// Copyright (c) 2018-2020 The Decred developers // Use of this source code is governed by an ISC // license that can be found in the LICENSE file. package fees import ( "bytes" "encoding/binary" "errors" "fmt" "math" "sort" "sync" "github.com/lbryio/lbcd/chaincfg/chainhash" "github.com/lbryio/lbcutil" "github.com/syndtr/goleveldb/leveldb" ldbutil "github.com/syndtr/goleveldb/leveldb/util" ) const ( // DefaultMaxBucketFeeMultiplier is the default multiplier used to find the // largest fee bucket, starting at the minimum fee. DefaultMaxBucketFeeMultiplier int = 100 // DefaultMaxConfirmations is the default number of confirmation ranges to // track in the estimator. DefaultMaxConfirmations uint32 = 42 // DefaultFeeRateStep is the default multiplier between two consecutive fee // rate buckets. DefaultFeeRateStep float64 = 1.05 // defaultDecay is the default value used to decay old transactions from the // estimator. defaultDecay float64 = 0.998 // maxAllowedBucketFees is an upper bound of how many bucket fees can be // used in the estimator. This is verified during estimator initialization // and database loading. maxAllowedBucketFees = 2000 // maxAllowedConfirms is an upper bound of how many confirmation ranges can // be used in the estimator. This is verified during estimator // initialization and database loading. maxAllowedConfirms = 788 ) var ( // ErrNoSuccessPctBucketFound is the error returned when no bucket has been // found with the minimum required percentage success. ErrNoSuccessPctBucketFound = errors.New("no bucket with the minimum " + "required success percentage found") // ErrNotEnoughTxsForEstimate is the error returned when not enough // transactions have been seen by the fee generator to give an estimate. ErrNotEnoughTxsForEstimate = errors.New("not enough transactions seen for " + "estimation") dbByteOrder = binary.BigEndian dbKeyVersion = []byte("version") dbKeyBucketFees = []byte("bucketFeeBounds") dbKeyMaxConfirms = []byte("maxConfirms") dbKeyBestHeight = []byte("bestHeight") dbKeyBucketPrefix = []byte{0x01, 0x70, 0x1d, 0x00} ) // ErrTargetConfTooLarge is the type of error returned when an user of the // estimator requested a confirmation range higher than tracked by the estimator. type ErrTargetConfTooLarge struct { MaxConfirms int32 ReqConfirms int32 } func (e ErrTargetConfTooLarge) Error() string { return fmt.Sprintf("target confirmation requested (%d) higher than "+ "maximum confirmation range tracked by estimator (%d)", e.ReqConfirms, e.MaxConfirms) } type feeRate float64 type txConfirmStatBucketCount struct { txCount float64 feeSum float64 } type txConfirmStatBucket struct { confirmed []txConfirmStatBucketCount confirmCount float64 feeSum float64 } // EstimatorConfig stores the configuration parameters for a given fee // estimator. It is used to initialize an empty fee estimator. type EstimatorConfig struct { // MaxConfirms is the maximum number of confirmation ranges to check. MaxConfirms uint32 // MinBucketFee is the value of the fee rate of the lowest bucket for which // estimation is tracked. MinBucketFee lbcutil.Amount // MaxBucketFee is the value of the fee for the highest bucket for which // estimation is tracked. // // It MUST be higher than MinBucketFee. MaxBucketFee lbcutil.Amount // ExtraBucketFee is an additional bucket fee rate to include in the // database for tracking transactions. Specifying this can be useful when // the default relay fee of the network is undergoing change (due to a new // release of the software for example), so that the older fee can be // tracked exactly. // // It MUST have a value between MinBucketFee and MaxBucketFee, otherwise // it's ignored. ExtraBucketFee lbcutil.Amount // FeeRateStep is the multiplier to generate the fee rate buckets (each // bucket is higher than the previous one by this factor). // // It MUST have a value > 1.0. FeeRateStep float64 // DatabaseFile is the location of the estimator database file. If empty, // updates to the estimator state are not backed by the filesystem. DatabaseFile string // ReplaceBucketsOnLoad indicates whether to replace the buckets in the // current estimator by those