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// Copyright (c) 2009-2010 Satoshi Nakamoto
// Copyright (c) 2009-2015 The Bitcoin Core developers
// Distributed under the MIT software license, see the accompanying
// file COPYING or http://www.opensource.org/licenses/mit-license.php.
#ifndef BITCOIN_TXMEMPOOL_H
#define BITCOIN_TXMEMPOOL_H
#include <list>
#include <set>
#include "amount.h"
#include "coins.h"
#include "primitives/transaction.h"
#include "sync.h"
#undef foreach
#include "boost/multi_index_container.hpp"
#include "boost/multi_index/ordered_index.hpp"
class CAutoFile;
class CBlockIndex;
inline double AllowFreeThreshold()
{
return COIN * 144 / 250;
}
estimatefee / estimatepriority RPC methods New RPC methods: return an estimate of the fee (or priority) a transaction needs to be likely to confirm in a given number of blocks. Mike Hearn created the first version of this method for estimating fees. It works as follows: For transactions that took 1 to N (I picked N=25) blocks to confirm, keep N buckets with at most 100 entries in each recording the fees-per-kilobyte paid by those transactions. (separate buckets are kept for transactions that confirmed because they are high-priority) The buckets are filled as blocks are found, and are saved/restored in a new fee_estiamtes.dat file in the data directory. A few variations on Mike's initial scheme: To estimate the fee needed for a transaction to confirm in X buckets, all of the samples in all of the buckets are used and a median of all of the data is used to make the estimate. For example, imagine 25 buckets each containing the full 100 entries. Those 2,500 samples are sorted, and the estimate of the fee needed to confirm in the very next block is the 50'th-highest-fee-entry in that sorted list; the estimate of the fee needed to confirm in the next two blocks is the 150'th-highest-fee-entry, etc. That algorithm has the nice property that estimates of how much fee you need to pay to get confirmed in block N will always be greater than or equal to the estimate for block N+1. It would clearly be wrong to say "pay 11 uBTC and you'll get confirmed in 3 blocks, but pay 12 uBTC and it will take LONGER". A single block will not contribute more than 10 entries to any one bucket, so a single miner and a large block cannot overwhelm the estimates.
11 years ago
inline bool AllowFree(double dPriority)
{
// Large (in bytes) low-priority (new, small-coin) transactions
// need a fee.
return dPriority > AllowFreeThreshold();
estimatefee / estimatepriority RPC methods New RPC methods: return an estimate of the fee (or priority) a transaction needs to be likely to confirm in a given number of blocks. Mike Hearn created the first version of this method for estimating fees. It works as follows: For transactions that took 1 to N (I picked N=25) blocks to confirm, keep N buckets with at most 100 entries in each recording the fees-per-kilobyte paid by those transactions. (separate buckets are kept for transactions that confirmed because they are high-priority) The buckets are filled as blocks are found, and are saved/restored in a new fee_estiamtes.dat file in the data directory. A few variations on Mike's initial scheme: To estimate the fee needed for a transaction to confirm in X buckets, all of the samples in all of the buckets are used and a median of all of the data is used to make the estimate. For example, imagine 25 buckets each containing the full 100 entries. Those 2,500 samples are sorted, and the estimate of the fee needed to confirm in the very next block is the 50'th-highest-fee-entry in that sorted list; the estimate of the fee needed to confirm in the next two blocks is the 150'th-highest-fee-entry, etc. That algorithm has the nice property that estimates of how much fee you need to pay to get confirmed in block N will always be greater than or equal to the estimate for block N+1. It would clearly be wrong to say "pay 11 uBTC and you'll get confirmed in 3 blocks, but pay 12 uBTC and it will take LONGER". A single block will not contribute more than 10 entries to any one bucket, so a single miner and a large block cannot overwhelm the estimates.
11 years ago
}
/** 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;
struct LockPoints
{
// Will be set to the blockchain height and median time past
// values that would be necessary to satisfy all relative locktime
// constraints (BIP68) of this tx given our view of block chain history
int height;
int64_t time;
// As long as the current chain descends from the highest height block
// containing one of the inputs used in the calculation, then the cached
// values are still valid even after a reorg.
CBlockIndex* maxInputBlock;
LockPoints() : height(0), time(0), maxInputBlock(NULL) { }
};
class CTxMemPool;
/** \class CTxMemPoolEntry
*
* CTxMemPoolEntry stores data about the correponding transaction, as well
* as data about all in-mempool transactions that depend on the transaction
* ("descendant" transactions).
*
* When a new entry is added to the mempool, we update the descendant state
* (nCountWithDescendants, nSizeWithDescendants, and nModFeesWithDescendants) for
* all ancestors of the newly added transaction.
*
* If updating the descendant state is skipped, we can mark the entry as
* "dirty", and set nSizeWithDescendants/nModFeesWithDescendants to equal nTxSize/
* nFee+feeDelta. (This can potentially happen during a reorg, where we limit the
* amount of work we're willing to do to avoid consuming too much CPU.)
