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morcosmorcos
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MOVEONLY: move TxConfirmStats to cpp
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-107
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2 files changed

+107
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‎src/policy/fees.cpp

Lines changed: 106 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -14,6 +14,112 @@
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#include "txmempool.h"
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#include "util.h"
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/**
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* We will instantiate an instance of this class to track transactions that were
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* included in a block. We will lump transactions into a bucket according to their
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* approximate feerate and then track how long it took for those txs to be included in a block
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*
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* The tracking of unconfirmed (mempool) transactions is completely independent of the
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* historical tracking of transactions that have been confirmed in a block.
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*/
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class TxConfirmStats
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{
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private:
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//Define the buckets we will group transactions into
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std::vector<double> buckets; // The upper-bound of the range for the bucket (inclusive)
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std::map<double, unsigned int> bucketMap; // Map of bucket upper-bound to index into all vectors by bucket
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// For each bucket X:
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// Count the total # of txs in each bucket
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// Track the historical moving average of this total over blocks
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std::vector<double> txCtAvg;
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// and calculate the total for the current block to update the moving average
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std::vector<int> curBlockTxCt;
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// Count the total # of txs confirmed within Y blocks in each bucket
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// Track the historical moving average of theses totals over blocks
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std::vector<std::vector<double> > confAvg; // confAvg[Y][X]
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// and calculate the totals for the current block to update the moving averages
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std::vector<std::vector<int> > curBlockConf; // curBlockConf[Y][X]
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// Sum the total feerate of all tx's in each bucket
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// Track the historical moving average of this total over blocks
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std::vector<double> avg;
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// and calculate the total for the current block to update the moving average
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std::vector<double> curBlockVal;
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// Combine the conf counts with tx counts to calculate the confirmation % for each Y,X
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// Combine the total value with the tx counts to calculate the avg feerate per bucket
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double decay;
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// Mempool counts of outstanding transactions
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// For each bucket X, track the number of transactions in the mempool
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// that are unconfirmed for each possible confirmation value Y
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std::vector<std::vector<int> > unconfTxs; //unconfTxs[Y][X]
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// transactions still unconfirmed after MAX_CONFIRMS for each bucket
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std::vector<int> oldUnconfTxs;
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public:
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/**
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* Create new TxConfirmStats. This is called by BlockPolicyEstimator's
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* constructor with default values.
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* @param defaultBuckets contains the upper limits for the bucket boundaries
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* @param maxConfirms max number of confirms to track
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* @param decay how much to decay the historical moving average per block
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*/
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TxConfirmStats(const std::vector<double>& defaultBuckets, unsigned int maxConfirms, double decay);
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/** Clear the state of the curBlock variables to start counting for the new block */
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void ClearCurrent(unsigned int nBlockHeight);
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/**
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* Record a new transaction data point in the current block stats
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* @param blocksToConfirm the number of blocks it took this transaction to confirm
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* @param val the feerate of the transaction
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* @warning blocksToConfirm is 1-based and has to be >= 1
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*/
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void Record(int blocksToConfirm, double val);
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/** Record a new transaction entering the mempool*/
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unsigned int NewTx(unsigned int nBlockHeight, double val);
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/** Remove a transaction from mempool tracking stats*/
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void removeTx(unsigned int entryHeight, unsigned int nBestSeenHeight,
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unsigned int bucketIndex);
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/** Update our estimates by decaying our historical moving average and updating
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with the data gathered from the current block */
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void UpdateMovingAverages();
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/**
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* Calculate a feerate estimate. Find the lowest value bucket (or range of buckets
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* to make sure we have enough data points) whose transactions still have sufficient likelihood
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* of being confirmed within the target number of confirmations
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* @param confTarget target number of confirmations
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* @param sufficientTxVal required average number of transactions per block in a bucket range
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* @param minSuccess the success probability we require
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* @param requireGreater return the lowest feerate such that all higher values pass minSuccess OR
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* return the highest feerate such that all lower values fail minSuccess
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* @param nBlockHeight the current block height
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*/
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double EstimateMedianVal(int confTarget, double sufficientTxVal,
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double minSuccess, bool requireGreater, unsigned int nBlockHeight) const;
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/** Return the max number of confirms we're tracking */
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unsigned int GetMaxConfirms() const { return confAvg.size(); }
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/** Write state of estimation data to a file*/
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void Write(CAutoFile& fileout) const;
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/**
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* Read saved state of estimation data from a file and replace all internal data structures and
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* variables with this state.
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*/
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void Read(CAutoFile& filein);
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};
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TxConfirmStats::TxConfirmStats(const std::vector<double>& defaultBuckets,
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unsigned int maxConfirms, double _decay)
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{

