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.
 
 
 
 
 
 

649 lines
22 KiB

// Copyright (c) 2009-2010 Satoshi Nakamoto
// Copyright (c) 2009-2013 The Bitcoin developers
// Distributed under the MIT/X11 software license, see the accompanying
// file COPYING or http://www.opensource.org/licenses/mit-license.php.
#include "core.h"
#include "txmempool.h"
#include "util.h"
#include <boost/circular_buffer.hpp>
using namespace std;
CTxMemPoolEntry::CTxMemPoolEntry():
nFee(0), nTxSize(0), nTime(0), dPriority(0.0)
{
nHeight = MEMPOOL_HEIGHT;
}
CTxMemPoolEntry::CTxMemPoolEntry(const CTransaction& _tx, int64_t _nFee,
int64_t _nTime, double _dPriority,
unsigned int _nHeight):
tx(_tx), nFee(_nFee), nTime(_nTime), dPriority(_dPriority), nHeight(_nHeight)
{
nTxSize = ::GetSerializeSize(tx, SER_NETWORK, PROTOCOL_VERSION);
nModSize = tx.CalculateModifiedSize(nTxSize);
}
CTxMemPoolEntry::CTxMemPoolEntry(const CTxMemPoolEntry& other)
{
*this = other;
}
double
CTxMemPoolEntry::GetPriority(unsigned int currentHeight) const
{
int64_t nValueIn = tx.GetValueOut()+nFee;
double deltaPriority = ((double)(currentHeight-nHeight)*nValueIn)/nModSize;
double dResult = dPriority + deltaPriority;
return dResult;
}
//
// Keep track of fee/priority for transactions confirmed within N blocks
//
class CBlockAverage
{
private:
boost::circular_buffer<CFeeRate> feeSamples;
boost::circular_buffer<double> prioritySamples;
template<typename T> std::vector<T> buf2vec(boost::circular_buffer<T> buf) const
{
std::vector<T> vec(buf.begin(), buf.end());
return vec;
}
public:
CBlockAverage() : feeSamples(100), prioritySamples(100) { }
void RecordFee(const CFeeRate& feeRate) {
feeSamples.push_back(feeRate);
}
void RecordPriority(double priority) {
prioritySamples.push_back(priority);
}
size_t FeeSamples() const { return feeSamples.size(); }
size_t GetFeeSamples(std::vector<CFeeRate>& insertInto) const
{
BOOST_FOREACH(const CFeeRate& f, feeSamples)
insertInto.push_back(f);
return feeSamples.size();
}
size_t PrioritySamples() const { return prioritySamples.size(); }
size_t GetPrioritySamples(std::vector<double>& insertInto) const
{
BOOST_FOREACH(double d, prioritySamples)
insertInto.push_back(d);
return prioritySamples.size();
}
// Used as belt-and-suspenders check when reading to detect
// file corruption
bool AreSane(const std::vector<CFeeRate>& vecFee, const CFeeRate& minRelayFee)
{
BOOST_FOREACH(CFeeRate fee, vecFee)
{
if (fee < CFeeRate(0))
return false;
if (fee.GetFeePerK() > minRelayFee.GetFeePerK() * 10000)
return false;
}
return true;
}
bool AreSane(const std::vector<double> vecPriority)
{
BOOST_FOREACH(double priority, vecPriority)
{
if (priority < 0)
return false;
}
return true;
}
void Write(CAutoFile& fileout) const
{
std::vector<CFeeRate> vecFee = buf2vec(feeSamples);
fileout << vecFee;
std::vector<double> vecPriority = buf2vec(prioritySamples);
fileout << vecPriority;
}
void Read(CAutoFile& filein, const CFeeRate& minRelayFee) {
std::vector<CFeeRate> vecFee;
filein >> vecFee;
if (AreSane(vecFee, minRelayFee))
feeSamples.insert(feeSamples.end(), vecFee.begin(), vecFee.end());
else
throw runtime_error("Corrupt fee value in estimates file.");
std::vector<double> vecPriority;
filein >> vecPriority;
if (AreSane(vecPriority))
prioritySamples.insert(prioritySamples.end(), vecPriority.begin(), vecPriority.end());
else
throw runtime_error("Corrupt priority value in estimates file.");
if (feeSamples.size() + prioritySamples.size() > 0)
LogPrint("estimatefee", "Read %d fee samples and %d priority samples\n",
feeSamples.size(), prioritySamples.size());
}
};
class CMinerPolicyEstimator
{
private:
// Records observed averages transactions that confirmed within one block, two blocks,
// three blocks etc.
