mirror of
https://github.com/bitcoin/bitcoin.git
synced 2026-06-04 02:02:42 +02:00
Merge #7730: Remove priority estimation
0bd581aadd release notes for removal of priority estimation (Alex Morcos)b2322e0Remove priority estimation (Alex Morcos)
This commit is contained in:
Wladimir J. van der Laan
@@ -14,10 +14,9 @@
|
||||
#include "util.h"
|
||||
|
||||
void TxConfirmStats::Initialize(std::vector<double>& defaultBuckets,
|
||||
unsigned int maxConfirms, double _decay, std::string _dataTypeString)
|
||||
unsigned int maxConfirms, double _decay)
|
||||
{
|
||||
decay = _decay;
|
||||
dataTypeString = _dataTypeString;
|
||||
for (unsigned int i = 0; i < defaultBuckets.size(); i++) {
|
||||
buckets.push_back(defaultBuckets[i]);
|
||||
bucketMap[defaultBuckets[i]] = i;
|
||||
@@ -87,10 +86,10 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal,
|
||||
|
||||
int maxbucketindex = buckets.size() - 1;
|
||||
|
||||
// requireGreater means we are looking for the lowest fee/priority such that all higher
|
||||
// values pass, so we start at maxbucketindex (highest fee) and look at successively
|
||||
// requireGreater means we are looking for the lowest feerate such that all higher
|
||||
// values pass, so we start at maxbucketindex (highest feerate) and look at successively
|
||||
// smaller buckets until we reach failure. Otherwise, we are looking for the highest
|
||||
// fee/priority such that all lower values fail, and we go in the opposite direction.
|
||||
// feerate such that all lower values fail, and we go in the opposite direction.
|
||||
unsigned int startbucket = requireGreater ? maxbucketindex : 0;
|
||||
int step = requireGreater ? -1 : 1;
|
||||
|
||||
@@ -107,7 +106,7 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal,
|
||||
bool foundAnswer = false;
|
||||
unsigned int bins = unconfTxs.size();
|
||||
|
||||
// Start counting from highest(default) or lowest fee/pri transactions
|
||||
// Start counting from highest(default) or lowest feerate transactions
|
||||
for (int bucket = startbucket; bucket >= 0 && bucket <= maxbucketindex; bucket += step) {
|
||||
curFarBucket = bucket;
|
||||
nConf += confAvg[confTarget - 1][bucket];
|
||||
@@ -145,8 +144,8 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal,
|
||||
double median = -1;
|
||||
double txSum = 0;
|
||||
|
||||
// Calculate the "average" fee of the best bucket range that met success conditions
|
||||
// Find the bucket with the median transaction and then report the average fee from that bucket
|
||||
// Calculate the "average" feerate of the best bucket range that met success conditions
|
||||
// Find the bucket with the median transaction and then report the average feerate from that bucket
|
||||
// This is a compromise between finding the median which we can't since we don't save all tx's
|
||||
// and reporting the average which is less accurate
|
||||
unsigned int minBucket = bestNearBucket < bestFarBucket ? bestNearBucket : bestFarBucket;
|
||||
@@ -166,8 +165,8 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal,
|
||||
}
|
||||
}
|
||||
|
||||
LogPrint("estimatefee", "%3d: For conf success %s %4.2f need %s %s: %12.5g from buckets %8g - %8g Cur Bucket stats %6.2f%% %8.1f/(%.1f+%d mempool)\n",
|
||||
confTarget, requireGreater ? ">" : "<", successBreakPoint, dataTypeString,
|
||||
LogPrint("estimatefee", "%3d: For conf success %s %4.2f need feerate %s: %12.5g from buckets %8g - %8g Cur Bucket stats %6.2f%% %8.1f/(%.1f+%d mempool)\n",
|
||||
confTarget, requireGreater ? ">" : "<", successBreakPoint,
|
||||
requireGreater ? ">" : "<", median, buckets[minBucket], buckets[maxBucket],
|
||||
