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1 : : // Copyright (c) 2009-2010 Satoshi Nakamoto
2 : : // Copyright (c) 2009-2022 The Bitcoin Core developers
3 : : // Distributed under the MIT software license, see the accompanying
4 : : // file COPYING or http://www.opensource.org/licenses/mit-license.php.
5 : :
6 : : #include <policy/fees.h>
7 : :
8 : : #include <clientversion.h>
9 : : #include <common/system.h>
10 : : #include <consensus/amount.h>
11 : : #include <kernel/mempool_entry.h>
12 : : #include <logging.h>
13 : : #include <policy/feerate.h>
14 : : #include <primitives/transaction.h>
15 : : #include <random.h>
16 : : #include <serialize.h>
17 [ + - ]: 2 : #include <streams.h>
18 [ + - ]: 2 : #include <sync.h>
19 : : #include <tinyformat.h>
20 : : #include <uint256.h>
21 : : #include <util/fs.h>
22 : : #include <util/serfloat.h>
23 : : #include <util/time.h>
24 : :
25 : : #include <algorithm>
26 : : #include <cassert>
27 : : #include <chrono>
28 : : #include <cmath>
29 : : #include <cstddef>
30 : : #include <cstdint>
31 : : #include <exception>
32 : : #include <stdexcept>
33 : : #include <utility>
34 : :
35 : : static constexpr double INF_FEERATE = 1e99;
36 : :
37 : 0 : std::string StringForFeeEstimateHorizon(FeeEstimateHorizon horizon)
38 : : {
39 [ # # # # ]: 0 : switch (horizon) {
40 [ # # ]: 0 : case FeeEstimateHorizon::SHORT_HALFLIFE: return "short";
41 [ # # ]: 0 : case FeeEstimateHorizon::MED_HALFLIFE: return "medium";
42 [ # # ]: 0 : case FeeEstimateHorizon::LONG_HALFLIFE: return "long";
43 : : } // no default case, so the compiler can warn about missing cases
44 : 0 : assert(false);
45 : 0 : }
46 : :
47 : : namespace {
48 : :
49 : : struct EncodedDoubleFormatter
50 : : {
51 : 0 : template<typename Stream> void Ser(Stream &s, double v)
52 : : {
53 : 0 : s << EncodeDouble(v);
54 : 0 : }
55 : :
56 : 0 : template<typename Stream> void Unser(Stream& s, double& v)
57 : : {
58 : : uint64_t encoded;
59 : 0 : s >> encoded;
60 : 0 : v = DecodeDouble(encoded);
61 : 0 : }
62 : : };
63 : :
64 : : } // namespace
65 : :
66 : : /**
67 : : * We will instantiate an instance of this class to track transactions that were
68 : : * included in a block. We will lump transactions into a bucket according to their
69 : : * approximate feerate and then track how long it took for those txs to be included in a block
70 : : *
71 : : * The tracking of unconfirmed (mempool) transactions is completely independent of the
72 : : * historical tracking of transactions that have been confirmed in a block.
73 : : */
74 : 2 : class TxConfirmStats
75 : : {
76 : : private:
77 : : //Define the buckets we will group transactions into
78 : : const std::vector<double>& buckets; // The upper-bound of the range for the bucket (inclusive)
79 : : const std::map<double, unsigned int>& bucketMap; // Map of bucket upper-bound to index into all vectors by bucket
80 : :
81 : : // For each bucket X:
82 : : // Count the total # of txs in each bucket
83 : : // Track the historical moving average of this total over blocks
84 : : std::vector<double> txCtAvg;
85 : :
86 : : // Count the total # of txs confirmed within Y blocks in each bucket
87 : : // Track the historical moving average of these totals over blocks
88 : : std::vector<std::vector<double>> confAvg; // confAvg[Y][X]
89 : :
90 : : // Track moving avg of txs which have been evicted from the mempool
91 : : // after failing to be confirmed within Y blocks
92 : : std::vector<std::vector<double>> failAvg; // failAvg[Y][X]
93 : :
94 : : // Sum the total feerate of all tx's in each bucket
95 : : // Track the historical moving average of this total over blocks
96 : : std::vector<double> m_feerate_avg;
97 : :
98 : : // Combine the conf counts with tx counts to calculate the confirmation % for each Y,X
99 : : // Combine the total value with the tx counts to calculate the avg feerate per bucket
100 : :
101 : : double decay;
102 : :
103 : : // Resolution (# of blocks) with which confirmations are tracked
104 : : unsigned int scale;
105 : :
106 : : // Mempool counts of outstanding transactions
107 : : // For each bucket X, track the number of transactions in the mempool
108 : : // that are unconfirmed for each possible confirmation value Y
109 : : std::vector<std::vector<int> > unconfTxs; //unconfTxs[Y][X]
110 : : // transactions still unconfirmed after GetMaxConfirms for each bucket
111 : : std::vector<int> oldUnconfTxs;
112 : :
113 : : void resizeInMemoryCounters(size_t newbuckets);
114 : :
115 : : public:
116 : : /**
117 : : * Create new TxConfirmStats. This is called by BlockPolicyEstimator's
118 : : * constructor with default values.
119 : : * @param defaultBuckets contains the upper limits for the bucket boundaries
120 : : * @param maxPeriods max number of periods to track
121 : : * @param decay how much to decay the historical moving average per block
122 : : */
123 : : TxConfirmStats(const std::vector<double>& defaultBuckets, const std::map<double, unsigned int>& defaultBucketMap,
124 : : unsigned int maxPeriods, double decay, unsigned int scale);
125 : :
126 : : /** Roll the circular buffer for unconfirmed txs*/
127 : : void ClearCurrent(unsigned int nBlockHeight);
128 : :
129 : : /**
130 : : * Record a new transaction data point in the current block stats
131 : : * @param blocksToConfirm the number of blocks it took this transaction to confirm
132 : : * @param val the feerate of the transaction
133 : : * @warning blocksToConfirm is 1-based and has to be >= 1
134 : : */
135 : : void Record(int blocksToConfirm, double val);
136 : :
137 : : /** Record a new transaction entering the mempool*/
138 : : unsigned int NewTx(unsigned int nBlockHeight, double val);
139 : :
140 : : /** Remove a transaction from mempool tracking stats*/
141 : : void removeTx(unsigned int entryHeight, unsigned int nBestSeenHeight,
142 : : unsigned int bucketIndex, bool inBlock);
143 : :
144 : : /** Update our estimates by decaying our historical moving average and updating
145 : : with the data gathered from the current block */
146 : : void UpdateMovingAverages();
147 : :
148 : : /**
149 : : * Calculate a feerate estimate. Find the lowest value bucket (or range of buckets
150 : : * to make sure we have enough data points) whose transactions still have sufficient likelihood
151 : : * of being confirmed within the target number of confirmations
152 : : * @param confTarget target number of confirmations
153 : : * @param sufficientTxVal required average number of transactions per block in a bucket range
154 : : * @param minSuccess the success probability we require
155 : : * @param nBlockHeight the current block height
156 : : */
157 : : double EstimateMedianVal(int confTarget, double sufficientTxVal,
158 : : double minSuccess, unsigned int nBlockHeight,
159 : : EstimationResult *result = nullptr) const;
160 : :
161 : : /** Return the max number of confirms we're tracking */
162 : 3 : unsigned int GetMaxConfirms() const { return scale * confAvg.size(); }
163 : :
164 : : /** Write state of estimation data to a file*/
165 : : void Write(AutoFile& fileout) const;
166 : :
167 : : /**
168 : : * Read saved state of estimation data from a file and replace all internal data structures and
169 : : * variables with this state.