std::vector<CBlockAverage> history;
std::vector<CFeeRate> sortedFeeSamples;
std::vector<double> sortedPrioritySamples;
int nBestSeenHeight;
// nBlocksAgo is 0 based, i.e. transactions that confirmed in the highest seen block are
// nBlocksAgo == 0, transactions in the block before that are nBlocksAgo == 1 etc.
void seenTxConfirm(const CFeeRate& feeRate, const CFeeRate& minRelayFee, double dPriority, int nBlocksAgo)
{
// Last entry records "everything else".
int nBlocksTruncated = min(nBlocksAgo, (int) history.size() - 1);
assert(nBlocksTruncated >= 0);
// We need to guess why the transaction was included in a block-- either
// because it is high-priority or because it has sufficient fees.
bool sufficientFee = (feeRate > minRelayFee);
bool sufficientPriority = AllowFree(dPriority);
const char* assignedTo = "unassigned";
if (sufficientFee && !sufficientPriority)
{
history[nBlocksTruncated].RecordFee(feeRate);
assignedTo = "fee";
}
else if (sufficientPriority && !sufficientFee)
{
history[nBlocksTruncated].RecordPriority(dPriority);
assignedTo = "priority";
}
else
{
// Neither or both fee and priority sufficient to get confirmed:
// don't know why they got confirmed.
}
LogPrint("estimatefee", "Seen TX confirm: %s : %s fee/%g priority, took %d blocks\n",
assignedTo, feeRate.ToString(), dPriority, nBlocksAgo);
}
public:
CMinerPolicyEstimator(int nEntries) : nBestSeenHeight(0)
{
history.resize(nEntries);
}
void seenBlock(const std::vector<CTxMemPoolEntry>& entries, int nBlockHeight, const CFeeRate minRelayFee)
{
if (nBlockHeight <= nBestSeenHeight)
{
// Ignore side chains and re-orgs; assuming they are random
// they don't affect the estimate.
// And if an attacker can re-org the chain at will, then
// you've got much bigger problems than "attacker can influence
// transaction fees."
return;
}
nBestSeenHeight = nBlockHeight;
// Fill up the history buckets based on how long transactions took
// to confirm.
std::vector<std::vector<const CTxMemPoolEntry*> > entriesByConfirmations;
entriesByConfirmations.resize(history.size());
BOOST_FOREACH(const CTxMemPoolEntry& entry, entries)
{
// How many blocks did it take for miners to include this transaction?
int delta = nBlockHeight - entry.GetHeight();
if (delta <= 0)
{
// Re-org made us lose height, this should only happen if we happen
// to re-org on a difficulty transition point: very rare!
continue;
}
if ((delta-1) >= (int)history.size())
delta = history.size(); // Last bucket is catch-all
entriesByConfirmations.at(delta-1).push_back(&entry);
}
for (size_t i = 0; i < entriesByConfirmations.size(); i++)
{
std::vector<const CTxMemPoolEntry*> &e = entriesByConfirmations.at(i);
// Insert at most 10 random entries per bucket, otherwise a single block
// can dominate an estimate:
if (e.size() > 10) {
std::random_shuffle(e.begin(), e.end());
e.resize(10);
}
BOOST_FOREACH(const CTxMemPoolEntry* entry, e)
{
// Fees are stored and reported as BTC-per-kb:
CFeeRate feeRate(entry->GetFee(), entry->GetTxSize());
double dPriority = entry->GetPriority(entry->GetHeight()); // Want priority when it went IN
seenTxConfirm(feeRate, minRelayFee, dPriority, i);
}
}
//After new samples are added, we have to clear the sorted lists,
//so they'll be resorted the next time someone asks for an estimate
sortedFeeSamples.clear();
sortedPrioritySamples.clear();
for (size_t i = 0; i < history.size(); i++) {
if (history[i].FeeSamples() + history[i].PrioritySamples() > 0)
LogPrint("estimatefee", "estimates: for confirming within %d blocks based on %d/%d samples, fee=%s, prio=%g\n",
i,
history[i].FeeSamples(), history[i].PrioritySamples(),
estimateFee(i+1).ToString(), estimatePriority(i+1));
}
}
// Can return CFeeRate(0) if we don't have any data for that many blocks back. nBlocksToConfirm is 1 based.
