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Merge #10543: Change API to estimaterawfee

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5e3b7b5 Improve error reporting for estimaterawfee (Alex Morcos)
1fafd70 Add function to report highest estimate target tracked per horizon (Alex Morcos)
9c85b91 Change API to estimaterawfee (Alex Morcos)

Tree-SHA512: e624c6e7967e9e48abe49f5818bd674e5710e571cc093029d2f90d39fdfba3c1f30e83bf89f6dce97052b59a7d9636a64642ccfb26effd149c417d0afbed0c0b
This commit is contained in:
Wladimir J. van der Laan 2017-07-11 15:28:28 +02:00 committed by Pasta
parent 50ec763075
commit e789608728
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GPG Key ID: D362C9F7142766AE
5 changed files with 115 additions and 56 deletions
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1
src/policy/feerate.h
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@ -40,6 +40,7 @@ public:
friend bool operator==(const CFeeRate& a, const CFeeRate& b) { return a.nSatoshisPerK == b.nSatoshisPerK; }
friend bool operator<=(const CFeeRate& a, const CFeeRate& b) { return a.nSatoshisPerK <= b.nSatoshisPerK; }
friend bool operator>=(const CFeeRate& a, const CFeeRate& b) { return a.nSatoshisPerK >= b.nSatoshisPerK; }
friend bool operator!=(const CFeeRate& a, const CFeeRate& b) { return a.nSatoshisPerK != b.nSatoshisPerK; }
CFeeRate& operator+=(const CFeeRate& a) { nSatoshisPerK += a.nSatoshisPerK; return *this; }
std::string ToString() const;

33
src/policy/fees.cpp
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@ -15,6 +15,19 @@
static constexpr double INF_FEERATE = 1e99;
std::string StringForFeeEstimateHorizon(FeeEstimateHorizon horizon) {
static const std::map<FeeEstimateHorizon, std::string> horizon_strings = {
{FeeEstimateHorizon::SHORT_HALFLIFE, "short"},
{FeeEstimateHorizon::MED_HALFLIFE, "medium"},
{FeeEstimateHorizon::LONG_HALFLIFE, "long"},
};
auto horizon_string = horizon_strings.find(horizon);
if (horizon_string == horizon_strings.end()) return "unknown";
return horizon_string->second;
}
std::string StringForFeeReason(FeeReason reason) {
static const std::map<FeeReason, std::string> fee_reason_strings = {
{FeeReason::NONE, "None"},
@ -669,7 +682,7 @@ CFeeRate CBlockPolicyEstimator::estimateRawFee(int confTarget, double successThr
break;
}
default: {
return CFeeRate(0);
throw std::out_of_range("CBlockPoicyEstimator::estimateRawFee unknown FeeEstimateHorizon");
}
}
@ -688,6 +701,24 @@ CFeeRate CBlockPolicyEstimator::estimateRawFee(int confTarget, double successThr
return CFeeRate(median);
}
unsigned int CBlockPolicyEstimator::HighestTargetTracked(FeeEstimateHorizon horizon) const
{
switch (horizon) {
case FeeEstimateHorizon::SHORT_HALFLIFE: {
return shortStats->GetMaxConfirms();
}
case FeeEstimateHorizon::MED_HALFLIFE: {
return feeStats->GetMaxConfirms();
}
case FeeEstimateHorizon::LONG_HALFLIFE: {
return longStats->GetMaxConfirms();
}
default: {
throw std::out_of_range("CBlockPoicyEstimator::HighestTargetTracked unknown FeeEstimateHorizon");
}
}
}
unsigned int CBlockPolicyEstimator::BlockSpan() const
{
if (firstRecordedHeight == 0) return 0;

5
src/policy/fees.h
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@ -74,6 +74,8 @@ enum FeeEstimateHorizon {
LONG_HALFLIFE = 2
};
std::string StringForFeeEstimateHorizon(FeeEstimateHorizon horizon);
/* Enumeration of reason for returned fee estimate */
enum class FeeReason {
NONE,
@ -214,6 +216,9 @@ public:
/** Empty mempool transactions on shutdown to record failure to confirm for txs still in mempool */
void FlushUnconfirmed(CTxMemPool& pool);
/** Calculation of highest target that estimates are tracked for */
unsigned int HighestTargetTracked(FeeEstimateHorizon horizon) const;
private:
unsigned int nBestSeenHeight;
unsigned int firstRecordedHeight;

