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Merge #9942: Refactor CBlockPolicyEstimator 

68af651 MOVEONLY: move TxConfirmStats to cpp (Alex Morcos)
2332f19 Initialize TxConfirmStats in constructor (Alex Morcos)
5ba81e5 Read and Write fee estimate file directly from CBlockPolicyEstimator (Alex Morcos)
14e10aa Call estimate(Smart)Fee directly from CBlockPolicyEstimator (Alex Morcos)
dbb9e36 Give CBlockPolicyEstimator it's own lock (Alex Morcos)
f6187d6 Make processBlockTx private. (Alex Morcos)
ae7327b Make feeEstimator its own global instance of CBlockPolicyEstimator (Alex Morcos)

Tree-SHA512: dbf3bd2b30822e609a35f3da519b62d23f8a50e564750695ddebd08553b4c01874ae3e07d792c6cc78cc377d2db33b951ffedc46ac7edaf5793f9ebb931713af
This commit is contained in:
Wladimir J. van der Laan 2017-04-20 21:16:19 +02:00
parent 987a6c0956 68af651498
commit 14c948987f
No known key found for this signature in database
GPG Key ID: 74810B012346C9A6
15 changed files with 247 additions and 261 deletions
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5
src/init.cpp
View File

@ -25,6 +25,7 @@
#include "netbase.h"
#include "net.h"
#include "net_processing.h"
#include "policy/fees.h"
#include "policy/policy.h"
#include "rpc/server.h"
#include "rpc/register.h"
@ -215,7 +216,7 @@ void Shutdown()
fs::path est_path = GetDataDir() / FEE_ESTIMATES_FILENAME;
CAutoFile est_fileout(fsbridge::fopen(est_path, "wb"), SER_DISK, CLIENT_VERSION);
if (!est_fileout.IsNull())
mempool.WriteFeeEstimates(est_fileout);
::feeEstimator.Write(est_fileout);
else
LogPrintf("%s: Failed to write fee estimates to %s\n", __func__, est_path.string());
fFeeEstimatesInitialized = false;
@ -1550,7 +1551,7 @@ bool AppInitMain(boost::thread_group& threadGroup, CScheduler& scheduler)
CAutoFile est_filein(fsbridge::fopen(est_path, "rb"), SER_DISK, CLIENT_VERSION);
// Allowed to fail as this file IS missing on first startup.
if (!est_filein.IsNull())
mempool.ReadFeeEstimates(est_filein);
::feeEstimator.Read(est_filein);
fFeeEstimatesInitialized = true;
// ********************************************************* Step 8: load wallet

