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Merge #9239: Disable fee estimates for 1 block target

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e878689 Make GUI incapable of setting tx confirm target of 1 (Alex Morcos)
d824ad0 Disable fee estimates for a confirm target of 1 block (Alex Morcos)
This commit is contained in:
Wladimir J. van der Laan 2016-12-02 08:20:44 +01:00
commit 3fbf079262
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GPG Key ID: 74810B012346C9A6
5 changed files with 28 additions and 13 deletions
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7
src/policy/fees.cpp
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@ -404,7 +404,8 @@ void CBlockPolicyEstimator::processBlock(unsigned int nBlockHeight,
CFeeRate CBlockPolicyEstimator::estimateFee(int confTarget)
{
// Return failure if trying to analyze a target we're not tracking
if (confTarget <= 0 || (unsigned int)confTarget > feeStats.GetMaxConfirms())
// It's not possible to get reasonable estimates for confTarget of 1
if (confTarget <= 1 || (unsigned int)confTarget > feeStats.GetMaxConfirms())
return CFeeRate(0);
double median = feeStats.EstimateMedianVal(confTarget, SUFFICIENT_FEETXS, MIN_SUCCESS_PCT, true, nBestSeenHeight);
@ -423,6 +424,10 @@ CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoun
if (confTarget <= 0 || (unsigned int)confTarget > feeStats.GetMaxConfirms())
return CFeeRate(0);
// It's not possible to get reasonable estimates for confTarget of 1
if (confTarget == 1)
confTarget = 2;
double median = -1;
while (median < 0 && (unsigned int)confTarget <= feeStats.GetMaxConfirms()) {
median = feeStats.EstimateMedianVal(confTarget++, SUFFICIENT_FEETXS, MIN_SUCCESS_PCT, true, nBestSeenHeight);

2
src/qt/forms/sendcoinsdialog.ui
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@ -1064,7 +1064,7 @@
<number>0</number>
</property>
<property name="maximum">
<number>24</number>
<number>23</number>
</property>
<property name="pageStep">
<number>1</number>

8
src/qt/sendcoinsdialog.cpp
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@ -175,7 +175,7 @@ void SendCoinsDialog::setModel(WalletModel *_model)
// set the smartfee-sliders default value (wallets default conf.target or last stored value)
QSettings settings;
if (settings.value("nSmartFeeSliderPosition").toInt() == 0)
ui->sliderSmartFee->setValue(ui->sliderSmartFee->maximum() - model->getDefaultConfirmTarget() + 1);
ui->sliderSmartFee->setValue(ui->sliderSmartFee->maximum() - model->getDefaultConfirmTarget() + 2);
else
ui->sliderSmartFee->setValue(settings.value("nSmartFeeSliderPosition").toInt());
}
@ -241,7 +241,7 @@ void SendCoinsDialog::on_sendButton_clicked()
if (model->getOptionsModel()->getCoinControlFeatures())
ctrl = *CoinControlDialog::coinControl;
if (ui->radioSmartFee->isChecked())
ctrl.nConfirmTarget = ui->sliderSmartFee->maximum() - ui->sliderSmartFee->value() + 1;
ctrl.nConfirmTarget = ui->sliderSmartFee->maximum() - ui->sliderSmartFee->value() + 2;
else
ctrl.nConfirmTarget = 0;
@ -601,7 +601,7 @@ void SendCoinsDialog::updateGlobalFeeVariables()
{
if (ui->radioSmartFee->isChecked())
{
int nConfirmTarget = ui->sliderSmartFee->maximum() - ui->sliderSmartFee->value() + 1;
int nConfirmTarget = ui->sliderSmartFee->maximum() - ui->sliderSmartFee->value() + 2;
payTxFee = CFeeRate(0);
// set nMinimumTotalFee to 0 to not accidentally pay a custom fee
@ -646,7 +646,7 @@ void SendCoinsDialog::updateSmartFeeLabel()
if(!model || !model->getOptionsModel())
return;
int nBlocksToConfirm = ui->sliderSmartFee->maximum() - ui->sliderSmartFee->value() + 1;
int nBlocksToConfirm = ui->sliderSmartFee->maximum() - ui->sliderSmartFee->value() + 2;
int estimateFoundAtBlocks = nBlocksToConfirm;
CFeeRate feeRate = mempool.estimateSmartFee(nBlocksToConfirm, &estimateFoundAtBlocks);
if (feeRate <= CFeeRate(0)) // not enough data => minfee

2
src/rpc/mining.cpp
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@ -785,6 +785,8 @@ UniValue estimatefee(const JSONRPCRequest& request)
"\n"
"A negative value is returned if not enough transactions and blocks\n"
"have been observed to make an estimate.\n"
"-1 is always returned for nblocks == 1 as it is impossible to calculate\n"
"a fee that is high enough to get reliably included in the next block.\n"
"\nExample:\n"
+ HelpExampleCli("estimatefee", "6")
);

18
src/test/policyestimator_tests.cpp
View File

@ -95,25 +95,31 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
// Highest feerate is 10*baseRate and gets in all blocks,
// second highest feerate is 9*baseRate and gets in 9/10 blocks = 90%,
// third highest feerate is 8*base rate, and gets in 8/10 blocks = 80%,
// so estimateFee(1) should return 10*baseRate.
// so estimateFee(1) would return 10*baseRate but is hardcoded to return failure
// Second highest feerate has 100% chance of being included by 2 blocks,
// so estimateFee(2) should return 9*baseRate etc...
for (int i = 1; i < 10;i++) {
origFeeEst.push_back(mpool.estimateFee(i).GetFeePerK());
if (i > 1) { // Fee estimates should be monotonically decreasing
if (i > 2) { // Fee estimates should be monotonically decreasing
BOOST_CHECK(origFeeEst[i-1] <= origFeeEst[i-2]);
}
int mult = 11-i;
if (i > 1) {
BOOST_CHECK(origFeeEst[i-1] < mult*baseRate.GetFeePerK() + deltaFee);
BOOST_CHECK(origFeeEst[i-1] > mult*baseRate.GetFeePerK() - deltaFee);
}
else {
BOOST_CHECK(origFeeEst[i-1] == CFeeRate(0).GetFeePerK());
}
}
// Mine 50 more blocks with no transactions happening, estimates shouldn't change
// We haven't decayed the moving average enough so we still have enough data points in every bucket
while (blocknum < 250)
mpool.removeForBlock(block, ++blocknum);
for (int i = 1; i < 10;i++) {
BOOST_CHECK(mpool.estimateFee(1) == CFeeRate(0));
for (int i = 2; i < 10;i++) {
BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() < origFeeEst[i-1] + deltaFee);
BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
}
@ -151,7 +157,8 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
}
mpool.removeForBlock(block, 265);
block.clear();
for (int i = 1; i < 10;i++) {
BOOST_CHECK(mpool.estimateFee(1) == CFeeRate(0));
for (int i = 2; i < 10;i++) {
BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
}
@ -172,7 +179,8 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
mpool.removeForBlock(block, ++blocknum);
block.clear();
}
for (int i = 1; i < 10; i++) {
BOOST_CHECK(mpool.estimateFee(1) == CFeeRate(0));
for (int i = 2; i < 10; i++) {
BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() < origFeeEst[i-1] - deltaFee);
}