CFeeRate estimateFee(int nBlocksToConfirm)
{
nBlocksToConfirm--;
if (nBlocksToConfirm < 0 || nBlocksToConfirm >= (int)history.size())
return CFeeRate(0);
if (sortedFeeSamples.size() == 0)
{
for (size_t i = 0; i < history.size(); i++)
history.at(i).GetFeeSamples(sortedFeeSamples);
std::sort(sortedFeeSamples.begin(), sortedFeeSamples.end(),
std::greater<CFeeRate>());
}
if (sortedFeeSamples.size() < 11)
{
// Eleven is Gavin's Favorite Number
// ... but we also take a maximum of 10 samples per block so eleven means
// we're getting samples from at least two different blocks
return CFeeRate(0);
}
int nBucketSize = history.at(nBlocksToConfirm).FeeSamples();
// Estimates should not increase as number of confirmations goes up,
// but the estimates are noisy because confirmations happen discretely
// in blocks. To smooth out the estimates, use all samples in the history
// and use the nth highest where n is (number of samples in previous bucket +
// half the samples in nBlocksToConfirm bucket):
size_t nPrevSize = 0;
for (int i = 0; i < nBlocksToConfirm; i++)
nPrevSize += history.at(i).FeeSamples();
size_t index = min(nPrevSize + nBucketSize/2, sortedFeeSamples.size()-1);
return sortedFeeSamples[index];
}
double estimatePriority(int nBlocksToConfirm)
{
nBlocksToConfirm--;
if (nBlocksToConfirm < 0 || nBlocksToConfirm >= (int)history.size())
return -1;
if (sortedPrioritySamples.size() == 0)
{
for (size_t i = 0; i < history.size(); i++)
history.at(i).GetPrioritySamples(sortedPrioritySamples);
std::sort(sortedPrioritySamples.begin(), sortedPrioritySamples.end(),
std::greater<double>());
}
if (sortedPrioritySamples.size() < 11)
return -1.0;
int nBucketSize = history.at(nBlocksToConfirm).PrioritySamples();
// Estimates should not increase as number of confirmations needed goes up,
// but the estimates are noisy because confirmations happen discretely
// in blocks. To smooth out the estimates, use all samples in the history
// and use the nth highest where n is (number of samples in previous buckets +
// half the samples in nBlocksToConfirm bucket).
size_t nPrevSize = 0;
for (int i = 0; i < nBlocksToConfirm; i++)
nPrevSize += history.at(i).PrioritySamples();
size_t index = min(nPrevSize + nBucketSize/2, sortedPrioritySamples.size()-1);
return sortedPrioritySamples[index];
}
void Write(CAutoFile& fileout) const
{
fileout << nBestSeenHeight;
fileout << history.size();
BOOST_FOREACH(const CBlockAverage& entry, history)
{
entry.Write(fileout);
}
}
void Read(CAutoFile& filein, const CFeeRate& minRelayFee)
{
int nFileBestSeenHeight;
filein >> nFileBestSeenHeight;
size_t numEntries;
filein >> numEntries;
if (numEntries <= 0 || numEntries > 10000)
throw runtime_error("Corrupt estimates file. Must have between 1 and 10k entires.");
std::vector<CBlockAverage> fileHistory;
for (size_t i = 0; i < numEntries; i++)
{
CBlockAverage entry;
entry.Read(filein, minRelayFee);
fileHistory.push_back(entry);
}
//Now that we've processed the entire fee estimate data file and not
//thrown any errors, we can copy it to our history
nBestSeenHeight = nFileBestSeenHeight;
history = fileHistory;
assert(history.size() > 0);
}
};
CTxMemPool::CTxMemPool(const CFeeRate& _minRelayFee) :
nTransactionsUpdated(0),
minRelayFee(_minRelayFee)
{
// Sanity checks off by default for performance, because otherwise
// accepting transactions becomes O(N^2) where N is the number
// of transactions in the pool
fSanityCheck = false;
// 25 blocks is a compromise between using a lot of disk/memory and
// trying to give accurate estimates to people who might be willing
// to wait a day or two to save a fraction of a penny in fees.
// Confirmation times for very-low-fee transactions that take more
// than an hour or three to confirm are highly variable.
minerPolicyEstimator = new CMinerPolicyEstimator(25);
}
CTxMemPool::~CTxMemPool()
{
delete minerPolicyEstimator;
}
void CTxMemPool::pruneSpent(const uint256 &hashTx, CCoins &coins)
{
LOCK(cs);
std::map<COutPoint, CInPoint>::iterator it = mapNextTx.lower_bound(COutPoint(hashTx, 0));
// iterate over all COutPoints in mapNextTx whose hash equals the provided hashTx
while (it != mapNextTx.end() && it->first.hash == hashTx) {
coins.Spend(it->first.n); // and remove those outputs from coins
it++;
}
}
unsigned int CTxMemPool::GetTransactionsUpdated() const
{
LOCK(cs);
return nTransactionsUpdated;
}
void CTxMemPool::AddTransactionsUpdated(unsigned int n)
{
LOCK(cs);
nTransactionsUpdated += n;
}
bool CTxMemPool::addUnchecked(const uint256& hash, const CTxMemPoolEntry &entry)
{
// Add to memory pool without checking anything.
