Rewrite estimateSmartFee

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.
This commit is contained in:
Alex Morcos
2017-03-07 11:33:44 -05:00
parent c7447ec303
commit 3810e976d6
6 changed files with 104 additions and 22 deletions

View File

@@ -116,8 +116,8 @@ def check_estimates(node, fees_seen, max_invalid, print_estimates = True):
for i,e in enumerate(all_estimates): # estimate is for i+1
if e >= 0:
valid_estimate = True
# estimatesmartfee should return the same result
assert_equal(node.estimatesmartfee(i+1)["feerate"], e)
if i >= 13: # for n>=14 estimatesmartfee(n/2) should be at least as high as estimatefee(n)
assert(node.estimatesmartfee((i+1)//2)["feerate"] > float(e) - delta)
else:
invalid_estimates += 1