Remove priority estimation
This commit is contained in:
Alex Morcos
Wladimir J. van der Laan
parent
ed64bcec2d
commit
b2322e0fc6
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@ -14,10 +14,9 @@
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#include "util.h"
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void TxConfirmStats::Initialize(std::vector<double>& defaultBuckets,
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unsigned int maxConfirms, double _decay, std::string _dataTypeString)
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unsigned int maxConfirms, double _decay)
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{
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decay = _decay;
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dataTypeString = _dataTypeString;
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for (unsigned int i = 0; i < defaultBuckets.size(); i++) {
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buckets.push_back(defaultBuckets[i]);
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bucketMap[defaultBuckets[i]] = i;
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@ -87,10 +86,10 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal,
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int maxbucketindex = buckets.size() - 1;
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// requireGreater means we are looking for the lowest fee/priority such that all higher
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// values pass, so we start at maxbucketindex (highest fee) and look at successively
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// requireGreater means we are looking for the lowest feerate such that all higher
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// values pass, so we start at maxbucketindex (highest feerate) and look at successively
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// smaller buckets until we reach failure. Otherwise, we are looking for the highest
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// fee/priority such that all lower values fail, and we go in the opposite direction.
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// feerate such that all lower values fail, and we go in the opposite direction.
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unsigned int startbucket = requireGreater ? maxbucketindex : 0;
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int step = requireGreater ? -1 : 1;
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@ -107,7 +106,7 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal,
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bool foundAnswer = false;
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unsigned int bins = unconfTxs.size();
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// Start counting from highest(default) or lowest fee/pri transactions
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// Start counting from highest(default) or lowest feerate transactions
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for (int bucket = startbucket; bucket >= 0 && bucket <= maxbucketindex; bucket += step) {
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curFarBucket = bucket;
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nConf += confAvg[confTarget - 1][bucket];
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@ -145,8 +144,8 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal,
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double median = -1;
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double txSum = 0;
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// Calculate the "average" fee of the best bucket range that met success conditions
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// Find the bucket with the median transaction and then report the average fee from that bucket
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// Calculate the "average" feerate of the best bucket range that met success conditions
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// Find the bucket with the median transaction and then report the average feerate from that bucket
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// This is a compromise between finding the median which we can't since we don't save all tx's
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// and reporting the average which is less accurate
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unsigned int minBucket = bestNearBucket < bestFarBucket ? bestNearBucket : bestFarBucket;
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@ -166,8 +165,8 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal,
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}
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}
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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",
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confTarget, requireGreater ? ">" : "<", successBreakPoint, dataTypeString,
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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",
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confTarget, requireGreater ? ">" : "<", successBreakPoint,
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requireGreater ? ">" : "<", median, buckets[minBucket], buckets[maxBucket],
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100 * nConf / (totalNum + extraNum), nConf, totalNum, extraNum);
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@ -200,10 +199,10 @@ void TxConfirmStats::Read(CAutoFile& filein)
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filein >> fileBuckets;
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numBuckets = fileBuckets.size();
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if (numBuckets <= 1 || numBuckets > 1000)
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throw std::runtime_error("Corrupt estimates file. Must have between 2 and 1000 fee/pri buckets");
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throw std::runtime_error("Corrupt estimates file. Must have between 2 and 1000 feerate buckets");
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filein >> fileAvg;
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if (fileAvg.size() != numBuckets)
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throw std::runtime_error("Corrupt estimates file. Mismatch in fee/pri average bucket count");
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throw std::runtime_error("Corrupt estimates file. Mismatch in feerate average bucket count");
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filein >> fileTxCtAvg;
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if (fileTxCtAvg.size() != numBuckets)
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throw std::runtime_error("Corrupt estimates file. Mismatch in tx count bucket count");
