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policy/fee: remove requireGreater parameter in EstimateMedianVal()

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It was always passed as true, and complicates the (already complex)
logic of the function.

Signed-off-by: Antoine Poinsot <darosior@protonmail.com>
This commit is contained in:
Antoine Poinsot 2020-07-30 18:48:57 +02:00
parent dba8196b44
commit 5b8cb35621
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GPG Key ID: E13FC145CD3F4304
1 changed files with 20 additions and 30 deletions
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50
src/policy/fees.cpp
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@ -114,12 +114,10 @@ public:
* @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 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,
double minSuccess, bool requireGreater, unsigned int nBlockHeight,
double minSuccess, unsigned int nBlockHeight,
EstimationResult *result = nullptr) const;
/** Return the max number of confirms we're tracking */
@ -206,8 +204,8 @@ void TxConfirmStats::UpdateMovingAverages()
// returns -1 on error conditions
double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal,
double successBreakPoint, bool requireGreater,
unsigned int nBlockHeight, EstimationResult *result) const
double successBreakPoint, unsigned int nBlockHeight,
EstimationResult *result) const
{
// Counters for a bucket (or range of buckets)
double nConf = 0; // Number of tx's confirmed within the confTarget
@ -215,25 +213,17 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal,
int extraNum = 0; // Number of tx's still in mempool for confTarget or longer
double failNum = 0; // Number of tx's that were never confirmed but removed from the mempool after confTarget
int periodTarget = (confTarget + scale - 1)/scale;
int maxbucketindex = buckets.size() - 1;
// 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
// 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;
// We'll combine buckets until we have enough samples.
// The near and far variables will define the range we've combined
// The best variables are the last range we saw which still had a high
// enough confirmation rate to count as success.
// The cur variables are the current range we're counting.
unsigned int curNearBucket = startbucket;
unsigned int bestNearBucket = startbucket;
unsigned int curFarBucket = startbucket;
unsigned int bestFarBucket = startbucket;
unsigned int curNearBucket = maxbucketindex;
unsigned int bestNearBucket = maxbucketindex;
unsigned int curFarBucket = maxbucketindex;
unsigned int bestFarBucket = maxbucketindex;
bool foundAnswer = false;
unsigned int bins = unconfTxs.size();
@ -242,8 +232,8 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal,
EstimatorBucket passBucket;
EstimatorBucket failBucket;
// Start counting from highest(default) or lowest feerate transactions
for (int bucket = startbucket; bucket >= 0 && bucket <= maxbucketindex; bucket += step) {
// Start counting from highest feerate transactions
for (int bucket = maxbucketindex; bucket >= 0; --bucket) {
if (newBucketRange) {
curNearBucket = bucket;
newBucketRange = false;
@ -263,7 +253,7 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal,
double curPct = nConf / (totalNum + failNum + extraNum);
// Check to see if we are no longer getting confirmed at the success rate
if ((requireGreater && curPct < successBreakPoint) || (!requireGreater && curPct > successBreakPoint)) {
if (curPct < successBreakPoint) {
if (passing == true) {
// First time we hit a failure record the failed bucket
unsigned int failMinBucket = std::min(curNearBucket, curFarBucket);
@ -338,8 +328,8 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal,
failBucket.leftMempool = failNum;
}
LogPrint(BCLog::ESTIMATEFEE, "FeeEst: %d %s%.0f%% decay %.5f: feerate: %g from (%g - %g) %.2f%% %.1f/(%.1f %d mem %.1f out) Fail: (%g - %g) %.2f%% %.1f/(%.1f %d mem %.1f out)\n",