*
*/
class CTxMemPoolEntry
{
private:
CTransaction tx;
CAmount nFee; //! Cached to avoid expensive parent-transaction lookups
size_t nTxSize; //! ... and avoid recomputing tx size
size_t nModSize; //! ... and modified size for priority
size_t nUsageSize; //! ... and total memory usage
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
unsigned int sigOpCount; //! Legacy sig ops plus P2SH sig op count
int64_t feeDelta; //! Used for determining the priority of the transaction for mining in a block
LockPoints lockPoints; //! Track the height and time at which tx was final
// Information about descendants of this transaction that are in the
// mempool; if we remove this transaction we must remove all of these
// descendants as well. if nCountWithDescendants is 0, treat this entry as
// dirty, and nSizeWithDescendants and nModFeesWithDescendants will not be
// correct.
uint64_t nCountWithDescendants; //! number of descendant transactions
uint64_t nSizeWithDescendants; //! ... and size
CAmount nModFeesWithDescendants; //! ... and total fees (all including us)
// Analogous statistics for ancestor transactions
uint64_t nCountWithAncestors;
uint64_t nSizeWithAncestors;
CAmount nModFeesWithAncestors;
unsigned int nSigOpCountWithAncestors;
public:
CTxMemPoolEntry(const CTransaction& _tx, const CAmount& _nFee,
int64_t _nTime, double _entryPriority, unsigned int _entryHeight,
bool poolHasNoInputsOf, CAmount _inChainInputValue, bool spendsCoinbase,
unsigned int nSigOps, LockPoints lp);
CTxMemPoolEntry(const CTxMemPoolEntry& other);
const CTransaction& GetTx() const { return this->tx; }
/**
* Fast calculation of lower bound of current priority as update
* from entry priority. Only inputs that were originally in-chain will age.
*/
double GetPriority(unsigned int currentHeight) const;
const CAmount& GetFee() const { return nFee; }
size_t GetTxSize() const { return nTxSize; }
int64_t GetTime() const { return nTime; }
unsigned int GetHeight() const { return entryHeight; }
bool WasClearAtEntry() const { return hadNoDependencies; }
unsigned int GetSigOpCount() const { return sigOpCount; }
int64_t GetModifiedFee() const { return nFee + feeDelta; }
size_t DynamicMemoryUsage() const { return nUsageSize; }
const LockPoints& GetLockPoints() const { return lockPoints; }
// Adjusts the descendant state, if this entry is not dirty.
void UpdateDescendantState(int64_t modifySize, CAmount modifyFee, int64_t modifyCount);
// Adjusts the ancestor state
void UpdateAncestorState(int64_t modifySize, CAmount modifyFee, int64_t modifyCount, int modifySigOps);
// Updates the fee delta used for mining priority score, and the
// modified fees with descendants.
void UpdateFeeDelta(int64_t feeDelta);
// Update the LockPoints after a reorg
void UpdateLockPoints(const LockPoints& lp);
uint64_t GetCountWithDescendants() const { return nCountWithDescendants; }
uint64_t GetSizeWithDescendants() const { return nSizeWithDescendants; }
CAmount GetModFeesWithDescendants() const { return nModFeesWithDescendants; }
bool GetSpendsCoinbase() const { return spendsCoinbase; }
uint64_t GetCountWithAncestors() const { return nCountWithAncestors; }
uint64_t GetSizeWithAncestors() const { return nSizeWithAncestors; }
CAmount GetModFeesWithAncestors() const { return nModFeesWithAncestors; }
unsigned int GetSigOpCountWithAncestors() const { return nSigOpCountWithAncestors; }
};
// Helpers for modifying CTxMemPool::mapTx, which is a boost multi_index.
struct update_descendant_state
{
update_descendant_state(int64_t _modifySize, CAmount _modifyFee, int64_t _modifyCount) :
modifySize(_modifySize), modifyFee(_modifyFee), modifyCount(_modifyCount)
{}
void operator() (CTxMemPoolEntry &e)
{ e.UpdateDescendantState(modifySize, modifyFee, modifyCount); }
private:
int64_t modifySize;
CAmount modifyFee;
int64_t modifyCount;
};
struct update_ancestor_state
{
update_ancestor_state(int64_t _modifySize, CAmount _modifyFee, int64_t _modifyCount, int _modifySigOps) :
modifySize(_modifySize), modifyFee(_modifyFee), modifyCount(_modifyCount), modifySigOps(_modifySigOps)
{}
void operator() (CTxMemPoolEntry &e)
{ e.UpdateAncestorState(modifySize, modifyFee, modifyCount, modifySigOps); }
private:
int64_t modifySize;
CAmount modifyFee;
int64_t modifyCount;
int modifySigOps;
};
struct update_fee_delta
{
update_fee_delta(int64_t _feeDelta) : feeDelta(_feeDelta) { }
void operator() (CTxMemPoolEntry &e) { e.UpdateFeeDelta(feeDelta); }
private:
int64_t feeDelta;
};
struct update_lock_points
{
update_lock_points(const LockPoints& _lp) : lp(_lp) { }
void operator() (CTxMemPoolEntry &e) { e.UpdateLockPoints(lp); }
private:
const LockPoints& lp;
};
// extracts a TxMemPoolEntry's transaction hash
struct mempoolentry_txid
{
typedef uint256 result_type;
result_type operator() (const CTxMemPoolEntry &entry) const
{
return entry.GetTx().GetHash();
}
};
/** \class CompareTxMemPoolEntryByDescendantScore
*
* Sort an entry by max(score/size of entry's tx, score/size with all descendants).
