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Remove checking of mempool min fee from estimateSmartFee.

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This check has been moved to the wallet logic GetMinimumFee. The rpc call to
estimatesmartfee will now no longer return a result maxed with the mempool min
fee, but automated fee calculations from the wallet will produce the same result
as before and coincontrol and sendcoins dialogs in the GUI will correctly
display the right prospective fee.

changes to policy/fees.cpp include a big whitespace indentation change.
This commit is contained in:
Alex Morcos 2017-06-29 13:13:23 -04:00
parent 2fffaa9738
commit fd29d3df29
5 changed files with 61 additions and 74 deletions
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112
src/policy/fees.cpp
View file

@ -826,8 +826,10 @@ double CBlockPolicyEstimator::estimateConservativeFee(unsigned int doubleTarget,
* estimates, however, required the 95% threshold at 2 * target be met for any
* longer time horizons also.
*/
CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, FeeCalculation *feeCalc, const CTxMemPool& pool, bool conservative) const
CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, FeeCalculation *feeCalc, bool conservative) const
{
LOCK(cs_feeEstimator);
if (feeCalc) {
feeCalc->desiredTarget = confTarget;
feeCalc->returnedTarget = confTarget;
@ -835,80 +837,70 @@ CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, FeeCalculation
double median = -1;
EstimationResult tempResult;
{
LOCK(cs_feeEstimator);
// Return failure if trying to analyze a target we're not tracking
if (confTarget <= 0 || (unsigned int)confTarget > longStats->GetMaxConfirms())
return CFeeRate(0);
// Return failure if trying to analyze a target we're not tracking
if (confTarget <= 0 || (unsigned int)confTarget > longStats->GetMaxConfirms())
return CFeeRate(0);
// It's not possible to get reasonable estimates for confTarget of 1
if (confTarget == 1)
confTarget = 2;
// It's not possible to get reasonable estimates for confTarget of 1
if (confTarget == 1)
confTarget = 2;
unsigned int maxUsableEstimate = MaxUsableEstimate();
if (maxUsableEstimate <= 1)
return CFeeRate(0);
unsigned int maxUsableEstimate = MaxUsableEstimate();
if (maxUsableEstimate <= 1)
return CFeeRate(0);
if ((unsigned int)confTarget > maxUsableEstimate) {
confTarget = maxUsableEstimate;
}
if ((unsigned int)confTarget > maxUsableEstimate) {
confTarget = maxUsableEstimate;
}
assert(confTarget > 0); //estimateCombinedFee and estimateConservativeFee take unsigned ints
/** true is passed to estimateCombined fee for target/2 and target so
* that we check the max confirms for shorter time horizons as well.
* This is necessary to preserve monotonically increasing estimates.
* For non-conservative estimates we do the same thing for 2*target, but
* for conservative estimates we want to skip these shorter horizons
* checks for 2*target because we are taking the max over all time
* horizons so we already have monotonically increasing estimates and
* the purpose of conservative estimates is not to let short term
* fluctuations lower our estimates by too much.
*/
double halfEst = estimateCombinedFee(confTarget/2, HALF_SUCCESS_PCT, true, &tempResult);
assert(confTarget > 0); //estimateCombinedFee and estimateConservativeFee take unsigned ints
/** true is passed to estimateCombined fee for target/2 and target so
* that we check the max confirms for shorter time horizons as well.
* This is necessary to preserve monotonically increasing estimates.
* For non-conservative estimates we do the same thing for 2*target, but
* for conservative estimates we want to skip these shorter horizons
* checks for 2*target because we are taking the max over all time
* horizons so we already have monotonically increasing estimates and
* the purpose of conservative estimates is not to let short term
* fluctuations lower our estimates by too much.
*/
double halfEst = estimateCombinedFee(confTarget/2, HALF_SUCCESS_PCT, true, &tempResult);
if (feeCalc) {
feeCalc->est = tempResult;
feeCalc->reason = FeeReason::HALF_ESTIMATE;
}
median = halfEst;
double actualEst = estimateCombinedFee(confTarget, SUCCESS_PCT, true, &tempResult);
if (actualEst > median) {
median = actualEst;
if (feeCalc) {
feeCalc->est = tempResult;
feeCalc->reason = FeeReason::HALF_ESTIMATE;
feeCalc->reason = FeeReason::FULL_ESTIMATE;
}
median = halfEst;
double actualEst = estimateCombinedFee(confTarget, SUCCESS_PCT, true, &tempResult);
if (actualEst > median) {
median = actualEst;
if (feeCalc) {
feeCalc->est = tempResult;
feeCalc->reason = FeeReason::FULL_ESTIMATE;
}
}
double doubleEst = estimateCombinedFee(2 * confTarget, DOUBLE_SUCCESS_PCT, !conservative, &tempResult);
if (doubleEst > median) {
median = doubleEst;
if (feeCalc) {
feeCalc->est = tempResult;
feeCalc->reason = FeeReason::DOUBLE_ESTIMATE;
}
}
double doubleEst = estimateCombinedFee(2 * confTarget, DOUBLE_SUCCESS_PCT, !conservative, &tempResult);
if (doubleEst > median) {
median = doubleEst;
if (feeCalc) {
feeCalc->est = tempResult;
feeCalc->reason = FeeReason::DOUBLE_ESTIMATE;
}
}
if (conservative || median == -1) {
double consEst = estimateConservativeFee(2 * confTarget, &tempResult);
if (consEst > median) {
median = consEst;
if (feeCalc) {
feeCalc->est = tempResult;
feeCalc->reason = FeeReason::CONSERVATIVE;
}
if (conservative || median == -1) {
double consEst = estimateConservativeFee(2 * confTarget, &tempResult);
if (consEst > median) {
median = consEst;
if (feeCalc) {
feeCalc->est = tempResult;
feeCalc->reason = FeeReason::CONSERVATIVE;
}
}
} // Must unlock cs_feeEstimator before taking mempool locks
}
if (feeCalc) feeCalc->returnedTarget = confTarget;
// If mempool is limiting txs , return at least the min feerate from the mempool
CAmount minPoolFee = pool.GetMinFee(GetArg("-maxmempool", DEFAULT_MAX_MEMPOOL_SIZE) * 1000000).GetFeePerK();
if (minPoolFee > 0 && minPoolFee > median) {
if (feeCalc) feeCalc->reason = FeeReason::MEMPOOL_MIN;
return CFeeRate(minPoolFee);
}
if (median < 0)
return CFeeRate(0);

