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path: root/src/policy/fees.h
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2018-04-05Merge #12859: Bugfix: Include <memory> for std::unique_ptrWladimir J. van der Laan
a5bca13 Bugfix: Include <memory> for std::unique_ptr (Luke Dashjr) Pull request description: Not sure why all these includes were missing, but it's breaking builds for some users: https://bugs.gentoo.org/show_bug.cgi?id=652142 (Added to all files with a reference to `std::unique_ptr`) Tree-SHA512: 8a2c67513ca07b9bb52c34e8a20b15e56f8af2530310d9ee9b0a69694dd05e02e7a3683f14101a2685d457672b56addec591a0bb83900a0eb8e2a43d43200509
2018-04-02Bugfix: Include <memory> for std::unique_ptrLuke Dashjr
2018-04-01Merge #12757: Clarify include guard naming conventionMarcoFalke
3bcc0059b8 Add lint-include-guards.sh which checks include guard consistency (practicalswift) 8fd6af89a0 Fix missing or inconsistent include guards (practicalswift) 8af65d96f4 Document include guard convention (practicalswift) Pull request description: * **Documentation**: Document include guard convention * **Fix**: Fix missing or inconsistent include guards * **Regression test**: Add `lint-include-guards.sh` which checks include guard consistency Tree-SHA512: 8171878f60fd08ccbea943a11e835195750592abb9d7ab74eaa4265ae7fac523b1da9d31ca13d6ab73dd596e49986bfb7593c696e5f39567c93e610165bc2acc
2018-03-22Fix missing or inconsistent include guardspracticalswift
2018-03-09scripted-diff: Convert 11 enums into scoped enums (C++11)practicalswift
-BEGIN VERIFY SCRIPT- sed -i 's/enum DBErrors/enum class DBErrors/g' src/wallet/walletdb.h git grep -l DB_ | xargs sed -i 's/DB_\(LOAD_OK\|CORRUPT\|NONCRITICAL_ERROR\|TOO_NEW\|LOAD_FAIL\|NEED_REWRITE\)/DBErrors::\1/g' sed -i 's/^ DBErrors::/ /g' src/wallet/walletdb.h sed -i 's/enum VerifyResult/enum class VerifyResult/g' src/wallet/db.h sed -i 's/\(VERIFY_OK\|RECOVER_OK\|RECOVER_FAIL\)/VerifyResult::\1/g' src/wallet/db.cpp sed -i 's/enum ThresholdState/enum class ThresholdState/g' src/versionbits.h git grep -l THRESHOLD_ | xargs sed -i 's/THRESHOLD_\(DEFINED\|STARTED\|LOCKED_IN\|ACTIVE\|FAILED\)/ThresholdState::\1/g' sed -i 's/^ ThresholdState::/ /g' src/versionbits.h sed -i 's/enum SigVersion/enum class SigVersion/g' src/script/interpreter.h git grep -l SIGVERSION_ | xargs sed -i 's/SIGVERSION_\(BASE\|WITNESS_V0\)/SigVersion::\1/g' sed -i 's/^ SigVersion::/ /g' src/script/interpreter.h sed -i 's/enum RetFormat {/enum class RetFormat {/g' src/rest.cpp sed -i 's/RF_\(UNDEF\|BINARY\|HEX\|JSON\)/RetFormat::\1/g' src/rest.cpp sed -i 's/^ RetFormat::/ /g' src/rest.cpp sed -i 's/enum HelpMessageMode {/enum class HelpMessageMode {/g' src/init.h git grep -l HMM_ | xargs sed -i 's/HMM_BITCOIN/HelpMessageMode::BITCOIN/g' sed -i 's/^ HelpMessageMode::/ /g' src/init.h sed -i 's/enum FeeEstimateHorizon/enum class FeeEstimateHorizon/g' src/policy/fees.h sed -i 's/enum RBFTransactionState/enum class RBFTransactionState/g' src/policy/rbf.h git grep -l RBF_ | xargs sed -i 's/RBF_TRANSACTIONSTATE_\(UNKNOWN\|REPLACEABLE_BIP125\|FINAL\)/RBFTransactionState::\1/g' sed -i 's/^ RBFTransactionState::/ /g' src/policy/rbf.h sed -i 's/enum BlockSource {/enum class BlockSource {/g' src/qt/clientmodel.h git grep -l BLOCK_SOURCE_ | xargs sed -i 's/BLOCK_SOURCE_\(NONE\|REINDEX\|DISK\|NETWORK\)/BlockSource::\1/g' sed -i 's/^ BlockSource::/ /g' src/qt/clientmodel.h sed -i 's/enum FlushStateMode {/enum class FlushStateMode {/g' src/validation.cpp sed -i 's/FLUSH_STATE_\(NONE\|IF_NEEDED\|PERIODIC\|ALWAYS\)/FlushStateMode::\1/g' src/validation.cpp sed -i 's/^ FlushStateMode::/ /g' src/validation.cpp sed -i 's/enum WitnessMode {/enum class WitnessMode {/g' src/test/script_tests.cpp sed -i 's/WITNESS_\(NONE\|PKH\|SH\)/WitnessMode::\1/g' src/test/script_tests.cpp sed -i 's/^ WitnessMode::/ /g' src/test/script_tests.cpp -END VERIFY SCRIPT-
