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Disable fee estimates for a confirm target of 1 block

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This commit is contained in:
Alex Morcos 2016-11-29 12:18:44 -05:00
parent e56cf67e6b
commit d824ad030e
3 changed files with 23 additions and 8 deletions
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7
src/policy/fees.cpp
View file

@ -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/rpc/mining.cpp
View file

@ -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")
);

22
src/test/policyestimator_tests.cpp
View file

@ -95,17 +95,22 @@ 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;
BOOST_CHECK(origFeeEst[i-1] < mult*baseRate.GetFeePerK() + deltaFee);
BOOST_CHECK(origFeeEst[i-1] > mult*baseRate.GetFeePerK() - deltaFee);
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
@ -113,7 +118,8 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
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);
}