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path: root/src/policy/fees.cpp
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2017-05-10minor refactor: explicitly track start of new bucket range and don't update ↵Alex Morcos
curNearBucket on final loop.
2017-05-10Make EstimateMedianVal smarter about small failures.Alex Morcos
Instead of stopping if it encounters a "sufficient" number of transactions which don't meet the threshold for being confirmed within the target, it keeps looking to add more transactions to see if there is a temporary blip in the data. This allows a smaller number of required data points.
2017-05-10Refactor to update moving average on flyAlex Morcos
2017-05-10Change parameters for fee estimation and estimates on all 3 time horizons.Alex Morcos
Make feerate buckets smaller (5% instead of 10%) and make the 3 different horizons have half lifes of 3 hours, 1 day and 1 week respectively.
2017-04-23Trivial: fix fee estimate write error log messageCryptAxe
2017-04-20Change file format for fee estimates.Alex Morcos
Move buckets and bucketMap to be stored as part of overall serialization of estimator. Add some placeholder data so file format is only changed once. Maintain 3 different TxConfirmStats with potential for different decays and scales.
2017-04-10MOVEONLY: move TxConfirmStats to cppAlex Morcos
2017-04-10Initialize TxConfirmStats in constructorAlex Morcos
and change to storing as a pointer.
2017-04-10Read and Write fee estimate file directly from CBlockPolicyEstimatorAlex Morcos
2017-04-10Call estimate(Smart)Fee directly from CBlockPolicyEstimatorAlex Morcos
2017-04-10Give CBlockPolicyEstimator it's own lockAlex Morcos
2017-04-01Change LogAcceptCategory to use uint32_t rather than sets of strings.Gregory Maxwell
This changes the logging categories to boolean flags instead of strings. This simplifies the acceptance testing by avoiding accessing a scoped static thread local pointer to a thread local set of strings. It eliminates the only use of boost::thread_specific_ptr outside of lockorder debugging. This change allows log entries to be directed to multiple categories and makes it easy to change the logging flags at runtime (e.g. via an RPC, though that isn't done by this commit.) It also eliminates the fDebug global. Configuration of unknown logging categories now produces a warning.
2017-03-07Merge #9548: Remove min reasonable feeWladimir J. van der Laan
ad82cb0 Remove unnecessary min fee argument in CTxMemPool constructor (Alex Morcos) 2a7b56c CBlockPolicyEstimator now uses hard coded minimum bucket feerate (Alex Morcos) ac9d3d2 Change fee estimation bucket limit variable names (Alex Morcos) Tree-SHA512: 6e3bc7df3497ed60c7620845d222063e33a0238020f5c3316e61e0eff758078588ea8dd51196ceb59aa561ba106f8cdae62cebe521adb3247108bb49f15252d6
2017-02-27[cleanup] Remove estimatePriority and estimateSmartPriorityAlex Morcos
Unused everywhere now except one test.
2017-02-21Remove harmless read of unusued priority estimatesAlex Morcos
2017-01-17CBlockPolicyEstimator now uses hard coded minimum bucket feerateAlex Morcos
2017-01-17Change fee estimation bucket limit variable namesAlex Morcos
2017-01-04Fix edge case with stale fee estimatesAlex Morcos
2017-01-04Add clarifying comments to fee estimationAlex Morcos
2017-01-04Add extra logging to processBlock in fee estimation.Alex Morcos
2017-01-04Pass pointers to existing CTxMemPoolEntries to fee estimationAlex Morcos
2017-01-04Always update fee estimates on new blocks.Alex Morcos
All decisions about whether the transactions are valid data points are made at the time the transaction arrives. Updating on blocks all the time will now cause stale fee estimates to decay quickly when we restart a node.
2017-01-04rename bool to validFeeEstimateAlex Morcos
2017-01-04Remove member variable hadNoDependencies from CTxMemPoolEntryAlex Morcos
Fee estimation can just check its own mapMemPoolTxs to determine the same information. Note that now fee estimation for block processing must happen before those transactions are removed, but this shoudl be a speedup.
2017-01-04Remove extraneous LogPrint from fee estimationAlex Morcos
Once priority estimation was removed, not all transactions in the mempool are tracked in the fee estimation mempool tracking. So there is no error if a transaction is not found for removal.
