diff options
Diffstat (limited to 'src/txmempool.cpp')
| -rw-r--r-- | src/txmempool.cpp | 382 |
1 files changed, 29 insertions, 353 deletions
diff --git a/src/txmempool.cpp b/src/txmempool.cpp index 85ea3f77b5..53992b80da 100644 --- a/src/txmempool.cpp +++ b/src/txmempool.cpp @@ -7,28 +7,27 @@ #include "clientversion.h" #include "main.h" +#include "policy/fees.h" #include "streams.h" #include "util.h" #include "utilmoneystr.h" #include "version.h" -#include <boost/circular_buffer.hpp> - using namespace std; CTxMemPoolEntry::CTxMemPoolEntry(): - nFee(0), nTxSize(0), nModSize(0), nTime(0), dPriority(0.0) + nFee(0), nTxSize(0), nModSize(0), nTime(0), dPriority(0.0), hadNoDependencies(false) { nHeight = MEMPOOL_HEIGHT; } CTxMemPoolEntry::CTxMemPoolEntry(const CTransaction& _tx, const CAmount& _nFee, int64_t _nTime, double _dPriority, - unsigned int _nHeight): - tx(_tx), nFee(_nFee), nTime(_nTime), dPriority(_dPriority), nHeight(_nHeight) + unsigned int _nHeight, bool poolHasNoInputsOf): + tx(_tx), nFee(_nFee), nTime(_nTime), dPriority(_dPriority), nHeight(_nHeight), + hadNoDependencies(poolHasNoInputsOf) { nTxSize = ::GetSerializeSize(tx, SER_NETWORK, PROTOCOL_VERSION); - nModSize = tx.CalculateModifiedSize(nTxSize); } @@ -46,346 +45,15 @@ CTxMemPoolEntry::GetPriority(unsigned int currentHeight) const return dResult; } -/** - * Keep track of fee/priority for transactions confirmed within N blocks - */ -class CBlockAverage -{ -private: - boost::circular_buffer<CFeeRate> feeSamples; - boost::circular_buffer<double> prioritySamples; - - template<typename T> std::vector<T> buf2vec(boost::circular_buffer<T> buf) const - { - std::vector<T> vec(buf.begin(), buf.end()); - return vec; - } - -public: - CBlockAverage() : feeSamples(100), prioritySamples(100) { } - - void RecordFee(const CFeeRate& feeRate) { - feeSamples.push_back(feeRate); - } - - void RecordPriority(double priority) { - prioritySamples.push_back(priority); - } - - size_t FeeSamples() const { return feeSamples.size(); } - size_t GetFeeSamples(std::vector<CFeeRate>& insertInto) const - { - BOOST_FOREACH(const CFeeRate& f, feeSamples) - insertInto.push_back(f); - return feeSamples.size(); - } - size_t PrioritySamples() const { return prioritySamples.size(); } - size_t GetPrioritySamples(std::vector<double>& insertInto) const - { - BOOST_FOREACH(double d, prioritySamples) - insertInto.push_back(d); - return prioritySamples.size(); - } - - /** - * Used as belt-and-suspenders check when reading to detect - * file corruption - */ - static bool AreSane(const CFeeRate fee, const CFeeRate& minRelayFee) - { - if (fee < CFeeRate(0)) - return false; - if (fee.GetFeePerK() > minRelayFee.GetFeePerK() * 10000) - return false; - return true; - } - static bool AreSane(const std::vector<CFeeRate>& vecFee, const CFeeRate& minRelayFee) - { - BOOST_FOREACH(CFeeRate fee, vecFee) - { - if (!AreSane(fee, minRelayFee)) - return false; - } - return true; - } - static bool AreSane(const double priority) - { - return priority >= 0; - } - static bool AreSane(const std::vector<double> vecPriority) - { - BOOST_FOREACH(double priority, vecPriority) - { - if (!AreSane(priority)) - return false; - } - return true; - } - - void Write(CAutoFile& fileout) const - { - std::vector<CFeeRate> vecFee = buf2vec(feeSamples); - fileout << vecFee; - std::vector<double> vecPriority = buf2vec(prioritySamples); - fileout << vecPriority; - } - - void Read(CAutoFile& filein, const CFeeRate& minRelayFee) { - std::vector<CFeeRate> vecFee; - filein >> vecFee; - if (AreSane(vecFee, minRelayFee)) - feeSamples.insert(feeSamples.end(), vecFee.begin(), vecFee.end()); - else - throw runtime_error("Corrupt fee value in estimates file."); - std::vector<double> vecPriority; - filein >> vecPriority; - if (AreSane(vecPriority)) - prioritySamples.insert(prioritySamples.end(), vecPriority.begin(), vecPriority.end()); - else - throw runtime_error("Corrupt priority value in estimates file."); - if (feeSamples.size() + prioritySamples.size() > 