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@ -213,9 +212,9 @@ void TxConfirmStats::Read(CAutoFile& filein)
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throw std::runtime_error("Corrupt estimates file. Must maintain estimates for between 1 and 1008 (one week) confirms");
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for (unsigned int i = 0; i < maxConfirms; i++) {
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if (fileConfAvg[i].size() != numBuckets)
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throw std::runtime_error("Corrupt estimates file. Mismatch in fee/pri conf average bucket count");
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throw std::runtime_error("Corrupt estimates file. Mismatch in feerate conf average bucket count");
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}
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// Now that we've processed the entire fee estimate data file and not
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// Now that we've processed the entire feerate estimate data file and not
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// thrown any errors, we can copy it to our data structures
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decay = fileDecay;
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buckets = fileBuckets;
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@ -242,8 +241,8 @@ void TxConfirmStats::Read(CAutoFile& filein)
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for (unsigned int i = 0; i < buckets.size(); i++)
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bucketMap[buckets[i]] = i;
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LogPrint("estimatefee", "Reading estimates: %u %s buckets counting confirms up to %u blocks\n",
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numBuckets, dataTypeString, maxConfirms);
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LogPrint("estimatefee", "Reading estimates: %u buckets counting confirms up to %u blocks\n",
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numBuckets, maxConfirms);
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}
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unsigned int TxConfirmStats::NewTx(unsigned int nBlockHeight, double val)
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@ -251,7 +250,6 @@ unsigned int TxConfirmStats::NewTx(unsigned int nBlockHeight, double val)
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unsigned int bucketindex = bucketMap.lower_bound(val)->second;
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unsigned int blockIndex = nBlockHeight % unconfTxs.size();
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unconfTxs[blockIndex][bucketindex]++;
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LogPrint("estimatefee", "adding to %s", dataTypeString);
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return bucketindex;
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}
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@ -291,12 +289,10 @@ void CBlockPolicyEstimator::removeTx(uint256 hash)
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hash.ToString().c_str());
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return;
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}
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TxConfirmStats *stats = pos->second.stats;
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unsigned int entryHeight = pos->second.blockHeight;
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unsigned int bucketIndex = pos->second.bucketIndex;
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if (stats != NULL)
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stats->removeTx(entryHeight, nBestSeenHeight, bucketIndex);
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feeStats.removeTx(entryHeight, nBestSeenHeight, bucketIndex);
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mapMemPoolTxs.erase(hash);
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}
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@ -309,45 +305,14 @@ CBlockPolicyEstimator::CBlockPolicyEstimator(const CFeeRate& _minRelayFee)
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vfeelist.push_back(bucketBoundary);
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}
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vfeelist.push_back(INF_FEERATE);
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feeStats.Initialize(vfeelist, MAX_BLOCK_CONFIRMS, DEFAULT_DECAY, "FeeRate");
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minTrackedPriority = AllowFreeThreshold() < MIN_PRIORITY ? MIN_PRIORITY : AllowFreeThreshold();
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std::vector<double> vprilist;
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for (double bucketBoundary = minTrackedPriority; bucketBoundary <= MAX_PRIORITY; bucketBoundary *= PRI_SPACING) {
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vprilist.push_back(bucketBoundary);
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}
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vprilist.push_back(INF_PRIORITY);
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priStats.Initialize(vprilist, MAX_BLOCK_CONFIRMS, DEFAULT_DECAY, "Priority");
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feeUnlikely = CFeeRate(0);
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feeLikely = CFeeRate(INF_FEERATE);
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priUnlikely = 0;
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priLikely = INF_PRIORITY;
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}
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bool CBlockPolicyEstimator::isFeeDataPoint(const CFeeRate &fee, double pri)
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{
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if ((pri < minTrackedPriority && fee >= minTrackedFee) ||
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(pri < priUnlikely && fee > feeLikely)) {
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return true;
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}
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return false;
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}
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bool CBlockPolicyEstimator::isPriDataPoint(const CFeeRate &fee, double pri)
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{
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if ((fee < minTrackedFee && pri >= minTrackedPriority) ||
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(fee < feeUnlikely && pri > priLikely)) {
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return true;
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}
