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MOVEONLY: move TxConfirmStats to cpp

0.15
Alex Morcos 8 years ago
parent
2332f19bef
commit
68af651498
2 changed files with 107 additions and 107 deletions
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  1. 106
      src/policy/fees.cpp
  2. 108
      src/policy/fees.h

106
src/policy/fees.cpp
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@ -14,6 +14,112 @@
#include "txmempool.h" #include "txmempool.h"
#include "util.h" #include "util.h"
/**
* 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);
};
TxConfirmStats::TxConfirmStats(const std::vector<double>& defaultBuckets, TxConfirmStats::TxConfirmStats(const std::vector<double>& defaultBuckets,
unsigned int maxConfirms, double _decay) unsigned int maxConfirms, double _decay)
{ {

108
src/policy/fees.h
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@ -18,6 +18,7 @@ class CAutoFile;
class CFeeRate; class CFeeRate;
class CTxMemPoolEntry; class CTxMemPoolEntry;
class CTxMemPool; class CTxMemPool;
class TxConfirmStats;
/** \class CBlockPolicyEstimator /** \class CBlockPolicyEstimator
* The BlockPolicyEstimator is used for estimating the feerate needed * The BlockPolicyEstimator is used for estimating the feerate needed
@ -60,113 +61,6 @@ class CTxMemPool;
* they've been outstanding. * 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 */ /** Track confirm delays up to 25 blocks, can't estimate beyond that */
static const unsigned int MAX_BLOCK_CONFIRMS = 25; static const unsigned int MAX_BLOCK_CONFIRMS = 25;

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