Merge pull request #3959

171ca77 estimatefee / estimatepriority RPC methods (Gavin Andresen)
0193fb8 Allow multiple regression tests to run at once (Gavin Andresen)
c6cb21d Type-safe CFeeRate class (Gavin Andresen)
This commit is contained in:
Wladimir J. van der Laan 2014-06-06 18:50:32 +02:00
commit 95d68c48d7
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26 changed files with 909 additions and 158 deletions

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@ -1,2 +1,21 @@
(note: this is a temporary file, to be added-to by anybody, and moved to
release-notes at release time)
New RPC methods
===============
Fee/Priority estimation
-----------------------
estimatefee nblocks : Returns approximate fee-per-1,000-bytes needed for
a transaction to be confirmed within nblocks. Returns -1 if not enough
transactions have been observed to compute a good estimate.
estimatepriority nblocks : Returns approximate priority needed for
a zero-fee transaction to confirm within nblocks. Returns -1 if not
enough free transactions have been observed to compute a good
estimate.
Statistics used to estimate fees and priorities are saved in the
data directory in the 'fee_estimates.dat' file just before
program shutdown, and are read in at startup.

142
qa/rpc-tests/smartfees.py Executable file
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@ -0,0 +1,142 @@
#!/usr/bin/env python
#
# Test fee estimation code
#
# Add python-bitcoinrpc to module search path:
import os
import sys
sys.path.append(os.path.join(os.path.dirname(os.path.abspath(__file__)), "python-bitcoinrpc"))
import json
import random
import shutil
import subprocess
import tempfile
import traceback
from bitcoinrpc.authproxy import AuthServiceProxy, JSONRPCException
from util import *
def run_test(nodes, test_dir):
nodes.append(start_node(0, test_dir,
["-debug=mempool", "-debug=estimatefee"]))
# Node1 mines small-but-not-tiny blocks, and allows free transactions.
# NOTE: the CreateNewBlock code starts counting block size at 1,000 bytes,
# so blockmaxsize of 2,000 is really just 1,000 bytes (room enough for
# 6 or 7 transactions)
nodes.append(start_node(1, test_dir,
["-blockprioritysize=1500", "-blockmaxsize=2000",
"-debug=mempool", "-debug=estimatefee"]))
connect_nodes(nodes[1], 0)
# Node2 is a stingy miner, that
# produces very small blocks (room for only 3 or so transactions)
node2args = [ "-blockprioritysize=0", "-blockmaxsize=1500",
"-debug=mempool", "-debug=estimatefee"]
nodes.append(start_node(2, test_dir, node2args))
connect_nodes(nodes[2], 0)
sync_blocks(nodes)
# Prime the memory pool with pairs of transactions
# (high-priority, random fee and zero-priority, random fee)
min_fee = Decimal("0.001")
fees_per_kb = [];
for i in range(12):
(txid, txhex, fee) = random_zeropri_transaction(nodes, Decimal("1.1"),
min_fee, min_fee, 20)
tx_kbytes = (len(txhex)/2)/1000.0
fees_per_kb.append(float(fee)/tx_kbytes)
# Mine blocks with node2 until the memory pool clears:
count_start = nodes[2].getblockcount()
while len(nodes[2].getrawmempool()) > 0:
nodes[2].setgenerate(True, 1)
sync_blocks(nodes)
all_estimates = [ nodes[0].estimatefee(i) for i in range(1,20) ]
print("Fee estimates, super-stingy miner: "+str([str(e) for e in all_estimates]))
# Estimates should be within the bounds of what transactions fees actually were:
delta = 1.0e-6 # account for rounding error
for e in filter(lambda x: x >= 0, all_estimates):
if float(e)+delta < min(fees_per_kb) or float(e)-delta > max(fees_per_kb):
raise AssertionError("Estimated fee (%f) out of range (%f,%f)"%(float(e), min_fee_kb, max_fee_kb))
# Generate transactions while mining 30 more blocks, this time with node1:
for i in range(30):
for j in range(random.randrange(6-4,6+4)):
(txid, txhex, fee) = random_transaction(nodes, Decimal("1.1"),
Decimal("0.0"), min_fee, 20)
tx_kbytes = (len(txhex)/2)/1000.0
fees_per_kb.append(float(fee)/tx_kbytes)
nodes[1].setgenerate(True, 1)
sync_blocks(nodes)
all_estimates = [ nodes[0].estimatefee(i) for i in range(1,20) ]
print("Fee estimates, more generous miner: "+str([ str(e) for e in all_estimates]))
for e in filter(lambda x: x >= 0, all_estimates):
if float(e)+delta < min(fees_per_kb) or float(e)-delta > max(fees_per_kb):
raise AssertionError("Estimated fee (%f) out of range (%f,%f)"%(float(e), min_fee_kb, max_fee_kb))
# Finish by mining a normal-sized block:
while len(nodes[0].getrawmempool()) > 0:
nodes[0].setgenerate(True, 1)
sync_blocks(nodes)
final_estimates = [ nodes[0].estimatefee(i) for i in range(1,20) ]
print("Final fee estimates: "+str([ str(e) for e in final_estimates]))
def main():
import optparse
parser = optparse.OptionParser(usage="%prog [options]")
parser.add_option("--nocleanup", dest="nocleanup", default=False, action="store_true",
help="Leave bitcoinds and test.* datadir on exit or error")
parser.add_option("--srcdir", dest="srcdir", default="../../src",
help="Source directory containing bitcoind/bitcoin-cli (default: %default%)")
parser.add_option("--tmpdir", dest="tmpdir", default=tempfile.mkdtemp(prefix="test"),
help="Root directory for datadirs")
(options, args) = parser.parse_args()
os.environ['PATH'] = options.srcdir+":"+os.environ['PATH']
check_json_precision()
success = False
nodes = []
try:
print("Initializing test directory "+options.tmpdir)
print(" node0 running at: 127.0.0.1:%d"%(p2p_port(0)))
if not os.path.isdir(options.tmpdir):
os.makedirs(options.tmpdir)
initialize_chain(options.tmpdir)
run_test(nodes, options.tmpdir)
success = True
except AssertionError as e:
print("Assertion failed: "+e.message)
except Exception as e:
print("Unexpected exception caught during testing: "+str(e))
traceback.print_tb(sys.exc_info()[2])
if not options.nocleanup:
print("Cleaning up")
stop_nodes(nodes)
wait_bitcoinds()
shutil.rmtree(options.tmpdir)
if success:
print("Tests successful")
sys.exit(0)
else:
print("Failed")
sys.exit(1)
if __name__ == '__main__':
main()