// Used by main.cpp AcceptToMemoryPool(), which DOES do
// all the appropriate checks.
LOCK(cs);
{
mapTx[hash] = entry;
const CTransaction& tx = mapTx[hash].GetTx();
for (unsigned int i = 0; i < tx.vin.size(); i++)
mapNextTx[tx.vin[i].prevout] = CInPoint(&tx, i);
nTransactionsUpdated++;
totalTxSize += entry.GetTxSize();
}
return true;
}
void CTxMemPool::remove(const CTransaction &tx, std::list<CTransaction>& removed, bool fRecursive)
{
// Remove transaction from memory pool
{
LOCK(cs);
uint256 hash = tx.GetHash();
if (fRecursive) {
for (unsigned int i = 0; i < tx.vout.size(); i++) {
std::map<COutPoint, CInPoint>::iterator it = mapNextTx.find(COutPoint(hash, i));
if (it == mapNextTx.end())
continue;
remove(*it->second.ptx, removed, true);
}
}
if (mapTx.count(hash))
{
removed.push_front(tx);
BOOST_FOREACH(const CTxIn& txin, tx.vin)
mapNextTx.erase(txin.prevout);
totalTxSize -= mapTx[hash].GetTxSize();
mapTx.erase(hash);
nTransactionsUpdated++;
}
}
}
void CTxMemPool::removeConflicts(const CTransaction &tx, std::list<CTransaction>& removed)
{
// Remove transactions which depend on inputs of tx, recursively
list<CTransaction> result;
LOCK(cs);
BOOST_FOREACH(const CTxIn &txin, tx.vin) {
std::map<COutPoint, CInPoint>::iterator it = mapNextTx.find(txin.prevout);
if (it != mapNextTx.end()) {
const CTransaction &txConflict = *it->second.ptx;
if (txConflict != tx)
{
remove(txConflict, removed, true);
}
}
}
}
// Called when a block is connected. Removes from mempool and updates the miner fee estimator.
void CTxMemPool::removeForBlock(const std::vector<CTransaction>& vtx, unsigned int nBlockHeight,
std::list<CTransaction>& conflicts)
{
LOCK(cs);
std::vector<CTxMemPoolEntry> entries;
BOOST_FOREACH(const CTransaction& tx, vtx)
{
uint256 hash = tx.GetHash();
if (mapTx.count(hash))
entries.push_back(mapTx[hash]);
}
minerPolicyEstimator->seenBlock(entries, nBlockHeight, minRelayFee);
BOOST_FOREACH(const CTransaction& tx, vtx)
{
std::list<CTransaction> dummy;
remove(tx, dummy, false);
removeConflicts(tx, conflicts);
ClearPrioritisation(tx.GetHash());
}
}
void CTxMemPool::clear()
{
LOCK(cs);
mapTx.clear();
mapNextTx.clear();
totalTxSize = 0;
++nTransactionsUpdated;
}
void CTxMemPool::check(const CCoinsViewCache *pcoins) const
{
if (!fSanityCheck)
return;
LogPrint("mempool", "Checking mempool with %u transactions and %u inputs\n", (unsigned int)mapTx.size(), (unsigned int)mapNextTx.size());
uint64_t checkTotal = 0;
LOCK(cs);
for (std::map<uint256, CTxMemPoolEntry>::const_iterator it = mapTx.begin(); it != mapTx.end(); it++) {
unsigned int i = 0;
checkTotal += it->second.GetTxSize();
const CTransaction& tx = it->second.GetTx();
BOOST_FOREACH(const CTxIn &txin, tx.vin) {
// Check that every mempool transaction's inputs refer to available coins, or other mempool tx's.
std::map<uint256, CTxMemPoolEntry>::const_iterator it2 = mapTx.find(txin.prevout.hash);
if (it2 != mapTx.end()) {
const CTransaction& tx2 = it2->second.GetTx();
assert(tx2.vout.size() > txin.prevout.n && !tx2.vout[txin.prevout.n].IsNull());
} else {
const CCoins &coins = pcoins->GetCoins(txin.prevout.hash);
assert(coins.IsAvailable(txin.prevout.n));
}
// Check whether its inputs are marked in mapNextTx.