170 : : */
171 : : void Read(AutoFile& filein, int nFileVersion, size_t numBuckets);
172 : : };
173 : :
174 : :
175 : 9 : TxConfirmStats::TxConfirmStats(const std::vector<double>& defaultBuckets,
176 : : const std::map<double, unsigned int>& defaultBucketMap,
177 : : unsigned int maxPeriods, double _decay, unsigned int _scale)
178 : 6 : : buckets(defaultBuckets), bucketMap(defaultBucketMap), decay(_decay), scale(_scale)
179 : : {
180 [ - + + - ]: 6 : assert(_scale != 0 && "_scale must be non-zero");
181 [ + - ]: 3 : confAvg.resize(maxPeriods);
182 [ + - ]: 3 : failAvg.resize(maxPeriods);
183 [ + + ]: 81 : for (unsigned int i = 0; i < maxPeriods; i++) {
184 [ + - ]: 78 : confAvg[i].resize(buckets.size());
185 [ + - ]: 78 : failAvg[i].resize(buckets.size());
186 : 78 : }
187 : :
188 [ + - ]: 3 : txCtAvg.resize(buckets.size());
189 [ + - ]: 3 : m_feerate_avg.resize(buckets.size());
190 : :
191 [ + - ]: 3 : resizeInMemoryCounters(buckets.size());
192 : 3 : }
193 : :
194 : 3 : void TxConfirmStats::resizeInMemoryCounters(size_t newbuckets) {
195 : : // newbuckets must be passed in because the buckets referred to during Read have not been updated yet.
196 : 3 : unconfTxs.resize(GetMaxConfirms());
197 [ + + ]: 1071 : for (unsigned int i = 0; i < unconfTxs.size(); i++) {
198 : 1068 : unconfTxs[i].resize(newbuckets);
199 : 1068 : }
200 : 3 : oldUnconfTxs.resize(newbuckets);
201 : 3 : }
202 : :
203 : : // Roll the unconfirmed txs circular buffer
204 : 0 : void TxConfirmStats::ClearCurrent(unsigned int nBlockHeight)
205 : : {
206 [ # # ]: 0 : for (unsigned int j = 0; j < buckets.size(); j++) {
207 : 0 : oldUnconfTxs[j] += unconfTxs[nBlockHeight % unconfTxs.size()][j];
208 : 0 : unconfTxs[nBlockHeight%unconfTxs.size()][j] = 0;
209 : 0 : }
210 : 0 : }
211 : :
212 : :
213 : 0 : void TxConfirmStats::Record(int blocksToConfirm, double feerate)
214 : : {
215 : : // blocksToConfirm is 1-based
216 [ # # ]: 0 : if (blocksToConfirm < 1)
217 : 0 : return;
218 : 0 : int periodsToConfirm = (blocksToConfirm + scale - 1) / scale;
219 : 0 : unsigned int bucketindex = bucketMap.lower_bound(feerate)->second;
220 [ # # ]: 0 : for (size_t i = periodsToConfirm; i <= confAvg.size(); i++) {
221 : 0 : confAvg[i - 1][bucketindex]++;
222 : 0 : }
223 : 0 : txCtAvg[bucketindex]++;
224 : 0 : m_feerate_avg[bucketindex] += feerate;
225 : 0 : }
226 : :
227 : 0 : void TxConfirmStats::UpdateMovingAverages()
228 : : {
229 [ # # ]: 0 : assert(confAvg.size() == failAvg.size());
230 [ # # ]: 0 : for (unsigned int j = 0; j < buckets.size(); j++) {
231 [ # # ]: 0 : for (unsigned int i = 0; i < confAvg.size(); i++) {
232 : 0 : confAvg[i][j] *= decay;
233 : 0 : failAvg[i][j] *= decay;
234 : 0 : }
235 : 0 : m_feerate_avg[j] *= decay;
236 : 0 : txCtAvg[j] *= decay;
237 : 0 : }
238 : 0 : }
239 : :
240 : : // returns -1 on error conditions
241 : 0 : double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal,
242 : : double successBreakPoint, unsigned int nBlockHeight,
243 : : EstimationResult *result) const
244 : : {
245 : : // Counters for a bucket (or range of buckets)
246 : 0 : double nConf = 0; // Number of tx's confirmed within the confTarget
247 : 0 : double totalNum = 0; // Total number of tx's that were ever confirmed
248 : 0 : int extraNum = 0; // Number of tx's still in mempool for confTarget or longer
249 : 0 : double failNum = 0; // Number of tx's that were never confirmed but removed from the mempool after confTarget
250 : 0 : const int periodTarget = (confTarget + scale - 1) / scale;
251 : 0 : const int maxbucketindex = buckets.size() - 1;
252 : :
253 : : // We'll combine buckets until we have enough samples.
254 : : // The near and far variables will define the range we've combined
255 : : // The best variables are the last range we saw which still had a high
256 : : // enough confirmation rate to count as success.
257 : : // The cur variables are the current range we're counting.
258 : 0 : unsigned int curNearBucket = maxbucketindex;
259 : 0 : unsigned int bestNearBucket = maxbucketindex;
260 : 0 : unsigned int curFarBucket = maxbucketindex;
261 : 0 : unsigned int bestFarBucket = maxbucketindex;
262 : :
263 : 0 : bool foundAnswer = false;
264 : 0 : unsigned int bins = unconfTxs.size();
265 : 0 : bool newBucketRange = true;
266 : 1 : bool passing = true;
267 : 1 : EstimatorBucket passBucket;
268 : 1 : EstimatorBucket failBucket;
269 : 1 :
270 : : // Start counting from highest feerate transactions
271 [ # # ]: 0 : for (int bucket = maxbucketindex; bucket >= 0; --bucket) {
272 [ # # ]: 0 : if (newBucketRange) {
273 : 0 : curNearBucket = bucket;
274 : 0 : newBucketRange = false;
275 : 0 : }
276 : 0 : curFarBucket = bucket;
277 : 0 : nConf += confAvg[periodTarget - 1][bucket];
278 : 0 : totalNum += txCtAvg[bucket];
279 : 0 : failNum += failAvg[periodTarget - 1][bucket];
280 [ # # ]: 0 : for (unsigned int confct = confTarget; confct < GetMaxConfirms(); confct++)
281 : 0 : extraNum += unconfTxs[(nBlockHeight - confct) % bins][bucket];
282 : 0 : extraNum += oldUnconfTxs[bucket];
283 : : // If we have enough transaction data points in this range of buckets,
284 : : // we can test for success
285 : : // (Only count the confirmed data points, so that each confirmation count
286 : 1 : // will be looking at the same amount of data and same bucket breaks)
287 [ # # ]: 1 : if (totalNum >= sufficientTxVal / (1 - decay)) {
288 : 0 : double curPct = nConf / (totalNum + failNum + extraNum);
289 : :
290 : : // Check to see if we are no longer getting confirmed at the success rate
291 [ # # ]: 0 : if (curPct < successBreakPoint) {
292 [ # # ]: 0 : if (passing == true) {
293 : : // First time we hit a failure record the failed bucket
294 : 0 : unsigned int failMinBucket = std::min(curNearBucket, curFarBucket);
295 : 0 : unsigned int failMaxBucket = std::max(curNearBucket, curFarBucket);
296 [ # # ]: 0 : failBucket.start = failMinBucket ? buckets[failMinBucket - 1] : 0;
297 : 0 : failBucket.end = buckets[failMaxBucket];
298 : 0 : failBucket.withinTarget = nConf;
299 : 0 : failBucket.totalConfirmed = totalNum;
300 : 0 : failBucket.inMempool = extraNum;
301 : 0 : failBucket.leftMempool = failNum;
302 : 0 : passing = false;
303 : 0 : }
304 : 0 : continue;
305 : : }
306 : : // Otherwise update the cumulative stats, and the bucket variables
307 : : // and reset the counters
308 : : else {
309 : 0 : failBucket = EstimatorBucket(); // Reset any failed bucket, currently passing
310 : 0 : foundAnswer = true;
311 : 0 : passing = true;
312 : 0 : passBucket.withinTarget = nConf;
313 : 0 : nConf = 0;
314 : 0 : passBucket.totalConfirmed = totalNum;
315 : 0 : totalNum = 0;
316 : 0 : passBucket.inMempool = extraNum;
317 : 0 : passBucket.leftMempool = failNum;
318 : 0 : failNum = 0;
319 : 0 : extraNum = 0;
