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Merge #9138: Improve fee estimation

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44b64b9 Fix edge case with stale fee estimates (Alex Morcos)
78ae62d Add clarifying comments to fee estimation (Alex Morcos)
5fe0f47 Add extra logging to processBlock in fee estimation. (Alex Morcos)
dc008c4 Add IsCurrentForFeeEstimatation (Alex Morcos)
ebafdca Pass pointers to existing CTxMemPoolEntries to fee estimation (Alex Morcos)
d825838 Always update fee estimates on new blocks. (Alex Morcos)
6f06b26 rename bool to validFeeEstimate (Alex Morcos)
84f7ab0 Remove member variable hadNoDependencies from CTxMemPoolEntry (Alex Morcos)
60ac00d Don't track transactions at all during IBD. (Alex Morcos)
4df4479 Remove extraneous LogPrint from fee estimation (Alex Morcos)
This commit is contained in:
Pieter Wuille 2017-01-05 14:14:23 -08:00
parent c252685aa5 44b64b933d
commit f646275b90
No known key found for this signature in database
GPG key ID: DBA1A67379A1A931
11 changed files with 94 additions and 76 deletions
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2
src/bench/mempool_eviction.cpp
View file

@ -18,7 +18,7 @@ static void AddTx(const CTransaction& tx, const CAmount& nFee, CTxMemPool& pool)
unsigned int sigOpCost = 4;
LockPoints lp;
pool.addUnchecked(tx.GetHash(), CTxMemPoolEntry(
MakeTransactionRef(tx), nFee, nTime, dPriority, nHeight, pool.HasNoInputsOf(tx),
MakeTransactionRef(tx), nFee, nTime, dPriority, nHeight,
tx.GetValueOut(), spendsCoinbase, sigOpCost, lp));
}

