|
|
|
|
@ -18,6 +18,7 @@ class CAutoFile;
@@ -18,6 +18,7 @@ class CAutoFile;
|
|
|
|
|
class CFeeRate; |
|
|
|
|
class CTxMemPoolEntry; |
|
|
|
|
class CTxMemPool; |
|
|
|
|
class TxConfirmStats; |
|
|
|
|
|
|
|
|
|
/** \class CBlockPolicyEstimator
|
|
|
|
|
* The BlockPolicyEstimator is used for estimating the feerate needed |
|
|
|
|
@ -60,113 +61,6 @@ class CTxMemPool;
@@ -60,113 +61,6 @@ class CTxMemPool;
|
|
|
|
|
* they've been outstanding. |
|
|
|
|
*/ |
|
|
|
|
|
|
|
|
|
/**
|
|
|
|
|
* 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. |
|
|
|
|
*/ |
|
|
|
|
class TxConfirmStats |
|
|
|
|
{ |
|
|
|
|
private: |
|
|
|
|
//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
|
|
|
|
|
|
|
|
|
|
// For each bucket X:
|
|
|
|
|
// Count the total # of txs in each bucket
|
|
|
|
|
// Track the historical moving average of this total over blocks
|
|
|
|
|
std::vector<double> txCtAvg; |
|
|
|
|
// and calculate the total for the current block to update the moving average
|
|
|
|
|
std::vector<int> curBlockTxCt; |
|
|
|
|
|
|
|
|
|
// Count the total # of txs confirmed within Y blocks in each bucket
|
|
|
|
|
// Track the historical moving average of theses totals over blocks
|
|
|
|
|
std::vector<std::vector<double> > confAvg; // confAvg[Y][X]
|
|
|
|
|
// 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 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 feerate per bucket
|
|
|
|
|
|
|
|
|
|
double decay; |
|
|
|
|
|
|
|
|
|
// Mempool counts of outstanding transactions
|
|
|
|
|
// For each bucket X, track the number of transactions in the mempool
|
|
|
|
|
// that are unconfirmed for each possible confirmation value Y
|
|
|
|
|
std::vector<std::vector<int> > unconfTxs; //unconfTxs[Y][X]
|
|
|
|
|
// transactions still unconfirmed after MAX_CONFIRMS for each bucket
|
|
|
|
|
std::vector<int> oldUnconfTxs; |
|
|
|
|
|
|
|
|
|
public: |
|
|
|
|
/**
|
|
|
|
|
* Create new TxConfirmStats. This is called by BlockPolicyEstimator's |
|
|
|
|
* constructor with default values. |
|
|
|
|
* @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 |
|
|
|
|
*/ |
|
|
|
|
TxConfirmStats(const 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); |
|
|
|
|
|
|
|
|
|
/**
|
|
|
|
|
* 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 the feerate of the transaction |
|
|
|
|
* @warning blocksToConfirm is 1-based and has to be >= 1 |
|
|
|
|
*/ |
|
|
|
|
void Record(int blocksToConfirm, double val); |
|
|
|
|
|
|
|
|
|
/** Record a new transaction entering the mempool*/ |
|
|
|
|
unsigned int NewTx(unsigned int nBlockHeight, double val); |
|
|
|
|
|
|
|
|
|
/** Remove a transaction from mempool tracking stats*/ |
|
|
|
|
void removeTx(unsigned int entryHeight, unsigned int nBestSeenHeight, |
|
|
|
|
unsigned int bucketIndex); |
|
|
|
|
|
|
|
|
|
/** Update our estimates by decaying our historical moving average and updating
|
|
|
|
|
with the data gathered from the current block */ |
|
|
|
|
void UpdateMovingAverages(); |
|
|
|
|
|
|
|
|
|
/**
|
|
|
|
|
* 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 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, |
|
|
|
|
double minSuccess, bool requireGreater, unsigned int nBlockHeight) const; |
|
|
|
|
|
|
|
|
|
/** Return the max number of confirms we're tracking */ |
|
|
|
|
unsigned int GetMaxConfirms() const { return confAvg.size(); } |
|
|
|
|
|
|
|
|
|
/** Write state of estimation data to a file*/ |
|
|
|
|
void Write(CAutoFile& fileout) const; |
|
|
|
|
|
|
|
|
|
/**
|
|
|
|
|
* Read saved state of estimation data from a file and replace all internal data structures and |
|
|
|
|
* variables with this state. |
|
|
|
|
*/ |
|
|
|
|
void Read(CAutoFile& filein); |
|
|
|
|
}; |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
/** Track confirm delays up to 25 blocks, can't estimate beyond that */ |
|
|
|
|
static const unsigned int MAX_BLOCK_CONFIRMS = 25; |
|
|
|
|
|
|
|
|
|
|
Alex Morcos
8 years ago