320 : 0 : bestNearBucket = curNearBucket;
321 : 0 : bestFarBucket = curFarBucket;
322 : 0 : newBucketRange = true;
323 : : }
324 : 0 : }
325 : 0 : }
326 : :
327 : 0 : double median = -1;
328 : 0 : double txSum = 0;
329 : :
330 : : // Calculate the "average" feerate of the best bucket range that met success conditions
331 : : // Find the bucket with the median transaction and then report the average feerate from that bucket
332 : : // This is a compromise between finding the median which we can't since we don't save all tx's
333 : : // and reporting the average which is less accurate
334 : 0 : unsigned int minBucket = std::min(bestNearBucket, bestFarBucket);
335 : 0 : unsigned int maxBucket = std::max(bestNearBucket, bestFarBucket);
336 [ # # ]: 0 : for (unsigned int j = minBucket; j <= maxBucket; j++) {
337 : 0 : txSum += txCtAvg[j];
338 : 0 : }
339 [ # # # # ]: 0 : if (foundAnswer && txSum != 0) {
340 : 0 : txSum = txSum / 2;
341 [ # # ]: 0 : for (unsigned int j = minBucket; j <= maxBucket; j++) {
342 [ # # ]: 0 : if (txCtAvg[j] < txSum)
343 : 0 : txSum -= txCtAvg[j];
344 : : else { // we're in the right bucket
345 : 0 : median = m_feerate_avg[j] / txCtAvg[j];
346 : 0 : break;
347 : : }
348 : 0 : }
349 : :
350 [ # # ]: 0 : passBucket.start = minBucket ? buckets[minBucket-1] : 0;
351 : 0 : passBucket.end = buckets[maxBucket];
352 : 0 : }
353 : :
354 : : // If we were passing until we reached last few buckets with insufficient data, then report those as failed
355 [ # # # # ]: 0 : if (passing && !newBucketRange) {
356 : 0 : unsigned int failMinBucket = std::min(curNearBucket, curFarBucket);
357 : 0 : unsigned int failMaxBucket = std::max(curNearBucket, curFarBucket);
358 [ # # ]: 0 : failBucket.start = failMinBucket ? buckets[failMinBucket - 1] : 0;
359 : 0 : failBucket.end = buckets[failMaxBucket];
360 : 0 : failBucket.withinTarget = nConf;
361 : 0 : failBucket.totalConfirmed = totalNum;
362 : 0 : failBucket.inMempool = extraNum;
363 : 0 : failBucket.leftMempool = failNum;
364 : 0 : }
365 : :
366 : 0 : float passed_within_target_perc = 0.0;
367 : 0 : float failed_within_target_perc = 0.0;
368 [ # # ]: 0 : if ((passBucket.totalConfirmed + passBucket.inMempool + passBucket.leftMempool)) {
369 : 0 : passed_within_target_perc = 100 * passBucket.withinTarget / (passBucket.totalConfirmed + passBucket.inMempool + passBucket.leftMempool);
370 : 0 : }
371 [ # # ]: 0 : if ((failBucket.totalConfirmed + failBucket.inMempool + failBucket.leftMempool)) {
372 : 0 : failed_within_target_perc = 100 * failBucket.withinTarget / (failBucket.totalConfirmed + failBucket.inMempool + failBucket.leftMempool);
373 : 0 : }
374 : :
375 [ # # # # : 0 : LogPrint(BCLog::ESTIMATEFEE, "FeeEst: %d > %.0f%% decay %.5f: feerate: %g from (%g - %g) %.2f%% %.1f/(%.1f %d mem %.1f out) Fail: (%g - %g) %.2f%% %.1f/(%.1f %d mem %.1f out)\n",
# # # # ]
376 : : confTarget, 100.0 * successBreakPoint, decay,
377 : : median, passBucket.start, passBucket.end,
378 : : passed_within_target_perc,
379 : : passBucket.withinTarget, passBucket.totalConfirmed, passBucket.inMempool, passBucket.leftMempool,
380 : : failBucket.start, failBucket.end,
381 : : failed_within_target_perc,
382 : : failBucket.withinTarget, failBucket.totalConfirmed, failBucket.inMempool, failBucket.leftMempool);
383 : :
384 : :
385 [ # # ]: 0 : if (result) {
386 : 0 : result->pass = passBucket;
387 : 0 : result->fail = failBucket;
388 : 0 : result->decay = decay;
389 : 0 : result->scale = scale;
390 : 0 : }
391 : 0 : return median;
392 : 0 : }
393 : :
394 : 0 : void TxConfirmStats::Write(AutoFile& fileout) const
395 : : {
396 : 0 : fileout << Using<EncodedDoubleFormatter>(decay);
397 : 0 : fileout << scale;
398 : 0 : fileout << Using<VectorFormatter<EncodedDoubleFormatter>>(m_feerate_avg);
399 : 0 : fileout << Using<VectorFormatter<EncodedDoubleFormatter>>(txCtAvg);
400 : 0 : fileout << Using<VectorFormatter<VectorFormatter<EncodedDoubleFormatter>>>(confAvg);
401 : 0 : fileout << Using<VectorFormatter<VectorFormatter<EncodedDoubleFormatter>>>(failAvg);
402 : 0 : }
403 : :
404 : 0 : void TxConfirmStats::Read(AutoFile& filein, int nFileVersion, size_t numBuckets)
405 : : {
406 : : // Read data file and do some very basic sanity checking
407 : : // buckets and bucketMap are not updated yet, so don't access them
408 : : // If there is a read failure, we'll just discard this entire object anyway
409 : : size_t maxConfirms, maxPeriods;
410 : :
411 : : // The current version will store the decay with each individual TxConfirmStats and also keep a scale factor
412 : 0 : filein >> Using<EncodedDoubleFormatter>(decay);
413 [ # # ]: 0 : if (decay <= 0 || decay >= 1) {
414 [ # # ]: 0 : throw std::runtime_error("Corrupt estimates file. Decay must be between 0 and 1 (non-inclusive)");
415 : : }
416 : 0 : filein >> scale;
417 [ # # ]: 0 : if (scale == 0) {
418 [ # # ]: 0 : throw std::runtime_error("Corrupt estimates file. Scale must be non-zero");
419 : : }
420 : :
421 : 0 : filein >> Using<VectorFormatter<EncodedDoubleFormatter>>(m_feerate_avg);
422 [ # # ]: 0 : if (m_feerate_avg.size() != numBuckets) {
423 [ # # ]: 0 : throw std::runtime_error("Corrupt estimates file. Mismatch in feerate average bucket count");
424 : : }
425 : 0 : filein >> Using<VectorFormatter<EncodedDoubleFormatter>>(txCtAvg);
426 [ # # ]: 0 : if (txCtAvg.size() != numBuckets) {
427 [ # # ]: 0 : throw std::runtime_error("Corrupt estimates file. Mismatch in tx count bucket count");
428 : : }
429 : 0 : filein >> Using<VectorFormatter<VectorFormatter<EncodedDoubleFormatter>>>(confAvg);
430 : 0 : maxPeriods = confAvg.size();
431 : 0 : maxConfirms = scale * maxPeriods;
432 : :
433 [ # # ]: 0 : if (maxConfirms <= 0 || maxConfirms > 6 * 24 * 7) { // one week
434 [ # # ]: 0 : throw std::runtime_error("Corrupt estimates file. Must maintain estimates for between 1 and 1008 (one week) confirms");
435 : : }
436 [ # # ]: 0 : for (unsigned int i = 0; i < maxPeriods; i++) {
437 [ # # ]: 0 : if (confAvg[i].size() != numBuckets) {
438 [ # # ]: 0 : throw std::runtime_error("Corrupt estimates file. Mismatch in feerate conf average bucket count");
439 : : }
440 : 0 : }
441 : :
442 : 0 : filein >> Using<VectorFormatter<VectorFormatter<EncodedDoubleFormatter>>>(failAvg);
443 [ # # ]: 0 : if (maxPeriods != failAvg.size()) {
444 [ # # ]: 0 : throw std::runtime_error("Corrupt estimates file. Mismatch in confirms tracked for failures");
445 : : }
446 [ # # ]: 0 : for (unsigned int i = 0; i < maxPeriods; i++) {
447 [ # # ]: 0 : if (failAvg[i].size() != numBuckets) {
448 [ # # ]: 0 : throw std::runtime_error("Corrupt estimates file. Mismatch in one of failure average bucket counts");
449 : : }
450 : 0 : }
451 : :
452 : : // Resize the current block variables which aren't stored in the data file