2
src/policy/fees.h
View file

@ -208,7 +208,7 @@ public:
* the closest target where one can be given. 'conservative' estimates are
* valid over longer time horizons also.
*/
CFeeRate estimateSmartFee(int confTarget, FeeCalculation *feeCalc, const CTxMemPool& pool, bool conservative) const;
CFeeRate estimateSmartFee(int confTarget, FeeCalculation *feeCalc, bool conservative) const;
/** Return a specific fee estimate calculation with a given success
* threshold and time horizon, and optionally return detailed data about

3
src/rpc/mining.cpp
View file

@ -815,7 +815,6 @@ UniValue estimatesmartfee(const JSONRPCRequest& request)
"\n"
"A negative value is returned if not enough transactions and blocks\n"
"have been observed to make an estimate for any number of blocks.\n"
"However it will not return a value below the mempool reject fee.\n"
"\nExample:\n"
+ HelpExampleCli("estimatesmartfee", "6")
);
@ -831,7 +830,7 @@ UniValue estimatesmartfee(const JSONRPCRequest& request)
UniValue result(UniValue::VOBJ);
FeeCalculation feeCalc;
CFeeRate feeRate = ::feeEstimator.estimateSmartFee(nBlocks, &feeCalc, ::mempool, conservative);
CFeeRate feeRate = ::feeEstimator.estimateSmartFee(nBlocks, &feeCalc, conservative);
result.push_back(Pair("feerate", feeRate == CFeeRate(0) ? -1.0 : ValueFromAmount(feeRate.GetFeePerK())));
result.push_back(Pair("blocks", feeCalc.returnedTarget));
return result;

10
src/test/policyestimator_tests.cpp
View file

@ -177,16 +177,6 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
for (int i = 2; i < 9; i++) { // At 9, the original estimate was already at the bottom (b/c scale = 2)
BOOST_CHECK(feeEst.estimateFee(i).GetFeePerK() < origFeeEst[i-1] - deltaFee);
}
// Test that if the mempool is limited, estimateSmartFee won't return a value below the mempool min fee
mpool.addUnchecked(tx.GetHash(), entry.Fee(feeV[5]).Time(GetTime()).Height(blocknum).FromTx(tx));
// evict that transaction which should set a mempool min fee of minRelayTxFee + feeV[5]
mpool.TrimToSize(1);
BOOST_CHECK(mpool.GetMinFee(1).GetFeePerK() > feeV[5]);
for (int i = 1; i < 10; i++) {
BOOST_CHECK(feeEst.estimateSmartFee(i, NULL, mpool, true).GetFeePerK() >= feeEst.estimateRawFee(i, 0.85, FeeEstimateHorizon::MED_HALFLIFE).GetFeePerK());
BOOST_CHECK(feeEst.estimateSmartFee(i, NULL, mpool, true).GetFeePerK() >= mpool.GetMinFee(1).GetFeePerK());
}
}
BOOST_AUTO_TEST_SUITE_END()

8
src/wallet/wallet.cpp
View file

@ -2951,12 +2951,18 @@ CAmount CWallet::GetMinimumFee(unsigned int nTxBytes, const CCoinControl& coin_c
if (coin_control.m_fee_mode == FeeEstimateMode::CONSERVATIVE) conservative_estimate = true;
else if (coin_control.m_fee_mode == FeeEstimateMode::ECONOMICAL) conservative_estimate = false;
fee_needed = estimator.estimateSmartFee(target, feeCalc, pool, conservative_estimate).GetFee(nTxBytes);
fee_needed = estimator.estimateSmartFee(target, feeCalc, conservative_estimate).GetFee(nTxBytes);
if (fee_needed == 0) {
// if we don't have enough data for estimateSmartFee, then use fallbackFee
fee_needed = fallbackFee.GetFee(nTxBytes);
if (feeCalc) feeCalc->reason = FeeReason::FALLBACK;
}
// Obey mempool min fee when using smart fee estimation
CAmount min_mempool_fee = pool.GetMinFee(GetArg("-maxmempool", DEFAULT_MAX_MEMPOOL_SIZE) * 1000000).GetFee(nTxBytes);
if (fee_needed < min_mempool_fee) {
fee_needed = min_mempool_fee;
if (feeCalc) feeCalc->reason = FeeReason::MEMPOOL_MIN;
}
}
// prevent user from paying a fee below minRelayTxFee or minTxFee