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authorlangerhans <[email protected]>2019-06-09 19:49:48 +0200
committerlangerhans <[email protected]>2019-06-09 19:51:03 +0200
commitd278efaccdc45e7155147d2c86a50f193eafdc07 (patch)
tree05cf92afa059fafff80e460c1619edd5bec231b3 /src/policy/fees.cpp
parentRevert "Change fPIE to fPIC (#1420)" (#1447) (diff)
parentMark 1.14 ready for release (diff)
downloaddiscoin-d278efaccdc45e7155147d2c86a50f193eafdc07.tar.xz
discoin-d278efaccdc45e7155147d2c86a50f193eafdc07.zip
Merge branch '1.14-branding'
Diffstat (limited to 'src/policy/fees.cpp')
-rw-r--r--src/policy/fees.cpp302
1 files changed, 140 insertions, 162 deletions
diff --git a/src/policy/fees.cpp b/src/policy/fees.cpp
index b1491cec0..5407aefb4 100644
--- a/src/policy/fees.cpp
+++ b/src/policy/fees.cpp
@@ -1,21 +1,22 @@
// Copyright (c) 2009-2010 Satoshi Nakamoto
-// Copyright (c) 2009-2015 The Bitcoin developers
+// Copyright (c) 2009-2016 The Bitcoin Core developers
// Distributed under the MIT software license, see the accompanying
// file COPYING or http://www.opensource.org/licenses/mit-license.php.
#include "policy/fees.h"
+#include "policy/policy.h"
#include "amount.h"
#include "primitives/transaction.h"
+#include "random.h"
#include "streams.h"
#include "txmempool.h"
#include "util.h"
void TxConfirmStats::Initialize(std::vector<double>& defaultBuckets,
- unsigned int maxConfirms, double _decay, std::string _dataTypeString)
+ unsigned int maxConfirms, double _decay)
{
decay = _decay;
- dataTypeString = _dataTypeString;
for (unsigned int i = 0; i < defaultBuckets.size(); i++) {
buckets.push_back(defaultBuckets[i]);
bucketMap[defaultBuckets[i]] = i;
@@ -85,10 +86,10 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal,
int maxbucketindex = buckets.size() - 1;
- // requireGreater means we are looking for the lowest fee/priority such that all higher
- // values pass, so we start at maxbucketindex (highest fee) and look at succesively
+ // 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
- // fee/priority such that all lower values fail, and we go in the opposite direction.
+ // 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;
@@ -105,7 +106,7 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal,
bool foundAnswer = false;
unsigned int bins = unconfTxs.size();
- // Start counting from highest(default) or lowest fee/pri transactions
+ // Start counting from highest(default) or lowest feerate transactions
for (int bucket = startbucket; bucket >= 0 && bucket <= maxbucketindex; bucket += step) {
curFarBucket = bucket;
nConf += confAvg[confTarget - 1][bucket];
@@ -143,8 +144,8 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal,
double median = -1;
double txSum = 0;
- // Calculate the "average" fee of the best bucket range that met success conditions
- // Find the bucket with the median transaction and then report the average fee from that bucket
+ // Calculate the "average" feerate of the best bucket range that met success conditions
+ // Find the bucket with the median transaction and then report the average feerate from that bucket
// This is a compromise between finding the median which we can't since we don't save all tx's
// and reporting the average which is less accurate
unsigned int minBucket = bestNearBucket < bestFarBucket ? bestNearBucket : bestFarBucket;
@@ -164,8 +165,8 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal,
}
}
- 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",
- confTarget, requireGreater ? ">" : "<", successBreakPoint, dataTypeString,
