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171ca7745e
New RPC methods: return an estimate of the fee (or priority) a transaction needs to be likely to confirm in a given number of blocks. Mike Hearn created the first version of this method for estimating fees. It works as follows: For transactions that took 1 to N (I picked N=25) blocks to confirm, keep N buckets with at most 100 entries in each recording the fees-per-kilobyte paid by those transactions. (separate buckets are kept for transactions that confirmed because they are high-priority) The buckets are filled as blocks are found, and are saved/restored in a new fee_estiamtes.dat file in the data directory. A few variations on Mike's initial scheme: To estimate the fee needed for a transaction to confirm in X buckets, all of the samples in all of the buckets are used and a median of all of the data is used to make the estimate. For example, imagine 25 buckets each containing the full 100 entries. Those 2,500 samples are sorted, and the estimate of the fee needed to confirm in the very next block is the 50'th-highest-fee-entry in that sorted list; the estimate of the fee needed to confirm in the next two blocks is the 150'th-highest-fee-entry, etc. That algorithm has the nice property that estimates of how much fee you need to pay to get confirmed in block N will always be greater than or equal to the estimate for block N+1. It would clearly be wrong to say "pay 11 uBTC and you'll get confirmed in 3 blocks, but pay 12 uBTC and it will take LONGER". A single block will not contribute more than 10 entries to any one bucket, so a single miner and a large block cannot overwhelm the estimates.
585 lines
20 KiB
C++
585 lines
20 KiB
C++
// Copyright (c) 2009-2010 Satoshi Nakamoto
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// Copyright (c) 2009-2013 The Bitcoin developers
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// Distributed under the MIT/X11 software license, see the accompanying
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// file COPYING or http://www.opensource.org/licenses/mit-license.php.
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#include "core.h"
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#include "txmempool.h"
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#include <boost/circular_buffer.hpp>
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using namespace std;
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CTxMemPoolEntry::CTxMemPoolEntry()
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{
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nHeight = MEMPOOL_HEIGHT;
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}
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CTxMemPoolEntry::CTxMemPoolEntry(const CTransaction& _tx, int64_t _nFee,
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int64_t _nTime, double _dPriority,
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unsigned int _nHeight):
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tx(_tx), nFee(_nFee), nTime(_nTime), dPriority(_dPriority), nHeight(_nHeight)
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{
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nTxSize = ::GetSerializeSize(tx, SER_NETWORK, PROTOCOL_VERSION);
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}
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CTxMemPoolEntry::CTxMemPoolEntry(const CTxMemPoolEntry& other)
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{
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*this = other;
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}
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double
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CTxMemPoolEntry::GetPriority(unsigned int currentHeight) const
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{
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int64_t nValueIn = tx.GetValueOut()+nFee;
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double deltaPriority = ((double)(currentHeight-nHeight)*nValueIn)/nTxSize;
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double dResult = dPriority + deltaPriority;
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return dResult;
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}
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//
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// Keep track of fee/priority for transactions confirmed within N blocks
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//
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class CBlockAverage
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{
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private:
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boost::circular_buffer<CFeeRate> feeSamples;
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boost::circular_buffer<double> prioritySamples;
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template<typename T> std::vector<T> buf2vec(boost::circular_buffer<T> buf) const
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{
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std::vector<T> vec(buf.begin(), buf.end());
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return vec;
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}
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public:
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CBlockAverage() : feeSamples(100), prioritySamples(100) { }
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void RecordFee(const CFeeRate& feeRate) {
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feeSamples.push_back(feeRate);
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}
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void RecordPriority(double priority) {
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prioritySamples.push_back(priority);
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}
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size_t FeeSamples() const { return feeSamples.size(); }
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size_t GetFeeSamples(std::vector<CFeeRate>& insertInto) const
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{
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BOOST_FOREACH(const CFeeRate& f, feeSamples)
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insertInto.push_back(f);
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return feeSamples.size();
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}
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size_t PrioritySamples() const { return prioritySamples.size(); }
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size_t GetPrioritySamples(std::vector<double>& insertInto) const
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{
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BOOST_FOREACH(double d, prioritySamples)
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insertInto.push_back(d);
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return prioritySamples.size();
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}
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// Used as belt-and-suspenders check when reading to detect
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// file corruption
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bool AreSane(const std::vector<CFeeRate>& vecFee)
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{
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BOOST_FOREACH(CFeeRate fee, vecFee)
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{