84
src/policy/fees.cpp
View file

@ -281,23 +281,25 @@ void TxConfirmStats::removeTx(unsigned int entryHeight, unsigned int nBestSeenHe
}
}
void CBlockPolicyEstimator::removeTx(uint256 hash)
// This function is called from CTxMemPool::removeUnchecked to ensure
// txs removed from the mempool for any reason are no longer
// tracked. Txs that were part of a block have already been removed in
// processBlockTx to ensure they are never double tracked, but it is
// of no harm to try to remove them again.
bool CBlockPolicyEstimator::removeTx(uint256 hash)
{
std::map<uint256, TxStatsInfo>::iterator pos = mapMemPoolTxs.find(hash);
if (pos == mapMemPoolTxs.end()) {
LogPrint("estimatefee", "Blockpolicy error mempool tx %s not found for removeTx\n",
hash.ToString().c_str());
return;
if (pos != mapMemPoolTxs.end()) {
feeStats.removeTx(pos->second.blockHeight, nBestSeenHeight, pos->second.bucketIndex);
mapMemPoolTxs.erase(hash);
return true;
} else {
return false;
}
unsigned int entryHeight = pos->second.blockHeight;
unsigned int bucketIndex = pos->second.bucketIndex;
feeStats.removeTx(entryHeight, nBestSeenHeight, bucketIndex);
mapMemPoolTxs.erase(hash);
}
CBlockPolicyEstimator::CBlockPolicyEstimator(const CFeeRate& _minRelayFee)
: nBestSeenHeight(0)
: nBestSeenHeight(0), trackedTxs(0), untrackedTxs(0)
{
static_assert(MIN_FEERATE > 0, "Min feerate must be nonzero");
minTrackedFee = _minRelayFee < CFeeRate(MIN_FEERATE) ? CFeeRate(MIN_FEERATE) : _minRelayFee;
@ -309,7 +311,7 @@ CBlockPolicyEstimator::CBlockPolicyEstimator(const CFeeRate& _minRelayFee)
feeStats.Initialize(vfeelist, MAX_BLOCK_CONFIRMS, DEFAULT_DECAY);
}
void CBlockPolicyEstimator::processTransaction(const CTxMemPoolEntry& entry, bool fCurrentEstimate)
void CBlockPolicyEstimator::processTransaction(const CTxMemPoolEntry& entry, bool validFeeEstimate)
{
unsigned int txHeight = entry.GetHeight();
uint256 hash = entry.GetTx().GetHash();
@ -319,23 +321,21 @@ void CBlockPolicyEstimator::processTransaction(const CTxMemPoolEntry& entry, boo
return;
}
if (txHeight < nBestSeenHeight) {
if (txHeight != nBestSeenHeight) {
// Ignore side chains and re-orgs; assuming they are random they don't
// affect the estimate. We'll potentially double count transactions in 1-block reorgs.
// Ignore txs if BlockPolicyEstimator is not in sync with chainActive.Tip().
// It will be synced next time a block is processed.
return;
}
// Only want to be updating estimates when our blockchain is synced,
// otherwise we'll miscalculate how many blocks its taking to get included.
if (!fCurrentEstimate)
return;
if (!entry.WasClearAtEntry()) {
// This transaction depends on other transactions in the mempool to
// be included in a block before it will be able to be included, so
// we shouldn't include it in our calculations
if (!validFeeEstimate) {
untrackedTxs++;
return;
}
trackedTxs++;
// Feerates are stored and reported as BTC-per-kb:
CFeeRate feeRate(entry.GetFee(), entry.GetTxSize());
@ -344,34 +344,33 @@ void CBlockPolicyEstimator::processTransaction(const CTxMemPoolEntry& entry, boo
mapMemPoolTxs[hash].bucketIndex = feeStats.NewTx(txHeight, (double)feeRate.GetFeePerK());
}
void CBlockPolicyEstimator::processBlockTx(unsigned int nBlockHeight, const CTxMemPoolEntry& entry)
bool CBlockPolicyEstimator::processBlockTx(unsigned int nBlockHeight, const CTxMemPoolEntry* entry)
{
if (!entry.WasClearAtEntry()) {
// This transaction depended on other transactions in the mempool to
// be included in a block before it was able to be included, so
// we shouldn't include it in our calculations
return;
if (!removeTx(entry->GetTx().GetHash())) {
// This transaction wasn't being tracked for fee estimation
return false;
}
// How many blocks did it take for miners to include this transaction?
// blocksToConfirm is 1-based, so a transaction included in the earliest
// possible block has confirmation count of 1
int blocksToConfirm = nBlockHeight - entry.GetHeight();
int blocksToConfirm = nBlockHeight - entry->GetHeight();
if (blocksToConfirm <= 0) {
// This can't happen because we don't process transactions from a block with a height
// lower than our greatest seen height
LogPrint("estimatefee", "Blockpolicy error Transaction had negative blocksToConfirm\n");
return;
return false;
}
// Feerates are stored and reported as BTC-per-kb:
CFeeRate feeRate(entry.GetFee(), entry.GetTxSize());
CFeeRate feeRate(entry->GetFee(), entry->GetTxSize());
feeStats.Record(blocksToConfirm, (double)feeRate.GetFeePerK());
return true;
}
void CBlockPolicyEstimator::processBlock(unsigned int nBlockHeight,
std::vector<CTxMemPoolEntry>& entries, bool fCurrentEstimate)
std::vector<const CTxMemPoolEntry*>& entries)
{
if (nBlockHeight <= nBestSeenHeight) {
// Ignore side chains and re-orgs; assuming they are random
@ -381,25 +380,30 @@ void CBlockPolicyEstimator::processBlock(unsigned int nBlockHeight,
// transaction fees."
return;
}
// Must update nBestSeenHeight in sync with ClearCurrent so that
// calls to removeTx (via processBlockTx) correctly calculate age
// of unconfirmed txs to remove from tracking.
nBestSeenHeight = nBlockHeight;
// Only want to be updating estimates when our blockchain is synced,
// otherwise we'll miscalculate how many blocks its taking to get included.
if (!fCurrentEstimate)
return;
// Clear the current block state
// Clear the current block state and update unconfirmed circular buffer
feeStats.ClearCurrent(nBlockHeight);
unsigned int countedTxs = 0;
// Repopulate the current block states
for (unsigned int i = 0; i < entries.size(); i++)
processBlockTx(nBlockHeight, entries[i]);
for (unsigned int i = 0; i < entries.size(); i++) {
if (processBlockTx(nBlockHeight, entries[i]))
countedTxs++;
}
// Update all exponential averages with the current block state
feeStats.UpdateMovingAverages();
LogPrint("estimatefee", "Blockpolicy after updating estimates for %u confirmed entries, new mempool map size %u\n",
entries.size(), mapMemPoolTxs.size());
LogPrint("estimatefee", "Blockpolicy after updating estimates for %u of %u txs in block, since last block %u of %u tracked, new mempool map size %u\n",
countedTxs, entries.size(), trackedTxs, trackedTxs + untrackedTxs, mapMemPoolTxs.size());
trackedTxs = 0;
untrackedTxs = 0;
}
CFeeRate CBlockPolicyEstimator::estimateFee(int confTarget)