View file

@ -12,6 +12,7 @@ sys.path.append(os.path.join(os.path.dirname(os.path.abspath(__file__)), "python
from decimal import Decimal
import json
import random
import shutil
import subprocess
import time
@ -20,8 +21,10 @@ import re
from bitcoinrpc.authproxy import AuthServiceProxy, JSONRPCException
from util import *
START_P2P_PORT=11000
START_RPC_PORT=11100
def p2p_port(n):
return 11000 + n + os.getpid()%999
def rpc_port(n):
return 12000 + n + os.getpid()%999
def check_json_precision():
"""Make sure json library being used does not lose precision converting BTC values"""
@ -58,6 +61,18 @@ def sync_mempools(rpc_connections):
bitcoind_processes = []
def initialize_datadir(dir, n):
datadir = os.path.join(dir, "node"+str(n))
if not os.path.isdir(datadir):
os.makedirs(datadir)
with open(os.path.join(datadir, "bitcoin.conf"), 'w') as f:
f.write("regtest=1\n");
f.write("rpcuser=rt\n");
f.write("rpcpassword=rt\n");
f.write("port="+str(p2p_port(n))+"\n");
f.write("rpcport="+str(rpc_port(n))+"\n");
return datadir
def initialize_chain(test_dir):
"""
Create (or copy from cache) a 200-block-long chain and
@ -69,17 +84,10 @@ def initialize_chain(test_dir):
devnull = open("/dev/null", "w+")
# Create cache directories, run bitcoinds:
for i in range(4):
datadir = os.path.join("cache", "node"+str(i))
os.makedirs(datadir)
with open(os.path.join(datadir, "bitcoin.conf"), 'w') as f:
f.write("regtest=1\n");
f.write("rpcuser=rt\n");
f.write("rpcpassword=rt\n");
f.write("port="+str(START_P2P_PORT+i)+"\n");
f.write("rpcport="+str(START_RPC_PORT+i)+"\n");
datadir=initialize_datadir("cache", i)
args = [ "bitcoind", "-keypool=1", "-datadir="+datadir ]
if i > 0:
args.append("-connect=127.0.0.1:"+str(START_P2P_PORT))
args.append("-connect=127.0.0.1:"+str(p2p_port(0)))
bitcoind_processes.append(subprocess.Popen(args))
subprocess.check_call([ "bitcoin-cli", "-datadir="+datadir,
"-rpcwait", "getblockcount"], stdout=devnull)
@ -87,7 +95,7 @@ def initialize_chain(test_dir):
rpcs = []
for i in range(4):
try:
url = "http://rt:rt@127.0.0.1:%d"%(START_RPC_PORT+i,)
url = "http://rt:rt@127.0.0.1:%d"%(rpc_port(i),)
rpcs.append(AuthServiceProxy(url))
except:
sys.stderr.write("Error connecting to "+url+"\n")
@ -112,6 +120,7 @@ def initialize_chain(test_dir):
from_dir = os.path.join("cache", "node"+str(i))
to_dir = os.path.join(test_dir, "node"+str(i))
shutil.copytree(from_dir, to_dir)
initialize_datadir(test_dir, i) # Overwrite port/rpcport in bitcoin.conf
def _rpchost_to_args(rpchost):
'''Convert optional IP:port spec to rpcconnect/rpcport args'''
@ -133,25 +142,28 @@ def _rpchost_to_args(rpchost):
rv += ['-rpcport=' + rpcport]
return rv
def start_nodes(num_nodes, dir, extra_args=None, rpchost=None):
# Start bitcoinds, and wait for RPC interface to be up and running:
def start_node(i, dir, extra_args=None, rpchost=None):
"""
Start a bitcoind and return RPC connection to it
"""
datadir = os.path.join(dir, "node"+str(i))
args = [ "bitcoind", "-datadir="+datadir, "-keypool=1" ]
if extra_args is not None: args.extend(extra_args)
bitcoind_processes.append(subprocess.Popen(args))
devnull = open("/dev/null", "w+")
for i in range(num_nodes):
datadir = os.path.join(dir, "node"+str(i))
args = [ "bitcoind", "-datadir="+datadir ]
if extra_args is not None:
args += extra_args[i]
bitcoind_processes.append(subprocess.Popen(args))
subprocess.check_call([ "bitcoin-cli", "-datadir="+datadir] +
_rpchost_to_args(rpchost) +
["-rpcwait", "getblockcount"], stdout=devnull)
subprocess.check_call([ "bitcoin-cli", "-datadir="+datadir] +
_rpchost_to_args(rpchost) +
["-rpcwait", "getblockcount"], stdout=devnull)
devnull.close()
# Create&return JSON-RPC connections
rpc_connections = []
for i in range(num_nodes):
url = "http://rt:rt@%s:%d" % (rpchost or '127.0.0.1', START_RPC_PORT+i,)
rpc_connections.append(AuthServiceProxy(url))
return rpc_connections
url = "http://rt:rt@%s:%d" % (rpchost or '127.0.0.1', rpc_port(i))
return AuthServiceProxy(url)
def start_nodes(num_nodes, dir, extra_args=None, rpchost=None):
"""
Start multiple bitcoinds, return RPC connections to them
"""
if extra_args is None: extra_args = [ None for i in range(num_nodes) ]
return [ start_node(i, dir, extra_args[i], rpchost) for i in range(num_nodes) ]
def debug_log(dir, n_node):
return os.path.join(dir, "node"+str(n_node), "regtest", "debug.log")
@ -168,9 +180,111 @@ def wait_bitcoinds():
del bitcoind_processes[:]
def connect_nodes(from_connection, node_num):
ip_port = "127.0.0.1:"+str(START_P2P_PORT+node_num)
ip_port = "127.0.0.1:"+str(p2p_port(node_num))
from_connection.addnode(ip_port, "onetry")
def find_output(node, txid, amount):
"""
Return index to output of txid with value amount
Raises exception if there is none.
"""
txdata = node.getrawtransaction(txid, 1)
for i in range(len(txdata["vout"])):
if txdata["vout"][i]["value"] == amount:
return i
raise RuntimeError("find_output txid %s : %s not found"%(txid,str(amount)))
def gather_inputs(from_node, amount_needed):
"""
Return a random set of unspent txouts that are enough to pay amount_needed
"""
utxo = from_node.listunspent(1)
random.shuffle(utxo)
inputs = []
total_in = Decimal("0.00000000")
while total_in < amount_needed and len(utxo) > 0:
t = utxo.pop()
total_in += t["amount"]
inputs.append({ "txid" : t["txid"], "vout" : t["vout"], "address" : t["address"] } )
if total_in < amount_needed:
raise RuntimeError("Insufficient funds: need %d, have %d"%(amount+fee*2, total_in))
return (total_in, inputs)
def make_change(from_node, amount_in, amount_out, fee):
"""
Create change output(s), return them
"""
outputs = {}
amount = amount_out+fee
change = amount_in - amount
if change > amount*2:
# Create an extra change output to break up big inputs
outputs[from_node.getnewaddress()] = float(change/2)
change = change/2
if change > 0:
outputs[from_node.getnewaddress()] = float(change)
return outputs
def send_zeropri_transaction(from_node, to_node, amount, fee):
"""
Create&broadcast a zero-priority transaction.
Returns (txid, hex-encoded-txdata)
Ensures transaction is zero-priority by first creating a send-to-self,
then using it's output
"""
# Create a send-to-self with confirmed inputs:
self_address = from_node.getnewaddress()
(total_in, inputs) = gather_inputs(from_node, amount+fee*2)
outputs = make_change(from_node, total_in, amount+fee, fee)
outputs[self_address] = float(amount+fee)
self_rawtx = from_node.createrawtransaction(inputs, outputs)
self_signresult = from_node.signrawtransaction(self_rawtx)
self_txid = from_node.sendrawtransaction(self_signresult["hex"], True)
vout = find_output(from_node, self_txid, amount+fee)
# Now immediately spend the output to create a 1-input, 1-output
# zero-priority transaction:
inputs = [ { "txid" : self_txid, "vout" : vout } ]
outputs = { to_node.getnewaddress() : float(amount) }
rawtx = from_node.createrawtransaction(inputs, outputs)
signresult = from_node.signrawtransaction(rawtx)
txid = from_node.sendrawtransaction(signresult["hex"], True)
return (txid, signresult["hex"])
def random_zeropri_transaction(nodes, amount, min_fee, fee_increment, fee_variants):
"""
Create a random zero-priority transaction.
Returns (txid, hex-encoded-transaction-data, fee)
"""
from_node = random.choice(nodes)
to_node = random.choice(nodes)
fee = min_fee + fee_increment*random.randint(0,fee_variants)
(txid, txhex) = send_zeropri_transaction(from_node, to_node, amount, fee)
return (txid, txhex, fee)
def random_transaction(nodes, amount, min_fee, fee_increment, fee_variants):
"""
Create a random transaction.
Returns (txid, hex-encoded-transaction-data, fee)
"""
from_node = random.choice(nodes)
to_node = random.choice(nodes)
fee = min_fee + fee_increment*random.randint(0,fee_variants)
(total_in, inputs) = gather_inputs(from_node, amount+fee)
outputs = make_change(from_node, total_in, amount, fee)
outputs[to_node.getnewaddress()] = float(amount)
rawtx = from_node.createrawtransaction(inputs, outputs)
signresult = from_node.signrawtransaction(rawtx)
txid = from_node.sendrawtransaction(signresult["hex"], True)
return (txid, signresult["hex"], fee)
def assert_equal(thing1, thing2):
if thing1 != thing2:
raise AssertionError("%s != %s"%(str(thing1),str(thing2)))

View file

@ -72,6 +72,25 @@ void CTxOut::print() const
LogPrintf("%s\n", ToString());
}
CFeeRate::CFeeRate(int64_t nFeePaid, size_t nSize)
{
if (nSize > 0)
nSatoshisPerK = nFeePaid*1000/nSize;
else
nSatoshisPerK = 0;
}
int64_t CFeeRate::GetFee(size_t nSize)
{
return nSatoshisPerK*nSize / 1000;
}
std::string CFeeRate::ToString() const
{
std::string result = FormatMoney(nSatoshisPerK) + " BTC/kB";
return result;
}
uint256 CTransaction::GetHash() const
{
return SerializeHash(*this);

