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b649e03 Create new BlockPolicyEstimator for fee estimates (Alex Morcos)
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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
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This fixes a subtle bug involving block re-orgs and non-standard transactions.
Start with a block containing a non-standard transaction, and
one or more transactions spending it in the memory pool.
Then re-org away from that block to another chain that does
not contain the non-standard transaction.
Result before this fix: the dependent transactions get stuck
in the mempool without their parent, putting the mempool
in an inconsistent state.
Tested with a new unit test.
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Don't ever serialize a size_t or long, their sizes are platform
dependent.
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6484930 Apply AreSane() checks to the fees from the network. (Gregory Maxwell)
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Github-Pull: #5494
Rebased-From: 15de949bb9277e442302bdd8dee299a8d6deee60
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- I saw this on http://en.cppreference.com/w/cpp/language/try_catch and
thought it would be a good idea
- also unify used format to better be able to search for exception
uses in our codebase
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Rebased-From: 67b2d819cdf6181e7f016e5366ce7479830893bd
Github-Pull: #5404
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'Sane' was already defined by this code as:
fee.GetFeePerK() > minRelayFee.GetFeePerK() * 10000
But sanity was only enforced for data loaded from disk.
Note that this is a pretty expansive definition of 'sane': A 10 BTC
fee is still passes the test if its on a 100kb transaction.
This prevents a single insane fee on the network from making us reject
our stored fee data at start. We still may reject valid saved fee
state if minRelayFee is changed between executions.
This also reduces the risk and limits the damage from a cascading
failure where one party pays a bunch of insane fees which cases
others to pay insane fees.
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Fix typo in Read() error message
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- no code changes
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serialization now has no dependencies.
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Lots of files ended up with indirect includes from script.h.
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7c70438 Get rid of the dummy CCoinsViewCache constructor arg (Pieter Wuille)
ed27e53 Add coins_tests with a large randomized CCoinViewCache test. (Pieter Wuille)
058b08c Do not keep fully spent but unwritten CCoins entries cached. (Pieter Wuille)
c9d1a81 Get rid of CCoinsView's SetCoins and SetBestBlock. (Pieter Wuille)
f28aec0 Use ModifyCoins instead of mutable GetCoins. (Pieter Wuille)
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611116d header include cleanup (Philip Kaufmann)
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Github-Pull: #4856
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c26649f Track modified size in TxMemPoolEntry so that we can correctly compute priority. (Alex Morcos)
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- ensures alphabetical ordering for includes etc. in source file headers
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629d75f Combine CCoinsViewCache's HaveCoins and const GetCoins into AccessCoins. (Pieter Wuille)
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Includes `core: remove unneeded c_str() / Qt: replace c_str() with Qt code`
by P. Kaufmann.
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The efficient version of CCoinsViewCache::GetCoins only works for known-to-exist
cache entries, requiring a separate HaveCoins call beforehand. This is
inefficient as both perform a hashtable lookup.
Replace the non-mutable GetCoins with AccessCoins, which returns a potentially-NULL
pointer. This also decreases the overloading of GetCoins.
Also replace some copying (inefficient) GetCoins calls with equivalent AccessCoins,
decreasing the copying.
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Fix a few warnings reported by Coverity.
None of these is critical, but making sure that class fields are
initialized can avoid heisenbugs.
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ad49c25 Split up util.cpp/h (Wladimir J. van der Laan)
f841aa2 Move `COIN` and `CENT` to core.h (Wladimir J. van der Laan)
6e5fd00 Move `*Version()` functions to version.h/cpp (Wladimir J. van der Laan)
b4aa769 Move `S_I*` constants and `MSG_NOSIGNAL` to compat.h (Wladimir J. van der Laan)
af8297c Move functions in wallet.h to implementation file (Wladimir J. van der Laan)
651480c move functions in main and net to implementation files (Wladimir J. van der Laan)
610a8c0 Move SetThreadPriority implementation to util.cpp instead of the header (Wladimir J. van der Laan)
f780e65 Remove unused function `ByteReverse` from util.h (Wladimir J. van der Laan)
121d6ad Remove unused `alignup` function from util.h (Wladimir J. van der Laan)
d1e26d4 Move CMedianFilter to timedata.cpp (Wladimir J. van der Laan)
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Split up util.cpp/h into:
- string utilities (hex, base32, base64): no internal dependencies, no dependency on boost (apart from foreach)
- money utilities (parsesmoney, formatmoney)
- time utilities (gettime*, sleep, format date):
- and the rest (logging, argument parsing, config file parsing)
The latter is basically the environment and OS handling,
and is stripped of all utility functions, so we may want to
rename it to something else than util.cpp/h for clarity (Matt suggested
osinterface).
Breaks dependency of sha256.cpp on all the things pulled in by util.
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At some places where it is possible (e. g., CheckInputs), use a const
version of CCoinsView instead of a non-const one.
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Mark the "Get"/"Have" routines in CCoinsView and subclasses as "const".
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Goal: Gain live insight into the mempool. Groundwork for future work
that caps mempool size.
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complete.
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This reverts commit d640a3ceab4f4372c2a0f738c1286cfde4b41b50.
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Require at least 11 samples before giving fee/priority estimates.
And have wallet-created transactions go throught the fee-sanity-check
code path.
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Allows network wallets and other clients to see transactions that respend
a prevout already spent in an unconfirmed transaction in this node's mempool.
Knowledge of an attempted double-spend is of interest to recipients of the
first spend. In some cases, it will allow these recipients to withhold
goods or services upon being alerted of a double-spend that deprives them
of payment.
As before, respends are not added to the mempool.
Anti-Denial-of-Service-Attack provisions:
- Use a bloom filter to relay only one respend per mempool prevout
- Rate-limit respend relays to a default of 100 thousand bytes/minute
- Define tx2.IsEquivalentTo(tx1): equality when scriptSigs are not considered
- Do not relay these equivalent transactions
Remove an unused variable declaration in txmempool.cpp.
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Accepts the transaction into mined blocks at a higher (or lower) priority
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New RPC methods: return an estimate of the fee (or priority) a
transaction needs to be likely to confirm in a given number of
blocks.
Mike Hearn created the first version of this method for estimating fees.
It works as follows:
For transactions that took 1 to N (I picked N=25) blocks to confirm,
keep N buckets with at most 100 entries in each recording the
fees-per-kilobyte paid by those transactions.
(separate buckets are kept for transactions that confirmed because
they are high-priority)
The buckets are filled as blocks are found, and are saved/restored
in a new fee_estiamtes.dat file in the data directory.
A few variations on Mike's initial scheme:
To estimate the fee needed for a transaction to confirm in X buckets,
all of the samples in all of the buckets are used and a median of
all of the data is used to make the estimate. For example, imagine
25 buckets each containing the full 100 entries. Those 2,500 samples
are sorted, and the estimate of the fee needed to confirm in the very
next block is the 50'th-highest-fee-entry in that sorted list; the
estimate of the fee needed to confirm in the next two blocks is the
150'th-highest-fee-entry, etc.
That algorithm has the nice property that estimates of how much fee
you need to pay to get confirmed in block N will always be greater
than or equal to the estimate for block N+1. It would clearly be wrong
to say "pay 11 uBTC and you'll get confirmed in 3 blocks, but pay
12 uBTC and it will take LONGER".
A single block will not contribute more than 10 entries to any one
bucket, so a single miner and a large block cannot overwhelm
the estimates.
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Use the spent outpoint multimap to figure out which wallet transaction
outputs are unspent, instead of a vfSpent array that is saved
to disk.
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