예제 #1
0
파일: fees.cpp 프로젝트: twkbtch/bitcoin
void TxConfirmStats::resizeInMemoryCounters(size_t newbuckets) {
    // newbuckets must be passed in because the buckets referred to during Read have not been updated yet.
    unconfTxs.resize(GetMaxConfirms());
    for (unsigned int i = 0; i < unconfTxs.size(); i++) {
        unconfTxs[i].resize(newbuckets);
    }
    oldUnconfTxs.resize(newbuckets);
}
예제 #2
0
파일: fees.cpp 프로젝트: google2013/bitcoin
// returns -1 on error conditions
double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal,
                                         double successBreakPoint, bool requireGreater,
                                         unsigned int nBlockHeight) const
{
    // Counters for a bucket (or range of buckets)
    double nConf = 0; // Number of tx's confirmed within the confTarget
    double totalNum = 0; // Total number of tx's that were ever confirmed
    int extraNum = 0;  // Number of tx's still in mempool for confTarget or longer

    int maxbucketindex = buckets.size() - 1;

    // requireGreater means we are looking for the lowest feerate such that all higher
    // values pass, so we start at maxbucketindex (highest feerate) and look at successively
    // smaller buckets until we reach failure.  Otherwise, we are looking for the highest
    // feerate such that all lower values fail, and we go in the opposite direction.
    unsigned int startbucket = requireGreater ? maxbucketindex : 0;
    int step = requireGreater ? -1 : 1;

    // We'll combine buckets until we have enough samples.
    // The near and far variables will define the range we've combined
    // The best variables are the last range we saw which still had a high
    // enough confirmation rate to count as success.
    // The cur variables are the current range we're counting.
    unsigned int curNearBucket = startbucket;
    unsigned int bestNearBucket = startbucket;
    unsigned int curFarBucket = startbucket;
    unsigned int bestFarBucket = startbucket;

    bool foundAnswer = false;
    unsigned int bins = unconfTxs.size();

    // Start counting from highest(default) or lowest feerate transactions
    for (int bucket = startbucket; bucket >= 0 && bucket <= maxbucketindex; bucket += step) {
        curFarBucket = bucket;
        nConf += confAvg[confTarget - 1][bucket];
        totalNum += txCtAvg[bucket];
        for (unsigned int confct = confTarget; confct < GetMaxConfirms(); confct++)
            extraNum += unconfTxs[(nBlockHeight - confct)%bins][bucket];
        extraNum += oldUnconfTxs[bucket];
        // If we have enough transaction data points in this range of buckets,
        // we can test for success
        // (Only count the confirmed data points, so that each confirmation count
        // will be looking at the same amount of data and same bucket breaks)
        if (totalNum >= sufficientTxVal / (1 - decay)) {
            double curPct = nConf / (totalNum + extraNum);

            // Check to see if we are no longer getting confirmed at the success rate
            if (requireGreater && curPct < successBreakPoint)
                break;
            if (!requireGreater && curPct > successBreakPoint)
                break;

            // Otherwise update the cumulative stats, and the bucket variables
            // and reset the counters
            else {
                foundAnswer = true;
                nConf = 0;
                totalNum = 0;
                extraNum = 0;
                bestNearBucket = curNearBucket;
                bestFarBucket = curFarBucket;
                curNearBucket = bucket + step;
            }
        }
    }

    double median = -1;
    double txSum = 0;

    // Calculate the "average" feerate of the best bucket range that met success conditions
    // Find the bucket with the median transaction and then report the average feerate from that bucket
    // This is a compromise between finding the median which we can't since we don't save all tx's
    // and reporting the average which is less accurate
    unsigned int minBucket = bestNearBucket < bestFarBucket ? bestNearBucket : bestFarBucket;
    unsigned int maxBucket = bestNearBucket > bestFarBucket ? bestNearBucket : bestFarBucket;
    for (unsigned int j = minBucket; j <= maxBucket; j++) {
        txSum += txCtAvg[j];
    }
    if (foundAnswer && txSum != 0) {
        txSum = txSum / 2;
        for (unsigned int j = minBucket; j <= maxBucket; j++) {
            if (txCtAvg[j] < txSum)
                txSum -= txCtAvg[j];
            else { // we're in the right bucket
                median = avg[j] / txCtAvg[j];
                break;
            }
        }
    }