100 * nConf / (totalNum + extraNum), nConf, totalNum, extraNum);
|
||||
|
||||
@@ -200,10 +199,10 @@ void TxConfirmStats::Read(CAutoFile& filein)
|
||||
filein >> fileBuckets;
|
||||
numBuckets = fileBuckets.size();
|
||||
if (numBuckets <= 1 || numBuckets > 1000)
|
||||
throw std::runtime_error("Corrupt estimates file. Must have between 2 and 1000 fee/pri buckets");
|
||||
throw std::runtime_error("Corrupt estimates file. Must have between 2 and 1000 feerate buckets");
|
||||
filein >> fileAvg;
|
||||
if (fileAvg.size() != numBuckets)
|
||||
throw std::runtime_error("Corrupt estimates file. Mismatch in fee/pri average bucket count");
|
||||
throw std::runtime_error("Corrupt estimates file. Mismatch in feerate average bucket count");
|
||||
filein >> fileTxCtAvg;
|
||||
if (fileTxCtAvg.size() != numBuckets)
|
||||
throw std::runtime_error("Corrupt estimates file. Mismatch in tx count bucket count");
|
||||
@@ -213,9 +212,9 @@ void TxConfirmStats::Read(CAutoFile& filein)
|
||||
throw std::runtime_error("Corrupt estimates file. Must maintain estimates for between 1 and 1008 (one week) confirms");
|
||||
for (unsigned int i = 0; i < maxConfirms; i++) {
|
||||
if (fileConfAvg[i].size() != numBuckets)
|
||||
throw std::runtime_error("Corrupt estimates file. Mismatch in fee/pri conf average bucket count");
|
||||
throw std::runtime_error("Corrupt estimates file. Mismatch in feerate conf average bucket count");
|
||||
}
|
||||
// Now that we've processed the entire fee estimate data file and not
|
||||
// Now that we've processed the entire feerate estimate data file and not
|
||||
// thrown any errors, we can copy it to our data structures
|
||||
decay = fileDecay;
|
||||
buckets = fileBuckets;
|
||||
@@ -242,8 +241,8 @@ void TxConfirmStats::Read(CAutoFile& filein)
|
||||
for (unsigned int i = 0; i < buckets.size(); i++)
|
||||
bucketMap[buckets[i]] = i;
|
||||
|
||||
LogPrint("estimatefee", "Reading estimates: %u %s buckets counting confirms up to %u blocks\n",
|
||||
numBuckets, dataTypeString, maxConfirms);
|
||||
LogPrint("estimatefee", "Reading estimates: %u buckets counting confirms up to %u blocks\n",
|
||||
numBuckets, maxConfirms);
|
||||
}
|
||||
|
||||
unsigned int TxConfirmStats::NewTx(unsigned int nBlockHeight, double val)
|
||||
@@ -251,7 +250,6 @@ unsigned int TxConfirmStats::NewTx(unsigned int nBlockHeight, double val)
|
||||
unsigned int bucketindex = bucketMap.lower_bound(val)->second;
|
||||
unsigned int blockIndex = nBlockHeight % unconfTxs.size();
|
||||
unconfTxs[blockIndex][bucketindex]++;
|
||||
LogPrint("estimatefee", "adding to %s", dataTypeString);
|
||||
return bucketindex;
|
||||
}
|
||||
|
||||
@@ -291,12 +289,10 @@ void CBlockPolicyEstimator::removeTx(uint256 hash)
|
||||
hash.ToString().c_str());
|
||||
return;
|
||||
}
|
||||
TxConfirmStats *stats = pos->second.stats;
|
||||
unsigned int entryHeight = pos->second.blockHeight;
|
||||
unsigned int bucketIndex = pos->second.bucketIndex;
|
||||
|
||||
if (stats != NULL)
|
||||
stats->removeTx(entryHeight, nBestSeenHeight, bucketIndex);
|
||||
feeStats.removeTx(entryHeight, nBestSeenHeight, bucketIndex);
|
||||
mapMemPoolTxs.erase(hash);
|
||||
}
|
||||
|
||||
@@ -309,45 +305,14 @@ CBlockPolicyEstimator::CBlockPolicyEstimator(const CFeeRate& _minRelayFee)
|
||||
vfeelist.push_back(bucketBoundary);
|
||||
}
|
||||
vfeelist.push_back(INF_FEERATE);
|
||||
feeStats.Initialize(vfeelist, MAX_BLOCK_CONFIRMS, DEFAULT_DECAY, "FeeRate");
|
||||
|
||||
minTrackedPriority = AllowFreeThreshold() < MIN_PRIORITY ? MIN_PRIORITY : AllowFreeThreshold();
|
||||
std::vector<double> vprilist;
|
||||