stored in the feesdb file instead of // validating that they are both using the same set of fees. ReplaceBucketsOnLoad bool } // memPoolTxDesc is an aux structure used to track the local estimator mempool. type memPoolTxDesc struct { addedHeight int32 bucketIndex int32 fees feeRate } // Estimator tracks historical data for published and mined transactions in // order to estimate fees to be used in new transactions for confirmation // within a target block window. type Estimator struct { // bucketFeeBounds are the upper bounds for each individual fee bucket. bucketFeeBounds []feeRate // buckets are the confirmed tx count and fee sum by bucket fee. buckets []txConfirmStatBucket // memPool are the mempool transaction count and fee sum by bucket fee. memPool []txConfirmStatBucket // memPoolTxs is the map of transaction hashes and data of known mempool txs. memPoolTxs map[chainhash.Hash]memPoolTxDesc maxConfirms int32 decay float64 bestHeight int32 db *leveldb.DB lock sync.RWMutex } // NewEstimator returns an empty estimator given a config. This estimator // then needs to be fed data for published and mined transactions before it can // be used to estimate fees for new transactions. func NewEstimator(cfg *EstimatorConfig) (*Estimator, error) { // Sanity check the config. if cfg.MaxBucketFee <= cfg.MinBucketFee { return nil, errors.New("maximum bucket fee should not be lower than " + "minimum bucket fee") } if cfg.FeeRateStep <= 1.0 { return nil, errors.New("fee rate step should not be <= 1.0") } if cfg.MinBucketFee <= 0 { return nil, errors.New("minimum bucket fee rate cannot be <= 0") } if cfg.MaxConfirms > maxAllowedConfirms { return nil, fmt.Errorf("confirmation count requested (%d) larger than "+ "maximum allowed (%d)", cfg.MaxConfirms, maxAllowedConfirms) } decay := defaultDecay maxConfirms := cfg.MaxConfirms max := float64(cfg.MaxBucketFee) var bucketFees []feeRate prevF := 0.0 extraBucketFee := float64(cfg.ExtraBucketFee) for f := float64(cfg.MinBucketFee); f < max; f *= cfg.FeeRateStep { if (f > extraBucketFee) && (prevF < extraBucketFee) { // Add the extra bucket fee for tracking. bucketFees = append(bucketFees, feeRate(extraBucketFee)) } bucketFees = append(bucketFees, feeRate(f)) prevF = f } // The last bucket catches everything else, so it uses an upper bound of // +inf which any rate must be lower than. bucketFees = append(bucketFees, feeRate(math.Inf(1))) nbBuckets := len(bucketFees) res := &Estimator{ bucketFeeBounds: bucketFees, buckets: make([]txConfirmStatBucket, nbBuckets), memPool: make([]txConfirmStatBucket, nbBuckets), maxConfirms: int32(maxConfirms), decay: decay, memPoolTxs: make(map[chainhash.Hash]memPoolTxDesc), bestHeight: -1, } for i := range bucketFees { res.buckets[i] = txConfirmStatBucket{ confirmed: make([]txConfirmStatBucketCount, maxConfirms), } res.memPool[i] = txConfirmStatBucket{ confirmed: make([]txConfirmStatBucketCount, maxConfirms), } } if cfg.DatabaseFile != "" { db, err := leveldb.OpenFile(cfg.DatabaseFile, nil) if err != nil { return nil, fmt.Errorf("error opening estimator database: %v", err) } res.db = db err = res.loadFromDatabase(cfg.ReplaceBucketsOnLoad) if err != nil { return nil, fmt.Errorf("error loading estimator data from db: %v", err) } } return res, nil } // DumpBuckets returns the internal estimator state as a string. func (stats *Estimator) DumpBuckets() string { res := " |" for c := 0; c < int(stats.maxConfirms); c++ { if c == int(stats.maxConfirms)-1 { res += fmt.Sprintf(" %15s", "+Inf") } else { res += fmt.Sprintf(" %15d|", c+1) } } res += "\n" l := len(stats.bucketFeeBounds) for i := 0; i < l; i++ { res += fmt.Sprintf("%10.8f", stats.bucketFeeBounds[i]/1e8) for c := 0; c < int(stats.maxConfirms); c++ { avg := float64(0) count := stats.buckets[i].confirmed[c].txCount if stats.buckets[i].confirmed[c].txCount > 0 { avg = stats.buckets[i].confirmed[c].feeSum / stats.buckets[i].confirmed[c].txCount / 1e8 } res += fmt.Sprintf("| %.8f %6.1f", avg, count) } res += "\n" } return res } // loadFromDatabase loads the estimator data from the currently opened database // and performs any db upgrades if required. After loading, it