    LogPrint(BCLog::ESTIMATEFEE, "%3d: For conf success %s %4.2f need feerate %s: %12.5g from buckets %8g - %8g  Cur Bucket stats %6.2f%%  %8.1f/(%.1f+%d mempool)\n",
             confTarget, requireGreater ? ">" : "<", successBreakPoint,
             requireGreater ? ">" : "<", median, buckets[minBucket], buckets[maxBucket],
             100 * nConf / (totalNum + extraNum), nConf, totalNum, extraNum);

    return median;
}
예제 #3
0
파일: fees.cpp 프로젝트: twkbtch/bitcoin
// returns -1 on error conditions
double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal,
                                         double successBreakPoint, bool requireGreater,
                                         unsigned int nBlockHeight, EstimationResult *result) const
{
    // Counters for a bucket (or range of buckets)
    double nConf = 0; // Number of tx's confirmed within the confTarget
    double totalNum = 0; // Total number of tx's that were ever confirmed
    int extraNum = 0;  // Number of tx's still in mempool for confTarget or longer
    double failNum = 0; // Number of tx's that were never confirmed but removed from the mempool after confTarget
    int periodTarget = (confTarget + scale - 1)/scale;

    int maxbucketindex = buckets.size() - 1;

    // requireGreater means we are looking for the lowest feerate such that all higher
    // values pass, so we start at maxbucketindex (highest feerate) and look at successively
    // smaller buckets until we reach failure.  Otherwise, we are looking for the highest
    // feerate such that all lower values fail, and we go in the opposite direction.
    unsigned int startbucket = requireGreater ? maxbucketindex : 0;
    int step = requireGreater ? -1 : 1;

    // We'll combine buckets until we have enough samples.
    // The near and far variables will define the range we've combined
    // The best variables are the last range we saw which still had a high
    // enough confirmation rate to count as success.
    // The cur variables are the current range we're counting.
    unsigned int curNearBucket = startbucket;
    unsigned int bestNearBucket = startbucket;
    unsigned int curFarBucket = startbucket;
    unsigned int bestFarBucket = startbucket;

    bool foundAnswer = false;
    unsigned int bins = unconfTxs.size();
    bool newBucketRange = true;
    bool passing = true;
    EstimatorBucket passBucket;
    EstimatorBucket failBucket;

    // Start counting from highest(default) or lowest feerate transactions
    for (int bucket = startbucket; bucket >= 0 && bucket <= maxbucketindex; bucket += step) {
        if (newBucketRange) {
            curNearBucket = bucket;
            newBucketRange = false;
        }
        curFarBucket = bucket;
        nConf += confAvg[periodTarget - 1][bucket];
        totalNum += txCtAvg[bucket];
        failNum += failAvg[periodTarget - 1][bucket];
        for (unsigned int confct = confTarget; confct < GetMaxConfirms(); confct++)
            extraNum += unconfTxs[(nBlockHeight - confct)%bins][bucket];
        extraNum += oldUnconfTxs[bucket];
        // If we have enough transaction data points in this range of buckets,
        // we can test for success
        // (Only count the confirmed data points, so that each confirmation count
        // will be looking at the same amount of data and same bucket breaks)
        if (totalNum >= sufficientTxVal / (1 - decay)) {
            double curPct = nConf / (totalNum + failNum + extraNum);