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if (fee < CFeeRate(0))
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return false;
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if (fee.GetFee(1000) > CTransaction::minRelayTxFee.GetFee(1000) * 10000)
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return false;
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}
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return true;
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}
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bool AreSane(const std::vector<double> vecPriority)
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{
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BOOST_FOREACH(double priority, vecPriority)
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{
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if (priority < 0)
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return false;
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}
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return true;
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}
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void Write(CAutoFile& fileout) const
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{
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std::vector<CFeeRate> vecFee = buf2vec(feeSamples);
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fileout << vecFee;
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std::vector<double> vecPriority = buf2vec(prioritySamples);
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fileout << vecPriority;
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}
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void Read(CAutoFile& filein) {
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std::vector<CFeeRate> vecFee;
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filein >> vecFee;
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if (AreSane(vecFee))
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feeSamples.insert(feeSamples.end(), vecFee.begin(), vecFee.end());
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else
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throw runtime_error("Corrupt fee value in estimates file.");
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std::vector<double> vecPriority;
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filein >> vecPriority;
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if (AreSane(vecPriority))
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prioritySamples.insert(prioritySamples.end(), vecPriority.begin(), vecPriority.end());
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else
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throw runtime_error("Corrupt priority value in estimates file.");
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if (feeSamples.size() + prioritySamples.size() > 0)
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LogPrint("estimatefee", "Read %d fee samples and %d priority samples\n",
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feeSamples.size(), prioritySamples.size());
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}
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};
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class CMinerPolicyEstimator
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{
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private:
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// Records observed averages transactions that confirmed within one block, two blocks,
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// three blocks etc.
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std::vector<CBlockAverage> history;
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std::vector<CFeeRate> sortedFeeSamples;
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std::vector<double> sortedPrioritySamples;
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int nBestSeenHeight;
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// nBlocksAgo is 0 based, i.e. transactions that confirmed in the highest seen block are
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// nBlocksAgo == 0, transactions in the block before that are nBlocksAgo == 1 etc.
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void seenTxConfirm(CFeeRate feeRate, double dPriority, int nBlocksAgo)
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{
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// Last entry records "everything else".
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int nBlocksTruncated = min(nBlocksAgo, (int) history.size() - 1);
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assert(nBlocksTruncated >= 0);
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// We need to guess why the transaction was included in a block-- either
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// because it is high-priority or because it has sufficient fees.
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bool sufficientFee = (feeRate > CTransaction::minRelayTxFee);
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bool sufficientPriority = AllowFree(dPriority);
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const char* assignedTo = "unassigned";
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if (sufficientFee && !sufficientPriority)
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{
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history[nBlocksTruncated].RecordFee(feeRate);
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assignedTo = "fee";
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}
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else if (sufficientPriority && !sufficientFee)
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{
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history[nBlocksTruncated].RecordPriority(dPriority);
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assignedTo = "priority";
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}
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else
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{
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// Neither or both fee and priority sufficient to get confirmed:
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// don't know why they got confirmed.
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}
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LogPrint("estimatefee", "Seen TX confirm: %s : %s fee/%g priority, took %d blocks\n",
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assignedTo, feeRate.ToString(), dPriority, nBlocksAgo);
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}
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public:
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CMinerPolicyEstimator(int nEntries) : nBestSeenHeight(0)
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{
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history.resize(nEntries);
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}
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void seenBlock(const std::vector<CTxMemPoolEntry>& entries, int nBlockHeight)
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{
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if (nBlockHeight <= nBestSeenHeight)
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{
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// Ignore side chains and re-orgs; assuming they are random
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// they don't affect the estimate.
