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@ -16,6 +16,26 @@
@@ -16,6 +16,26 @@
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static constexpr double INF_FEERATE = 1e99; |
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std::string StringForFeeReason(FeeReason reason) { |
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static const std::map<FeeReason, std::string> fee_reason_strings = { |
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{FeeReason::NONE, "None"}, |
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{FeeReason::HALF_ESTIMATE, "Half Target 60% Threshold"}, |
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{FeeReason::FULL_ESTIMATE, "Target 85% Threshold"}, |
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{FeeReason::DOUBLE_ESTIMATE, "Double Target 95% Threshold"}, |
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{FeeReason::CONSERVATIVE, "Conservative Double Target longer horizon"}, |
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{FeeReason::MEMPOOL_MIN, "Mempool Min Fee"}, |
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{FeeReason::PAYTXFEE, "PayTxFee set"}, |
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{FeeReason::FALLBACK, "Fallback fee"}, |
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{FeeReason::REQUIRED, "Minimum Required Fee"}, |
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{FeeReason::MAXTXFEE, "MaxTxFee limit"} |
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}; |
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auto reason_string = fee_reason_strings.find(reason); |
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if (reason_string == fee_reason_strings.end()) return "Unknown"; |
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return reason_string->second; |
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} |
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/**
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* We will instantiate an instance of this class to track transactions that were |
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* included in a block. We will lump transactions into a bucket according to their |
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@ -698,31 +718,36 @@ unsigned int CBlockPolicyEstimator::MaxUsableEstimate() const
@@ -698,31 +718,36 @@ unsigned int CBlockPolicyEstimator::MaxUsableEstimate() const
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* time horizon which tracks confirmations up to the desired target. If |
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* checkShorterHorizon is requested, also allow short time horizon estimates |
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* for a lower target to reduce the given answer */ |
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double CBlockPolicyEstimator::estimateCombinedFee(unsigned int confTarget, double successThreshold, bool checkShorterHorizon) const |
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double CBlockPolicyEstimator::estimateCombinedFee(unsigned int confTarget, double successThreshold, bool checkShorterHorizon, EstimationResult *result) const |
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{ |
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double estimate = -1; |
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if (confTarget >= 1 && confTarget <= longStats->GetMaxConfirms()) { |
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// Find estimate from shortest time horizon possible
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if (confTarget <= shortStats->GetMaxConfirms()) { // short horizon
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estimate = shortStats->EstimateMedianVal(confTarget, SUFFICIENT_TXS_SHORT, successThreshold, true, nBestSeenHeight); |
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estimate = shortStats->EstimateMedianVal(confTarget, SUFFICIENT_TXS_SHORT, successThreshold, true, nBestSeenHeight, result); |
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} |
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else if (confTarget <= feeStats->GetMaxConfirms()) { // medium horizon
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estimate = feeStats->EstimateMedianVal(confTarget, SUFFICIENT_FEETXS, successThreshold, true, nBestSeenHeight); |
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estimate = feeStats->EstimateMedianVal(confTarget, SUFFICIENT_FEETXS, successThreshold, true, nBestSeenHeight, result); |
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} |
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else { // long horizon
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estimate = longStats->EstimateMedianVal(confTarget, SUFFICIENT_FEETXS, successThreshold, true, nBestSeenHeight); |
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estimate = longStats->EstimateMedianVal(confTarget, SUFFICIENT_FEETXS, successThreshold, true, nBestSeenHeight, result); |
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} |
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if (checkShorterHorizon) { |
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EstimationResult tempResult; |
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// If a lower confTarget from a more recent horizon returns a lower answer use it.
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if (confTarget > feeStats->GetMaxConfirms()) { |
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double medMax = feeStats->EstimateMedianVal(feeStats->GetMaxConfirms(), SUFFICIENT_FEETXS, successThreshold, true, nBestSeenHeight); |
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if (medMax > 0 && (estimate == -1 || medMax < estimate)) |
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double medMax = feeStats->EstimateMedianVal(feeStats->GetMaxConfirms(), SUFFICIENT_FEETXS, successThreshold, true, nBestSeenHeight, &tempResult); |
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if (medMax > 0 && (estimate == -1 || medMax < estimate)) { |
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estimate = medMax; |
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if (result) *result = tempResult; |
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} |
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} |
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if (confTarget > shortStats->GetMaxConfirms()) { |
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double shortMax = shortStats->EstimateMedianVal(shortStats->GetMaxConfirms(), SUFFICIENT_TXS_SHORT, successThreshold, true, nBestSeenHeight); |
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if (shortMax > 0 && (estimate == -1 || shortMax < estimate)) |
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double shortMax = shortStats->EstimateMedianVal(shortStats->GetMaxConfirms(), SUFFICIENT_TXS_SHORT, successThreshold, true, nBestSeenHeight, &tempResult); |
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if (shortMax > 0 && (estimate == -1 || shortMax < estimate)) { |
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estimate = shortMax; |
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if (result) *result = tempResult; |
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} |
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} |
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} |
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} |
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@ -732,16 +757,18 @@ double CBlockPolicyEstimator::estimateCombinedFee(unsigned int confTarget, doubl
@@ -732,16 +757,18 @@ double CBlockPolicyEstimator::estimateCombinedFee(unsigned int confTarget, doubl
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/** Ensure that for a conservative estimate, the DOUBLE_SUCCESS_PCT is also met
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* at 2 * target for any longer time horizons. |
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*/ |
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double CBlockPolicyEstimator::estimateConservativeFee(unsigned int doubleTarget) const |
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double CBlockPolicyEstimator::estimateConservativeFee(unsigned int doubleTarget, EstimationResult *result) const |
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{ |
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double estimate = -1; |
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EstimationResult tempResult; |
