mirror of
https://github.com/bitcoin/bitcoin.git
synced 2026-06-14 00:30:17 +02:00
Remove priority estimation
This commit is contained in:
Alex Morcos
committed by
Wladimir J. van der Laan
Wladimir J. van der Laan
parent
ed64bcec2d
commit
b2322e0fc6
@@ -14,10 +14,9 @@
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#include "util.h"
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void TxConfirmStats::Initialize(std::vector<double>& defaultBuckets,
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unsigned int maxConfirms, double _decay, std::string _dataTypeString)
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unsigned int maxConfirms, double _decay)
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{
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decay = _decay;
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dataTypeString = _dataTypeString;
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for (unsigned int i = 0; i < defaultBuckets.size(); i++) {
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buckets.push_back(defaultBuckets[i]);
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bucketMap[defaultBuckets[i]] = i;
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@@ -87,10 +86,10 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal,
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int maxbucketindex = buckets.size() - 1;
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// requireGreater means we are looking for the lowest fee/priority such that all higher
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// values pass, so we start at maxbucketindex (highest fee) and look at successively
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// requireGreater means we are looking for the lowest feerate such that all higher
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// values pass, so we start at maxbucketindex (highest feerate) and look at successively
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// smaller buckets until we reach failure. Otherwise, we are looking for the highest
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// fee/priority such that all lower values fail, and we go in the opposite direction.
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// feerate such that all lower values fail, and we go in the opposite direction.
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unsigned int startbucket = requireGreater ? maxbucketindex : 0;
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int step = requireGreater ? -1 : 1;
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@@ -107,7 +106,7 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal,
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bool foundAnswer = false;
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unsigned int bins = unconfTxs.size();
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// Start counting from highest(default) or lowest fee/pri transactions
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// Start counting from highest(default) or lowest feerate transactions
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for (int bucket = startbucket; bucket >= 0 && bucket <= maxbucketindex; bucket += step) {
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curFarBucket = bucket;
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nConf += confAvg[confTarget - 1][bucket];
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@@ -145,8 +144,8 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal,
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double median = -1;
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double txSum = 0;
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// Calculate the "average" fee of the best bucket range that met success conditions
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// Find the bucket with the median transaction and then report the average fee from that bucket
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// Calculate the "average" feerate of the best bucket range that met success conditions
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// Find the bucket with the median transaction and then report the average feerate from that bucket
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// This is a compromise between finding the median which we can't since we don't save all tx's
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// and reporting the average which is less accurate
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unsigned int minBucket = bestNearBucket < bestFarBucket ? bestNearBucket : bestFarBucket;
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@@ -166,8 +165,8 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal,
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}
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}
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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",
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confTarget, requireGreater ? ">" : "<", successBreakPoint, dataTypeString,
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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",
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confTarget, requireGreater ? ">" : "<", successBreakPoint,
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requireGreater ? ">" : "<", median, buckets[minBucket], buckets[maxBucket],
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100 * nConf / (totalNum + extraNum), nConf, totalNum, extraNum);
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@@ -200,10 +199,10 @@ void TxConfirmStats::Read(CAutoFile& filein)
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filein >> fileBuckets;
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numBuckets = fileBuckets.size();
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if (numBuckets <= 1 || numBuckets > 1000)
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throw std::runtime_error("Corrupt estimates file. Must have between 2 and 1000 fee/pri buckets");
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throw std::runtime_error("Corrupt estimates file. Must have between 2 and 1000 feerate buckets");
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filein >> fileAvg;
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if (fileAvg.size() != numBuckets)
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throw std::runtime_error("Corrupt estimates file. Mismatch in fee/pri average bucket count");
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throw std::runtime_error("Corrupt estimates file. Mismatch in feerate average bucket count");
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filein >> fileTxCtAvg;
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if (fileTxCtAvg.size() != numBuckets)
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throw std::runtime_error("Corrupt estimates file. Mismatch in tx count bucket count");
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@@ -213,9 +212,9 @@ void TxConfirmStats::Read(CAutoFile& filein)
