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);
}
// 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;
}
// 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;
}