for (double bucketBoundary = minTrackedPriority; bucketBoundary <= MAX_PRIORITY; bucketBoundary *= PRI_SPACING) {
|
||||
vprilist.push_back(bucketBoundary);
|
||||
}
|
||||
vprilist.push_back(INF_PRIORITY);
|
||||
priStats.Initialize(vprilist, MAX_BLOCK_CONFIRMS, DEFAULT_DECAY, "Priority");
|
||||
|
||||
feeUnlikely = CFeeRate(0);
|
||||
feeLikely = CFeeRate(INF_FEERATE);
|
||||
priUnlikely = 0;
|
||||
priLikely = INF_PRIORITY;
|
||||
}
|
||||
|
||||
bool CBlockPolicyEstimator::isFeeDataPoint(const CFeeRate &fee, double pri)
|
||||
{
|
||||
if ((pri < minTrackedPriority && fee >= minTrackedFee) ||
|
||||
(pri < priUnlikely && fee > feeLikely)) {
|
||||
return true;
|
||||
}
|
||||
return false;
|
||||
}
|
||||
|
||||
bool CBlockPolicyEstimator::isPriDataPoint(const CFeeRate &fee, double pri)
|
||||
{
|
||||
if ((fee < minTrackedFee && pri >= minTrackedPriority) ||
|
||||
(fee < feeUnlikely && pri > priLikely)) {
|
||||
return true;
|
||||
}
|
||||
return false;
|
||||
feeStats.Initialize(vfeelist, MAX_BLOCK_CONFIRMS, DEFAULT_DECAY);
|
||||
}
|
||||
|
||||
void CBlockPolicyEstimator::processTransaction(const CTxMemPoolEntry& entry, bool fCurrentEstimate)
|
||||
{
|
||||
unsigned int txHeight = entry.GetHeight();
|
||||
uint256 hash = entry.GetTx().GetHash();
|
||||
if (mapMemPoolTxs[hash].stats != NULL) {
|
||||
if (mapMemPoolTxs.count(hash)) {
|
||||
LogPrint("estimatefee", "Blockpolicy error mempool tx %s already being tracked\n",
|
||||
hash.ToString().c_str());
|
||||
return;
|
||||
@@ -371,30 +336,11 @@ void CBlockPolicyEstimator::processTransaction(const CTxMemPoolEntry& entry, boo
|
||||
return;
|
||||
}
|
||||
|
||||
// Fees are stored and reported as BTC-per-kb:
|
||||
// Feerates are stored and reported as BTC-per-kb:
|
||||
CFeeRate feeRate(entry.GetFee(), entry.GetTxSize());
|
||||
|
||||
// Want the priority of the tx at confirmation. However we don't know
|
||||
// what that will be and its too hard to continue updating it
|
||||
// so use starting priority as a proxy
|
||||
double curPri = entry.GetPriority(txHeight);
|
||||
mapMemPoolTxs[hash].blockHeight = txHeight;
|
||||
|
||||
LogPrint("estimatefee", "Blockpolicy mempool tx %s ", hash.ToString().substr(0,10));
|
||||
// Record this as a priority estimate
|
||||
if (entry.GetFee() == 0 || isPriDataPoint(feeRate, curPri)) {
|
||||
mapMemPoolTxs[hash].stats = &priStats;
|
||||
mapMemPoolTxs[hash].bucketIndex = priStats.NewTx(txHeight, curPri);
|
||||
}
|
||||
// Record this as a fee estimate
|
||||
else if (isFeeDataPoint(feeRate, curPri)) {
|
||||
mapMemPoolTxs[hash].stats = &feeStats;
|
||||
mapMemPoolTxs[hash].bucketIndex = feeStats.NewTx(txHeight, (double)feeRate.GetFeePerK());
|
||||
}
|
||||
else {
|
||||
LogPrint("estimatefee", "not adding");
|
||||
}
|
||||
LogPrint("estimatefee", "\n");
|
||||
mapMemPoolTxs[hash].bucketIndex = feeStats.NewTx(txHeight, (double)feeRate.GetFeePerK());
|
||||
}
|
||||
|
||||
void CBlockPolicyEstimator::processBlockTx(unsigned int nBlockHeight, const CTxMemPoolEntry& entry)
|
||||
@@ -417,21 +363,10 @@ void CBlockPolicyEstimator::processBlockTx(unsigned int nBlockHeight, const CTxM
|
||||
return;
|
||||
}
|
||||
|
||||
// Fees are stored and reported as BTC-per-kb:
|
||||
// Feerates are stored and reported as BTC-per-kb:
|
||||
CFeeRate feeRate(entry.GetFee(), entry.GetTxSize());
|
||||
|
||||
// Want the priority of the tx at confirmation. The priority when it
|
||||
// entered the mempool could easily be very small and change quickly
|
||||
double curPri = entry.GetPriority(nBlockHeight);
|
||||
|
||||
// Record this as a priority estimate
|
||||
if (entry.GetFee() == 0 || isPriDataPoint(feeRate, curPri)) {
|
||||
priStats.Record(blocksToConfirm, curPri);
