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MacroFake
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rpc: Move fee estimation RPCs to separate file
Can be reviewed with --color-moved=dimmed-zebra --color-moved-ws=ignore-all-space
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‎ci/test/06_script_b.sh

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@@ -41,6 +41,7 @@ if [ "${RUN_TIDY}" = "true" ]; then
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CI_EXEC "python3 ${BASE_SCRATCH_DIR}/iwyu/include-what-you-use/iwyu_tool.py"\
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" src/compat"\
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" src/init"\
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" src/rpc/fees.cpp"\
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" src/rpc/signmessage.cpp"\
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" -p . ${MAKEJOBS} -- -Xiwyu --cxx17ns -Xiwyu --mapping_file=${BASE_BUILD_DIR}/bitcoin-$HOST/contrib/devtools/iwyu/bitcoin.core.imp"
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fi

‎src/Makefile.am

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@@ -379,6 +379,7 @@ libbitcoin_node_a_SOURCES = \
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pow.cpp \
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rest.cpp \
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rpc/blockchain.cpp \
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rpc/fees.cpp \
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rpc/mempool.cpp \
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rpc/mining.cpp \
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rpc/misc.cpp \

‎src/rpc/fees.cpp

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// Copyright (c) 2010 Satoshi Nakamoto
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// Copyright (c) 2009-2021 The Bitcoin Core developers
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// Distributed under the MIT software license, see the accompanying
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// file COPYING or http://www.opensource.org/licenses/mit-license.php.
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#include <core_io.h>
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#include <policy/feerate.h>
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#include <policy/fees.h>
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#include <policy/policy.h>
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#include <rpc/protocol.h>
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#include <rpc/request.h>
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#include <rpc/server.h>
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#include <rpc/server_util.h>
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#include <rpc/util.h>
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#include <txmempool.h>
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#include <univalue.h>
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#include <util/fees.h>
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#include <util/system.h>
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#include <validation.h>
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#include <algorithm>
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#include <array>
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#include <cmath>
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#include <string>
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namespace node {
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struct NodeContext;
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}
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using node::NodeContext;
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static RPCHelpMan estimatesmartfee()
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{
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return RPCHelpMan{"estimatesmartfee",
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"\nEstimates the approximate fee per kilobyte needed for a transaction to begin\n"
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"confirmation within conf_target blocks if possible and return the number of blocks\n"
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"for which the estimate is valid. Uses virtual transaction size as defined\n"
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"in BIP 141 (witness data is discounted).\n",
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{
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{"conf_target", RPCArg::Type::NUM, RPCArg::Optional::NO, "Confirmation target in blocks (1 - 1008)"},
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{"estimate_mode", RPCArg::Type::STR, RPCArg::Default{"conservative"}, "The fee estimate mode.\n"
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"Whether to return a more conservative estimate which also satisfies\n"
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"a longer history. A conservative estimate potentially returns a\n"
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"higher feerate and is more likely to be sufficient for the desired\n"
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"target, but is not as responsive to short term drops in the\n"
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"prevailing fee market. Must be one of (case insensitive):\n"
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"\"" + FeeModes("\"\n\"") + "\""},
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},
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RPCResult{
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RPCResult::Type::OBJ, "", "",
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{
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{RPCResult::Type::NUM, "feerate", /*optional=*/true, "estimate fee rate in " + CURRENCY_UNIT + "/kvB (only present if no errors were encountered)"},
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{RPCResult::Type::ARR, "errors", /*optional=*/true, "Errors encountered during processing (if there are any)",
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{
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{RPCResult::Type::STR, "", "error"},
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}},
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{RPCResult::Type::NUM, "blocks", "block number where estimate was found\n"
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"The request target will be clamped between 2 and the highest target\n"
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"fee estimation is able to return based on how long it has been running.\n"
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"An error is returned if not enough transactions and blocks\n"
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"have been observed to make an estimate for any number of blocks."},
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}},
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RPCExamples{
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HelpExampleCli("estimatesmartfee", "6") +
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HelpExampleRpc("estimatesmartfee", "6")
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},
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[&](const RPCHelpMan& self, const JSONRPCRequest& request) -> UniValue
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{
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RPCTypeCheck(request.params, {UniValue::VNUM, UniValue::VSTR});
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RPCTypeCheckArgument(request.params[0], UniValue::VNUM);