View file

@ -112,6 +112,31 @@ public:
/** Type-safe wrapper class to for fee rates
* (how much to pay based on transaction size)
*/
class CFeeRate
{
private:
int64_t nSatoshisPerK; // unit is satoshis-per-1,000-bytes
public:
CFeeRate() : nSatoshisPerK(0) { }
explicit CFeeRate(int64_t _nSatoshisPerK): nSatoshisPerK(_nSatoshisPerK) { }
CFeeRate(int64_t nFeePaid, size_t nSize);
CFeeRate(const CFeeRate& other) { nSatoshisPerK = other.nSatoshisPerK; }
int64_t GetFee(size_t size); // unit returned is satoshis
int64_t GetFeePerK() { return GetFee(1000); } // satoshis-per-1000-bytes
friend bool operator<(const CFeeRate& a, const CFeeRate& b) { return a.nSatoshisPerK < b.nSatoshisPerK; }
friend bool operator>(const CFeeRate& a, const CFeeRate& b) { return a.nSatoshisPerK > b.nSatoshisPerK; }
friend bool operator==(const CFeeRate& a, const CFeeRate& b) { return a.nSatoshisPerK == b.nSatoshisPerK; }
std::string ToString() const;
IMPLEMENT_SERIALIZE( READWRITE(nSatoshisPerK); )
};
/** An output of a transaction. It contains the public key that the next input
* must be able to sign with to claim it.
@ -148,17 +173,18 @@ public:
uint256 GetHash() const;
bool IsDust(int64_t nMinRelayTxFee) const
bool IsDust(CFeeRate minRelayTxFee) const
{
// "Dust" is defined in terms of CTransaction::nMinRelayTxFee,
// "Dust" is defined in terms of CTransaction::minRelayTxFee,
// which has units satoshis-per-kilobyte.
// If you'd pay more than 1/3 in fees
// to spend something, then we consider it dust.
// A typical txout is 34 bytes big, and will
// need a CTxIn of at least 148 bytes to spend,
// need a CTxIn of at least 148 bytes to spend:
// so dust is a txout less than 546 satoshis
// with default nMinRelayTxFee.
return ((nValue*1000)/(3*((int)GetSerializeSize(SER_DISK,0)+148)) < nMinRelayTxFee);
// with default minRelayTxFee.
size_t nSize = GetSerializeSize(SER_DISK,0)+148u;
return (nValue < 3*minRelayTxFee.GetFee(nSize));
}
friend bool operator==(const CTxOut& a, const CTxOut& b)
@ -183,8 +209,8 @@ public:
class CTransaction
{
public:
static int64_t nMinTxFee;
static int64_t nMinRelayTxFee;
static CFeeRate minTxFee;
static CFeeRate minRelayTxFee;
static const int CURRENT_VERSION=1;
int nVersion;
std::vector<CTxIn> vin;

View file

@ -59,6 +59,7 @@ enum BindFlags {
BF_REPORT_ERROR = (1U << 1)
};
static const char* FEE_ESTIMATES_FILENAME="fee_estimates.dat";
//////////////////////////////////////////////////////////////////////////////
//
@ -121,6 +122,14 @@ void Shutdown()
#endif
StopNode();
UnregisterNodeSignals(GetNodeSignals());
boost::filesystem::path est_path = GetDataDir() / FEE_ESTIMATES_FILENAME;
CAutoFile est_fileout = CAutoFile(fopen(est_path.string().c_str(), "wb"), SER_DISK, CLIENT_VERSION);
if (est_fileout)
mempool.WriteFeeEstimates(est_fileout);
else
LogPrintf("failed to write fee estimates");
{
LOCK(cs_main);
#ifdef ENABLE_WALLET
@ -281,8 +290,8 @@ std::string HelpMessage(HelpMessageMode hmm)
strUsage += " -limitfreerelay=<n> " + _("Continuously rate-limit free transactions to <n>*1000 bytes per minute (default:15)") + "\n";
strUsage += " -maxsigcachesize=<n> " + _("Limit size of signature cache to <n> entries (default: 50000)") + "\n";
}
strUsage += " -mintxfee=<amt> " + _("Fees smaller than this are considered zero fee (for transaction creation) (default:") + " " + FormatMoney(CTransaction::nMinTxFee) + ")" + "\n";
strUsage += " -minrelaytxfee=<amt> " + _("Fees smaller than this are considered zero fee (for relaying) (default:") + " " + FormatMoney(CTransaction::nMinRelayTxFee) + ")" + "\n";
strUsage += " -mintxfee=<amt> " + _("Fees smaller than this are considered zero fee (for transaction creation) (default:") + " " + FormatMoney(CTransaction::minTxFee.GetFeePerK()) + ")" + "\n";
strUsage += " -minrelaytxfee=<amt> " + _("Fees smaller than this are considered zero fee (for relaying) (default:") + " " + FormatMoney(CTransaction::minRelayTxFee.GetFeePerK()) + ")" + "\n";
strUsage += " -printtoconsole " + _("Send trace/debug info to console instead of debug.log file") + "\n";
if (GetBoolArg("-help-debug", false))
{
@ -560,7 +569,7 @@ bool AppInit2(boost::thread_group& threadGroup)
{
int64_t n = 0;
if (ParseMoney(mapArgs["-mintxfee"], n) && n > 0)
CTransaction::nMinTxFee = n;
CTransaction::minTxFee = CFeeRate(n);
else
return InitError(strprintf(_("Invalid amount for -mintxfee=<amount>: '%s'"), mapArgs["-mintxfee"]));
}
@ -568,7 +577,7 @@ bool AppInit2(boost::thread_group& threadGroup)
{
int64_t n = 0;
if (ParseMoney(mapArgs["-minrelaytxfee"], n) && n > 0)
CTransaction::nMinRelayTxFee = n;
CTransaction::minRelayTxFee = CFeeRate(n);
else
return InitError(strprintf(_("Invalid amount for -minrelaytxfee=<amount>: '%s'"), mapArgs["-minrelaytxfee"]));
}
@ -576,10 +585,12 @@ bool AppInit2(boost::thread_group& threadGroup)
#ifdef ENABLE_WALLET
if (mapArgs.count("-paytxfee"))
{
if (!ParseMoney(mapArgs["-paytxfee"], nTransactionFee))
int64_t nFeePerK = 0;
if (!ParseMoney(mapArgs["-paytxfee"], nFeePerK))
return InitError(strprintf(_("Invalid amount for -paytxfee=<amount>: '%s'"), mapArgs["-paytxfee"]));
if (nTransactionFee > nHighTransactionFeeWarning)
if (nFeePerK > nHighTransactionFeeWarning)
InitWarning(_("Warning: -paytxfee is set very high! This is the transaction fee you will pay if you send a transaction."));
payTxFee = CFeeRate(nFeePerK, 1000);
}
bSpendZeroConfChange = GetArg("-spendzeroconfchange", true);
@ -931,6 +942,11 @@ bool AppInit2(boost::thread_group& threadGroup)
return false;
}
boost::filesystem::path est_path = GetDataDir() / FEE_ESTIMATES_FILENAME;
CAutoFile est_filein = CAutoFile(fopen(est_path.string().c_str(), "rb"), SER_DISK, CLIENT_VERSION);
if (est_filein)
mempool.ReadFeeEstimates(est_filein);
// ********************************************************* Step 8: load wallet
#ifdef ENABLE_WALLET
if (fDisableWallet) {