*/
class CompareTxMemPoolEntryByDescendantScore
{
public:
bool operator()(const CTxMemPoolEntry& a, const CTxMemPoolEntry& b)
{
bool fUseADescendants = UseDescendantScore(a);
bool fUseBDescendants = UseDescendantScore(b);
double aModFee = fUseADescendants ? a.GetModFeesWithDescendants() : a.GetModifiedFee();
double aSize = fUseADescendants ? a.GetSizeWithDescendants() : a.GetTxSize();
double bModFee = fUseBDescendants ? b.GetModFeesWithDescendants() : b.GetModifiedFee();
double bSize = fUseBDescendants ? b.GetSizeWithDescendants() : b.GetTxSize();
// Avoid division by rewriting (a/b > c/d) as (a*d > c*b).
double f1 = aModFee * bSize;
double f2 = aSize * bModFee;
if (f1 == f2) {
return a.GetTime() >= b.GetTime();
}
return f1 < f2;
}
// Calculate which score to use for an entry (avoiding division).
bool UseDescendantScore(const CTxMemPoolEntry &a)
{
double f1 = (double)a.GetModifiedFee() * a.GetSizeWithDescendants();
double f2 = (double)a.GetModFeesWithDescendants() * a.GetTxSize();
return f2 > f1;
}
};
/** \class CompareTxMemPoolEntryByScore
*
* Sort by score of entry ((fee+delta)/size) in descending order
*/
class CompareTxMemPoolEntryByScore
{
public:
bool operator()(const CTxMemPoolEntry& a, const CTxMemPoolEntry& b)
{
double f1 = (double)a.GetModifiedFee() * b.GetTxSize();
double f2 = (double)b.GetModifiedFee() * a.GetTxSize();
if (f1 == f2) {
return b.GetTx().GetHash() < a.GetTx().GetHash();
}
return f1 > f2;
}
};
class CompareTxMemPoolEntryByEntryTime
{
public:
bool operator()(const CTxMemPoolEntry& a, const CTxMemPoolEntry& b)
{
return a.GetTime() < b.GetTime();
}
};
class CompareTxMemPoolEntryByAncestorFee
{
public:
bool operator()(const CTxMemPoolEntry& a, const CTxMemPoolEntry& b)
{
double aFees = a.GetModFeesWithAncestors();
double aSize = a.GetSizeWithAncestors();
double bFees = b.GetModFeesWithAncestors();
double bSize = b.GetSizeWithAncestors();
// Avoid division by rewriting (a/b > c/d) as (a*d > c*b).
double f1 = aFees * bSize;
double f2 = aSize * bFees;
if (f1 == f2) {
return a.GetTx().GetHash() < b.GetTx().GetHash();
}
return f1 > f2;
}
};
// Multi_index tag names
struct descendant_score {};
struct entry_time {};
struct mining_score {};
struct ancestor_score {};
class CBlockPolicyEstimator;
estimatefee / estimatepriority RPC methods New RPC methods: return an estimate of the fee (or priority) a transaction needs to be likely to confirm in a given number of blocks. Mike Hearn created the first version of this method for estimating fees. It works as follows: For transactions that took 1 to N (I picked N=25) blocks to confirm, keep N buckets with at most 100 entries in each recording the fees-per-kilobyte paid by those transactions. (separate buckets are kept for transactions that confirmed because they are high-priority) The buckets are filled as blocks are found, and are saved/restored in a new fee_estiamtes.dat file in the data directory. A few variations on Mike's initial scheme: To estimate the fee needed for a transaction to confirm in X buckets, all of the samples in all of the buckets are used and a median of all of the data is used to make the estimate. For example, imagine 25 buckets each containing the full 100 entries. Those 2,500 samples are sorted, and the estimate of the fee needed to confirm in the very next block is the 50'th-highest-fee-entry in that sorted list; the estimate of the fee needed to confirm in the next two blocks is the 150'th-highest-fee-entry, etc. That algorithm has the nice property that estimates of how much fee you need to pay to get confirmed in block N will always be greater than or equal to the estimate for block N+1. It would clearly be wrong to say "pay 11 uBTC and you'll get confirmed in 3 blocks, but pay 12 uBTC and it will take LONGER". A single block will not contribute more than 10 entries to any one bucket, so a single miner and a large block cannot overwhelm the estimates.
