highperfocused/mempool
1
0
Fork 0
mirror of https://github.com/mempool/mempool.git synced 2025-04-07 11:28:37 +02:00
Code Issues Packages Projects Releases Wiki Activity

Consider incoming transactions flow into ETA calculation

Browse Source
This commit is contained in:
natsoni 2024-09-07 18:01:51 +02:00
parent ae9125d316
commit 638acffbad
No known key found for this signature in database
GPG Key ID: C65917583181743B
4 changed files with 124 additions and 43 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

76
backend/src/api/statistics/statistics-api.ts
View File

@ -736,44 +736,44 @@ class StatisticsApi {
vsize_1600: s.vsizes[35],
vsize_1800: s.vsizes[36],
vsize_2000: s.vsizes[37],
vsize_ps_1: s.vsizes_ps[0] || 0,
vsize_ps_2: s.vsizes_ps[1] || 0,
vsize_ps_3: s.vsizes_ps[2] || 0,
vsize_ps_4: s.vsizes_ps[3] || 0,
vsize_ps_5: s.vsizes_ps[4] || 0,
vsize_ps_6: s.vsizes_ps[5] || 0,
vsize_ps_8: s.vsizes_ps[6] || 0,
vsize_ps_10: s.vsizes_ps[7] || 0,
vsize_ps_12: s.vsizes_ps[8] || 0,
vsize_ps_15: s.vsizes_ps[9] || 0,
vsize_ps_20: s.vsizes_ps[10] || 0,
vsize_ps_30: s.vsizes_ps[11] || 0,
vsize_ps_40: s.vsizes_ps[12] || 0,
vsize_ps_50: s.vsizes_ps[13] || 0,
vsize_ps_60: s.vsizes_ps[14] || 0,
vsize_ps_70: s.vsizes_ps[15] || 0,
vsize_ps_80: s.vsizes_ps[16] || 0,
vsize_ps_90: s.vsizes_ps[17] || 0,
vsize_ps_100: s.vsizes_ps[18] || 0,
vsize_ps_125: s.vsizes_ps[19] || 0,
vsize_ps_150: s.vsizes_ps[20] || 0,
vsize_ps_175: s.vsizes_ps[21] || 0,
vsize_ps_200: s.vsizes_ps[22] || 0,
vsize_ps_250: s.vsizes_ps[23] || 0,
vsize_ps_300: s.vsizes_ps[24] || 0,
vsize_ps_350: s.vsizes_ps[25] || 0,
vsize_ps_400: s.vsizes_ps[26] || 0,
vsize_ps_500: s.vsizes_ps[27] || 0,
vsize_ps_600: s.vsizes_ps[28] || 0,
vsize_ps_700: s.vsizes_ps[29] || 0,
vsize_ps_800: s.vsizes_ps[30] || 0,
vsize_ps_900: s.vsizes_ps[31] || 0,
vsize_ps_1000: s.vsizes_ps[32] || 0,
vsize_ps_1200: s.vsizes_ps[33] || 0,
vsize_ps_1400: s.vsizes_ps[34] || 0,
vsize_ps_1600: s.vsizes_ps[35] || 0,
vsize_ps_1800: s.vsizes_ps[36] || 0,
vsize_ps_2000: s.vsizes_ps[37] || 0,
vsize_ps_1: s.vsizes_ps?.[0] || 0,
vsize_ps_2: s.vsizes_ps?.[1] || 0,
vsize_ps_3: s.vsizes_ps?.[2] || 0,
vsize_ps_4: s.vsizes_ps?.[3] || 0,
vsize_ps_5: s.vsizes_ps?.[4] || 0,
vsize_ps_6: s.vsizes_ps?.[5] || 0,
vsize_ps_8: s.vsizes_ps?.[6] || 0,
vsize_ps_10: s.vsizes_ps?.[7] || 0,
vsize_ps_12: s.vsizes_ps?.[8] || 0,
vsize_ps_15: s.vsizes_ps?.[9] || 0,
vsize_ps_20: s.vsizes_ps?.[10] || 0,
vsize_ps_30: s.vsizes_ps?.[11] || 0,
vsize_ps_40: s.vsizes_ps?.[12] || 0,
vsize_ps_50: s.vsizes_ps?.[13] || 0,
vsize_ps_60: s.vsizes_ps?.[14] || 0,
vsize_ps_70: s.vsizes_ps?.[15] || 0,
vsize_ps_80: s.vsizes_ps?.[16] || 0,
vsize_ps_90: s.vsizes_ps?.[17] || 0,
vsize_ps_100: s.vsizes_ps?.[18] || 0,
vsize_ps_125: s.vsizes_ps?.[19] || 0,
vsize_ps_150: s.vsizes_ps?.[20] || 0,
vsize_ps_175: s.vsizes_ps?.[21] || 0,
vsize_ps_200: s.vsizes_ps?.[22] || 0,
vsize_ps_250: s.vsizes_ps?.[23] || 0,
vsize_ps_300: s.vsizes_ps?.[24] || 0,
vsize_ps_350: s.vsizes_ps?.[25] || 0,
vsize_ps_400: s.vsizes_ps?.[26] || 0,
vsize_ps_500: s.vsizes_ps?.[27] || 0,
vsize_ps_600: s.vsizes_ps?.[28] || 0,
vsize_ps_700: s.vsizes_ps?.[29] || 0,
vsize_ps_800: s.vsizes_ps?.[30] || 0,
vsize_ps_900: s.vsizes_ps?.[31] || 0,
vsize_ps_1000: s.vsizes_ps?.[32] || 0,
vsize_ps_1200: s.vsizes_ps?.[33] || 0,
vsize_ps_1400: s.vsizes_ps?.[34] || 0,
vsize_ps_1600: s.vsizes_ps?.[35] || 0,
vsize_ps_1800: s.vsizes_ps?.[36] || 0,
vsize_ps_2000: s.vsizes_ps?.[37] || 0,
}
});
}