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return false;
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feeStats.Initialize(vfeelist, MAX_BLOCK_CONFIRMS, DEFAULT_DECAY);
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}
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void CBlockPolicyEstimator::processTransaction(const CTxMemPoolEntry& entry, bool fCurrentEstimate)
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{
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unsigned int txHeight = entry.GetHeight();
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uint256 hash = entry.GetTx().GetHash();
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if (mapMemPoolTxs[hash].stats != NULL) {
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if (mapMemPoolTxs.count(hash)) {
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LogPrint("estimatefee", "Blockpolicy error mempool tx %s already being tracked\n",
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hash.ToString().c_str());
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return;
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@ -371,30 +336,11 @@ void CBlockPolicyEstimator::processTransaction(const CTxMemPoolEntry& entry, boo
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return;
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}
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// Fees are stored and reported as BTC-per-kb:
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// Feerates are stored and reported as BTC-per-kb:
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CFeeRate feeRate(entry.GetFee(), entry.GetTxSize());
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// Want the priority of the tx at confirmation. However we don't know
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// what that will be and its too hard to continue updating it
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// so use starting priority as a proxy
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double curPri = entry.GetPriority(txHeight);
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mapMemPoolTxs[hash].blockHeight = txHeight;
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LogPrint("estimatefee", "Blockpolicy mempool tx %s ", hash.ToString().substr(0,10));
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// Record this as a priority estimate
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if (entry.GetFee() == 0 || isPriDataPoint(feeRate, curPri)) {
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mapMemPoolTxs[hash].stats = &priStats;
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mapMemPoolTxs[hash].bucketIndex = priStats.NewTx(txHeight, curPri);
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}
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// Record this as a fee estimate
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else if (isFeeDataPoint(feeRate, curPri)) {
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mapMemPoolTxs[hash].stats = &feeStats;
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mapMemPoolTxs[hash].bucketIndex = feeStats.NewTx(txHeight, (double)feeRate.GetFeePerK());
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}
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else {
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LogPrint("estimatefee", "not adding");
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}
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LogPrint("estimatefee", "\n");
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mapMemPoolTxs[hash].bucketIndex = feeStats.NewTx(txHeight, (double)feeRate.GetFeePerK());
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}
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void CBlockPolicyEstimator::processBlockTx(unsigned int nBlockHeight, const CTxMemPoolEntry& entry)
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@ -417,21 +363,10 @@ void CBlockPolicyEstimator::processBlockTx(unsigned int nBlockHeight, const CTxM
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return;
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}
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// Fees are stored and reported as BTC-per-kb:
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// Feerates are stored and reported as BTC-per-kb:
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CFeeRate feeRate(entry.GetFee(), entry.GetTxSize());
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// Want the priority of the tx at confirmation. The priority when it
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// entered the mempool could easily be very small and change quickly
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double curPri = entry.GetPriority(nBlockHeight);
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// Record this as a priority estimate
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if (entry.GetFee() == 0 || isPriDataPoint(feeRate, curPri)) {
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priStats.Record(blocksToConfirm, curPri);
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}
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// Record this as a fee estimate
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else if (isFeeDataPoint(feeRate, curPri)) {
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feeStats.Record(blocksToConfirm, (double)feeRate.GetFeePerK());
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}
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feeStats.Record(blocksToConfirm, (double)feeRate.GetFeePerK());
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}
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void CBlockPolicyEstimator::processBlock(unsigned int nBlockHeight,
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@ -452,41 +387,15 @@ void CBlockPolicyEstimator::processBlock(unsigned int nBlockHeight,
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if (!fCurrentEstimate)
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return;
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// Update the dynamic cutoffs
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// a fee/priority is "likely" the reason your tx was included in a block if >85% of such tx's
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// were confirmed in 2 blocks and is "unlikely" if <50% were confirmed in 10 blocks
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LogPrint("estimatefee", "Blockpolicy recalculating dynamic cutoffs:\n");
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priLikely = priStats.EstimateMedianVal(2, SUFFICIENT_PRITXS, MIN_SUCCESS_PCT, true, nBlockHeight);
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if (priLikely == -1)
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priLikely = INF_PRIORITY;
