Remove priority estimation

This commit is contained in:
Alex Morcos 2016-03-21 13:04:40 -04:00 committed by Wladimir J. van der Laan
parent ed64bcec2d
commit b2322e0fc6
5 changed files with 101 additions and 251 deletions

View File

@ -14,10 +14,9 @@
#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;
@ -87,10 +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 successively
// 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;
@ -107,7 +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];
@ -145,8 +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;
@ -166,8 +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);
@ -200,10 +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");
@ -213,9 +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;
@ -242,8 +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)
@ -251,7 +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", dataTypeString);
return bucketindex;
}
@ -291,12 +289,10 @@ void CBlockPolicyEstimator::removeTx(uint256 hash)
hash.ToString().c_str());
return;
}
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);
feeStats.removeTx(entryHeight, nBestSeenHeight, bucketIndex);
mapMemPoolTxs.erase(hash);
}
@ -309,45 +305,14 @@ CBlockPolicyEstimator::CBlockPolicyEstimator(const CFeeRate& _minRelayFee)
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;
}
bool CBlockPolicyEstimator::isPriDataPoint(const CFeeRate &fee, double pri)
{
if ((fee < minTrackedFee && pri >= minTrackedPriority) ||
(fee < feeUnlikely && pri > priLikely)) {
return true;
}
return false;
feeStats.Initialize(vfeelist, MAX_BLOCK_CONFIRMS, DEFAULT_DECAY);
}
void CBlockPolicyEstimator::processTransaction(const CTxMemPoolEntry& entry, bool fCurrentEstimate)
{
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;
@ -371,30 +336,11 @@ void CBlockPolicyEstimator::processTransaction(const CTxMemPoolEntry& entry, boo
return;
}
// 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");
}
LogPrint("estimatefee", "\n");
mapMemPoolTxs[hash].bucketIndex = feeStats.NewTx(txHeight, (double)feeRate.GetFeePerK());
}
void CBlockPolicyEstimator::processBlockTx(unsigned int nBlockHeight, const CTxMemPoolEntry& entry)
@ -417,21 +363,10 @@ void CBlockPolicyEstimator::processBlockTx(unsigned int nBlockHeight, const CTxM
return;
}
// 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. 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());
}
void CBlockPolicyEstimator::processBlock(unsigned int nBlockHeight,
@ -452,41 +387,15 @@ void CBlockPolicyEstimator::processBlock(unsigned int nBlockHeight,
if (!fCurrentEstimate)
return;
// 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
feeStats.ClearCurrent(nBlockHeight);
priStats.ClearCurrent(nBlockHeight);
// Repopulate the current block states
for (unsigned int i = 0; i < entries.size(); i++)
processBlockTx(nBlockHeight, entries[i]);
// 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());
@ -522,7 +431,7 @@ 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
// 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);
@ -535,51 +444,38 @@ CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoun
double CBlockPolicyEstimator::estimatePriority(int confTarget)
{
// Return failure if trying to analyze a target we're not tracking
if (confTarget <= 0 || (unsigned int)confTarget > priStats.GetMaxConfirms())
return -1;
return priStats.EstimateMedianVal(confTarget, SUFFICIENT_PRITXS, MIN_SUCCESS_PCT, true, nBestSeenHeight);
return -1;
}
double CBlockPolicyEstimator::estimateSmartPriority(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 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);
}
if (answerFoundAtTarget)
*answerFoundAtTarget = confTarget - 1;
return median;
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)