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if (doubleTarget <= shortStats->GetMaxConfirms()) { |
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estimate = feeStats->EstimateMedianVal(doubleTarget, SUFFICIENT_FEETXS, DOUBLE_SUCCESS_PCT, true, nBestSeenHeight); |
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estimate = feeStats->EstimateMedianVal(doubleTarget, SUFFICIENT_FEETXS, DOUBLE_SUCCESS_PCT, true, nBestSeenHeight, result); |
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} |
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if (doubleTarget <= feeStats->GetMaxConfirms()) { |
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double longEstimate = longStats->EstimateMedianVal(doubleTarget, SUFFICIENT_FEETXS, DOUBLE_SUCCESS_PCT, true, nBestSeenHeight); |
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double longEstimate = longStats->EstimateMedianVal(doubleTarget, SUFFICIENT_FEETXS, DOUBLE_SUCCESS_PCT, true, nBestSeenHeight, &tempResult); |
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if (longEstimate > estimate) { |
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estimate = longEstimate; |
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if (result) *result = tempResult; |
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} |
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} |
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return estimate; |
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@ -754,12 +781,15 @@ double CBlockPolicyEstimator::estimateConservativeFee(unsigned int doubleTarget)
@@ -754,12 +781,15 @@ double CBlockPolicyEstimator::estimateConservativeFee(unsigned int doubleTarget)
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* estimates, however, required the 95% threshold at 2 * target be met for any |
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* longer time horizons also. |
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*/ |
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CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoundAtTarget, const CTxMemPool& pool, bool conservative) const |
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CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, FeeCalculation *feeCalc, const CTxMemPool& pool, bool conservative) const |
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{ |
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if (answerFoundAtTarget) |
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*answerFoundAtTarget = confTarget; |
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if (feeCalc) { |
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feeCalc->desiredTarget = confTarget; |
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feeCalc->returnedTarget = confTarget; |
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} |
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double median = -1; |
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EstimationResult tempResult; |
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{ |
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LOCK(cs_feeEstimator); |
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@ -780,7 +810,6 @@ CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoun
@@ -780,7 +810,6 @@ CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoun
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} |
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assert(confTarget > 0); //estimateCombinedFee and estimateConservativeFee take unsigned ints
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/** true is passed to estimateCombined fee for target/2 and target so
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* that we check the max confirms for shorter time horizons as well. |
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* This is necessary to preserve monotonically increasing estimates. |
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@ -791,32 +820,49 @@ CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoun
@@ -791,32 +820,49 @@ CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoun
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* the purpose of conservative estimates is not to let short term |
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* fluctuations lower our estimates by too much. |
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*/ |
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double halfEst = estimateCombinedFee(confTarget/2, HALF_SUCCESS_PCT, true); |
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double actualEst = estimateCombinedFee(confTarget, SUCCESS_PCT, true); |
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double doubleEst = estimateCombinedFee(2 * confTarget, DOUBLE_SUCCESS_PCT, !conservative); |
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double halfEst = estimateCombinedFee(confTarget/2, HALF_SUCCESS_PCT, true, &tempResult); |
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if (feeCalc) { |
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feeCalc->est = tempResult; |
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feeCalc->reason = FeeReason::HALF_ESTIMATE; |
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} |
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median = halfEst; |
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double actualEst = estimateCombinedFee(confTarget, SUCCESS_PCT, true, &tempResult); |
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if (actualEst > median) { |
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median = actualEst; |
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if (feeCalc) { |
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feeCalc->est = tempResult; |
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feeCalc->reason = FeeReason::FULL_ESTIMATE; |
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} |
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} |
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double doubleEst = estimateCombinedFee(2 * confTarget, DOUBLE_SUCCESS_PCT, !conservative, &tempResult); |
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if (doubleEst > median) { |
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median = doubleEst; |
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if (feeCalc) { |
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feeCalc->est = tempResult; |
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feeCalc->reason = FeeReason::DOUBLE_ESTIMATE; |
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} |
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} |
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if (conservative || median == -1) { |
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double consEst = estimateConservativeFee(2 * confTarget); |
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double consEst = estimateConservativeFee(2 * confTarget, &tempResult); |
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if (consEst > median) { |
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median = consEst; |
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if (feeCalc) { |
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feeCalc->est = tempResult; |
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feeCalc->reason = FeeReason::CONSERVATIVE; |
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} |
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} |
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} |
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} // Must unlock cs_feeEstimator before taking mempool locks
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if (answerFoundAtTarget) |
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*answerFoundAtTarget = confTarget; |
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if (feeCalc) feeCalc->returnedTarget = confTarget; |
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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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if (minPoolFee > 0 && minPoolFee > median) { |
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if (feeCalc) feeCalc->reason = FeeReason::MEMPOOL_MIN; |
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return CFeeRate(minPoolFee); |
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} |
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if (median < 0) |
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return CFeeRate(0); |
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