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double feeLikelyEst = feeStats.EstimateMedianVal(2, SUFFICIENT_FEETXS, MIN_SUCCESS_PCT, true, nBlockHeight);
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if (feeLikelyEst == -1)
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feeLikely = CFeeRate(INF_FEERATE);
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else
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feeLikely = CFeeRate(feeLikelyEst);
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priUnlikely = priStats.EstimateMedianVal(10, SUFFICIENT_PRITXS, UNLIKELY_PCT, false, nBlockHeight);
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if (priUnlikely == -1)
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priUnlikely = 0;
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double feeUnlikelyEst = feeStats.EstimateMedianVal(10, SUFFICIENT_FEETXS, UNLIKELY_PCT, false, nBlockHeight);
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if (feeUnlikelyEst == -1)
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feeUnlikely = CFeeRate(0);
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else
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feeUnlikely = CFeeRate(feeUnlikelyEst);
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// Clear the current block states
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// Clear the current block state
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feeStats.ClearCurrent(nBlockHeight);
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priStats.ClearCurrent(nBlockHeight);
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// Repopulate the current block states
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for (unsigned int i = 0; i < entries.size(); i++)
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processBlockTx(nBlockHeight, entries[i]);
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// Update all exponential averages with the current block states
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// Update all exponential averages with the current block state
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feeStats.UpdateMovingAverages();
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priStats.UpdateMovingAverages();
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LogPrint("estimatefee", "Blockpolicy after updating estimates for %u confirmed entries, new mempool map size %u\n",
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entries.size(), mapMemPoolTxs.size());
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@ -522,7 +431,7 @@ CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoun
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if (answerFoundAtTarget)
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*answerFoundAtTarget = confTarget - 1;
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// If mempool is limiting txs , return at least the min fee from the mempool
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// If mempool is limiting txs , return at least the min feerate from the mempool
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CAmount minPoolFee = pool.GetMinFee(GetArg("-maxmempool", DEFAULT_MAX_MEMPOOL_SIZE) * 1000000).GetFeePerK();
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if (minPoolFee > 0 && minPoolFee > median)
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return CFeeRate(minPoolFee);
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@ -535,51 +444,38 @@ CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoun
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double CBlockPolicyEstimator::estimatePriority(int confTarget)
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{
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// Return failure if trying to analyze a target we're not tracking
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if (confTarget <= 0 || (unsigned int)confTarget > priStats.GetMaxConfirms())
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return -1;
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return priStats.EstimateMedianVal(confTarget, SUFFICIENT_PRITXS, MIN_SUCCESS_PCT, true, nBestSeenHeight);
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return -1;
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}
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double CBlockPolicyEstimator::estimateSmartPriority(int confTarget, int *answerFoundAtTarget, const CTxMemPool& pool)
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{
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if (answerFoundAtTarget)
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*answerFoundAtTarget = confTarget;
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// Return failure if trying to analyze a target we're not tracking
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if (confTarget <= 0 || (unsigned int)confTarget > priStats.GetMaxConfirms())
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return -1;
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// If mempool is limiting txs, no priority txs are allowed
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CAmount minPoolFee = pool.GetMinFee(GetArg("-maxmempool", DEFAULT_MAX_MEMPOOL_SIZE) * 1000000).GetFeePerK();
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if (minPoolFee > 0)
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return INF_PRIORITY;
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double median = -1;
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while (median < 0 && (unsigned int)confTarget <= priStats.GetMaxConfirms()) {
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median = priStats.EstimateMedianVal(confTarget++, SUFFICIENT_PRITXS, MIN_SUCCESS_PCT, true, nBestSeenHeight);
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}
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if (answerFoundAtTarget)
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*answerFoundAtTarget = confTarget - 1;
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return median;
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return -1;
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}
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void CBlockPolicyEstimator::Write(CAutoFile& fileout)
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{
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fileout << nBestSeenHeight;
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feeStats.Write(fileout);
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priStats.Write(fileout);
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}
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void CBlockPolicyEstimator::Read(CAutoFile& filein)
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void CBlockPolicyEstimator::Read(CAutoFile& filein, int nFileVersion)