+ 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",
+ confTarget, requireGreater ? ">" : "<", successBreakPoint,
requireGreater ? ">" : "<", median, buckets[minBucket], buckets[maxBucket],
100 * nConf / (totalNum + extraNum), nConf, totalNum, extraNum);
@@ -198,10 +199,10 @@ void TxConfirmStats::Read(CAutoFile& filein)
filein >> fileBuckets;
numBuckets = fileBuckets.size();
if (numBuckets <= 1 || numBuckets > 1000)
- throw std::runtime_error("Corrupt estimates file. Must have between 2 and 1000 fee/pri buckets");
+ throw std::runtime_error("Corrupt estimates file. Must have between 2 and 1000 feerate buckets");
filein >> fileAvg;
if (fileAvg.size() != numBuckets)
- throw std::runtime_error("Corrupt estimates file. Mismatch in fee/pri average bucket count");
+ throw std::runtime_error("Corrupt estimates file. Mismatch in feerate average bucket count");
filein >> fileTxCtAvg;
if (fileTxCtAvg.size() != numBuckets)
throw std::runtime_error("Corrupt estimates file. Mismatch in tx count bucket count");
@@ -211,9 +212,9 @@ void TxConfirmStats::Read(CAutoFile& filein)
throw std::runtime_error("Corrupt estimates file. Must maintain estimates for between 1 and 1008 (one week) confirms");
for (unsigned int i = 0; i < maxConfirms; i++) {
if (fileConfAvg[i].size() != numBuckets)
- throw std::runtime_error("Corrupt estimates file. Mismatch in fee/pri conf average bucket count");
+ throw std::runtime_error("Corrupt estimates file. Mismatch in feerate conf average bucket count");
}
- // Now that we've processed the entire fee estimate data file and not
+ // Now that we've processed the entire feerate estimate data file and not
// thrown any errors, we can copy it to our data structures
decay = fileDecay;
buckets = fileBuckets;
@@ -240,8 +241,8 @@ void TxConfirmStats::Read(CAutoFile& filein)
for (unsigned int i = 0; i < buckets.size(); i++)
bucketMap[buckets[i]] = i;
- LogPrint("estimatefee", "Reading estimates: %u %s buckets counting confirms up to %u blocks\n",
- numBuckets, dataTypeString, maxConfirms);
+ LogPrint("estimatefee", "Reading estimates: %u buckets counting confirms up to %u blocks\n",
+ numBuckets, maxConfirms);
}
unsigned int TxConfirmStats::NewTx(unsigned int nBlockHeight, double val)
@@ -249,7 +250,6 @@ unsigned int TxConfirmStats::NewTx(unsigned int nBlockHeight, double val)
unsigned int bucketindex = bucketMap.lower_bound(val)->second;
unsigned int blockIndex = nBlockHeight % unconfTxs.size();
unconfTxs[blockIndex][bucketindex]++;
- LogPrint("estimatefee", "adding to %s\n", dataTypeString);
return bucketindex;
}
@@ -261,7 +261,7 @@ void TxConfirmStats::removeTx(unsigned int entryHeight, unsigned int nBestSeenHe
blocksAgo = 0;
if (blocksAgo < 0) {
LogPrint("estimatefee", "Blockpolicy error, blocks ago is negative for mempool tx\n");
- return; //This can't happen becasue we call this with our best seen height, no entries can have higher
+ return; //This can't happen because we call this with our best seen height, no entries can have higher
}
if (blocksAgo >= (int)unconfTxs.size()) {
@@ -281,158 +281,96 @@ void TxConfirmStats::removeTx(unsigned int entryHeight, unsigned int nBestSeenHe
}
}
-void CBlockPolicyEstimator::removeTx(uint256 hash)
+// This function is called from CTxMemPool::removeUnchecked to ensure
+// txs removed from the mempool for any reason are no longer
+// tracked. Txs that were part of a block have already been removed in
+// processBlockTx to ensure they are never double tracked, but it is
+// of no harm to try to remove them again.