|
||||
}
|
||||
// Record this as a fee estimate
|
||||
else if (isFeeDataPoint(feeRate, curPri)) {
|
||||
feeStats.Record(blocksToConfirm, (double)feeRate.GetFeePerK());
|
||||
}
|
||||
feeStats.Record(blocksToConfirm, (double)feeRate.GetFeePerK());
|
||||
}
|
||||
|
||||
void CBlockPolicyEstimator::processBlock(unsigned int nBlockHeight,
|
||||
@@ -452,41 +387,15 @@ void CBlockPolicyEstimator::processBlock(unsigned int nBlockHeight,
|
||||
if (!fCurrentEstimate)
|
||||
return;
|
||||
|
||||
// Update the dynamic cutoffs
|
||||
// a fee/priority is "likely" the reason your tx was included in a block if >85% of such tx's
|
||||
// were confirmed in 2 blocks and is "unlikely" if <50% were confirmed in 10 blocks
|
||||
LogPrint("estimatefee", "Blockpolicy recalculating dynamic cutoffs:\n");
|
||||
priLikely = priStats.EstimateMedianVal(2, SUFFICIENT_PRITXS, MIN_SUCCESS_PCT, true, nBlockHeight);
|
||||
if (priLikely == -1)
|
||||
priLikely = INF_PRIORITY;
|
||||
|
||||
double feeLikelyEst = feeStats.EstimateMedianVal(2, SUFFICIENT_FEETXS, MIN_SUCCESS_PCT, true, nBlockHeight);
|
||||
if (feeLikelyEst == -1)
|
||||
feeLikely = CFeeRate(INF_FEERATE);
|
||||
else
|
||||
feeLikely = CFeeRate(feeLikelyEst);
|
||||
|
||||
priUnlikely = priStats.EstimateMedianVal(10, SUFFICIENT_PRITXS, UNLIKELY_PCT, false, nBlockHeight);
|
||||
if (priUnlikely == -1)
|
||||
priUnlikely = 0;
|
||||
|
||||
double feeUnlikelyEst = feeStats.EstimateMedianVal(10, SUFFICIENT_FEETXS, UNLIKELY_PCT, false, nBlockHeight);
|
||||
if (feeUnlikelyEst == -1)
|
||||
feeUnlikely = CFeeRate(0);
|
||||
else
|
||||
feeUnlikely = CFeeRate(feeUnlikelyEst);
|
||||
|
||||
// Clear the current block states
|
||||
// Clear the current block state
|
||||
feeStats.ClearCurrent(nBlockHeight);
|
||||
priStats.ClearCurrent(nBlockHeight);
|
||||
|
||||
// Repopulate the current block states
|
||||
for (unsigned int i = 0; i < entries.size(); i++)
|
||||
processBlockTx(nBlockHeight, entries[i]);
|
||||
|
||||
// Update all exponential averages with the current block states
|
||||
// Update all exponential averages with the current block state
|
||||
feeStats.UpdateMovingAverages();
|
||||
priStats.UpdateMovingAverages();
|
||||
|
||||
LogPrint("estimatefee", "Blockpolicy after updating estimates for %u confirmed entries, new mempool map size %u\n",
|
||||
entries.size(), mapMemPoolTxs.size());
|
||||
@@ -522,7 +431,7 @@ CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoun
|
||||
if (answerFoundAtTarget)
|
||||
*answerFoundAtTarget = confTarget - 1;
|
||||
|
||||
// If mempool is limiting txs , return at least the min fee from the mempool
|
||||
// If mempool is limiting txs , return at least the min feerate from the mempool
|
||||
CAmount minPoolFee = pool.GetMinFee(GetArg("-maxmempool", DEFAULT_MAX_MEMPOOL_SIZE) * 1000000).GetFeePerK();
|
||||
if (minPoolFee > 0 && minPoolFee > median)
|
||||
return CFeeRate(minPoolFee);
|
||||
@@ -535,51 +444,38 @@ CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoun
|
||||
|
||||
double CBlockPolicyEstimator::estimatePriority(int confTarget)
|
||||
{
|
||||
// Return failure if trying to analyze a target we're not tracking
|
||||
if (confTarget <= 0 || (unsigned int)confTarget > priStats.GetMaxConfirms())
|
||||
return -1;
|
||||
|
||||
return priStats.EstimateMedianVal(confTarget, SUFFICIENT_PRITXS, MIN_SUCCESS_PCT, true, nBestSeenHeight);
|
||||
return -1;
|
||||
}
|
||||
|
||||
double CBlockPolicyEstimator::estimateSmartPriority(int confTarget, int *answerFoundAtTarget, const CTxMemPool& pool)
|
||||
{
|
||||
if (answerFoundAtTarget)
|
||||
*answerFoundAtTarget = confTarget;
|
||||