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// And if an attacker can re-org the chain at will, then
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// you've got much bigger problems than "attacker can influence
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// transaction fees."
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return;
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}
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nBestSeenHeight = nBlockHeight;
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// Fill up the history buckets based on how long transactions took
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// to confirm.
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std::vector<std::vector<const CTxMemPoolEntry*> > entriesByConfirmations;
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entriesByConfirmations.resize(history.size());
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BOOST_FOREACH(const CTxMemPoolEntry& entry, entries)
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{
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// How many blocks did it take for miners to include this transaction?
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int delta = nBlockHeight - entry.GetHeight();
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if (delta <= 0)
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{
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// Re-org made us lose height, this should only happen if we happen
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// to re-org on a difficulty transition point: very rare!
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continue;
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}
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if ((delta-1) >= (int)history.size())
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delta = history.size(); // Last bucket is catch-all
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entriesByConfirmations[delta-1].push_back(&entry);
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}
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for (size_t i = 0; i < entriesByConfirmations.size(); i++)
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{
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std::vector<const CTxMemPoolEntry*> &e = entriesByConfirmations.at(i);
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// Insert at most 10 random entries per bucket, otherwise a single block
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// can dominate an estimate:
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if (e.size() > 10) {
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std::random_shuffle(e.begin(), e.end());
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e.resize(10);
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}
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BOOST_FOREACH(const CTxMemPoolEntry* entry, e)
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{
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// Fees are stored and reported as BTC-per-kb:
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CFeeRate feeRate(entry->GetFee(), entry->GetTxSize());
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double dPriority = entry->GetPriority(entry->GetHeight()); // Want priority when it went IN
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seenTxConfirm(feeRate, dPriority, i);
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}
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}
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for (size_t i = 0; i < history.size(); i++) {
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if (history[i].FeeSamples() + history[i].PrioritySamples() > 0)
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LogPrint("estimatefee", "estimates: for confirming within %d blocks based on %d/%d samples, fee=%s, prio=%g\n",
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i,
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history[i].FeeSamples(), history[i].PrioritySamples(),
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estimateFee(i+1).ToString(), estimatePriority(i+1));
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}
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sortedFeeSamples.clear();
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sortedPrioritySamples.clear();
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}
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// Can return CFeeRate(0) if we don't have any data for that many blocks back. nBlocksToConfirm is 1 based.
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CFeeRate estimateFee(int nBlocksToConfirm)
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{
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nBlocksToConfirm--;
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if (nBlocksToConfirm < 0 || nBlocksToConfirm >= (int)history.size())
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return CFeeRate(0);
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if (sortedFeeSamples.size() == 0)
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{
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for (size_t i = 0; i < history.size(); i++)
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history.at(i).GetFeeSamples(sortedFeeSamples);
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std::sort(sortedFeeSamples.begin(), sortedFeeSamples.end(),
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std::greater<CFeeRate>());
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}
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if (sortedFeeSamples.size() == 0)
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return CFeeRate(0);
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int nBucketSize = history.at(nBlocksToConfirm).FeeSamples();
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// Estimates should not increase as number of confirmations goes up,
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// but the estimates are noisy because confirmations happen discretely
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// in blocks. To smooth out the estimates, use all samples in the history
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// and use the nth highest where n is (number of samples in previous bucket +
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// half the samples in nBlocksToConfirm bucket):
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size_t nPrevSize = 0;
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for (int i = 0; i < nBlocksToConfirm; i++)
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nPrevSize += history.at(i).FeeSamples();
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size_t index = min(nPrevSize + nBucketSize/2, sortedFeeSamples.size()-1);
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return sortedFeeSamples[index];
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}
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double estimatePriority(int nBlocksToConfirm)
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{
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nBlocksToConfirm--;
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if (nBlocksToConfirm < 0 || nBlocksToConfirm >= (int)history.size())
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return -1;
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if (sortedPrioritySamples.size() == 0)
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{
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for (size_t i = 0; i < history.size(); i++)
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history.at(i).GetPrioritySamples(sortedPrioritySamples);
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std::sort(sortedPrioritySamples.begin(), sortedPrioritySamples.end(),
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std::greater<double>());
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}
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if (sortedPrioritySamples.size() == 0)
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return -1.0;
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int nBucketSize = history.at(nBlocksToConfirm).PrioritySamples();
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// Estimates should not increase as number of confirmations needed goes up,
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// but the estimates are noisy because confirmations happen discretely
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// in blocks. To smooth out the estimates, use all samples in the history
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// and use the nth highest where n is (number of samples in previous buckets +
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// half the samples in nBlocksToConfirm bucket).