1
src/rpc/client.cpp
View File

@ -140,7 +140,6 @@ static const CRPCConvertParam vRPCConvertParams[] =
{ "estimatesmartfee", 1, "conservative" },
{ "estimaterawfee", 0, "nblocks" },
{ "estimaterawfee", 1, "threshold" },
{ "estimaterawfee", 2, "horizon" },
{ "prioritisetransaction", 1, "fee_delta" },
{ "setban", 2, "bantime" },
{ "setban", 3, "absolute" },

131
src/rpc/mining.cpp
View File

@ -865,9 +865,9 @@ UniValue estimatesmartfee(const JSONRPCRequest& request)
UniValue estimaterawfee(const JSONRPCRequest& request)
{
if (request.fHelp || request.params.size() < 1|| request.params.size() > 3)
if (request.fHelp || request.params.size() < 1 || request.params.size() > 2)
throw std::runtime_error(
"estimaterawfee nblocks (threshold horizon)\n"
"estimaterawfee nblocks (threshold)\n"
"\nWARNING: This interface is unstable and may disappear or change!\n"
"\nWARNING: This is an advanced API call that is tightly coupled to the specific\n"
" implementation of fee estimation. The parameters it can be called with\n"
@ -875,72 +875,95 @@ UniValue estimaterawfee(const JSONRPCRequest& request)
"\nEstimates the approximate fee per kilobyte needed for a transaction to begin\n"
"confirmation within nblocks blocks if possible.\n"
"\nArguments:\n"
"1. nblocks (numeric)\n"
"1. nblocks (numeric) Confirmation target in blocks (1 - 1008)\n"
"2. threshold (numeric, optional) The proportion of transactions in a given feerate range that must have been\n"
" confirmed within nblocks in order to consider those feerates as high enough and proceed to check\n"
" lower buckets. Default: 0.95\n"
"3. horizon (numeric, optional) How long a history of estimates to consider. 0=short, 1=medium, 2=long.\n"
" Default: 1\n"
"\nResult:\n"
"{\n"
" \"feerate\" : x.x, (numeric) estimate fee-per-kilobyte (in BTC)\n"
" \"decay\" : x.x, (numeric) exponential decay (per block) for historical moving average of confirmation data\n"
" \"scale\" : x, (numeric) The resolution of confirmation targets at this time horizon\n"
" \"pass\" : { (json object) information about the lowest range of feerates to succeed in meeting the threshold\n"
" \"startrange\" : x.x, (numeric) start of feerate range\n"
" \"endrange\" : x.x, (numeric) end of feerate range\n"
" \"withintarget\" : x.x, (numeric) number of txs over history horizon in the feerate range that were confirmed within target\n"
" \"totalconfirmed\" : x.x, (numeric) number of txs over history horizon in the feerate range that were confirmed at any point\n"
" \"inmempool\" : x.x, (numeric) current number of txs in mempool in the feerate range unconfirmed for at least target blocks\n"
" \"leftmempool\" : x.x, (numeric) number of txs over history horizon in the feerate range that left mempool unconfirmed after target\n"
" }\n"
" \"fail\" : { ... } (json object) information about the highest range of feerates to fail to meet the threshold\n"
" \"short\" : { (json object, optional) estimate for short time horizon\n"
" \"feerate\" : x.x, (numeric, optional) estimate fee-per-kilobyte (in BTC)\n"
" \"decay\" : x.x, (numeric) exponential decay (per block) for historical moving average of confirmation data\n"
" \"scale\" : x, (numeric) The resolution of confirmation targets at this time horizon\n"
" \"pass\" : { (json object, optional) information about the lowest range of feerates to succeed in meeting the threshold\n"
" \"startrange\" : x.x, (numeric) start of feerate range\n"