453 : : // to match the number of confirms and buckets
454 : 0 : resizeInMemoryCounters(numBuckets);
455 : :
456 [ # # # # : 0 : LogPrint(BCLog::ESTIMATEFEE, "Reading estimates: %u buckets counting confirms up to %u blocks\n",
# # # # ]
457 : : numBuckets, maxConfirms);
458 : 0 : }
459 : :
460 : 0 : unsigned int TxConfirmStats::NewTx(unsigned int nBlockHeight, double val)
461 : : {
462 : 0 : unsigned int bucketindex = bucketMap.lower_bound(val)->second;
463 : 0 : unsigned int blockIndex = nBlockHeight % unconfTxs.size();
464 : 0 : unconfTxs[blockIndex][bucketindex]++;
465 : 0 : return bucketindex;
466 : : }
467 : :
468 : 0 : void TxConfirmStats::removeTx(unsigned int entryHeight, unsigned int nBestSeenHeight, unsigned int bucketindex, bool inBlock)
469 : : {
470 : : //nBestSeenHeight is not updated yet for the new block
471 : 0 : int blocksAgo = nBestSeenHeight - entryHeight;
472 [ # # ]: 0 : if (nBestSeenHeight == 0) // the BlockPolicyEstimator hasn't seen any blocks yet
473 : 0 : blocksAgo = 0;
474 [ # # ]: 0 : if (blocksAgo < 0) {
475 [ # # # # : 0 : LogPrint(BCLog::ESTIMATEFEE, "Blockpolicy error, blocks ago is negative for mempool tx\n");
# # # # ]
476 : 0 : return; //This can't happen because we call this with our best seen height, no entries can have higher
477 : : }
478 : :
479 [ # # ]: 0 : if (blocksAgo >= (int)unconfTxs.size()) {
480 [ # # ]: 0 : if (oldUnconfTxs[bucketindex] > 0) {
481 : 0 : oldUnconfTxs[bucketindex]--;
482 : 0 : } else {
483 [ # # # # : 0 : LogPrint(BCLog::ESTIMATEFEE, "Blockpolicy error, mempool tx removed from >25 blocks,bucketIndex=%u already\n",
# # # # ]
484 : : bucketindex);
485 : : }
486 : 0 : }
487 : : else {
488 : 0 : unsigned int blockIndex = entryHeight % unconfTxs.size();
489 [ # # ]: 0 : if (unconfTxs[blockIndex][bucketindex] > 0) {
490 : 0 : unconfTxs[blockIndex][bucketindex]--;
491 : 0 : } else {
492 [ # # # # : 0 : LogPrint(BCLog::ESTIMATEFEE, "Blockpolicy error, mempool tx removed from blockIndex=%u,bucketIndex=%u already\n",
# # # # ]
493 : : blockIndex, bucketindex);
494 : : }
495 : : }
496 [ # # # # ]: 0 : if (!inBlock && (unsigned int)blocksAgo >= scale) { // Only counts as a failure if not confirmed for entire period
497 [ # # ]: 0 : assert(scale != 0);
498 : 0 : unsigned int periodsAgo = blocksAgo / scale;
499 [ # # # # ]: 0 : for (size_t i = 0; i < periodsAgo && i < failAvg.size(); i++) {
500 : 0 : failAvg[i][bucketindex]++;
501 : 0 : }
502 : 0 : }
503 : 0 : }
504 : :
505 : : // This function is called from CTxMemPool::removeUnchecked to ensure
506 : : // txs removed from the mempool for any reason are no longer
507 : : // tracked. Txs that were part of a block have already been removed in
508 : : // processBlockTx to ensure they are never double tracked, but it is
509 : : // of no harm to try to remove them again.
510 : 0 : bool CBlockPolicyEstimator::removeTx(uint256 hash, bool inBlock)
511 : : {
512 : 0 : LOCK(m_cs_fee_estimator);
513 [ # # ]: 0 : return _removeTx(hash, inBlock);
514 : 0 : }
515 : :
516 : 0 : bool CBlockPolicyEstimator::_removeTx(const uint256& hash, bool inBlock)
517 : : {
518 : 0 : AssertLockHeld(m_cs_fee_estimator);
519 : 0 : std::map<uint256, TxStatsInfo>::iterator pos = mapMemPoolTxs.find(hash);
520 [ # # ]: 0 : if (pos != mapMemPoolTxs.end()) {
521 : 0 : feeStats->removeTx(pos->second.blockHeight, nBestSeenHeight, pos->second.bucketIndex, inBlock);
522 : 0 : shortStats->removeTx(pos->second.blockHeight, nBestSeenHeight, pos->second.bucketIndex, inBlock);
523 : 0 : longStats->removeTx(pos->second.blockHeight, nBestSeenHeight, pos->second.bucketIndex, inBlock);
524 : 0 : mapMemPoolTxs.erase(hash);
525 : 0 : return true;
526 : : } else {
527 : 0 : return false;
528 : : }
529 : 0 : }
530 : :
531 : 4 : CBlockPolicyEstimator::CBlockPolicyEstimator(const fs::path& estimation_filepath, const bool read_stale_estimates)
532 : 1 : : m_estimation_filepath{estimation_filepath}
533 : : {
534 : : static_assert(MIN_BUCKET_FEERATE > 0, "Min feerate must be nonzero");
535 : 1 : size_t bucketIndex = 0;
536 : :
537 [ + + ]: 190 : for (double bucketBoundary = MIN_BUCKET_FEERATE; bucketBoundary <= MAX_BUCKET_FEERATE; bucketBoundary *= FEE_SPACING, bucketIndex++) {
538 [ + - ]: 189 : buckets.push_back(bucketBoundary);
539 [ + - ]: 189 : bucketMap[bucketBoundary] = bucketIndex;
540 : 189 : }
541 [ + - ]: 1 : buckets.push_back(INF_FEERATE);
542 [ + - ]: 1 : bucketMap[INF_FEERATE] = bucketIndex;
543 [ + - ]: 1 : assert(bucketMap.size() == buckets.size());
544 : :
545 [ + - + - ]: 1 : feeStats = std::unique_ptr<TxConfirmStats>(new TxConfirmStats(buckets, bucketMap, MED_BLOCK_PERIODS, MED_DECAY, MED_SCALE));
546 [ + - + - ]: 1 : shortStats = std::unique_ptr<TxConfirmStats>(new TxConfirmStats(buckets, bucketMap, SHORT_BLOCK_PERIODS, SHORT_DECAY, SHORT_SCALE));
547 [ + - + - ]: 1 : longStats = std::unique_ptr<TxConfirmStats>(new TxConfirmStats(buckets, bucketMap, LONG_BLOCK_PERIODS, LONG_DECAY, LONG_SCALE));
548 : :
549 [ + - + - ]: 1 : AutoFile est_file{fsbridge::fopen(m_estimation_filepath, "rb")};
550 : :
551 [ + - - + ]: 1 : if (est_file.IsNull()) {
552 [ + - + - : 1 : LogPrintf("%s is not found. Continue anyway.\n", fs::PathToString(m_estimation_filepath));
+ - + - ]
553 : 1 : return;
554 : : }
555 : :
556 [ # # ]: 0 : std::chrono::hours file_age = GetFeeEstimatorFileAge();
557 [ # # # # : 0 : if (file_age > MAX_FILE_AGE && !read_stale_estimates) {
# # ]
558 [ # # # # : 0 : LogPrintf("Fee estimation file %s too old (age=%lld > %lld hours) and will not be used to avoid serving stale estimates.\n", fs::PathToString(m_estimation_filepath), Ticks<std::chrono::hours>(file_age), Ticks<std::chrono::hours>(MAX_FILE_AGE));
# # # # #
# # # ]
559 : 0 : return;
560 : : }
561 : :
562 [ # # # # ]: 0 : if (!Read(est_file)) {
563 [ # # # # : 0 : LogPrintf("Failed to read fee estimates from %s. Continue anyway.\n", fs::PathToString(m_estimation_filepath));
# # # # ]
564 : 0 : }
565 [ - + ]: 1 : }
566 : :
567 : 1 : CBlockPolicyEstimator::~CBlockPolicyEstimator() = default;
568 : :
569 : 0 : void CBlockPolicyEstimator::processTransaction(const CTxMemPoolEntry& entry, bool validFeeEstimate)
570 : : {
571 : 0 : LOCK(m_cs_fee_estimator);
572 [ # # ]: 0 : unsigned int txHeight = entry.GetHeight();
573 [ # # # # ]: 0 : uint256 hash = entry.GetTx().GetHash();
574 [ # # # # ]: 0 : if (mapMemPoolTxs.count(hash)) {
575 [ # # # # : 0 : LogPrint(BCLog::ESTIMATEFEE, "Blockpolicy error mempool tx %s already being tracked\n",
# # # # #
# # # ]
576 : : hash.ToString());
577 : 0 : return;
578 : : }
579 : :
580 [ # # ]: 0 : if (txHeight != nBestSeenHeight) {
581 : : // Ignore side chains and re-orgs; assuming they are random they don't
582 : : // affect the estimate. We'll potentially double count transactions in 1-block reorgs.
