Change API to estimaterawfee

Report results for all 3 possible time horizons instead of specifying time horizon as an argument.
This commit is contained in:
Alex Morcos
2017-06-06 13:08:27 -04:00
parent 9edda0c5f5
commit 9c85b91dc1
5 changed files with 68 additions and 51 deletions

View File

@@ -838,9 +838,9 @@ UniValue estimatesmartfee(const JSONRPCRequest& request)
UniValue estimaterawfee(const JSONRPCRequest& request)
{
if (request.fHelp || request.params.size() < 1|| request.params.size() > 3)
if (request.fHelp || request.params.size() < 1 || request.params.size() > 2)
throw std::runtime_error(
"estimaterawfee nblocks (threshold horizon)\n"
"estimaterawfee nblocks (threshold)\n"
"\nWARNING: This interface is unstable and may disappear or change!\n"
"\nWARNING: This is an advanced API call that is tightly coupled to the specific\n"
" implementation of fee estimation. The parameters it can be called with\n"
@@ -853,68 +853,70 @@ UniValue estimaterawfee(const JSONRPCRequest& request)
"2. threshold (numeric, optional) The proportion of transactions in a given feerate range that must have been\n"
" confirmed within nblocks in order to consider those feerates as high enough and proceed to check\n"
" lower buckets. Default: 0.95\n"
"3. horizon (numeric, optional) How long a history of estimates to consider. 0=short, 1=medium, 2=long.\n"
" Default: 1\n"
"\nResult:\n"
"{\n"
" \"feerate\" : x.x, (numeric) estimate fee-per-kilobyte (in BTC)\n"
" \"decay\" : x.x, (numeric) exponential decay (per block) for historical moving average of confirmation data\n"
" \"scale\" : x, (numeric) The resolution of confirmation targets at this time horizon\n"
" \"pass\" : { (json object) information about the lowest range of feerates to succeed in meeting the threshold\n"
" \"startrange\" : x.x, (numeric) start of feerate range\n"
" \"endrange\" : x.x, (numeric) end of feerate range\n"
" \"withintarget\" : x.x, (numeric) number of txs over history horizon in the feerate range that were confirmed within target\n"
" \"totalconfirmed\" : x.x, (numeric) number of txs over history horizon in the feerate range that were confirmed at any point\n"
" \"inmempool\" : x.x, (numeric) current number of txs in mempool in the feerate range unconfirmed for at least target blocks\n"
" \"leftmempool\" : x.x, (numeric) number of txs over history horizon in the feerate range that left mempool unconfirmed after target\n"
" }\n"
" \"fail\" : { ... } (json object) information about the highest range of feerates to fail to meet the threshold\n"
" \"short\" : { (json object) estimate for short time horizon\n"
" \"feerate\" : x.x, (numeric) estimate fee-per-kilobyte (in BTC)\n"
" \"decay\" : x.x, (numeric) exponential decay (per block) for historical moving average of confirmation data\n"
" \"scale\" : x, (numeric) The resolution of confirmation targets at this time horizon\n"
" \"pass\" : { (json object) information about the lowest range of feerates to succeed in meeting the threshold\n"
" \"startrange\" : x.x, (numeric) start of feerate range\n"
" \"endrange\" : x.x, (numeric) end of feerate range\n"
" \"withintarget\" : x.x, (numeric) number of txs over history horizon in the feerate range that were confirmed within target\n"
" \"totalconfirmed\" : x.x, (numeric) number of txs over history horizon in the feerate range that were confirmed at any point\n"
" \"inmempool\" : x.x, (numeric) current number of txs in mempool in the feerate range unconfirmed for at least target blocks\n"
" \"leftmempool\" : x.x, (numeric) number of txs over history horizon in the feerate range that left mempool unconfirmed after target\n"
" },\n"
" \"fail\" : { ... }, (json object) information about the highest range of feerates to fail to meet the threshold\n"
" },\n"
" \"medium\" : { ... }, (json object) estimate for medium time horizon\n"
" \"long\" : { ... } (json object) estimate for long time horizon\n"
"}\n"
"\n"
"A negative feerate is returned if no answer can be given.\n"
"\nExample:\n"
+ HelpExampleCli("estimaterawfee", "6 0.9 1")
+ HelpExampleCli("estimaterawfee", "6 0.9")
);
RPCTypeCheck(request.params, {UniValue::VNUM, UniValue::VNUM, UniValue::VNUM}, true);
RPCTypeCheckArgument(request.params[0], UniValue::VNUM);
int nBlocks = request.params[0].get_int();