std::map<COutPoint, CInPoint>::const_iterator it3 = mapNextTx.find(txin.prevout);
assert(it3 != mapNextTx.end());
assert(it3->second.ptx == &tx);
assert(it3->second.n == i);
i++;
}
}
for (std::map<COutPoint, CInPoint>::const_iterator it = mapNextTx.begin(); it != mapNextTx.end(); it++) {
uint256 hash = it->second.ptx->GetHash();
map<uint256, CTxMemPoolEntry>::const_iterator it2 = mapTx.find(hash);
const CTransaction& tx = it2->second.GetTx();
assert(it2 != mapTx.end());
assert(&tx == it->second.ptx);
assert(tx.vin.size() > it->second.n);
assert(it->first == it->second.ptx->vin[it->second.n].prevout);
}
assert(totalTxSize == checkTotal);
}
void CTxMemPool::queryHashes(vector<uint256>& vtxid)
{
vtxid.clear();
LOCK(cs);
vtxid.reserve(mapTx.size());
for (map<uint256, CTxMemPoolEntry>::iterator mi = mapTx.begin(); mi != mapTx.end(); ++mi)
vtxid.push_back((*mi).first);
}
bool CTxMemPool::lookup(uint256 hash, CTransaction& result) const
{
LOCK(cs);
map<uint256, CTxMemPoolEntry>::const_iterator i = mapTx.find(hash);
if (i == mapTx.end()) return false;
result = i->second.GetTx();
return true;
}
CFeeRate CTxMemPool::estimateFee(int nBlocks) const
{
LOCK(cs);
return minerPolicyEstimator->estimateFee(nBlocks);
}
double CTxMemPool::estimatePriority(int nBlocks) const
{
LOCK(cs);
return minerPolicyEstimator->estimatePriority(nBlocks);
}
bool
CTxMemPool::WriteFeeEstimates(CAutoFile& fileout) const
{
try {
LOCK(cs);
fileout << 99900; // version required to read: 0.9.99 or later
fileout << CLIENT_VERSION; // version that wrote the file
minerPolicyEstimator->Write(fileout);
}
catch (std::exception &e) {
LogPrintf("CTxMemPool::WriteFeeEstimates() : unable to write policy estimator data (non-fatal)");
return false;
}
return true;
}
bool
CTxMemPool::ReadFeeEstimates(CAutoFile& filein)
{
try {
int nVersionRequired, nVersionThatWrote;
filein >> nVersionRequired >> nVersionThatWrote;
if (nVersionRequired > CLIENT_VERSION)
return error("CTxMemPool::ReadFeeEstimates() : up-version (%d) fee estimate file", nVersionRequired);
LOCK(cs);
minerPolicyEstimator->Read(filein, minRelayFee);
}
catch (std::exception &e) {
LogPrintf("CTxMemPool::ReadFeeEstimates() : unable to read policy estimator data (non-fatal)");
return false;
}
return true;
}
void CTxMemPool::PrioritiseTransaction(const uint256 hash, const string strHash, double dPriorityDelta, int64_t nFeeDelta)
{
{
LOCK(cs);
std::pair<double, int64_t> &deltas = mapDeltas[hash];
deltas.first += dPriorityDelta;
deltas.second += nFeeDelta;
}
LogPrintf("PrioritiseTransaction: %s priority += %f, fee += %d\n", strHash.c_str(), dPriorityDelta, nFeeDelta);
}
void CTxMemPool::ApplyDeltas(const uint256 hash, double &dPriorityDelta, int64_t &nFeeDelta)
{
LOCK(cs);
std::map<uint256, std::pair<double, int64_t> >::iterator pos = mapDeltas.find(hash);
if (pos == mapDeltas.end())
return;
const std::pair<double, int64_t> &deltas = pos->second;
dPriorityDelta += deltas.first;
nFeeDelta += deltas.second;
}
void CTxMemPool::ClearPrioritisation(const uint256 hash)
{
LOCK(cs);
mapDeltas.erase(hash);
}
CCoinsViewMemPool::CCoinsViewMemPool(CCoinsView &baseIn, CTxMemPool &mempoolIn) : CCoinsViewBacked(baseIn), mempool(mempoolIn) { }
bool CCoinsViewMemPool::GetCoins(const uint256 &txid, CCoins &coins) const {
// If an entry in the mempool exists, always return that one, as it's guaranteed to never
// conflict with the underlying cache, and it cannot have pruned entries (as it contains full)
// transactions. First checking the underlying cache risks returning a pruned entry instead.
CTransaction tx;
if (mempool.lookup(txid, tx)) {
coins = CCoins(tx, MEMPOOL_HEIGHT);
return true;
}
return (base->GetCoins(txid, coins) && !coins.IsPruned());
}
bool CCoinsViewMemPool::HaveCoins(const uint256 &txid) const {
return mempool.exists(txid) || base->HaveCoins(txid);
}