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Diffstat (limited to 'src/txmempool.cpp')
| -rw-r--r-- | src/txmempool.cpp | 650 |
1 files changed, 650 insertions, 0 deletions
diff --git a/src/txmempool.cpp b/src/txmempool.cpp new file mode 100644 index 000000000..fa1802ad3 --- /dev/null +++ b/src/txmempool.cpp @@ -0,0 +1,650 @@ +// Copyright (c) 2009-2010 Satoshi Nakamoto +// Copyright (c) 2009-2013 The Bitcoin developers +// Distributed under the MIT/X11 software license, see the accompanying +// file COPYING or http://www.opensource.org/licenses/mit-license.php. + +#include "txmempool.h" + +#include "core.h" +#include "util.h" +#include "utilmoneystr.h" + +#include <boost/circular_buffer.hpp> + +using namespace std; + +CTxMemPoolEntry::CTxMemPoolEntry(): + nFee(0), nTxSize(0), nModSize(0), nTime(0), dPriority(0.0) +{ + nHeight = MEMPOOL_HEIGHT; +} + +CTxMemPoolEntry::CTxMemPoolEntry(const CTransaction& _tx, const CAmount& _nFee, + int64_t _nTime, double _dPriority, + unsigned int _nHeight): + tx(_tx), nFee(_nFee), nTime(_nTime), dPriority(_dPriority), nHeight(_nHeight) +{ + nTxSize = ::GetSerializeSize(tx, SER_NETWORK, PROTOCOL_VERSION); + + nModSize = tx.CalculateModifiedSize(nTxSize); +} + +CTxMemPoolEntry::CTxMemPoolEntry(const CTxMemPoolEntry& other) +{ + *this = other; +} + +double +CTxMemPoolEntry::GetPriority(unsigned int currentHeight) const +{ + CAmount nValueIn = tx.GetValueOut()+nFee; + double deltaPriority = ((double)(currentHeight-nHeight)*nValueIn)/nModSize; + double dResult = dPriority + deltaPriority; + return dResult; +} + +// +// Keep track of fee/priority for transactions confirmed within N blocks +// +class CBlockAverage +{ +private: + boost::circular_buffer<CFeeRate> feeSamples; + boost::circular_buffer<double> prioritySamples; + + template<typename T> std::vector<T> buf2vec(boost::circular_buffer<T> buf) const + { + std::vector<T> vec(buf.begin(), buf.end()); + return vec; + } + +public: + CBlockAverage() : feeSamples(100), prioritySamples(100) { } + + void RecordFee(const CFeeRate& feeRate) { + feeSamples.push_back(feeRate); + } + + void RecordPriority(double priority) { + prioritySamples.push_back(priority); + } + + size_t FeeSamples() const { return feeSamples.size(); } + size_t GetFeeSamples(std::vector<CFeeRate>& insertInto) const + { + BOOST_FOREACH(const CFeeRate& f, feeSamples) + insertInto.push_back(f); + return feeSamples.size(); + } + size_t PrioritySamples() const { return prioritySamples.size(); } + size_t GetPrioritySamples(std::vector<double>& insertInto) const + { + BOOST_FOREACH(double d, prioritySamples) + insertInto.push_back(d); + return prioritySamples.size(); + } + + // Used as belt-and-suspenders check when reading to detect + // file corruption + bool AreSane(const std::vector<CFeeRate>& vecFee, const CFeeRate& minRelayFee) + { + BOOST_FOREACH(CFeeRate fee, vecFee) + { + if (fee < CFeeRate(0)) + return false; + if (fee.GetFeePerK() > minRelayFee.GetFeePerK() * 10000) + return false; + } + return true; + } + bool AreSane(const std::vector<double> vecPriority) + { + BOOST_FOREACH(double priority, vecPriority) + { + if (priority < 0) + return false; + } + return true; + } + + void Write(CAutoFile& fileout) const + { + std::vector<CFeeRate> vecFee = buf2vec(feeSamples); + fileout << vecFee; + std::vector<double> vecPriority = buf2vec(prioritySamples); + fileout << vecPriority; + } + + void Read(CAutoFile& filein, const