// Return failure if trying to analyze a target we're not tracking
|
||||
if (confTarget <= 0 || (unsigned int)confTarget > priStats.GetMaxConfirms())
|
||||
return -1;
|
||||
|
||||
// If mempool is limiting txs, no priority txs are allowed
|
||||
CAmount minPoolFee = pool.GetMinFee(GetArg("-maxmempool", DEFAULT_MAX_MEMPOOL_SIZE) * 1000000).GetFeePerK();
|
||||
if (minPoolFee > 0)
|
||||
return INF_PRIORITY;
|
||||
|
||||
double median = -1;
|
||||
while (median < 0 && (unsigned int)confTarget <= priStats.GetMaxConfirms()) {
|
||||
median = priStats.EstimateMedianVal(confTarget++, SUFFICIENT_PRITXS, MIN_SUCCESS_PCT, true, nBestSeenHeight);
|
||||
}
|
||||
|
||||
if (answerFoundAtTarget)
|
||||
*answerFoundAtTarget = confTarget - 1;
|
||||
|
||||
return median;
|
||||
return -1;
|
||||
}
|
||||
|
||||
void CBlockPolicyEstimator::Write(CAutoFile& fileout)
|
||||
{
|
||||
fileout << nBestSeenHeight;
|
||||
feeStats.Write(fileout);
|
||||
priStats.Write(fileout);
|
||||
}
|
||||
|
||||
void CBlockPolicyEstimator::Read(CAutoFile& filein)
|
||||
void CBlockPolicyEstimator::Read(CAutoFile& filein, int nFileVersion)
|
||||
{
|
||||
int nFileBestSeenHeight;
|
||||
filein >> nFileBestSeenHeight;
|
||||
feeStats.Read(filein);
|
||||
priStats.Read(filein);
|
||||
nBestSeenHeight = nFileBestSeenHeight;
|
||||
if (nFileVersion < 139900) {
|
||||
TxConfirmStats priStats;
|
||||
priStats.Read(filein);
|
||||
}
|
||||
}
|
||||
|
||||
FeeFilterRounder::FeeFilterRounder(const CFeeRate& minIncrementalFee)
|
||||
|
||||
@@ -19,60 +19,50 @@ class CTxMemPoolEntry;
|
||||
class CTxMemPool;
|
||||
|
||||
/** \class CBlockPolicyEstimator
|
||||
* The BlockPolicyEstimator is used for estimating the fee or priority needed
|
||||
* The BlockPolicyEstimator is used for estimating the feerate needed
|
||||
* for a transaction to be included in a block within a certain number of
|
||||
* blocks.
|
||||
*
|
||||
* At a high level the algorithm works by grouping transactions into buckets
|
||||
* based on having similar priorities or fees and then tracking how long it
|
||||
* based on having similar feerates and then tracking how long it
|
||||
* takes transactions in the various buckets to be mined. It operates under
|
||||
* the assumption that in general transactions of higher fee/priority will be
|
||||
* included in blocks before transactions of lower fee/priority. So for
|
||||
* example if you wanted to know what fee you should put on a transaction to
|
||||
* the assumption that in general transactions of higher feerate will be
|
||||
* included in blocks before transactions of lower feerate. So for
|
||||
* example if you wanted to know what feerate you should put on a transaction to
|
||||
* be included in a block within the next 5 blocks, you would start by looking
|
||||
* at the bucket with the highest fee transactions and verifying that a
|
||||
* at the bucket with the highest feerate transactions and verifying that a
|
||||
* sufficiently high percentage of them were confirmed within 5 blocks and
|
||||
* then you would look at the next highest fee bucket, and so on, stopping at
|
||||
* the last bucket to pass the test. The average fee of transactions in this
|
||||
* bucket will give you an indication of the lowest fee you can put on a
|
||||
* then you would look at the next highest feerate bucket, and so on, stopping at
|
||||
* the last bucket to pass the test. The average feerate of transactions in this
|
||||
* bucket will give you an indication of the lowest feerate you can put on a
|
||||
* transaction and still have a sufficiently high chance of being confirmed
|
||||
* within your desired 5 blocks.