confTarget, requireGreater ? ">" : "<", 100.0 * successBreakPoint, decay,
LogPrint(BCLog::ESTIMATEFEE, "FeeEst: %d > %.0f%% decay %.5f: feerate: %g from (%g - %g) %.2f%% %.1f/(%.1f %d mem %.1f out) Fail: (%g - %g) %.2f%% %.1f/(%.1f %d mem %.1f out)\n",
confTarget, 100.0 * successBreakPoint, decay,
median, passBucket.start, passBucket.end,
100 * passBucket.withinTarget / (passBucket.totalConfirmed + passBucket.inMempool + passBucket.leftMempool),
passBucket.withinTarget, passBucket.totalConfirmed, passBucket.inMempool, passBucket.leftMempool,
@ -664,7 +654,7 @@ CFeeRate CBlockPolicyEstimator::estimateRawFee(int confTarget, double successThr
if (successThreshold > 1)
return CFeeRate(0);
double median = stats->EstimateMedianVal(confTarget, sufficientTxs, successThreshold, true, nBestSeenHeight, result);
double median = stats->EstimateMedianVal(confTarget, sufficientTxs, successThreshold, nBestSeenHeight, result);
if (median < 0)
return CFeeRate(0);
@ -725,26 +715,26 @@ double CBlockPolicyEstimator::estimateCombinedFee(unsigned int confTarget, doubl
if (confTarget >= 1 && confTarget <= longStats->GetMaxConfirms()) {
// Find estimate from shortest time horizon possible
if (confTarget <= shortStats->GetMaxConfirms()) { // short horizon
estimate = shortStats->EstimateMedianVal(confTarget, SUFFICIENT_TXS_SHORT, successThreshold, true, nBestSeenHeight, result);
estimate = shortStats->EstimateMedianVal(confTarget, SUFFICIENT_TXS_SHORT, successThreshold, nBestSeenHeight, result);
}
else if (confTarget <= feeStats->GetMaxConfirms()) { // medium horizon
estimate = feeStats->EstimateMedianVal(confTarget, SUFFICIENT_FEETXS, successThreshold, true, nBestSeenHeight, result);
estimate = feeStats->EstimateMedianVal(confTarget, SUFFICIENT_FEETXS, successThreshold, nBestSeenHeight, result);
}
else { // long horizon
estimate = longStats->EstimateMedianVal(confTarget, SUFFICIENT_FEETXS, successThreshold, true, nBestSeenHeight, result);
estimate = longStats->EstimateMedianVal(confTarget, SUFFICIENT_FEETXS, successThreshold, nBestSeenHeight, result);
}
if (checkShorterHorizon) {
EstimationResult tempResult;
// If a lower confTarget from a more recent horizon returns a lower answer use it.
if (confTarget > feeStats->GetMaxConfirms()) {
double medMax = feeStats->EstimateMedianVal(feeStats->GetMaxConfirms(), SUFFICIENT_FEETXS, successThreshold, true, nBestSeenHeight, &tempResult);
double medMax = feeStats->EstimateMedianVal(feeStats->GetMaxConfirms(), SUFFICIENT_FEETXS, successThreshold, nBestSeenHeight, &tempResult);
if (medMax > 0 && (estimate == -1 || medMax < estimate)) {
estimate = medMax;
if (result) *result = tempResult;
}
}
if (confTarget > shortStats->GetMaxConfirms()) {
double shortMax = shortStats->EstimateMedianVal(shortStats->GetMaxConfirms(), SUFFICIENT_TXS_SHORT, successThreshold, true, nBestSeenHeight, &tempResult);
double shortMax = shortStats->EstimateMedianVal(shortStats->GetMaxConfirms(), SUFFICIENT_TXS_SHORT, successThreshold, nBestSeenHeight, &tempResult);
if (shortMax > 0 && (estimate == -1 || shortMax < estimate)) {
estimate = shortMax;
if (result) *result = tempResult;
@ -763,10 +753,10 @@ double CBlockPolicyEstimator::estimateConservativeFee(unsigned int doubleTarget,
double estimate = -1;
EstimationResult tempResult;
if (doubleTarget <= shortStats->GetMaxConfirms()) {
estimate = feeStats->EstimateMedianVal(doubleTarget, SUFFICIENT_FEETXS, DOUBLE_SUCCESS_PCT, true, nBestSeenHeight, result);
estimate = feeStats->EstimateMedianVal(doubleTarget, SUFFICIENT_FEETXS, DOUBLE_SUCCESS_PCT, nBestSeenHeight, result);
}
if (doubleTarget <= feeStats->GetMaxConfirms()) {
double longEstimate = longStats->EstimateMedianVal(doubleTarget, SUFFICIENT_FEETXS, DOUBLE_SUCCESS_PCT, true, nBestSeenHeight, &tempResult);
double longEstimate = longStats->EstimateMedianVal(doubleTarget, SUFFICIENT_FEETXS, DOUBLE_SUCCESS_PCT, nBestSeenHeight, &tempResult);
if (longEstimate > estimate) {
estimate = longEstimate;
if (result) *result = tempResult;