11
src/policy/fees.h
View file

@ -203,16 +203,16 @@ public:
/** Process all the transactions that have been included in a block */
void processBlock(unsigned int nBlockHeight,
std::vector<CTxMemPoolEntry>& entries, bool fCurrentEstimate);
std::vector<const CTxMemPoolEntry*>& entries);
/** Process a transaction confirmed in a block*/
void processBlockTx(unsigned int nBlockHeight, const CTxMemPoolEntry& entry);
bool processBlockTx(unsigned int nBlockHeight, const CTxMemPoolEntry* entry);
/** Process a transaction accepted to the mempool*/
void processTransaction(const CTxMemPoolEntry& entry, bool fCurrentEstimate);
void processTransaction(const CTxMemPoolEntry& entry, bool validFeeEstimate);
/** Remove a transaction from the mempool tracking stats*/
void removeTx(uint256 hash);
bool removeTx(uint256 hash);
/** Return a feerate estimate */
CFeeRate estimateFee(int confTarget);
@ -258,6 +258,9 @@ private:
/** Classes to track historical data on transaction confirmations */
TxConfirmStats feeStats;
unsigned int trackedTxs;
unsigned int untrackedTxs;
};
class FeeFilterRounder

2
src/test/mempool_tests.cpp
View file

@ -120,7 +120,6 @@ BOOST_AUTO_TEST_CASE(MempoolIndexingTest)
{
CTxMemPool pool(CFeeRate(0));
TestMemPoolEntryHelper entry;
entry.hadNoDependencies = true;
/* 3rd highest fee */
CMutableTransaction tx1 = CMutableTransaction();
@ -323,7 +322,6 @@ BOOST_AUTO_TEST_CASE(MempoolAncestorIndexingTest)
{
CTxMemPool pool(CFeeRate(0));
TestMemPoolEntryHelper entry;
entry.hadNoDependencies = true;
/* 3rd highest fee */
CMutableTransaction tx1 = CMutableTransaction();

5
src/test/test_bitcoin.cpp
View file

@ -147,12 +147,11 @@ CTxMemPoolEntry TestMemPoolEntryHelper::FromTx(const CMutableTransaction &tx, CT
}
CTxMemPoolEntry TestMemPoolEntryHelper::FromTx(const CTransaction &txn, CTxMemPool *pool) {
bool hasNoDependencies = pool ? pool->HasNoInputsOf(txn) : hadNoDependencies;
// Hack to assume either its completely dependent on other mempool txs or not at all
CAmount inChainValue = hasNoDependencies ? txn.GetValueOut() : 0;
CAmount inChainValue = pool && pool->HasNoInputsOf(txn) ? txn.GetValueOut() : 0;
return CTxMemPoolEntry(MakeTransactionRef(txn), nFee, nTime, dPriority, nHeight,
hasNoDependencies, inChainValue, spendsCoinbase, sigOpCost, lp);
inChainValue, spendsCoinbase, sigOpCost, lp);
}
void Shutdown(void* parg)