updates the db // with the current estimator configuration. // // Argument replaceBuckets indicates if the buckets in the current stats should // be completely replaced by what is stored in the database or if the data // should be validated against what is current in the estimator. // // The database should *not* be used while loading is taking place. // // The current code does not support loading from a database created with a // different set of configuration parameters (fee rate buckets, max confirmation // range, etc) than the current estimator is configured with. If an incompatible // file is detected during loading, an error is returned and the user must // either reconfigure the estimator to use the same parameters to allow the // database to be loaded or they must ignore the database file (possibly by // deleting it) so that the new parameters are used. In the future it might be // possible to load from a different set of configuration parameters. // // The current code does not currently save mempool information, since saving // information in the estimator without saving the corresponding data in the // mempool itself could result in transactions lingering in the mempool // estimator forever. func (stats *Estimator) loadFromDatabase(replaceBuckets bool) error { if stats.db == nil { return errors.New("estimator database is not open") } // Database version is currently hardcoded here as this is the only // place that uses it. currentDbVersion := []byte{1} version, err := stats.db.Get(dbKeyVersion, nil) if err != nil && !errors.Is(err, leveldb.ErrNotFound) { return fmt.Errorf("error reading version from db: %v", err) } if len(version) < 1 { // No data in the file. Fill with the current config. batch := new(leveldb.Batch) b := bytes.NewBuffer(nil) var maxConfirmsBytes [4]byte var bestHeightBytes [8]byte batch.Put(dbKeyVersion, currentDbVersion) dbByteOrder.PutUint32(maxConfirmsBytes[:], uint32(stats.maxConfirms)) batch.Put(dbKeyMaxConfirms, maxConfirmsBytes[:]) dbByteOrder.PutUint64(bestHeightBytes[:], uint64(stats.bestHeight)) batch.Put(dbKeyBestHeight, bestHeightBytes[:]) err = binary.Write(b, dbByteOrder, stats.bucketFeeBounds) if err != nil { return fmt.Errorf("error writing bucket fees to db: %v", err) } batch.Put(dbKeyBucketFees, b.Bytes()) err = stats.db.Write(batch, nil) if err != nil { return fmt.Errorf("error writing initial estimator db file: %v", err) } err = stats.updateDatabase() if err != nil { return fmt.Errorf("error adding initial estimator data to db: %v", err) } log.Debug("Initialized fee estimator database") return nil } if !bytes.Equal(currentDbVersion, version) { return fmt.Errorf("incompatible database version: %d", version) } maxConfirmsBytes, err := stats.db.Get(dbKeyMaxConfirms, nil) if err != nil { return fmt.Errorf("error reading max confirmation range from db file: "+ "%v", err) } if len(maxConfirmsBytes) != 4 { return errors.New("wrong number of bytes in stored maxConfirms") } fileMaxConfirms := int32(dbByteOrder.Uint32(maxConfirmsBytes)) if fileMaxConfirms > maxAllowedConfirms { return fmt.Errorf("confirmation count stored in database (%d) larger "+ "than maximum allowed (%d)", fileMaxConfirms, maxAllowedConfirms) } feesBytes, err := stats.db.Get(dbKeyBucketFees, nil) if err != nil { return fmt.Errorf("error reading fee bounds from db file: %v", err) } if feesBytes == nil { return errors.New("fee bounds not found in database file") } fileNbBucketFees := len(feesBytes) / 8 if fileNbBucketFees > maxAllowedBucketFees { return fmt.Errorf("more fee buckets stored in file (%d) than allowed "+ "(%d)", fileNbBucketFees, maxAllowedBucketFees) } fileBucketFees := make([]feeRate, fileNbBucketFees) err = binary.Read(bytes.NewReader(feesBytes), dbByteOrder, &fileBucketFees) if err != nil { return fmt.Errorf("error decoding file bucket fees: %v", err) } if !replaceBuckets { if stats.maxConfirms != fileMaxConfirms { return errors.New("max confirmation range in database file different " + "than currently configured max confirmation") } if len(stats.bucketFeeBounds) != len(fileBucketFees) { return errors.New("number of bucket fees stored in database file " + "different than currently configured bucket fees") } for i, f := range fileBucketFees { if stats.bucketFeeBounds[i] != f { return errors.New("bucket fee rates stored in database file " + "different than currently configured fees") } } } fileBuckets := make([]txConfirmStatBucket, fileNbBucketFees) iter := stats.db.NewIterator(ldbutil.BytesPrefix(dbKeyBucketPrefix), nil) err = nil var fbytes [8]byte for iter.Next() { key := iter.Key() if len(key) != 8 { err = fmt.Errorf("bucket key read from db has wrong length (%d)", len(key)) break } idx := int(int32(dbByteOrder.Uint32(key[4:]))) if (idx >= len(fileBuckets)) || (idx < 0) { err = fmt.Errorf("wrong bucket index read from db (%d vs %d)", idx, len(fileBuckets)) break } value := iter.Value() if len(value) != 8+8+int(fileMaxConfirms)*16 { err = errors.New("wrong size of data in bucket read from db") break } b := bytes.NewBuffer(value) readf := func() float64 { // We ignore the error here because the only possible one is EOF and // we already previously checked the length of the source byte array // for consistency. b.Read(fbytes[:]) return math.Float64frombits(dbByteOrder.Uint64(fbytes[:])) } fileBuckets[idx].confirmCount = readf() fileBuckets[idx].feeSum = readf() fileBuckets[idx].confirmed = make([]txConfirmStatBucketCount, fileMaxConfirms) for i := range fileBuckets[idx].confirmed { fileBuckets[idx].confirmed[i].txCount = readf() fileBuckets[idx].confirmed[i].feeSum = readf() } } iter.Release() if err != nil { return err } err = iter.Error() if err != nil { return fmt.Errorf("error on bucket iterator: %v", err) } stats.bucketFeeBounds = fileBucketFees stats.buckets = fileBuckets stats.maxConfirms = fileMaxConfirms log.Debug("Loaded fee estimator database") return nil } // updateDatabase updates the current database file with the current bucket // data. This is called during normal operation after processing mined // transactions, so it only updates data that might have changed. func (stats *Estimator) updateDatabase() error { if stats.db == nil { return errors.New("estimator database is closed") } batch := new(leveldb.Batch) buf := bytes.NewBuffer(nil) var key [8]byte copy(key[:], dbKeyBucketPrefix) var fbytes [8]byte writef := func(f float64) { dbByteOrder.PutUint64(fbytes[:], math.Float64bits(f)) _, err := buf.Write(fbytes[:]) if err != nil { panic(err) // only possible error is ErrTooLarge } } for i, b := range stats.buckets { dbByteOrder.PutUint32(key[4:], uint32(i)) buf.Reset() writef(b.confirmCount) writef(b.feeSum) for _, c := range b.confirmed { writef(c.txCount) writef(c.feeSum) } batch.Put(key[:], buf.Bytes()) } var bestHeightBytes [8]byte dbByteOrder.PutUint64(bestHeightBytes[:], uint64(stats.bestHeight)) batch.Put(dbKeyBestHeight, bestHeightBytes[:]) err := stats.db.Write(batch, nil) if err != nil { return fmt.Errorf("error writing update to estimator db file: %v", err) } return nil } // lowerBucket returns the bucket that has the highest upperBound such that it // is still lower than rate. func (stats *Estimator) lowerBucket(rate feeRate) int32 { res := sort.Search(len(stats.bucketFeeBounds), func(i int) bool { return stats.bucketFeeBounds[i] >= rate }) return int32(res) } // confirmRange returns the confirmation range index to be used for the given // number of blocks to confirm. The last confirmation range has an upper bound // of +inf to mean that it represents all confirmations higher than the second // to last bucket. func (stats *Estimator) confirmRange(blocksToConfirm int32) int32 { idx := blocksToConfirm - 1 if idx >= stats.maxConfirms { return stats.maxConfirms - 1 } return idx } // updateMovingAverages updates the moving averages for the existing confirmed // statistics and increases the confirmation ranges for mempool txs. This is // meant to be called when a new block is mined, so that we discount older // information. func (stats *Estimator) updateMovingAverages(newHeight int32) { log.Debugf("Updated moving averages into block %d", newHeight) // decay the existing stats so that, over time, we rely on more up to date // information regarding fees. for b := 0; b < len(stats.buckets); b++ { bucket := &stats.buckets[b] bucket.feeSum *= stats.decay bucket.confirmCount *= stats.decay for c := 0; c < len(bucket.confirmed); c++ { conf := &bucket.confirmed[c] conf.feeSum *= stats.decay conf.txCount *= stats.decay } } // For unconfirmed (mempool) transactions, every transaction will now take // at least one additional block to confirm. So for every fee bucket, we // move the stats up one confirmation range. for b := 0; b < len(stats.memPool); b++ { bucket := &stats.memPool[b] // The last confirmation range represents all txs confirmed at >= than // the initial maxConfirms, so we *add* the second to last range into // the last range. c := len(bucket.confirmed) - 1 bucket.confirmed[c].txCount += bucket.confirmed[c-1].txCount bucket.confirmed[c].feeSum += bucket.confirmed[c-1].feeSum // For the other ranges, just move up the stats. for c--; c > 0; c-- { bucket.confirmed[c] = bucket.confirmed[c-1] } // and finally, the very first confirmation range (ie, what will enter // the mempool now that a new block has been mined) is zeroed so we can // start tracking brand new txs. bucket.confirmed[0].txCount = 0 bucket.confirmed[0].feeSum = 0 } stats.bestHeight = newHeight } // newMemPoolTx records a new memPool transaction into the stats. A brand new // mempool transaction has a minimum confirmation range of 1, so it is inserted // into the very first confirmation range bucket of the appropriate fee rate // bucket. func (stats *Estimator) newMemPoolTx(bucketIdx int32, fees feeRate) { conf := &stats.memPool[bucketIdx].confirmed[0] conf.feeSum += float64(fees) conf.txCount++ } // newMinedTx moves a mined tx from the mempool into the confirmed statistics. // Note that this should only be called if the transaction had been seen and // previously tracked by calling newMemPoolTx for it. Failing to observe that // will result in undefined statistical results. func (stats *Estimator) newMinedTx(blocksToConfirm int32, rate feeRate) { bucketIdx := stats.lowerBucket(rate) confirmIdx := stats.confirmRange(blocksToConfirm) bucket := &stats.buckets[bucketIdx] // increase the counts for all confirmation ranges starting at the first // confirmIdx because it took at least `blocksToConfirm` for this tx to be // mined. This is used to simplify the bucket selection during estimation, // so that we only need to check a single confirmation range (instead of // iterating to sum all confirmations with <= `minConfs`). for c := int(confirmIdx); c < len(bucket.confirmed); c++ { conf := &bucket.confirmed[c] conf.feeSum += float64(rate) conf.txCount++ } bucket.confirmCount++ bucket.feeSum += float64(rate) } func (stats *Estimator) removeFromMemPool(blocksInMemPool int32, rate feeRate) { bucketIdx := stats.lowerBucket(rate) confirmIdx := stats.confirmRange(blocksInMemPool + 1) bucket := &stats.memPool[bucketIdx] conf := &bucket.confirmed[confirmIdx] conf.feeSum -= float64(rate) conf.txCount-- if conf.txCount < 0 { // If this happens, it means a transaction has been called on this // function but not on a previous newMemPoolTx. This leaves the fee db // in an undefined state and should never happen in regular use. If this // happens, then there is a logic or coding error somewhere, either in // the estimator itself or on its hooking to the mempool/network sync // manager. Either way, the easiest way to fix this is to completely // delete the database and start again. During development, you can use // a panic() here and we might return it after being confident that the // estimator is completely bug free. log.Errorf("Transaction count in bucket index %d and confirmation "+ "index %d became < 0", bucketIdx, confirmIdx) } } // estimateMedianFee estimates the median fee rate for the current recorded // statistics such that at least successPct transactions have been mined on all // tracked fee rate buckets with fee >= to the median. // In other words, this is the median fee of the lowest bucket such that it and // all higher fee buckets have >= successPct transactions confirmed in at most // `targetConfs` confirmations. // Note that sometimes the requested combination of targetConfs and successPct is // not achievable (hypothetical