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Merge #11303: Fix estimatesmartfee rounding display issue

1789e4675 Force explicit double -> int conversion for CFeeRate constructor (Matt Corallo)
53a6590f4 Make float <-> int casts explicit outside of test, qt, CFeeRate (Matt Corallo)
0b1b9148c Remove countMaskInv caching in bench framework (Matt Corallo)

Pull request description:

  This fixes an issue where estimatesmartfee which matches at the min relay fee will return 999 sat/byte instead of 1000 sat/byte due to a float rounding issue. I went ahead and made all float <-> int conversion outside of test/qt explicit (test only had one or two more, Qt had quite a few, including many in the Qt headers themselves) and added overloads to CFeeRate to force callers to do an explicit round themselves. Easy to test with -Wfloat-conversion.

Tree-SHA512: 66087b08e5dfca67506da54ae057c2f9d86184415e8fa4fa0199e38839e06a3ce96c836fcb7593b7d960065f5240c594ff3a0cfa14333ac528421f5aeac835c9
0.16
MarcoFalke 7 years ago
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commit
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  1. 6
      src/bench/bench.cpp
  2. 3
      src/bench/bench.h
  3. 7
      src/policy/feerate.h
  4. 6
      src/policy/fees.cpp
  5. 2
      src/rpc/net.cpp
  6. 6
      src/test/mempool_tests.cpp
  7. 4
      src/txmempool.cpp
  8. 2
      src/txmempool.h
  9. 8
      src/wallet/wallet.cpp

6
src/bench/bench.cpp

@ -55,13 +55,13 @@ bool benchmark::State::KeepRunning()
else { else {
now = gettimedouble(); now = gettimedouble();
double elapsed = now - lastTime; double elapsed = now - lastTime;
double elapsedOne = elapsed * countMaskInv; double elapsedOne = elapsed / (countMask + 1);
if (elapsedOne < minTime) minTime = elapsedOne; if (elapsedOne < minTime) minTime = elapsedOne;
if (elapsedOne > maxTime) maxTime = elapsedOne; if (elapsedOne > maxTime) maxTime = elapsedOne;
// We only use relative values, so don't have to handle 64-bit wrap-around specially // We only use relative values, so don't have to handle 64-bit wrap-around specially
nowCycles = perf_cpucycles(); nowCycles = perf_cpucycles();
uint64_t elapsedOneCycles = (nowCycles - lastCycles) * countMaskInv; uint64_t elapsedOneCycles = (nowCycles - lastCycles) / (countMask + 1);
if (elapsedOneCycles < minCycles) minCycles = elapsedOneCycles; if (elapsedOneCycles < minCycles) minCycles = elapsedOneCycles;
if (elapsedOneCycles > maxCycles) maxCycles = elapsedOneCycles; if (elapsedOneCycles > maxCycles) maxCycles = elapsedOneCycles;
@ -69,7 +69,6 @@ bool benchmark::State::KeepRunning()
// If the execution was much too fast (1/128th of maxElapsed), increase the count mask by 8x and restart timing. // If the execution was much too fast (1/128th of maxElapsed), increase the count mask by 8x and restart timing.
// The restart avoids including the overhead of this code in the measurement. // The restart avoids including the overhead of this code in the measurement.
countMask = ((countMask<<3)|7) & ((1LL<<60)-1); countMask = ((countMask<<3)|7) & ((1LL<<60)-1);
countMaskInv = 1./(countMask+1);
count = 0; count = 0;
minTime = std::numeric_limits<double>::max(); minTime = std::numeric_limits<double>::max();
maxTime = std::numeric_limits<double>::min(); maxTime = std::numeric_limits<double>::min();
@ -81,7 +80,6 @@ bool benchmark::State::KeepRunning()
uint64_t newCountMask = ((countMask<<1)|1) & ((1LL<<60)-1); uint64_t newCountMask = ((countMask<<1)|1) & ((1LL<<60)-1);
if ((count & newCountMask)==0) { if ((count & newCountMask)==0) {
countMask = newCountMask; countMask = newCountMask;
countMaskInv = 1./(countMask+1);
} }
} }
} }

