highperfocused/bitcoin
1
0
Fork 0
mirror of https://github.com/bitcoin/bitcoin.git synced 2026-06-04 02:02:42 +02:00
Code Issues Packages Projects Releases Wiki Activity

Merge #10284: Always log debug information for fee calculation in CreateTransaction

Browse Source 
1bebfc8 Output Fee Estimation Calculations in CreateTransaction (Alex Morcos)

Tree-SHA512: e25a27f7acbbc3a666d5d85da2554c5aaec4c923ee2fdbcfc532c29c6fbdec3c9e0d6ae6044543ecc339e7bd81df09c8d228e0b53a2c5c2dae0f1098c9453272
This commit is contained in:
Wladimir J. van der Laan
2017-06-15 13:56:16 +02:00
parent 7c72fb99af 1bebfc8d3a
commit c2ab38bdd5
7 changed files with 134 additions and 44 deletions
Download Patch File Download Diff File Expand all files Collapse all files

90
src/policy/fees.cpp
View File

@@ -16,6 +16,26 @@
static constexpr double INF_FEERATE = 1e99;
std::string StringForFeeReason(FeeReason reason) {
static const std::map<FeeReason, std::string> fee_reason_strings = {
{FeeReason::NONE, "None"},
{FeeReason::HALF_ESTIMATE, "Half Target 60% Threshold"},
{FeeReason::FULL_ESTIMATE, "Target 85% Threshold"},
{FeeReason::DOUBLE_ESTIMATE, "Double Target 95% Threshold"},
{FeeReason::CONSERVATIVE, "Conservative Double Target longer horizon"},
{FeeReason::MEMPOOL_MIN, "Mempool Min Fee"},
{FeeReason::PAYTXFEE, "PayTxFee set"},
{FeeReason::FALLBACK, "Fallback fee"},
{FeeReason::REQUIRED, "Minimum Required Fee"},
{FeeReason::MAXTXFEE, "MaxTxFee limit"}
};
auto reason_string = fee_reason_strings.find(reason);
if (reason_string == fee_reason_strings.end()) return "Unknown";
return reason_string->second;
}
/**
* 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
@@ -698,31 +718,36 @@ unsigned int CBlockPolicyEstimator::MaxUsableEstimate() const
* time horizon which tracks confirmations up to the desired target. If
* checkShorterHorizon is requested, also allow short time horizon estimates
* for a lower target to reduce the given answer */
double CBlockPolicyEstimator::estimateCombinedFee(unsigned int confTarget, double successThreshold, bool checkShorterHorizon) const
double CBlockPolicyEstimator::estimateCombinedFee(unsigned int confTarget, double successThreshold, bool checkShorterHorizon, EstimationResult *result) const
{
double estimate = -1;
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);
estimate = shortStats->EstimateMedianVal(confTarget, SUFFICIENT_TXS_SHORT, successThreshold, true, nBestSeenHeight, result);
}
else if (confTarget <= feeStats->GetMaxConfirms()) { // medium horizon
estimate = feeStats->EstimateMedianVal(confTarget, SUFFICIENT_FEETXS, successThreshold, true, nBestSeenHeight);
estimate = feeStats->EstimateMedianVal(confTarget, SUFFICIENT_FEETXS, successThreshold, true, nBestSeenHeight, result);
}
else { // long horizon
estimate = longStats->EstimateMedianVal(confTarget, SUFFICIENT_FEETXS, successThreshold, true, nBestSeenHeight);
estimate = longStats->EstimateMedianVal(confTarget, SUFFICIENT_FEETXS, successThreshold, true, 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);
if (medMax > 0 && (estimate == -1 || medMax < estimate))
double medMax = feeStats->EstimateMedianVal(feeStats->GetMaxConfirms(), SUFFICIENT_FEETXS, successThreshold, true, 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);
if (shortMax > 0 && (estimate == -1 || shortMax < estimate))
double shortMax = shortStats->EstimateMedianVal(shortStats->GetMaxConfirms(), SUFFICIENT_TXS_SHORT, successThreshold, true, nBestSeenHeight, &tempResult);
if (shortMax > 0 && (estimate == -1 || shortMax < estimate)) {
estimate = shortMax;
if (result) *result = tempResult;
}
}
}
}
@@ -732,16 +757,18 @@ double CBlockPolicyEstimator::estimateCombinedFee(unsigned int confTarget, doubl
/** Ensure that for a conservative estimate, the DOUBLE_SUCCESS_PCT is also met
* at 2 * target for any longer time horizons.
*/