View file

@ -50,9 +50,9 @@ bool fTxIndex = false;
unsigned int nCoinCacheSize = 5000;
/** Fees smaller than this (in satoshi) are considered zero fee (for transaction creation) */
int64_t CTransaction::nMinTxFee = 10000; // Override with -mintxfee
CFeeRate CTransaction::minTxFee = CFeeRate(10000); // Override with -mintxfee
/** Fees smaller than this (in satoshi) are considered zero fee (for relaying and mining) */
int64_t CTransaction::nMinRelayTxFee = 1000;
CFeeRate CTransaction::minRelayTxFee = CFeeRate(1000);
struct COrphanBlock {
uint256 hashBlock;
@ -543,7 +543,7 @@ bool IsStandardTx(const CTransaction& tx, string& reason)
}
if (whichType == TX_NULL_DATA)
nDataOut++;
else if (txout.IsDust(CTransaction::nMinRelayTxFee)) {
else if (txout.IsDust(CTransaction::minRelayTxFee)) {
reason = "dust";
return false;
}
@ -783,10 +783,10 @@ bool CheckTransaction(const CTransaction& tx, CValidationState &state)
int64_t GetMinFee(const CTransaction& tx, unsigned int nBytes, bool fAllowFree, enum GetMinFee_mode mode)
{
// Base fee is either nMinTxFee or nMinRelayTxFee
int64_t nBaseFee = (mode == GMF_RELAY) ? tx.nMinRelayTxFee : tx.nMinTxFee;
// Base fee is either minTxFee or minRelayTxFee
CFeeRate baseFeeRate = (mode == GMF_RELAY) ? tx.minRelayTxFee : tx.minTxFee;
int64_t nMinFee = (1 + (int64_t)nBytes / 1000) * nBaseFee;
int64_t nMinFee = baseFeeRate.GetFee(nBytes);
if (fAllowFree)
{
@ -800,16 +800,6 @@ int64_t GetMinFee(const CTransaction& tx, unsigned int nBytes, bool fAllowFree,
nMinFee = 0;
}
// This code can be removed after enough miners have upgraded to version 0.9.
// Until then, be safe when sending and require a fee if any output
// is less than CENT:
if (nMinFee < nBaseFee && mode == GMF_SEND)
{
BOOST_FOREACH(const CTxOut& txout, tx.vout)
if (txout.nValue < CENT)
nMinFee = nBaseFee;
}
if (!MoneyRange(nMinFee))
nMinFee = MAX_MONEY;
return nMinFee;
@ -861,6 +851,7 @@ bool AcceptToMemoryPool(CTxMemPool& pool, CValidationState &state, const CTransa
CCoinsView dummy;
CCoinsViewCache view(dummy);
int64_t nValueIn = 0;
{
LOCK(pool.cs);
CCoinsViewMemPool viewMemPool(*pcoinsTip, pool);
@ -889,6 +880,8 @@ bool AcceptToMemoryPool(CTxMemPool& pool, CValidationState &state, const CTransa
// Bring the best block into scope
view.GetBestBlock();
nValueIn = view.GetValueIn(tx);
// we have all inputs cached now, so switch back to dummy, so we don't need to keep lock on mempool
view.SetBackend(dummy);
}
@ -901,7 +894,6 @@ bool AcceptToMemoryPool(CTxMemPool& pool, CValidationState &state, const CTransa
// you should add code here to check that the transaction does a
// reasonable number of ECDSA signature verifications.
int64_t nValueIn = view.GetValueIn(tx);
int64_t nValueOut = tx.GetValueOut();
int64_t nFees = nValueIn-nValueOut;
double dPriority = view.GetPriority(tx, chainActive.Height());
@ -916,10 +908,10 @@ bool AcceptToMemoryPool(CTxMemPool& pool, CValidationState &state, const CTransa
hash.ToString(), nFees, txMinFee),
REJECT_INSUFFICIENTFEE, "insufficient fee");
// Continuously rate-limit free transactions
// Continuously rate-limit free (really, very-low-fee)transactions
// This mitigates 'penny-flooding' -- sending thousands of free transactions just to
// be annoying or make others' transactions take longer to confirm.
if (fLimitFree && nFees < CTransaction::nMinRelayTxFee)
if (fLimitFree && nFees < CTransaction::minRelayTxFee.GetFee(nSize))
{
static CCriticalSection csFreeLimiter;
static double dFreeCount;
@ -940,10 +932,10 @@ bool AcceptToMemoryPool(CTxMemPool& pool, CValidationState &state, const CTransa
dFreeCount += nSize;
}
if (fRejectInsaneFee && nFees > CTransaction::nMinRelayTxFee * 10000)
if (fRejectInsaneFee && nFees > CTransaction::minRelayTxFee.GetFee(nSize) * 10000)
return error("AcceptToMemoryPool: : insane fees %s, %d > %d",
hash.ToString(),
nFees, CTransaction::nMinRelayTxFee * 10000);
nFees, CTransaction::minRelayTxFee.GetFee(nSize) * 10000);
// Check against previous transactions
// This is done last to help prevent CPU exhaustion denial-of-service attacks.
@ -2027,11 +2019,7 @@ bool static ConnectTip(CValidationState &state, CBlockIndex *pindexNew) {
return false;
// Remove conflicting transactions from the mempool.
list<CTransaction> txConflicted;
BOOST_FOREACH(const CTransaction &tx, block.vtx) {
list<CTransaction> unused;
mempool.remove(tx, unused);
mempool.removeConflicts(tx, txConflicted);
}
mempool.removeForBlock(block.vtx, pindexNew->nHeight, txConflicted);
mempool.check(pcoinsTip);
// Update chainActive & related variables.
UpdateTip(pindexNew);

View file

@ -292,13 +292,6 @@ unsigned int GetLegacySigOpCount(const CTransaction& tx);
unsigned int GetP2SHSigOpCount(const CTransaction& tx, CCoinsViewCache& mapInputs);
inline bool AllowFree(double dPriority)
{
// Large (in bytes) low-priority (new, small-coin) transactions
// need a fee.
return dPriority > COIN * 144 / 250;
}
// Check whether all inputs of this transaction are valid (no double spends, scripts & sigs, amounts)
// This does not modify the UTXO set. If pvChecks is not NULL, script checks are pushed onto it
// instead of being performed inline.

View file

@ -52,25 +52,30 @@ void SHA256Transform(void* pstate, void* pinput, const void* pinit)
((uint32_t*)pstate)[i] = ctx.h[i];
}
// Some explaining would be appreciated
//
// Unconfirmed transactions in the memory pool often depend on other
// transactions in the memory pool. When we select transactions from the
// pool, we select by highest priority or fee rate, so we might consider
// transactions that depend on transactions that aren't yet in the block.
// The COrphan class keeps track of these 'temporary orphans' while
// CreateBlock is figuring out which transactions to include.
//
class COrphan
{
public:
const CTransaction* ptx;
set<uint256> setDependsOn;
double dPriority;
double dFeePerKb;
CFeeRate feeRate;
COrphan(const CTransaction* ptxIn)
COrphan(const CTransaction* ptxIn) : ptx(ptxIn), feeRate(0), dPriority(0)
{
ptx = ptxIn;
dPriority = dFeePerKb = 0;
}
void print() const
{
LogPrintf("COrphan(hash=%s, dPriority=%.1f, dFeePerKb=%.1f)\n",
ptx->GetHash().ToString(), dPriority, dFeePerKb);
LogPrintf("COrphan(hash=%s, dPriority=%.1f, fee=%s)\n",
ptx->GetHash().ToString(), dPriority, feeRate.ToString());
BOOST_FOREACH(uint256 hash, setDependsOn)
LogPrintf(" setDependsOn %s\n", hash.ToString());
}
@ -80,8 +85,8 @@ public:
uint64_t nLastBlockTx = 0;
uint64_t nLastBlockSize = 0;
// We want to sort transactions by priority and fee, so:
typedef boost::tuple<double, double, const CTransaction*> TxPriority;
// We want to sort transactions by priority and fee rate, so:
typedef boost::tuple<double, CFeeRate, const CTransaction*> TxPriority;
class TxPriorityCompare
{
bool byFee;
@ -210,18 +215,15 @@ CBlockTemplate* CreateNewBlock(const CScript& scriptPubKeyIn)
unsigned int nTxSize = ::GetSerializeSize(tx, SER_NETWORK, PROTOCOL_VERSION);
dPriority = tx.ComputePriority(dPriority, nTxSize);
// This is a more accurate fee-per-kilobyte than is used by the client code, because the
// client code rounds up the size to the nearest 1K. That's good, because it gives an
// incentive to create smaller transactions.
double dFeePerKb = double(nTotalIn-tx.GetValueOut()) / (double(nTxSize)/1000.0);
CFeeRate feeRate(nTotalIn-tx.GetValueOut(), nTxSize);
if (porphan)
{
porphan->dPriority = dPriority;
porphan->dFeePerKb = dFeePerKb;
porphan->feeRate = feeRate;
}
else
vecPriority.push_back(TxPriority(dPriority, dFeePerKb, &mi->second.GetTx()));
vecPriority.push_back(TxPriority(dPriority, feeRate, &mi->second.GetTx()));
}
// Collect transactions into block
@ -237,7 +239,7 @@ CBlockTemplate* CreateNewBlock(const CScript& scriptPubKeyIn)
{
// Take highest priority transaction off the priority queue:
double dPriority = vecPriority.front().get<0>();
double dFeePerKb = vecPriority.front().get<1>();
CFeeRate feeRate = vecPriority.front().get<1>();
const CTransaction& tx = *(vecPriority.front().get<2>());
std::pop_heap(vecPriority.begin(), vecPriority.end(), comparer);
@ -254,7 +256,7 @@ CBlockTemplate* CreateNewBlock(const CScript& scriptPubKeyIn)
continue;
// Skip free transactions if we're past the minimum block size:
if (fSortedByFee && (dFeePerKb < CTransaction::nMinRelayTxFee) && (nBlockSize + nTxSize >= nBlockMinSize))
if (fSortedByFee && (feeRate < CTransaction::minRelayTxFee) && (nBlockSize + nTxSize >= nBlockMinSize))
continue;
// Prioritize by fee once past the priority size or we run out of high-priority
@ -298,8 +300,8 @@ CBlockTemplate* CreateNewBlock(const CScript& scriptPubKeyIn)
if (fPrintPriority)
{
LogPrintf("priority %.1f feeperkb %.1f txid %s\n",
dPriority, dFeePerKb, tx.GetHash().ToString());
LogPrintf("priority %.1f fee %s txid %s\n",
dPriority, feeRate.ToString(), tx.GetHash().ToString());
}
// Add transactions that depend on this one to the priority queue
@ -312,7 +314,7 @@ CBlockTemplate* CreateNewBlock(const CScript& scriptPubKeyIn)
porphan->setDependsOn.erase(hash);
if (porphan->setDependsOn.empty())
{
vecPriority.push_back(TxPriority(porphan->dPriority, porphan->dFeePerKb, porphan->ptx));
vecPriority.push_back(TxPriority(porphan->dPriority, porphan->feeRate, porphan->ptx));
std::push_heap(vecPriority.begin(), vecPriority.end(), comparer);
}
}