209
src/policy/fees.cpp
View File

@ -7,14 +7,121 @@
#include "policy/policy.h"
#include "amount.h"
#include "clientversion.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)
/**
* 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
* approximate feerate and then track how long it took for those txs to be included in a block
*
* The tracking of unconfirmed (mempool) transactions is completely independent of the
* historical tracking of transactions that have been confirmed in a block.
*/
class TxConfirmStats
{
private:
//Define the buckets we will group transactions into
std::vector<double> buckets; // The upper-bound of the range for the bucket (inclusive)
std::map<double, unsigned int> bucketMap; // Map of bucket upper-bound to index into all vectors by bucket
// For each bucket X:
// Count the total # of txs in each bucket
// Track the historical moving average of this total over blocks
std::vector<double> txCtAvg;
// and calculate the total for the current block to update the moving average
std::vector<int> curBlockTxCt;
// Count the total # of txs confirmed within Y blocks in each bucket
// Track the historical moving average of theses totals over blocks
std::vector<std::vector<double> > confAvg; // confAvg[Y][X]
// and calculate the totals for the current block to update the moving averages
std::vector<std::vector<int> > curBlockConf; // curBlockConf[Y][X]
// Sum the total feerate of all tx's in each bucket
// Track the historical moving average of this total over blocks
std::vector<double> avg;
// and calculate the total for the current block to update the moving average
std::vector<double> curBlockVal;
// Combine the conf counts with tx counts to calculate the confirmation % for each Y,X
// Combine the total value with the tx counts to calculate the avg feerate per bucket
double decay;
// Mempool counts of outstanding transactions
// For each bucket X, track the number of transactions in the mempool
// that are unconfirmed for each possible confirmation value Y
std::vector<std::vector<int> > unconfTxs; //unconfTxs[Y][X]
// transactions still unconfirmed after MAX_CONFIRMS for each bucket
std::vector<int> oldUnconfTxs;
public:
/**
* Create new TxConfirmStats. This is called by BlockPolicyEstimator's
* constructor with default values.
* @param defaultBuckets contains the upper limits for the bucket boundaries
* @param maxConfirms max number of confirms to track
* @param decay how much to decay the historical moving average per block
*/
TxConfirmStats(const std::vector<double>& defaultBuckets, unsigned int maxConfirms, double decay);
/** Clear the state of the curBlock variables to start counting for the new block */
void ClearCurrent(unsigned int nBlockHeight);
/**
* Record a new transaction data point in the current block stats
* @param blocksToConfirm the number of blocks it took this transaction to confirm
* @param val the feerate of the transaction
* @warning blocksToConfirm is 1-based and has to be >= 1
*/
void Record(int blocksToConfirm, double val);
/** Record a new transaction entering the mempool*/
unsigned int NewTx(unsigned int nBlockHeight, double val);
/** Remove a transaction from mempool tracking stats*/
void removeTx(unsigned int entryHeight, unsigned int nBestSeenHeight,
unsigned int bucketIndex);
/** Update our estimates by decaying our historical moving average and updating
with the data gathered from the current block */
void UpdateMovingAverages();
/**
* Calculate a feerate estimate. Find the lowest value bucket (or range of buckets
* to make sure we have enough data points) whose transactions still have sufficient likelihood
* of being confirmed within the target number of confirmations
* @param confTarget target number of confirmations
* @param sufficientTxVal required average number of transactions per block in a bucket range
* @param minSuccess the success probability we require
* @param requireGreater return the lowest feerate such that all higher values pass minSuccess OR
* return the highest feerate such that all lower values fail minSuccess
* @param nBlockHeight the current block height
*/
double EstimateMedianVal(int confTarget, double sufficientTxVal,
double minSuccess, bool requireGreater, unsigned int nBlockHeight) const;
/** Return the max number of confirms we're tracking */
unsigned int GetMaxConfirms() const { return confAvg.size(); }
/** Write state of estimation data to a file*/
void Write(CAutoFile& fileout) const;
/**
* Read saved state of estimation data from a file and replace all internal data structures and
* variables with this state.
*/
void Read(CAutoFile& filein);
};
TxConfirmStats::TxConfirmStats(const std::vector<double>& defaultBuckets,
unsigned int maxConfirms, double _decay)
{
decay = _decay;
for (unsigned int i = 0; i < defaultBuckets.size(); i++) {
@ -77,7 +184,7 @@ void TxConfirmStats::UpdateMovingAverages()
// returns -1 on error conditions
double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal,
double successBreakPoint, bool requireGreater,
unsigned int nBlockHeight)
unsigned int nBlockHeight) const
{
// Counters for a bucket (or range of buckets)
double nConf = 0; // Number of tx's confirmed within the confTarget
@ -173,7 +280,7 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal,
return median;
}
void TxConfirmStats::Write(CAutoFile& fileout)
void TxConfirmStats::Write(CAutoFile& fileout) const
{
fileout << decay;
fileout << buckets;
@ -290,9 +397,10 @@ void TxConfirmStats::removeTx(unsigned int entryHeight, unsigned int nBestSeenHe
// of no harm to try to remove them again.
bool CBlockPolicyEstimator::removeTx(uint256 hash)
{
LOCK(cs_feeEstimator);
std::map<uint256, TxStatsInfo>::iterator pos = mapMemPoolTxs.find(hash);
if (pos != mapMemPoolTxs.end()) {
