From 4b7091a842c2c3a76f4136cb0fdcf1c5904fd237 Mon Sep 17 00:00:00 2001 From: Marcin Jachymiak Date: Wed, 8 Aug 2018 14:40:56 -0400 Subject: Replace median fee rate with feerate percentiles Removes medianfeerate result from getblockstats. Adds feerate_percentiles which give the feerate of the 10th, 25th, 50th, 75th, and 90th percentile weight unit in the block. --- src/rpc/blockchain.cpp | 59 +++++++++++++++++++++++++++++++++++++++++++------- 1 file changed, 51 insertions(+), 8 deletions(-) (limited to 'src/rpc/blockchain.cpp') diff --git a/src/rpc/blockchain.cpp b/src/rpc/blockchain.cpp index 8bf6030833..51bc218d39 100644 --- a/src/rpc/blockchain.cpp +++ b/src/rpc/blockchain.cpp @@ -1640,6 +1640,35 @@ static T CalculateTruncatedMedian(std::vector& scores) } } +void CalculatePercentilesByWeight(CAmount result[NUM_GETBLOCKSTATS_PERCENTILES], std::vector>& scores, int64_t total_weight) +{ + if (scores.empty()) { + return; + } + + std::sort(scores.begin(), scores.end()); + + // 10th, 25th, 50th, 75th, and 90th percentile weight units. + const double weights[NUM_GETBLOCKSTATS_PERCENTILES] = { + total_weight / 10.0, total_weight / 4.0, total_weight / 2.0, (total_weight * 3.0) / 4.0, (total_weight * 9.0) / 10.0 + }; + + int64_t next_percentile_index = 0; + int64_t cumulative_weight = 0; + for (const auto& element : scores) { + cumulative_weight += element.second; + while (next_percentile_index < NUM_GETBLOCKSTATS_PERCENTILES && cumulative_weight >= weights[next_percentile_index]) { + result[next_percentile_index] = element.first; + ++next_percentile_index; + } + } + + // Fill any remaining percentiles with the last value. + for (int64_t i = next_percentile_index; i < NUM_GETBLOCKSTATS_PERCENTILES; i++) { + result[i] = scores.back().first; + } +} + template static inline bool SetHasKeys(const std::set& set) {return false;} template @@ -1673,13 +1702,19 @@ static UniValue getblockstats(const JSONRPCRequest& request) " \"avgfeerate\": xxxxx, (numeric) Average feerate (in satoshis per virtual byte)\n" " \"avgtxsize\": xxxxx, (numeric) Average transaction size\n" " \"blockhash\": xxxxx, (string) The block hash (to check for potential reorgs)\n" + " \"feerate_percentiles\": [ (array of numeric) Feerates at the 10th, 25th, 50th, 75th, and 90th percentile weight unit (in satoshis per virtual byte)\n" + " \"10th_percentile_feerate\", (numeric) The 10th percentile feerate\n" + " \"25th_percentile_feerate\", (numeric) The 25th percentile feerate\n" + " \"50th_percentile_feerate\", (numeric) The 50th percentile feerate\n" + " \"75th_percentile_feerate\", (numeric) The 75th percentile feerate\n" + " \"90th_percentile_feerate\", (numeric) The 90th percentile feerate\n" + " ],\n" " \"height\": xxxxx, (numeric) The height of the block\n" " \"ins\": xxxxx, (numeric) The number of inputs (excluding coinbase)\n" " \"maxfee\": xxxxx, (numeric) Maximum fee in the block\n" " \"maxfeerate\": xxxxx, (numeric) Maximum feerate (in satoshis per virtual byte)\n" " \"maxtxsize\": xxxxx, (numeric) Maximum transaction size\n" " \"medianfee\": xxxxx, (numeric) Truncated median fee in the block\n" - " \"medianfeerate\": xxxxx, (numeric) Truncated median feerate (in satoshis per virtual byte)\n" " \"mediantime\": xxxxx, (numeric) The block median time past\n" " \"mediantxsize\": xxxxx, (numeric) Truncated median transaction size\n" " \"minfee\": xxxxx, (numeric) Minimum fee in the block\n" @@ -1747,13 +1782,13 @@ static UniValue getblockstats(const