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throw std::runtime_error("Corrupt estimates file. Must maintain estimates for between 1 and 1008 (one week) confirms");
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for (unsigned int i = 0; i < maxConfirms; i++) {
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if (fileConfAvg[i].size() != numBuckets)
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throw std::runtime_error("Corrupt estimates file. Mismatch in fee/pri conf average bucket count");
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throw std::runtime_error("Corrupt estimates file. Mismatch in feerate conf average bucket count");
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}
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// Now that we've processed the entire fee estimate data file and not
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// Now that we've processed the entire feerate estimate data file and not
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// thrown any errors, we can copy it to our data structures
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decay = fileDecay;
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buckets = fileBuckets;
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@@ -242,8 +241,8 @@ void TxConfirmStats::Read(CAutoFile& filein)
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for (unsigned int i = 0; i < buckets.size(); i++)
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bucketMap[buckets[i]] = i;
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LogPrint("estimatefee", "Reading estimates: %u %s buckets counting confirms up to %u blocks\n",
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numBuckets, dataTypeString, maxConfirms);
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LogPrint("estimatefee", "Reading estimates: %u buckets counting confirms up to %u blocks\n",
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numBuckets, maxConfirms);
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}
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unsigned int TxConfirmStats::NewTx(unsigned int nBlockHeight, double val)
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@@ -251,7 +250,6 @@ unsigned int TxConfirmStats::NewTx(unsigned int nBlockHeight, double val)
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unsigned int bucketindex = bucketMap.lower_bound(val)->second;
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unsigned int blockIndex = nBlockHeight % unconfTxs.size();
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unconfTxs[blockIndex][bucketindex]++;
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LogPrint("estimatefee", "adding to %s", dataTypeString);
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return bucketindex;
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}
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@@ -291,12 +289,10 @@ void CBlockPolicyEstimator::removeTx(uint256 hash)
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hash.ToString().c_str());
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return;
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}
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TxConfirmStats *stats = pos->second.stats;
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unsigned int entryHeight = pos->second.blockHeight;
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unsigned int bucketIndex = pos->second.bucketIndex;
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if (stats != NULL)
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stats->removeTx(entryHeight, nBestSeenHeight, bucketIndex);
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feeStats.removeTx(entryHeight, nBestSeenHeight, bucketIndex);
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mapMemPoolTxs.erase(hash);
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}
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@@ -309,45 +305,14 @@ CBlockPolicyEstimator::CBlockPolicyEstimator(const CFeeRate& _minRelayFee)
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vfeelist.push_back(bucketBoundary);
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}
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vfeelist.push_back(INF_FEERATE);
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feeStats.Initialize(vfeelist, MAX_BLOCK_CONFIRMS, DEFAULT_DECAY, "FeeRate");
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minTrackedPriority = AllowFreeThreshold() < MIN_PRIORITY ? MIN_PRIORITY : AllowFreeThreshold();
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std::vector<double> vprilist;
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for (double bucketBoundary = minTrackedPriority; bucketBoundary <= MAX_PRIORITY; bucketBoundary *= PRI_SPACING) {
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vprilist.push_back(bucketBoundary);
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}
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vprilist.push_back(INF_PRIORITY);
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priStats.Initialize(vprilist, MAX_BLOCK_CONFIRMS, DEFAULT_DECAY, "Priority");
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feeUnlikely = CFeeRate(0);
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feeLikely = CFeeRate(INF_FEERATE);
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priUnlikely = 0;
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priLikely = INF_PRIORITY;
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}
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bool CBlockPolicyEstimator::isFeeDataPoint(const CFeeRate &fee, double pri)
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{
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if ((pri < minTrackedPriority && fee >= minTrackedFee) ||
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(pri < priUnlikely && fee > feeLikely)) {
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return true;
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}
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return false;
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}
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bool CBlockPolicyEstimator::isPriDataPoint(const CFeeRate &fee, double pri)
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{
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if ((fee < minTrackedFee && pri >= minTrackedPriority) ||
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(fee < feeUnlikely && pri > priLikely)) {
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return true;
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}
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return false;
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feeStats.Initialize(vfeelist, MAX_BLOCK_CONFIRMS, DEFAULT_DECAY);
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}
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void CBlockPolicyEstimator::processTransaction(const CTxMemPoolEntry& entry, bool fCurrentEstimate)
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{