+bool CBlockPolicyEstimator::removeTx(uint256 hash)
{
std::map<uint256, TxStatsInfo>::iterator pos = mapMemPoolTxs.find(hash);
- if (pos == mapMemPoolTxs.end()) {
- LogPrint("estimatefee", "Blockpolicy error mempool tx %s not found for removeTx\n",
- hash.ToString().c_str());
- return;
+ if (pos != mapMemPoolTxs.end()) {
+ feeStats.removeTx(pos->second.blockHeight, nBestSeenHeight, pos->second.bucketIndex);
+ mapMemPoolTxs.erase(hash);
+ return true;
+ } else {
+ return false;
}
- TxConfirmStats *stats = pos->second.stats;
- unsigned int entryHeight = pos->second.blockHeight;
- unsigned int bucketIndex = pos->second.bucketIndex;
-
- if (stats != NULL)
- stats->removeTx(entryHeight, nBestSeenHeight, bucketIndex);
- mapMemPoolTxs.erase(hash);
}
CBlockPolicyEstimator::CBlockPolicyEstimator(const CFeeRate& _minRelayFee)
- : nBestSeenHeight(0)
+ : nBestSeenHeight(0), trackedTxs(0), untrackedTxs(0)
{
+ static_assert(MIN_FEERATE > 0, "Min feerate must be nonzero");
minTrackedFee = _minRelayFee < CFeeRate(MIN_FEERATE) ? CFeeRate(MIN_FEERATE) : _minRelayFee;
std::vector<double> vfeelist;
for (double bucketBoundary = minTrackedFee.GetFeePerK(); bucketBoundary <= MAX_FEERATE; bucketBoundary *= FEE_SPACING) {
vfeelist.push_back(bucketBoundary);
}
vfeelist.push_back(INF_FEERATE);
- feeStats.Initialize(vfeelist, MAX_BLOCK_CONFIRMS, DEFAULT_DECAY, "FeeRate");
-
- minTrackedPriority = AllowFreeThreshold() < MIN_PRIORITY ? MIN_PRIORITY : AllowFreeThreshold();
- std::vector<double> vprilist;
- for (double bucketBoundary = minTrackedPriority; bucketBoundary <= MAX_PRIORITY; bucketBoundary *= PRI_SPACING) {
- vprilist.push_back(bucketBoundary);
- }
- vprilist.push_back(INF_PRIORITY);
- priStats.Initialize(vprilist, MAX_BLOCK_CONFIRMS, DEFAULT_DECAY, "Priority");
-
- feeUnlikely = CFeeRate(0);
- feeLikely = CFeeRate(INF_FEERATE);
- priUnlikely = 0;
- priLikely = INF_PRIORITY;
-}
-
-bool CBlockPolicyEstimator::isFeeDataPoint(const CFeeRate &fee, double pri)
-{
- if ((pri < minTrackedPriority && fee >= minTrackedFee) ||
- (pri < priUnlikely && fee > feeLikely)) {
- return true;
- }
- return false;
+ feeStats.Initialize(vfeelist, MAX_BLOCK_CONFIRMS, DEFAULT_DECAY);
}
-bool CBlockPolicyEstimator::isPriDataPoint(const CFeeRate &fee, double pri)
-{
- if ((fee < minTrackedFee && pri >= minTrackedPriority) ||
- (fee < feeUnlikely && pri > priLikely)) {
- return true;
- }
- return false;
-}
-
-void CBlockPolicyEstimator::processTransaction(const CTxMemPoolEntry& entry, bool fCurrentEstimate)
+void CBlockPolicyEstimator::processTransaction(const CTxMemPoolEntry& entry, bool validFeeEstimate)
{
unsigned int txHeight = entry.GetHeight();
uint256 hash = entry.GetTx().GetHash();
- if (mapMemPoolTxs[hash].stats != NULL) {
+ if (mapMemPoolTxs.count(hash)) {
LogPrint("estimatefee", "Blockpolicy error mempool tx %s already being tracked\n",
hash.ToString().c_str());
return;
}
- if (txHeight < nBestSeenHeight) {
+ if (txHeight != nBestSeenHeight) {
// Ignore side chains and re-orgs; assuming they are random they don't
// affect the estimate. We'll potentially double count transactions in 1-block reorgs.
+ // Ignore txs if BlockPolicyEstimator is not in sync with chainActive.Tip().