JSONRPCRequest& request) const bool do_all = stats.size() == 0; // Calculate everything if nothing selected (default) const bool do_mediantxsize = do_all || stats.count("mediantxsize") != 0; const bool do_medianfee = do_all || stats.count("medianfee") != 0; - const bool do_medianfeerate = do_all || stats.count("medianfeerate") != 0; - const bool loop_inputs = do_all || do_medianfee || do_medianfeerate || + const bool do_feerate_percentiles = do_all || stats.count("feerate_percentiles") != 0; + const bool loop_inputs = do_all || do_medianfee || do_feerate_percentiles || SetHasKeys(stats, "utxo_size_inc", "totalfee", "avgfee", "avgfeerate", "minfee", "maxfee", "minfeerate", "maxfeerate"); const bool loop_outputs = do_all || loop_inputs || stats.count("total_out"); const bool do_calculate_size = do_mediantxsize || SetHasKeys(stats, "total_size", "avgtxsize", "mintxsize", "maxtxsize", "swtotal_size"); - const bool do_calculate_weight = do_all || SetHasKeys(stats, "total_weight", "avgfeerate", "swtotal_weight", "avgfeerate", "medianfeerate", "minfeerate", "maxfeerate"); + const bool do_calculate_weight = do_all || SetHasKeys(stats, "total_weight", "avgfeerate", "swtotal_weight", "avgfeerate", "feerate_percentiles", "minfeerate", "maxfeerate"); const bool do_calculate_sw = do_all || SetHasKeys(stats, "swtxs", "swtotal_size", "swtotal_weight"); CAmount maxfee = 0; @@ -1773,7 +1808,7 @@ static UniValue getblockstats(const JSONRPCRequest& request) int64_t total_weight = 0; int64_t utxo_size_inc = 0; std::vector fee_array; - std::vector feerate_array; + std::vector> feerate_array; std::vector txsize_array; for (const auto& tx : block.vtx) { @@ -1848,26 +1883,34 @@ static UniValue getblockstats(const JSONRPCRequest& request) // New feerate uses satoshis per virtual byte instead of per serialized byte CAmount feerate = weight ? (txfee * WITNESS_SCALE_FACTOR) / weight : 0; - if (do_medianfeerate) { - feerate_array.push_back(feerate); + if (do_feerate_percentiles) { + feerate_array.emplace_back(std::make_pair(feerate, weight)); } maxfeerate = std::max(maxfeerate, feerate); minfeerate = std::min(minfeerate, feerate); } } + CAmount feerate_percentiles[NUM_GETBLOCKSTATS_PERCENTILES] = { 0 }; + CalculatePercentilesByWeight(feerate_percentiles, feerate_array, total_weight); + + UniValue feerates_res(UniValue::VARR); + for (int64_t i = 0; i < NUM_GETBLOCKSTATS_PERCENTILES; i++) { + feerates_res.push_back(feerate_percentiles[i]); + } + UniValue ret_all(UniValue::VOBJ); ret_all.pushKV("avgfee", (block.vtx.size() > 1) ? totalfee / (block.vtx.size() - 1) : 0); ret_all.pushKV("avgfeerate", total_weight ? (totalfee * WITNESS_SCALE_FACTOR) / total_weight : 0); // Unit: sat/vbyte ret_all.pushKV("avgtxsize", (block.vtx.size() > 1) ? total_size / (block.vtx.size() - 1) : 0); ret_all.pushKV("blockhash", pindex->GetBlockHash().GetHex()); + ret_all.pushKV("feerate_percentiles", feerates_res); ret_all.pushKV("height", (int64_t)pindex->nHeight); ret_all.pushKV("ins", inputs); ret_all.pushKV("maxfee", maxfee); ret_all.pushKV("maxfeerate", maxfeerate); ret_all.pushKV("maxtxsize", maxtxsize); ret_all.pushKV("medianfee", CalculateTruncatedMedian(fee_array)); - ret_all.pushKV("medianfeerate", CalculateTruncatedMedian(feerate_array)); ret_all.pushKV("mediantime", pindex->GetMedianTimePast()); ret_all.pushKV("mediantxsize", CalculateTruncatedMedian(txsize_array)); ret_all.pushKV("minfee", (minfee == MAX_MONEY) ? 0 : minfee); -- cgit v1.2.3