View file

@ -453,7 +453,7 @@ void CoinControlDialog::updateLabels(WalletModel *model, QDialog* dialog)
CTxOut txout(amount, (CScript)vector<unsigned char>(24, 0));
txDummy.vout.push_back(txout);
if (txout.IsDust(CTransaction::nMinRelayTxFee))
if (txout.IsDust(CTransaction::minRelayTxFee))
fDust = true;
}
}
@ -525,7 +525,7 @@ void CoinControlDialog::updateLabels(WalletModel *model, QDialog* dialog)
sPriorityLabel = CoinControlDialog::getPriorityLabel(dPriority);
// Fee
int64_t nFee = nTransactionFee * (1 + (int64_t)nBytes / 1000);
int64_t nFee = payTxFee.GetFee(nBytes);
// Min Fee
int64_t nMinFee = GetMinFee(txDummy, nBytes, AllowFree(dPriority), GMF_SEND);
@ -536,26 +536,11 @@ void CoinControlDialog::updateLabels(WalletModel *model, QDialog* dialog)
{
nChange = nAmount - nPayFee - nPayAmount;
// if sub-cent change is required, the fee must be raised to at least CTransaction::nMinTxFee
if (nPayFee < CTransaction::nMinTxFee && nChange > 0 && nChange < CENT)
{
if (nChange < CTransaction::nMinTxFee) // change < 0.0001 => simply move all change to fees
{
nPayFee += nChange;
nChange = 0;
}
else
{
nChange = nChange + nPayFee - CTransaction::nMinTxFee;
nPayFee = CTransaction::nMinTxFee;
}
}
// Never create dust outputs; if we would, just add the dust to the fee.
if (nChange > 0 && nChange < CENT)
{
CTxOut txout(nChange, (CScript)vector<unsigned char>(24, 0));
if (txout.IsDust(CTransaction::nMinRelayTxFee))
if (txout.IsDust(CTransaction::minRelayTxFee))
{
nPayFee += nChange;
nChange = 0;
@ -610,19 +595,19 @@ void CoinControlDialog::updateLabels(WalletModel *model, QDialog* dialog)
// tool tips
QString toolTip1 = tr("This label turns red, if the transaction size is greater than 1000 bytes.") + "<br /><br />";
toolTip1 += tr("This means a fee of at least %1 per kB is required.").arg(BitcoinUnits::formatWithUnit(nDisplayUnit, CTransaction::nMinTxFee)) + "<br /><br />";
toolTip1 += tr("This means a fee of at least %1 per kB is required.").arg(BitcoinUnits::formatWithUnit(nDisplayUnit, CTransaction::minTxFee.GetFeePerK())) + "<br /><br />";
toolTip1 += tr("Can vary +/- 1 byte per input.");
QString toolTip2 = tr("Transactions with higher priority are more likely to get included into a block.") + "<br /><br />";
toolTip2 += tr("This label turns red, if the priority is smaller than \"medium\".") + "<br /><br />";
toolTip2 += tr("This means a fee of at least %1 per kB is required.").arg(BitcoinUnits::formatWithUnit(nDisplayUnit, CTransaction::nMinTxFee));
toolTip2 += tr("This means a fee of at least %1 per kB is required.").arg(BitcoinUnits::formatWithUnit(nDisplayUnit, CTransaction::minTxFee.GetFeePerK()));
QString toolTip3 = tr("This label turns red, if any recipient receives an amount smaller than %1.").arg(BitcoinUnits::formatWithUnit(nDisplayUnit, CENT)) + "<br /><br />";
toolTip3 += tr("This means a fee of at least %1 is required.").arg(BitcoinUnits::formatWithUnit(nDisplayUnit, CTransaction::nMinTxFee)) + "<br /><br />";
toolTip3 += tr("This means a fee of at least %1 is required.").arg(BitcoinUnits::formatWithUnit(nDisplayUnit, CTransaction::minTxFee.GetFeePerK())) + "<br /><br />";
toolTip3 += tr("Amounts below 0.546 times the minimum relay fee are shown as dust.");
QString toolTip4 = tr("This label turns red, if the change is smaller than %1.").arg(BitcoinUnits::formatWithUnit(nDisplayUnit, CENT)) + "<br /><br />";
toolTip4 += tr("This means a fee of at least %1 is required.").arg(BitcoinUnits::formatWithUnit(nDisplayUnit, CTransaction::nMinTxFee));
toolTip4 += tr("This means a fee of at least %1 is required.").arg(BitcoinUnits::formatWithUnit(nDisplayUnit, CTransaction::minTxFee.GetFeePerK()));
l5->setToolTip(toolTip1);
l6->setToolTip(toolTip2);

View file

@ -210,7 +210,7 @@ bool isDust(const QString& address, qint64 amount)
CTxDestination dest = CBitcoinAddress(address.toStdString()).Get();
CScript script; script.SetDestination(dest);
CTxOut txOut(amount, script);
return txOut.IsDust(CTransaction::nMinRelayTxFee);
return txOut.IsDust(CTransaction::minRelayTxFee);
}
QString HtmlEscape(const QString& str, bool fMultiLine)

View file

@ -14,7 +14,7 @@
#include "monitoreddatamapper.h"
#include "optionsmodel.h"
#include "main.h" // for CTransaction::nMinTxFee and MAX_SCRIPTCHECK_THREADS
#include "main.h" // for CTransaction::minTxFee and MAX_SCRIPTCHECK_THREADS
#include "netbase.h"
#include "txdb.h" // for -dbcache defaults
@ -101,7 +101,7 @@ OptionsDialog::OptionsDialog(QWidget *parent) :
#endif
ui->unit->setModel(new BitcoinUnits(this));
ui->transactionFee->setSingleStep(CTransaction::nMinTxFee);
ui->transactionFee->setSingleStep(CTransaction::minTxFee.GetFeePerK());
/* Widget-to-option mapper */
mapper = new MonitoredDataMapper(this);

View file

@ -94,7 +94,7 @@ void OptionsModel::Init()
#ifdef ENABLE_WALLET
if (!settings.contains("nTransactionFee"))
settings.setValue("nTransactionFee", (qint64)DEFAULT_TRANSACTION_FEE);
nTransactionFee = settings.value("nTransactionFee").toLongLong(); // if -paytxfee is set, this will be overridden later in init.cpp
payTxFee = CFeeRate(settings.value("nTransactionFee").toLongLong()); // if -paytxfee is set, this will be overridden later in init.cpp
if (mapArgs.count("-paytxfee"))
addOverriddenOption("-paytxfee");
@ -187,15 +187,16 @@ QVariant OptionsModel::data(const QModelIndex & index, int role) const
return settings.value("nSocksVersion", 5);
#ifdef ENABLE_WALLET
case Fee:
// Attention: Init() is called before nTransactionFee is set in AppInit2()!
case Fee: {
// Attention: Init() is called before payTxFee is set in AppInit2()!
// To ensure we can change the fee on-the-fly update our QSetting when
// opening OptionsDialog, which queries Fee via the mapper.
if (nTransactionFee != settings.value("nTransactionFee").toLongLong())
settings.setValue("nTransactionFee", (qint64)nTransactionFee);
// Todo: Consider to revert back to use just nTransactionFee here, if we don't want
if (!(payTxFee == CFeeRate(settings.value("nTransactionFee").toLongLong(), 1000)))
settings.setValue("nTransactionFee", (qint64)payTxFee.GetFeePerK());
// Todo: Consider to revert back to use just payTxFee here, if we don't want
// -paytxfee to update our QSettings!
return settings.value("nTransactionFee");
}
case SpendZeroConfChange:
return settings.value("bSpendZeroConfChange");
#endif
@ -284,12 +285,14 @@ bool OptionsModel::setData(const QModelIndex & index, const QVariant & value, in
}
break;
#ifdef ENABLE_WALLET
case Fee: // core option - can be changed on-the-fly
case Fee: { // core option - can be changed on-the-fly
// Todo: Add is valid check and warn via message, if not
nTransactionFee = value.toLongLong();
settings.setValue("nTransactionFee", (qint64)nTransactionFee);
qint64 nTransactionFee = value.toLongLong();
payTxFee = CFeeRate(nTransactionFee, 1000);
settings.setValue("nTransactionFee", nTransactionFee);
emit transactionFeeChanged(nTransactionFee);
break;
}
case SpendZeroConfChange:
if (settings.value("bSpendZeroConfChange") != value) {
settings.setValue("bSpendZeroConfChange", value);