example: 99% of txs confirmed within 1 block) // or there are not enough recorded statistics to derive a successful estimate // (eg: confirmation tracking has only started or there was a period of very few // transactions). In those situations, the appropriate error is returned. func (stats *Estimator) estimateMedianFee(targetConfs int32, successPct float64) (feeRate, error) { if targetConfs <= 0 { return 0, errors.New("target confirmation range cannot be <= 0") } const minTxCount float64 = 1 if (targetConfs - 1) >= stats.maxConfirms { // We might want to add support to use a targetConf at +infinity to // allow us to make estimates at confirmation interval higher than what // we currently track. return 0, ErrTargetConfTooLarge{MaxConfirms: stats.maxConfirms, ReqConfirms: targetConfs} } startIdx := len(stats.buckets) - 1 confirmRangeIdx := stats.confirmRange(targetConfs) var totalTxs, confirmedTxs float64 bestBucketsStt := startIdx bestBucketsEnd := startIdx curBucketsEnd := startIdx for b := startIdx; b >= 0; b-- { totalTxs += stats.buckets[b].confirmCount confirmedTxs += stats.buckets[b].confirmed[confirmRangeIdx].txCount // Add the mempool (unconfirmed) transactions to the total tx count // since a very large mempool for the given bucket might mean that // miners are reluctant to include these in their mined blocks. totalTxs += stats.memPool[b].confirmed[confirmRangeIdx].txCount if totalTxs > minTxCount { if confirmedTxs/totalTxs < successPct { if curBucketsEnd == startIdx { return 0, ErrNoSuccessPctBucketFound } break } bestBucketsStt = b bestBucketsEnd = curBucketsEnd curBucketsEnd = b - 1 totalTxs = 0 confirmedTxs = 0 } } txCount := float64(0) for b := bestBucketsStt; b <= bestBucketsEnd; b++ { txCount += stats.buckets[b].confirmCount } if txCount <= 0 { return 0, ErrNotEnoughTxsForEstimate } txCount /= 2 for b := bestBucketsStt; b <= bestBucketsEnd; b++ { if stats.buckets[b].confirmCount < txCount { txCount -= stats.buckets[b].confirmCount } else { median := stats.buckets[b].feeSum / stats.buckets[b].confirmCount return feeRate(median), nil } } return 0, errors.New("this isn't supposed to be reached") } // EstimateFee is the public version of estimateMedianFee. It calculates the // suggested fee for a transaction to be confirmed in at most `targetConf` // blocks after publishing with a high degree of certainty. // // This function is safe to be called from multiple goroutines but might block // until concurrent modifications to the internal database state are complete. func (stats *Estimator) EstimateFee(targetConfs int32) (lbcutil.Amount, error) { stats.lock.RLock() rate, err := stats.estimateMedianFee(targetConfs, 0.95) stats.lock.RUnlock() if err != nil { return 0, err } rate = feeRate(math.Round(float64(rate))) if rate < stats.bucketFeeBounds[0] { // Prevent our public facing api to ever return something lower than the // minimum fee rate = stats.bucketFeeBounds[0] } return lbcutil.Amount(rate), nil } // Enable establishes the current best height of the blockchain after // initializing the chain. All new mempool transactions will be added at this // block height. func (stats *Estimator) Enable(bestHeight int32) { log.Debugf("Setting best height as %d", bestHeight) stats.lock.Lock() stats.bestHeight = bestHeight stats.lock.Unlock() } // IsEnabled returns whether the fee estimator is ready to accept new mined and // mempool transactions. func (stats *Estimator) IsEnabled() bool { stats.lock.RLock() enabled := stats.bestHeight > -1 stats.lock.RUnlock() return enabled } // AddMemPoolTransaction adds a mempool transaction to the estimator in order to // account for it in the estimations. It assumes that this transaction is // entering the mempool at the currently recorded best chain hash, using the // total fee amount (in atoms) and with the provided size (in bytes). // // This is safe to be called from multiple goroutines. func (stats *Estimator) AddMemPoolTransaction(txHash *chainhash.Hash, fee, size int64) { stats.lock.Lock() defer stats.lock.Unlock() if stats.bestHeight < 0 { return } if _, exists := stats.memPoolTxs[*txHash]; exists { // we should not double count