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CBlockPolicyEstimator& fee_estimator = EnsureAnyFeeEstimator(request.context);
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const NodeContext& node = EnsureAnyNodeContext(request.context);
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const CTxMemPool& mempool = EnsureMemPool(node);
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unsigned int max_target = fee_estimator.HighestTargetTracked(FeeEstimateHorizon::LONG_HALFLIFE);
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unsigned int conf_target = ParseConfirmTarget(request.params[0], max_target);
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bool conservative = true;
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if (!request.params[1].isNull()) {
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FeeEstimateMode fee_mode;
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if (!FeeModeFromString(request.params[1].get_str(), fee_mode)) {
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throw JSONRPCError(RPC_INVALID_PARAMETER, InvalidEstimateModeErrorMessage());
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}
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if (fee_mode == FeeEstimateMode::ECONOMICAL) conservative = false;
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}
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UniValue result(UniValue::VOBJ);
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UniValue errors(UniValue::VARR);
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FeeCalculation feeCalc;
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CFeeRate feeRate{fee_estimator.estimateSmartFee(conf_target, &feeCalc, conservative)};
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if (feeRate != CFeeRate(0)) {
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CFeeRate min_mempool_feerate{mempool.GetMinFee(gArgs.GetIntArg("-maxmempool", DEFAULT_MAX_MEMPOOL_SIZE) * 1000000)};
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CFeeRate min_relay_feerate{::minRelayTxFee};
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feeRate = std::max({feeRate, min_mempool_feerate, min_relay_feerate});
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result.pushKV("feerate", ValueFromAmount(feeRate.GetFeePerK()));
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} else {
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errors.push_back("Insufficient data or no feerate found");
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result.pushKV("errors", errors);
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}
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result.pushKV("blocks", feeCalc.returnedTarget);
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return result;
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},
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};
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}
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static RPCHelpMan estimaterawfee()
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{
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return RPCHelpMan{"estimaterawfee",
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"\nWARNING: This interface is unstable and may disappear or change!\n"
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"\nWARNING: This is an advanced API call that is tightly coupled to the specific\n"
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"implementation of fee estimation. The parameters it can be called with\n"
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"and the results it returns will change if the internal implementation changes.\n"
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"\nEstimates the approximate fee per kilobyte needed for a transaction to begin\n"
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"confirmation within conf_target blocks if possible. Uses virtual transaction size as\n"
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"defined in BIP 141 (witness data is discounted).\n",
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{
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{"conf_target", RPCArg::Type::NUM, RPCArg::Optional::NO, "Confirmation target in blocks (1 - 1008)"},
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{"threshold", RPCArg::Type::NUM, RPCArg::Default{0.95}, "The proportion of transactions in a given feerate range that must have been\n"
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"confirmed within conf_target in order to consider those feerates as high enough and proceed to check\n"
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"lower buckets."},
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},
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RPCResult{
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RPCResult::Type::OBJ, "", "Results are returned for any horizon which tracks blocks up to the confirmation target",
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{
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{RPCResult::Type::OBJ, "short", /*optional=*/true, "estimate for short time horizon",
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{
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{RPCResult::Type::NUM, "feerate", /*optional=*/true, "estimate fee rate in " + CURRENCY_UNIT + "/kvB"},
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{RPCResult::Type::NUM, "decay", "exponential decay (per block) for historical moving average of confirmation data"},
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{RPCResult::Type::NUM, "scale", "The resolution of confirmation targets at this time horizon"},
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{RPCResult::Type::OBJ, "pass", /*optional=*/true, "information about the lowest range of feerates to succeed in meeting the threshold",
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{
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{RPCResult::Type::NUM, "startrange", "start of feerate range"},
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{RPCResult::Type::NUM, "endrange", "end of feerate range"},
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{RPCResult::Type::NUM, "withintarget", "number of txs over history horizon in the feerate range that were confirmed within target"},
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{RPCResult::Type::NUM, "totalconfirmed", "number of txs over history horizon in the feerate range that were confirmed at any point"},
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{RPCResult::Type::NUM, "inmempool", "current number of txs in mempool in the feerate range unconfirmed for at least target blocks"},
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{RPCResult::Type::NUM, "leftmempool", "number of txs over history horizon in the feerate range that left mempool unconfirmed after target"},
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}},
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{RPCResult::Type::OBJ, "fail", /*optional=*/true, "information about the highest range of feerates to fail to meet the threshold",
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{
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{RPCResult::Type::ELISION, "", ""},
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}},
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{RPCResult::Type::ARR, "errors", /*optional=*/true, "Errors encountered during processing (if there are any)",
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{
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{RPCResult::Type::STR, "error", ""},
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}},
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}},