11 years ago
/** An inpoint - a combination of a transaction and an index n into its vin */
class CInPoint
{
public:
const CTransaction* ptx;
uint32_t n;
CInPoint() { SetNull(); }
CInPoint(const CTransaction* ptxIn, uint32_t nIn) { ptx = ptxIn; n = nIn; }
void SetNull() { ptx = NULL; n = (uint32_t) -1; }
bool IsNull() const { return (ptx == NULL && n == (uint32_t) -1); }
size_t DynamicMemoryUsage() const { return 0; }
};
/**
* CTxMemPool stores valid-according-to-the-current-best-chain
* transactions that may be included in the next block.
*
* Transactions are added when they are seen on the network
* (or created by the local node), but not all transactions seen
* are added to the pool: if a new transaction double-spends
* an input of a transaction in the pool, it is dropped,
* as are non-standard transactions.
*
* CTxMemPool::mapTx, and CTxMemPoolEntry bookkeeping:
*
* mapTx is a boost::multi_index that sorts the mempool on 4 criteria:
* - transaction hash
* - feerate [we use max(feerate of tx, feerate of tx with all descendants)]
* - time in mempool
* - mining score (feerate modified by any fee deltas from PrioritiseTransaction)
*
* Note: the term "descendant" refers to in-mempool transactions that depend on
* this one, while "ancestor" refers to in-mempool transactions that a given
* transaction depends on.
*
* In order for the feerate sort to remain correct, we must update transactions
* in the mempool when new descendants arrive. To facilitate this, we track
* the set of in-mempool direct parents and direct children in mapLinks. Within
* each CTxMemPoolEntry, we track the size and fees of all descendants.
*
* Usually when a new transaction is added to the mempool, it has no in-mempool
* children (because any such children would be an orphan). So in
* addUnchecked(), we:
* - update a new entry's setMemPoolParents to include all in-mempool parents
* - update the new entry's direct parents to include the new tx as a child
* - update all ancestors of the transaction to include the new tx's size/fee
*
* When a transaction is removed from the mempool, we must:
* - update all in-mempool parents to not track the tx in setMemPoolChildren
* - update all ancestors to not include the tx's size/fees in descendant state
* - update all in-mempool children to not include it as a parent
*
* These happen in UpdateForRemoveFromMempool(). (Note that when removing a
* transaction along with its descendants, we must calculate that set of
* transactions to be removed before doing the removal, or else the mempool can
* be in an inconsistent state where it's impossible to walk the ancestors of
* a transaction.)
*
* In the event of a reorg, the assumption that a newly added tx has no
* in-mempool children is false. In particular, the mempool is in an
* inconsistent state while new transactions are being added, because there may
* be descendant transactions of a tx coming from a disconnected block that are
* unreachable from just looking at transactions in the mempool (the linking
* transactions may also be in the disconnected block, waiting to be added).
* Because of this, there's not much benefit in trying to search for in-mempool
* children in addUnchecked(). Instead, in the special case of transactions
* being added from a disconnected block, we require the caller to clean up the
* state, to account for in-mempool, out-of-block descendants for all the
* in-block transactions by calling UpdateTransactionsFromBlock(). Note that
* until this is called, the mempool state is not consistent, and in particular
* mapLinks may not be correct (and therefore functions like
* CalculateMemPoolAncestors() and CalculateDescendants() that rely
* on them to walk the mempool are not generally safe to use).
*
* Computational limits:
*
* Updating all in-mempool ancestors of a newly added transaction can be slow,
* if no bound exists on how many in-mempool ancestors there may be.
* CalculateMemPoolAncestors() takes configurable limits that are designed to
* prevent these calculations from being too CPU intensive.
*
* Adding transactions from a disconnected block can be very time consuming,
* because we don't have a way to limit the number of in-mempool descendants.
* To bound CPU processing, we limit the amount of work we're willing to do
* to properly update the descendant information for a tx being added from
* a disconnected block. If we would exceed the limit, then we instead mark
* the entry as "dirty", and set the feerate for sorting purposes to be equal
* the feerate of the transaction without any descendants.
*
*/
class CTxMemPool
{
private:
uint32_t nCheckFrequency; //! Value n means that n times in 2^32 we check.