0) - LogPrint("estimatefee", "Read %d fee samples and %d priority samples\n", - feeSamples.size(), prioritySamples.size()); - } -}; - -class CMinerPolicyEstimator -{ -private: - /** - * Records observed averages transactions that confirmed within one block, two blocks, - * three blocks etc. - */ - std::vector<CBlockAverage> history; - std::vector<CFeeRate> sortedFeeSamples; - std::vector<double> sortedPrioritySamples; - - int nBestSeenHeight; - - /** - * nBlocksAgo is 0 based, i.e. transactions that confirmed in the highest seen block are - * nBlocksAgo == 0, transactions in the block before that are nBlocksAgo == 1 etc. - */ - void seenTxConfirm(const CFeeRate& feeRate, const CFeeRate& minRelayFee, double dPriority, int nBlocksAgo) - { - // Last entry records "everything else". - int nBlocksTruncated = min(nBlocksAgo, (int) history.size() - 1); - assert(nBlocksTruncated >= 0); - - // We need to guess why the transaction was included in a block-- either - // because it is high-priority or because it has sufficient fees. - bool sufficientFee = (feeRate > minRelayFee); - bool sufficientPriority = AllowFree(dPriority); - const char* assignedTo = "unassigned"; - if (sufficientFee && !sufficientPriority && CBlockAverage::AreSane(feeRate, minRelayFee)) - { - history[nBlocksTruncated].RecordFee(feeRate); - assignedTo = "fee"; - } - else if (sufficientPriority && !sufficientFee && CBlockAverage::AreSane(dPriority)) - { - history[nBlocksTruncated].RecordPriority(dPriority); - assignedTo = "priority"; - } - else - { - // Neither or both fee and priority sufficient to get confirmed: - // don't know why they got confirmed. - } - LogPrint("estimatefee", "Seen TX confirm: %s: %s fee/%g priority, took %d blocks\n", - assignedTo, feeRate.ToString(), dPriority, nBlocksAgo); - } - -public: - CMinerPolicyEstimator(int nEntries) : nBestSeenHeight(0) - { - history.resize(nEntries); - } - - void seenBlock(const std::vector<CTxMemPoolEntry>& entries, int nBlockHeight, const CFeeRate minRelayFee) - { - if (nBlockHeight <= nBestSeenHeight) - { - // Ignore side chains and re-orgs; assuming they are random - // they don't affect the estimate. - // And if an attacker can re-org the chain at will, then - // you've got much bigger problems than "attacker can influence - // transaction fees." - return; - } - nBestSeenHeight = nBlockHeight; - - // Fill up the history buckets based on how long transactions took - // to confirm. - std::vector<std::vector<const CTxMemPoolEntry*> > entriesByConfirmations; - entriesByConfirmations.resize(history.size()); - BOOST_FOREACH(const CTxMemPoolEntry& entry, entries) - { - // How many blocks did it take for miners to include this transaction? - int delta = nBlockHeight - entry.GetHeight(); - if (delta <= 0) - { - // Re-org made us lose height, this should only happen if we happen - // to re-org on a difficulty transition point: very rare! - continue; - } - if ((delta-1) >= (int)history.size()) - delta = history.size(); // Last bucket is catch-all - entriesByConfirmations.at(delta-1).push_back(&entry); - } - for (size_t i = 0; i < entriesByConfirmations.size(); i++) - { - std::vector<const CTxMemPoolEntry*> &e = entriesByConfirmations.at(i); - // Insert at most 10 random entries per bucket, otherwise a single block - // can dominate an estimate: - if (e.size() > 10) { - std::random_shuffle(e.begin(), e.end()); - e.resize(10); - } - BOOST_FOREACH(const CTxMemPoolEntry* entry, e) - { - // Fees are stored and reported as BTC-per-kb: - CFeeRate feeRate(entry->GetFee(), entry->GetTxSize()); - double dPriority = entry->GetPriority(entry->GetHeight()); // Want priority when it went IN - seenTxConfirm(feeRate, minRelayFee, dPriority, i); - } - } - - // After new samples are added, we have to clear the sorted lists, - // so they'll be resorted the next time someone asks for an estimate - sortedFeeSamples.clear(); - sortedPrioritySamples.clear(); - - for (size_t i = 0; i < history.size(); i++) { - if (history[i].FeeSamples() + history[i].PrioritySamples() > 