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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.
2017-07-04Merge #10193: scripted-diff: Remove #include <boost/foreach.hpp>Wladimir J. van der Laan
b1268a1 clang-format: Delete ForEachMacros (Jorge Timón) 5995735 scripted-diff: Remove #include <boost/foreach.hpp> (Jorge Timón) 3eff827 scripted-diff: Remove BOOST_REVERSE_FOREACH (Jorge Timón) 33aed5b Fix const_reverse_iterator constructor (pass const ptr) (Jorge Timón) 300851e Introduce src/reverse_iterator.hpp and include it... (Jorge Timón) Tree-SHA512: df3405328e9602d0a433ac134ba59a5c9a6202ef64188df2f94a59b2ce58dec7c988b25d0671c7937de516a96b2e6daeb9d04c82fa363b616ee4cf6e9cb0fac6
2017-06-27Move the AreInputsStandard documentation next to its implementationesneider
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".
2017-06-22scripted-diff: Remove #include <boost/foreach.hpp>Jorge Timón
-BEGIN VERIFY SCRIPT- sed -i ':a;N;$!ba;s/#include <boost\/foreach.hpp>\n//' ./src/*.h ./src/*.cpp ./src/*/*.h ./src/*/*.cpp ./src/*/*/*.h ./src/*/*/*.cpp -END VERIFY SCRIPT-
2017-06-15Merge #10284: Always log debug information for fee calculation in ↵Wladimir J. van der Laan
CreateTransaction 1bebfc8 Output Fee Estimation Calculations in CreateTransaction (Alex Morcos) Tree-SHA512: e25a27f7acbbc3a666d5d85da2554c5aaec4c923ee2fdbcfc532c29c6fbdec3c9e0d6ae6044543ecc339e7bd81df09c8d228e0b53a2c5c2dae0f1098c9453272
2017-06-13Merge #10502: scripted-diff: Remove BOOST_FOREACH, Q_FOREACH and PAIRTYPEPieter Wuille
1238f13cf scripted-diff: Remove PAIRTYPE (Jorge Timón) 18dc3c396 scripted-diff: Remove Q_FOREACH (Jorge Timón) 7c00c2672 scripted-diff: Fully remove BOOST_FOREACH (Jorge Timón) a5410ac5e Small preparations for Q_FOREACH, PAIRTYPE and #include <boost/foreach.hpp> removal (Jorge Timón) Tree-SHA512: d3ab4a173366402e7dcef31608977b757d4aa07abbbad2ee1bcbcfa311e994a4552f24e5a55272cb22c2dcf89a4b0495e02e9d9aceae4b08c0bab668f20e324c
2017-06-13Output Fee Estimation Calculations in CreateTransactionAlex Morcos
2017-06-09Merge #10521: Limit variable scopePieter Wuille
90593ed92 Limit variable scope (practicalswift) Tree-SHA512: 4719e303688a31aefbe1d239e86b21dd3c2045524e08bd628c6ba0c6c2a97de14d04305b9beafe0b1dcde7229793e6663168953f192e88ed409be5c30fd2a9a9
2017-06-05Introduce MAX_BIP125_RBF_SEQUENCE constantLuke Dashjr
2017-06-05scripted-diff: Fully remove BOOST_FOREACHJorge Timón
-BEGIN VERIFY SCRIPT- sed -i 's/BOOST_FOREACH *(\(.*\),/for (\1 :/' ./src/*.h ./src/*.cpp ./src/*/*.h ./src/*/*.cpp ./src/*/*/*.h ./src/*/*/*.cpp ; -END VERIFY SCRIPT-
2017-06-05Merge #10422: Fix timestamp in fee estimate debug messageWladimir J. van der Laan
8d4f401 Fix timestamp in fee estimate debug message (Alex Morcos) Tree-SHA512: eb015ddbb9f52f0f84706a16e503d2894dceed4e796979858ca8bdd7f0ec15bf7646ca3f411b06ff099308c91ca498916778e6bd52db00365baaae1d2f4218f2
2017-06-05Limit variable scopepracticalswift
2017-06-01Merge CCoinsViewCache's GetOutputFor and AccessCoinPieter Wuille
They're doing the same thing now.
2017-05-26Merge #10419: [trivial] Fix three recently introduced typosPieter Wuille
efc2e3302 [trivial] Fix three recently introduced typos (practicalswift) Tree-SHA512: 99e97f3c1350299dfce9c0c35547d480f25c0b877da311d9120f113afd3089eda31b88b2378e2370f288b0c41bb69cee0fd3abca661cd93d5a56982f90709f91
2017-05-23Merge #10347: Use range-based for loops (C++11) when looping over vector ↵Pieter Wuille
elements 211adc0 Use range-based for loops (C++11) when looping over vector elements (practicalswift) Tree-SHA512: 0e007f20dcef99d3c7a1036265e00f689d69f42e02fd82dd8389f45b52d31947e5f9388de2610d3d9bd9f554915ce0d35ebce561e5ae3a9013956d0ee4937145
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 ```
2017-05-19Prevent shadowing the global dustRelayFee.Pavel Janík
2017-05-19Use range-based for loops (C++11) when looping over vector elementspracticalswift
2017-05-18Fix timestamp in fee estimate debug messageAlex Morcos
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.
2017-05-10Clean up fee estimate debug printingAlex Morcos
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.
2017-05-10minor 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.
2017-05-03Consensus: 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)
2017-05-03Consensus: Minimal way to move dust out of consensusJorge Timón
2017-04-23Trivial: fix fee estimate write error log messageCryptAxe
2017-04-20Merge #10181: Include cleanupWladimir J. van der Laan
1c897fc Missing includes (Jorge Timón) a1fd450 Trivial: Remove unneeded includes from .h: (Jorge Timón) Tree-SHA512: ada3e62cc2435e58172a88b380be371b717a05725956c15e5493b6e19fe2903e5e6e43fd22dc24699333a0e8a0c7b42eb1ae61b41cb4ba82495be18e2d4ef3c6
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.
2017-04-13Missing includesJorge Timón
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
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