            // Check to see if we are no longer getting confirmed at the success rate
            if ((requireGreater && curPct < successBreakPoint) || (!requireGreater && curPct > successBreakPoint)) {
                if (passing == true) {
                    // First time we hit a failure record the failed bucket
                    unsigned int failMinBucket = std::min(curNearBucket, curFarBucket);
                    unsigned int failMaxBucket = std::max(curNearBucket, curFarBucket);
                    failBucket.start = failMinBucket ? buckets[failMinBucket - 1] : 0;
                    failBucket.end = buckets[failMaxBucket];
                    failBucket.withinTarget = nConf;
                    failBucket.totalConfirmed = totalNum;
                    failBucket.inMempool = extraNum;
                    failBucket.leftMempool = failNum;
                    passing = false;
                }
                continue;
            }
            // Otherwise update the cumulative stats, and the bucket variables
            // and reset the counters
            else {
                failBucket = EstimatorBucket(); // Reset any failed bucket, currently passing
                foundAnswer = true;
                passing = true;
                passBucket.withinTarget = nConf;
                nConf = 0;
                passBucket.totalConfirmed = totalNum;
                totalNum = 0;
                passBucket.inMempool = extraNum;
                passBucket.leftMempool = failNum;
                failNum = 0;
                extraNum = 0;
                bestNearBucket = curNearBucket;
                bestFarBucket = curFarBucket;
                newBucketRange = true;
            }
        }
    }

    double median = -1;
    double txSum = 0;

    // Calculate the "average" feerate of the best bucket range that met success conditions
    // Find the bucket with the median transaction and then report the average feerate from that bucket
    // This is a compromise between finding the median which we can't since we don't save all tx's
    // and reporting the average which is less accurate
    unsigned int minBucket = std::min(bestNearBucket, bestFarBucket);
    unsigned int maxBucket = std::max(bestNearBucket, bestFarBucket);
    for (unsigned int j = minBucket; j <= maxBucket; j++) {
        txSum += txCtAvg[j];
    }
    if (foundAnswer && txSum != 0) {
        txSum = txSum / 2;
        for (unsigned int j = minBucket; j <= maxBucket; j++) {
            if (txCtAvg[j] < txSum)
                txSum -= txCtAvg[j];
            else { // we're in the right bucket
                median = avg[j] / txCtAvg[j];
                break;
            }
        }

        passBucket.start = minBucket ? buckets[minBucket-1] : 0;
        passBucket.end = buckets[maxBucket];
    }

    // If we were passing until we reached last few buckets with insufficient data, then report those as failed
    if (passing && !newBucketRange) {
        unsigned int failMinBucket = std::min(curNearBucket, curFarBucket);
        unsigned int failMaxBucket = std::max(curNearBucket, curFarBucket);
        failBucket.start = failMinBucket ? buckets[failMinBucket - 1] : 0;
        failBucket.end = buckets[failMaxBucket];
        failBucket.withinTarget = nConf;
        failBucket.totalConfirmed = totalNum;
        failBucket.inMempool = extraNum;
        failBucket.leftMempool = failNum;
    }

    LogPrint(BCLog::ESTIMATEFEE, "FeeEst: %d %s%.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",
             confTarget, requireGreater ? ">" : "<", 100.0 * successBreakPoint, decay,
             median, passBucket.start, passBucket.end,
             100 * passBucket.withinTarget / (passBucket.totalConfirmed + passBucket.inMempool + passBucket.leftMempool),
             passBucket.withinTarget, passBucket.totalConfirmed, passBucket.inMempool, passBucket.leftMempool,
             failBucket.start, failBucket.end,
             100 * failBucket.withinTarget / (failBucket.totalConfirmed + failBucket.inMempool + failBucket.leftMempool),
             failBucket.withinTarget, failBucket.totalConfirmed, failBucket.inMempool, failBucket.leftMempool);


    if (result) {
        result->pass = passBucket;
        result->fail = failBucket;
        result->decay = decay;
        result->scale = scale;
    }
    return median;
}