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unsigned int txHeight = entry.GetHeight();
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uint256 hash = entry.GetTx().GetHash();
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if (mapMemPoolTxs[hash].stats != NULL) {
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if (mapMemPoolTxs.count(hash)) {
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LogPrint("estimatefee", "Blockpolicy error mempool tx %s already being tracked\n",
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hash.ToString().c_str());
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return;
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@@ -371,30 +336,11 @@ void CBlockPolicyEstimator::processTransaction(const CTxMemPoolEntry& entry, boo
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return;
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}
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// Fees are stored and reported as BTC-per-kb:
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// Feerates are stored and reported as BTC-per-kb:
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CFeeRate feeRate(entry.GetFee(), entry.GetTxSize());
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// Want the priority of the tx at confirmation. However we don't know
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// what that will be and its too hard to continue updating it
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// so use starting priority as a proxy
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double curPri = entry.GetPriority(txHeight);
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mapMemPoolTxs[hash].blockHeight = txHeight;
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LogPrint("estimatefee", "Blockpolicy mempool tx %s ", hash.ToString().substr(0,10));
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// Record this as a priority estimate
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if (entry.GetFee() == 0 || isPriDataPoint(feeRate, curPri)) {
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mapMemPoolTxs[hash].stats = &priStats;
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mapMemPoolTxs[hash].bucketIndex = priStats.NewTx(txHeight, curPri);
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}
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// Record this as a fee estimate
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else if (isFeeDataPoint(feeRate, curPri)) {
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mapMemPoolTxs[hash].stats = &feeStats;
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mapMemPoolTxs[hash].bucketIndex = feeStats.NewTx(txHeight, (double)feeRate.GetFeePerK());
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}
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else {
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LogPrint("estimatefee", "not adding");
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}
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LogPrint("estimatefee", "\n");
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mapMemPoolTxs[hash].bucketIndex = feeStats.NewTx(txHeight, (double)feeRate.GetFeePerK());
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}
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void CBlockPolicyEstimator::processBlockTx(unsigned int nBlockHeight, const CTxMemPoolEntry& entry)
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@@ -417,21 +363,10 @@ void CBlockPolicyEstimator::processBlockTx(unsigned int nBlockHeight, const CTxM
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return;
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}
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// Fees are stored and reported as BTC-per-kb:
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// Feerates are stored and reported as BTC-per-kb:
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CFeeRate feeRate(entry.GetFee(), entry.GetTxSize());
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// Want the priority of the tx at confirmation. The priority when it
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// entered the mempool could easily be very small and change quickly
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double curPri = entry.GetPriority(nBlockHeight);
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// Record this as a priority estimate
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if (entry.GetFee() == 0 || isPriDataPoint(feeRate, curPri)) {
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priStats.Record(blocksToConfirm, curPri);
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}
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// Record this as a fee estimate
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else if (isFeeDataPoint(feeRate, curPri)) {
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feeStats.Record(blocksToConfirm, (double)feeRate.GetFeePerK());
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}
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feeStats.Record(blocksToConfirm, (double)feeRate.GetFeePerK());
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}
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void CBlockPolicyEstimator::processBlock(unsigned int nBlockHeight,
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@@ -452,41 +387,15 @@ void CBlockPolicyEstimator::processBlock(unsigned int nBlockHeight,
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if (!fCurrentEstimate)
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return;
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// Update the dynamic cutoffs
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// a fee/priority is "likely" the reason your tx was included in a block if >85% of such tx's
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// were confirmed in 2 blocks and is "unlikely" if <50% were confirmed in 10 blocks
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LogPrint("estimatefee", "Blockpolicy recalculating dynamic cutoffs:\n");
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priLikely = priStats.EstimateMedianVal(2, SUFFICIENT_PRITXS, MIN_SUCCESS_PCT, true, nBlockHeight);
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if (priLikely == -1)
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priLikely = INF_PRIORITY;
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double feeLikelyEst = feeStats.EstimateMedianVal(2, SUFFICIENT_FEETXS, MIN_SUCCESS_PCT, true, nBlockHeight);
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if (feeLikelyEst == -1)
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feeLikely = CFeeRate(INF_FEERATE);
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else
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feeLikely = CFeeRate(feeLikelyEst);
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priUnlikely = priStats.EstimateMedianVal(10, SUFFICIENT_PRITXS, UNLIKELY_PCT, false, nBlockHeight);
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if (priUnlikely == -1)
