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path: root/src/policy/fees.h
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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 .
2016-12-08fix a bug if the min fee is 0 for FeeFilterRounderAlex Morcos
2016-11-09Remove unused var UNLIKELY_PCT from fees.hfanquake
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`.
2016-04-03[doc] Fix doxygen comments for membersMarcoFalke
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
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