View File

@ -19,60 +19,50 @@ class CTxMemPoolEntry;
class CTxMemPool;
/** \class CBlockPolicyEstimator
* The BlockPolicyEstimator is used for estimating the fee or priority needed
* The BlockPolicyEstimator is used for estimating the feerate needed
* for a transaction to be included in a block within a certain number of
* blocks.
*
* At a high level the algorithm works by grouping transactions into buckets
* based on having similar priorities or fees and then tracking how long it
* based on having similar feerates and then tracking how long it
* takes transactions in the various buckets to be mined. It operates under
* the assumption that in general transactions of higher fee/priority will be
* included in blocks before transactions of lower fee/priority. So for
* example if you wanted to know what fee you should put on a transaction to
* the assumption that in general transactions of higher feerate will be
* included in blocks before transactions of lower feerate. So for
* example if you wanted to know what feerate you should put on a transaction to
* be included in a block within the next 5 blocks, you would start by looking
* at the bucket with the highest fee transactions and verifying that a
* at the bucket with the highest feerate transactions and verifying that a
* sufficiently high percentage of them were confirmed within 5 blocks and
* then you would look at the next highest fee bucket, and so on, stopping at
* the last bucket to pass the test. The average fee of transactions in this
* bucket will give you an indication of the lowest fee you can put on a
* then you would look at the next highest feerate bucket, and so on, stopping at
* the last bucket to pass the test. The average feerate of transactions in this
* bucket will give you an indication of the lowest feerate you can put on a
* transaction and still have a sufficiently high chance of being confirmed
* within your desired 5 blocks.
*
* When a transaction enters the mempool or is included within a block we
* decide whether it can be used as a data point for fee estimation, priority
* estimation or neither. If the value of exactly one of those properties was
* below the required minimum it can be used to estimate the other. In
* addition, if a priori our estimation code would indicate that the
* transaction would be much more quickly included in a block because of one
* of the properties compared to the other, we can also decide to use it as
* an estimate for that property.
*
* Here is a brief description of the implementation for fee estimation.
* When a transaction that counts for fee estimation enters the mempool, we
* Here is a brief description of the implementation:
* When a transaction enters the mempool, we
* track the height of the block chain at entry. Whenever a block comes in,
* we count the number of transactions in each bucket and the total amount of fee
* we count the number of transactions in each bucket and the total amount of feerate
* paid in each bucket. Then we calculate how many blocks Y it took each
* transaction to be mined and we track an array of counters in each bucket
* for how long it to took transactions to get confirmed from 1 to a max of 25
* and we increment all the counters from Y up to 25. This is because for any
* number Z>=Y the transaction was successfully mined within Z blocks. We
* want to save a history of this information, so at any time we have a
* counter of the total number of transactions that happened in a given fee
* counter of the total number of transactions that happened in a given feerate
* bucket and the total number that were confirmed in each number 1-25 blocks
* or less for any bucket. We save this history by keeping an exponentially
* decaying moving average of each one of these stats. Furthermore we also
* keep track of the number unmined (in mempool) transactions in each bucket
* and for how many blocks they have been outstanding and use that to increase
* the number of transactions we've seen in that fee bucket when calculating
* the number of transactions we've seen in that feerate bucket when calculating
* an estimate for any number of confirmations below the number of blocks
* they've been outstanding.
*/
/**
* We will instantiate two instances of this class, one to track transactions
* that were included in a block due to fee, and one for tx's included due to
* priority. We will lump transactions into a bucket according to their approximate
* fee or priority and then track how long it took for those txs to be included in a block
* 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.
@ -80,7 +70,7 @@ class CTxMemPool;
class TxConfirmStats
{
private:
//Define the buckets we will group transactions into (both fee buckets and priority buckets)
//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
@ -97,16 +87,15 @@ private:
// 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 priority/fee of all tx's in each bucket
// 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 fee/priority per bucket
// Combine the total value with the tx counts to calculate the avg feerate per bucket
std::string dataTypeString;
double decay;