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size_t nPrevSize = 0;
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for (int i = 0; i < nBlocksToConfirm; i++)
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nPrevSize += history.at(i).PrioritySamples();
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size_t index = min(nPrevSize + nBucketSize/2, sortedFeeSamples.size()-1);
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return sortedPrioritySamples[index];
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}
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void Write(CAutoFile& fileout) const
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{
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fileout << nBestSeenHeight;
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fileout << history.size();
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BOOST_FOREACH(const CBlockAverage& entry, history)
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{
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entry.Write(fileout);
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}
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}
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void Read(CAutoFile& filein)
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{
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filein >> nBestSeenHeight;
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size_t numEntries;
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filein >> numEntries;
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history.clear();
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for (size_t i = 0; i < numEntries; i++)
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{
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CBlockAverage entry;
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entry.Read(filein);
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history.push_back(entry);
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}
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}
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};
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CTxMemPool::CTxMemPool()
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{
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// Sanity checks off by default for performance, because otherwise
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// accepting transactions becomes O(N^2) where N is the number
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// of transactions in the pool
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fSanityCheck = false;
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// 25 blocks is a compromise between using a lot of disk/memory and
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// trying to give accurate estimates to people who might be willing
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// to wait a day or two to save a fraction of a penny in fees.
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// Confirmation times for very-low-fee transactions that take more
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// than an hour or three to confirm are highly variable.
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minerPolicyEstimator = new CMinerPolicyEstimator(25);
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}
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CTxMemPool::~CTxMemPool()
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{
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delete minerPolicyEstimator;
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}
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void CTxMemPool::pruneSpent(const uint256 &hashTx, CCoins &coins)
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{
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LOCK(cs);
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std::map<COutPoint, CInPoint>::iterator it = mapNextTx.lower_bound(COutPoint(hashTx, 0));
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// iterate over all COutPoints in mapNextTx whose hash equals the provided hashTx
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while (it != mapNextTx.end() && it->first.hash == hashTx) {
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coins.Spend(it->first.n); // and remove those outputs from coins
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it++;
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}
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}
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unsigned int CTxMemPool::GetTransactionsUpdated() const
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{
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LOCK(cs);
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return nTransactionsUpdated;
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}
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void CTxMemPool::AddTransactionsUpdated(unsigned int n)
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{
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LOCK(cs);
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nTransactionsUpdated += n;
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}
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bool CTxMemPool::addUnchecked(const uint256& hash, const CTxMemPoolEntry &entry)
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{
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// Add to memory pool without checking anything.
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// Used by main.cpp AcceptToMemoryPool(), which DOES do
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// all the appropriate checks.