3
src/bench/bench.h

@ -41,7 +41,7 @@ namespace benchmark {
std::string name; std::string name;
double maxElapsed; double maxElapsed;
double beginTime; double beginTime;
double lastTime, minTime, maxTime, countMaskInv; double lastTime, minTime, maxTime;
uint64_t count; uint64_t count;
uint64_t countMask; uint64_t countMask;
uint64_t beginCycles; uint64_t beginCycles;
@ -55,7 +55,6 @@ namespace benchmark {
minCycles = std::numeric_limits<uint64_t>::max(); minCycles = std::numeric_limits<uint64_t>::max();
maxCycles = std::numeric_limits<uint64_t>::min(); maxCycles = std::numeric_limits<uint64_t>::min();
countMask = 1; countMask = 1;
countMaskInv = 1./(countMask + 1);
} }
bool KeepRunning(); bool KeepRunning();
}; };

7
src/policy/feerate.h

@ -20,10 +20,15 @@ class CFeeRate
{ {
private: private:
CAmount nSatoshisPerK; // unit is satoshis-per-1,000-bytes CAmount nSatoshisPerK; // unit is satoshis-per-1,000-bytes
public: public:
/** Fee rate of 0 satoshis per kB */ /** Fee rate of 0 satoshis per kB */
CFeeRate() : nSatoshisPerK(0) { } CFeeRate() : nSatoshisPerK(0) { }
explicit CFeeRate(const CAmount& _nSatoshisPerK): nSatoshisPerK(_nSatoshisPerK) { } template<typename I>
CFeeRate(const I _nSatoshisPerK): nSatoshisPerK(_nSatoshisPerK) {
// We've previously had bugs creep in from silent double->int conversion...
static_assert(std::is_integral<I>::value, "CFeeRate should be used without floats");
}
/** Constructor for a fee rate in satoshis per kB. The size in bytes must not exceed (2^63 - 1)*/ /** Constructor for a fee rate in satoshis per kB. The size in bytes must not exceed (2^63 - 1)*/
CFeeRate(const CAmount& nFeePaid, size_t nBytes); CFeeRate(const CAmount& nFeePaid, size_t nBytes);
/** /**

6
src/policy/fees.cpp

@ -714,7 +714,7 @@ CFeeRate CBlockPolicyEstimator::estimateRawFee(int confTarget, double successThr
if (median < 0) if (median < 0)
return CFeeRate(0); return CFeeRate(0);
return CFeeRate(median); return CFeeRate(llround(median));
} }
unsigned int CBlockPolicyEstimator::HighestTargetTracked(FeeEstimateHorizon horizon) const unsigned int CBlockPolicyEstimator::HighestTargetTracked(FeeEstimateHorizon horizon) const
@ -901,7 +901,7 @@ CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, FeeCalculation
if (median < 0) return CFeeRate(0); // error condition if (median < 0) return CFeeRate(0); // error condition
return CFeeRate(median); return CFeeRate(llround(median));
} }
@ -1043,5 +1043,5 @@ CAmount FeeFilterRounder::round(CAmount currentMinFee)
if ((it != feeset.begin() && insecure_rand.rand32() % 3 != 0) || it == feeset.end()) { if ((it != feeset.begin() && insecure_rand.rand32() % 3 != 0) || it == feeset.end()) {
it--; it--;
} }
return *it; return static_cast<CAmount>(*it);
} }

2
src/rpc/net.cpp

@ -146,7 +146,7 @@ UniValue getpeerinfo(const JSONRPCRequest& request)
obj.push_back(Pair("timeoffset", stats.nTimeOffset)); obj.push_back(Pair("timeoffset", stats.nTimeOffset));
if (stats.dPingTime > 0.0) if (stats.dPingTime > 0.0)
obj.push_back(Pair("pingtime", stats.dPingTime)); obj.push_back(Pair("pingtime", stats.dPingTime));
if (stats.dMinPing < std::numeric_limits<int64_t>::max()/1e6) if (stats.dMinPing < static_cast<double>(std::numeric_limits<int64_t>::max())/1e6)
obj.push_back(Pair("minping", stats.dMinPing)); obj.push_back(Pair("minping", stats.dMinPing));
if (stats.dPingWait > 0.0) if (stats.dPingWait > 0.0)
obj.push_back(Pair("pingwait", stats.dPingWait)); obj.push_back(Pair("pingwait", stats.dPingWait));

