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@ -18,6 +18,7 @@ class CAutoFile; |
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class CFeeRate; |
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class CFeeRate; |
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class CTxMemPoolEntry; |
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class CTxMemPoolEntry; |
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class CTxMemPool; |
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class CTxMemPool; |
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class TxConfirmStats; |
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/** \class CBlockPolicyEstimator
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/** \class CBlockPolicyEstimator
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* The BlockPolicyEstimator is used for estimating the feerate needed |
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* The BlockPolicyEstimator is used for estimating the feerate needed |
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@ -60,113 +61,6 @@ class CTxMemPool; |
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* they've been outstanding. |
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* they've been outstanding. |
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*/ |
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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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* approximate feerate and then track how long it took for those txs to be included in a block |
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* |
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* The tracking of unconfirmed (mempool) transactions is completely independent of the |
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* historical tracking of transactions that have been confirmed in a block. |
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*/ |
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class TxConfirmStats |
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{ |
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private: |
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//Define the buckets we will group transactions into
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std::vector<double> buckets; // The upper-bound of the range for the bucket (inclusive)
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std::map<double, unsigned int> bucketMap; // Map of bucket upper-bound to index into all vectors by bucket
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// For each bucket X:
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// Count the total # of txs in each bucket
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// Track the historical moving average of this total over blocks
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std::vector<double> txCtAvg; |
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// and calculate the total for the current block to update the moving average
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std::vector<int> curBlockTxCt; |
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// Count the total # of txs confirmed within Y blocks in each bucket
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// Track the historical moving average of theses totals over blocks
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std::vector<std::vector<double> > confAvg; // confAvg[Y][X]
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// and calculate the totals for the current block to update the moving averages
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std::vector<std::vector<int> > curBlockConf; // curBlockConf[Y][X]
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// Sum the total feerate of all tx's in each bucket
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// Track the historical moving average of this total over blocks
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std::vector<double> avg; |
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// and calculate the total for the current block to update the moving average
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std::vector<double> curBlockVal; |
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// Combine the conf counts with tx counts to calculate the confirmation % for each Y,X
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// Combine the total value with the tx counts to calculate the avg feerate per bucket
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double decay; |
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// Mempool counts of outstanding transactions
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// For each bucket X, track the number of transactions in the mempool
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// that are unconfirmed for each possible confirmation value Y
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std::vector<std::vector<int> > unconfTxs; //unconfTxs[Y][X]
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// transactions still unconfirmed after MAX_CONFIRMS for each bucket
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std::vector<int> oldUnconfTxs; |
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public: |
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/**
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* Create new TxConfirmStats. This is called by BlockPolicyEstimator's |
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* constructor with default values. |
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* @param defaultBuckets contains the upper limits for the bucket boundaries |
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* @param maxConfirms max number of confirms to track |
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* @param decay how much to decay the historical moving average per block |
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*/ |
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TxConfirmStats(const std::vector<double>& defaultBuckets, unsigned int maxConfirms, double decay); |
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/** Clear the state of the curBlock variables to start counting for the new block */ |
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void ClearCurrent(unsigned int nBlockHeight); |
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/**
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* Record a new transaction data point in the current block stats |
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* @param blocksToConfirm the number of blocks it took this transaction to confirm |
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* @param val the feerate of the transaction |
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* @warning blocksToConfirm is 1-based and has to be >= 1 |
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*/ |
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void Record(int blocksToConfirm, double val); |
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/** Record a new transaction entering the mempool*/ |
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unsigned int NewTx(unsigned int nBlockHeight, double val); |
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/** Remove a transaction from mempool tracking stats*/ |
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void removeTx(unsigned int entryHeight, unsigned int nBestSeenHeight, |
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unsigned int bucketIndex); |
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/** Update our estimates by decaying our historical moving average and updating
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with the data gathered from the current block */ |
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void UpdateMovingAverages(); |
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/**
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* Calculate a feerate estimate. Find the lowest value bucket (or range of buckets |
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* to make sure we have enough data points) whose transactions still have sufficient likelihood |
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* of being confirmed within the target number of confirmations |
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* @param confTarget target number of confirmations |
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* @param sufficientTxVal required average number of transactions per block in a bucket range |
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* @param minSuccess the success probability we require |
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* @param requireGreater return the lowest feerate such that all higher values pass minSuccess OR |
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* return the highest feerate such that all lower values fail minSuccess |
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* @param nBlockHeight the current block height |
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*/ |
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double EstimateMedianVal(int confTarget, double sufficientTxVal, |
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double minSuccess, bool requireGreater, unsigned int nBlockHeight) const; |
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/** Return the max number of confirms we're tracking */ |
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unsigned int GetMaxConfirms() const { return confAvg.size(); } |
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/** Write state of estimation data to a file*/ |
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void Write(CAutoFile& fileout) const; |
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/**
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* Read saved state of estimation data from a file and replace all internal data structures and |
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* variables with this state. |
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*/ |
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void Read(CAutoFile& filein); |
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}; |
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/** Track confirm delays up to 25 blocks, can't estimate beyond that */ |
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/** Track confirm delays up to 25 blocks, can't estimate beyond that */ |
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static const unsigned int MAX_BLOCK_CONFIRMS = 25; |
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static const unsigned int MAX_BLOCK_CONFIRMS = 25; |
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Alex Morcos
8 years ago