21
frontend/src/app/components/transaction/transaction.component.ts
View File

@ -27,7 +27,7 @@ import { StorageService } from '../../services/storage.service';
import { seoDescriptionNetwork } from '../../shared/common.utils';
import { getTransactionFlags, getUnacceleratedFeeRate } from '../../shared/transaction.utils';
import { Filter, TransactionFlags, toFilters } from '../../shared/filters.utils';
import { BlockExtended, CpfpInfo, RbfTree, MempoolPosition, DifficultyAdjustment, Acceleration, AccelerationPosition } from '../../interfaces/node-api.interface';
import { BlockExtended, CpfpInfo, RbfTree, MempoolPosition, DifficultyAdjustment, Acceleration, AccelerationPosition, OptimizedMempoolStats } from '../../interfaces/node-api.interface';
import { LiquidUnblinding } from './liquid-ublinding';
import { RelativeUrlPipe } from '../../shared/pipes/relative-url/relative-url.pipe';
import { PriceService } from '../../services/price.service';
@ -139,6 +139,7 @@ export class TransactionComponent implements OnInit, AfterViewInit, OnDestroy {
firstLoad = true;
waitingForAccelerationInfo: boolean = false;
isLoadingFirstSeen = false;
mempoolStats: OptimizedMempoolStats[] = null;
featuresEnabled: boolean;
segwitEnabled: boolean;
@ -196,7 +197,7 @@ export class TransactionComponent implements OnInit, AfterViewInit, OnDestroy {
});
}
this.websocketService.want(['blocks', 'mempool-blocks']);
this.websocketService.want(['blocks', 'mempool-blocks', 'live-2h-chart']);
this.stateService.networkChanged$.subscribe(
(network) => {
this.network = network;
@ -769,8 +770,20 @@ export class TransactionComponent implements OnInit, AfterViewInit, OnDestroy {
this.stateService.difficultyAdjustment$.pipe(startWith(null)),
this.isAccelerated$,
this.txChanged$,
this.apiService.list2HStatistics$(),
this.stateService.live2Chart$.pipe(startWith(null)),
]).pipe(
map(([position, mempoolBlocks, da, isAccelerated]) => {
map(([position, mempoolBlocks, da, isAccelerated, _, mempoolStats, mempoolStat]) => {
if (this.mempoolStats === null) {
this.mempoolStats = mempoolStats;
}
if (this.mempoolStats.length && mempoolStat && this.mempoolStats[0].added !== mempoolStat.added) {
this.mempoolStats.pop();
this.mempoolStats.unshift(mempoolStat);
}
return this.etaService.calculateETA(
this.network,
this.tx,
@ -780,6 +793,7 @@ export class TransactionComponent implements OnInit, AfterViewInit, OnDestroy {
this.miningStats,
isAccelerated,
this.accelerationPositions,
this.mempoolStats,
);
})
);
@ -977,6 +991,7 @@ export class TransactionComponent implements OnInit, AfterViewInit, OnDestroy {
this.isAcceleration = false;
this.isAccelerated$.next(this.isAcceleration);
this.eligibleForAcceleration = false;
this.mempoolStats = null;
this.leaveTransaction();
}