6
src/test/mempool_tests.cpp

@ -559,15 +559,15 @@ BOOST_AUTO_TEST_CASE(MempoolSizeLimitTest)
// ... we should keep the same min fee until we get a block // ... we should keep the same min fee until we get a block
pool.removeForBlock(vtx, 1); pool.removeForBlock(vtx, 1);
SetMockTime(42 + 2*CTxMemPool::ROLLING_FEE_HALFLIFE); SetMockTime(42 + 2*CTxMemPool::ROLLING_FEE_HALFLIFE);
BOOST_CHECK_EQUAL(pool.GetMinFee(1).GetFeePerK(), (maxFeeRateRemoved.GetFeePerK() + 1000)/2); BOOST_CHECK_EQUAL(pool.GetMinFee(1).GetFeePerK(), llround((maxFeeRateRemoved.GetFeePerK() + 1000)/2.0));
// ... then feerate should drop 1/2 each halflife // ... then feerate should drop 1/2 each halflife
SetMockTime(42 + 2*CTxMemPool::ROLLING_FEE_HALFLIFE + CTxMemPool::ROLLING_FEE_HALFLIFE/2); SetMockTime(42 + 2*CTxMemPool::ROLLING_FEE_HALFLIFE + CTxMemPool::ROLLING_FEE_HALFLIFE/2);
BOOST_CHECK_EQUAL(pool.GetMinFee(pool.DynamicMemoryUsage() * 5 / 2).GetFeePerK(), (maxFeeRateRemoved.GetFeePerK() + 1000)/4); BOOST_CHECK_EQUAL(pool.GetMinFee(pool.DynamicMemoryUsage() * 5 / 2).GetFeePerK(), llround((maxFeeRateRemoved.GetFeePerK() + 1000)/4.0));
// ... with a 1/2 halflife when mempool is < 1/2 its target size // ... with a 1/2 halflife when mempool is < 1/2 its target size
SetMockTime(42 + 2*CTxMemPool::ROLLING_FEE_HALFLIFE + CTxMemPool::ROLLING_FEE_HALFLIFE/2 + CTxMemPool::ROLLING_FEE_HALFLIFE/4); SetMockTime(42 + 2*CTxMemPool::ROLLING_FEE_HALFLIFE + CTxMemPool::ROLLING_FEE_HALFLIFE/2 + CTxMemPool::ROLLING_FEE_HALFLIFE/4);
BOOST_CHECK_EQUAL(pool.GetMinFee(pool.DynamicMemoryUsage() * 9 / 2).GetFeePerK(), (maxFeeRateRemoved.GetFeePerK() + 1000)/8); BOOST_CHECK_EQUAL(pool.GetMinFee(pool.DynamicMemoryUsage() * 9 / 2).GetFeePerK(), llround((maxFeeRateRemoved.GetFeePerK() + 1000)/8.0));
// ... with a 1/4 halflife when mempool is < 1/4 its target size // ... with a 1/4 halflife when mempool is < 1/4 its target size
SetMockTime(42 + 7*CTxMemPool::ROLLING_FEE_HALFLIFE + CTxMemPool::ROLLING_FEE_HALFLIFE/2 + CTxMemPool::ROLLING_FEE_HALFLIFE/4); SetMockTime(42 + 7*CTxMemPool::ROLLING_FEE_HALFLIFE + CTxMemPool::ROLLING_FEE_HALFLIFE/2 + CTxMemPool::ROLLING_FEE_HALFLIFE/4);

4
src/txmempool.cpp

@ -981,7 +981,7 @@ const CTxMemPool::setEntries & CTxMemPool::GetMemPoolChildren(txiter entry) cons
CFeeRate CTxMemPool::GetMinFee(size_t sizelimit) const { CFeeRate CTxMemPool::GetMinFee(size_t sizelimit) const {
LOCK(cs); LOCK(cs);
if (!blockSinceLastRollingFeeBump || rollingMinimumFeeRate == 0) if (!blockSinceLastRollingFeeBump || rollingMinimumFeeRate == 0)
return CFeeRate(rollingMinimumFeeRate); return CFeeRate(llround(rollingMinimumFeeRate));
int64_t time = GetTime(); int64_t time = GetTime();
if (time > lastRollingFeeUpdate + 10) { if (time > lastRollingFeeUpdate + 10) {
@ -999,7 +999,7 @@ CFeeRate CTxMemPool::GetMinFee(size_t sizelimit) const {
return CFeeRate(0); return CFeeRate(0);
} }
} }
return std::max(CFeeRate(rollingMinimumFeeRate), incrementalRelayFee); return std::max(CFeeRate(llround(rollingMinimumFeeRate)), incrementalRelayFee);
} }
void CTxMemPool::trackPackageRemoved(const CFeeRate& rate) { void CTxMemPool::trackPackageRemoved(const CFeeRate& rate) {

