we increment all the counters from Y' up to max periods + * representing that a tx was successfully confirmed in less than or equal to + * that many periods. We want to save a history of this information, so at any + * time we have a counter of the total number of transactions that happened in a + * given feerate bucket and the total number that were confirmed in each of the + * periods or less for any bucket. We save this history by keeping an + * exponentially decaying moving average of each one of these stats. This is + * done for a different decay in each of the 3 data sets to keep relevant data + * from different time horizons. Furthermore we also keep track of the number + * unmined (in mempool or left mempool without being included in a block) + * transactions in each bucket and for how many blocks they have been + * outstanding and use both of these numbers to increase the number of transactions + * we've seen in that feerate bucket when calculating an estimate for any number + * of confirmations below the number of blocks they've been outstanding. + * * We want to be able to estimate feerates that are needed on tx's to be included in * a certain number of blocks. Every time a block is added to the best chain, this class records * stats on the transactions included in that block diff --git a/src/policy/policy.cpp b/src/policy/policy.cpp index 3a592e40d3..47d6644551 100644 --- a/src/policy/policy.cpp +++ b/src/policy/policy.cpp @@ -1,5 +1,5 @@ // Copyright (c) 2009-2010 Satoshi Nakamoto -// Copyright (c) 2009-2017 The Bitcoin Core developers +// Copyright (c) 2009-2018 The Bitcoin Core developers // Distributed under the MIT software license, see the accompanying // file COPYING or http://www.opensource.org/licenses/mit-license.php. @@ -57,11 +57,11 @@ bool IsDust(const CTxOut& txout, const CFeeRate& dustRelayFeeIn) bool IsStandard(const CScript& scriptPubKey, txnouttype& whichType) { std::vector<std::vector<unsigned char> > vSolutions; - if (!Solver(scriptPubKey, whichType, vSolutions)) - return false; + whichType = Solver(scriptPubKey, vSolutions); - if (whichType == TX_MULTISIG) - { + if (whichType == TX_NONSTANDARD || whichType == TX_WITNESS_UNKNOWN) { + return false; + } else if (whichType == TX_MULTISIG) { unsigned char m = vSolutions.front()[0]; unsigned char n = vSolutions.back()[0]; // Support up to x-of-3 multisig txns as standard @@ -70,10 +70,11 @@ bool IsStandard(const CScript& scriptPubKey, txnouttype& whichType) if (m < 1 || m > n) return false; } else if (whichType == TX_NULL_DATA && - (!fAcceptDatacarrier || scriptPubKey.size() > nMaxDatacarrierBytes)) + (!fAcceptDatacarrier || scriptPubKey.size() > nMaxDatacarrierBytes)) { return false; + } - return whichType != TX_NONSTANDARD && whichType != TX_WITNESS_UNKNOWN; + return true; } bool IsStandardTx(const CTransaction& tx, std::string& reason) @@ -166,14 +167,10 @@ bool AreInputsStandard(const CTransaction& tx, const CCoinsViewCache& mapInputs) const CTxOut& prev = mapInputs.AccessCoin(tx.vin[i].prevout).out; std::vector<std::vector<unsigned char> > vSolutions; - txnouttype whichType; - // get the scriptPubKey corresponding to this input: - const CScript& prevScript = prev.scriptPubKey; - if (!Solver(prevScript, whichType, vSolutions)) + txnouttype whichType = Solver(prev.scriptPubKey, vSolutions); + if (whichType == TX_NONSTANDARD) { return false; - - if (whichType == TX_SCRIPTHASH) - { + } else if (whichType == TX_SCRIPTHASH) { std::vector<std::vector<unsigned char> > stack; // convert the scriptSig into a stack, so we can inspect the redeemScript if (!EvalScript(stack, tx.vin[i].scriptSig, SCRIPT_VERIFY_NONE, BaseSignatureChecker(), SigVersion::BASE)) diff --git a/src/policy/policy.h b/src/policy/policy.h index 035627bd60..3d47ac1267 100644 --- a/src/policy/policy.h +++ b/src/policy/policy.h @@ -1,5 +1,5 @@ // Copyright (c) 2009-2010 Satoshi Nakamoto -// Copyright (c) 2009-2017 The Bitcoin Core developers +// Copyright (c) 2009-2018 The Bitcoin Core developers // Distributed under the MIT software license, see the accompanying // file COPYING or http://www.opensource.org/licenses/mit-license.php. diff --git a/src/policy/rbf.cpp b/src/policy/rbf.cpp index 81b2a7fadc..18f9c0c2a8 100644 --- a/src/policy/rbf.cpp +++ b/src/policy/rbf.cpp @@ -1,4 +1,4 @@ -// Copyright (c) 2016-2017 The Bitcoin Core developers +// Copyright (c) 2016-2018 The Bitcoin Core developers // Distributed under the MIT software license, see the accompanying // file COPYING or http://www.opensource.org/licenses/mit-license.php. diff --git a/src/policy/rbf.h b/src/policy/rbf.h index c0a25f75b5..581f489e12 100644 --- a/src/policy/rbf.h +++ b/src/policy/rbf.h @@ -1,4 +1,4 @@ -// Copyright (c) 2016-2017 The Bitcoin Core developers +// Copyright (c) 2016-2018 The Bitcoin Core developers // Distributed under the MIT software license, see the accompanying // file COPYING or http://www.opensource.org/licenses/mit-license.php. |