unsigned int nTransactionsUpdated;
CBlockPolicyEstimator* minerPolicyEstimator;
uint64_t totalTxSize; //! sum of all mempool tx' byte sizes
uint64_t cachedInnerUsage; //! sum of dynamic memory usage of all the map elements (NOT the maps themselves)
CFeeRate minReasonableRelayFee;
mutable int64_t lastRollingFeeUpdate;
mutable bool blockSinceLastRollingFeeBump;
mutable double rollingMinimumFeeRate; //! minimum fee to get into the pool, decreases exponentially
void trackPackageRemoved(const CFeeRate& rate);
public:
static const int ROLLING_FEE_HALFLIFE = 60 * 60 * 12; // public only for testing
typedef boost::multi_index_container<
CTxMemPoolEntry,
boost::multi_index::indexed_by<
// sorted by txid
boost::multi_index::ordered_unique<mempoolentry_txid>,
// sorted by fee rate
boost::multi_index::ordered_non_unique<
boost::multi_index::tag<descendant_score>,
boost::multi_index::identity<CTxMemPoolEntry>,
CompareTxMemPoolEntryByDescendantScore
>,
// sorted by entry time
boost::multi_index::ordered_non_unique<
boost::multi_index::tag<entry_time>,
boost::multi_index::identity<CTxMemPoolEntry>,
CompareTxMemPoolEntryByEntryTime
>,
// sorted by score (for mining prioritization)
boost::multi_index::ordered_unique<
boost::multi_index::tag<mining_score>,
boost::multi_index::identity<CTxMemPoolEntry>,
CompareTxMemPoolEntryByScore
>,
// sorted by fee rate with ancestors
boost::multi_index::ordered_non_unique<
boost::multi_index::tag<ancestor_score>,
boost::multi_index::identity<CTxMemPoolEntry>,
CompareTxMemPoolEntryByAncestorFee
>
>
> indexed_transaction_set;
mutable CCriticalSection cs;
indexed_transaction_set mapTx;
typedef indexed_transaction_set::nth_index<0>::type::iterator txiter;
struct CompareIteratorByHash {
bool operator()(const txiter &a, const txiter &b) const {
return a->GetTx().GetHash() < b->GetTx().GetHash();
}
};
typedef std::set<txiter, CompareIteratorByHash> setEntries;
const setEntries & GetMemPoolParents(txiter entry) const;
const setEntries & GetMemPoolChildren(txiter entry) const;
private:
typedef std::map<txiter, setEntries, CompareIteratorByHash> cacheMap;
struct TxLinks {
setEntries parents;
setEntries children;
};
typedef std::map<txiter, TxLinks, CompareIteratorByHash> txlinksMap;
txlinksMap mapLinks;
void UpdateParent(txiter entry, txiter parent, bool add);
void UpdateChild(txiter entry, txiter child, bool add);
public:
std::map<COutPoint, CInPoint> mapNextTx;
std::map<uint256, std::pair<double, CAmount> > mapDeltas;
/** Create a new CTxMemPool.
* minReasonableRelayFee should be a feerate which is, roughly, somewhere
* around what it "costs" to relay a transaction around the network and
* below which we would reasonably say a transaction has 0-effective-fee.
*/
CTxMemPool(const CFeeRate& _minReasonableRelayFee);
estimatefee / estimatepriority RPC methods New RPC methods: return an estimate of the fee (or priority) a transaction needs to be likely to confirm in a given number of blocks. Mike Hearn created the first version of this method for estimating fees. It works as follows: For transactions that took 1 to N (I picked N=25) blocks to confirm, keep N buckets with at most 100 entries in each recording the fees-per-kilobyte paid by those transactions. (separate buckets are kept for transactions that confirmed because they are high-priority) The buckets are filled as blocks are found, and are saved/restored in a new fee_estiamtes.dat file in the data directory. A few variations on Mike's initial scheme: To estimate the fee needed for a transaction to confirm in X buckets, all of the samples in all of the buckets are used and a median of all of the data is used to make the estimate. For example, imagine 25 buckets each containing the full 100 entries. Those 2,500 samples are sorted, and the estimate of the fee needed to confirm in the very next block is the 50'th-highest-fee-entry in that sorted list; the estimate of the fee needed to confirm in the next two blocks is the 150'th-highest-fee-entry, etc. That algorithm has the nice property that estimates of how much fee you need to pay to get confirmed in block N will always be greater than or equal to the estimate for block N+1. It would clearly be wrong to say "pay 11 uBTC and you'll get confirmed in 3 blocks, but pay 12 uBTC and it will take LONGER". A single block will not contribute more than 10 entries to any one bucket, so a single miner and a large block cannot overwhelm the estimates.
11 years ago
~CTxMemPool();
/**
* If sanity-checking is turned on, check makes sure the pool is
* consistent (does not contain two transactions that spend the same inputs,
* all inputs are in the mapNextTx array). If sanity-checking is turned off,
* check does nothing.