View file

@ -551,7 +551,7 @@ bool PaymentServer::processPaymentRequest(PaymentRequestPlus& request, SendCoins
// Extract and check amounts
CTxOut txOut(sendingTo.second, sendingTo.first);
if (txOut.IsDust(CTransaction::nMinRelayTxFee)) {
if (txOut.IsDust(CTransaction::minRelayTxFee)) {
emit message(tr("Payment request error"), tr("Requested payment amount of %1 is too small (considered dust).")
.arg(BitcoinUnits::formatWithUnit(optionsModel->getDisplayUnit(), sendingTo.second)),
CClientUIInterface::MSG_ERROR);

View file

@ -231,12 +231,6 @@ WalletModel::SendCoinsReturn WalletModel::prepareTransaction(WalletModelTransact
return AmountExceedsBalance;
}
if((total + nTransactionFee) > nBalance)
{
transaction.setTransactionFee(nTransactionFee);
return SendCoinsReturn(AmountWithFeeExceedsBalance);
}
{
LOCK2(cs_main, wallet->cs_wallet);

View file

@ -176,6 +176,8 @@ Array RPCConvertValues(const std::string &strMethod, const std::vector<std::stri
if (strMethod == "verifychain" && n > 1) ConvertTo<int64_t>(params[1]);
if (strMethod == "keypoolrefill" && n > 0) ConvertTo<int64_t>(params[0]);
if (strMethod == "getrawmempool" && n > 0) ConvertTo<bool>(params[0]);
if (strMethod == "estimatefee" && n > 0) ConvertTo<boost::int64_t>(params[0]);
if (strMethod == "estimatepriority" && n > 0) ConvertTo<boost::int64_t>(params[0]);
return params;
}

View file

@ -15,6 +15,7 @@
#endif
#include <stdint.h>
#include <boost/assign/list_of.hpp>
#include "json/json_spirit_utils.h"
#include "json/json_spirit_value.h"
@ -626,3 +627,63 @@ Value submitblock(const Array& params, bool fHelp)
return Value::null;
}
Value estimatefee(const Array& params, bool fHelp)
{
if (fHelp || params.size() != 1)
throw runtime_error(
"estimatefee nblocks\n"
"\nEstimates the approximate fee per kilobyte\n"
"needed for a transaction to get confirmed\n"
"within nblocks blocks.\n"
"\nArguments:\n"
"1. nblocks (numeric)\n"
"\nResult:\n"
"n : (numeric) estimated fee-per-kilobyte\n"
"\n"
"-1.0 is returned if not enough transactions and\n"
"blocks have been observed to make an estimate.\n"
"\nExample:\n"
+ HelpExampleCli("estimatefee", "6")
);
RPCTypeCheck(params, boost::assign::list_of(int_type));
int nBlocks = params[0].get_int();
if (nBlocks < 1)
nBlocks = 1;
CFeeRate feeRate = mempool.estimateFee(nBlocks);
if (feeRate == CFeeRate(0))
return -1.0;
return ValueFromAmount(feeRate.GetFeePerK());
}
Value estimatepriority(const Array& params, bool fHelp)
{
if (fHelp || params.size() != 1)
throw runtime_error(
"estimatepriority nblocks\n"
"\nEstimates the approximate priority\n"
"a zero-fee transaction needs to get confirmed\n"
"within nblocks blocks.\n"
"\nArguments:\n"
"1. nblocks (numeric)\n"
"\nResult:\n"
"n : (numeric) estimated priority\n"
"\n"
"-1.0 is returned if not enough transactions and\n"
"blocks have been observed to make an estimate.\n"
"\nExample:\n"
+ HelpExampleCli("estimatepriority", "6")
);
RPCTypeCheck(params, boost::assign::list_of(int_type));
int nBlocks = params[0].get_int();
if (nBlocks < 1)
nBlocks = 1;
return mempool.estimatePriority(nBlocks);
}

View file

@ -81,9 +81,9 @@ Value getinfo(const Array& params, bool fHelp)
}
if (pwalletMain && pwalletMain->IsCrypted())
obj.push_back(Pair("unlocked_until", nWalletUnlockTime));
obj.push_back(Pair("paytxfee", ValueFromAmount(nTransactionFee)));
obj.push_back(Pair("paytxfee", ValueFromAmount(payTxFee.GetFeePerK())));
#endif
obj.push_back(Pair("relayfee", ValueFromAmount(CTransaction::nMinRelayTxFee)));
obj.push_back(Pair("relayfee", ValueFromAmount(CTransaction::minRelayTxFee.GetFeePerK())));
obj.push_back(Pair("errors", GetWarnings("statusbar")));
return obj;
}

View file

@ -368,7 +368,7 @@ Value getnetworkinfo(const Array& params, bool fHelp)
obj.push_back(Pair("timeoffset", GetTimeOffset()));
obj.push_back(Pair("connections", (int)vNodes.size()));
obj.push_back(Pair("proxy", (proxy.first.IsValid() ? proxy.first.ToStringIPPort() : string())));
obj.push_back(Pair("relayfee", ValueFromAmount(CTransaction::nMinRelayTxFee)));
obj.push_back(Pair("relayfee", ValueFromAmount(CTransaction::minRelayTxFee.GetFeePerK())));
Array localAddresses;
{
LOCK(cs_mapLocalHost);

View file

@ -268,6 +268,8 @@ static const CRPCCommand vRPCCommands[] =
{ "createmultisig", &createmultisig, true, true , false },
{ "validateaddress", &validateaddress, true, false, false }, /* uses wallet if enabled */
{ "verifymessage", &verifymessage, false, false, false },
{ "estimatefee", &estimatefee, true, true, false },
{ "estimatepriority", &estimatepriority, true, true, false },
#ifdef ENABLE_WALLET
/* Wallet */

View file

@ -133,6 +133,8 @@ extern json_spirit::Value getmininginfo(const json_spirit::Array& params, bool f
extern json_spirit::Value getwork(const json_spirit::Array& params, bool fHelp);
extern json_spirit::Value getblocktemplate(const json_spirit::Array& params, bool fHelp);
extern json_spirit::Value submitblock(const json_spirit::Array& params, bool fHelp);
extern json_spirit::Value estimatefee(const json_spirit::Array& params, bool fHelp);
extern json_spirit::Value estimatepriority(const json_spirit::Array& params, bool fHelp);
extern json_spirit::Value getnewaddress(const json_spirit::Array& params, bool fHelp); // in rpcwallet.cpp
extern json_spirit::Value getaccountaddress(const json_spirit::Array& params, bool fHelp);

View file

@ -1883,7 +1883,7 @@ Value settxfee(const Array& params, bool fHelp)
if (params[0].get_real() != 0.0)
nAmount = AmountFromValue(params[0]); // rejects 0.0 amounts
nTransactionFee = nAmount;
payTxFee = CFeeRate(nAmount, 1000);
return true;
}