583 : : // Ignore txs if BlockPolicyEstimator is not in sync with ActiveChain().Tip().
584 : : // It will be synced next time a block is processed.
585 : 0 : return;
586 : : }
587 : :
588 : : // Only want to be updating estimates when our blockchain is synced,
589 : : // otherwise we'll miscalculate how many blocks its taking to get included.
590 [ # # ]: 0 : if (!validFeeEstimate) {
591 : 0 : untrackedTxs++;
592 : 0 : return;
593 : : }
594 : 0 : trackedTxs++;
595 : :
596 : : // Feerates are stored and reported as BTC-per-kb:
597 [ # # # # : 0 : CFeeRate feeRate(entry.GetFee(), entry.GetTxSize());
# # ]
598 : :
599 [ # # ]: 0 : mapMemPoolTxs[hash].blockHeight = txHeight;
600 [ # # # # ]: 0 : unsigned int bucketIndex = feeStats->NewTx(txHeight, (double)feeRate.GetFeePerK());
601 [ # # ]: 0 : mapMemPoolTxs[hash].bucketIndex = bucketIndex;
602 [ # # # # ]: 0 : unsigned int bucketIndex2 = shortStats->NewTx(txHeight, (double)feeRate.GetFeePerK());
603 [ # # ]: 0 : assert(bucketIndex == bucketIndex2);
604 [ # # # # ]: 0 : unsigned int bucketIndex3 = longStats->NewTx(txHeight, (double)feeRate.GetFeePerK());
605 [ # # ]: 0 : assert(bucketIndex == bucketIndex3);
606 [ # # ]: 0 : }
607 : :
608 : 0 : bool CBlockPolicyEstimator::processBlockTx(unsigned int nBlockHeight, const CTxMemPoolEntry* entry)
609 : : {
610 : 0 : AssertLockHeld(m_cs_fee_estimator);
611 [ # # ]: 0 : if (!_removeTx(entry->GetTx().GetHash(), true)) {
612 : : // This transaction wasn't being tracked for fee estimation
613 : 0 : return false;
614 : : }
615 : :
616 : : // How many blocks did it take for miners to include this transaction?
617 : : // blocksToConfirm is 1-based, so a transaction included in the earliest
618 : : // possible block has confirmation count of 1
619 : 0 : int blocksToConfirm = nBlockHeight - entry->GetHeight();
620 [ # # ]: 0 : if (blocksToConfirm <= 0) {
621 : : // This can't happen because we don't process transactions from a block with a height
622 : : // lower than our greatest seen height
623 [ # # # # : 0 : LogPrint(BCLog::ESTIMATEFEE, "Blockpolicy error Transaction had negative blocksToConfirm\n");
# # # # ]
624 : 0 : return false;
625 : : }
626 : :
627 : : // Feerates are stored and reported as BTC-per-kb:
628 : 0 : CFeeRate feeRate(entry->GetFee(), entry->GetTxSize());
629 : :
630 : 0 : feeStats->Record(blocksToConfirm, (double)feeRate.GetFeePerK());
631 : 0 : shortStats->Record(blocksToConfirm, (double)feeRate.GetFeePerK());
632 : 0 : longStats->Record(blocksToConfirm, (double)feeRate.GetFeePerK());
633 : 0 : return true;
634 : 0 : }
635 : :
636 : 1 : void CBlockPolicyEstimator::processBlock(unsigned int nBlockHeight,
637 : : std::vector<const CTxMemPoolEntry*>& entries)
638 : : {
639 : 1 : LOCK(m_cs_fee_estimator);
640 [ + - ]: 1 : if (nBlockHeight <= nBestSeenHeight) {
641 : : // Ignore side chains and re-orgs; assuming they are random
642 : : // they don't affect the estimate.
643 : : // And if an attacker can re-org the chain at will, then
644 : : // you've got much bigger problems than "attacker can influence
645 : : // transaction fees."
646 : 1 : return;
647 : : }
648 : :
649 : : // Must update nBestSeenHeight in sync with ClearCurrent so that
650 : : // calls to removeTx (via processBlockTx) correctly calculate age
651 : : // of unconfirmed txs to remove from tracking.