4
src/test/test_bitcoin.h
View file

@ -70,14 +70,13 @@ struct TestMemPoolEntryHelper
int64_t nTime;
double dPriority;
unsigned int nHeight;
bool hadNoDependencies;
bool spendsCoinbase;
unsigned int sigOpCost;
LockPoints lp;
TestMemPoolEntryHelper() :
nFee(0), nTime(0), dPriority(0.0), nHeight(1),
hadNoDependencies(false), spendsCoinbase(false), sigOpCost(4) { }
spendsCoinbase(false), sigOpCost(4) { }
CTxMemPoolEntry FromTx(const CMutableTransaction &tx, CTxMemPool *pool = NULL);
CTxMemPoolEntry FromTx(const CTransaction &tx, CTxMemPool *pool = NULL);
@ -87,7 +86,6 @@ struct TestMemPoolEntryHelper
TestMemPoolEntryHelper &Time(int64_t _time) { nTime = _time; return *this; }
TestMemPoolEntryHelper &Priority(double _priority) { dPriority = _priority; return *this; }
TestMemPoolEntryHelper &Height(unsigned int _height) { nHeight = _height; return *this; }
TestMemPoolEntryHelper &HadNoDependencies(bool _hnd) { hadNoDependencies = _hnd; return *this; }
TestMemPoolEntryHelper &SpendsCoinbase(bool _flag) { spendsCoinbase = _flag; return *this; }
TestMemPoolEntryHelper &SigOpsCost(unsigned int _sigopsCost) { sigOpCost = _sigopsCost; return *this; }
};

23
src/txmempool.cpp
View file

@ -22,10 +22,10 @@ using namespace std;
CTxMemPoolEntry::CTxMemPoolEntry(const CTransactionRef& _tx, const CAmount& _nFee,
int64_t _nTime, double _entryPriority, unsigned int _entryHeight,
bool poolHasNoInputsOf, CAmount _inChainInputValue,
CAmount _inChainInputValue,
bool _spendsCoinbase, int64_t _sigOpsCost, LockPoints lp):
tx(_tx), nFee(_nFee), nTime(_nTime), entryPriority(_entryPriority), entryHeight(_entryHeight),
hadNoDependencies(poolHasNoInputsOf), inChainInputValue(_inChainInputValue),
inChainInputValue(_inChainInputValue),
spendsCoinbase(_spendsCoinbase), sigOpCost(_sigOpsCost), lockPoints(lp)
{
nTxWeight = GetTransactionWeight(*tx);
@ -392,7 +392,7 @@ void CTxMemPool::AddTransactionsUpdated(unsigned int n)
nTransactionsUpdated += n;
}
bool CTxMemPool::addUnchecked(const uint256& hash, const CTxMemPoolEntry &entry, setEntries &setAncestors, bool fCurrentEstimate)
bool CTxMemPool::addUnchecked(const uint256& hash, const CTxMemPoolEntry &entry, setEntries &setAncestors, bool validFeeEstimate)
{
// Add to memory pool without checking anything.
// Used by main.cpp AcceptToMemoryPool(), which DOES do
@ -442,7 +442,7 @@ bool CTxMemPool::addUnchecked(const uint256& hash, const CTxMemPoolEntry &entry,
nTransactionsUpdated++;
totalTxSize += entry.GetTxSize();
minerPolicyEstimator->processTransaction(entry, fCurrentEstimate);
minerPolicyEstimator->processTransaction(entry, validFeeEstimate);
vTxHashes.emplace_back(tx.GetWitnessHash(), newit);
newit->vTxHashesIdx = vTxHashes.size() - 1;
@ -591,19 +591,20 @@ void CTxMemPool::removeConflicts(const CTransaction &tx)
/**
* Called when a block is connected. Removes from mempool and updates the miner fee estimator.
*/
void CTxMemPool::removeForBlock(const std::vector<CTransactionRef>& vtx, unsigned int nBlockHeight,
bool fCurrentEstimate)
void CTxMemPool::removeForBlock(const std::vector<CTransactionRef>& vtx, unsigned int nBlockHeight)
{
LOCK(cs);
std::vector<CTxMemPoolEntry> entries;
std::vector<const CTxMemPoolEntry*> entries;
for (const auto& tx : vtx)
{
uint256 hash = tx->GetHash();
indexed_transaction_set::iterator i = mapTx.find(hash);
if (i != mapTx.end())
entries.push_back(*i);
entries.push_back(&*i);
}
// Before the txs in the new block have been removed from the mempool, update policy estimates
minerPolicyEstimator->processBlock(nBlockHeight, entries);
for (const auto& tx : vtx)
{
txiter it = mapTx.find(tx->GetHash());
@ -615,8 +616,6 @@ void CTxMemPool::removeForBlock(const std::vector<CTransactionRef>& vtx, unsigne
removeConflicts(*tx);
ClearPrioritisation(tx->GetHash());
}
// After the txs in the new block have been removed from the mempool, update policy estimates
minerPolicyEstimator->processBlock(nBlockHeight, entries, fCurrentEstimate);
lastRollingFeeUpdate = GetTime();
blockSinceLastRollingFeeBump = true;
}
@ -1015,14 +1014,14 @@ int CTxMemPool::Expire(int64_t time) {
return stage.size();
}
bool CTxMemPool::addUnchecked(const uint256&hash, const CTxMemPoolEntry &entry, bool fCurrentEstimate)
bool CTxMemPool::addUnchecked(const uint256&hash, const CTxMemPoolEntry &entry, bool validFeeEstimate)
{
LOCK(cs);
setEntries setAncestors;
uint64_t nNoLimit = std::numeric_limits<uint64_t>::max();
std::string dummy;
CalculateMemPoolAncestors(entry, setAncestors, nNoLimit, nNoLimit, nNoLimit, nNoLimit, dummy);
return addUnchecked(hash, entry, setAncestors, fCurrentEstimate);
return addUnchecked(hash, entry, setAncestors, validFeeEstimate);
}
void CTxMemPool::UpdateChild(txiter entry, txiter child, bool add)