feeStats.removeTx(pos->second.blockHeight, nBestSeenHeight, pos->second.bucketIndex);
feeStats->removeTx(pos->second.blockHeight, nBestSeenHeight, pos->second.bucketIndex);
mapMemPoolTxs.erase(hash);
return true;
} else {
@ -310,11 +418,17 @@ CBlockPolicyEstimator::CBlockPolicyEstimator()
vfeelist.push_back(bucketBoundary);
}
vfeelist.push_back(INF_FEERATE);
feeStats.Initialize(vfeelist, MAX_BLOCK_CONFIRMS, DEFAULT_DECAY);
feeStats = new TxConfirmStats(vfeelist, MAX_BLOCK_CONFIRMS, DEFAULT_DECAY);
}
CBlockPolicyEstimator::~CBlockPolicyEstimator()
{
delete feeStats;
}
void CBlockPolicyEstimator::processTransaction(const CTxMemPoolEntry& entry, bool validFeeEstimate)
{
LOCK(cs_feeEstimator);
unsigned int txHeight = entry.GetHeight();
uint256 hash = entry.GetTx().GetHash();
if (mapMemPoolTxs.count(hash)) {
@ -343,7 +457,7 @@ void CBlockPolicyEstimator::processTransaction(const CTxMemPoolEntry& entry, boo
CFeeRate feeRate(entry.GetFee(), entry.GetTxSize());
mapMemPoolTxs[hash].blockHeight = txHeight;
mapMemPoolTxs[hash].bucketIndex = feeStats.NewTx(txHeight, (double)feeRate.GetFeePerK());
mapMemPoolTxs[hash].bucketIndex = feeStats->NewTx(txHeight, (double)feeRate.GetFeePerK());
}
bool CBlockPolicyEstimator::processBlockTx(unsigned int nBlockHeight, const CTxMemPoolEntry* entry)
@ -367,13 +481,14 @@ bool CBlockPolicyEstimator::processBlockTx(unsigned int nBlockHeight, const CTxM
// Feerates are stored and reported as BTC-per-kb:
CFeeRate feeRate(entry->GetFee(), entry->GetTxSize());
feeStats.Record(blocksToConfirm, (double)feeRate.GetFeePerK());
feeStats->Record(blocksToConfirm, (double)feeRate.GetFeePerK());
return true;
}
void CBlockPolicyEstimator::processBlock(unsigned int nBlockHeight,
std::vector<const CTxMemPoolEntry*>& entries)
{
LOCK(cs_feeEstimator);
if (nBlockHeight <= nBestSeenHeight) {
// Ignore side chains and re-orgs; assuming they are random
// they don't affect the estimate.
@ -389,7 +504,7 @@ void CBlockPolicyEstimator::processBlock(unsigned int nBlockHeight,
nBestSeenHeight = nBlockHeight;
// Clear the current block state and update unconfirmed circular buffer
feeStats.ClearCurrent(nBlockHeight);
feeStats->ClearCurrent(nBlockHeight);
unsigned int countedTxs = 0;
// Repopulate the current block states
@ -399,7 +514,7 @@ void CBlockPolicyEstimator::processBlock(unsigned int nBlockHeight,
}
// Update all exponential averages with the current block state
feeStats.UpdateMovingAverages();
feeStats->UpdateMovingAverages();
LogPrint(BCLog::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());
@ -408,14 +523,15 @@ void CBlockPolicyEstimator::processBlock(unsigned int nBlockHeight,
untrackedTxs = 0;
}
CFeeRate CBlockPolicyEstimator::estimateFee(int confTarget)
CFeeRate CBlockPolicyEstimator::estimateFee(int confTarget) const
{
LOCK(cs_feeEstimator);
// Return failure if trying to analyze a target we're not tracking
// It's not possible to get reasonable estimates for confTarget of 1
if (confTarget <= 1 || (unsigned int)confTarget > feeStats.GetMaxConfirms())
if (confTarget <= 1 || (unsigned int)confTarget > feeStats->GetMaxConfirms())
return CFeeRate(0);
double median = feeStats.EstimateMedianVal(confTarget, SUFFICIENT_FEETXS, MIN_SUCCESS_PCT, true, nBestSeenHeight);
double median = feeStats->EstimateMedianVal(confTarget, SUFFICIENT_FEETXS, MIN_SUCCESS_PCT, true, nBestSeenHeight);
if (median < 0)
return CFeeRate(0);
@ -423,22 +539,28 @@ 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) const
{
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);
// 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);
}
{
LOCK(cs_feeEstimator);
// Return failure if trying to analyze a target we're not tracking
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;
while (median < 0 && (unsigned int)confTarget <= feeStats->GetMaxConfirms()) {
median = feeStats->EstimateMedianVal(confTarget++, SUFFICIENT_FEETXS, MIN_SUCCESS_PCT, true, nBestSeenHeight);
}
} // Must unlock cs_feeEstimator before taking mempool locks
if (answerFoundAtTarget)
*answerFoundAtTarget = confTarget - 1;
@ -454,19 +576,40 @@ CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoun
return CFeeRate(median);
}
void CBlockPolicyEstimator::Write(CAutoFile& fileout)
bool CBlockPolicyEstimator::Write(CAutoFile& fileout) const
{
fileout << nBestSeenHeight;
feeStats.Write(fileout);
try {
LOCK(cs_feeEstimator);
fileout << 139900; // version required to read: 0.13.99 or later
fileout << CLIENT_VERSION; // version that wrote the file
fileout << nBestSeenHeight;
feeStats->Write(fileout);
}
catch (const std::exception&) {
LogPrintf("CBlockPolicyEstimator::Write(): unable to read policy estimator data (non-fatal)\n");
return false;
}
return true;
}
void CBlockPolicyEstimator::Read(CAutoFile& filein, int nFileVersion)
bool CBlockPolicyEstimator::Read(CAutoFile& filein)
{
int nFileBestSeenHeight;
filein >> nFileBestSeenHeight;
feeStats.Read(filein);
nBestSeenHeight = nFileBestSeenHeight;
// if nVersionThatWrote < 139900 then another TxConfirmStats (for priority) follows but can be ignored.
try {
LOCK(cs_feeEstimator);
int nVersionRequired, nVersionThatWrote, nFileBestSeenHeight;
filein >> nVersionRequired >> nVersionThatWrote;
if (nVersionRequired > CLIENT_VERSION)
return error("CBlockPolicyEstimator::Read(): up-version (%d) fee estimate file", nVersionRequired);
filein >> nFileBestSeenHeight;
feeStats->Read(filein);
nBestSeenHeight = nFileBestSeenHeight;
// if nVersionThatWrote < 139900 then another TxConfirmStats (for priority) follows but can be ignored.
}
catch (const std::exception&) {
LogPrintf("CBlockPolicyEstimator::Read(): unable to read policy estimator data (non-fatal)\n");
return false;
}
return true;
}
FeeFilterRounder::FeeFilterRounder(const CFeeRate& minIncrementalFee)