View file

@ -6,6 +6,8 @@
#include "core.h"
#include "txmempool.h"
#include <boost/circular_buffer.hpp>
using namespace std;
CTxMemPoolEntry::CTxMemPoolEntry()
@ -35,12 +37,311 @@ CTxMemPoolEntry::GetPriority(unsigned int currentHeight) const
return dResult;
}
//
// Keep track of fee/priority for transactions confirmed within N blocks
//
class CBlockAverage
{
private:
boost::circular_buffer<CFeeRate> feeSamples;
boost::circular_buffer<double> prioritySamples;
template<typename T> std::vector<T> buf2vec(boost::circular_buffer<T> buf) const
{
std::vector<T> vec(buf.begin(), buf.end());
return vec;
}
public:
CBlockAverage() : feeSamples(100), prioritySamples(100) { }
void RecordFee(const CFeeRate& feeRate) {
feeSamples.push_back(feeRate);
}
void RecordPriority(double priority) {
prioritySamples.push_back(priority);
}
size_t FeeSamples() const { return feeSamples.size(); }
size_t GetFeeSamples(std::vector<CFeeRate>& insertInto) const
{
BOOST_FOREACH(const CFeeRate& f, feeSamples)
insertInto.push_back(f);
return feeSamples.size();
}
size_t PrioritySamples() const { return prioritySamples.size(); }
size_t GetPrioritySamples(std::vector<double>& insertInto) const
{
BOOST_FOREACH(double d, prioritySamples)
insertInto.push_back(d);
return prioritySamples.size();
}
// Used as belt-and-suspenders check when reading to detect
// file corruption
bool AreSane(const std::vector<CFeeRate>& vecFee)
{
BOOST_FOREACH(CFeeRate fee, vecFee)
{
if (fee < CFeeRate(0))
return false;
if (fee.GetFee(1000) > CTransaction::minRelayTxFee.GetFee(1000) * 10000)
return false;
}
return true;
}
bool AreSane(const std::vector<double> vecPriority)
{
BOOST_FOREACH(double priority, vecPriority)
{
if (priority < 0)
return false;
}
return true;
}
void Write(CAutoFile& fileout) const
{
std::vector<CFeeRate> vecFee = buf2vec(feeSamples);
fileout << vecFee;
std::vector<double> vecPriority = buf2vec(prioritySamples);
fileout << vecPriority;
}
void Read(CAutoFile& filein) {
std::vector<CFeeRate> vecFee;
filein >> vecFee;
if (AreSane(vecFee))
feeSamples.insert(feeSamples.end(), vecFee.begin(), vecFee.end());
else
throw runtime_error("Corrupt fee value in estimates file.");
std::vector<double> vecPriority;
filein >> vecPriority;
if (AreSane(vecPriority))
prioritySamples.insert(prioritySamples.end(), vecPriority.begin(), vecPriority.end());
else
throw runtime_error("Corrupt priority value in estimates file.");
if (feeSamples.size() + prioritySamples.size() > 0)
LogPrint("estimatefee", "Read %d fee samples and %d priority samples\n",
feeSamples.size(), prioritySamples.size());
}
};
class CMinerPolicyEstimator
{
private:
// Records observed averages transactions that confirmed within one block, two blocks,
// three blocks etc.
std::vector<CBlockAverage> history;
std::vector<CFeeRate> sortedFeeSamples;
std::vector<double> sortedPrioritySamples;
int nBestSeenHeight;
// nBlocksAgo is 0 based, i.e. transactions that confirmed in the highest seen block are
// nBlocksAgo == 0, transactions in the block before that are nBlocksAgo == 1 etc.
void seenTxConfirm(CFeeRate feeRate, double dPriority, int nBlocksAgo)
{
// Last entry records "everything else".
int nBlocksTruncated = min(nBlocksAgo, (int) history.size() - 1);
assert(nBlocksTruncated >= 0);
// We need to guess why the transaction was included in a block-- either
// because it is high-priority or because it has sufficient fees.
bool sufficientFee = (feeRate > CTransaction::minRelayTxFee);
bool sufficientPriority = AllowFree(dPriority);
const char* assignedTo = "unassigned";
if (sufficientFee && !sufficientPriority)
{
history[nBlocksTruncated].RecordFee(feeRate);
assignedTo = "fee";
}
else if (sufficientPriority && !sufficientFee)
{
history[nBlocksTruncated].RecordPriority(dPriority);
assignedTo = "priority";
}
else
{
// Neither or both fee and priority sufficient to get confirmed:
// don't know why they got confirmed.
}
LogPrint("estimatefee", "Seen TX confirm: %s : %s fee/%g priority, took %d blocks\n",
assignedTo, feeRate.ToString(), dPriority, nBlocksAgo);
}
public:
CMinerPolicyEstimator(int nEntries) : nBestSeenHeight(0)
{
history.resize(nEntries);
}
void seenBlock(const std::vector<CTxMemPoolEntry>& entries, int nBlockHeight)
{
if (nBlockHeight <= nBestSeenHeight)
{
// Ignore side chains and re-orgs; assuming they are random
// they don't affect the estimate.
// And if an attacker can re-org the chain at will, then
// you've got much bigger problems than "attacker can influence
// transaction fees."
return;
}
nBestSeenHeight = nBlockHeight;
// Fill up the history buckets based on how long transactions took
// to confirm.
std::vector<std::vector<const CTxMemPoolEntry*> > entriesByConfirmations;
entriesByConfirmations.resize(history.size());
BOOST_FOREACH(const CTxMemPoolEntry& entry, entries)
{
// How many blocks did it take for miners to include this transaction?
int delta = nBlockHeight - entry.GetHeight();
if (delta <= 0)
{
// Re-org made us lose height, this should only happen if we happen
// to re-org on a difficulty transition point: very rare!
continue;
}
if ((delta-1) >= (int)history.size())
delta = history.size(); // Last bucket is catch-all
entriesByConfirmations[delta-1].push_back(&entry);
}
for (size_t i = 0; i < entriesByConfirmations.size(); i++)
{
std::vector<const CTxMemPoolEntry*> &e = entriesByConfirmations.at(i);
// Insert at most 10 random entries per bucket, otherwise a single block
// can dominate an estimate:
if (e.size() > 10) {
std::random_shuffle(e.begin(), e.end());
e.resize(10);
}
BOOST_FOREACH(const CTxMemPoolEntry* entry, e)
{
// Fees are stored and reported as BTC-per-kb:
CFeeRate feeRate(entry->GetFee(), entry->GetTxSize());
double dPriority = entry->GetPriority(entry->GetHeight()); // Want priority when it went IN
seenTxConfirm(feeRate, dPriority, i);
}
}
for (size_t i = 0; i < history.size(); i++) {
if (history[i].FeeSamples() + history[i].PrioritySamples() > 0)
LogPrint("estimatefee", "estimates: for confirming within %d blocks based on %d/%d samples, fee=%s, prio=%g\n",
i,
history[i].FeeSamples(), history[i].PrioritySamples(),
estimateFee(i+1).ToString(), estimatePriority(i+1));
}
sortedFeeSamples.clear();
sortedPrioritySamples.clear();
}
// Can return CFeeRate(0) if we don't have any data for that many blocks back. nBlocksToConfirm is 1 based.
CFeeRate estimateFee(int nBlocksToConfirm)
{
nBlocksToConfirm--;
if (nBlocksToConfirm < 0 || nBlocksToConfirm >= (int)history.size())
return CFeeRate(0);
if (sortedFeeSamples.size() == 0)
{
for (size_t i = 0; i < history.size(); i++)
history.at(i).GetFeeSamples(sortedFeeSamples);
std::sort(sortedFeeSamples.begin(), sortedFeeSamples.end(),
std::greater<CFeeRate>());
}
if (sortedFeeSamples.size() == 0)
return CFeeRate(0);
int nBucketSize = history.at(nBlocksToConfirm).FeeSamples();
// Estimates should not increase as number of confirmations goes up,
// but the estimates are noisy because confirmations happen discretely
// in blocks. To smooth out the estimates, use all samples in the history
// and use the nth highest where n is (number of samples in previous bucket +
// half the samples in nBlocksToConfirm bucket):
size_t nPrevSize = 0;
for (int i = 0; i < nBlocksToConfirm; i++)
nPrevSize += history.at(i).FeeSamples();
size_t index = min(nPrevSize + nBucketSize/2, sortedFeeSamples.size()-1);
return sortedFeeSamples[index];
}
double estimatePriority(int nBlocksToConfirm)
{
nBlocksToConfirm--;
if (nBlocksToConfirm < 0 || nBlocksToConfirm >= (int)history.size())
return -1;
if (sortedPrioritySamples.size() == 0)
{
for (size_t i = 0; i < history.size(); i++)
history.at(i).GetPrioritySamples(sortedPrioritySamples);
std::sort(sortedPrioritySamples.begin(), sortedPrioritySamples.end(),
std::greater<double>());
}
if (sortedPrioritySamples.size() == 0)
return -1.0;
int nBucketSize = history.at(nBlocksToConfirm).PrioritySamples();
// Estimates should not increase as number of confirmations needed goes up,
// but the estimates are noisy because confirmations happen discretely
// in blocks. To smooth out the estimates, use all samples in the history
// and use the nth highest where n is (number of samples in previous buckets +
// half the samples in nBlocksToConfirm bucket).
size_t nPrevSize = 0;
for (int i = 0; i < nBlocksToConfirm; i++)
nPrevSize += history.at(i).PrioritySamples();
size_t index = min(nPrevSize + nBucketSize/2, sortedFeeSamples.size()-1);
return sortedPrioritySamples[index];
}
void Write(CAutoFile& fileout) const
{
fileout << nBestSeenHeight;
fileout << history.size();
BOOST_FOREACH(const CBlockAverage& entry, history)
{
entry.Write(fileout);
}
}
void Read(CAutoFile& filein)
{
filein >> nBestSeenHeight;
size_t numEntries;
filein >> numEntries;
history.clear();
for (size_t i = 0; i < numEntries; i++)
{
CBlockAverage entry;
entry.Read(filein);
history.push_back(entry);
}
}
};
CTxMemPool::CTxMemPool()
{
// Sanity checks off by default for performance, because otherwise
// accepting transactions becomes O(N^2) where N is the number
// of transactions in the pool
fSanityCheck = false;
// 25 blocks is a compromise between using a lot of disk/memory and
// trying to give accurate estimates to people who might be willing
// to wait a day or two to save a fraction of a penny in fees.
// Confirmation times for very-low-fee transactions that take more
// than an hour or three to confirm are highly variable.
minerPolicyEstimator = new CMinerPolicyEstimator(25);
}
CTxMemPool::~CTxMemPool()
{
delete minerPolicyEstimator;
}
void CTxMemPool::pruneSpent(const uint256 &hashTx, CCoins &coins)
@ -128,6 +429,28 @@ void CTxMemPool::removeConflicts(const CTransaction &tx, std::list<CTransaction>
}
}
// Called when a block is connected. Removes from mempool and updates the miner fee estimator.
void CTxMemPool::removeForBlock(const std::vector<CTransaction>& vtx, unsigned int nBlockHeight,
std::list<CTransaction>& conflicts)
{
LOCK(cs);
std::vector<CTxMemPoolEntry> entries;
BOOST_FOREACH(const CTransaction& tx, vtx)
{
uint256 hash = tx.GetHash();
if (mapTx.count(hash))
entries.push_back(mapTx[hash]);
}
minerPolicyEstimator->seenBlock(entries, nBlockHeight);
BOOST_FOREACH(const CTransaction& tx, vtx)
{
std::list<CTransaction> dummy;
remove(tx, dummy, false);
removeConflicts(tx, conflicts);
}
}
void CTxMemPool::clear()
{
LOCK(cs);
@ -195,6 +518,53 @@ bool CTxMemPool::lookup(uint256 hash, CTransaction& result) const
return true;
}
CFeeRate CTxMemPool::estimateFee(int nBlocks) const
{
LOCK(cs);
return minerPolicyEstimator->estimateFee(nBlocks);
}
double CTxMemPool::estimatePriority(int nBlocks) const
{
LOCK(cs);
return minerPolicyEstimator->estimatePriority(nBlocks);
}
bool
CTxMemPool::WriteFeeEstimates(CAutoFile& fileout) const
{
try {
LOCK(cs);
fileout << 99900; // version required to read: 0.9.99 or later
fileout << CLIENT_VERSION; // version that wrote the file
minerPolicyEstimator->Write(fileout);
}
catch (std::exception &e) {
LogPrintf("CTxMemPool::WriteFeeEstimates() : unable to write policy estimator data (non-fatal)");
return false;
}
return true;
}
bool
CTxMemPool::ReadFeeEstimates(CAutoFile& filein)
{
try {
int nVersionRequired, nVersionThatWrote;
filein >> nVersionRequired >> nVersionThatWrote;
if (nVersionRequired > CLIENT_VERSION)
return error("CTxMemPool::ReadFeeEstimates() : up-version (%d) fee estimate file", nVersionRequired);
LOCK(cs);
minerPolicyEstimator->Read(filein);
}
catch (std::exception &e) {
LogPrintf("CTxMemPool::ReadFeeEstimates() : unable to read policy estimator data (non-fatal)");
return false;
}
return true;
}
CCoinsViewMemPool::CCoinsViewMemPool(CCoinsView &baseIn, CTxMemPool &mempoolIn) : CCoinsViewBacked(baseIn), mempool(mempoolIn) { }
bool CCoinsViewMemPool::GetCoins(const uint256 &txid, CCoins &coins) {

