diff options
Diffstat (limited to 'src/txmempool.cpp')
| -rw-r--r-- | src/txmempool.cpp | 370 |
1 files changed, 370 insertions, 0 deletions
diff --git a/src/txmempool.cpp b/src/txmempool.cpp index 64c9eac73d..4bf01d4848 100644 --- a/src/txmempool.cpp +++ b/src/txmempool.cpp @@ -6,6 +6,8 @@ #include "core.h" #include "txmempool.h" +#include <boost/circular_buffer.hpp> + using namespace std; CTxMemPoolEntry::CTxMemPoolEntry() @@ -35,12 +37,311 @@ 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 + bool AreSane(const std::vector<CFeeRate>& vecFee) + { + BOOST_FOREACH(CFeeRate fee, vecFee) + { + if (fee < CFeeRate(0)) + return false; + if (fee.GetFee(1000) > CTransaction::minRelayTxFee.GetFee(1000) * 10000) + return false; + } + return true; + } + bool AreSane(const std::vector<double> vecPriority) + { + BOOST_FOREACH(double priority, vecPriority) + { + if (priority < 0) + 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) { + std::vector<CFeeRate> vecFee; + filein >> vecFee; + if (AreSane(vecFee)) + 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(CFeeRate feeRate, 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 > CTransaction::minRelayTxFee); + bool sufficientPriority = AllowFree(dPriority); + const char* assignedTo = "unassigned"; + if (sufficientFee && !sufficientPriority) + { + history[nBlocksTruncated].RecordFee(feeRate); + assignedTo = "fee"; + } + else if (sufficientPriority && !sufficientFee) + { + 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) + { + 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[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, dPriority, i); + } + } + 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)); + } + sortedFeeSamples.clear(); + sortedPrioritySamples.clear(); + } + + // 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() == 0) + 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() == 0) + 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, sortedFeeSamples.size()-1); + return sortedPrioritySamples[index]; + } + + void Write(CAutoFile& fileout) const + { + fileout << nBestSeenHeight; + fileout << history.size(); + BOOST_FOREACH(const CBlockAverage& entry, history) + { + entry.Write(fileout); + } + } + + void Read(CAutoFile& filein) + { + filein >> nBestSeenHeight; + size_t numEntries; + filein >> numEntries; + history.clear(); + for (size_t i = 0; i < numEntries; i++) + { + CBlockAverage entry; + entry.Read(filein); + history.push_back(entry); + } + } +}; + + CTxMemPool::CTxMemPool() { // 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); +} + +CTxMemPool::~CTxMemPool() +{ + delete minerPolicyEstimator; } void CTxMemPool::pruneSpent(const uint256 &hashTx, CCoins &coins) @@ -128,6 +429,28 @@ 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) +{ + LOCK(cs); + std::vector<CTxMemPoolEntry> entries; + BOOST_FOREACH(const CTransaction& tx, vtx) + { + uint256 hash = tx.GetHash(); + if (mapTx.count(hash)) + entries.push_back(mapTx[hash]); + } + minerPolicyEstimator->seenBlock(entries, nBlockHeight); + BOOST_FOREACH(const CTransaction& tx, vtx) + { + std::list<CTransaction> dummy; + remove(tx, dummy, false); + removeConflicts(tx, conflicts); + } +} + + void CTxMemPool::clear() { LOCK(cs); @@ -195,6 +518,53 @@ bool CTxMemPool::lookup(uint256 hash, CTransaction& result) const return true; } +CFeeRate CTxMemPool::estimateFee(int nBlocks) const +{ + LOCK(cs); + return minerPolicyEstimator->estimateFee(nBlocks); +} +double CTxMemPool::estimatePriority(int nBlocks) const +{ + LOCK(cs); + return minerPolicyEstimator->estimatePriority(nBlocks); +} + +bool +CTxMemPool::WriteFeeEstimates(CAutoFile& fileout) const +{ + try { + LOCK(cs); + fileout << 99900; // version required to read: 0.9.99 or later + fileout << CLIENT_VERSION; // version that wrote the file + minerPolicyEstimator->Write(fileout); + } + catch (std::exception &e) { + LogPrintf("CTxMemPool::WriteFeeEstimates() : unable to write policy estimator data (non-fatal)"); + return false; + } + return true; +} + +bool +CTxMemPool::ReadFeeEstimates(CAutoFile& filein) +{ + try { + int nVersionRequired, nVersionThatWrote; + filein >> nVersionRequired >> nVersionThatWrote; + if (nVersionRequired > CLIENT_VERSION) + return error("CTxMemPool::ReadFeeEstimates() : up-version (%d) fee estimate file", nVersionRequired); + + LOCK(cs); + minerPolicyEstimator->Read(filein); + } + catch (std::exception &e) { + LogPrintf("CTxMemPool::ReadFeeEstimates() : unable to read policy estimator data (non-fatal)"); + return false; + } + return true; +} + + CCoinsViewMemPool::CCoinsViewMemPool(CCoinsView &baseIn, CTxMemPool &mempoolIn) : CCoinsViewBacked(baseIn), mempool(mempoolIn) { } bool CCoinsViewMemPool::GetCoins(const uint256 &txid, CCoins &coins) { |