2
src/txmempool.h

@ -507,7 +507,7 @@ public:
* check does nothing. * check does nothing.
*/ */
void check(const CCoinsViewCache *pcoins) const; void check(const CCoinsViewCache *pcoins) const;
void setSanityCheck(double dFrequency = 1.0) { nCheckFrequency = dFrequency * 4294967295.0; } void setSanityCheck(double dFrequency = 1.0) { nCheckFrequency = static_cast<uint32_t>(dFrequency * 4294967295.0); }
// addUnchecked must updated state for all ancestors of a given transaction, // addUnchecked must updated state for all ancestors of a given transaction,
// to track size/count of descendant transactions. First version of // to track size/count of descendant transactions. First version of

8
src/wallet/wallet.cpp

@ -409,11 +409,11 @@ bool CWallet::ChangeWalletPassphrase(const SecureString& strOldWalletPassphrase,
{ {
int64_t nStartTime = GetTimeMillis(); int64_t nStartTime = GetTimeMillis();
crypter.SetKeyFromPassphrase(strNewWalletPassphrase, pMasterKey.second.vchSalt, pMasterKey.second.nDeriveIterations, pMasterKey.second.nDerivationMethod); crypter.SetKeyFromPassphrase(strNewWalletPassphrase, pMasterKey.second.vchSalt, pMasterKey.second.nDeriveIterations, pMasterKey.second.nDerivationMethod);
pMasterKey.second.nDeriveIterations = pMasterKey.second.nDeriveIterations * (100 / ((double)(GetTimeMillis() - nStartTime))); pMasterKey.second.nDeriveIterations = static_cast<unsigned int>(pMasterKey.second.nDeriveIterations * (100 / ((double)(GetTimeMillis() - nStartTime))));
nStartTime = GetTimeMillis(); nStartTime = GetTimeMillis();
crypter.SetKeyFromPassphrase(strNewWalletPassphrase, pMasterKey.second.vchSalt, pMasterKey.second.nDeriveIterations, pMasterKey.second.nDerivationMethod); crypter.SetKeyFromPassphrase(strNewWalletPassphrase, pMasterKey.second.vchSalt, pMasterKey.second.nDeriveIterations, pMasterKey.second.nDerivationMethod);
pMasterKey.second.nDeriveIterations = (pMasterKey.second.nDeriveIterations + pMasterKey.second.nDeriveIterations * 100 / ((double)(GetTimeMillis() - nStartTime))) / 2; pMasterKey.second.nDeriveIterations = (pMasterKey.second.nDeriveIterations + static_cast<unsigned int>(pMasterKey.second.nDeriveIterations * 100 / ((double)(GetTimeMillis() - nStartTime)))) / 2;
if (pMasterKey.second.nDeriveIterations < 25000) if (pMasterKey.second.nDeriveIterations < 25000)
pMasterKey.second.nDeriveIterations = 25000; pMasterKey.second.nDeriveIterations = 25000;
@ -615,11 +615,11 @@ bool CWallet::EncryptWallet(const SecureString& strWalletPassphrase)
CCrypter crypter; CCrypter crypter;
int64_t nStartTime = GetTimeMillis(); int64_t nStartTime = GetTimeMillis();
crypter.SetKeyFromPassphrase(strWalletPassphrase, kMasterKey.vchSalt, 25000, kMasterKey.nDerivationMethod); crypter.SetKeyFromPassphrase(strWalletPassphrase, kMasterKey.vchSalt, 25000, kMasterKey.nDerivationMethod);
kMasterKey.nDeriveIterations = 2500000 / ((double)(GetTimeMillis() - nStartTime)); kMasterKey.nDeriveIterations = static_cast<unsigned int>(2500000 / ((double)(GetTimeMillis() - nStartTime)));
nStartTime = GetTimeMillis(); nStartTime = GetTimeMillis();
crypter.SetKeyFromPassphrase(strWalletPassphrase, kMasterKey.vchSalt, kMasterKey.nDeriveIterations, kMasterKey.nDerivationMethod); crypter.SetKeyFromPassphrase(strWalletPassphrase, kMasterKey.vchSalt, kMasterKey.nDeriveIterations, kMasterKey.nDerivationMethod);
kMasterKey.nDeriveIterations = (kMasterKey.nDeriveIterations + kMasterKey.nDeriveIterations * 100 / ((double)(GetTimeMillis() - nStartTime))) / 2; kMasterKey.nDeriveIterations = (kMasterKey.nDeriveIterations + static_cast<unsigned int>(kMasterKey.nDeriveIterations * 100 / ((double)(GetTimeMillis() - nStartTime)))) / 2;
if (kMasterKey.nDeriveIterations < 25000) if (kMasterKey.nDeriveIterations < 25000)
kMasterKey.nDeriveIterations = 25000; kMasterKey.nDeriveIterations = 25000;

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