129
src/policy/fees.h
View File

@ -8,6 +8,7 @@
#include "amount.h"
#include "uint256.h"
#include "random.h"
#include "sync.h"
#include <map>
#include <string>
@ -17,6 +18,7 @@ class CAutoFile;
class CFeeRate;
class CTxMemPoolEntry;
class CTxMemPool;
class TxConfirmStats;
/** \class CBlockPolicyEstimator
* The BlockPolicyEstimator is used for estimating the feerate needed
@ -59,113 +61,6 @@ class CTxMemPool;
* they've been outstanding.
*/
/**
* 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
* approximate feerate and then track how long it took for those txs to be included in a block
*
* The tracking of unconfirmed (mempool) transactions is completely independent of the
* historical tracking of transactions that have been confirmed in a block.
*/
class TxConfirmStats
{
private:
//Define the buckets we will group transactions into
std::vector<double> buckets; // The upper-bound of the range for the bucket (inclusive)
std::map<double, unsigned int> bucketMap; // Map of bucket upper-bound to index into all vectors by bucket
// For each bucket X:
// Count the total # of txs in each bucket
// Track the historical moving average of this total over blocks
std::vector<double> txCtAvg;
// and calculate the total for the current block to update the moving average
std::vector<int> curBlockTxCt;
// Count the total # of txs confirmed within Y blocks in each bucket
// Track the historical moving average of theses totals over blocks
std::vector<std::vector<double> > confAvg; // confAvg[Y][X]
// and calculate the totals for the current block to update the moving averages
std::vector<std::vector<int> > curBlockConf; // curBlockConf[Y][X]
// Sum the total feerate of all tx's in each bucket
// Track the historical moving average of this total over blocks
std::vector<double> avg;
// and calculate the total for the current block to update the moving average
std::vector<double> curBlockVal;
// Combine the conf counts with tx counts to calculate the confirmation % for each Y,X
// Combine the total value with the tx counts to calculate the avg feerate per bucket
double decay;
// Mempool counts of outstanding transactions
// For each bucket X, track the number of transactions in the mempool
// that are unconfirmed for each possible confirmation value Y
std::vector<std::vector<int> > unconfTxs; //unconfTxs[Y][X]
// transactions still unconfirmed after MAX_CONFIRMS for each bucket
std::vector<int> oldUnconfTxs;
public:
/**
* Initialize the data structures. This is called by BlockPolicyEstimator's
* constructor with default values.
* @param defaultBuckets contains the upper limits for the bucket boundaries
* @param maxConfirms max number of confirms to track
* @param decay how much to decay the historical moving average per block
*/
void Initialize(std::vector<double>& defaultBuckets, unsigned int maxConfirms, double decay);
/** Clear the state of the curBlock variables to start counting for the new block */
void ClearCurrent(unsigned int nBlockHeight);
/**
* Record a new transaction data point in the current block stats
* @param blocksToConfirm the number of blocks it took this transaction to confirm
* @param val the feerate of the transaction
* @warning blocksToConfirm is 1-based and has to be >= 1
*/
void Record(int blocksToConfirm, double val);
/** Record a new transaction entering the mempool*/
unsigned int NewTx(unsigned int nBlockHeight, double val);
/** Remove a transaction from mempool tracking stats*/
void removeTx(unsigned int entryHeight, unsigned int nBestSeenHeight,
unsigned int bucketIndex);
/** Update our estimates by decaying our historical moving average and updating
with the data gathered from the current block */
void UpdateMovingAverages();
/**
* Calculate a feerate estimate. Find the lowest value bucket (or range of buckets
* to make sure we have enough data points) whose transactions still have sufficient likelihood
* of being confirmed within the target number of confirmations
* @param confTarget target number of confirmations
* @param sufficientTxVal required average number of transactions per block in a bucket range
* @param minSuccess the success probability we require
* @param requireGreater return the lowest feerate such that all higher values pass minSuccess OR
* return the highest feerate such that all lower values fail minSuccess
* @param nBlockHeight the current block height
*/
double EstimateMedianVal(int confTarget, double sufficientTxVal,
double minSuccess, bool requireGreater, unsigned int nBlockHeight);
/** Return the max number of confirms we're tracking */
unsigned int GetMaxConfirms() { return confAvg.size(); }
/** Write state of estimation data to a file*/
void Write(CAutoFile& fileout);
/**
* Read saved state of estimation data from a file and replace all internal data structures and
* variables with this state.
*/
void Read(CAutoFile& filein);
};
/** Track confirm delays up to 25 blocks, can't estimate beyond that */
static const unsigned int MAX_BLOCK_CONFIRMS = 25;
@ -204,14 +99,12 @@ class CBlockPolicyEstimator
public:
/** Create new BlockPolicyEstimator and initialize stats tracking classes with default values */
CBlockPolicyEstimator();
~CBlockPolicyEstimator();
/** Process all the transactions that have been included in a block */
void processBlock(unsigned int nBlockHeight,
std::vector<const CTxMemPoolEntry*>& entries);
/** Process a transaction confirmed in a block*/
bool processBlockTx(unsigned int nBlockHeight, const CTxMemPoolEntry* entry);
/** Process a transaction accepted to the mempool*/
void processTransaction(const CTxMemPoolEntry& entry, bool validFeeEstimate);
@ -219,19 +112,19 @@ public:
bool removeTx(uint256 hash);
/** Return a feerate estimate */
CFeeRate estimateFee(int confTarget);
CFeeRate estimateFee(int confTarget) const;
/** Estimate feerate needed to get be included in a block within
* confTarget blocks. If no answer can be given at confTarget, return an
* estimate at the lowest target where one can be given.
*/
CFeeRate estimateSmartFee(int confTarget, int *answerFoundAtTarget, const CTxMemPool& pool);
CFeeRate estimateSmartFee(int confTarget, int *answerFoundAtTarget, const CTxMemPool& pool) const;
/** Write estimation data to a file */
void Write(CAutoFile& fileout);
bool Write(CAutoFile& fileout) const;
/** Read estimation data from a file */
void Read(CAutoFile& filein, int nFileVersion);
bool Read(CAutoFile& filein);
private:
CFeeRate minTrackedFee; //!< Passed to constructor to avoid dependency on main
@ -247,10 +140,16 @@ private:
std::map<uint256, TxStatsInfo> mapMemPoolTxs;
/** Classes to track historical data on transaction confirmations */
TxConfirmStats feeStats;
TxConfirmStats* feeStats;
unsigned int trackedTxs;
unsigned int untrackedTxs;
mutable CCriticalSection cs_feeEstimator;
/** Process a transaction confirmed in a block*/
bool processBlockTx(unsigned int nBlockHeight, const CTxMemPoolEntry* entry);
};
class FeeFilterRounder