652 : 0 : nBestSeenHeight = nBlockHeight;
653 : :
654 : : // Update unconfirmed circular buffer
655 : 0 : feeStats->ClearCurrent(nBlockHeight);
656 : 0 : shortStats->ClearCurrent(nBlockHeight);
657 : 0 : longStats->ClearCurrent(nBlockHeight);
658 : :
659 : : // Decay all exponential averages
660 : 0 : feeStats->UpdateMovingAverages();
661 : 0 : shortStats->UpdateMovingAverages();
662 : 0 : longStats->UpdateMovingAverages();
663 : :
664 : 0 : unsigned int countedTxs = 0;
665 : : // Update averages with data points from current block
666 [ # # ]: 0 : for (const auto& entry : entries) {
667 [ # # # # ]: 0 : if (processBlockTx(nBlockHeight, entry))
668 : 0 : countedTxs++;
669 : : }
670 : :
671 [ # # # # ]: 0 : if (firstRecordedHeight == 0 && countedTxs > 0) {
672 : 0 : firstRecordedHeight = nBestSeenHeight;
673 [ # # # # : 0 : LogPrint(BCLog::ESTIMATEFEE, "Blockpolicy first recorded height %u\n", firstRecordedHeight);
# # # # #
# ]
674 : 0 : }
675 : :
676 : :
677 [ # # # # : 0 : LogPrint(BCLog::ESTIMATEFEE, "Blockpolicy estimates updated by %u of %u block txs, since last block %u of %u tracked, mempool map size %u, max target %u from %s\n",
# # # # #
# # # # #
# # ]
678 : : countedTxs, entries.size(), trackedTxs, trackedTxs + untrackedTxs, mapMemPoolTxs.size(),
679 : : MaxUsableEstimate(), HistoricalBlockSpan() > BlockSpan() ? "historical" : "current");
680 : :
681 : 0 : trackedTxs = 0;
682 : 0 : untrackedTxs = 0;
683 [ - + ]: 1 : }
684 : :
685 : 0 : CFeeRate CBlockPolicyEstimator::estimateFee(int confTarget) const
686 : : {
687 : : // It's not possible to get reasonable estimates for confTarget of 1
688 [ # # ]: 0 : if (confTarget <= 1)
689 : 0 : return CFeeRate(0);
690 : :
691 : 0 : return estimateRawFee(confTarget, DOUBLE_SUCCESS_PCT, FeeEstimateHorizon::MED_HALFLIFE);
692 : 0 : }
693 : :
694 : 0 : CFeeRate CBlockPolicyEstimator::estimateRawFee(int confTarget, double successThreshold, FeeEstimateHorizon horizon, EstimationResult* result) const
695 : : {
696 : 0 : TxConfirmStats* stats = nullptr;
697 : 0 : double sufficientTxs = SUFFICIENT_FEETXS;
698 [ # # # # ]: 0 : switch (horizon) {
699 : : case FeeEstimateHorizon::SHORT_HALFLIFE: {
700 : 0 : stats = shortStats.get();
701 : 0 : sufficientTxs = SUFFICIENT_TXS_SHORT;
702 : 0 : break;
703 : : }
704 : : case FeeEstimateHorizon::MED_HALFLIFE: {
705 : 0 : stats = feeStats.get();
706 : 0 : break;
707 : : }
708 : : case FeeEstimateHorizon::LONG_HALFLIFE: {
709 : 0 : stats = longStats.get();
710 : 0 : break;
711 : : }
712 : : } // no default case, so the compiler can warn about missing cases
713 [ # # ]: 0 : assert(stats);
714 : :
715 : 0 : LOCK(m_cs_fee_estimator);
716 : : // Return failure if trying to analyze a target we're not tracking
717 [ # # # # : 0 : if (confTarget <= 0 || (unsigned int)confTarget > stats->GetMaxConfirms())
# # ]
718 [ # # ]: 0 : return CFeeRate(0);
719 [ # # ]: 0 : if (successThreshold > 1)
720 [ # # ]: 0 : return CFeeRate(0);
721 : :
722 [ # # ]: 0 : double median = stats->EstimateMedianVal(confTarget, sufficientTxs, successThreshold, nBestSeenHeight, result);
723 : :
724 [ # # ]: 0 : if (median < 0)
725 [ # # ]: 0 : return CFeeRate(0);
726 : :
727 [ # # ]: 0 : return CFeeRate(llround(median));
728 : 0 : }
729 : :
730 : 0 : unsigned int CBlockPolicyEstimator::HighestTargetTracked(FeeEstimateHorizon horizon) const
731 : : {
732 : 0 : LOCK(m_cs_fee_estimator);
733 [ # # # # ]: 0 : switch (horizon) {
734 : : case FeeEstimateHorizon::SHORT_HALFLIFE: {
735 [ # # ]: 0 : return shortStats->GetMaxConfirms();
736 : : }
737 : : case FeeEstimateHorizon::MED_HALFLIFE: {
738 [ # # ]: 0 : return feeStats->GetMaxConfirms();
739 : : }
740 : : case FeeEstimateHorizon::LONG_HALFLIFE: {
741 [ # # ]: 0 : return longStats->GetMaxConfirms();
742 : : }
743 : : } // no default case, so the compiler can warn about missing cases
744 : 0 : assert(false);
745 : 0 : }
746 : :
747 : 0 : unsigned int CBlockPolicyEstimator::BlockSpan() const
748 : : {
749 [ # # ]: 0 : if (firstRecordedHeight == 0) return 0;
750 [ # # ]: 0 : assert(nBestSeenHeight >= firstRecordedHeight);
751 : :
752 : 0 : return nBestSeenHeight - firstRecordedHeight;
753 : 0 : }
754 : :
755 : 0 : unsigned int CBlockPolicyEstimator::HistoricalBlockSpan() const
756 : : {
757 [ # # ]: 0 : if (historicalFirst == 0) return 0;
758 [ # # ]: 0 : assert(historicalBest >= historicalFirst);
759 : :
760 [ # # ]: 0 : if (nBestSeenHeight - historicalBest > OLDEST_ESTIMATE_HISTORY) return 0;
761 : :
762 : 0 : return historicalBest - historicalFirst;
763 : 0 : }
764 : :
765 : 0 : unsigned int CBlockPolicyEstimator::MaxUsableEstimate() const
766 : : {
767 : : // Block spans are divided by 2 to make sure there are enough potential failing data points for the estimate
768 : 0 : return std::min(longStats->GetMaxConfirms(), std::max(BlockSpan(), HistoricalBlockSpan()) / 2);
769 : : }
770 : :
771 : : /** Return a fee estimate at the required successThreshold from the shortest
772 : : * time horizon which tracks confirmations up to the desired target. If
773 : : * checkShorterHorizon is requested, also allow short time horizon estimates
774 : : * for a lower target to reduce the given answer */
775 : 0 : double CBlockPolicyEstimator::estimateCombinedFee(unsigned int confTarget, double successThreshold, bool checkShorterHorizon, EstimationResult *result) const
776 : : {
777 : 0 : double estimate = -1;
778 [ # # # # ]: 0 : if (confTarget >= 1 && confTarget <= longStats->GetMaxConfirms()) {
779 : : // Find estimate from shortest time horizon possible
780 [ # # ]: 0 : if (confTarget <= shortStats->GetMaxConfirms()) { // short horizon
781 : 0 : estimate = shortStats->EstimateMedianVal(confTarget, SUFFICIENT_TXS_SHORT, successThreshold, nBestSeenHeight, result);
782 : 0 : }
783 [ # # ]: 0 : else if (confTarget <= feeStats->GetMaxConfirms()) { // medium horizon
784 : 0 : estimate = feeStats->EstimateMedianVal(confTarget, SUFFICIENT_FEETXS, successThreshold, nBestSeenHeight, result);
785 : 0 : }
786 : : else { // long horizon
787 : 0 : estimate = longStats->EstimateMedianVal(confTarget, SUFFICIENT_FEETXS, successThreshold, nBestSeenHeight, result);
788 : : }
789 [ # # ]: 0 : if (checkShorterHorizon) {
790 : 0 : EstimationResult tempResult;
791 : : // If a lower confTarget from a more recent horizon returns a lower answer use it.
792 [ # # ]: 0 : if (confTarget > feeStats->GetMaxConfirms()) {
793 : 0 : double medMax = feeStats->EstimateMedianVal(feeStats->GetMaxConfirms(), SUFFICIENT_FEETXS, successThreshold, nBestSeenHeight, &tempResult);
794 [ # # # # : 0 : if (medMax > 0 && (estimate == -1 || medMax < estimate)) {
# # ]
795 : 0 : estimate = medMax;
796 [ # # ]: 0 : if (result) *result = tempResult;
797 : 0 : }
798 : 0 : }
799 [ # # ]: 0 : if (confTarget > shortStats->GetMaxConfirms()) {
800 : 0 : double shortMax = shortStats->EstimateMedianVal(shortStats->GetMaxConfirms(), SUFFICIENT_TXS_SHORT, successThreshold, nBestSeenHeight, &tempResult);
801 [ # # # # : 0 : if (shortMax > 0 && (estimate == -1 || shortMax < estimate)) {
# # ]
802 : 0 : estimate = shortMax;
803 [ # # ]: 0 : if (result) *result = tempResult;
804 : 0 : }
805 : 0 : }
806 : 0 : }
807 : 0 : }
808 : 0 : return estimate;
809 : : }
810 : :
811 : : /** Ensure that for a conservative estimate, the DOUBLE_SUCCESS_PCT is also met
812 : : * at 2 * target for any longer time horizons.