0) - LogPrint("estimatefee", "estimates: for confirming within %d blocks based on %d/%d samples, fee=%s, prio=%g\n", - i, - history[i].FeeSamples(), history[i].PrioritySamples(), - estimateFee(i+1).ToString(), estimatePriority(i+1)); - } - } - - /** - * Can return CFeeRate(0) if we don't have any data for that many blocks back. nBlocksToConfirm is 1 based. - */ - CFeeRate estimateFee(int nBlocksToConfirm) - { - nBlocksToConfirm--; - - if (nBlocksToConfirm < 0 || nBlocksToConfirm >= (int)history.size()) - return CFeeRate(0); - - if (sortedFeeSamples.size() == 0) - { - for (size_t i = 0; i < history.size(); i++) - history.at(i).GetFeeSamples(sortedFeeSamples); - std::sort(sortedFeeSamples.begin(), sortedFeeSamples.end(), - std::greater<CFeeRate>()); - } - if (sortedFeeSamples.size() < 11) - { - // Eleven is Gavin's Favorite Number - // ... but we also take a maximum of 10 samples per block so eleven means - // we're getting samples from at least two different blocks - return CFeeRate(0); - } - - int nBucketSize = history.at(nBlocksToConfirm).FeeSamples(); - - // Estimates should not increase as number of confirmations goes up, - // but the estimates are noisy because confirmations happen discretely - // in blocks. To smooth out the estimates, use all samples in the history - // and use the nth highest where n is (number of samples in previous bucket + - // half the samples in nBlocksToConfirm bucket): - size_t nPrevSize = 0; - for (int i = 0; i < nBlocksToConfirm; i++) - nPrevSize += history.at(i).FeeSamples(); - size_t index = min(nPrevSize + nBucketSize/2, sortedFeeSamples.size()-1); - return sortedFeeSamples[index]; - } - double estimatePriority(int nBlocksToConfirm) - { - nBlocksToConfirm--; - - if (nBlocksToConfirm < 0 || nBlocksToConfirm >= (int)history.size()) - return -1; - - if (sortedPrioritySamples.size() == 0) - { - for (size_t i = 0; i < history.size(); i++) - history.at(i).GetPrioritySamples(sortedPrioritySamples); - std::sort(sortedPrioritySamples.begin(), sortedPrioritySamples.end(), - std::greater<double>()); - } - if (sortedPrioritySamples.size() < 11) - return -1.0; - - int nBucketSize = history.at(nBlocksToConfirm).PrioritySamples(); - - // Estimates should not increase as number of confirmations needed goes up, - // but the estimates are noisy because confirmations happen discretely - // in blocks. To smooth out the estimates, use all samples in the history - // and use the nth highest where n is (number of samples in previous buckets + - // half the samples in nBlocksToConfirm bucket). - size_t nPrevSize = 0; - for (int i = 0; i < nBlocksToConfirm; i++) - nPrevSize += history.at(i).PrioritySamples(); - size_t index = min(nPrevSize + nBucketSize/2, sortedPrioritySamples.size()-1); - return sortedPrioritySamples[index]; - } - - void Write(CAutoFile& fileout) const - { - fileout << nBestSeenHeight; - fileout << (uint32_t)history.size(); - BOOST_FOREACH(const CBlockAverage& entry, history) - { - entry.Write(fileout); - } - } - - void Read(CAutoFile& filein, const CFeeRate& minRelayFee) - { - int nFileBestSeenHeight; - filein >> nFileBestSeenHeight; - uint32_t numEntries; - filein >> numEntries; - if (numEntries <= 0 || numEntries > 10000) - throw runtime_error("Corrupt estimates file. Must have between 1 and 10k entries."); - - std::vector<CBlockAverage> fileHistory; - - for (size_t i = 0; i < numEntries; i++) - { - CBlockAverage entry; - entry.Read(filein, minRelayFee); - fileHistory.push_back(entry); - } - - // Now that we've processed the entire fee estimate data file and not - // thrown any errors, we can copy it to our history - nBestSeenHeight = nFileBestSeenHeight; - history = fileHistory; - assert(history.size() > 0); - } -}; - - CTxMemPool::CTxMemPool(const CFeeRate& _minRelayFee) : - nTransactionsUpdated(0), - minRelayFee(_minRelayFee) + nTransactionsUpdated(0) { // Sanity checks off by default for performance, because otherwise // accepting transactions becomes O(N^2) where N is the number // of transactions