*/
void check(const CCoinsViewCache *pcoins) const;
void setSanityCheck(double dFrequency = 1.0) { nCheckFrequency = dFrequency * 4294967295.0; }
// addUnchecked must updated state for all ancestors of a given transaction,
// 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);
void removeRecursive(const CTransaction &tx, std::list<CTransaction>& removed);
void removeForReorg(const CCoinsViewCache *pcoins, unsigned int nMemPoolHeight, int flags);
void removeConflicts(const CTransaction &tx, std::list<CTransaction>& removed);
estimatefee / estimatepriority RPC methods New RPC methods: return an estimate of the fee (or priority) a transaction needs to be likely to confirm in a given number of blocks. Mike Hearn created the first version of this method for estimating fees. It works as follows: For transactions that took 1 to N (I picked N=25) blocks to confirm, keep N buckets with at most 100 entries in each recording the fees-per-kilobyte paid by those transactions. (separate buckets are kept for transactions that confirmed because they are high-priority) The buckets are filled as blocks are found, and are saved/restored in a new fee_estiamtes.dat file in the data directory. A few variations on Mike's initial scheme: To estimate the fee needed for a transaction to confirm in X buckets, all of the samples in all of the buckets are used and a median of all of the data is used to make the estimate. For example, imagine 25 buckets each containing the full 100 entries. Those 2,500 samples are sorted, and the estimate of the fee needed to confirm in the very next block is the 50'th-highest-fee-entry in that sorted list; the estimate of the fee needed to confirm in the next two blocks is the 150'th-highest-fee-entry, etc. That algorithm has the nice property that estimates of how much fee you need to pay to get confirmed in block N will always be greater than or equal to the estimate for block N+1. It would clearly be wrong to say "pay 11 uBTC and you'll get confirmed in 3 blocks, but pay 12 uBTC and it will take LONGER". A single block will not contribute more than 10 entries to any one bucket, so a single miner and a large block cannot overwhelm the estimates.
11 years ago
void removeForBlock(const std::vector<CTransaction>& vtx, unsigned int nBlockHeight,
std::list<CTransaction>& conflicts, bool fCurrentEstimate = true);
void clear();
void _clear(); //lock free
void queryHashes(std::vector<uint256>& vtxid);
void pruneSpent(const uint256& hash, CCoins &coins);
unsigned int GetTransactionsUpdated() const;
void AddTransactionsUpdated(unsigned int n);
/**
* Check that none of this transactions inputs are in the mempool, and thus
* the tx is not dependent on other mempool transactions to be included in a block.
*/
bool HasNoInputsOf(const CTransaction& tx) const;
/** Affect CreateNewBlock prioritisation of transactions */
void PrioritiseTransaction(const uint256 hash, const std::string strHash, double dPriorityDelta, const CAmount& nFeeDelta);
void ApplyDeltas(const uint256 hash, double &dPriorityDelta, CAmount &nFeeDelta) const;
void ClearPrioritisation(const uint256 hash);
public:
/** Remove a set of transactions from the mempool.
* If a transaction is in this set, then all in-mempool descendants must
* also be in the set, unless this transaction is being removed for being
* in a block.
* Set updateDescendants to true when removing a tx that was in a block, so
* that any in-mempool descendants have their ancestor state updated.
*/
void RemoveStaged(setEntries &stage, bool updateDescendants);
/** When adding transactions from a disconnected block back to the mempool,
* new mempool entries may have children in the mempool (which is generally
* not the case when otherwise adding transactions).
* UpdateTransactionsFromBlock() will find child transactions and update the
* descendant state for each transaction in hashesToUpdate (excluding any
* child transactions present in hashesToUpdate, which are already accounted
* for). Note: hashesToUpdate should be the set of transactions from the
* disconnected block that have been accepted back into the mempool.
*/
void UpdateTransactionsFromBlock(const std::vector<uint256> &hashesToUpdate);
/** Try to calculate all in-mempool ancestors of entry.
* (these are all calculated including the tx itself)
* limitAncestorCount = max number of ancestors
* limitAncestorSize = max size of ancestors
* limitDescendantCount = max number of descendants any ancestor can have
* limitDescendantSize = max size of descendants any ancestor can have
* errString = populated with error reason if any limits are hit
* fSearchForParents = whether to search a tx's vin for in-mempool parents, or
* look up parents from mapLinks. Must be true for entries not in the mempool
*/
bool CalculateMemPoolAncestors(const CTxMemPoolEntry &entry, setEntries &setAncestors, uint64_t limitAncestorCount, uint64_t limitAncestorSize, uint64_t limitDescendantCount, uint64_t limitDescendantSize, std::string &errString, bool fSearchForParents = true) const;
/** Populate setDescendants with all in-mempool descendants of hash.
* Assumes that setDescendants includes all in-mempool descendants of anything
* already in it. */
void CalculateDescendants(txiter it, setEntries &setDescendants);
/** The minimum fee to get into the mempool, which may itself not be enough
* for larger-sized transactions.
* The minReasonableRelayFee constructor arg is used to bound the time it
* takes the fee rate to go back down all the way to 0. When the feerate
* would otherwise be half of this, it is set to 0 instead.
*/
CFeeRate GetMinFee(size_t sizelimit) const;
/** Remove transactions from the mempool until its dynamic size is <= sizelimit.
* pvNoSpendsRemaining, if set, will be populated with the list of transactions
* which are not in mempool which no longer have any spends in this mempool.