+ // It will be synced next time a block is processed.
return;
}
// Only want to be updating estimates when our blockchain is synced,
// otherwise we'll miscalculate how many blocks its taking to get included.
- if (!fCurrentEstimate)
- return;
-
- if (!entry.WasClearAtEntry()) {
- // This transaction depends on other transactions in the mempool to
- // be included in a block before it will be able to be included, so
- // we shouldn't include it in our calculations
+ if (!validFeeEstimate) {
+ untrackedTxs++;
return;
}
+ trackedTxs++;
- // Fees are stored and reported as BTC-per-kb:
+ // Feerates are stored and reported as BTC-per-kb:
CFeeRate feeRate(entry.GetFee(), entry.GetTxSize());
- // Want the priority of the tx at confirmation. However we don't know
- // what that will be and its too hard to continue updating it
- // so use starting priority as a proxy
- double curPri = entry.GetPriority(txHeight);
mapMemPoolTxs[hash].blockHeight = txHeight;
-
- LogPrint("estimatefee", "Blockpolicy mempool tx %s ", hash.ToString().substr(0,10));
- // Record this as a priority estimate
- if (entry.GetFee() == 0 || isPriDataPoint(feeRate, curPri)) {
- mapMemPoolTxs[hash].stats = &priStats;
- mapMemPoolTxs[hash].bucketIndex = priStats.NewTx(txHeight, curPri);
- }
- // Record this as a fee estimate
- else if (isFeeDataPoint(feeRate, curPri)) {
- mapMemPoolTxs[hash].stats = &feeStats;
- mapMemPoolTxs[hash].bucketIndex = feeStats.NewTx(txHeight, (double)feeRate.GetFeePerK());
- }
- else {
- LogPrint("estimatefee", "not adding\n");
- }
+ mapMemPoolTxs[hash].bucketIndex = feeStats.NewTx(txHeight, (double)feeRate.GetFeePerK());
}
-void CBlockPolicyEstimator::processBlockTx(unsigned int nBlockHeight, const CTxMemPoolEntry& entry)
+bool CBlockPolicyEstimator::processBlockTx(unsigned int nBlockHeight, const CTxMemPoolEntry* entry)
{
- if (!entry.WasClearAtEntry()) {
- // This transaction depended on other transactions in the mempool to
- // be included in a block before it was able to be included, so
- // we shouldn't include it in our calculations
- return;
+ if (!removeTx(entry->GetTx().GetHash())) {
+ // This transaction wasn't being tracked for fee estimation
+ return false;
}
// How many blocks did it take for miners to include this transaction?
// blocksToConfirm is 1-based, so a transaction included in the earliest
// possible block has confirmation count of 1
- int blocksToConfirm = nBlockHeight - entry.GetHeight();
+ int blocksToConfirm = nBlockHeight - entry->GetHeight();
if (blocksToConfirm <= 0) {
// This can't happen because we don't process transactions from a block with a height
// lower than our greatest seen height
LogPrint("estimatefee", "Blockpolicy error Transaction had negative blocksToConfirm\n");
- return;
+ return false;
}
- // Fees are stored and reported as BTC-per-kb:
- CFeeRate feeRate(entry.GetFee(), entry.GetTxSize());
+ // Feerates are stored and reported as BTC-per-kb:
+ CFeeRate feeRate(entry->GetFee(), entry->GetTxSize());
- // Want the priority of the tx at confirmation. The priority when it
- // entered the mempool could easily be very small and change quickly
- double curPri = entry.GetPriority(nBlockHeight);
-
- // Record this as a priority estimate
- if (entry.GetFee() == 0 || isPriDataPoint(feeRate, curPri)) {
- priStats.Record(blocksToConfirm, curPri);
- }
- // Record this as a fee estimate
- else if (isFeeDataPoint(feeRate, curPri)) {
- feeStats.Record(blocksToConfirm, (double)feeRate.GetFeePerK());
- }
+ feeStats.Record(blocksToConfirm, (double)feeRate.GetFeePerK());
+ return true;
}
void CBlockPolicyEstimator::processBlock(unsigned int nBlockHeight,
- std::vector<CTxMemPoolEntry>& entries, bool fCurrentEstimate)
+ std::vector<const CTxMemPoolEntry*>& entries)
{
if (nBlockHeight <= nBestSeenHeight) {
// Ignore side chains and re-orgs; assuming they are random
@@ -442,57 +380,37 @@ void CBlockPolicyEstimator::processBlock(unsigned int nBlockHeight,
// transaction fees."