5
src/qt/coincontroldialog.cpp
View File

@ -15,6 +15,7 @@
#include "wallet/coincontrol.h"
#include "init.h"
#include "policy/fees.h"
#include "policy/policy.h"
#include "validation.h" // For mempool
#include "wallet/wallet.h"
@ -512,7 +513,7 @@ void CoinControlDialog::updateLabels(WalletModel *model, QDialog* dialog)
nBytes -= 34;
// Fee
nPayFee = CWallet::GetMinimumFee(nBytes, nTxConfirmTarget, mempool);
nPayFee = CWallet::GetMinimumFee(nBytes, nTxConfirmTarget, ::mempool, ::feeEstimator);
if (nPayFee > 0 && coinControl->nMinimumTotalFee > nPayFee)
nPayFee = coinControl->nMinimumTotalFee;
@ -592,7 +593,7 @@ void CoinControlDialog::updateLabels(WalletModel *model, QDialog* dialog)
if (payTxFee.GetFeePerK() > 0)
dFeeVary = (double)std::max(CWallet::GetRequiredFee(1000), payTxFee.GetFeePerK()) / 1000;
else {
dFeeVary = (double)std::max(CWallet::GetRequiredFee(1000), mempool.estimateSmartFee(nTxConfirmTarget).GetFeePerK()) / 1000;
dFeeVary = (double)std::max(CWallet::GetRequiredFee(1000), ::feeEstimator.estimateSmartFee(nTxConfirmTarget, NULL, ::mempool).GetFeePerK()) / 1000;
}
QString toolTip4 = tr("Can vary +/- %1 satoshi(s) per input.").arg(dFeeVary);

3
src/qt/sendcoinsdialog.cpp
View File

@ -21,6 +21,7 @@
#include "validation.h" // mempool and minRelayTxFee
#include "ui_interface.h"
#include "txmempool.h"
#include "policy/fees.h"
#include "wallet/wallet.h"
#include <QFontMetrics>
@ -660,7 +661,7 @@ void SendCoinsDialog::updateSmartFeeLabel()
int nBlocksToConfirm = ui->sliderSmartFee->maximum() - ui->sliderSmartFee->value() + 2;
int estimateFoundAtBlocks = nBlocksToConfirm;
CFeeRate feeRate = mempool.estimateSmartFee(nBlocksToConfirm, &estimateFoundAtBlocks);
CFeeRate feeRate = ::feeEstimator.estimateSmartFee(nBlocksToConfirm, &estimateFoundAtBlocks, ::mempool);
if (feeRate <= CFeeRate(0)) // not enough data => minfee
{
ui->labelSmartFee->setText(BitcoinUnits::formatWithUnit(model->getOptionsModel()->getDisplayUnit(),

5
src/rpc/mining.cpp
View File

@ -15,6 +15,7 @@
#include "validation.h"
#include "miner.h"
#include "net.h"
#include "policy/fees.h"
#include "pow.h"
#include "rpc/blockchain.h"
#include "rpc/server.h"
@ -818,7 +819,7 @@ UniValue estimatefee(const JSONRPCRequest& request)
if (nBlocks < 1)
nBlocks = 1;
CFeeRate feeRate = mempool.estimateFee(nBlocks);
CFeeRate feeRate = ::feeEstimator.estimateFee(nBlocks);
if (feeRate == CFeeRate(0))
return -1.0;
@ -856,7 +857,7 @@ UniValue estimatesmartfee(const JSONRPCRequest& request)
UniValue result(UniValue::VOBJ);
int answerFound;
CFeeRate feeRate = mempool.estimateSmartFee(nBlocks, &answerFound);
CFeeRate feeRate = ::feeEstimator.estimateSmartFee(nBlocks, &answerFound, ::mempool);
result.push_back(Pair("feerate", feeRate == CFeeRate(0) ? -1.0 : ValueFromAmount(feeRate.GetFeePerK())));
result.push_back(Pair("blocks", answerFound));
return result;