" \"endrange\" : x.x, (numeric) end of feerate range\n"
" \"withintarget\" : x.x, (numeric) number of txs over history horizon in the feerate range that were confirmed within target\n"
" \"totalconfirmed\" : x.x, (numeric) number of txs over history horizon in the feerate range that were confirmed at any point\n"
" \"inmempool\" : x.x, (numeric) current number of txs in mempool in the feerate range unconfirmed for at least target blocks\n"
" \"leftmempool\" : x.x, (numeric) number of txs over history horizon in the feerate range that left mempool unconfirmed after target\n"
" },\n"
" \"fail\" : { ... }, (json object, optional) information about the highest range of feerates to fail to meet the threshold\n"
" \"errors\": [ str... ] (json array of strings, optional) Errors encountered during processing\n"
" },\n"
" \"medium\" : { ... }, (json object, optional) estimate for medium time horizon\n"
" \"long\" : { ... } (json object) estimate for long time horizon\n"
"}\n"
"\n"
"A negative feerate is returned if no answer can be given.\n"
"Results are returned for any horizon which tracks blocks up to the confirmation target.\n"
"\nExample:\n"
+ HelpExampleCli("estimaterawfee", "6 0.9 1")
+ HelpExampleCli("estimaterawfee", "6 0.9")
);
RPCTypeCheck(request.params, {UniValue::VNUM, UniValue::VNUM, UniValue::VNUM}, true);
RPCTypeCheckArgument(request.params[0], UniValue::VNUM);
int nBlocks = request.params[0].get_int();
double threshold = 0.95;
if (!request.params[1].isNull())
threshold = request.params[1].get_real();
FeeEstimateHorizon horizon = FeeEstimateHorizon::MED_HALFLIFE;
if (!request.params[2].isNull()) {
int horizonInt = request.params[2].get_int();
if (horizonInt < 0 || horizonInt > 2) {
throw JSONRPCError(RPC_TYPE_ERROR, "Invalid horizon for fee estimates");
} else {
horizon = (FeeEstimateHorizon)horizonInt;
}
if (nBlocks < 1 || (unsigned int)nBlocks > ::feeEstimator.HighestTargetTracked(FeeEstimateHorizon::LONG_HALFLIFE)) {
throw JSONRPCError(RPC_INVALID_PARAMETER, "Invalid nblocks");
}
double threshold = 0.95;
if (!request.params[1].isNull()) {
threshold = request.params[1].get_real();
}
if (threshold < 0 || threshold > 1) {
throw JSONRPCError(RPC_INVALID_PARAMETER, "Invalid threshold");
}
UniValue result(UniValue::VOBJ);
CFeeRate feeRate;
EstimationResult buckets;
feeRate = ::feeEstimator.estimateRawFee(nBlocks, threshold, horizon, &buckets);
result.push_back(Pair("feerate", feeRate == CFeeRate(0) ? -1.0 : ValueFromAmount(feeRate.GetFeePerK())));
result.push_back(Pair("decay", buckets.decay));
result.push_back(Pair("scale", (int)buckets.scale));
UniValue passbucket(UniValue::VOBJ);
passbucket.push_back(Pair("startrange", round(buckets.pass.start)));
passbucket.push_back(Pair("endrange", round(buckets.pass.end)));
passbucket.push_back(Pair("withintarget", round(buckets.pass.withinTarget * 100.0) / 100.0));
passbucket.push_back(Pair("totalconfirmed", round(buckets.pass.totalConfirmed * 100.0) / 100.0));
passbucket.push_back(Pair("inmempool", round(buckets.pass.inMempool * 100.0) / 100.0));
passbucket.push_back(Pair("leftmempool", round(buckets.pass.leftMempool * 100.0) / 100.0));
result.push_back(Pair("pass", passbucket));
UniValue failbucket(UniValue::VOBJ);
failbucket.push_back(Pair("startrange", round(buckets.fail.start)));
failbucket.push_back(Pair("endrange", round(buckets.fail.end)));
failbucket.push_back(Pair("withintarget", round(buckets.fail.withinTarget * 100.0) / 100.0));
