Bitcoin Core  0.18.99
P2P Digital Currency
fees.h
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1 // Copyright (c) 2009-2010 Satoshi Nakamoto
2 // Copyright (c) 2009-2018 The Bitcoin Core developers
3 // Distributed under the MIT software license, see the accompanying
4 // file COPYING or http://www.opensource.org/licenses/mit-license.php.
5 #ifndef BITCOIN_POLICY_FEES_H
6 #define BITCOIN_POLICY_FEES_H
7 
8 #include <amount.h>
9 #include <policy/feerate.h>
10 #include <uint256.h>
11 #include <random.h>
12 #include <sync.h>
13 
14 #include <map>
15 #include <memory>
16 #include <string>
17 #include <vector>
18 
19 class CAutoFile;
20 class CFeeRate;
21 class CTxMemPoolEntry;
22 class CTxMemPool;
23 class TxConfirmStats;
24 
25 /* Identifier for each of the 3 different TxConfirmStats which will track
26  * history over different time horizons. */
27 enum class FeeEstimateHorizon {
28  SHORT_HALFLIFE = 0,
29  MED_HALFLIFE = 1,
30  LONG_HALFLIFE = 2
31 };
32 
34 
35 /* Enumeration of reason for returned fee estimate */
36 enum class FeeReason {
37  NONE,
43  PAYTXFEE,
44  FALLBACK,
45  REQUIRED,
46 };
47 
48 /* Used to determine type of fee estimation requested */
49 enum class FeeEstimateMode {
50  UNSET,
51  ECONOMICAL,
52  CONSERVATIVE,
53 };
54 
55 /* Used to return detailed information about a feerate bucket */
57 {
58  double start = -1;
59  double end = -1;
60  double withinTarget = 0;
61  double totalConfirmed = 0;
62  double inMempool = 0;
63  double leftMempool = 0;
64 };
65 
66 /* Used to return detailed information about a fee estimate calculation */
68 {
71  double decay = 0;
72  unsigned int scale = 0;
73 };
74 
76 {
79  int desiredTarget = 0;
80  int returnedTarget = 0;
81 };
82 
132 {
133 private:
135  static constexpr unsigned int SHORT_BLOCK_PERIODS = 12;
136  static constexpr unsigned int SHORT_SCALE = 1;
138  static constexpr unsigned int MED_BLOCK_PERIODS = 24;
139  static constexpr unsigned int MED_SCALE = 2;
141  static constexpr unsigned int LONG_BLOCK_PERIODS = 42;
142  static constexpr unsigned int LONG_SCALE = 24;
144  static const unsigned int OLDEST_ESTIMATE_HISTORY = 6 * 1008;
145 
147  static constexpr double SHORT_DECAY = .962;
149  static constexpr double MED_DECAY = .9952;
151  static constexpr double LONG_DECAY = .99931;
152 
154  static constexpr double HALF_SUCCESS_PCT = .6;
156  static constexpr double SUCCESS_PCT = .85;
158  static constexpr double DOUBLE_SUCCESS_PCT = .95;
159 
161  static constexpr double SUFFICIENT_FEETXS = 0.1;
163  static constexpr double SUFFICIENT_TXS_SHORT = 0.5;
164 
172  static constexpr double MIN_BUCKET_FEERATE = 1000;
173  static constexpr double MAX_BUCKET_FEERATE = 1e7;
174 
180  static constexpr double FEE_SPACING = 1.05;
181 
182 public:
186 
188  void processBlock(unsigned int nBlockHeight,
189  std::vector<const CTxMemPoolEntry*>& entries);
190 
192  void processTransaction(const CTxMemPoolEntry& entry, bool validFeeEstimate);
193 
195  bool removeTx(uint256 hash, bool inBlock);
196 
198  CFeeRate estimateFee(int confTarget) const;
199 
205  CFeeRate estimateSmartFee(int confTarget, FeeCalculation *feeCalc, bool conservative) const;
206 
211  CFeeRate estimateRawFee(int confTarget, double successThreshold, FeeEstimateHorizon horizon, EstimationResult *result = nullptr) const;
212 
214  bool Write(CAutoFile& fileout) const;
215 
217  bool Read(CAutoFile& filein);
218 
220  void FlushUnconfirmed();
221 
223  unsigned int HighestTargetTracked(FeeEstimateHorizon horizon) const;
224 
225 private:
227 
228  unsigned int nBestSeenHeight GUARDED_BY(m_cs_fee_estimator);
229  unsigned int firstRecordedHeight GUARDED_BY(m_cs_fee_estimator);
230  unsigned int historicalFirst GUARDED_BY(m_cs_fee_estimator);