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LOCK(cs);
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{
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mapTx[hash] = entry;
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const CTransaction& tx = mapTx[hash].GetTx();
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for (unsigned int i = 0; i < tx.vin.size(); i++)
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mapNextTx[tx.vin[i].prevout] = CInPoint(&tx, i);
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nTransactionsUpdated++;
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}
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return true;
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}
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void CTxMemPool::remove(const CTransaction &tx, std::list<CTransaction>& removed, bool fRecursive)
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{
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// Remove transaction from memory pool
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{
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LOCK(cs);
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uint256 hash = tx.GetHash();
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if (fRecursive) {
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for (unsigned int i = 0; i < tx.vout.size(); i++) {
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std::map<COutPoint, CInPoint>::iterator it = mapNextTx.find(COutPoint(hash, i));
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if (it == mapNextTx.end())
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continue;
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remove(*it->second.ptx, removed, true);
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}
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}
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if (mapTx.count(hash))
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{
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removed.push_front(tx);
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BOOST_FOREACH(const CTxIn& txin, tx.vin)
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mapNextTx.erase(txin.prevout);
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mapTx.erase(hash);
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nTransactionsUpdated++;
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}
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}
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}
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void CTxMemPool::removeConflicts(const CTransaction &tx, std::list<CTransaction>& removed)
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{
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// Remove transactions which depend on inputs of tx, recursively
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list<CTransaction> result;
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LOCK(cs);
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BOOST_FOREACH(const CTxIn &txin, tx.vin) {
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std::map<COutPoint, CInPoint>::iterator it = mapNextTx.find(txin.prevout);
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if (it != mapNextTx.end()) {
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const CTransaction &txConflict = *it->second.ptx;
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if (txConflict != tx)
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{
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remove(txConflict, removed, true);
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}
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}
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}
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}
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// Called when a block is connected. Removes from mempool and updates the miner fee estimator.
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void CTxMemPool::removeForBlock(const std::vector<CTransaction>& vtx, unsigned int nBlockHeight,
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std::list<CTransaction>& conflicts)
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{
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LOCK(cs);
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std::vector<CTxMemPoolEntry> entries;
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BOOST_FOREACH(const CTransaction& tx, vtx)
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{
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uint256 hash = tx.GetHash();
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if (mapTx.count(hash))
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entries.push_back(mapTx[hash]);
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}
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minerPolicyEstimator->seenBlock(entries, nBlockHeight);
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BOOST_FOREACH(const CTransaction& tx, vtx)
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{
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std::list<CTransaction> dummy;
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remove(tx, dummy, false);
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removeConflicts(tx, conflicts);
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}
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}
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void CTxMemPool::clear()
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{
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LOCK(cs);
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mapTx.clear();
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mapNextTx.clear();
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++nTransactionsUpdated;
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}
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void CTxMemPool::check(CCoinsViewCache *pcoins) const
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{
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if (!fSanityCheck)
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return;
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LogPrint("mempool", "Checking mempool with %u transactions and %u inputs\n", (unsigned int)mapTx.size(), (unsigned int)mapNextTx.size());
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LOCK(cs);
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for (std::map<uint256, CTxMemPoolEntry>::const_iterator it = mapTx.begin(); it != mapTx.end(); it++) {
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unsigned int i = 0;
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const CTransaction& tx = it->second.GetTx();
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BOOST_FOREACH(const CTxIn &txin, tx.vin) {
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// Check that every mempool transaction's inputs refer to available coins, or other mempool tx's.
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std::map<uint256, CTxMemPoolEntry>::const_iterator it2 = mapTx.find(txin.prevout.hash);
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if (it2 != mapTx.end()) {
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const CTransaction& tx2 = it2->second.GetTx();
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assert(tx2.vout.size() > txin.prevout.n && !tx2.vout[txin.prevout.n].IsNull());
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} else {
|
|
CCoins &coins = pcoins->GetCoins(txin.prevout.hash);
|
|
assert(coins.IsAvailable(txin.prevout.n));
|
|
}
|
|
// Check whether its inputs are marked in mapNextTx.