2018-01-25fee estimator: avoid sorting mempool on shutdownSuhas Daftuar
2018-01-03Increment MIT Licence copyright header year on files modified in 2017Akira Takizawa
2017-11-16scripted-diff: Replace #include "" with #include <> (ryanofsky)MeshCollider
-BEGIN VERIFY SCRIPT- for f in \ src/*.cpp \ src/*.h \ src/bench/*.cpp \ src/bench/*.h \ src/compat/*.cpp \ src/compat/*.h \ src/consensus/*.cpp \ src/consensus/*.h \ src/crypto/*.cpp \ src/crypto/*.h \ src/crypto/ctaes/*.h \ src/policy/*.cpp \ src/policy/*.h \ src/primitives/*.cpp \ src/primitives/*.h \ src/qt/*.cpp \ src/qt/*.h \ src/qt/test/*.cpp \ src/qt/test/*.h \ src/rpc/*.cpp \ src/rpc/*.h \ src/script/*.cpp \ src/script/*.h \ src/support/*.cpp \ src/support/*.h \ src/support/allocators/*.h \ src/test/*.cpp \ src/test/*.h \ src/wallet/*.cpp \ src/wallet/*.h \ src/wallet/test/*.cpp \ src/wallet/test/*.h \ src/zmq/*.cpp \ src/zmq/*.h do base=${f%/*}/ relbase=${base#src/} sed -i "s:#include \"\(.*\)\"\(.*\):if test -e \$base'\\1'; then echo \"#include <\"\$relbase\"\\1>\\2\"; else echo \"#include <\\1>\\2\"; fi:e" $f done -END VERIFY SCRIPT-
2017-11-09Use unique_ptr:s for {fee,short,long}Stats (TxConfirmStats)practicalswift
2017-08-16Declare single-argument (non-converting) constructors "explicit"practicalswift
In order to avoid unintended implicit conversions.
2017-07-14Remove checking of mempool min fee from estimateSmartFee.Alex Morcos
This check has been moved to the wallet logic GetMinimumFee. The rpc call to estimatesmartfee will now no longer return a result maxed with the mempool min fee, but automated fee calculations from the wallet will produce the same result as before and coincontrol and sendcoins dialogs in the GUI will correctly display the right prospective fee. changes to policy/fees.cpp include a big whitespace indentation change.
2017-07-11Merge #10543: Change API to estimaterawfeeWladimir J. van der Laan
5e3b7b5 Improve error reporting for estimaterawfee (Alex Morcos) 1fafd70 Add function to report highest estimate target tracked per horizon (Alex Morcos) 9c85b91 Change API to estimaterawfee (Alex Morcos) Tree-SHA512: e624c6e7967e9e48abe49f5818bd674e5710e571cc093029d2f90d39fdfba3c1f30e83bf89f6dce97052b59a7d9636a64642ccfb26effd149c417d0afbed0c0b
2017-07-10Add function to report highest estimate target tracked per horizonAlex Morcos
2017-07-10Change API to estimaterawfeeAlex Morcos
Report results for all 3 possible time horizons instead of specifying time horizon as an argument.
2017-07-10Add RPC options for RBF, confirmation target, and conservative fee estimation.Alex Morcos
Add support for setting each of these attributes on a per RPC call basis to sendtoaddress, sendmany, fundrawtransaction (already had RBF), and bumpfee (already had RBF and conf target).
2017-07-06remove default argument from estimateSmartFeeAlex Morcos
2017-07-06Introduce a fee estimate mode.Alex Morcos
GetMinimumFee now passes the conservative argument into estimateSmartFee. Call CalculateEstimateType(mode) before calling GetMinimumFee or estimateSmartFee to determine the value of this argument. CCoinControl can now be used to control this mode.