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{RPCResult::Type::OBJ, "medium", /*optional=*/true, "estimate for medium time horizon",
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{
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{RPCResult::Type::ELISION, "", ""},
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}},
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{RPCResult::Type::OBJ, "long", /*optional=*/true, "estimate for long time horizon",
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{
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{RPCResult::Type::ELISION, "", ""},
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}},
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}},
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RPCExamples{
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HelpExampleCli("estimaterawfee", "6 0.9")
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},
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[&](const RPCHelpMan& self, const JSONRPCRequest& request) -> UniValue
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{
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RPCTypeCheck(request.params, {UniValue::VNUM, UniValue::VNUM}, true);
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RPCTypeCheckArgument(request.params[0], UniValue::VNUM);
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CBlockPolicyEstimator& fee_estimator = EnsureAnyFeeEstimator(request.context);
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unsigned int max_target = fee_estimator.HighestTargetTracked(FeeEstimateHorizon::LONG_HALFLIFE);
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unsigned int conf_target = ParseConfirmTarget(request.params[0], max_target);
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double threshold = 0.95;
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if (!request.params[1].isNull()) {
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threshold = request.params[1].get_real();
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}
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if (threshold < 0 || threshold > 1) {
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throw JSONRPCError(RPC_INVALID_PARAMETER, "Invalid threshold");
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}
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UniValue result(UniValue::VOBJ);
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for (const FeeEstimateHorizon horizon : ALL_FEE_ESTIMATE_HORIZONS) {
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CFeeRate feeRate;
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EstimationResult buckets;
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// Only output results for horizons which track the target
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if (conf_target > fee_estimator.HighestTargetTracked(horizon)) continue;
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feeRate = fee_estimator.estimateRawFee(conf_target, threshold, horizon, &buckets);
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UniValue horizon_result(UniValue::VOBJ);
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UniValue errors(UniValue::VARR);
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UniValue passbucket(UniValue::VOBJ);
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passbucket.pushKV("startrange", round(buckets.pass.start));
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passbucket.pushKV("endrange", round(buckets.pass.end));
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passbucket.pushKV("withintarget", round(buckets.pass.withinTarget * 100.0) / 100.0);
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passbucket.pushKV("totalconfirmed", round(buckets.pass.totalConfirmed * 100.0) / 100.0);
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passbucket.pushKV("inmempool", round(buckets.pass.inMempool * 100.0) / 100.0);
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passbucket.pushKV("leftmempool", round(buckets.pass.leftMempool * 100.0) / 100.0);
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UniValue failbucket(UniValue::VOBJ);
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failbucket.pushKV("startrange", round(buckets.fail.start));
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failbucket.pushKV("endrange", round(buckets.fail.end));
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failbucket.pushKV("withintarget", round(buckets.fail.withinTarget * 100.0) / 100.0);
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failbucket.pushKV("totalconfirmed", round(buckets.fail.totalConfirmed * 100.0) / 100.0);
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failbucket.pushKV("inmempool", round(buckets.fail.inMempool * 100.0) / 100.0);
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failbucket.pushKV("leftmempool", round(buckets.fail.leftMempool * 100.0) / 100.0);
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// CFeeRate(0) is used to indicate error as a return value from estimateRawFee
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if (feeRate != CFeeRate(0)) {
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horizon_result.pushKV("feerate", ValueFromAmount(feeRate.GetFeePerK()));
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horizon_result.pushKV("decay", buckets.decay);
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horizon_result.pushKV("scale", (int)buckets.scale);
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horizon_result.pushKV("pass", passbucket);
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// buckets.fail.start == -1 indicates that all buckets passed, there is no fail bucket to output
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if (buckets.fail.start != -1) horizon_result.pushKV("fail", failbucket);
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} else {
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// Output only information that is still meaningful in the event of error
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horizon_result.pushKV("decay", buckets.decay);
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horizon_result.pushKV("scale", (int)buckets.scale);
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horizon_result.pushKV("fail", failbucket);
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errors.push_back("Insufficient data or no feerate found which meets threshold");
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horizon_result.pushKV("errors", errors);
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}
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result.pushKV(StringForFeeEstimateHorizon(horizon), horizon_result);
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}
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return result;
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},
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};
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}
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void RegisterFeeRPCCommands(CRPCTable& t)
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{
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static const CRPCCommand commands[]{
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{"util", &estimatesmartfee},
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{"hidden", &estimaterawfee},
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};
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for (const auto& c : commands) {
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t.appendCommand(c.name, &c);
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}
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}

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