*/
void TrimToSize(size_t sizelimit, std::vector<uint256>* pvNoSpendsRemaining=NULL);
/** Expire all transaction (and their dependencies) in the mempool older than time. Return the number of removed transactions. */
int Expire(int64_t time);
unsigned long size()
{
LOCK(cs);
return mapTx.size();
}
uint64_t GetTotalTxSize()
{
LOCK(cs);
return totalTxSize;
}
bool exists(uint256 hash) const
{
LOCK(cs);
return (mapTx.count(hash) != 0);
}
bool lookup(uint256 hash, CTransaction& result) const;
estimatefee / estimatepriority RPC methods New RPC methods: return an estimate of the fee (or priority) a transaction needs to be likely to confirm in a given number of blocks. Mike Hearn created the first version of this method for estimating fees. It works as follows: For transactions that took 1 to N (I picked N=25) blocks to confirm, keep N buckets with at most 100 entries in each recording the fees-per-kilobyte paid by those transactions. (separate buckets are kept for transactions that confirmed because they are high-priority) The buckets are filled as blocks are found, and are saved/restored in a new fee_estiamtes.dat file in the data directory. A few variations on Mike's initial scheme: To estimate the fee needed for a transaction to confirm in X buckets, all of the samples in all of the buckets are used and a median of all of the data is used to make the estimate. For example, imagine 25 buckets each containing the full 100 entries. Those 2,500 samples are sorted, and the estimate of the fee needed to confirm in the very next block is the 50'th-highest-fee-entry in that sorted list; the estimate of the fee needed to confirm in the next two blocks is the 150'th-highest-fee-entry, etc. That algorithm has the nice property that estimates of how much fee you need to pay to get confirmed in block N will always be greater than or equal to the estimate for block N+1. It would clearly be wrong to say "pay 11 uBTC and you'll get confirmed in 3 blocks, but pay 12 uBTC and it will take LONGER". A single block will not contribute more than 10 entries to any one bucket, so a single miner and a large block cannot overwhelm the estimates.
11 years ago
/** Estimate fee rate needed to get into the next nBlocks
* If no answer can be given at nBlocks, return an estimate
* at the lowest number of blocks where one can be given
*/
CFeeRate estimateSmartFee(int nBlocks, int *answerFoundAtBlocks = NULL) const;
/** Estimate fee rate needed to get into the next nBlocks */
estimatefee / estimatepriority RPC methods New RPC methods: return an estimate of the fee (or priority) a transaction needs to be likely to confirm in a given number of blocks. Mike Hearn created the first version of this method for estimating fees. It works as follows: For transactions that took 1 to N (I picked N=25) blocks to confirm, keep N buckets with at most 100 entries in each recording the fees-per-kilobyte paid by those transactions. (separate buckets are kept for transactions that confirmed because they are high-priority) The buckets are filled as blocks are found, and are saved/restored in a new fee_estiamtes.dat file in the data directory. A few variations on Mike's initial scheme: To estimate the fee needed for a transaction to confirm in X buckets, all of the samples in all of the buckets are used and a median of all of the data is used to make the estimate. For example, imagine 25 buckets each containing the full 100 entries. Those 2,500 samples are sorted, and the estimate of the fee needed to confirm in the very next block is the 50'th-highest-fee-entry in that sorted list; the estimate of the fee needed to confirm in the next two blocks is the 150'th-highest-fee-entry, etc. That algorithm has the nice property that estimates of how much fee you need to pay to get confirmed in block N will always be greater than or equal to the estimate for block N+1. It would clearly be wrong to say "pay 11 uBTC and you'll get confirmed in 3 blocks, but pay 12 uBTC and it will take LONGER". A single block will not contribute more than 10 entries to any one bucket, so a single miner and a large block cannot overwhelm the estimates.
11 years ago
CFeeRate estimateFee(int nBlocks) const;
/** Estimate priority needed to get into the next nBlocks
* If no answer can be given at nBlocks, return an estimate
* at the lowest number of blocks where one can be given
*/
double estimateSmartPriority(int nBlocks, int *answerFoundAtBlocks = NULL) const;
/** Estimate priority needed to get into the next nBlocks */
estimatefee / estimatepriority RPC methods New RPC methods: return an estimate of the fee (or priority) a transaction needs to be likely to confirm in a given number of blocks. Mike Hearn created the first version of this method for estimating fees. It works as follows: For transactions that took 1 to N (I picked N=25) blocks to confirm, keep N buckets with at most 100 entries in each recording the fees-per-kilobyte paid by those transactions. (separate buckets are kept for transactions that confirmed because they are high-priority) The buckets are filled as blocks are found, and are saved/restored in a new fee_estiamtes.dat file in the data directory. A few variations on Mike's initial scheme: To estimate the fee needed for a transaction to confirm in X buckets, all of the samples in all of the buckets are used and a median of all of the data is used to make the estimate. For example, imagine 25 buckets each containing the full 100 entries. Those 2,500 samples are sorted, and the estimate of the fee needed to confirm in the very next block is the 50'th-highest-fee-entry in that sorted list; the estimate of the fee needed to confirm in the next two blocks is the 150'th-highest-fee-entry, etc. That algorithm has the nice property that estimates of how much fee you need to pay to get confirmed in block N will always be greater than or equal to the estimate for block N+1. It would clearly be wrong to say "pay 11 uBTC and you'll get confirmed in 3 blocks, but pay 12 uBTC and it will take LONGER". A single block will not contribute more than 10 entries to any one bucket, so a single miner and a large block cannot overwhelm the estimates.
