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Stable release v32.1bitcoin/bitcoin · f0de87f04062 ↗3,020 source files · 47.5 MB stored on the server340 file guides

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1// Copyright (c) 2009-2010 Satoshi Nakamoto
2// Copyright (c) 2009-present 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
6#include <policy/fees/block_policy_estimator.h>
7
8#include <common/system.h>
9#include <consensus/amount.h>
10#include <kernel/mempool_entry.h>
11#include <policy/feerate.h>
12#include <primitives/transaction.h>
13#include <random.h>
14#include <serialize.h>
15#include <streams.h>
16#include <sync.h>
17#include <tinyformat.h>
18#include <uint256.h>
19#include <util/fs.h>
20#include <util/log.h>
21#include <util/serfloat.h>
22#include <util/syserror.h>
23#include <util/time.h>
24
25#include <algorithm>
26#include <cassert>
27#include <chrono>
28#include <cmath>
29#include <cstddef>
30#include <cstdint>
31#include <exception>
32#include <stdexcept>
33#include <system_error>
34#include <utility>
35
36// The current format written, and the version required to read. Must be
37// increased to at least 309900+1 on the next breaking change.
38constexpr int CURRENT_FEES_FILE_VERSION{309900};
39
40static constexpr double INF_FEERATE = 1e99;
41
42std::string StringForFeeEstimateHorizon(FeeEstimateHorizon horizon)
43{
44    switch (horizon) {
45    case FeeEstimateHorizon::SHORT_HALFLIFE: return "short";
46    case FeeEstimateHorizon::MED_HALFLIFE: return "medium";
47    case FeeEstimateHorizon::LONG_HALFLIFE: return "long";
48    } // no default case, so the compiler can warn about missing cases
49    assert(false);
50}
51
52std::string StringForBlockPolicyEstimateReason(BlockPolicyEstimateReason reason)
53{
54    switch (reason) {
55    case BlockPolicyEstimateReason::NONE:
56        return "None";
57    case BlockPolicyEstimateReason::HALF_ESTIMATE:
58        return "Half Target 60% Threshold";
59    case BlockPolicyEstimateReason::FULL_ESTIMATE:
60        return "Target 85% Threshold";
61    case BlockPolicyEstimateReason::DOUBLE_ESTIMATE:
62        return "Double Target 95% Threshold";
63    case BlockPolicyEstimateReason::CONSERVATIVE:
64        return "Conservative Double Target longer horizon";
65    } // no default case, so the compiler can warn about missing cases
66    assert(false);
67}
68
69namespace {
70
71struct EncodedDoubleFormatter
72{
73    template<typename Stream> void Ser(Stream &s, double v)
74    {
75        s << EncodeDouble(v);
76    }
77
78    template<typename Stream> void Unser(Stream& s, double& v)
79    {
80        uint64_t encoded;
81        s >> encoded;
82        v = DecodeDouble(encoded);
83    }
84};
85
86} // namespace
87
88/**
89 * We will instantiate an instance of this class to track transactions that were
90 * included in a block. We will lump transactions into a bucket according to their
91 * approximate feerate and then track how long it took for those txs to be included in a block
92 *
93 * The tracking of unconfirmed (mempool) transactions is completely independent of the
94 * historical tracking of transactions that have been confirmed in a block.
95 */
96class TxConfirmStats
97{
98private:
99    //Define the buckets we will group transactions into
100    const std::vector<double>& buckets;              // The upper-bound of the range for the bucket (inclusive)
101    const std::map<double, unsigned int>& bucketMap; // Map of bucket upper-bound to index into all vectors by bucket
102
103    // For each bucket X:
104    // Count the total # of txs in each bucket
105    // Track the historical moving average of this total over blocks
106    std::vector<double> txCtAvg;
107
108    // Count the total # of txs confirmed within Y blocks in each bucket
109    // Track the historical moving average of these totals over blocks
110    std::vector<std::vector<double>> confAvg; // confAvg[Y][X]
111
112    // Track moving avg of txs which have been evicted from the mempool
113    // after failing to be confirmed within Y blocks
114    std::vector<std::vector<double>> failAvg; // failAvg[Y][X]
115
116    // Sum the total feerate of all tx's in each bucket
117    // Track the historical moving average of this total over blocks
118    std::vector<double> m_feerate_avg;
119
120    // Combine the conf counts with tx counts to calculate the confirmation % for each Y,X
121    // Combine the total value with the tx counts to calculate the avg feerate per bucket
122
123    double decay;
124
125    // Resolution (# of blocks) with which confirmations are tracked
126    unsigned int scale;
127
128    // Mempool counts of outstanding transactions
129    // For each bucket X, track the number of transactions in the mempool
130    // that are unconfirmed for each possible confirmation value Y
131    std::vector<std::vector<int> > unconfTxs;  //unconfTxs[Y][X]
132    // transactions still unconfirmed after GetMaxConfirms for each bucket
133    std::vector<int> oldUnconfTxs;