CFeeRate& minRelayFee) { + std::vector<CFeeRate> vecFee; + filein >> vecFee; + if (AreSane(vecFee, minRelayFee)) + feeSamples.insert(feeSamples.end(), vecFee.begin(), vecFee.end()); + else + throw runtime_error("Corrupt fee value in estimates file."); + std::vector<double> vecPriority; + filein >> vecPriority; + if (AreSane(vecPriority)) + prioritySamples.insert(prioritySamples.end(), vecPriority.begin(), vecPriority.end()); + else + throw runtime_error("Corrupt priority value in estimates file."); + if (feeSamples.size() + prioritySamples.size() > 0) + LogPrint("estimatefee", "Read %d fee samples and %d priority samples\n", + feeSamples.size(), prioritySamples.size()); + } +}; + +class CMinerPolicyEstimator +{ +private: + // Records observed averages transactions that confirmed within one block, two blocks, + // three blocks etc. + std::vector<CBlockAverage> history; + std::vector<CFeeRate> sortedFeeSamples; + std::vector<double> sortedPrioritySamples; + + int nBestSeenHeight; + + // nBlocksAgo is 0 based, i.e. transactions that confirmed in the highest seen block are + // nBlocksAgo == 0, transactions in the block before that are nBlocksAgo == 1 etc. + void seenTxConfirm(const CFeeRate& feeRate, const CFeeRate& minRelayFee, double dPriority, int nBlocksAgo) + { + // Last entry records "everything else". + int nBlocksTruncated = min(nBlocksAgo, (int) history.size() - 1); + assert(nBlocksTruncated >= 0); + + // We need to guess why the transaction was included in a block-- either + // because it is high-priority or because it has sufficient fees. + bool sufficientFee = (feeRate > minRelayFee); + bool sufficientPriority = AllowFree(dPriority); + const char* assignedTo = "unassigned"; + if (sufficientFee && !sufficientPriority) + { + history[nBlocksTruncated].RecordFee(feeRate); + assignedTo = "fee"; + } + else if (sufficientPriority && !sufficientFee) + { + history[nBlocksTruncated].RecordPriority(dPriority); + assignedTo = "priority"; + } + else + { + // Neither or both fee and priority sufficient to get confirmed: + // don't know why they got confirmed. + } + LogPrint("estimatefee", "Seen TX confirm: %s : %s fee/%g priority, took %d blocks\n", + assignedTo, feeRate.ToString(), dPriority, nBlocksAgo); + } + +public: + CMinerPolicyEstimator(int nEntries) : nBestSeenHeight(0) + { + history.resize(nEntries); + } + + void seenBlock(const std::vector<CTxMemPoolEntry>& entries, int nBlockHeight, const CFeeRate minRelayFee) + { + if (nBlockHeight <= nBestSeenHeight) + { + // Ignore side chains and re-orgs; assuming they are random + // they don't affect the estimate. + // And if an attacker can re-org the chain at will, then + // you've got much bigger problems than "attacker can influence + // transaction fees." + return; + } + nBestSeenHeight = nBlockHeight; + + // Fill up the history buckets based on how long transactions took + // to confirm. + std::vector<std::vector<const CTxMemPoolEntry*> > entriesByConfirmations; + entriesByConfirmations.resize(history.size()); + BOOST_FOREACH(const CTxMemPoolEntry& entry, entries) + { + // How many blocks did it take for miners to include this transaction? + int delta = nBlockHeight - entry.GetHeight(); + if (delta <= 0) + { + // Re-org made us lose height, this should only happen if we happen + // to re-org on a difficulty transition point: very rare! + continue; + } + if ((delta-1) >= (int)history.size()) + delta = history.size(); // Last bucket