// Mempool counts of outstanding transactions
@ -123,9 +112,8 @@ public:
* @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
* @param dataTypeString for logging purposes
*/
void Initialize(std::vector<double>& defaultBuckets, unsigned int maxConfirms, double decay, std::string dataTypeString);
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);
@ -133,7 +121,7 @@ public:
/**
* 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 either the fee or the priority when entered of the transaction
* @param val the feerate of the transaction
* @warning blocksToConfirm is 1-based and has to be >= 1
*/
void Record(int blocksToConfirm, double val);
@ -150,14 +138,14 @@ public:
void UpdateMovingAverages();
/**
* Calculate a fee or priority estimate. Find the lowest value bucket (or range of buckets
* 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 fee/pri such that all higher values pass minSuccess OR
* return the highest fee/pri such that all lower values fail minSuccess
* @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,
@ -184,35 +172,27 @@ static const unsigned int MAX_BLOCK_CONFIRMS = 25;
/** Decay of .998 is a half-life of 346 blocks or about 2.4 days */
static const double DEFAULT_DECAY = .998;
/** Require greater than 95% of X fee transactions to be confirmed within Y blocks for X to be big enough */
/** Require greater than 95% of X feerate transactions to be confirmed within Y blocks for X to be big enough */
static const double MIN_SUCCESS_PCT = .95;
static const double UNLIKELY_PCT = .5;
/** Require an avg of 1 tx in the combined fee bucket per block to have stat significance */
/** Require an avg of 1 tx in the combined feerate bucket per block to have stat significance */
static const double SUFFICIENT_FEETXS = 1;
/** Require only an avg of 1 tx every 5 blocks in the combined pri bucket (way less pri txs) */
static const double SUFFICIENT_PRITXS = .2;
// Minimum and Maximum values for tracking fees and priorities
// Minimum and Maximum values for tracking feerates
static const double MIN_FEERATE = 10;
static const double MAX_FEERATE = 1e7;
static const double INF_FEERATE = MAX_MONEY;
static const double MIN_PRIORITY = 10;
static const double MAX_PRIORITY = 1e16;
static const double INF_PRIORITY = 1e9 * MAX_MONEY;
// We have to lump transactions into buckets based on fee or priority, but we want to be able
// to give accurate estimates over a large range of potential fees and priorities
// We have to lump transactions into buckets based on feerate, but we want to be able
// to give accurate estimates over a large range of potential feerates
// Therefore it makes sense to exponentially space the buckets
/** Spacing of FeeRate buckets */
static const double FEE_SPACING = 1.1;
/** Spacing of Priority buckets */
static const double PRI_SPACING = 2;
/**
* We want to be able to estimate fees or priorities that are needed on tx's to be included in
* We want to be able to estimate feerates that are needed on tx's to be included in
* a certain number of blocks. Every time a block is added to the best chain, this class records
* stats on the transactions included in that block
*/
@ -235,27 +215,26 @@ public:
/** Remove a transaction from the mempool tracking stats*/
void removeTx(uint256 hash);
/** Is this transaction likely included in a block because of its fee?*/
bool isFeeDataPoint(const CFeeRate &fee, double pri);
/** Is this transaction likely included in a block because of its priority?*/
bool isPriDataPoint(const CFeeRate &fee, double pri);
/** Return a fee estimate */
/** Return a feerate estimate */
CFeeRate estimateFee(int confTarget);
/** Estimate fee rate needed to get be included in a block within
/** 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);
/** Return a priority estimate */
/** Return a priority estimate.
* DEPRECATED
* Returns -1
*/
double estimatePriority(int confTarget);
/** Estimate priority 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.
* confTarget blocks.
* DEPRECATED
* Returns -1 unless mempool is currently limited then returns INF_PRIORITY
* answerFoundAtTarget is set to confTarget
*/
double estimateSmartPriority(int confTarget, int *answerFoundAtTarget, const CTxMemPool& pool);
@ -263,29 +242,23 @@ public:
void Write(CAutoFile& fileout);
/** Read estimation data from a file */
void Read(CAutoFile& filein);
void Read(CAutoFile& filein, int nFileVersion);
private:
CFeeRate minTrackedFee; //!< Passed to constructor to avoid dependency on main
double minTrackedPriority; //!< Set to AllowFreeThreshold
unsigned int nBestSeenHeight;
struct TxStatsInfo
{
TxConfirmStats *stats;
unsigned int blockHeight;
unsigned int bucketIndex;
TxStatsInfo() : stats(NULL), blockHeight(0), bucketIndex(0) {}
TxStatsInfo() : blockHeight(0), bucketIndex(0) {}
};
// map of txids to information about that transaction
std::map<uint256, TxStatsInfo> mapMemPoolTxs;
/** Classes to track historical data on transaction confirmations */
TxConfirmStats feeStats, priStats;
/** Breakpoints to help determine whether a transaction was confirmed by priority or Fee */
CFeeRate feeLikely, feeUnlikely;
double priLikely, priUnlikely;
TxConfirmStats feeStats;
};
class FeeFilterRounder