134
135    void resizeInMemoryCounters(size_t newbuckets);
136
137public:
138    /**
139     * Create new TxConfirmStats. This is called by BlockPolicyEstimator's
140     * constructor with default values.
141     * @param defaultBuckets contains the upper limits for the bucket boundaries
142     * @param maxPeriods max number of periods to track
143     * @param decay how much to decay the historical moving average per block
144     */
145    TxConfirmStats(const std::vector<double>& defaultBuckets, const std::map<double, unsigned int>& defaultBucketMap,
146                   unsigned int maxPeriods, double decay, unsigned int scale);
147
148    /** Roll the circular buffer for unconfirmed txs*/
149    void ClearCurrent(unsigned int nBlockHeight);
150
151    /**
152     * Record a new transaction data point in the current block stats
153     * @param blocksToConfirm the number of blocks it took this transaction to confirm
154     * @param val the feerate of the transaction
155     * @warning blocksToConfirm is 1-based and has to be >= 1
156     */
157    void Record(int blocksToConfirm, double val);
158
159    /** Record a new transaction entering the mempool*/
160    unsigned int NewTx(unsigned int nBlockHeight, double val);
161
162    /** Remove a transaction from mempool tracking stats*/
163    void removeTx(unsigned int entryHeight, unsigned int nBestSeenHeight,
164                  unsigned int bucketIndex, bool inBlock);
165
166    /** Update our estimates by decaying our historical moving average and updating
167        with the data gathered from the current block */
168    void UpdateMovingAverages();
169
170    /**
171     * Calculate a feerate estimate.  Find the lowest value bucket (or range of buckets
172     * to make sure we have enough data points) whose transactions still have sufficient likelihood
173     * of being confirmed within the target number of confirmations
174     * @param confTarget target number of confirmations
175     * @param sufficientTxVal required average number of transactions per block in a bucket range
176     * @param minSuccess the success probability we require
177     * @param nBlockHeight the current block height
178     */
179    double EstimateMedianVal(int confTarget, double sufficientTxVal,
180                             double minSuccess, unsigned int nBlockHeight,
181                             EstimationResult *result = nullptr) const;
182
183    /** Return the max number of confirms we're tracking */
184    unsigned int GetMaxConfirms() const { return scale * confAvg.size(); }
185
186    /** Write state of estimation data to a file*/
187    void Write(AutoFile& fileout) const;
188
189    /**
190     * Read saved state of estimation data from a file and replace all internal data structures and
191     * variables with this state.
192     */
193    void Read(AutoFile& filein, size_t numBuckets);
194};
195
196
197TxConfirmStats::TxConfirmStats(const std::vector<double>& defaultBuckets,
198                                const std::map<double, unsigned int>& defaultBucketMap,
199                               unsigned int maxPeriods, double _decay, unsigned int _scale)
200    : buckets(defaultBuckets), bucketMap(defaultBucketMap), decay(_decay), scale(_scale)
201{
202    assert(_scale != 0 && "_scale must be non-zero");
203    confAvg.resize(maxPeriods);
204    failAvg.resize(maxPeriods);
205    for (unsigned int i = 0; i < maxPeriods; i++) {
206        confAvg[i].resize(buckets.size());
207        failAvg[i].resize(buckets.size());
208    }
209
210    txCtAvg.resize(buckets.size());
211    m_feerate_avg.resize(buckets.size());
212
213    resizeInMemoryCounters(buckets.size());
214}
215
216void TxConfirmStats::resizeInMemoryCounters(size_t newbuckets) {
217    // newbuckets must be passed in because the buckets referred to during Read have not been updated yet.
218    unconfTxs.resize(GetMaxConfirms());
219    for (unsigned int i = 0; i < unconfTxs.size(); i++) {
220        unconfTxs[i].resize(newbuckets);
221    }
222    oldUnconfTxs.resize(newbuckets);
223}
224
225// Roll the unconfirmed txs circular buffer
226void TxConfirmStats::ClearCurrent(unsigned int nBlockHeight)
227{
228    for (unsigned int j = 0; j < buckets.size(); j++) {
229        oldUnconfTxs[j] += unconfTxs[nBlockHeight % unconfTxs.size()][j];
230        unconfTxs[nBlockHeight%unconfTxs.size()][j] = 0;
231    }
232}
233
234
235void TxConfirmStats::Record(int blocksToConfirm, double feerate)
236{
237    // blocksToConfirm is 1-based
238    if (blocksToConfirm < 1)
239        return;
240    int periodsToConfirm = (blocksToConfirm + scale - 1) / scale;
241    unsigned int bucketindex = bucketMap.lower_bound(feerate)->second;
242    for (size_t i = periodsToConfirm; i <= confAvg.size(); i++) {
243        confAvg[i - 1][bucketindex]++;
244    }
245    txCtAvg[bucketindex]++;
246    m_feerate_avg[bucketindex] += feerate;
247}
248
249void TxConfirmStats::UpdateMovingAverages()
250{