231  unsigned int historicalBest GUARDED_BY(m_cs_fee_estimator);
232 
233  struct TxStatsInfo
234  {
235  unsigned int blockHeight;
236  unsigned int bucketIndex;
237  TxStatsInfo() : blockHeight(0), bucketIndex(0) {}
238  };
239 
240  // map of txids to information about that transaction
241  std::map<uint256, TxStatsInfo> mapMemPoolTxs GUARDED_BY(m_cs_fee_estimator);
242 
244  std::unique_ptr<TxConfirmStats> feeStats PT_GUARDED_BY(m_cs_fee_estimator);
245  std::unique_ptr<TxConfirmStats> shortStats PT_GUARDED_BY(m_cs_fee_estimator);
246  std::unique_ptr<TxConfirmStats> longStats PT_GUARDED_BY(m_cs_fee_estimator);
247 
248  unsigned int trackedTxs GUARDED_BY(m_cs_fee_estimator);
249  unsigned int untrackedTxs GUARDED_BY(m_cs_fee_estimator);
250 
251  std::vector<double> buckets GUARDED_BY(m_cs_fee_estimator); // The upper-bound of the range for the bucket (inclusive)
252  std::map<double, unsigned int> bucketMap GUARDED_BY(m_cs_fee_estimator); // Map of bucket upper-bound to index into all vectors by bucket
253 
255  bool processBlockTx(unsigned int nBlockHeight, const CTxMemPoolEntry* entry) EXCLUSIVE_LOCKS_REQUIRED(m_cs_fee_estimator);
256 
258  double estimateCombinedFee(unsigned int confTarget, double successThreshold, bool checkShorterHorizon, EstimationResult *result) const EXCLUSIVE_LOCKS_REQUIRED(m_cs_fee_estimator);
260  double estimateConservativeFee(unsigned int doubleTarget, EstimationResult *result) const EXCLUSIVE_LOCKS_REQUIRED(m_cs_fee_estimator);
262  unsigned int BlockSpan() const EXCLUSIVE_LOCKS_REQUIRED(m_cs_fee_estimator);
264  unsigned int HistoricalBlockSpan() const EXCLUSIVE_LOCKS_REQUIRED(m_cs_fee_estimator);
266  unsigned int MaxUsableEstimate() const EXCLUSIVE_LOCKS_REQUIRED(m_cs_fee_estimator);
267 };
268 
270 {
271 private:
272  static constexpr double MAX_FILTER_FEERATE = 1e7;
277  static constexpr double FEE_FILTER_SPACING = 1.1;
278 
279 public:
281  explicit FeeFilterRounder(const CFeeRate& minIncrementalFee);
282 
284  CAmount round(CAmount currentMinFee);
285 
286 private:
287  std::set<double> feeset;
289 };
290 
291 #endif // BITCOIN_POLICY_FEES_H
EstimatorBucket pass
Definition: fees.h:69
EstimationResult est
Definition: fees.h:77
FeeEstimateMode
Definition: fees.h:49
We will instantiate an instance of this class to track transactions that were included in a block...
Definition: fees.cpp:37
CCriticalSection m_cs_fee_estimator
Definition: fees.h:226
std::string StringForFeeEstimateHorizon(FeeEstimateHorizon horizon)
Definition: fees.cpp:16
CTxMemPoolEntry stores data about the corresponding transaction, as well as data about all in-mempool...
Definition: txmempool.h:67
int64_t CAmount
Amount in satoshis (Can be negative)
Definition: amount.h:12
EstimatorBucket fail
Definition: fees.h:70
The BlockPolicyEstimator is used for estimating the feerate needed for a transaction to be included i...
Definition: fees.h:131
Fast randomness source.
Definition: random.h:100
Use default settings based on other criteria.
FeeReason
Definition: fees.h:36
FastRandomContext insecure_rand
Definition: fees.h:288
FeeEstimateHorizon
Definition: fees.h:27
256-bit opaque blob.
Definition: uint256.h:121
#define EXCLUSIVE_LOCKS_REQUIRED(...)
Definition: threadsafety.h:51
CTxMemPool stores valid-according-to-the-current-best-chain transactions that may be included in the ...
Definition: txmempool.h:442
not actually invalid
Fee rate in satoshis per kilobyte: CAmount / kB.
Definition: feerate.h:19
#define GUARDED_BY(x)
Definition: threadsafety.h:38
Force estimateSmartFee to use non-conservative estimates.
std::set< double > feeset
Definition: fees.h:287
Non-refcounted RAII wrapper for FILE*.
Definition: streams.h:603
#define PT_GUARDED_BY(x)
Definition: threadsafety.h:40