diff --git a/src/policy/fees.cpp b/src/policy/fees.cpp index 25458eead..b44e16de4 100644 --- a/src/policy/fees.cpp +++ b/src/policy/fees.cpp @@ -114,12 +114,10 @@ public: * @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, + double minSuccess, unsigned int nBlockHeight, EstimationResult *result = nullptr) const; /** Return the max number of confirms we're tracking */ @@ -206,8 +204,8 @@ void TxConfirmStats::UpdateMovingAverages() // returns -1 on error conditions double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal, - double successBreakPoint, bool requireGreater, - unsigned int nBlockHeight, EstimationResult *result) const + double successBreakPoint, unsigned int nBlockHeight, + EstimationResult *result) const { // Counters for a bucket (or range of buckets) double nConf = 0; // Number of tx's confirmed within the confTarget @@ -215,25 +213,17 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal, int extraNum = 0; // Number of tx's still in mempool for confTarget or longer double failNum = 0; // Number of tx's that were never confirmed but removed from the mempool after confTarget int periodTarget = (confTarget + scale - 1)/scale; - int maxbucketindex = buckets.size() - 1; - // 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 - // 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; - // We'll combine buckets until we have enough samples. // The near and far variables will define the range we've combined // The best variables are the last range we saw which still had a high // enough confirmation rate to count as success. // The cur variables are the current range we're counting. - unsigned int curNearBucket = startbucket; - unsigned int bestNearBucket = startbucket; - unsigned int curFarBucket = startbucket; - unsigned int bestFarBucket = startbucket; + unsigned int curNearBucket = maxbucketindex; + unsigned int bestNearBucket = maxbucketindex; + unsigned int curFarBucket = maxbucketindex; + unsigned int bestFarBucket = maxbucketindex; bool foundAnswer = false; unsigned int bins = unconfTxs.size(); @@ -242,8 +232,8 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal, EstimatorBucket passBucket; EstimatorBucket failBucket; - // Start counting from highest(default) or lowest feerate transactions - for (int bucket = startbucket; bucket >= 0 && bucket <= maxbucketindex; bucket += step) { + // Start counting from highest feerate transactions + for (int bucket = maxbucketindex; bucket >= 0; --bucket) { if (newBucketRange) { curNearBucket = bucket; newBucketRange = false; @@ -263,7 +253,7 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal, double curPct = nConf / (totalNum + failNum + extraNum); // Check to see if we are no longer getting confirmed at the success rate - if ((requireGreater && curPct < successBreakPoint) || (!requireGreater && curPct > successBreakPoint)) { + if (curPct < successBreakPoint) { if (passing == true) { // First time we hit a failure record the failed bucket unsigned int failMinBucket = std::min(curNearBucket, curFarBucket); @@ -338,8 +328,8 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal, failBucket.leftMempool = failNum; } - LogPrint(BCLog::ESTIMATEFEE, "FeeEst: %d %s%.0f%% decay %.5f: feerate: %g from (%g - %g) %.2f%% %.1f/(%.1f %d mem %.1f out) Fail: (%g - %g) %.2f%% %.1f/(%.1f %d mem %.1f out)\n", - confTarget, requireGreater ? ">" : "<", 100.0 * successBreakPoint, decay, + LogPrint(BCLog::ESTIMATEFEE, "FeeEst: %d > %.0f%% decay %.5f: feerate: %g from (%g - %g) %.2f%% %.1f/(%.1f %d mem %.1f out) Fail: (%g - %g) %.2f%% %.1f/(%.1f %d mem %.1f out)\n", + confTarget, 100.0 * successBreakPoint, decay, median, passBucket.start, passBucket.end, 100 * passBucket.withinTarget / (passBucket.totalConfirmed + passBucket.inMempool + passBucket.leftMempool), passBucket.withinTarget, passBucket.totalConfirmed, passBucket.inMempool, passBucket.leftMempool, @@ -664,7 +654,7 @@ CFeeRate CBlockPolicyEstimator::estimateRawFee(int confTarget, double successThr if (successThreshold > 1) return CFeeRate(0); - double median = stats->EstimateMedianVal(confTarget, sufficientTxs, successThreshold, true, nBestSeenHeight, result); + double median = stats->EstimateMedianVal(confTarget, sufficientTxs, successThreshold, nBestSeenHeight, result); if (median < 0) return CFeeRate(0); @@ -725,26 +715,26 @@ double CBlockPolicyEstimator::estimateCombinedFee(unsigned int confTarget, doubl if (confTarget >= 1 && confTarget <= longStats->GetMaxConfirms()) { // Find estimate from shortest time horizon possible if (confTarget <= shortStats->GetMaxConfirms()) { // short horizon - estimate = shortStats->EstimateMedianVal(confTarget, SUFFICIENT_TXS_SHORT, successThreshold, true, nBestSeenHeight, result); + estimate = shortStats->EstimateMedianVal(confTarget, SUFFICIENT_TXS_SHORT, successThreshold, nBestSeenHeight, result); } else if (confTarget <= feeStats->GetMaxConfirms()) { // medium horizon - estimate = feeStats->EstimateMedianVal(confTarget, SUFFICIENT_FEETXS, successThreshold, true, nBestSeenHeight, result); + estimate = feeStats->EstimateMedianVal(confTarget, SUFFICIENT_FEETXS, successThreshold, nBestSeenHeight, result); } else { // long horizon - estimate = longStats->EstimateMedianVal(confTarget, SUFFICIENT_FEETXS, successThreshold, true, nBestSeenHeight, result); + estimate = longStats->EstimateMedianVal(confTarget, SUFFICIENT_FEETXS, successThreshold, nBestSeenHeight, result); } if (checkShorterHorizon) { EstimationResult tempResult; // If a lower confTarget from a more recent horizon returns a lower answer use it. if (confTarget > feeStats->GetMaxConfirms()) { - double medMax = feeStats->EstimateMedianVal(feeStats->GetMaxConfirms(), SUFFICIENT_FEETXS, successThreshold, true, nBestSeenHeight, &tempResult); + double medMax = feeStats->EstimateMedianVal(feeStats->GetMaxConfirms(), SUFFICIENT_FEETXS, successThreshold, nBestSeenHeight, &tempResult); if (medMax > 0 && (estimate == -1 || medMax < estimate)) { estimate = medMax; if (result) *result = tempResult; } } if (confTarget > shortStats->GetMaxConfirms()) { - double shortMax = shortStats->EstimateMedianVal(shortStats->GetMaxConfirms(), SUFFICIENT_TXS_SHORT, successThreshold, true, nBestSeenHeight, &tempResult); + double shortMax = shortStats->EstimateMedianVal(shortStats->GetMaxConfirms(), SUFFICIENT_TXS_SHORT, successThreshold, nBestSeenHeight, &tempResult); if (shortMax > 0 && (estimate == -1 || shortMax < estimate)) { estimate = shortMax; if (result) *result = tempResult; @@ -763,10 +753,10 @@ double CBlockPolicyEstimator::estimateConservativeFee(unsigned int doubleTarget, double estimate = -1; EstimationResult tempResult; if (doubleTarget <= shortStats->GetMaxConfirms()) { - estimate = feeStats->EstimateMedianVal(doubleTarget, SUFFICIENT_FEETXS, DOUBLE_SUCCESS_PCT, true, nBestSeenHeight, result); + estimate = feeStats->EstimateMedianVal(doubleTarget, SUFFICIENT_FEETXS, DOUBLE_SUCCESS_PCT, nBestSeenHeight, result); } if (doubleTarget <= feeStats->GetMaxConfirms()) { - double longEstimate = longStats->EstimateMedianVal(doubleTarget, SUFFICIENT_FEETXS, DOUBLE_SUCCESS_PCT, true, nBestSeenHeight, &tempResult); + double longEstimate = longStats->EstimateMedianVal(doubleTarget, SUFFICIENT_FEETXS, DOUBLE_SUCCESS_PCT, nBestSeenHeight, &tempResult); if (longEstimate > estimate) { estimate = longEstimate; if (result) *result = tempResult;