|
||||
*
|
||||
* When a transaction enters the mempool or is included within a block we
|
||||
* decide whether it can be used as a data point for fee estimation, priority
|
||||
* estimation or neither. If the value of exactly one of those properties was
|
||||
* below the required minimum it can be used to estimate the other. In
|
||||
* addition, if a priori our estimation code would indicate that the
|
||||
* transaction would be much more quickly included in a block because of one
|
||||
* of the properties compared to the other, we can also decide to use it as
|
||||
* an estimate for that property.
|
||||
*
|
||||
* Here is a brief description of the implementation for fee estimation.
|
||||
* When a transaction that counts for fee estimation enters the mempool, we
|
||||
* Here is a brief description of the implementation:
|
||||
* When a transaction enters the mempool, we
|
||||
* track the height of the block chain at entry. Whenever a block comes in,
|
||||
* we count the number of transactions in each bucket and the total amount of fee
|
||||
* we count the number of transactions in each bucket and the total amount of feerate
|
||||
* paid in each bucket. Then we calculate how many blocks Y it took each
|
||||
* transaction to be mined and we track an array of counters in each bucket
|
||||
* for how long it to took transactions to get confirmed from 1 to a max of 25
|
||||
* and we increment all the counters from Y up to 25. This is because for any
|
||||
* number Z>=Y the transaction was successfully mined within Z blocks. We
|
||||
* want to save a history of this information, so at any time we have a
|
||||
* counter of the total number of transactions that happened in a given fee
|
||||
* counter of the total number of transactions that happened in a given feerate
|
||||
* bucket and the total number that were confirmed in each number 1-25 blocks
|
||||
* or less for any bucket. We save this history by keeping an exponentially
|
||||
* decaying moving average of each one of these stats. Furthermore we also
|
||||
* keep track of the number unmined (in mempool) transactions in each bucket
|
||||
* and for how many blocks they have been outstanding and use that to increase
|
||||
* the number of transactions we've seen in that fee bucket when calculating
|
||||
* the number of transactions we've seen in that feerate bucket when calculating
|
||||
* an estimate for any number of confirmations below the number of blocks
|
||||
* they've been outstanding.
|
||||
*/
|
||||
|
||||
/**
|
||||
* We will instantiate two instances of this class, one to track transactions
|
||||
* that were included in a block due to fee, and one for tx's included due to
|
||||
* priority. We will lump transactions into a bucket according to their approximate
|
||||
* fee or priority and then track how long it took for those txs to be included in a block
|
||||
* We will instantiate an instance of this class to track transactions that were
|
||||
* included in a block. We will lump transactions into a bucket according to their
|
||||
* approximate feerate and then track how long it took for those txs to be included in a block
|
||||
*
|
||||
* The tracking of unconfirmed (mempool) transactions is completely independent of the
|
||||
* historical tracking of transactions that have been confirmed in a block.