transactions return } // Note that we use this less exact version instead of fee * 1000 / size // (using ints) because it naturally "downsamples" the fee rates towards the // minimum at values less than 0.001 DCR/KB. This is needed because due to // how the wallet estimates the final fee given an input rate and the final // tx size, there's usually a small discrepancy towards a higher effective // rate in the published tx. rate := feeRate(fee / size * 1000) if rate < stats.bucketFeeBounds[0] { // Transactions paying less than the current relaying fee can only // possibly be included in the high priority/zero fee area of blocks, // which are usually of limited size, so we explicitly don't track // those. // This also naturally handles votes (SSGen transactions) which don't // carry a tx fee and are required for inclusion in blocks. Note that // the test is explicitly < instead of <= so that we *can* track // transactions that pay *exactly* the minimum fee. return } log.Debugf("Adding mempool tx %s using fee rate %.8f", txHash, rate/1e8) tx := memPoolTxDesc{ addedHeight: stats.bestHeight, bucketIndex: stats.lowerBucket(rate), fees: rate, } stats.memPoolTxs[*txHash] = tx stats.newMemPoolTx(tx.bucketIndex, rate) } // RemoveMemPoolTransaction removes a mempool transaction from statistics // tracking. // // This is safe to be called from multiple goroutines. func (stats *Estimator) RemoveMemPoolTransaction(txHash *chainhash.Hash) { stats.lock.Lock() defer stats.lock.Unlock() desc, exists := stats.memPoolTxs[*txHash] if !exists { return } log.Debugf("Removing tx %s from mempool", txHash) stats.removeFromMemPool(stats.bestHeight-desc.addedHeight, desc.fees) delete(stats.memPoolTxs, *txHash) } // processMinedTransaction moves the transaction that exist in the currently // tracked mempool into a mined state. // // This function is *not* safe to be called from multiple goroutines. func (stats *Estimator) processMinedTransaction(blockHeight int32, txh *chainhash.Hash) { desc, exists := stats.memPoolTxs[*txh] if !exists { // We cannot use transactions that we didn't know about to estimate // because that opens up the possibility of miners introducing dummy, // high fee transactions which would tend to then increase the average // fee estimate. // Tracking only previously known transactions forces miners trying to // pull off this attack to broadcast their transactions and possibly // forfeit their coins by having the transaction mined by a competitor. log.Tracef("Processing previously unknown mined tx %s", txh) return } stats.removeFromMemPool(blockHeight-desc.addedHeight, desc.fees) delete(stats.memPoolTxs, *txh) if blockHeight <= desc.addedHeight { // This shouldn't usually happen but we need to explicitly test for // because we can't account for non positive confirmation ranges in // mined transactions. log.Errorf("Mined transaction %s (%d) that was known from "+ "mempool at a higher block height (%d)", txh, blockHeight, desc.addedHeight) return } mineDelay := blockHeight - desc.addedHeight log.Debugf("Processing mined tx %s (rate %.8f, delay %d)", txh, desc.fees/1e8, mineDelay) stats.newMinedTx(mineDelay, desc.fees) } // ProcessBlock processes all mined transactions in the provided block. // // This function is safe to be called from multiple goroutines. func (stats *Estimator) ProcessBlock(block *lbcutil.Block) error { stats.lock.Lock() defer stats.lock.Unlock() if stats.bestHeight < 0 { return nil } blockHeight := block.Height() if blockHeight <= stats.bestHeight { // we don't explicitly track reorgs right now log.Warnf("Trying to process mined transactions at block %d when "+ "previous best block was at height %d", blockHeight, stats.bestHeight) return nil } stats.updateMovingAverages(blockHeight) for _, tx := range block.Transactions() { stats.processMinedTransaction(blockHeight, tx.Hash()) } if stats.db != nil { return stats.updateDatabase() } return nil } // Close closes the database (if it is currently opened). func (stats *Estimator) Close() { stats.lock.Lock() if stats.db != nil { log.Trace("Closing fee estimator database") stats.db.Close() stats.db = nil } stats.lock.Unlock() }