You can not select more than 25 topics
Topics must start with a letter or number, can include dashes ('') and can be up to 35 characters long.
169 lines
6.9 KiB
169 lines
6.9 KiB
// Copyright (c) 20092010 Satoshi Nakamoto 

// Copyright (c) 20092016 The Bitcoin Core developers 

// Distributed under the MIT software license, see the accompanying 

// file COPYING or http://www.opensource.org/licenses/mitlicense.php. 

#ifndef BITCOIN_POLICYESTIMATOR_H 

#define BITCOIN_POLICYESTIMATOR_H 



#include "amount.h" 

#include "feerate.h" 

#include "uint256.h" 

#include "random.h" 

#include "sync.h" 



#include <map> 

#include <string> 

#include <vector> 



class CAutoFile; 

class CFeeRate; 

class CTxMemPoolEntry; 

class CTxMemPool; 

class TxConfirmStats; 



/** \class CBlockPolicyEstimator 

* The BlockPolicyEstimator is used for estimating the feerate needed 

* for a transaction to be included in a block within a certain number of 

* blocks. 

* 

* At a high level the algorithm works by grouping transactions into buckets 

* based on having similar feerates and then tracking how long it 

* takes transactions in the various buckets to be mined. It operates under 

* the assumption that in general transactions of higher feerate will be 

* included in blocks before transactions of lower feerate. So for 

* example if you wanted to know what feerate you should put on a transaction to 

* be included in a block within the next 5 blocks, you would start by looking 

* at the bucket with the highest feerate transactions and verifying that a 

* sufficiently high percentage of them were confirmed within 5 blocks and 

* then you would look at the next highest feerate bucket, and so on, stopping at 

* the last bucket to pass the test. The average feerate of transactions in this 

* bucket will give you an indication of the lowest feerate you can put on a 

* transaction and still have a sufficiently high chance of being confirmed 

* within your desired 5 blocks. 

* 

* Here is a brief description of the implementation: 

* When a transaction enters the mempool, we 

* track the height of the block chain at entry. Whenever a block comes in, 

* we count the number of transactions in each bucket and the total amount of feerate 

* paid in each bucket. Then we calculate how many blocks Y it took each 

* transaction to be mined and we track an array of counters in each bucket 

* for how long it to took transactions to get confirmed from 1 to a max of 25 

* and we increment all the counters from Y up to 25. This is because for any 

* number Z>=Y the transaction was successfully mined within Z blocks. We 

* want to save a history of this information, so at any time we have a 

* counter of the total number of transactions that happened in a given feerate 

* bucket and the total number that were confirmed in each number 125 blocks 

* or less for any bucket. We save this history by keeping an exponentially 

* decaying moving average of each one of these stats. Furthermore we also 

* keep track of the number unmined (in mempool) transactions in each bucket 

* and for how many blocks they have been outstanding and use that to increase 

* the number of transactions we've seen in that feerate bucket when calculating 

* an estimate for any number of confirmations below the number of blocks 

* they've been outstanding. 

*/ 



/** Track confirm delays up to 25 blocks, can't estimate beyond that */ 

static const unsigned int MAX_BLOCK_CONFIRMS = 25; 



/** Decay of .998 is a halflife of 346 blocks or about 2.4 days */ 

static const double DEFAULT_DECAY = .998; 



/** Require greater than 95% of X feerate transactions to be confirmed within Y blocks for X to be big enough */ 

static const double MIN_SUCCESS_PCT = .95; 



/** Require an avg of 1 tx in the combined feerate bucket per block to have stat significance */ 

static const double SUFFICIENT_FEETXS = 1; 



// Minimum and Maximum values for tracking feerates 

// The MIN_BUCKET_FEERATE should just be set to the lowest reasonable feerate we 

// might ever want to track. Historically this has been 1000 since it was 

// inheriting DEFAULT_MIN_RELAY_TX_FEE and changing it is disruptive as it 

// invalidates old estimates files. So leave it at 1000 unless it becomes 

// necessary to lower it, and then lower it substantially. 

static constexpr double MIN_BUCKET_FEERATE = 1000; 

static const double MAX_BUCKET_FEERATE = 1e7; 

static const double INF_FEERATE = MAX_MONEY; 



// We have to lump transactions into buckets based on feerate, but we want to be able 

// to give accurate estimates over a large range of potential feerates 

// Therefore it makes sense to exponentially space the buckets 

/** Spacing of FeeRate buckets */ 

static const double FEE_SPACING = 1.1; 



/** 

* We want to be able to estimate feerates that are needed on tx's to be included in 

* a certain number of blocks. Every time a block is added to the best chain, this class records 

* stats on the transactions included in that block 

*/ 

class CBlockPolicyEstimator 

{ 

public: 

/** Create new BlockPolicyEstimator and initialize stats tracking classes with default values */ 

CBlockPolicyEstimator(); 

~CBlockPolicyEstimator(); 



/** Process all the transactions that have been included in a block */ 

void processBlock(unsigned int nBlockHeight, 

std::vector<const CTxMemPoolEntry*>& entries); 



/** Process a transaction accepted to the mempool*/ 

void processTransaction(const CTxMemPoolEntry& entry, bool validFeeEstimate); 



/** Remove a transaction from the mempool tracking stats*/ 

bool removeTx(uint256 hash); 



/** Return a feerate estimate */ 

CFeeRate estimateFee(int confTarget) const; 



/** Estimate feerate needed to get be included in a block within 

* confTarget blocks. If no answer can be given at confTarget, return an 

* estimate at the lowest target where one can be given. 

*/ 

CFeeRate estimateSmartFee(int confTarget, int *answerFoundAtTarget, const CTxMemPool& pool) const; 



/** Write estimation data to a file */ 

bool Write(CAutoFile& fileout) const; 



/** Read estimation data from a file */ 

bool Read(CAutoFile& filein); 



private: 

CFeeRate minTrackedFee; //!< Passed to constructor to avoid dependency on main 

unsigned int nBestSeenHeight; 

struct TxStatsInfo 

{ 

unsigned int blockHeight; 

unsigned int bucketIndex; 

TxStatsInfo() : blockHeight(0), bucketIndex(0) {} 

}; 



// map of txids to information about that transaction 

std::map<uint256, TxStatsInfo> mapMemPoolTxs; 



/** Classes to track historical data on transaction confirmations */ 

TxConfirmStats* feeStats; 



unsigned int trackedTxs; 

unsigned int untrackedTxs; 



mutable CCriticalSection cs_feeEstimator; 



/** Process a transaction confirmed in a block*/ 

bool processBlockTx(unsigned int nBlockHeight, const CTxMemPoolEntry* entry); 



}; 



class FeeFilterRounder 

{ 

public: 

/** Create new FeeFilterRounder */ 

FeeFilterRounder(const CFeeRate& minIncrementalFee); 



/** Quantize a minimum fee for privacy purpose before broadcast **/ 

CAmount round(CAmount currentMinFee); 



private: 

std::set<double> feeset; 

FastRandomContext insecure_rand; 

}; 

#endif /*BITCOIN_POLICYESTIMATOR_H */