45
src/test/policyestimator_tests.cpp
View File

@ -16,7 +16,8 @@ BOOST_FIXTURE_TEST_SUITE(policyestimator_tests, BasicTestingSetup)
BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
{
CTxMemPool mpool;
CBlockPolicyEstimator feeEst;
CTxMemPool mpool(&feeEst);
TestMemPoolEntryHelper entry;
CAmount basefee(2000);
CAmount deltaFee(100);
@ -78,16 +79,16 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
// At this point we should need to combine 5 buckets to get enough data points
// So estimateFee(1,2,3) should fail and estimateFee(4) should return somewhere around
// 8*baserate. estimateFee(4) %'s are 100,100,100,100,90 = average 98%
BOOST_CHECK(mpool.estimateFee(1) == CFeeRate(0));
BOOST_CHECK(mpool.estimateFee(2) == CFeeRate(0));
BOOST_CHECK(mpool.estimateFee(3) == CFeeRate(0));
BOOST_CHECK(mpool.estimateFee(4).GetFeePerK() < 8*baseRate.GetFeePerK() + deltaFee);
BOOST_CHECK(mpool.estimateFee(4).GetFeePerK() > 8*baseRate.GetFeePerK() - deltaFee);
BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0));
BOOST_CHECK(feeEst.estimateFee(2) == CFeeRate(0));
BOOST_CHECK(feeEst.estimateFee(3) == CFeeRate(0));
BOOST_CHECK(feeEst.estimateFee(4).GetFeePerK() < 8*baseRate.GetFeePerK() + deltaFee);
BOOST_CHECK(feeEst.estimateFee(4).GetFeePerK() > 8*baseRate.GetFeePerK() - deltaFee);
int answerFound;
BOOST_CHECK(mpool.estimateSmartFee(1, &answerFound) == mpool.estimateFee(4) && answerFound == 4);
BOOST_CHECK(mpool.estimateSmartFee(3, &answerFound) == mpool.estimateFee(4) && answerFound == 4);
BOOST_CHECK(mpool.estimateSmartFee(4, &answerFound) == mpool.estimateFee(4) && answerFound == 4);
BOOST_CHECK(mpool.estimateSmartFee(8, &answerFound) == mpool.estimateFee(8) && answerFound == 8);
BOOST_CHECK(feeEst.estimateSmartFee(1, &answerFound, mpool) == feeEst.estimateFee(4) && answerFound == 4);
BOOST_CHECK(feeEst.estimateSmartFee(3, &answerFound, mpool) == feeEst.estimateFee(4) && answerFound == 4);
BOOST_CHECK(feeEst.estimateSmartFee(4, &answerFound, mpool) == feeEst.estimateFee(4) && answerFound == 4);
BOOST_CHECK(feeEst.estimateSmartFee(8, &answerFound, mpool) == feeEst.estimateFee(8) && answerFound == 8);
}
}
@ -99,7 +100,7 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
// Second highest feerate has 100% chance of being included by 2 blocks,
// so estimateFee(2) should return 9*baseRate etc...
for (int i = 1; i < 10;i++) {
origFeeEst.push_back(mpool.estimateFee(i).GetFeePerK());
origFeeEst.push_back(feeEst.estimateFee(i).GetFeePerK());
if (i > 2) { // Fee estimates should be monotonically decreasing
BOOST_CHECK(origFeeEst[i-1] <= origFeeEst[i-2]);
}
@ -118,10 +119,10 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
while (blocknum < 250)
mpool.removeForBlock(block, ++blocknum);
BOOST_CHECK(mpool.estimateFee(1) == CFeeRate(0));
BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0));
for (int i = 2; i < 10;i++) {
BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() < origFeeEst[i-1] + deltaFee);
BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
BOOST_CHECK(feeEst.estimateFee(i).GetFeePerK() < origFeeEst[i-1] + deltaFee);
BOOST_CHECK(feeEst.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
}
@ -141,8 +142,8 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
int answerFound;
for (int i = 1; i < 10;i++) {
BOOST_CHECK(mpool.estimateFee(i) == CFeeRate(0) || mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
BOOST_CHECK(mpool.estimateSmartFee(i, &answerFound).GetFeePerK() > origFeeEst[answerFound-1] - deltaFee);
BOOST_CHECK(feeEst.estimateFee(i) == CFeeRate(0) || feeEst.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
BOOST_CHECK(feeEst.estimateSmartFee(i, &answerFound, mpool).GetFeePerK() > origFeeEst[answerFound-1] - deltaFee);
}
// Mine all those transactions
@ -157,9 +158,9 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
}
mpool.removeForBlock(block, 265);
block.clear();
BOOST_CHECK(mpool.estimateFee(1) == CFeeRate(0));
BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0));
for (int i = 2; i < 10;i++) {
BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
BOOST_CHECK(feeEst.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
}
// Mine 200 more blocks where everything is mined every block
@ -179,9 +180,9 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
mpool.removeForBlock(block, ++blocknum);
block.clear();
}
BOOST_CHECK(mpool.estimateFee(1) == CFeeRate(0));
BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0));
for (int i = 2; i < 10; i++) {
BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() < origFeeEst[i-1] - deltaFee);
BOOST_CHECK(feeEst.estimateFee(i).GetFeePerK() < origFeeEst[i-1] - deltaFee);
}
// Test that if the mempool is limited, estimateSmartFee won't return a value below the mempool min fee
@ -190,8 +191,8 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
mpool.TrimToSize(1);
BOOST_CHECK(mpool.GetMinFee(1).GetFeePerK() > feeV[5]);
for (int i = 1; i < 10; i++) {
BOOST_CHECK(mpool.estimateSmartFee(i).GetFeePerK() >= mpool.estimateFee(i).GetFeePerK());
BOOST_CHECK(mpool.estimateSmartFee(i).GetFeePerK() >= mpool.GetMinFee(1).GetFeePerK());
BOOST_CHECK(feeEst.estimateSmartFee(i, NULL, mpool).GetFeePerK() >= feeEst.estimateFee(i).GetFeePerK());
BOOST_CHECK(feeEst.estimateSmartFee(i, NULL, mpool).GetFeePerK() >= mpool.GetMinFee(1).GetFeePerK());
}
}