|
||||
@@ -80,7 +70,7 @@ class CTxMemPool;
|
||||
class TxConfirmStats
|
||||
{
|
||||
private:
|
||||
//Define the buckets we will group transactions into (both fee buckets and priority buckets)
|
||||
//Define the buckets we will group transactions into
|
||||
std::vector<double> buckets; // The upper-bound of the range for the bucket (inclusive)
|
||||
std::map<double, unsigned int> bucketMap; // Map of bucket upper-bound to index into all vectors by bucket
|
||||
|
||||
@@ -97,16 +87,15 @@ private:
|
||||
// and calculate the totals for the current block to update the moving averages
|
||||
std::vector<std::vector<int> > curBlockConf; // curBlockConf[Y][X]
|
||||
|
||||
// Sum the total priority/fee of all tx's in each bucket
|
||||
// Sum the total feerate of all tx's in each bucket
|
||||
// Track the historical moving average of this total over blocks
|
||||
std::vector<double> avg;
|
||||
// and calculate the total for the current block to update the moving average
|
||||
std::vector<double> curBlockVal;
|
||||
|
||||
// Combine the conf counts with tx counts to calculate the confirmation % for each Y,X
|
||||
// Combine the total value with the tx counts to calculate the avg fee/priority per bucket
|
||||
// Combine the total value with the tx counts to calculate the avg feerate per bucket
|
||||
|
||||
std::string dataTypeString;
|
||||
double decay;
|
||||
|
||||
// Mempool counts of outstanding transactions
|
||||
@@ -123,9 +112,8 @@ public:
|
||||
* @param defaultBuckets contains the upper limits for the bucket boundaries
|
||||
* @param maxConfirms max number of confirms to track
|
||||
* @param decay how much to decay the historical moving average per block
|
||||
* @param dataTypeString for logging purposes
|
||||
*/
|
||||
void Initialize(std::vector<double>& defaultBuckets, unsigned int maxConfirms, double decay, std::string dataTypeString);
|
||||
void Initialize(std::vector<double>& defaultBuckets, unsigned int maxConfirms, double decay);
|
||||
|
||||
/** Clear the state of the curBlock variables to start counting for the new block */
|
||||
void ClearCurrent(unsigned int nBlockHeight);
|
||||
@@ -133,7 +121,7 @@ public:
|
||||
/**
|
||||
* Record a new transaction data point in the current block stats
|
||||
* @param blocksToConfirm the number of blocks it took this transaction to confirm
|
||||
* @param val either the fee or the priority when entered of the transaction
|
||||
* @param val the feerate of the transaction
|
||||
* @warning blocksToConfirm is 1-based and has to be >= 1
|
||||
*/
|
||||
void Record(int blocksToConfirm, double val);
|
||||
@@ -150,14 +138,14 @@ public:
|
||||
void UpdateMovingAverages();
|
||||
|
||||
/**
|
||||
* Calculate a fee or priority estimate. Find the lowest value bucket (or range of buckets
|
||||
* Calculate a feerate estimate. Find the lowest value bucket (or range of buckets
|
||||
* to make sure we have enough data points) whose transactions still have sufficient likelihood
|
||||
* of being confirmed within the target number of confirmations
|
||||
* @param confTarget target number of confirmations
|
||||
* @param sufficientTxVal required average number of transactions per block in a bucket range
|
||||
* @param minSuccess the success probability we require
|
||||
* @param requireGreater return the lowest fee/pri such that all higher values pass minSuccess OR
|
||||
* return the highest fee/pri such that all lower values fail minSuccess
|
||||
* @param requireGreater return the lowest feerate such that all higher values pass minSuccess OR
|
||||
* return the highest feerate such that all lower values fail minSuccess
|
||||
* @param nBlockHeight the current block height
|
||||
*/
|
||||
double EstimateMedianVal(int confTarget, double sufficientTxVal,
|
||||
@@ -184,35 +172,27 @@ static const unsigned int MAX_BLOCK_CONFIRMS = 25;
|
||||
/** Decay of .998 is a half-life of 346 blocks or about 2.4 days */
|
||||
static const double DEFAULT_DECAY = .998;
|
||||
|
||||
/** Require greater than 95% of X fee transactions to be confirmed within Y blocks for X to be big enough */
|
||||
/** Require greater than 95% of X feerate transactions to be confirmed within Y blocks for X to be big enough */
|
||||
static const double MIN_SUCCESS_PCT = .95;
|
||||
static const double UNLIKELY_PCT = .5;
|
||||
|
||||
/** Require an avg of 1 tx in the combined fee bucket per block to have stat significance */
|
||||
/** Require an avg of 1 tx in the combined feerate bucket per block to have stat significance */
|
||||