11
src/txmempool.h
View file

@ -88,7 +88,6 @@ private:
int64_t nTime; //!< Local time when entering the mempool
double entryPriority; //!< Priority when entering the mempool
unsigned int entryHeight; //!< Chain height when entering the mempool
bool hadNoDependencies; //!< Not dependent on any other txs when it entered the mempool
CAmount inChainInputValue; //!< Sum of all txin values that are already in blockchain
bool spendsCoinbase; //!< keep track of transactions that spend a coinbase
int64_t sigOpCost; //!< Total sigop cost
@ -113,7 +112,7 @@ private:
public:
CTxMemPoolEntry(const CTransactionRef& _tx, const CAmount& _nFee,
int64_t _nTime, double _entryPriority, unsigned int _entryHeight,
bool poolHasNoInputsOf, CAmount _inChainInputValue, bool spendsCoinbase,
CAmount _inChainInputValue, bool spendsCoinbase,
int64_t nSigOpsCost, LockPoints lp);
CTxMemPoolEntry(const CTxMemPoolEntry& other);
@ -130,7 +129,6 @@ public:
size_t GetTxWeight() const { return nTxWeight; }
int64_t GetTime() const { return nTime; }
unsigned int GetHeight() const { return entryHeight; }
bool WasClearAtEntry() const { return hadNoDependencies; }
int64_t GetSigOpCost() const { return sigOpCost; }
int64_t GetModifiedFee() const { return nFee + feeDelta; }
size_t DynamicMemoryUsage() const { return nUsageSize; }
@ -525,14 +523,13 @@ public:
// to track size/count of descendant transactions. First version of
// addUnchecked can be used to have it call CalculateMemPoolAncestors(), and
// then invoke the second version.
bool addUnchecked(const uint256& hash, const CTxMemPoolEntry &entry, bool fCurrentEstimate = true);
bool addUnchecked(const uint256& hash, const CTxMemPoolEntry &entry, setEntries &setAncestors, bool fCurrentEstimate = true);
bool addUnchecked(const uint256& hash, const CTxMemPoolEntry &entry, bool validFeeEstimate = true);
bool addUnchecked(const uint256& hash, const CTxMemPoolEntry &entry, setEntries &setAncestors, bool validFeeEstimate = true);
void removeRecursive(const CTransaction &tx);
void removeForReorg(const CCoinsViewCache *pcoins, unsigned int nMemPoolHeight, int flags);
void removeConflicts(const CTransaction &tx);
void removeForBlock(const std::vector<CTransactionRef>& vtx, unsigned int nBlockHeight,
bool fCurrentEstimate = true);
void removeForBlock(const std::vector<CTransactionRef>& vtx, unsigned int nBlockHeight);
void clear();
void _clear(); //lock free
bool CompareDepthAndScore(const uint256& hasha, const uint256& hashb);