return;
}
- nBestSeenHeight = nBlockHeight;
- // Only want to be updating estimates when our blockchain is synced,
- // otherwise we'll miscalculate how many blocks its taking to get included.
- if (!fCurrentEstimate)
- return;
+ // Must update nBestSeenHeight in sync with ClearCurrent so that
+ // calls to removeTx (via processBlockTx) correctly calculate age
+ // of unconfirmed txs to remove from tracking.
+ nBestSeenHeight = nBlockHeight;
- // Update the dynamic cutoffs
- // a fee/priority is "likely" the reason your tx was included in a block if >85% of such tx's
- // were confirmed in 2 blocks and is "unlikely" if <50% were confirmed in 10 blocks
- LogPrint("estimatefee", "Blockpolicy recalculating dynamic cutoffs:\n");
- priLikely = priStats.EstimateMedianVal(2, SUFFICIENT_PRITXS, MIN_SUCCESS_PCT, true, nBlockHeight);
- if (priLikely == -1)
- priLikely = INF_PRIORITY;
-
- double feeLikelyEst = feeStats.EstimateMedianVal(2, SUFFICIENT_FEETXS, MIN_SUCCESS_PCT, true, nBlockHeight);
- if (feeLikelyEst == -1)
- feeLikely = CFeeRate(INF_FEERATE);
- else
- feeLikely = CFeeRate(feeLikelyEst);
-
- priUnlikely = priStats.EstimateMedianVal(10, SUFFICIENT_PRITXS, UNLIKELY_PCT, false, nBlockHeight);
- if (priUnlikely == -1)
- priUnlikely = 0;
-
- double feeUnlikelyEst = feeStats.EstimateMedianVal(10, SUFFICIENT_FEETXS, UNLIKELY_PCT, false, nBlockHeight);
- if (feeUnlikelyEst == -1)
- feeUnlikely = CFeeRate(0);
- else
- feeUnlikely = CFeeRate(feeUnlikelyEst);
-
- // Clear the current block states
+ // Clear the current block state and update unconfirmed circular buffer
feeStats.ClearCurrent(nBlockHeight);
- priStats.ClearCurrent(nBlockHeight);
+ unsigned int countedTxs = 0;
// Repopulate the current block states
- for (unsigned int i = 0; i < entries.size(); i++)
- processBlockTx(nBlockHeight, entries[i]);
+ for (unsigned int i = 0; i < entries.size(); i++) {
+ if (processBlockTx(nBlockHeight, entries[i]))
+ countedTxs++;
+ }
- // Update all exponential averages with the current block states
+ // Update all exponential averages with the current block state
feeStats.UpdateMovingAverages();
- priStats.UpdateMovingAverages();
- LogPrint("estimatefee", "Blockpolicy after updating estimates for %u confirmed entries, new mempool map size %u\n",
- entries.size(), mapMemPoolTxs.size());
+ LogPrint("estimatefee", "Blockpolicy after updating estimates for %u of %u txs in block, since last block %u of %u tracked, new mempool map size %u\n",
+ countedTxs, entries.size(), trackedTxs, trackedTxs + untrackedTxs, mapMemPoolTxs.size());
+
+ trackedTxs = 0;
+ untrackedTxs = 0;
}
CFeeRate CBlockPolicyEstimator::estimateFee(int confTarget)
{
// Return failure if trying to analyze a target we're not tracking
- if (confTarget <= 0 || (unsigned int)confTarget > feeStats.GetMaxConfirms())
+ // It's not possible to get reasonable estimates for confTarget of 1
+ if (confTarget <= 1 || (unsigned int)confTarget > feeStats.GetMaxConfirms())
return CFeeRate(0);