1
frontend/src/app/interfaces/node-api.interface.ts
View File

@ -7,6 +7,7 @@ export interface OptimizedMempoolStats {
total_fee: number;
mempool_byte_weight: number;
vsizes: number[];
vsizes_ps: number[];
}
interface Ancestor {

69
frontend/src/app/services/eta.service.ts
View File

@ -1,5 +1,5 @@
import { Injectable } from '@angular/core';
import { AccelerationPosition, CpfpInfo, DifficultyAdjustment, MempoolPosition, SinglePoolStats } from '../interfaces/node-api.interface';
import { AccelerationPosition, CpfpInfo, DifficultyAdjustment, MempoolPosition, OptimizedMempoolStats, SinglePoolStats } from '../interfaces/node-api.interface';
import { StateService } from './state.service';
import { MempoolBlock } from '../interfaces/websocket.interface';
import { Transaction } from '../interfaces/electrs.interface';
@ -7,6 +7,7 @@ import { MiningService, MiningStats } from './mining.service';
import { getUnacceleratedFeeRate } from '../shared/transaction.utils';
import { AccelerationEstimate } from '../components/accelerate-checkout/accelerate-checkout.component';
import { Observable, combineLatest, map, of, share, shareReplay, tap } from 'rxjs';
import { feeLevels } from '../app.constants';
export interface ETA {
now: number, // time at which calculation performed
@ -113,6 +114,7 @@ export class EtaService {
miningStats: MiningStats,
isAccelerated: boolean,
accelerationPositions: AccelerationPosition[],
mempoolStats: OptimizedMempoolStats[] = [],
): ETA | null {
// return this.calculateETA(tx, this.accelerationPositions, position, mempoolBlocks, da, isAccelerated)
if (!tx || !mempoolBlocks) {
@ -143,7 +145,28 @@ export class EtaService {
if (!isAccelerated) {
const blocks = mempoolPosition.block + 1;
const wait = da.adjustedTimeAvg * (mempoolPosition.block + 1);
// Estimate future incoming tx rate from mempool statistics
let vsizePerSecond = Math.min(
this.estimateVsizePerSecond(tx, mempoolStats),
0.95 * this.stateService.blockVSize / da.adjustedTimeAvg * 1000
);
// Count the number of blocks until we expect this tx to be mined
let blocksUntilMined = 0;
let mined = false;
let vsize = mempoolPosition.vsize + this.stateService.blockVSize * mempoolPosition.block;
// This loop will always terminate because we cap vsizePerSecond to 0.95 * maxCapacity
while (!mined) {
vsize = vsize + vsizePerSecond * da.adjustedTimeAvg / 1000 - this.stateService.blockVSize;
if (vsize + tx.weight / 8 < 0) { // Means that our tx fits in expected next block
mined = true;
}
blocksUntilMined++;
}
const wait = blocksUntilMined * da.adjustedTimeAvg;
return {
now,
time: wait + now + da.timeOffset,
@ -279,4 +302,46 @@ export class EtaService {
return tx.fee / (tx.weight / 4);
}
estimateVsizePerSecond(tx: Transaction, mempoolStats: OptimizedMempoolStats[], timeWindow: number = 15 * 60 * 1000): number {
const nowMinusTimeSpan = (new Date().getTime() - timeWindow) / 1000;
const vsizeAboveTransaction = mempoolStats
// Remove datapoints older than now - timeWindow
.filter(stat => stat.added > nowMinusTimeSpan)
// Remove datapoints less than 45 seconds apart from the previous one
.filter((el, i, arr) => {
if (i === 0) {
return true;
}
return arr[i - 1].added - el.added > 45;
})
// For each datapoint, compute the total vsize of transactions with higher fee rate
.map(stat => {
let vsizeAbove = 0;
for (let i = feeLevels.length - 1; i >= 0; i--) {
if (feeLevels[i] > tx.effectiveFeePerVsize) {
vsizeAbove += stat.vsizes_ps[i];
} else {
break;
}
}
return vsizeAbove;
});
// vsizeAboveTransaction is a temporal series of past vsize values above the transaction's fee rate
// From this array we need to estimate the future vsize per second
// Naive first approach: take the median of the series
if (!vsizeAboveTransaction.length) {
return 0;
}
const sorted = Array.from(vsizeAboveTransaction).sort((a, b) => a - b);
const middle = Math.floor(sorted.length / 2);
if (sorted.length % 2 === 0) {
return (sorted[middle - 1] + sorted[middle]) / 2;
}
return sorted[middle];
}
}