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fees: document non-monotonic estimation edge case

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Closes: #11800

Note: In certain rare edge cases, monotonically increasing estimates may
not be guaranteed. Specifically, given two targets N and M, where M > N,
if a sub-estimate for target N fails to return a valid fee rate, while
target M has valid fee rate for that sub-estimate, target M may result
in a higher fee rate estimate than target N.

See: https://github.com/bitcoin/bitcoin/issues/11800#issuecomment-349697807
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willcl-ark 2024-10-12 21:26:49 +01:00 committed by will
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commit 1e0de7a6ba
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8
src/policy/fees.cpp
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@ -905,6 +905,14 @@ CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, FeeCalculation
* horizons so we already have monotonically increasing estimates and
* the purpose of conservative estimates is not to let short term
* fluctuations lower our estimates by too much.
*
* Note: In certain rare edge cases, monotonically increasing estimates may
* not be guaranteed. Specifically, given two targets N and M, where M > N,
* if a sub-estimate for target N fails to return a valid fee rate, while
* target M has valid fee rate for that sub-estimate, target M may result
* in a higher fee rate estimate than target N.
*
* See: https://github.com/bitcoin/bitcoin/issues/11800#issuecomment-349697807
*/
double halfEst = estimateCombinedFee(confTarget/2, HALF_SUCCESS_PCT, true, &tempResult);
if (feeCalc) {