is catch-all + entriesByConfirmations.at(delta-1).push_back(&entry); + } + for (size_t i = 0; i < entriesByConfirmations.size(); i++) + { + std::vector<const CTxMemPoolEntry*> &e = entriesByConfirmations.at(i); + // Insert at most 10 random entries per bucket, otherwise a single block + // can dominate an estimate: + if (e.size() > 10) { + std::random_shuffle(e.begin(), e.end()); + e.resize(10); + } + BOOST_FOREACH(const CTxMemPoolEntry* entry, e) + { + // Fees are stored and reported as BTC-per-kb: + CFeeRate feeRate(entry->GetFee(), entry->GetTxSize()); + double dPriority = entry->GetPriority(entry->GetHeight()); // Want priority when it went IN + seenTxConfirm(feeRate, minRelayFee, dPriority, i); + } + } + + //After new samples are added, we have to clear the sorted lists, + //so they'll be resorted the next time someone asks for an estimate + sortedFeeSamples.clear(); + sortedPrioritySamples.clear(); + + for (size_t i = 0; i < history.size(); i++) { + if (history[i].FeeSamples() + history[i].PrioritySamples() > 0) + LogPrint("estimatefee", "estimates: for confirming within %d blocks based on %d/%d samples, fee=%s, prio=%g\n", + i, + history[i].FeeSamples(), history[i].PrioritySamples(), + estimateFee(i+1).ToString(), estimatePriority(i+1)); + } + } + + // Can return CFeeRate(0) if we don't have any data for that many blocks back. nBlocksToConfirm is 1 based. + CFeeRate estimateFee(int nBlocksToConfirm) + { + nBlocksToConfirm--; + + if (nBlocksToConfirm < 0 || nBlocksToConfirm >= (int)history.size()) + return CFeeRate(0); + + if (sortedFeeSamples.size() == 0) + { + for (size_t i = 0; i < history.size(); i++) + history.at(i).GetFeeSamples(sortedFeeSamples); + std::sort(sortedFeeSamples.begin(), sortedFeeSamples.end(), + std::greater<CFeeRate>()); + } + if (sortedFeeSamples.size() < 11) + { + // Eleven is Gavin's Favorite Number + // ... but we also take a maximum of 10 samples per block so eleven means + // we're getting samples from at least two different blocks + return CFeeRate(0); + } + + int nBucketSize = history.at(nBlocksToConfirm).FeeSamples(); + + // Estimates should not increase as number of confirmations goes up, + // but the estimates are noisy because confirmations happen discretely + // in blocks. To smooth out the estimates, use all samples in the history + // and use the nth highest where n is (number of samples in previous bucket + + // half the samples in nBlocksToConfirm bucket): + size_t nPrevSize = 0; + for (int i = 0; i < nBlocksToConfirm; i++) + nPrevSize += history.at(i).FeeSamples(); + size_t index = min(nPrevSize + nBucketSize/2, sortedFeeSamples.size()-1); + return sortedFeeSamples[index]; + } + double estimatePriority(int nBlocksToConfirm) + { + nBlocksToConfirm--; + + if (nBlocksToConfirm < 0 || nBlocksToConfirm >= (int)history.size()) + return -1; + + if (sortedPrioritySamples.size() == 0) + { + for (size_t i = 0; i < history.size(); i++) + history.at(i).GetPrioritySamples(sortedPrioritySamples); + std::sort(sortedPrioritySamples.begin(), sortedPrioritySamples.end(), + std::greater<double>()); + } + if (sortedPrioritySamples.size() < 11) + return -1.0; + + int nBucketSize = history.at(nBlocksToConfirm).PrioritySamples(); + + // Estimates should not increase as number of confirmations needed goes up, + // but the estimates are noisy because confirmations happen discretely + // in blocks. To smooth out the estimates, use all samples in the history + // and use the nth highest where n is (number of samples in previous buckets + + // half the samples in nBlocksToConfirm bucket). + size_t nPrevSize = 0; + for (int i = 0; i < nBlocksToConfirm; i++) + nPrevSize += history.at(i).PrioritySamples(); + size_t index = min(nPrevSize + nBucketSize/2, sortedPrioritySamples.size()-1); + return sortedPrioritySamples[index]; + } + + void Write(CAutoFile& fileout) const + { + fileout << nBestSeenHeight; + fileout << history.size(); + BOOST_FOREACH(const CBlockAverage& entry, history) + { + entry.Write(fileout); + } + } + + void Read(CAutoFile& filein, const CFeeRate& minRelayFee) + { + int nFileBestSeenHeight; + filein >> nFileBestSeenHeight; + size_t numEntries; + filein >> numEntries; + if (numEntries <= 0 || numEntries > 10000) + throw runtime_error("Corrupt estimates file. Must have between 1 and 10k entires."); + + std::vector<CBlockAverage> fileHistory; + + for (size_t i = 0; i < numEntries; i++) + { + CBlockAverage entry; + entry.Read(filein, minRelayFee); + fileHistory.push_back(entry); + } + + //Now that we've processed the entire fee estimate data file and not + //thrown any errors, we can copy it to our history + nBestSeenHeight = nFileBestSeenHeight; + history = fileHistory; + assert(history.size() > 0); + } +}; + + +CTxMemPool::CTxMemPool(const CFeeRate& _minRelayFee) : + nTransactionsUpdated(0), + minRelayFee(_minRelayFee) +{ + // Sanity checks off by default for performance, because otherwise + // accepting transactions becomes O(N^2) where N is the number + // of transactions in the pool + fSanityCheck = false; + + // 25 blocks is a compromise between using a lot of disk/memory and + // trying to give accurate estimates to people who might be willing + // to wait a day or two to save a fraction of a penny in fees. + // Confirmation times for very-low-fee transactions that take more + // than an hour or three to confirm are highly variable. + minerPolicyEstimator = new CMinerPolicyEstimator(25); +} + +CTxMemPool::~CTxMemPool() +{ + delete minerPolicyEstimator; +} + +void CTxMemPool::pruneSpent(const uint256 &hashTx, CCoins &coins) +{ + LOCK(cs); + + std::map<COutPoint, CInPoint>::iterator it = mapNextTx.lower_bound(COutPoint(hashTx, 0)); + + // iterate over all COutPoints in mapNextTx whose hash equals the provided hashTx + while (it != mapNextTx.end() && it->first.hash == hashTx) { + coins.Spend(it->first.n); // and remove those outputs from coins + it++; + } +} + +unsigned int CTxMemPool::GetTransactionsUpdated() const +{ + LOCK(cs); + return nTransactionsUpdated; +} + +void CTxMemPool::AddTransactionsUpdated(unsigned int n) +{ + LOCK(cs); + nTransactionsUpdated += n; +} + + +bool CTxMemPool::addUnchecked(const uint256& hash, const CTxMemPoolEntry &entry) +{ + // Add to memory pool without checking anything. + // Used by main.cpp AcceptToMemoryPool(), which DOES do + // all the appropriate checks. + LOCK(cs); + { + mapTx[hash] = entry; + const CTransaction& tx = mapTx[hash].GetTx(); + for (unsigned int i = 0; i < tx.vin.size(); i++) + mapNextTx[tx.vin[i].prevout] = CInPoint(&tx, i); + nTransactionsUpdated++; + totalTxSize += entry.GetTxSize(); + } + return true; +} + + +void CTxMemPool::remove(const CTransaction &tx, std::list<CTransaction>& removed, bool fRecursive) +{ + // Remove transaction from memory pool + { + LOCK(cs); + uint256 hash = tx.GetHash(); + if (fRecursive) { + for (unsigned int i = 0; i < tx.vout.size(); i++) { + std::map<COutPoint, CInPoint>::iterator it = mapNextTx.find(COutPoint(hash, i)); + if (it == mapNextTx.end()) + continue; + remove(*it->second.ptx, removed, true); + } + } + if (mapTx.count(hash)) + { + removed.push_front(tx); + BOOST_FOREACH(const CTxIn& txin, tx.vin) + mapNextTx.erase(txin.prevout); + + totalTxSize -= mapTx[hash].GetTxSize(); + mapTx.erase(hash); + nTransactionsUpdated++; + } + } +} + +void CTxMemPool::removeConflicts(const CTransaction &tx, std::list<CTransaction>& removed) +{ + // Remove transactions which depend on inputs of tx, recursively + list<CTransaction> result; + LOCK(cs); + BOOST_FOREACH(const CTxIn &txin, tx.vin) { + std::map<COutPoint, CInPoint>::iterator it = mapNextTx.find(txin.prevout); + if (it != mapNextTx.end()) { + const CTransaction &txConflict = *it->second.ptx; + if (txConflict != tx) + { + remove(txConflict, removed, true); + } + } + } +} + +// Called when a block is connected. Removes from mempool and updates the miner fee estimator. +void CTxMemPool::removeForBlock(const std::vector<CTransaction>& vtx, unsigned int nBlockHeight, + std::list<CTransaction>& conflicts) +{ + LOCK(cs); + std::vector<CTxMemPoolEntry> entries; + BOOST_FOREACH(const CTransaction& tx, vtx) + { + uint256 hash = tx.GetHash(); + if (mapTx.count(hash)) + entries.push_back(mapTx[hash]); + } + minerPolicyEstimator->seenBlock(entries, nBlockHeight, minRelayFee); + BOOST_FOREACH(const CTransaction& tx, vtx) + { + std::list<CTransaction> dummy; + remove(tx, dummy, false); + removeConflicts(tx, conflicts); + ClearPrioritisation(tx.GetHash()); + } +} + + +void CTxMemPool::clear() +{ + LOCK(cs); + mapTx.clear(); + mapNextTx.clear(); + totalTxSize = 0; + ++nTransactionsUpdated; +} + +void CTxMemPool::check(const CCoinsViewCache *pcoins) const +{ + if (!fSanityCheck) + return; + + LogPrint("mempool", "Checking mempool with %u transactions and %u inputs\n", (unsigned int)mapTx.size(), (unsigned int)mapNextTx.size()); + + uint64_t checkTotal = 0; + + LOCK(cs); + for (std::map<uint256, CTxMemPoolEntry>::const_iterator it = mapTx.begin(); it != mapTx.end(); it++) { + unsigned int i = 0; + checkTotal += it->second.GetTxSize(); + const CTransaction& tx = it->second.GetTx(); + BOOST_FOREACH(const CTxIn &txin, tx.vin) { + // Check that every mempool transaction's inputs refer to available coins, or other mempool tx's. + std::map<uint256, CTxMemPoolEntry>::const_iterator it2 = mapTx.find(txin.prevout.hash); + if (it2 != mapTx.end()) { + const CTransaction& tx2 = it2->second.GetTx(); + assert(tx2.vout.size() > txin.prevout.n && !tx2.vout[txin.prevout.n].IsNull()); + } else { + const CCoins* coins = pcoins->AccessCoins(txin.prevout.hash); + assert(coins && coins->IsAvailable(txin.prevout.n)); + } + // Check whether its inputs are marked in mapNextTx. + std::map<COutPoint, CInPoint>::const_iterator it3 = mapNextTx.find(txin.prevout); + assert(it3 != mapNextTx.end()); + assert(it3->second.ptx == &tx); + assert(it3->second.n == i); + i++; + } + } + for (std::map<COutPoint, CInPoint>::const_iterator it = mapNextTx.begin(); it != mapNextTx.end(); it++) { + uint256 hash = it->second.ptx->GetHash(); + map<uint256, CTxMemPoolEntry>::const_iterator it2 = mapTx.find(hash); + const CTransaction& tx = it2->second.GetTx(); + assert(it2 != mapTx.end()); + assert(&tx == it->second.ptx); + assert(tx.vin.size() > it->second.n); + assert(it->first == it->second.ptx->vin[it->second.n].prevout); + } + + assert(totalTxSize == checkTotal); +} + +void CTxMemPool::queryHashes(vector<uint256>& vtxid) +{ + vtxid.clear(); + + LOCK(cs); + vtxid.reserve(mapTx.size()); + for (map<uint256, CTxMemPoolEntry>::iterator mi = mapTx.begin(); mi != mapTx.end(); ++mi) + vtxid.push_back((*mi).first); +} + +bool CTxMemPool::lookup(uint256 hash, CTransaction& result) const +{ + LOCK(cs); + map<uint256, CTxMemPoolEntry>::const_iterator i = mapTx.find(hash); + if (i == mapTx.end()) return false; + result = i->second.GetTx(); + return true; +} + +CFeeRate CTxMemPool::estimateFee(int nBlocks) const +{ + LOCK(cs); + return minerPolicyEstimator->estimateFee(nBlocks); +} +double CTxMemPool::estimatePriority(int nBlocks) const +{ + LOCK(cs); + return minerPolicyEstimator->estimatePriority(nBlocks); +} + +bool +CTxMemPool::WriteFeeEstimates(CAutoFile& fileout) const +{ + try { + LOCK(cs); + fileout << 99900; // version required to read: 0.9.99 or later + fileout << CLIENT_VERSION; // version that wrote the file + minerPolicyEstimator->Write(fileout); + } + catch (const std::exception &) { + LogPrintf("CTxMemPool::WriteFeeEstimates() : unable to write policy estimator data (non-fatal)"); + return false; + } + return true; +} + +bool +CTxMemPool::ReadFeeEstimates(CAutoFile& filein) +{ + try { + int nVersionRequired, nVersionThatWrote; + filein >> nVersionRequired >> nVersionThatWrote; + if (nVersionRequired > CLIENT_VERSION) + return error("CTxMemPool::ReadFeeEstimates() : up-version (%d) fee estimate file", nVersionRequired); + + LOCK(cs); + minerPolicyEstimator->Read(filein, minRelayFee); + } + catch (const std::exception &) { + LogPrintf("CTxMemPool::ReadFeeEstimates() : unable to read policy estimator data (non-fatal)"); + return false; + } + return true; +} + +void CTxMemPool::PrioritiseTransaction(const uint256 hash, const string strHash, double dPriorityDelta, const CAmount& nFeeDelta) +{ + { + LOCK(cs); + std::pair<double, CAmount> &deltas = mapDeltas[hash]; + deltas.first += dPriorityDelta; + deltas.second += nFeeDelta; + } + LogPrintf("PrioritiseTransaction: %s priority += %f, fee += %d\n", strHash, dPriorityDelta, FormatMoney(nFeeDelta)); +} + +void CTxMemPool::ApplyDeltas(const uint256 hash, double &dPriorityDelta, CAmount &nFeeDelta) +{ + LOCK(cs); + std::map<uint256, std::pair<double, CAmount> >::iterator pos = mapDeltas.find(hash); + if (pos == mapDeltas.end()) + return; + const std::pair<double, CAmount> &deltas = pos->second; + dPriorityDelta += deltas.first; + nFeeDelta += deltas.second; +} + +void CTxMemPool::ClearPrioritisation(const uint256 hash) +{ + LOCK(cs); + mapDeltas.erase(hash); +} + + +CCoinsViewMemPool::CCoinsViewMemPool(CCoinsView *baseIn, CTxMemPool &mempoolIn) : CCoinsViewBacked(baseIn), mempool(mempoolIn) { } + +bool CCoinsViewMemPool::GetCoins(const uint256 &txid, CCoins &coins) const { + // If an entry in the mempool exists, always return that one, as it's guaranteed to never + // conflict with the underlying cache, and it cannot have pruned entries (as it contains full) + // transactions. First checking the underlying cache risks returning a pruned entry instead. + CTransaction tx; + if (mempool.lookup(txid, tx)) { + coins = CCoins(tx, MEMPOOL_HEIGHT); + return true; + } + return (base->GetCoins(txid, coins) && !coins.IsPruned()); +} + +bool CCoinsViewMemPool::HaveCoins(const uint256 &txid) const { + return mempool.exists(txid) || base->HaveCoins(txid); +} |