in the pool fSanityCheck = false; - // 25 blocks is a compromise between using a lot of disk/memory and - // trying to give accurate estimates to people who might be willing - // to wait a day or two to save a fraction of a penny in fees. - // Confirmation times for very-low-fee transactions that take more - // than an hour or three to confirm are highly variable. - minerPolicyEstimator = new CMinerPolicyEstimator(25); + minerPolicyEstimator = new CBlockPolicyEstimator(_minRelayFee); } CTxMemPool::~CTxMemPool() @@ -419,20 +87,20 @@ void CTxMemPool::AddTransactionsUpdated(unsigned int n) } -bool CTxMemPool::addUnchecked(const uint256& hash, const CTxMemPoolEntry &entry) +bool CTxMemPool::addUnchecked(const uint256& hash, const CTxMemPoolEntry &entry, bool fCurrentEstimate) { // Add to memory pool without checking anything. // Used by main.cpp AcceptToMemoryPool(), which DOES do // all the appropriate checks. LOCK(cs); - { - mapTx[hash] = entry; - const CTransaction& tx = mapTx[hash].GetTx(); - for (unsigned int i = 0; i < tx.vin.size(); i++) - mapNextTx[tx.vin[i].prevout] = CInPoint(&tx, i); - nTransactionsUpdated++; - totalTxSize += entry.GetTxSize(); - } + mapTx[hash] = entry; + const CTransaction& tx = mapTx[hash].GetTx(); + for (unsigned int i = 0; i < tx.vin.size(); i++) + mapNextTx[tx.vin[i].prevout] = CInPoint(&tx, i); + nTransactionsUpdated++; + totalTxSize += entry.GetTxSize(); + minerPolicyEstimator->processTransaction(entry, fCurrentEstimate); + return true; } @@ -478,6 +146,7 @@ void CTxMemPool::remove(const CTransaction &origTx, std::list<CTransaction>& rem totalTxSize -= mapTx[hash].GetTxSize(); mapTx.erase(hash); nTransactionsUpdated++; + minerPolicyEstimator->removeTx(hash); } } } @@ -528,7 +197,7 @@ void CTxMemPool::removeConflicts(const CTransaction &tx, std::list<CTransaction> * Called when a block is connected. Removes from mempool and updates the miner fee estimator. */ void CTxMemPool::removeForBlock(const std::vector<CTransaction>& vtx, unsigned int nBlockHeight, - std::list<CTransaction>& conflicts) + std::list<CTransaction>& conflicts, bool fCurrentEstimate) { LOCK(cs); std::vector<CTxMemPoolEntry> entries; @@ -538,7 +207,6 @@ void CTxMemPool::removeForBlock(const std::vector<CTransaction>& vtx, unsigned i if (mapTx.count(hash)) entries.push_back(mapTx[hash]); } - minerPolicyEstimator->seenBlock(entries, nBlockHeight, minRelayFee); BOOST_FOREACH(const CTransaction& tx, vtx) { std::list<CTransaction> dummy; @@ -546,9 +214,10 @@ void CTxMemPool::removeForBlock(const std::vector<CTransaction>& vtx, unsigned i removeConflicts(tx, conflicts); ClearPrioritisation(tx.GetHash()); } + // After the txs in the new block have been removed from the mempool, update policy estimates + minerPolicyEstimator->processBlock(nBlockHeight, entries, fCurrentEstimate); } - void CTxMemPool::clear() { LOCK(cs); @@ -665,7 +334,7 @@ CTxMemPool::WriteFeeEstimates(CAutoFile& fileout) const { try { LOCK(cs); - fileout << 99900; // version required to read: 0.9.99 or later + fileout << 109900; // version required to read: 0.10.99 or later fileout << CLIENT_VERSION; // version that wrote the file minerPolicyEstimator->Write(fileout); } @@ -686,7 +355,7 @@ CTxMemPool::ReadFeeEstimates(CAutoFile& filein) return error("CTxMemPool::ReadFeeEstimates(): up-version (%d) fee estimate file", nVersionRequired); LOCK(cs); - minerPolicyEstimator->Read(filein, minRelayFee); + minerPolicyEstimator->Read(filein); } catch (const std::exception&) { LogPrintf("CTxMemPool::ReadFeeEstimates(): unable to read policy estimator data (non-fatal)"); @@ -723,6 +392,13 @@ void CTxMemPool::ClearPrioritisation(const uint256 hash) mapDeltas.erase(hash); } +bool CTxMemPool::HasNoInputsOf(const CTransaction &tx) const +{ + for (unsigned int i = 0; i < tx.vin.size(); i++) + if (exists(tx.vin[i].prevout.hash)) + return false; + return true; +} CCoinsViewMemPool::CCoinsViewMemPool(CCoinsView *baseIn, CTxMemPool &mempoolIn) : CCoinsViewBacked(baseIn), mempool(mempoolIn) { } |