View file

@ -11,6 +11,13 @@
#include "core.h"
#include "sync.h"
inline bool AllowFree(double dPriority)
{
// Large (in bytes) low-priority (new, small-coin) transactions
// need a fee.
return dPriority > COIN * 144 / 250;
}
/** Fake height value used in CCoins to signify they are only in the memory pool (since 0.8) */
static const unsigned int MEMPOOL_HEIGHT = 0x7FFFFFFF;
@ -41,6 +48,8 @@ public:
unsigned int GetHeight() const { return nHeight; }
};
class CMinerPolicyEstimator;
/*
* CTxMemPool stores valid-according-to-the-current-best-chain
* transactions that may be included in the next block.
@ -56,6 +65,7 @@ class CTxMemPool
private:
bool fSanityCheck; // Normally false, true if -checkmempool or -regtest
unsigned int nTransactionsUpdated;
CMinerPolicyEstimator* minerPolicyEstimator;
public:
mutable CCriticalSection cs;
@ -63,6 +73,7 @@ public:
std::map<COutPoint, CInPoint> mapNextTx;
CTxMemPool();
~CTxMemPool();
/*
* If sanity-checking is turned on, check makes sure the pool is
@ -76,6 +87,8 @@ public:
bool addUnchecked(const uint256& hash, const CTxMemPoolEntry &entry);
void remove(const CTransaction &tx, std::list<CTransaction>& removed, bool fRecursive = false);
void removeConflicts(const CTransaction &tx, std::list<CTransaction>& removed);
void removeForBlock(const std::vector<CTransaction>& vtx, unsigned int nBlockHeight,
std::list<CTransaction>& conflicts);
void clear();
void queryHashes(std::vector<uint256>& vtxid);
void pruneSpent(const uint256& hash, CCoins &coins);
@ -95,6 +108,16 @@ public:
}
bool lookup(uint256 hash, CTransaction& result) const;
// Estimate fee rate needed to get into the next
// nBlocks
CFeeRate estimateFee(int nBlocks) const;
// Estimate priority needed to get into the next
// nBlocks
double estimatePriority(int nBlocks) const;
// Write/Read estimates to disk
bool WriteFeeEstimates(CAutoFile& fileout) const;
bool ReadFeeEstimates(CAutoFile& filein);
};
/** CCoinsView that brings transactions from a memorypool into view.

View file

@ -16,7 +16,7 @@
using namespace std;
// Settings
int64_t nTransactionFee = DEFAULT_TRANSACTION_FEE;
CFeeRate payTxFee(DEFAULT_TRANSACTION_FEE);
bool bSpendZeroConfChange = true;
//////////////////////////////////////////////////////////////////////////////
@ -1233,7 +1233,7 @@ bool CWallet::CreateTransaction(const vector<pair<CScript, int64_t> >& vecSend,
{
LOCK2(cs_main, cs_wallet);
{
nFeeRet = nTransactionFee;
nFeeRet = payTxFee.GetFeePerK();
while (true)
{
wtxNew.vin.clear();
@ -1246,7 +1246,7 @@ bool CWallet::CreateTransaction(const vector<pair<CScript, int64_t> >& vecSend,
BOOST_FOREACH (const PAIRTYPE(CScript, int64_t)& s, vecSend)
{
CTxOut txout(s.second, s.first);
if (txout.IsDust(CTransaction::nMinRelayTxFee))
if (txout.IsDust(CTransaction::minRelayTxFee))
{
strFailReason = _("Transaction amount too small");
return false;
@ -1272,16 +1272,6 @@ bool CWallet::CreateTransaction(const vector<pair<CScript, int64_t> >& vecSend,
}
int64_t nChange = nValueIn - nValue - nFeeRet;
// The following if statement should be removed once enough miners
// have upgraded to the 0.9 GetMinFee() rules. Until then, this avoids
// creating free transactions that have change outputs less than
// CENT bitcoins.
if (nFeeRet < CTransaction::nMinTxFee && nChange > 0 && nChange < CENT)
{
int64_t nMoveToFee = min(nChange, CTransaction::nMinTxFee - nFeeRet);
nChange -= nMoveToFee;
nFeeRet += nMoveToFee;
}
if (nChange > 0)
{
@ -1317,7 +1307,7 @@ bool CWallet::CreateTransaction(const vector<pair<CScript, int64_t> >& vecSend,
// Never create dust outputs; if we would, just
// add the dust to the fee.
if (newTxOut.IsDust(CTransaction::nMinRelayTxFee))
if (newTxOut.IsDust(CTransaction::minRelayTxFee))
{
nFeeRet += nChange;
reservekey.ReturnKey();
@ -1355,7 +1345,7 @@ bool CWallet::CreateTransaction(const vector<pair<CScript, int64_t> >& vecSend,
dPriority = wtxNew.ComputePriority(dPriority, nBytes);
// Check that enough fee is included
int64_t nPayFee = nTransactionFee * (1 + (int64_t)nBytes / 1000);
int64_t nPayFee = payTxFee.GetFee(nBytes);
bool fAllowFree = AllowFree(dPriority);
int64_t nMinFee = GetMinFee(wtxNew, nBytes, fAllowFree, GMF_SEND);
if (nFeeRet < max(nPayFee, nMinFee))
@ -1464,7 +1454,7 @@ string CWallet::SendMoneyToDestination(const CTxDestination& address, int64_t nV
// Check amount
if (nValue <= 0)
return _("Invalid amount");
if (nValue + nTransactionFee > GetBalance())
if (nValue > GetBalance())
return _("Insufficient funds");
// Parse Bitcoin address

View file

@ -24,7 +24,7 @@
#include <vector>
// Settings
extern int64_t nTransactionFee;
extern CFeeRate payTxFee;
extern bool bSpendZeroConfChange;
// -paytxfee default