813 : : */
814 : 0 : double CBlockPolicyEstimator::estimateConservativeFee(unsigned int doubleTarget, EstimationResult *result) const
815 : : {
816 : 0 : double estimate = -1;
817 : 0 : EstimationResult tempResult;
818 [ # # ]: 0 : if (doubleTarget <= shortStats->GetMaxConfirms()) {
819 : 0 : estimate = feeStats->EstimateMedianVal(doubleTarget, SUFFICIENT_FEETXS, DOUBLE_SUCCESS_PCT, nBestSeenHeight, result);
820 : 0 : }
821 [ # # ]: 0 : if (doubleTarget <= feeStats->GetMaxConfirms()) {
822 : 0 : double longEstimate = longStats->EstimateMedianVal(doubleTarget, SUFFICIENT_FEETXS, DOUBLE_SUCCESS_PCT, nBestSeenHeight, &tempResult);
823 [ # # ]: 0 : if (longEstimate > estimate) {
824 : 0 : estimate = longEstimate;
825 [ # # ]: 0 : if (result) *result = tempResult;
826 : 0 : }
827 : 0 : }
828 : 0 : return estimate;
829 : : }
830 : :
831 : : /** estimateSmartFee returns the max of the feerates calculated with a 60%
832 : : * threshold required at target / 2, an 85% threshold required at target and a
833 : : * 95% threshold required at 2 * target. Each calculation is performed at the
834 : : * shortest time horizon which tracks the required target. Conservative
835 : : * estimates, however, required the 95% threshold at 2 * target be met for any
836 : : * longer time horizons also.
837 : : */
838 : 0 : CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, FeeCalculation *feeCalc, bool conservative) const
839 : : {
840 : 0 : LOCK(m_cs_fee_estimator);
841 : :
842 [ # # ]: 0 : if (feeCalc) {
843 : 0 : feeCalc->desiredTarget = confTarget;
844 : 0 : feeCalc->returnedTarget = confTarget;
845 : 0 : }
846 : :
847 : 0 : double median = -1;
848 : 0 : EstimationResult tempResult;
849 : :
850 : : // Return failure if trying to analyze a target we're not tracking
851 [ # # # # : 0 : if (confTarget <= 0 || (unsigned int)confTarget > longStats->GetMaxConfirms()) {
# # ]
852 [ # # ]: 0 : return CFeeRate(0); // error condition
853 : : }
854 : :
855 : : // It's not possible to get reasonable estimates for confTarget of 1
856 [ # # ]: 0 : if (confTarget == 1) confTarget = 2;
857 : :
858 [ # # ]: 0 : unsigned int maxUsableEstimate = MaxUsableEstimate();
859 [ # # ]: 0 : if ((unsigned int)confTarget > maxUsableEstimate) {
860 : 0 : confTarget = maxUsableEstimate;
861 : 0 : }
862 [ # # ]: 0 : if (feeCalc) feeCalc->returnedTarget = confTarget;
863 : :
864 [ # # # # ]: 0 : if (confTarget <= 1) return CFeeRate(0); // error condition
865 : :
866 [ # # ]: 0 : assert(confTarget > 0); //estimateCombinedFee and estimateConservativeFee take unsigned ints
867 : : /** true is passed to estimateCombined fee for target/2 and target so
868 : : * that we check the max confirms for shorter time horizons as well.
869 : : * This is necessary to preserve monotonically increasing estimates.
870 : : * For non-conservative estimates we do the same thing for 2*target, but
871 : : * for conservative estimates we want to skip these shorter horizons
872 : : * checks for 2*target because we are taking the max over all time
873 : : * horizons so we already have monotonically increasing estimates and
874 : : * the purpose of conservative estimates is not to let short term
875 : : * fluctuations lower our estimates by too much.
876 : : */
877 [ # # ]: 0 : double halfEst = estimateCombinedFee(confTarget/2, HALF_SUCCESS_PCT, true, &tempResult);
878 [ # # ]: 0 : if (feeCalc) {
879 : 0 : feeCalc->est = tempResult;
880 : 0 : feeCalc->reason = FeeReason::HALF_ESTIMATE;
881 : 0 : }
882 : 0 : median = halfEst;
883 [ # # ]: 0 : double actualEst = estimateCombinedFee(confTarget, SUCCESS_PCT, true, &tempResult);
884 [ # # ]: 0 : if (actualEst > median) {
885 : 0 : median = actualEst;
886 [ # # ]: 0 : if (feeCalc) {
887 : 0 : feeCalc->est = tempResult;
888 : 0 : feeCalc->reason = FeeReason::FULL_ESTIMATE;
889 : 0 : }
890 : 0 : }
891 [ # # ]: 0 : double doubleEst = estimateCombinedFee(2 * confTarget, DOUBLE_SUCCESS_PCT, !conservative, &tempResult);
892 [ # # ]: 0 : if (doubleEst > median) {
893 : 0 : median = doubleEst;
894 [ # # ]: 0 : if (feeCalc) {
895 : 0 : feeCalc->est = tempResult;
896 : 0 : feeCalc->reason = FeeReason::DOUBLE_ESTIMATE;
897 : 0 : }
898 : 0 : }
899 : :
900 [ # # # # ]: 0 : if (conservative || median == -1) {
901 [ # # ]: 0 : double consEst = estimateConservativeFee(2 * confTarget, &tempResult);
902 [ # # ]: 0 : if (consEst > median) {
903 : 0 : median = consEst;
904 [ # # ]: 0 : if (feeCalc) {
905 : 0 : feeCalc->est = tempResult;
906 : 0 : feeCalc->reason = FeeReason::CONSERVATIVE;
907 : 0 : }
908 : 0 : }
909 : 0 : }
910 : :
911 [ # # # # ]: 0 : if (median < 0) return CFeeRate(0); // error condition
912 : :
913 [ # # ]: 0 : return CFeeRate(llround(median));
914 : 0 : }
915 : :
916 : 0 : void CBlockPolicyEstimator::Flush() {
917 : 0 : FlushUnconfirmed();
918 : 0 : FlushFeeEstimates();
919 : 0 : }
920 : :
921 : 0 : void CBlockPolicyEstimator::FlushFeeEstimates()
922 : : {
923 [ # # ]: 0 : AutoFile est_file{fsbridge::fopen(m_estimation_filepath, "wb")};
924 [ # # # # : 0 : if (est_file.IsNull() || !Write(est_file)) {
# # # # ]
925 [ # # # # : 0 : LogPrintf("Failed to write fee estimates to %s. Continue anyway.\n", fs::PathToString(m_estimation_filepath));
# # # # ]
926 : 0 : } else {
927 [ # # # # : 0 : LogPrintf("Flushed fee estimates to %s.\n", fs::PathToString(m_estimation_filepath.filename()));
# # # # #
# ]
928 : : }
929 : 0 : }
930 : :
931 : 0 : bool CBlockPolicyEstimator::Write(AutoFile& fileout) const
932 : : {
933 : : try {
934 [ # # # # ]: 0 : LOCK(m_cs_fee_estimator);
935 [ # # ]: 0 : fileout << 149900; // version required to read: 0.14.99 or later
936 [ # # ]: 0 : fileout << CLIENT_VERSION; // version that wrote the file
937 [ # # ]: 0 : fileout << nBestSeenHeight;
938 [ # # ]: 0 : if (BlockSpan() > HistoricalBlockSpan()/2) {
939 [ # # # # ]: 0 : fileout << firstRecordedHeight << nBestSeenHeight;
940 : 0 : }
941 : : else {
942 [ # # # # ]: 0 : fileout << historicalFirst << historicalBest;
943 : : }
944 [ # # # # ]: 0 : fileout << Using<VectorFormatter<EncodedDoubleFormatter>>(buckets);
945 [ # # ]: 0 : feeStats->Write(fileout);
946 [ # # ]: 0 : shortStats->Write(fileout);
947 [ # # ]: 0 : longStats->Write(fileout);
948 [ # # ]: 0 : }
949 : : catch (const std::exception&) {
950 [ # # # # : 0 : LogPrintf("CBlockPolicyEstimator::Write(): unable to write policy estimator data (non-fatal)\n");
# # ]
951 : 0 : return false;
952 [ # # ]: 0 : }
953 : 0 : return true;
954 : 0 : }
955 : :
956 : 0 : bool CBlockPolicyEstimator::Read(AutoFile& filein)
957 : : {
958 : : try {
959 [ # # # # ]: 0 : LOCK(m_cs_fee_estimator);
960 : : int nVersionRequired, nVersionThatWrote;
961 [ # # # # ]: 0 : filein >> nVersionRequired >> nVersionThatWrote;
962 [ # # ]: 0 : if (nVersionRequired > CLIENT_VERSION) {
963 [ # # # # : 0 : throw std::runtime_error(strprintf("up-version (%d) fee estimate file", nVersionRequired));
# # ]
964 : : }
965 : :
966 : : // Read fee estimates file into temporary variables so existing data
967 : : // structures aren't corrupted if there is an exception.