2017-01-04Merge #9288: Fix a bug if the min fee is 0 for FeeFilterRounderWladimir J. van der Laan
f8d43b8 Avoid rollingMinimumFeeRate never being able to decay below half (Alex Morcos) eab8e1b fix a bug if the min fee is 0 for FeeFilterRounder (Alex Morcos)
2016-12-31Increment MIT Licence copyright header year on files modified in 2016isle2983
Edited via: $ contrib/devtools/copyright_header.py update .
2016-12-08fix a bug if the min fee is 0 for FeeFilterRounderAlex Morcos
2016-11-29Disable fee estimates for a confirm target of 1 blockAlex Morcos
2016-11-07Merge #7730: Remove priority estimationWladimir J. van der Laan
0bd581a add release notes for removal of priority estimation (Alex Morcos) b2322e0 Remove priority estimation (Alex Morcos)
2016-11-07Remove priority estimationAlex Morcos
2016-11-06[copyright] copyright header style uniformisle2983
Three categories of modifications: 1) 1 instance of 'The Bitcoin Core developers \n', 1 instance of 'the Bitcoin Core developers\n', 3 instances of 'Bitcoin Core Developers\n', and 12 instances of 'The Bitcoin developers\n' are made uniform with the 443 instances of 'The Bitcoin Core developers\n' 2) 3 instances of 'BitPay, Inc\.\n' are made uniform with the other 6 instances of 'BitPay Inc\.\n' 3) 4 instances where there was no '(c)' between the 'Copyright' and the year where it deviates from the style of the local directory.
2016-10-17Kill insecure_random and associated global stateWladimir J. van der Laan
There are only a few uses of `insecure_random` outside the tests. This PR replaces uses of insecure_random (and its accompanying global state) in the core code with an FastRandomContext that is automatically seeded on creation. This is meant to be used for inner loops. The FastRandomContext can be in the outer scope, or the class itself, then rand32() is used inside the loop. Useful e.g. for pushing addresses in CNode or the fee rounding, or randomization for coin selection. As a context is created per purpose, thus it gets rid of cross-thread unprotected shared usage of a single set of globals, this should also get rid of the potential race conditions. - I'd say TxMempool::check is not called enough to warrant using a special fast random context, this is switched to GetRand() (open for discussion...) - The use of `insecure_rand` in ConnectThroughProxy has been replaced by an atomic integer counter. The only goal here is to have a different credentials pair for each connection to go on a different Tor circuit, it does not need to be random nor unpredictable. - To avoid having a FastRandomContext on every CNode, the context is passed into PushAddress as appropriate. There remains an insecure_random for test usage in `test_random.h`.
2016-03-21Implement "feefilter" P2P message.Alex Morcos
The "feefilter" p2p message is used to inform other nodes of your mempool min fee which is the feerate that any new transaction must meet to be accepted to your mempool. This will allow them to filter invs to you according to this feerate.
2016-01-17Typo fixes in commentsChris Wheeler
2015-11-24Pass reference to estimateSmartFee and cleanup whitespaceSuhas Daftuar
2015-11-16EstimateSmart functions consider mempool min feeAlex Morcos
2015-11-16Add smart fee estimation functionsAlex Morcos
These are more useful fee and priority estimation functions. If there is no fee/pri high enough for the target you are aiming for, it will give you the estimate for the lowest target that you can reliably obtain. This is better than defaulting to the minimum. It will also pass back the target for which it returned an answer.
2015-08-10typofixes (found by misspell_fixer)Veres Lajos
2015-08-03Make sure LogPrintf strings are line-terminatedWladimir J. van der Laan
Fix the cases where LogPrint[f] was accidentally called without line terminator, which resulted in concatenated log lines. (see e.g. #6492)
2015-05-13Create new BlockPolicyEstimator for fee estimatesAlex Morcos
This class groups transactions that have been confirmed in blocks into buckets, based on either their fee or their priority. Then for each bucket, the class calculates what percentage of the transactions were confirmed within various numbers of blocks. It does this by keeping an exponentially decaying moving history for each bucket and confirm block count of the percentage of transactions in that bucket that were confirmed within that number of blocks. -Eliminate txs which didn't have all inputs available at entry from fee/pri calcs -Add dynamic breakpoints and tracking of confirmation delays in mempool transactions -Remove old CMinerPolicyEstimator and CBlockAverage code -New smartfees.py -Pass a flag to the estimation code, using IsInitialBlockDownload as a proxy for when we are still catching up and we shouldn't be counting how many blocks it takes for transactions to be included. -Add a policyestimator unit test