‎src/policy/fees.h

Lines changed: 1 addition & 107 deletions
Original file line numberDiff line numberDiff line change
@@ -18,6 +18,7 @@ class CAutoFile;
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class CFeeRate;
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class CTxMemPoolEntry;
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class CTxMemPool;
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class TxConfirmStats;
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/** \class CBlockPolicyEstimator
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* The BlockPolicyEstimator is used for estimating the feerate needed
@@ -60,113 +61,6 @@ class CTxMemPool;
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* they've been outstanding.
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*/
6263

63-
/**
64-
* We will instantiate an instance of this class to track transactions that were
65-
* included in a block. We will lump transactions into a bucket according to their
66-
* approximate feerate and then track how long it took for those txs to be included in a block
67-
*
68-
* The tracking of unconfirmed (mempool) transactions is completely independent of the
69-
* historical tracking of transactions that have been confirmed in a block.
70-
*/
71-
class TxConfirmStats
72-
{
73-
private:
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//Define the buckets we will group transactions into
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std::vector<double> buckets; // The upper-bound of the range for the bucket (inclusive)
76-
std::map<double, unsigned int> bucketMap; // Map of bucket upper-bound to index into all vectors by bucket
77-
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// For each bucket X:
79-
// Count the total # of txs in each bucket
80-
// Track the historical moving average of this total over blocks
81-
std::vector<double> txCtAvg;
82-
// and calculate the total for the current block to update the moving average
83-
std::vector<int> curBlockTxCt;
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// Count the total # of txs confirmed within Y blocks in each bucket
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// Track the historical moving average of theses totals over blocks
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std::vector<std::vector<double> > confAvg; // confAvg[Y][X]
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// and calculate the totals for the current block to update the moving averages
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std::vector<std::vector<int> > curBlockConf; // curBlockConf[Y][X]
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// Sum the total feerate of all tx's in each bucket
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// Track the historical moving average of this total over blocks
93-
std::vector<double> avg;
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// and calculate the total for the current block to update the moving average
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std::vector<double> curBlockVal;
96-
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// Combine the conf counts with tx counts to calculate the confirmation % for each Y,X
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// Combine the total value with the tx counts to calculate the avg feerate per bucket
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double decay;
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// Mempool counts of outstanding transactions
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// For each bucket X, track the number of transactions in the mempool
104-
// that are unconfirmed for each possible confirmation value Y
105-
std::vector<std::vector<int> > unconfTxs; //unconfTxs[Y][X]
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// transactions still unconfirmed after MAX_CONFIRMS for each bucket
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std::vector<int> oldUnconfTxs;
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public:
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/**
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* Create new TxConfirmStats. This is called by BlockPolicyEstimator's
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* constructor with default values.
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* @param defaultBuckets contains the upper limits for the bucket boundaries
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* @param maxConfirms max number of confirms to track
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* @param decay how much to decay the historical moving average per block
116-
*/
117-
TxConfirmStats(const std::vector<double>& defaultBuckets, unsigned int maxConfirms, double decay);
118-
119-
/** Clear the state of the curBlock variables to start counting for the new block */
120-
void ClearCurrent(unsigned int nBlockHeight);
121-
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/**
123-
* Record a new transaction data point in the current block stats
124-
* @param blocksToConfirm the number of blocks it took this transaction to confirm
125-
* @param val the feerate of the transaction
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* @warning blocksToConfirm is 1-based and has to be >= 1
127-
*/
128-
void Record(int blocksToConfirm, double val);
129-
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/** Record a new transaction entering the mempool*/
131-
unsigned int NewTx(unsigned int nBlockHeight, double val);
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133-
/** Remove a transaction from mempool tracking stats*/
134-
void removeTx(unsigned int entryHeight, unsigned int nBestSeenHeight,
135-
unsigned int bucketIndex);
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/** Update our estimates by decaying our historical moving average and updating
138-
with the data gathered from the current block */
139-
void UpdateMovingAverages();
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/**
142-
* Calculate a feerate estimate. Find the lowest value bucket (or range of buckets
143-
* to make sure we have enough data points) whose transactions still have sufficient likelihood
144-
* of being confirmed within the target number of confirmations
145-
* @param confTarget target number of confirmations
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* @param sufficientTxVal required average number of transactions per block in a bucket range
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* @param minSuccess the success probability we require
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* @param requireGreater return the lowest feerate such that all higher values pass minSuccess OR
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* return the highest feerate such that all lower values fail minSuccess
150-
* @param nBlockHeight the current block height
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*/
152-
double EstimateMedianVal(int confTarget, double sufficientTxVal,
153-
double minSuccess, bool requireGreater, unsigned int nBlockHeight) const;
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/** Return the max number of confirms we're tracking */
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unsigned int GetMaxConfirms() const { return confAvg.size(); }
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/** Write state of estimation data to a file*/
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void Write(CAutoFile& fileout) const;
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/**
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* Read saved state of estimation data from a file and replace all internal data structures and
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* variables with this state.
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*/
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void Read(CAutoFile& filein);
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};
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/** Track confirm delays up to 25 blocks, can't estimate beyond that */
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static const unsigned int MAX_BLOCK_CONFIRMS = 25;
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