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priUnlikely = 0;
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double feeUnlikelyEst = feeStats.EstimateMedianVal(10, SUFFICIENT_FEETXS, UNLIKELY_PCT, false, nBlockHeight);
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if (feeUnlikelyEst == -1)
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feeUnlikely = CFeeRate(0);
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else
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feeUnlikely = CFeeRate(feeUnlikelyEst);
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// Clear the current block states
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// Clear the current block state
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feeStats.ClearCurrent(nBlockHeight);
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priStats.ClearCurrent(nBlockHeight);
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// Repopulate the current block states
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for (unsigned int i = 0; i < entries.size(); i++)
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processBlockTx(nBlockHeight, entries[i]);
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// Update all exponential averages with the current block states
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// Update all exponential averages with the current block state
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feeStats.UpdateMovingAverages();
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priStats.UpdateMovingAverages();
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LogPrint("estimatefee", "Blockpolicy after updating estimates for %u confirmed entries, new mempool map size %u\n",
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entries.size(), mapMemPoolTxs.size());
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@@ -522,7 +431,7 @@ CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoun
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if (answerFoundAtTarget)
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*answerFoundAtTarget = confTarget - 1;
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// If mempool is limiting txs , return at least the min fee from the mempool
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// If mempool is limiting txs , return at least the min feerate from the mempool
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CAmount minPoolFee = pool.GetMinFee(GetArg("-maxmempool", DEFAULT_MAX_MEMPOOL_SIZE) * 1000000).GetFeePerK();
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if (minPoolFee > 0 && minPoolFee > median)
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return CFeeRate(minPoolFee);
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@@ -535,51 +444,38 @@ CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoun
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double CBlockPolicyEstimator::estimatePriority(int confTarget)
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{
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// Return failure if trying to analyze a target we're not tracking
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if (confTarget <= 0 || (unsigned int)confTarget > priStats.GetMaxConfirms())
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return -1;
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return priStats.EstimateMedianVal(confTarget, SUFFICIENT_PRITXS, MIN_SUCCESS_PCT, true, nBestSeenHeight);
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return -1;
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}
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double CBlockPolicyEstimator::estimateSmartPriority(int confTarget, int *answerFoundAtTarget, const CTxMemPool& pool)
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{
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if (answerFoundAtTarget)
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*answerFoundAtTarget = confTarget;
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// Return failure if trying to analyze a target we're not tracking
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if (confTarget <= 0 || (unsigned int)confTarget > priStats.GetMaxConfirms())
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return -1;
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// If mempool is limiting txs, no priority txs are allowed
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CAmount minPoolFee = pool.GetMinFee(GetArg("-maxmempool", DEFAULT_MAX_MEMPOOL_SIZE) * 1000000).GetFeePerK();
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if (minPoolFee > 0)
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return INF_PRIORITY;
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double median = -1;
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while (median < 0 && (unsigned int)confTarget <= priStats.GetMaxConfirms()) {
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median = priStats.EstimateMedianVal(confTarget++, SUFFICIENT_PRITXS, MIN_SUCCESS_PCT, true, nBestSeenHeight);
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}
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if (answerFoundAtTarget)
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*answerFoundAtTarget = confTarget - 1;
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return median;
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return -1;
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}
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void CBlockPolicyEstimator::Write(CAutoFile& fileout)
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{
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fileout << nBestSeenHeight;
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feeStats.Write(fileout);
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priStats.Write(fileout);
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}
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void CBlockPolicyEstimator::Read(CAutoFile& filein)
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void CBlockPolicyEstimator::Read(CAutoFile& filein, int nFileVersion)
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{
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int nFileBestSeenHeight;
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filein >> nFileBestSeenHeight;
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feeStats.Read(filein);
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priStats.Read(filein);
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nBestSeenHeight = nFileBestSeenHeight;
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if (nFileVersion < 139900) {
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TxConfirmStats priStats;
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priStats.Read(filein);
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}
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}
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FeeFilterRounder::FeeFilterRounder(const CFeeRate& minIncrementalFee)
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