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{
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int nFileBestSeenHeight;
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filein >> nFileBestSeenHeight;
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feeStats.Read(filein);
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priStats.Read(filein);
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nBestSeenHeight = nFileBestSeenHeight;
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if (nFileVersion < 139900) {
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TxConfirmStats priStats;
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priStats.Read(filein);
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}
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}
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FeeFilterRounder::FeeFilterRounder(const CFeeRate& minIncrementalFee)
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@ -19,60 +19,50 @@ class CTxMemPoolEntry;
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class CTxMemPool;
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/** \class CBlockPolicyEstimator
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* The BlockPolicyEstimator is used for estimating the fee or priority needed
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* The BlockPolicyEstimator is used for estimating the feerate needed
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* for a transaction to be included in a block within a certain number of
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* blocks.
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*
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* At a high level the algorithm works by grouping transactions into buckets
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* based on having similar priorities or fees and then tracking how long it
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* based on having similar feerates and then tracking how long it
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* takes transactions in the various buckets to be mined. It operates under
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* the assumption that in general transactions of higher fee/priority will be
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* included in blocks before transactions of lower fee/priority. So for
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* example if you wanted to know what fee you should put on a transaction to
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* the assumption that in general transactions of higher feerate will be
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* included in blocks before transactions of lower feerate. So for
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* example if you wanted to know what feerate you should put on a transaction to
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* be included in a block within the next 5 blocks, you would start by looking
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* at the bucket with the highest fee transactions and verifying that a
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* at the bucket with the highest feerate transactions and verifying that a
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* sufficiently high percentage of them were confirmed within 5 blocks and
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* then you would look at the next highest fee bucket, and so on, stopping at
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* the last bucket to pass the test. The average fee of transactions in this
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* bucket will give you an indication of the lowest fee you can put on a
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* then you would look at the next highest feerate bucket, and so on, stopping at
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* the last bucket to pass the test. The average feerate of transactions in this
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* bucket will give you an indication of the lowest feerate you can put on a
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* transaction and still have a sufficiently high chance of being confirmed
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* within your desired 5 blocks.
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*
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* When a transaction enters the mempool or is included within a block we
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* decide whether it can be used as a data point for fee estimation, priority
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* estimation or neither. If the value of exactly one of those properties was
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* below the required minimum it can be used to estimate the other. In
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* addition, if a priori our estimation code would indicate that the
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* transaction would be much more quickly included in a block because of one
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* of the properties compared to the other, we can also decide to use it as
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* an estimate for that property.
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*
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* Here is a brief description of the implementation for fee estimation.
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* When a transaction that counts for fee estimation enters the mempool, we
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* Here is a brief description of the implementation:
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* When a transaction enters the mempool, we
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* track the height of the block chain at entry. Whenever a block comes in,
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* we count the number of transactions in each bucket and the total amount of fee
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* we count the number of transactions in each bucket and the total amount of feerate
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* paid in each bucket. Then we calculate how many blocks Y it took each
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* 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
|
||||
|
|
|
|||
|
|
@ -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"
|
||||
|
|
|
|||
|
|
@ -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());
|
||||
|
|
|
|||
|
|
@ -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");
|
||||
|
|
|
|||
Loading…
Reference in a new issue