static const double SUFFICIENT_FEETXS = 1;
|
||||
|
||||
/** Require only an avg of 1 tx every 5 blocks in the combined pri bucket (way less pri txs) */
|
||||
static const double SUFFICIENT_PRITXS = .2;
|
||||
|
||||
// Minimum and Maximum values for tracking fees and priorities
|
||||
// Minimum and Maximum values for tracking feerates
|
||||
static const double MIN_FEERATE = 10;
|
||||
static const double MAX_FEERATE = 1e7;
|
||||
static const double INF_FEERATE = MAX_MONEY;
|
||||
static const double MIN_PRIORITY = 10;
|
||||
static const double MAX_PRIORITY = 1e16;
|
||||
static const double INF_PRIORITY = 1e9 * MAX_MONEY;
|
||||
|
||||
// We have to lump transactions into buckets based on fee or priority, but we want to be able
|
||||
// to give accurate estimates over a large range of potential fees and priorities
|
||||
// We have to lump transactions into buckets based on feerate, but we want to be able
|
||||
// to give accurate estimates over a large range of potential feerates
|
||||
// Therefore it makes sense to exponentially space the buckets
|
||||
/** Spacing of FeeRate buckets */
|
||||
static const double FEE_SPACING = 1.1;
|
||||
|
||||
/** Spacing of Priority buckets */
|
||||
static const double PRI_SPACING = 2;
|
||||
|
||||
/**
|
||||
* We want to be able to estimate fees or priorities that are needed on tx's to be included in
|
||||
* We want to be able to estimate feerates that are needed on tx's to be included in
|
||||
* a certain number of blocks. Every time a block is added to the best chain, this class records
|
||||
* stats on the transactions included in that block
|
||||
*/
|
||||
@@ -235,27 +215,26 @@ public:
|
||||
/** Remove a transaction from the mempool tracking stats*/
|
||||
void removeTx(uint256 hash);
|
||||
|
||||
/** Is this transaction likely included in a block because of its fee?*/
|
||||
bool isFeeDataPoint(const CFeeRate &fee, double pri);
|
||||
|
||||
/** Is this transaction likely included in a block because of its priority?*/
|
||||
bool isPriDataPoint(const CFeeRate &fee, double pri);
|
||||
|
||||
/** Return a fee estimate */
|
||||
/** Return a feerate estimate */
|
||||
CFeeRate estimateFee(int confTarget);
|
||||
|
||||
/** Estimate fee rate needed to get be included in a block within
|
||||
/** Estimate feerate needed to get be included in a block within
|
||||
* confTarget blocks. If no answer can be given at confTarget, return an
|
||||
* estimate at the lowest target where one can be given.
|
||||
*/
|
||||
CFeeRate estimateSmartFee(int confTarget, int *answerFoundAtTarget, const CTxMemPool& pool);
|
||||
|
||||
/** Return a priority estimate */
|
||||
/** Return a priority estimate.
|
||||
* DEPRECATED
|
||||
* Returns -1
|
||||
*/
|
||||
double estimatePriority(int confTarget);
|
||||
|
||||
/** Estimate priority needed to get be included in a block within
|
||||
* confTarget blocks. If no answer can be given at confTarget, return an
|
||||
* estimate at the lowest target where one can be given.
|
||||
* confTarget blocks.
|
||||
* DEPRECATED
|
||||
* Returns -1 unless mempool is currently limited then returns INF_PRIORITY
|
||||
* answerFoundAtTarget is set to confTarget
|
||||
*/
|
||||
double estimateSmartPriority(int confTarget, int *answerFoundAtTarget, const CTxMemPool& pool);
|
||||
|
||||
@@ -263,29 +242,23 @@ public:
|
||||
void Write(CAutoFile& fileout);
|
||||
|
||||
/** Read estimation data from a file */
|
||||
void Read(CAutoFile& filein);
|
||||
void Read(CAutoFile& filein, int nFileVersion);
|
||||
|
||||
private:
|
||||
CFeeRate minTrackedFee; //!< Passed to constructor to avoid dependency on main
|
||||
double minTrackedPriority; //!< Set to AllowFreeThreshold
|
||||
unsigned int nBestSeenHeight;
|
||||
struct TxStatsInfo
|
||||
{
|
||||
TxConfirmStats *stats;
|
||||
unsigned int blockHeight;
|
||||
unsigned int bucketIndex;
|
||||
TxStatsInfo() : stats(NULL), blockHeight(0), bucketIndex(0) {}
|
||||
TxStatsInfo() : blockHeight(0), bucketIndex(0) {}
|
||||
};
|
||||
|
||||
// map of txids to information about that transaction
|
||||
std::map<uint256, TxStatsInfo> mapMemPoolTxs;
|
||||
|
||||
/** Classes to track historical data on transaction confirmations */
|
||||
TxConfirmStats feeStats, priStats;
|
||||
|
||||
/** Breakpoints to help determine whether a transaction was confirmed by priority or Fee */
|
||||
CFeeRate feeLikely, feeUnlikely;
|
||||
double priLikely, priUnlikely;
|
||||
TxConfirmStats feeStats;
|
||||
};
|
||||
|
||||
class FeeFilterRounder
|
||||
|
||||
Reference in New Issue
Block a user