View File

@ -810,7 +810,7 @@ UniValue estimatepriority(const JSONRPCRequest& request)
if (request.fHelp || request.params.size() != 1)
throw runtime_error(
"estimatepriority nblocks\n"
"\nEstimates the approximate priority a zero-fee transaction needs to begin\n"
"\nDEPRECATED. Estimates the approximate priority a zero-fee transaction needs to begin\n"
"confirmation within nblocks blocks.\n"
"\nArguments:\n"
"1. nblocks (numeric)\n"
@ -873,7 +873,7 @@ UniValue estimatesmartpriority(const JSONRPCRequest& request)
if (request.fHelp || request.params.size() != 1)
throw runtime_error(
"estimatesmartpriority nblocks\n"
"\nWARNING: This interface is unstable and may disappear or change!\n"
"\nDEPRECATED. WARNING: This interface is unstable and may disappear or change!\n"
"\nEstimates the approximate priority a zero-fee transaction needs to begin\n"
"confirmation within nblocks blocks if possible and return the number of blocks\n"
"for which the estimate is valid.\n"

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@ -19,26 +19,18 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
CTxMemPool mpool(CFeeRate(1000));
TestMemPoolEntryHelper entry;
CAmount basefee(2000);
double basepri = 1e6;
CAmount deltaFee(100);
double deltaPri=5e5;
std::vector<CAmount> feeV[2];
std::vector<double> priV[2];
std::vector<CAmount> feeV;
// Populate vectors of increasing fees or priorities
// Populate vectors of increasing fees
for (int j = 0; j < 10; j++) {
//V[0] is for fee transactions
feeV[0].push_back(basefee * (j+1));
priV[0].push_back(0);
//V[1] is for priority transactions
feeV[1].push_back(CAmount(0));
priV[1].push_back(basepri * pow(10, j+1));
feeV.push_back(basefee * (j+1));
}
// Store the hashes of transactions that have been
// added to the mempool by their associate fee/pri
// added to the mempool by their associate fee
// txHashes[j] is populated with transactions either of
// fee = basefee * (j+1) OR pri = 10^6 * 10^(j+1)
// fee = basefee * (j+1)
std::vector<uint256> txHashes[10];
// Create a transaction template
@ -60,19 +52,19 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
// At a decay .998 and 4 fee transactions per block
// This makes the tx count about 1.33 per bucket, above the 1 threshold
while (blocknum < 200) {
for (int j = 0; j < 10; j++) { // For each fee/pri multiple
for (int k = 0; k < 5; k++) { // add 4 fee txs for every priority tx
for (int j = 0; j < 10; j++) { // For each fee
for (int k = 0; k < 4; k++) { // add 4 fee txs
tx.vin[0].prevout.n = 10000*blocknum+100*j+k; // make transaction unique
uint256 hash = tx.GetHash();
mpool.addUnchecked(hash, entry.Fee(feeV[k/4][j]).Time(GetTime()).Priority(priV[k/4][j]).Height(blocknum).FromTx(tx, &mpool));
mpool.addUnchecked(hash, entry.Fee(feeV[j]).Time(GetTime()).Priority(0).Height(blocknum).FromTx(tx, &mpool));
txHashes[j].push_back(hash);
}
}
//Create blocks where higher fee/pri txs are included more often
//Create blocks where higher fee txs are included more often
for (int h = 0; h <= blocknum%10; h++) {
// 10/10 blocks add highest fee/pri transactions
// 10/10 blocks add highest fee transactions
// 9/10 blocks add 2nd highest and so on until ...
// 1/10 blocks add lowest fee/pri transactions
// 1/10 blocks add lowest fee transactions
while (txHashes[9-h].size()) {
std::shared_ptr<const CTransaction> ptx = mpool.get(txHashes[9-h].back());
if (ptx)
@ -100,7 +92,6 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
}
std::vector<CAmount> origFeeEst;
std::vector<double> origPriEst;
// Highest feerate is 10*baseRate and gets in all blocks,
// second highest feerate is 9*baseRate and gets in 9/10 blocks = 90%,
// third highest feerate is 8*base rate, and gets in 8/10 blocks = 80%,
@ -109,16 +100,12 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
// so estimateFee(2) should return 9*baseRate etc...
for (int i = 1; i < 10;i++) {
origFeeEst.push_back(mpool.estimateFee(i).GetFeePerK());
origPriEst.push_back(mpool.estimatePriority(i));
if (i > 1) { // Fee estimates should be monotonically decreasing
BOOST_CHECK(origFeeEst[i-1] <= origFeeEst[i-2]);
BOOST_CHECK(origPriEst[i-1] <= origPriEst[i-2]);
}
int mult = 11-i;
BOOST_CHECK(origFeeEst[i-1] < mult*baseRate.GetFeePerK() + deltaFee);
BOOST_CHECK(origFeeEst[i-1] > mult*baseRate.GetFeePerK() - deltaFee);
BOOST_CHECK(origPriEst[i-1] < pow(10,mult) * basepri + deltaPri);