|
|
std::map<COutPoint, CInPoint>::const_iterator it3 = mapNextTx.find(txin.prevout);
|
|
assert(it3 != mapNextTx.end());
|
|
assert(it3->second.ptx == &tx);
|
|
assert(it3->second.n == i);
|
|
i++;
|
|
}
|
|
}
|
|
for (std::map<COutPoint, CInPoint>::const_iterator it = mapNextTx.begin(); it != mapNextTx.end(); it++) {
|
|
uint256 hash = it->second.ptx->GetHash();
|
|
map<uint256, CTxMemPoolEntry>::const_iterator it2 = mapTx.find(hash);
|
|
const CTransaction& tx = it2->second.GetTx();
|
|
assert(it2 != mapTx.end());
|
|
assert(&tx == it->second.ptx);
|
|
assert(tx.vin.size() > it->second.n);
|
|
assert(it->first == it->second.ptx->vin[it->second.n].prevout);
|
|
}
|
|
}
|
|
|
|
void CTxMemPool::queryHashes(vector<uint256>& vtxid)
|
|
{
|
|
vtxid.clear();
|
|
|
|
LOCK(cs);
|
|
vtxid.reserve(mapTx.size());
|
|
for (map<uint256, CTxMemPoolEntry>::iterator mi = mapTx.begin(); mi != mapTx.end(); ++mi)
|
|
vtxid.push_back((*mi).first);
|
|
}
|
|
|
|
bool CTxMemPool::lookup(uint256 hash, CTransaction& result) const
|
|
{
|
|
LOCK(cs);
|
|
map<uint256, CTxMemPoolEntry>::const_iterator i = mapTx.find(hash);
|
|
if (i == mapTx.end()) return false;
|
|
result = i->second.GetTx();
|
|
return true;
|
|
}
|
|
|
|
CFeeRate CTxMemPool::estimateFee(int nBlocks) const
|
|
{
|
|
LOCK(cs);
|
|
return minerPolicyEstimator->estimateFee(nBlocks);
|
|
}
|
|
double CTxMemPool::estimatePriority(int nBlocks) const
|
|
{
|
|
LOCK(cs);
|
|
return minerPolicyEstimator->estimatePriority(nBlocks);
|
|
}
|
|
|
|
bool
|
|
CTxMemPool::WriteFeeEstimates(CAutoFile& fileout) const
|
|
{
|
|
try {
|
|
LOCK(cs);
|
|
fileout << 99900; // version required to read: 0.9.99 or later
|
|
fileout << CLIENT_VERSION; // version that wrote the file
|
|
minerPolicyEstimator->Write(fileout);
|
|
}
|
|
catch (std::exception &e) {
|
|
LogPrintf("CTxMemPool::WriteFeeEstimates() : unable to write policy estimator data (non-fatal)");
|
|
return false;
|
|
}
|
|
return true;
|
|
}
|
|
|
|
bool
|
|
CTxMemPool::ReadFeeEstimates(CAutoFile& filein)
|
|
{
|
|
try {
|
|
int nVersionRequired, nVersionThatWrote;
|
|
filein >> nVersionRequired >> nVersionThatWrote;
|
|
if (nVersionRequired > CLIENT_VERSION)
|
|
return error("CTxMemPool::ReadFeeEstimates() : up-version (%d) fee estimate file", nVersionRequired);
|
|
|
|
LOCK(cs);
|
|
minerPolicyEstimator->Read(filein);
|
|
}
|
|
catch (std::exception &e) {
|
|
LogPrintf("CTxMemPool::ReadFeeEstimates() : unable to read policy estimator data (non-fatal)");
|
|
return false;
|
|
}
|
|
return true;
|
|
}
|
|
|
|
|
|
CCoinsViewMemPool::CCoinsViewMemPool(CCoinsView &baseIn, CTxMemPool &mempoolIn) : CCoinsViewBacked(baseIn), mempool(mempoolIn) { }
|
|
|
|
bool CCoinsViewMemPool::GetCoins(const uint256 &txid, CCoins &coins) {
|
|
if (base->GetCoins(txid, coins))
|
|
return true;
|
|
CTransaction tx;
|
|
if (mempool.lookup(txid, tx)) {
|
|
coins = CCoins(tx, MEMPOOL_HEIGHT);
|
|
return true;
|
|
}
|
|
return false;
|
|
}
|
|
|
|
bool CCoinsViewMemPool::HaveCoins(const uint256 &txid) {
|
|
return mempool.exists(txid) || base->HaveCoins(txid);
|
|
}
|
|
|