src/wallet/receive.cpp

src/wallet/coinselection.cpp

src/consensus/validation.h

src/primitives/transaction.cpp

src/script/descriptor.cpp

src/bitcoin-cli.cpp

src/rpc/blockchain.cpp

src/rpc/rawtransaction.cpp

src/init.cpp

src/crypto/sha256.cpp

src/consensus/merkle.h

src/consensus/tx_check.h

src/consensus/tx_verify.h

src/policy/feerate.h

src/policy/feerate.cpp

src/primitives/transaction_identifier.h

src/chainparamsbase.h

src/chainparamsbase.cpp

src/util/moneystr.cpp

src/crypto/ripemd160.h

src/crypto/sha1.h

src/crypto/sha512.h

src/crypto/hmac_sha256.h

src/crypto/hmac_sha512.h

src/crypto/hmac_sha256.cpp

src/crypto/hmac_sha512.cpp

src/crypto/hkdf_sha256_32.h

src/crypto/hkdf_sha256_32.cpp

src/support/cleanse.h

src/support/cleanse.cpp

src/crypto/siphash.cpp

src/crypto/muhash.h

src/crypto/chacha20.h

src/crypto/poly1305.h

src/crypto/chacha20poly1305.h

src/crypto/chacha20poly1305.cpp

src/util/chaintype.cpp

src/util/obfuscation.h

src/util/byte_units.h

src/util/overflow.h

src/blockencodings.cpp

src/net_permissions.cpp

src/policy/packages.cpp

src/policy/rbf.cpp

src/policy/truc_policy.cpp

src/policy/ephemeral_policy.cpp

src/policy/settings.cpp

src/policy/policy.cpp

src/node/transaction.cpp

src/node/coin.cpp

src/rpc/client.cpp

src/rpc/external_signer.cpp

src/rpc/request.cpp

src/rpc/server_util.cpp

src/rpc/fees.cpp

src/rpc/output_script.cpp

src/rpc/rawtransaction_util.cpp

src/rpc/rawtransaction_util.h

src/rpc/register.h

src/rpc/request.h

src/rpc/server_util.h

src/rpc/protocol.h

src/rpc/server.h

src/rpc/signmessage.cpp

src/rpc/txoutproof.cpp

src/rpc/util.cpp

src/rpc/util.h

src/wallet/rpc/addresses.cpp

src/wallet/rpc/backup.cpp

src/wallet/rpc/coins.cpp

src/wallet/rpc/encrypt.cpp

src/wallet/rpc/signmessage.cpp

src/wallet/rpc/util.cpp

src/wallet/rpc/util.h

src/wallet/coincontrol.cpp

src/wallet/coincontrol.h

src/wallet/context.cpp

src/wallet/context.h

src/wallet/crypter.cpp

src/wallet/crypter.h

src/wallet/db.cpp

src/wallet/export.cpp

src/wallet/external_signer_scriptpubkeyman.cpp

src/wallet/rpc/spend.cpp

src/wallet/rpc/transactions.cpp

src/wallet/rpc/wallet.cpp

src/wallet/feebumper.cpp

src/wallet/feebumper.h

src/index/base.h

src/index/base.cpp

src/index/txindex.h

src/index/txindex.cpp

src/index/txindex_key.h

src/index/txospenderindex.h

src/index/txospenderindex.cpp

src/index/blockfilterindex.h

src/index/blockfilterindex.cpp

src/index/coinstatsindex.h

src/index/coinstatsindex.cpp

src/index/db_key.h

src/index/disktxpos.h

src/kernel/chain.cpp

src/kernel/chain.h

src/kernel/checks.cpp

src/kernel/checks.h

src/kernel/context.cpp

src/kernel/context.h

src/kernel/cs_main.cpp

src/kernel/cs_main.h

src/kernel/disconnected_transactions.cpp

src/kernel/disconnected_transactions.h

src/kernel/mempool_removal_reason.cpp

src/kernel/mempool_removal_reason.h

src/kernel/coinstats.cpp

src/kernel/coinstats.h

src/kernel/chainparams.cpp

src/kernel/chainparams.h

src/wallet/sqlite.cpp

src/wallet/sqlite.h

src/wallet/transaction.cpp

src/wallet/transaction.h

src/wallet/dump.cpp