BOOST_CHECK(origPriEst[i-1] > pow(10,mult) * basepri - deltaPri);
}
// Mine 50 more blocks with no transactions happening, estimates shouldn't change
@ -129,19 +116,17 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
for (int i = 1; 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(mpool.estimatePriority(i) < origPriEst[i-1] + deltaPri);
BOOST_CHECK(mpool.estimatePriority(i) > origPriEst[i-1] - deltaPri);
}
// Mine 15 more blocks with lots of transactions happening and not getting mined
// Estimates should go up
while (blocknum < 265) {
for (int j = 0; j < 10; j++) { // For each fee/pri multiple
for (int k = 0; k < 5; k++) { // add 4 fee txs for every priority tx
for (int j = 0; j < 10; j++) { // For each fee multiple
for (int k = 0; k < 4; k++) { // add 4 fee txs
tx.vin[0].prevout.n = 10000*blocknum+100*j+k;
uint256 hash = tx.GetHash();
mpool.addUnchecked(hash, entry.Fee(feeV[k/4][j]).Time(GetTime()).Priority(priV[k/4][j]).Height(blocknum).FromTx(tx, &mpool));
mpool.addUnchecked(hash, entry.Fee(feeV[j]).Time(GetTime()).Priority(0).Height(blocknum).FromTx(tx, &mpool));
txHashes[j].push_back(hash);
}
}
@ -152,8 +137,6 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
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(mpool.estimatePriority(i) == -1 || mpool.estimatePriority(i) > origPriEst[i-1] - deltaPri);
BOOST_CHECK(mpool.estimateSmartPriority(i, &answerFound) > origPriEst[answerFound-1] - deltaPri);
}
// Mine all those transactions
@ -170,20 +153,20 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
block.clear();
for (int i = 1; i < 10;i++) {
BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
BOOST_CHECK(mpool.estimatePriority(i) > origPriEst[i-1] - deltaPri);
}
// Mine 200 more blocks where everything is mined every block
// Estimates should be below original estimates
while (blocknum < 465) {
for (int j = 0; j < 10; j++) { // For each fee/pri multiple
for (int k = 0; k < 5; k++) { // add 4 fee txs for every priority tx
for (int j = 0; j < 10; j++) { // For each fee multiple
for (int k = 0; k < 4; k++) { // add 4 fee txs
tx.vin[0].prevout.n = 10000*blocknum+100*j+k;
uint256 hash = tx.GetHash();
mpool.addUnchecked(hash, entry.Fee(feeV[k/4][j]).Time(GetTime()).Priority(priV[k/4][j]).Height(blocknum).FromTx(tx, &mpool));
mpool.addUnchecked(hash, entry.Fee(feeV[j]).Time(GetTime()).Priority(0).Height(blocknum).FromTx(tx, &mpool));
std::shared_ptr<const CTransaction> ptx = mpool.get(hash);
if (ptx)
block.push_back(*ptx);
}
}
mpool.removeForBlock(block, ++blocknum);
@ -191,15 +174,14 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
}
for (int i = 1; i < 10; i++) {
BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() < origFeeEst[i-1] - deltaFee);
BOOST_CHECK(mpool.estimatePriority(i) < origPriEst[i-1] - deltaPri);
}
// Test that if the mempool is limited, estimateSmartFee won't return a value below the mempool min fee
// and that estimateSmartPriority returns essentially an infinite value
mpool.addUnchecked(tx.GetHash(), entry.Fee(feeV[0][5]).Time(GetTime()).Priority(priV[1][5]).Height(blocknum).FromTx(tx, &mpool));
// evict that transaction which should set a mempool min fee of minRelayTxFee + feeV[0][5]
mpool.addUnchecked(tx.GetHash(), entry.Fee(feeV[5]).Time(GetTime()).Priority(0).Height(blocknum).FromTx(tx, &mpool));
// evict that transaction which should set a mempool min fee of minRelayTxFee + feeV[5]
mpool.TrimToSize(1);
BOOST_CHECK(mpool.GetMinFee(1).GetFeePerK() > feeV[0][5]);
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());

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@ -895,7 +895,7 @@ CTxMemPool::WriteFeeEstimates(CAutoFile& fileout) const
{
try {
LOCK(cs);
fileout << 109900; // version required to read: 0.10.99 or later
fileout << 139900; // version required to read: 0.13.99 or later
fileout << CLIENT_VERSION; // version that wrote the file
minerPolicyEstimator->Write(fileout);
}
@ -914,9 +914,8 @@ CTxMemPool::ReadFeeEstimates(CAutoFile& filein)
filein >> nVersionRequired >> nVersionThatWrote;
if (nVersionRequired > CLIENT_VERSION)
return error("CTxMemPool::ReadFeeEstimates(): up-version (%d) fee estimate file", nVersionRequired);
LOCK(cs);
minerPolicyEstimator->Read(filein);
minerPolicyEstimator->Read(filein, nVersionThatWrote);
}
catch (const std::exception&) {
LogPrintf("CTxMemPool::ReadFeeEstimates(): unable to read policy estimator data (non-fatal)\n");