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Merge bitcoin/bitcoin#21161: Fee estimation: extend bucket ranges consistently

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a5e39d325da4eeb9273fb7c919fcbfbc721ed75d Fee estimation: extend bucket ranges consistently (Anthony Towns)

Pull request description:

  When calculating a median fee for a confirmation target at a particular threshold, we analyse buckets in ranges rather than individually in case some buckets have very little data. This patch ensures the breaks between ranges are independent of the the confirmation target.

  Fixes #20725

ACKs for top commit:
  ismaelsadeeq:
    Code review ACK a5e39d325da4eeb9273fb7c919fcbfbc721ed75d
  glozow:
    btw what I meant by [this](https://github.com/bitcoin/bitcoin/pull/21161#pullrequestreview-1350258467) was ACK a5e39d325da4eeb9273fb7c919fcbfbc721ed75d
  jonatack:
    Initial ACK a5e39d325da4eeb9273fb7c919fcbfbc721ed75d

Tree-SHA512: 0edf4e56717c4ab8d4ab0bc0f1d7ab36a13b99de12f689e55c9142c6b81691367ffd8df2e8260c5e14335310b1a51770c6c22995db31109976239befcb558ef8
This commit is contained in:
glozow 2023-11-02 11:14:11 +00:00 committed by pasta
parent f4ea48e623
commit 95a8d8cfdc
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1 changed files with 14 additions and 1 deletions
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15
src/policy/fees.cpp
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@ -243,6 +243,11 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal,
unsigned int curFarBucket = maxbucketindex;
unsigned int bestFarBucket = maxbucketindex;
// We'll always group buckets into sets that meet sufficientTxVal --
// this ensures that we're using consistent groups between different
// confirmation targets.
double partialNum = 0;
bool foundAnswer = false;
unsigned int bins = unconfTxs.size();
bool newBucketRange = true;
@ -258,6 +263,7 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal,
}
curFarBucket = bucket;
nConf += confAvg[periodTarget - 1][bucket];
partialNum += txCtAvg[bucket];
totalNum += txCtAvg[bucket];
failNum += failAvg[periodTarget - 1][bucket];
for (unsigned int confct = confTarget; confct < GetMaxConfirms(); confct++)
@ -267,7 +273,14 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal,
// we can test for success
// (Only count the confirmed data points, so that each confirmation count
// will be looking at the same amount of data and same bucket breaks)
if (totalNum >= sufficientTxVal / (1 - decay)) {
if (partialNum < sufficientTxVal / (1 - decay)) {
// the buckets we've added in this round aren't sufficient
// so keep adding
continue;
} else {
partialNum = 0; // reset for the next range we'll add
double curPct = nConf / (totalNum + failNum + extraNum);
// Check to see if we are no longer getting confirmed at the success rate