2017-06-22Fixed multiple typosDimitris Tsapakidis
A few "a->an" and "an->a". "Shows, if the supplied default SOCKS5 proxy" -> "Shows if the supplied default SOCKS5 proxy". Change made on 3 occurrences. "without fully understanding the ramification of a command" -> "without fully understanding the ramifications of a command". Removed duplicate words such as "the the".
2017-06-13Output Fee Estimation Calculations in CreateTransactionAlex Morcos
2017-05-23[trivial] Fix three recently introduced typospracticalswift
``` $ git blame src/policy/fees.cpp | grep becuase 3810e976 (2017-03-07 11:33:44 -0500 789) * checks for 2*target becuase we are taking the max over all time $ git blame src/policy/fees.h | grep successfullly 2d2e1705 (2017-04-12 12:29:03 -0400 54) * representing that a tx was successfullly confirmed in less than or equal to $ git blame src/wallet/feebumper.cpp | grep "hasen't" a3878374 (2017-05-11 09:34:39 +0200 258) // make sure the transaction still has no descendants and hasen't been mined in the meantime ```
2017-05-17Merge #10199: Better fee estimatesPieter Wuille
38bc1ec Make more json-like output from estimaterawfee (Alex Morcos) 2d2e170 Comments and improved documentation (Alex Morcos) ef589f8 minor cleanup: remove unnecessary variable (Alex Morcos) 3ee76d6 Introduce a scale factor (Alex Morcos) 5f1f0c6 Historical block span (Alex Morcos) aa19b8e Clean up fee estimate debug printing (Alex Morcos) 10f7cbd Track first recorded height (Alex Morcos) 3810e97 Rewrite estimateSmartFee (Alex Morcos) c7447ec Track failures in fee estimation. (Alex Morcos) 4186d3f Expose estimaterawfee (Alex Morcos) 2681153 minor refactor: explicitly track start of new bucket range and don't update curNearBucket on final loop. (Alex Morcos) 1ba43cc Make EstimateMedianVal smarter about small failures. (Alex Morcos) d3e30bc Refactor to update moving average on fly (Alex Morcos) e5007ba Change parameters for fee estimation and estimates on all 3 time horizons. (Alex Morcos) c0a273f Change file format for fee estimates. (Alex Morcos) Tree-SHA512: 186e7508d86a1f351bb656edcd84ee9091f5f2706331eda9ee29da9c8eb5bf67b8c1f2abf6662835560e7f613b1377099054f20767f41ddcdbc89c4f9e78946d
2017-05-10Comments and improved documentationAlex Morcos
2017-05-10minor cleanup: remove unnecessary variableAlex Morcos
2017-05-10Introduce a scale factorAlex Morcos
For the per confirmation number tracking of data, introduce a scale factor so that in the longer horizones confirmations are bucketed together at a resolution of the scale. (instead of 1008 individual data points for each fee bucket, have 42 data points each covering 24 different confirmation values.. (1-24), (25-48), etc.. )
2017-05-10Historical block spanAlex Morcos
Store in fee estimate file the block span for which we were tracking estimates, so we know what targets we can successfully evaluate with the data in the file. When restarting use either this historical block span to set valid range of targets until our current span of tracking estimates is just as long.
2017-05-10Track first recorded heightAlex Morcos
Track the first time we seen txs in a block that we have been tracking in our mempool. Used to evaluate validity of fee estimates for different targets.
2017-05-10Rewrite estimateSmartFeeAlex Morcos
Change the logic of estimateSmartFee to check a 60% threshold at half the target, a 85% threshold at the target and a 95% threshold at double the target. Always check the shortest time horizon possible and ensure that estimates are monotonically decreasing. Add a conservative mode, which makes sure that the 95% threshold is also met at longer time horizons as well.
2017-05-10Track failures in fee estimation.Alex Morcos
Start tracking transactions which fail to confirm within the target and are then evicted or otherwise leave mempool. Fix slight error in unit test.
2017-05-10Expose estimaterawfeeAlex Morcos
Track information the ranges of fee rates that were used to calculate the fee estimates (the last range of fee rates in which the data points met the threshold and the first to fail) and provide an RPC call to return this information.
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.
2017-05-10Change 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.
2017-05-03Consensus: Policy: MOVEONLY: Move CFeeRate out of the consensus moduleJorge Timón
...from amount.o to policy/feerate.o Policy, because it moves policy code to the policy directory (common module)
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
2017-04-10Make processBlockTx private.Alex Morcos
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.
2017-01-17CBlockPolicyEstimator now uses hard coded minimum bucket feerateAlex Morcos
2017-01-17Change fee estimation bucket limit variable namesAlex 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 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 .
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