24
src/validation.cpp
View file

@ -525,6 +525,18 @@ std::string FormatStateMessage(const CValidationState &state)
state.GetRejectCode());
}
static bool IsCurrentForFeeEstimation()
{
AssertLockHeld(cs_main);
if (IsInitialBlockDownload())
return false;
if (chainActive.Tip()->GetBlockTime() < (GetTime() - MAX_FEE_ESTIMATION_TIP_AGE))
return false;
if (chainActive.Height() < pindexBestHeader->nHeight - 1)
return false;
return true;
}
bool AcceptToMemoryPoolWorker(CTxMemPool& pool, CValidationState& state, const CTransactionRef& ptx, bool fLimitFree,
bool* pfMissingInputs, int64_t nAcceptTime, bool fOverrideMempoolLimit, const CAmount& nAbsurdFee,
std::vector<uint256>& vHashTxnToUncache)
@ -692,7 +704,8 @@ bool AcceptToMemoryPoolWorker(CTxMemPool& pool, CValidationState& state, const C
}
}
CTxMemPoolEntry entry(ptx, nFees, nAcceptTime, dPriority, chainActive.Height(), pool.HasNoInputsOf(tx), inChainInputValue, fSpendsCoinbase, nSigOpsCost, lp);
CTxMemPoolEntry entry(ptx, nFees, nAcceptTime, dPriority, chainActive.Height(),
inChainInputValue, fSpendsCoinbase, nSigOpsCost, lp);
unsigned int nSize = entry.GetTxSize();
// Check that the transaction doesn't have an excessive number of
@ -940,8 +953,13 @@ bool AcceptToMemoryPoolWorker(CTxMemPool& pool, CValidationState& state, const C
}
pool.RemoveStaged(allConflicting, false);
// This transaction should only count for fee estimation if
// the node is not behind and it is not dependent on any other
// transactions in the mempool
bool validForFeeEstimation = IsCurrentForFeeEstimation() && pool.HasNoInputsOf(tx);
// Store transaction in memory
pool.addUnchecked(hash, entry, setAncestors, !IsInitialBlockDownload());
pool.addUnchecked(hash, entry, setAncestors, validForFeeEstimation);
// trim mempool and check if tx was trimmed
if (!fOverrideMempoolLimit) {
@ -2206,7 +2224,7 @@ bool static ConnectTip(CValidationState& state, const CChainParams& chainparams,
int64_t nTime5 = GetTimeMicros(); nTimeChainState += nTime5 - nTime4;
LogPrint("bench", " - Writing chainstate: %.2fms [%.2fs]\n", (nTime5 - nTime4) * 0.001, nTimeChainState * 0.000001);
// Remove conflicting transactions from the mempool.;
mempool.removeForBlock(blockConnecting.vtx, pindexNew->nHeight, !IsInitialBlockDownload());
mempool.removeForBlock(blockConnecting.vtx, pindexNew->nHeight);
// Update chainActive & related variables.
UpdateTip(pindexNew, chainparams);

2
src/validation.h
View file

@ -130,6 +130,8 @@ static const int64_t BLOCK_DOWNLOAD_TIMEOUT_PER_PEER = 500000;
static const unsigned int DEFAULT_LIMITFREERELAY = 0;
static const bool DEFAULT_RELAYPRIORITY = true;
static const int64_t DEFAULT_MAX_TIP_AGE = 24 * 60 * 60;
/** Maximum age of our tip in seconds for us to be considered current for fee estimation */
static const int64_t MAX_FEE_ESTIMATION_TIP_AGE = 3 * 60 * 60;
/** Default for -permitbaremultisig */
static const bool DEFAULT_PERMIT_BAREMULTISIG = true;

2
src/wallet/wallet.cpp
View file

@ -2578,7 +2578,7 @@ bool CWallet::CreateTransaction(const vector<CRecipient>& vecSend, CWalletTx& wt
if (GetBoolArg("-walletrejectlongchains", DEFAULT_WALLET_REJECT_LONG_CHAINS)) {
// Lastly, ensure this tx will pass the mempool's chain limits
LockPoints lp;
CTxMemPoolEntry entry(wtxNew.tx, 0, 0, 0, 0, false, 0, false, 0, lp);
CTxMemPoolEntry entry(wtxNew.tx, 0, 0, 0, 0, 0, false, 0, lp);
CTxMemPool::setEntries setAncestors;
size_t nLimitAncestors = GetArg("-limitancestorcount", DEFAULT_ANCESTOR_LIMIT);
size_t nLimitAncestorSize = GetArg("-limitancestorsize", DEFAULT_ANCESTOR_SIZE_LIMIT)*1000;