968 : : unsigned int nFileBestSeenHeight;
969 [ # # ]: 0 : filein >> nFileBestSeenHeight;
970 : :
971 [ # # ]: 0 : if (nVersionRequired < 149900) {
972 [ # # # # : 0 : LogPrintf("%s: incompatible old fee estimation data (non-fatal). Version: %d\n", __func__, nVersionRequired);
# # ]
973 : 0 : } else { // New format introduced in 149900
974 : : unsigned int nFileHistoricalFirst, nFileHistoricalBest;
975 [ # # # # ]: 0 : filein >> nFileHistoricalFirst >> nFileHistoricalBest;
976 [ # # ]: 0 : if (nFileHistoricalFirst > nFileHistoricalBest || nFileHistoricalBest > nFileBestSeenHeight) {
977 [ # # ]: 0 : throw std::runtime_error("Corrupt estimates file. Historical block range for estimates is invalid");
978 : : }
979 : 0 : std::vector<double> fileBuckets;
980 [ # # # # ]: 0 : filein >> Using<VectorFormatter<EncodedDoubleFormatter>>(fileBuckets);
981 : 0 : size_t numBuckets = fileBuckets.size();
982 [ # # ]: 0 : if (numBuckets <= 1 || numBuckets > 1000) {
983 [ # # ]: 0 : throw std::runtime_error("Corrupt estimates file. Must have between 2 and 1000 feerate buckets");
984 : : }
985 : :
986 [ # # # # ]: 0 : std::unique_ptr<TxConfirmStats> fileFeeStats(new TxConfirmStats(buckets, bucketMap, MED_BLOCK_PERIODS, MED_DECAY, MED_SCALE));
987 [ # # # # ]: 0 : std::unique_ptr<TxConfirmStats> fileShortStats(new TxConfirmStats(buckets, bucketMap, SHORT_BLOCK_PERIODS, SHORT_DECAY, SHORT_SCALE));
988 [ # # # # ]: 0 : std::unique_ptr<TxConfirmStats> fileLongStats(new TxConfirmStats(buckets, bucketMap, LONG_BLOCK_PERIODS, LONG_DECAY, LONG_SCALE));
989 [ # # ]: 0 : fileFeeStats->Read(filein, nVersionThatWrote, numBuckets);
990 [ # # ]: 0 : fileShortStats->Read(filein, nVersionThatWrote, numBuckets);
991 [ # # ]: 0 : fileLongStats->Read(filein, nVersionThatWrote, numBuckets);
992 : :
993 : : // Fee estimates file parsed correctly
994 : : // Copy buckets from file and refresh our bucketmap
995 [ # # ]: 0 : buckets = fileBuckets;
996 : 0 : bucketMap.clear();
997 [ # # ]: 0 : for (unsigned int i = 0; i < buckets.size(); i++) {
998 [ # # ]: 0 : bucketMap[buckets[i]] = i;
999 : 0 : }
1000 : :
1001 : : // Destroy old TxConfirmStats and point to new ones that already reference buckets and bucketMap
1002 : 0 : feeStats = std::move(fileFeeStats);
1003 : 0 : shortStats = std::move(fileShortStats);
1004 : 0 : longStats = std::move(fileLongStats);
1005 : :
1006 : 0 : nBestSeenHeight = nFileBestSeenHeight;
1007 : 0 : historicalFirst = nFileHistoricalFirst;
1008 : 0 : historicalBest = nFileHistoricalBest;
1009 : 0 : }
1010 [ # # ]: 0 : }
1011 : : catch (const std::exception& e) {
1012 [ # # # # : 0 : LogPrintf("CBlockPolicyEstimator::Read(): unable to read policy estimator data (non-fatal): %s\n",e.what());
# # ]
1013 : 0 : return false;
1014 [ # # ]: 0 : }
1015 : 0 : return true;
1016 : 0 : }
1017 : :
1018 : 0 : void CBlockPolicyEstimator::FlushUnconfirmed()
1019 : : {
1020 : 0 : const auto startclear{SteadyClock::now()};
1021 : 0 : LOCK(m_cs_fee_estimator);
1022 : 0 : size_t num_entries = mapMemPoolTxs.size();
1023 : : // Remove every entry in mapMemPoolTxs
1024 [ # # ]: 0 : while (!mapMemPoolTxs.empty()) {
1025 : 0 : auto mi = mapMemPoolTxs.begin();
1026 [ # # ]: 0 : _removeTx(mi->first, false); // this calls erase() on mapMemPoolTxs
1027 : : }
1028 : 0 : const auto endclear{SteadyClock::now()};
1029 [ # # # # : 0 : LogPrint(BCLog::ESTIMATEFEE, "Recorded %u unconfirmed txs from mempool in %gs\n", num_entries, Ticks<SecondsDouble>(endclear - startclear));
# # # # #
# # # #
# ]
1030 : 0 : }
1031 : :
1032 : 0 : std::chrono::hours CBlockPolicyEstimator::GetFeeEstimatorFileAge()
1033 : : {
1034 : 0 : auto file_time = std::filesystem::last_write_time(m_estimation_filepath);
1035 : 0 : auto now = std::filesystem::file_time_type::clock::now();
1036 : 0 : return std::chrono::duration_cast<std::chrono::hours>(now - file_time);
1037 : : }
1038 : :
1039 : 0 : static std::set<double> MakeFeeSet(const CFeeRate& min_incremental_fee,
1040 : : double max_filter_fee_rate,
1041 : : double fee_filter_spacing)
1042 : : {
1043 : 0 : std::set<double> fee_set;
1044 : :
1045 [ # # ]: 0 : const CAmount min_fee_limit{std::max(CAmount(1), min_incremental_fee.GetFeePerK() / 2)};
1046 [ # # ]: 0 : fee_set.insert(0);
1047 [ # # ]: 0 : for (double bucket_boundary = min_fee_limit;
1048 : 0 : bucket_boundary <= max_filter_fee_rate;
1049 : 0 : bucket_boundary *= fee_filter_spacing) {
1050 : :
1051 [ # # ]: 0 : fee_set.insert(bucket_boundary);
1052 : 0 : }
1053 : :
1054 : 0 : return fee_set;
1055 [ # # ]: 0 : }
1056 : :
1057 : 0 : FeeFilterRounder::FeeFilterRounder(const CFeeRate& minIncrementalFee)
1058 : 0 : : m_fee_set{MakeFeeSet(minIncrementalFee, MAX_FILTER_FEERATE, FEE_FILTER_SPACING)}
1059 : : {
1060 : 0 : }
1061 : :
1062 : 0 : CAmount FeeFilterRounder::round(CAmount currentMinFee)
1063 : : {
1064 : 0 : AssertLockNotHeld(m_insecure_rand_mutex);
1065 : 0 : std::set<double>::iterator it = m_fee_set.lower_bound(currentMinFee);
1066 [ # # # # ]: 0 : if (it == m_fee_set.end() ||
1067 [ # # ]: 0 : (it != m_fee_set.begin() &&
1068 : 0 : WITH_LOCK(m_insecure_rand_mutex, return insecure_rand.rand32()) % 3 != 0)) {
1069 : 0 : --it;
1070 : 0 : }
1071 : 0 : return static_cast<CAmount>(*it);
1072 : : }
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