double median = feeStats.EstimateMedianVal(confTarget, SUFFICIENT_FEETXS, MIN_SUCCESS_PCT, true, nBestSeenHeight);
@@ -503,27 +421,87 @@ CFeeRate CBlockPolicyEstimator::estimateFee(int confTarget)
return CFeeRate(median);
}
-double CBlockPolicyEstimator::estimatePriority(int confTarget)
+CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoundAtTarget, const CTxMemPool& pool)
{
+ if (answerFoundAtTarget)
+ *answerFoundAtTarget = confTarget;
// Return failure if trying to analyze a target we're not tracking
- if (confTarget <= 0 || (unsigned int)confTarget > priStats.GetMaxConfirms())
- return -1;
+ if (confTarget <= 0 || (unsigned int)confTarget > feeStats.GetMaxConfirms())
+ return CFeeRate(0);
+
+ // It's not possible to get reasonable estimates for confTarget of 1
+ if (confTarget == 1)
+ confTarget = 2;
+
+ double median = -1;
+ while (median < 0 && (unsigned int)confTarget <= feeStats.GetMaxConfirms()) {
+ median = feeStats.EstimateMedianVal(confTarget++, SUFFICIENT_FEETXS, MIN_SUCCESS_PCT, true, nBestSeenHeight);
+ }
+
+ if (answerFoundAtTarget)
+ *answerFoundAtTarget = confTarget - 1;
+
+ // 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)
+ return CFeeRate(minPoolFee);
+
+ if (median < 0)
+ return CFeeRate(0);
+
+ return CFeeRate(median);
+}
- return priStats.EstimateMedianVal(confTarget, SUFFICIENT_PRITXS, MIN_SUCCESS_PCT, true, nBestSeenHeight);
+double CBlockPolicyEstimator::estimatePriority(int confTarget)
+{
+ return -1;
+}
+
+double CBlockPolicyEstimator::estimateSmartPriority(int confTarget, int *answerFoundAtTarget, const CTxMemPool& pool)
+{
+ if (answerFoundAtTarget)
+ *answerFoundAtTarget = confTarget;
+
+ // If mempool is limiting txs, no priority txs are allowed
+ CAmount minPoolFee = pool.GetMinFee(GetArg("-maxmempool", DEFAULT_MAX_MEMPOOL_SIZE) * 1000000).GetFeePerK();
+ if (minPoolFee > 0)
+ return INF_PRIORITY;
+
+ return -1;
}
void CBlockPolicyEstimator::Write(CAutoFile& fileout)
{
fileout << nBestSeenHeight;
feeStats.Write(fileout);
- priStats.Write(fileout);
}
-void CBlockPolicyEstimator::Read(CAutoFile& filein)
+void CBlockPolicyEstimator::Read(CAutoFile& filein, int nFileVersion)
{
int nFileBestSeenHeight;
filein >> nFileBestSeenHeight;
feeStats.Read(filein);
- priStats.Read(filein);
nBestSeenHeight = nFileBestSeenHeight;
+ if (nFileVersion < 139900) {
+ TxConfirmStats priStats;
+ priStats.Read(filein);
+ }
+}
+
+FeeFilterRounder::FeeFilterRounder(const CFeeRate& minIncrementalFee)
+{
+ CAmount minFeeLimit = std::max(CAmount(1), minIncrementalFee.GetFeePerK() / 2);
+ feeset.insert(0);
+ for (double bucketBoundary = minFeeLimit; bucketBoundary <= MAX_FEERATE; bucketBoundary *= FEE_SPACING) {
+ feeset.insert(bucketBoundary);
+ }
+}
+
+CAmount FeeFilterRounder::round(CAmount currentMinFee)
+{
+ std::set<double>::iterator it = feeset.lower_bound(currentMinFee);
+ if ((it != feeset.begin() && insecure_rand.rand32() % 3 != 0) || it == feeset.end()) {
+ it--;
+ }
+ return *it;
}