double threshold = 0.95;
if (!request.params[1].isNull())
if (!request.params[1].isNull()) {
threshold = request.params[1].get_real();
FeeEstimateHorizon horizon = FeeEstimateHorizon::MED_HALFLIFE;
if (!request.params[2].isNull()) {
int horizonInt = request.params[2].get_int();
if (horizonInt < 0 || horizonInt > 2) {
throw JSONRPCError(RPC_TYPE_ERROR, "Invalid horizon for fee estimates");
} else {
horizon = (FeeEstimateHorizon)horizonInt;
}
}
UniValue result(UniValue::VOBJ);
CFeeRate feeRate;
EstimationResult buckets;
feeRate = ::feeEstimator.estimateRawFee(nBlocks, threshold, horizon, &buckets);
result.push_back(Pair("feerate", feeRate == CFeeRate(0) ? -1.0 : ValueFromAmount(feeRate.GetFeePerK())));
result.push_back(Pair("decay", buckets.decay));
result.push_back(Pair("scale", (int)buckets.scale));
UniValue passbucket(UniValue::VOBJ);
passbucket.push_back(Pair("startrange", round(buckets.pass.start)));
passbucket.push_back(Pair("endrange", round(buckets.pass.end)));
passbucket.push_back(Pair("withintarget", round(buckets.pass.withinTarget * 100.0) / 100.0));
passbucket.push_back(Pair("totalconfirmed", round(buckets.pass.totalConfirmed * 100.0) / 100.0));
passbucket.push_back(Pair("inmempool", round(buckets.pass.inMempool * 100.0) / 100.0));
passbucket.push_back(Pair("leftmempool", round(buckets.pass.leftMempool * 100.0) / 100.0));
result.push_back(Pair("pass", passbucket));
UniValue failbucket(UniValue::VOBJ);
failbucket.push_back(Pair("startrange", round(buckets.fail.start)));
failbucket.push_back(Pair("endrange", round(buckets.fail.end)));
failbucket.push_back(Pair("withintarget", round(buckets.fail.withinTarget * 100.0) / 100.0));
failbucket.push_back(Pair("totalconfirmed", round(buckets.fail.totalConfirmed * 100.0) / 100.0));
failbucket.push_back(Pair("inmempool", round(buckets.fail.inMempool * 100.0) / 100.0));
failbucket.push_back(Pair("leftmempool", round(buckets.fail.leftMempool * 100.0) / 100.0));
result.push_back(Pair("fail", failbucket));
UniValue result(UniValue::VOBJ);
for (FeeEstimateHorizon horizon : {FeeEstimateHorizon::SHORT_HALFLIFE, FeeEstimateHorizon::MED_HALFLIFE, FeeEstimateHorizon::LONG_HALFLIFE}) {
CFeeRate feeRate;
EstimationResult buckets;
feeRate = ::feeEstimator.estimateRawFee(nBlocks, threshold, horizon, &buckets);
UniValue horizon_result(UniValue::VOBJ);
horizon_result.push_back(Pair("feerate", feeRate == CFeeRate(0) ? -1.0 : ValueFromAmount(feeRate.GetFeePerK())));
if (!(feeRate == CFeeRate(0))) {
horizon_result.push_back(Pair("decay", buckets.decay));
horizon_result.push_back(Pair("scale", (int)buckets.scale));
UniValue passbucket(UniValue::VOBJ);
passbucket.push_back(Pair("startrange", round(buckets.pass.start)));
passbucket.push_back(Pair("endrange", round(buckets.pass.end)));
passbucket.push_back(Pair("withintarget", round(buckets.pass.withinTarget * 100.0) / 100.0));
passbucket.push_back(Pair("totalconfirmed", round(buckets.pass.totalConfirmed * 100.0) / 100.0));
passbucket.push_back(Pair("inmempool", round(buckets.pass.inMempool * 100.0) / 100.0));
passbucket.push_back(Pair("leftmempool", round(buckets.pass.leftMempool * 100.0) / 100.0));
horizon_result.push_back(Pair("pass", passbucket));
UniValue failbucket(UniValue::VOBJ);
failbucket.push_back(Pair("startrange", round(buckets.fail.start)));
failbucket.push_back(Pair("endrange", round(buckets.fail.end)));
failbucket.push_back(Pair("withintarget", round(buckets.fail.withinTarget * 100.0) / 100.0));
failbucket.push_back(Pair("totalconfirmed", round(buckets.fail.totalConfirmed * 100.0) / 100.0));
failbucket.push_back(Pair("inmempool", round(buckets.fail.inMempool * 100.0) / 100.0));
failbucket.push_back(Pair("leftmempool", round(buckets.fail.leftMempool * 100.0) / 100.0));
horizon_result.push_back(Pair("fail", failbucket));
}
result.push_back(Pair(StringForFeeEstimateHorizon(horizon), horizon_result));
}
return result;
}
@@ -932,7 +934,7 @@ static const CRPCCommand commands[] =
{ "util", "estimatefee", &estimatefee, true, {"nblocks"} },
{ "util", "estimatesmartfee", &estimatesmartfee, true, {"nblocks", "conservative"} },
{ "hidden", "estimaterawfee", &estimaterawfee, true, {"nblocks", "threshold", "horizon"} },
{ "hidden", "estimaterawfee", &estimaterawfee, true, {"nblocks", "threshold"} },
};
void RegisterMiningRPCCommands(CRPCTable &t)