double CBlockPolicyEstimator::estimateConservativeFee(unsigned int doubleTarget) const
double CBlockPolicyEstimator::estimateConservativeFee(unsigned int doubleTarget, EstimationResult *result) const
{
double estimate = -1;
EstimationResult tempResult;
if (doubleTarget <= shortStats->GetMaxConfirms()) {
estimate = feeStats->EstimateMedianVal(doubleTarget, SUFFICIENT_FEETXS, DOUBLE_SUCCESS_PCT, true, nBestSeenHeight);
estimate = feeStats->EstimateMedianVal(doubleTarget, SUFFICIENT_FEETXS, DOUBLE_SUCCESS_PCT, true, nBestSeenHeight, result);
}
if (doubleTarget <= feeStats->GetMaxConfirms()) {
double longEstimate = longStats->EstimateMedianVal(doubleTarget, SUFFICIENT_FEETXS, DOUBLE_SUCCESS_PCT, true, nBestSeenHeight);
double longEstimate = longStats->EstimateMedianVal(doubleTarget, SUFFICIENT_FEETXS, DOUBLE_SUCCESS_PCT, true, nBestSeenHeight, &tempResult);
if (longEstimate > estimate) {
estimate = longEstimate;
if (result) *result = tempResult;
}
}
return estimate;
@@ -754,12 +781,15 @@ double CBlockPolicyEstimator::estimateConservativeFee(unsigned int doubleTarget)
* estimates, however, required the 95% threshold at 2 * target be met for any
* longer time horizons also.
*/
CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoundAtTarget, const CTxMemPool& pool, bool conservative) const
CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, FeeCalculation *feeCalc, const CTxMemPool& pool, bool conservative) const
{
if (answerFoundAtTarget)
*answerFoundAtTarget = confTarget;
if (feeCalc) {
feeCalc->desiredTarget = confTarget;
feeCalc->returnedTarget = confTarget;
}
double median = -1;
EstimationResult tempResult;
{
LOCK(cs_feeEstimator);
@@ -780,7 +810,6 @@ CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoun
}
assert(confTarget > 0); //estimateCombinedFee and estimateConservativeFee take unsigned ints
/** true is passed to estimateCombined fee for target/2 and target so
* that we check the max confirms for shorter time horizons as well.
* This is necessary to preserve monotonically increasing estimates.
@@ -791,32 +820,49 @@ CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoun
* the purpose of conservative estimates is not to let short term
* fluctuations lower our estimates by too much.
*/
double halfEst = estimateCombinedFee(confTarget/2, HALF_SUCCESS_PCT, true);
double actualEst = estimateCombinedFee(confTarget, SUCCESS_PCT, true);
double doubleEst = estimateCombinedFee(2 * confTarget, DOUBLE_SUCCESS_PCT, !conservative);
double halfEst = estimateCombinedFee(confTarget/2, HALF_SUCCESS_PCT, true, &tempResult);
if (feeCalc) {
feeCalc->est = tempResult;
feeCalc->reason = FeeReason::HALF_ESTIMATE;
}
median = halfEst;
double actualEst = estimateCombinedFee(confTarget, SUCCESS_PCT, true, &tempResult);
if (actualEst > median) {
median = actualEst;
if (feeCalc) {
feeCalc->est = tempResult;
feeCalc->reason = FeeReason::FULL_ESTIMATE;
}
}
double doubleEst = estimateCombinedFee(2 * confTarget, DOUBLE_SUCCESS_PCT, !conservative, &tempResult);
if (doubleEst > median) {
median = doubleEst;
if (feeCalc) {
feeCalc->est = tempResult;
feeCalc->reason = FeeReason::DOUBLE_ESTIMATE;
}
}
if (conservative || median == -1) {
double consEst = estimateConservativeFee(2 * confTarget);
double consEst = estimateConservativeFee(2 * confTarget, &tempResult);
if (consEst > median) {
median = consEst;
if (feeCalc) {
feeCalc->est = tempResult;
feeCalc->reason = FeeReason::CONSERVATIVE;
}
}
}
} // Must unlock cs_feeEstimator before taking mempool locks
if (answerFoundAtTarget)
*answerFoundAtTarget = confTarget;
if (feeCalc) feeCalc->returnedTarget = confTarget;
// 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)
if (minPoolFee > 0 && minPoolFee > median) {
if (feeCalc) feeCalc->reason = FeeReason::MEMPOOL_MIN;
return CFeeRate(minPoolFee);
}
if (median < 0)
return CFeeRate(0);