failbucket.push_back(Pair("totalconfirmed", round(buckets.fail.totalConfirmed * 100.0) / 100.0));
failbucket.push_back(Pair("inmempool", round(buckets.fail.inMempool * 100.0) / 100.0));
failbucket.push_back(Pair("leftmempool", round(buckets.fail.leftMempool * 100.0) / 100.0));
result.push_back(Pair("fail", failbucket));
UniValue result(UniValue::VOBJ);
for (FeeEstimateHorizon horizon : {FeeEstimateHorizon::SHORT_HALFLIFE, FeeEstimateHorizon::MED_HALFLIFE, FeeEstimateHorizon::LONG_HALFLIFE}) {
CFeeRate feeRate;
EstimationResult buckets;
// Only output results for horizons which track the target
if ((unsigned int)nBlocks > ::feeEstimator.HighestTargetTracked(horizon)) continue;
feeRate = ::feeEstimator.estimateRawFee(nBlocks, threshold, horizon, &buckets);
UniValue horizon_result(UniValue::VOBJ);
UniValue errors(UniValue::VARR);
UniValue passbucket(UniValue::VOBJ);
passbucket.push_back(Pair("startrange", round(buckets.pass.start)));
passbucket.push_back(Pair("endrange", round(buckets.pass.end)));
passbucket.push_back(Pair("withintarget", round(buckets.pass.withinTarget * 100.0) / 100.0));
passbucket.push_back(Pair("totalconfirmed", round(buckets.pass.totalConfirmed * 100.0) / 100.0));
passbucket.push_back(Pair("inmempool", round(buckets.pass.inMempool * 100.0) / 100.0));
passbucket.push_back(Pair("leftmempool", round(buckets.pass.leftMempool * 100.0) / 100.0));
UniValue failbucket(UniValue::VOBJ);
failbucket.push_back(Pair("startrange", round(buckets.fail.start)));
failbucket.push_back(Pair("endrange", round(buckets.fail.end)));
failbucket.push_back(Pair("withintarget", round(buckets.fail.withinTarget * 100.0) / 100.0));
failbucket.push_back(Pair("totalconfirmed", round(buckets.fail.totalConfirmed * 100.0) / 100.0));
failbucket.push_back(Pair("inmempool", round(buckets.fail.inMempool * 100.0) / 100.0));
failbucket.push_back(Pair("leftmempool", round(buckets.fail.leftMempool * 100.0) / 100.0));
// CFeeRate(0) is used to indicate error as a return value from estimateRawFee
if (feeRate != CFeeRate(0)) {
horizon_result.push_back(Pair("feerate", ValueFromAmount(feeRate.GetFeePerK())));
horizon_result.push_back(Pair("decay", buckets.decay));
horizon_result.push_back(Pair("scale", (int)buckets.scale));
horizon_result.push_back(Pair("pass", passbucket));
// buckets.fail.start == -1 indicates that all buckets passed, there is no fail bucket to output
if (buckets.fail.start != -1) horizon_result.push_back(Pair("fail", failbucket));
} else {
// Output only information that is still meaningful in the event of error
horizon_result.push_back(Pair("decay", buckets.decay));
horizon_result.push_back(Pair("scale", (int)buckets.scale));
horizon_result.push_back(Pair("fail", failbucket));
errors.push_back("Insufficient data or no feerate found which meets threshold");
horizon_result.push_back(Pair("errors",errors));
}
result.push_back(Pair(StringForFeeEstimateHorizon(horizon), horizon_result));
}
return result;
}
@ -959,7 +982,7 @@ static const CRPCCommand commands[] =
{ "util", "estimatefee", &estimatefee, true, {"nblocks"} },
{ "util", "estimatesmartfee", &estimatesmartfee, true, {"nblocks", "conservative"} },
{ "hidden", "estimaterawfee", &estimaterawfee, true, {"nblocks", "threshold", "horizon"} },
{ "hidden", "estimaterawfee", &estimaterawfee, true, {"nblocks", "threshold"} },
};
void RegisterMiningRPCCommands(CRPCTable &t)