64
src/txmempool.cpp
View File

@ -5,7 +5,6 @@
#include "txmempool.h"
#include "clientversion.h"
#include "consensus/consensus.h"
#include "consensus/validation.h"
#include "validation.h"
@ -16,7 +15,6 @@
#include "util.h"
#include "utilmoneystr.h"
#include "utiltime.h"
#include "version.h"
CTxMemPoolEntry::CTxMemPoolEntry(const CTransactionRef& _tx, const CAmount& _nFee,
int64_t _nTime, unsigned int _entryHeight,
@ -333,8 +331,8 @@ void CTxMemPoolEntry::UpdateAncestorState(int64_t modifySize, CAmount modifyFee,
assert(int(nSigOpCostWithAncestors) >= 0);
}
CTxMemPool::CTxMemPool() :
nTransactionsUpdated(0)
CTxMemPool::CTxMemPool(CBlockPolicyEstimator* estimator) :
nTransactionsUpdated(0), minerPolicyEstimator(estimator)
{
_clear(); //lock free clear
@ -342,13 +340,6 @@ CTxMemPool::CTxMemPool() :
// accepting transactions becomes O(N^2) where N is the number
// of transactions in the pool
nCheckFrequency = 0;
minerPolicyEstimator = new CBlockPolicyEstimator();
}
CTxMemPool::~CTxMemPool()
{
delete minerPolicyEstimator;
}
void CTxMemPool::pruneSpent(const uint256 &hashTx, CCoins &coins)
@ -427,7 +418,7 @@ bool CTxMemPool::addUnchecked(const uint256& hash, const CTxMemPoolEntry &entry,
nTransactionsUpdated++;
totalTxSize += entry.GetTxSize();
minerPolicyEstimator->processTransaction(entry, validFeeEstimate);
if (minerPolicyEstimator) {minerPolicyEstimator->processTransaction(entry, validFeeEstimate);}
vTxHashes.emplace_back(tx.GetWitnessHash(), newit);
newit->vTxHashesIdx = vTxHashes.size() - 1;
@ -457,7 +448,7 @@ void CTxMemPool::removeUnchecked(txiter it, MemPoolRemovalReason reason)
mapLinks.erase(it);
mapTx.erase(it);
nTransactionsUpdated++;
minerPolicyEstimator->removeTx(hash);
if (minerPolicyEstimator) {minerPolicyEstimator->removeTx(hash);}
}
// Calculates descendants of entry that are not already in setDescendants, and adds to
@ -591,7 +582,7 @@ void CTxMemPool::removeForBlock(const std::vector<CTransactionRef>& vtx, unsigne
entries.push_back(&*i);
}
// Before the txs in the new block have been removed from the mempool, update policy estimates
minerPolicyEstimator->processBlock(nBlockHeight, entries);
if (minerPolicyEstimator) {minerPolicyEstimator->processBlock(nBlockHeight, entries);}
for (const auto& tx : vtx)
{
txiter it = mapTx.find(tx->GetHash());
@ -850,51 +841,6 @@ TxMempoolInfo CTxMemPool::info(const uint256& hash) const
return GetInfo(i);
}
CFeeRate CTxMemPool::estimateFee(int nBlocks) const
{
LOCK(cs);
return minerPolicyEstimator->estimateFee(nBlocks);
}
CFeeRate CTxMemPool::estimateSmartFee(int nBlocks, int *answerFoundAtBlocks) const
{
LOCK(cs);
return minerPolicyEstimator->estimateSmartFee(nBlocks, answerFoundAtBlocks, *this);
}
bool
CTxMemPool::WriteFeeEstimates(CAutoFile& fileout) const
{
try {
LOCK(cs);
fileout << 139900; // version required to read: 0.13.99 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)\n");
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, nVersionThatWrote);
}
catch (const std::exception&) {
LogPrintf("CTxMemPool::ReadFeeEstimates(): unable to read policy estimator data (non-fatal)\n");
return false;
}
return true;
}
void CTxMemPool::PrioritiseTransaction(const uint256& hash, const CAmount& nFeeDelta)
{
{

16
src/txmempool.h
View File

@ -496,8 +496,7 @@ public:
/** Create a new CTxMemPool.
*/
CTxMemPool();
~CTxMemPool();
CTxMemPool(CBlockPolicyEstimator* estimator = nullptr);
/**
* If sanity-checking is turned on, check makes sure the pool is
@ -618,19 +617,6 @@ public:
TxMempoolInfo info(const uint256& hash) const;
std::vector<TxMempoolInfo> infoAll() const;
/** Estimate fee rate needed to get into the next nBlocks
* If no answer can be given at nBlocks, return an estimate
* at the lowest number of blocks where one can be given
*/
CFeeRate estimateSmartFee(int nBlocks, int *answerFoundAtBlocks = NULL) const;
/** Estimate fee rate needed to get into the next nBlocks */
CFeeRate estimateFee(int nBlocks) const;
/** Write/Read estimates to disk */
bool WriteFeeEstimates(CAutoFile& fileout) const;
bool ReadFeeEstimates(CAutoFile& filein);
size_t DynamicMemoryUsage() const;
boost::signals2::signal<void (CTransactionRef)> NotifyEntryAdded;

3
src/validation.cpp
View File

@ -80,7 +80,8 @@ uint256 hashAssumeValid;
CFeeRate minRelayTxFee = CFeeRate(DEFAULT_MIN_RELAY_TX_FEE);
CAmount maxTxFee = DEFAULT_TRANSACTION_MAXFEE;
CTxMemPool mempool;
CBlockPolicyEstimator feeEstimator;
CTxMemPool mempool(&feeEstimator);
static void CheckBlockIndex(const Consensus::Params& consensusParams);

2
src/validation.h
View File

@ -39,6 +39,7 @@ class CChainParams;
class CInv;
class CConnman;
class CScriptCheck;
class CBlockPolicyEstimator;
class CTxMemPool;
class CValidationInterface;
class CValidationState;
@ -152,6 +153,7 @@ struct BlockHasher
extern CScript COINBASE_FLAGS;
extern CCriticalSection cs_main;
extern CBlockPolicyEstimator feeEstimator;
extern CTxMemPool mempool;
typedef boost::unordered_map<uint256, CBlockIndex*, BlockHasher> BlockMap;
extern BlockMap mapBlockIndex;