11 years ago
double estimatePriority(int nBlocks) const;
/** Write/Read estimates to disk */
estimatefee / estimatepriority RPC methods New RPC methods: return an estimate of the fee (or priority) a transaction needs to be likely to confirm in a given number of blocks. Mike Hearn created the first version of this method for estimating fees. It works as follows: For transactions that took 1 to N (I picked N=25) blocks to confirm, keep N buckets with at most 100 entries in each recording the fees-per-kilobyte paid by those transactions. (separate buckets are kept for transactions that confirmed because they are high-priority) The buckets are filled as blocks are found, and are saved/restored in a new fee_estiamtes.dat file in the data directory. A few variations on Mike's initial scheme: To estimate the fee needed for a transaction to confirm in X buckets, all of the samples in all of the buckets are used and a median of all of the data is used to make the estimate. For example, imagine 25 buckets each containing the full 100 entries. Those 2,500 samples are sorted, and the estimate of the fee needed to confirm in the very next block is the 50'th-highest-fee-entry in that sorted list; the estimate of the fee needed to confirm in the next two blocks is the 150'th-highest-fee-entry, etc. That algorithm has the nice property that estimates of how much fee you need to pay to get confirmed in block N will always be greater than or equal to the estimate for block N+1. It would clearly be wrong to say "pay 11 uBTC and you'll get confirmed in 3 blocks, but pay 12 uBTC and it will take LONGER". A single block will not contribute more than 10 entries to any one bucket, so a single miner and a large block cannot overwhelm the estimates.
11 years ago
bool WriteFeeEstimates(CAutoFile& fileout) const;
bool ReadFeeEstimates(CAutoFile& filein);
size_t DynamicMemoryUsage() const;
private:
/** UpdateForDescendants is used by UpdateTransactionsFromBlock to update
* the descendants for a single transaction that has been added to the
* mempool but may have child transactions in the mempool, eg during a
* chain reorg. setExclude is the set of descendant transactions in the
* mempool that must not be accounted for (because any descendants in
* setExclude were added to the mempool after the transaction being
* updated and hence their state is already reflected in the parent
* state).
*
* cachedDescendants will be updated with the descendants of the transaction
* being updated, so that future invocations don't need to walk the
* same transaction again, if encountered in another transaction chain.
*/
void UpdateForDescendants(txiter updateIt,
cacheMap &cachedDescendants,
const std::set<uint256> &setExclude);
/** Update ancestors of hash to add/remove it as a descendant transaction. */
void UpdateAncestorsOf(bool add, txiter hash, setEntries &setAncestors);
/** Set ancestor state for an entry */
void UpdateEntryForAncestors(txiter it, const setEntries &setAncestors);
/** For each transaction being removed, update ancestors and any direct children.
* If updateDescendants is true, then also update in-mempool descendants'
* ancestor state. */
void UpdateForRemoveFromMempool(const setEntries &entriesToRemove, bool updateDescendants);
/** Sever link between specified transaction and direct children. */
void UpdateChildrenForRemoval(txiter entry);
/** Before calling removeUnchecked for a given transaction,
* UpdateForRemoveFromMempool must be called on the entire (dependent) set
* of transactions being removed at the same time. We use each
* CTxMemPoolEntry's setMemPoolParents in order to walk ancestors of a
* given transaction that is removed, so we can't remove intermediate
* transactions in a chain before we've updated all the state for the
* removal.
*/
void removeUnchecked(txiter entry);
};
/**
* CCoinsView that brings transactions from a memorypool into view.
* It does not check for spendings by memory pool transactions.
*/
class CCoinsViewMemPool : public CCoinsViewBacked
{
protected:
CTxMemPool &mempool;
public:
CCoinsViewMemPool(CCoinsView *baseIn, CTxMemPool &mempoolIn);
bool GetCoins(const uint256 &txid, CCoins &coins) const;
bool HaveCoins(const uint256 &txid) const;
};
// We want to sort transactions by coin age priority
typedef std::pair<double, CTxMemPool::txiter> TxCoinAgePriority;
struct TxCoinAgePriorityCompare
{
bool operator()(const TxCoinAgePriority& a, const TxCoinAgePriority& b)
{
if (a.first == b.first)
return CompareTxMemPoolEntryByScore()(*(b.second), *(a.second)); //Reverse order to make sort less than
return a.first < b.first;
}
};
#endif // BITCOIN_TXMEMPOOL_H