src/wallet/dump.h

src/wallet/init.cpp

src/wallet/walletutil.cpp

src/wallet/walletutil.h

src/wallet/wallettool.cpp

src/wallet/wallettool.h

src/wallet/export.h

src/wallet/migrate.cpp

src/wallet/migrate.h

src/wallet/db.h

src/wallet/walletdb.cpp

src/wallet/interfaces.cpp

src/wallet/scriptpubkeyman.cpp

src/wallet/scriptpubkeyman.h

src/kernel/bitcoinkernel.cpp

src/kernel/bitcoinkernel.h

src/kernel/bitcoinkernel_wrapper.h

src/node/chainstate.cpp

src/node/chainstate.h

src/node/blockstorage.cpp

src/node/blockstorage.h

src/node/mempool_persist.cpp

src/node/mempool_persist.h

src/node/utxo_snapshot.cpp

src/node/utxo_snapshot.h

src/node/kernel_notifications.cpp

src/node/kernel_notifications.h

src/node/blockmanager_args.cpp

src/kernel/blockmanager_opts.h

src/util/expected.cpp

src/policy/settings.h

src/util/types.h

src/kernel/messagestartchars.h

src/kernel/warning.h

src/util/exception.h

src/common/license_info.h

src/node/coins_view_args.h

src/node/database_args.h

src/util/batchpriority.h

src/util/ui_change_type.h

src/node/coins_view_args.cpp

src/node/peerman_args.h

src/util/serfloat.h

src/node/blockmanager_args.h

src/node/database_args.cpp

src/util/overloaded.h

src/interfaces/types.h

src/node/chainstatemanager_args.h

src/node/minisketchwrapper.h

src/util/macros.h

src/util/syserror.h

src/common/run_command.h

src/util/bytevectorhash.cpp

src/node/mempool_persist_args.cpp

src/util/exec.h

src/util/rbf.h

src/crypto/hex_base.h

src/node/mempool_persist_args.h

src/interfaces/echo.h

src/util/any.h

src/util/batchpriority.cpp

src/util/threadnames.h

src/node/coin.h

src/node/mempool_args.h

src/util/asmap.h

src/util/bytevectorhash.h

src/node/context.cpp

src/util/insert.h

src/util/readwritefile.h

src/node/peerman_args.cpp

src/node/interface_ui.cpp

src/interfaces/handler.h

src/node/mining_args.h

src/util/hasher.cpp

src/common/init.h

src/kernel/mempool_limits.h

src/common/system.h

src/crypto/sha3.h

src/util/threadinterrupt.cpp

src/node/protocol_version.h

src/util/exception.cpp

src/common/messages.h

src/node/connection_types.cpp

src/util/bip32.h

src/common/license_info.cpp

src/util/stdmutex.h

src/common/run_command.cpp

src/util/check.cpp

src/util/golombrice.h

src/node/types.h

src/node/timeoffsets.h

src/util/readwritefile.cpp

src/util/fastrange.h

src/util/signalinterrupt.h

src/util/task_runner.h

src/util/syserror.cpp

src/common/interfaces.cpp

src/common/types.h

src/util/threadinterrupt.h

src/kernel/chainstatemanager_opts.h

src/node/psbt.h

src/policy/ephemeral_policy.h

src/util/trace.h

src/common/url.cpp

src/kernel/mempool_options.h

src/util/serfloat.cpp

src/kernel/notifications_interface.h

src/node/timeoffsets.cpp

src/node/warnings.cpp

src/util/hash_type.h

src/crypto/hex_base.cpp

src/node/eviction.h

src/util/tokenbucket.h

src/crypto/aes.h

src/common/pcp.h

src/util/feefrac.cpp

src/node/transaction.h

src/util/threadnames.cpp

src/common/signmessage.h

src/util/exec.cpp

src/util/signalinterrupt.cpp

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