From 22eca7da22b67409d757d6859b1cf212e445dd39 Mon Sep 17 00:00:00 2001 From: Alex Morcos Date: Mon, 16 Nov 2015 15:10:22 -0500 Subject: Add smart fee estimation functions These are more useful fee and priority estimation functions. If there is no fee/pri high enough for the target you are aiming for, it will give you the estimate for the lowest target that you can reliably obtain. This is better than defaulting to the minimum. It will also pass back the target for which it returned an answer. --- src/policy/fees.cpp | 41 +++++++++++++++++++++++++++++++++++++++++ 1 file changed, 41 insertions(+) (limited to 'src/policy/fees.cpp') diff --git a/src/policy/fees.cpp b/src/policy/fees.cpp index ffe31d194..eb6e9cc8b 100644 --- a/src/policy/fees.cpp +++ b/src/policy/fees.cpp @@ -504,6 +504,28 @@ CFeeRate CBlockPolicyEstimator::estimateFee(int confTarget) return CFeeRate(median); } +CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoundAtTarget) +{ + if (answerFoundAtTarget) + *answerFoundAtTarget = confTarget; + // Return failure if trying to analyze a target we're not tracking + if (confTarget <= 0 || (unsigned int)confTarget > feeStats.GetMaxConfirms()) + return CFeeRate(0); + + 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 (median < 0) + return CFeeRate(0); + + return CFeeRate(median); +} + double CBlockPolicyEstimator::estimatePriority(int confTarget) { // Return failure if trying to analyze a target we're not tracking @@ -513,6 +535,25 @@ double CBlockPolicyEstimator::estimatePriority(int confTarget) return priStats.EstimateMedianVal(confTarget, SUFFICIENT_PRITXS, MIN_SUCCESS_PCT, true, nBestSeenHeight); } +double CBlockPolicyEstimator::estimateSmartPriority(int confTarget, int *answerFoundAtTarget) +{ + 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; + + double median = -1; + while (median < 0 && (unsigned int)confTarget <= priStats.GetMaxConfirms()) { + median = priStats.EstimateMedianVal(confTarget++, SUFFICIENT_PRITXS, MIN_SUCCESS_PCT, true, nBestSeenHeight); + } + + if (answerFoundAtTarget) + *answerFoundAtTarget = confTarget - 1; + + return median; +} + void CBlockPolicyEstimator::Write(CAutoFile& fileout) { fileout << nBestSeenHeight; -- cgit v1.2.3 From 63030514701828a06040413837f5eced9deeee03 Mon Sep 17 00:00:00 2001 From: Alex Morcos Date: Mon, 16 Nov 2015 15:21:51 -0500 Subject: EstimateSmart functions consider mempool min fee --- src/policy/fees.cpp | 16 ++++++++++++++-- 1 file changed, 14 insertions(+), 2 deletions(-) (limited to 'src/policy/fees.cpp') diff --git a/src/policy/fees.cpp b/src/policy/fees.cpp index eb6e9cc8b..e139b06c7 100644 --- a/src/policy/fees.cpp +++ b/src/policy/fees.cpp @@ -4,6 +4,7 @@ // 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" @@ -504,7 +505,7 @@ CFeeRate CBlockPolicyEstimator::estimateFee(int confTarget) return CFeeRate(median); } -CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoundAtTarget) +CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoundAtTarget, const CTxMemPool *pool) { if (answerFoundAtTarget) *answerFoundAtTarget = confTarget; @@ -520,6 +521,11 @@ CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoun if (answerFoundAtTarget) *answerFoundAtTarget = confTarget - 1; + // If mempool is limiting txs , return at least the min fee 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); @@ -535,7 +541,7 @@ double CBlockPolicyEstimator::estimatePriority(int confTarget) return priStats.EstimateMedianVal(confTarget, SUFFICIENT_PRITXS, MIN_SUCCESS_PCT, true, nBestSeenHeight); } -double CBlockPolicyEstimator::estimateSmartPriority(int confTarget, int *answerFoundAtTarget) +double CBlockPolicyEstimator::estimateSmartPriority(int confTarget, int *answerFoundAtTarget, const CTxMemPool *pool) { if (answerFoundAtTarget) *answerFoundAtTarget = confTarget; @@ -543,6 +549,11 @@ double CBlockPolicyEstimator::estimateSmartPriority(int confTarget, int *answerF if (confTarget <= 0 || (unsigned int)confTarget > priStats.GetMaxConfirms()) return -1; + // 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; + double median = -1; while (median < 0 && (unsigned int)confTarget <= priStats.GetMaxConfirms()) { median = priStats.EstimateMedianVal(confTarget++, SUFFICIENT_PRITXS, MIN_SUCCESS_PCT, true, nBestSeenHeight); @@ -551,6 +562,7 @@ double CBlockPolicyEstimator::estimateSmartPriority(int confTarget, int *answerF if (answerFoundAtTarget) *answerFoundAtTarget = confTarget - 1; + return median; } -- cgit v1.2.3 From e30443244a7a50f2db70e593ec8a57e5086db3d9 Mon Sep 17 00:00:00 2001 From: Suhas Daftuar Date: Tue, 24 Nov 2015 08:53:14 -0500 Subject: Pass reference to estimateSmartFee and cleanup whitespace --- src/policy/fees.cpp | 9 ++++----- 1 file changed, 4 insertions(+), 5 deletions(-) (limited to 'src/policy/fees.cpp') diff --git a/src/policy/fees.cpp b/src/policy/fees.cpp index e139b06c7..980ecf10d 100644 --- a/src/policy/fees.cpp +++ b/src/policy/fees.cpp @@ -505,7 +505,7 @@ CFeeRate CBlockPolicyEstimator::estimateFee(int confTarget) return CFeeRate(median); } -CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoundAtTarget, const CTxMemPool *pool) +CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoundAtTarget, const CTxMemPool& pool) { if (answerFoundAtTarget) *answerFoundAtTarget = confTarget; @@ -522,7 +522,7 @@ CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoun *answerFoundAtTarget = confTarget - 1; // If mempool is limiting txs , return at least the min fee from the mempool - CAmount minPoolFee = pool->GetMinFee(GetArg("-maxmempool", DEFAULT_MAX_MEMPOOL_SIZE) * 1000000).GetFeePerK(); + CAmount minPoolFee = pool.GetMinFee(GetArg("-maxmempool", DEFAULT_MAX_MEMPOOL_SIZE) * 1000000).GetFeePerK(); if (minPoolFee > 0 && minPoolFee > median) return CFeeRate(minPoolFee); @@ -541,7 +541,7 @@ double CBlockPolicyEstimator::estimatePriority(int confTarget) return priStats.EstimateMedianVal(confTarget, SUFFICIENT_PRITXS, MIN_SUCCESS_PCT, true, nBestSeenHeight); } -double CBlockPolicyEstimator::estimateSmartPriority(int confTarget, int *answerFoundAtTarget, const CTxMemPool *pool) +double CBlockPolicyEstimator::estimateSmartPriority(int confTarget, int *answerFoundAtTarget, const CTxMemPool& pool) { if (answerFoundAtTarget) *answerFoundAtTarget = confTarget; @@ -550,7 +550,7 @@ double CBlockPolicyEstimator::estimateSmartPriority(int confTarget, int *answerF return -1; // If mempool is limiting txs, no priority txs are allowed - CAmount minPoolFee = pool->GetMinFee(GetArg("-maxmempool", DEFAULT_MAX_MEMPOOL_SIZE) * 1000000).GetFeePerK(); + CAmount minPoolFee = pool.GetMinFee(GetArg("-maxmempool", DEFAULT_MAX_MEMPOOL_SIZE) * 1000000).GetFeePerK(); if (minPoolFee > 0) return INF_PRIORITY; @@ -562,7 +562,6 @@ double CBlockPolicyEstimator::estimateSmartPriority(int confTarget, int *answerF if (answerFoundAtTarget) *answerFoundAtTarget = confTarget - 1; - return median; } -- cgit v1.2.3 From 9d263bd17c2bdd5ba9e31bd5fb110c332eb80691 Mon Sep 17 00:00:00 2001 From: Chris Wheeler Date: Sun, 17 Jan 2016 11:03:56 +0000 Subject: Typo fixes in comments --- src/policy/fees.cpp | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) (limited to 'src/policy/fees.cpp') diff --git a/src/policy/fees.cpp b/src/policy/fees.cpp index 980ecf10d..de3c060d6 100644 --- a/src/policy/fees.cpp +++ b/src/policy/fees.cpp @@ -87,7 +87,7 @@ 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 + // values pass, so we start at maxbucketindex (highest fee) 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. unsigned int startbucket = requireGreater ? maxbucketindex : 0; -- cgit v1.2.3