5
src/wallet/feebumper.cpp
View File

@ -5,6 +5,7 @@
#include "consensus/validation.h"
#include "wallet/feebumper.h"
#include "wallet/wallet.h"
#include "policy/fees.h"
#include "policy/policy.h"
#include "policy/rbf.h"
#include "validation.h" //for mempool access
@ -159,11 +160,11 @@ CFeeBumper::CFeeBumper(const CWallet *pWallet, const uint256 txidIn, int newConf
} else {
// if user specified a confirm target then don't consider any global payTxFee
if (specifiedConfirmTarget) {
nNewFee = CWallet::GetMinimumFee(maxNewTxSize, newConfirmTarget, mempool, CAmount(0));
nNewFee = CWallet::GetMinimumFee(maxNewTxSize, newConfirmTarget, mempool, ::feeEstimator, CAmount(0));
}
// otherwise use the regular wallet logic to select payTxFee or default confirm target
else {
nNewFee = CWallet::GetMinimumFee(maxNewTxSize, newConfirmTarget, mempool);
nNewFee = CWallet::GetMinimumFee(maxNewTxSize, newConfirmTarget, mempool, ::feeEstimator);
}
nNewFeeRate = CFeeRate(nNewFee, maxNewTxSize);

1
src/wallet/rpcwallet.cpp
View File

@ -11,6 +11,7 @@
#include "init.h"
#include "validation.h"
#include "net.h"
#include "policy/fees.h"
#include "policy/policy.h"
#include "policy/rbf.h"
#include "rpc/server.h"

11
src/wallet/wallet.cpp
View File

@ -16,6 +16,7 @@
#include "keystore.h"
#include "validation.h"
#include "net.h"
#include "policy/fees.h"
#include "policy/policy.h"
#include "policy/rbf.h"
#include "primitives/block.h"
@ -2612,7 +2613,7 @@ bool CWallet::CreateTransaction(const std::vector<CRecipient>& vecSend, CWalletT
if (coinControl && coinControl->nConfirmTarget > 0)
currentConfirmationTarget = coinControl->nConfirmTarget;
CAmount nFeeNeeded = GetMinimumFee(nBytes, currentConfirmationTarget, mempool);
CAmount nFeeNeeded = GetMinimumFee(nBytes, currentConfirmationTarget, ::mempool, ::feeEstimator);
if (coinControl && nFeeNeeded > 0 && coinControl->nMinimumTotalFee > nFeeNeeded) {
nFeeNeeded = coinControl->nMinimumTotalFee;
}
@ -2786,19 +2787,19 @@ CAmount CWallet::GetRequiredFee(unsigned int nTxBytes)
return std::max(minTxFee.GetFee(nTxBytes), ::minRelayTxFee.GetFee(nTxBytes));
}
CAmount CWallet::GetMinimumFee(unsigned int nTxBytes, unsigned int nConfirmTarget, const CTxMemPool& pool)
CAmount CWallet::GetMinimumFee(unsigned int nTxBytes, unsigned int nConfirmTarget, const CTxMemPool& pool, const CBlockPolicyEstimator& estimator)
{
// payTxFee is the user-set global for desired feerate
return GetMinimumFee(nTxBytes, nConfirmTarget, pool, payTxFee.GetFee(nTxBytes));
return GetMinimumFee(nTxBytes, nConfirmTarget, pool, estimator, payTxFee.GetFee(nTxBytes));
}
CAmount CWallet::GetMinimumFee(unsigned int nTxBytes, unsigned int nConfirmTarget, const CTxMemPool& pool, CAmount targetFee)
CAmount CWallet::GetMinimumFee(unsigned int nTxBytes, unsigned int nConfirmTarget, const CTxMemPool& pool, const CBlockPolicyEstimator& estimator, CAmount targetFee)
{
CAmount nFeeNeeded = targetFee;
// User didn't set: use -txconfirmtarget to estimate...
if (nFeeNeeded == 0) {
int estimateFoundTarget = nConfirmTarget;
nFeeNeeded = pool.estimateSmartFee(nConfirmTarget, &estimateFoundTarget).GetFee(nTxBytes);
nFeeNeeded = estimator.estimateSmartFee(nConfirmTarget, &estimateFoundTarget, pool).GetFee(nTxBytes);
// ... unless we don't have enough mempool data for estimatefee, then use fallbackFee
if (nFeeNeeded == 0)
nFeeNeeded = fallbackFee.GetFee(nTxBytes);

5
src/wallet/wallet.h
View File

@ -73,6 +73,7 @@ class CReserveKey;
class CScript;
class CScheduler;
class CTxMemPool;
class CBlockPolicyEstimator;
class CWalletTx;
/** (client) version numbers for particular wallet features */
@ -932,12 +933,12 @@ public:
* Estimate the minimum fee considering user set parameters
* and the required fee
*/
static CAmount GetMinimumFee(unsigned int nTxBytes, unsigned int nConfirmTarget, const CTxMemPool& pool);
static CAmount GetMinimumFee(unsigned int nTxBytes, unsigned int nConfirmTarget, const CTxMemPool& pool, const CBlockPolicyEstimator& estimator);
/**
* Estimate the minimum fee considering required fee and targetFee or if 0
* then fee estimation for nConfirmTarget
*/
static CAmount GetMinimumFee(unsigned int nTxBytes, unsigned int nConfirmTarget, const CTxMemPool& pool, CAmount targetFee);
static CAmount GetMinimumFee(unsigned int nTxBytes, unsigned int nConfirmTarget, const CTxMemPool& pool, const CBlockPolicyEstimator& estimator, CAmount targetFee);
/**
* Return the minimum required fee taking into account the
* floating relay fee and user set minimum transaction fee