Commit graph

31 commits

Author SHA1 Message Date
Alex Morcos 2332f19bef Initialize TxConfirmStats in constructor
and change to storing as a pointer.
2017-04-10 13:56:50 -04:00
Alex Morcos 5ba81e54e0 Read and Write fee estimate file directly from CBlockPolicyEstimator 2017-04-10 13:56:50 -04:00
Alex Morcos 14e10aa842 Call estimate(Smart)Fee directly from CBlockPolicyEstimator 2017-04-10 13:56:50 -04:00
Alex Morcos dbb9e3699b Give CBlockPolicyEstimator it's own lock 2017-04-10 13:51:51 -04:00
Alex Morcos f6187d6e39 Make processBlockTx private. 2017-04-10 13:51:51 -04:00
Wladimir J. van der Laan 47510ad3dd
Merge #9548: Remove min reasonable fee
ad82cb0 Remove unnecessary min fee argument in CTxMemPool constructor (Alex Morcos)
2a7b56c CBlockPolicyEstimator now uses hard coded minimum bucket feerate (Alex Morcos)
ac9d3d2 Change fee estimation bucket limit variable names (Alex Morcos)

Tree-SHA512: 6e3bc7df3497ed60c7620845d222063e33a0238020f5c3316e61e0eff758078588ea8dd51196ceb59aa561ba106f8cdae62cebe521adb3247108bb49f15252d6
2017-03-07 19:49:00 +01:00
Alex Morcos fe282acd76 [cleanup] Remove estimatePriority and estimateSmartPriority
Unused everywhere now except one test.
2017-02-27 11:23:51 -05:00
Alex Morcos 2a7b56cc0e CBlockPolicyEstimator now uses hard coded minimum bucket feerate 2017-01-17 13:21:31 -05:00
Alex Morcos ac9d3d25f7 Change fee estimation bucket limit variable names 2017-01-17 13:19:32 -05:00
Alex Morcos 5fe0f47aa7 Add extra logging to processBlock in fee estimation. 2017-01-04 12:10:18 -05:00
Alex Morcos ebafdcabb1 Pass pointers to existing CTxMemPoolEntries to fee estimation 2017-01-04 12:09:34 -05:00
Alex Morcos d825838e64 Always update fee estimates on new blocks.
All decisions about whether the transactions are valid data points are made at the time the transaction arrives. Updating on blocks all the time will now cause stale fee estimates to decay quickly when we restart a node.
2017-01-04 12:09:34 -05:00
Alex Morcos 6f06b268c1 rename bool to validFeeEstimate 2017-01-04 12:09:33 -05:00
Alex Morcos 4df44794c9 Remove extraneous LogPrint from fee estimation
Once priority estimation was removed, not all transactions in the mempool are tracked in the fee estimation mempool tracking.  So there is no error if a transaction is not found for removal.
2017-01-04 12:03:44 -05:00
Wladimir J. van der Laan 1ce7ede2a9
Merge #9288: Fix a bug if the min fee is 0 for FeeFilterRounder
f8d43b8 Avoid rollingMinimumFeeRate never being able to decay below half (Alex Morcos)
eab8e1b fix a bug if the min fee is 0 for FeeFilterRounder (Alex Morcos)
2017-01-04 12:33:56 +01:00
isle2983 27765b6403 Increment MIT Licence copyright header year on files modified in 2016
Edited via:

$ contrib/devtools/copyright_header.py update .
2016-12-31 11:01:21 -07:00
Alex Morcos eab8e1b172 fix a bug if the min fee is 0 for FeeFilterRounder 2016-12-08 15:40:14 -05:00
fanquake d8edf03db7
Remove unused var UNLIKELY_PCT from fees.h 2016-11-09 17:51:27 +08:00
Wladimir J. van der Laan 3c03dc2cfc
Merge #7730: Remove priority estimation
0bd581a add release notes for removal of priority estimation (Alex Morcos)
b2322e0 Remove priority estimation (Alex Morcos)
2016-11-07 13:36:40 +01:00
Alex Morcos b2322e0fc6 Remove priority estimation 2016-11-07 13:22:34 +01:00
isle2983 4b04e32c20 [copyright] copyright header style uniform
Three categories of modifications:

1)

1 instance of 'The Bitcoin Core developers \n',
1 instance of 'the Bitcoin Core developers\n',
3 instances of 'Bitcoin Core Developers\n', and
12 instances of 'The Bitcoin developers\n'

are made uniform with the 443 instances of 'The Bitcoin Core developers\n'

2)

3 instances of 'BitPay, Inc\.\n' are made uniform with the other 6
instances of 'BitPay Inc\.\n'

3)

4 instances where there was no '(c)' between the 'Copyright' and the year
where it deviates from the style of the local directory.
2016-11-06 10:12:50 -07:00
Wladimir J. van der Laan 5eaaa83ac1 Kill insecure_random and associated global state
There are only a few uses of `insecure_random` outside the tests.
This PR replaces uses of insecure_random (and its accompanying global
state) in the core code with an FastRandomContext that is automatically
seeded on creation.

This is meant to be used for inner loops. The FastRandomContext
can be in the outer scope, or the class itself, then rand32() is used
inside the loop. Useful e.g. for pushing addresses in CNode or the fee
rounding, or randomization for coin selection.

As a context is created per purpose, thus it gets rid of
cross-thread unprotected shared usage of a single set of globals, this
should also get rid of the potential race conditions.

- I'd say TxMempool::check is not called enough to warrant using a special
  fast random context, this is switched to GetRand() (open for
  discussion...)

- The use of `insecure_rand` in ConnectThroughProxy has been replaced by
  an atomic integer counter. The only goal here is to have a different
  credentials pair for each connection to go on a different Tor circuit,
  it does not need to be random nor unpredictable.

- To avoid having a FastRandomContext on every CNode, the context is
  passed into PushAddress as appropriate.

There remains an insecure_random for test usage in `test_random.h`.
2016-10-17 13:08:35 +02:00
MarcoFalke fada0c422c [doc] Fix doxygen comments for members 2016-04-03 11:58:01 +02:00
Alex Morcos 9e072a6e66 Implement "feefilter" P2P message.
The "feefilter" p2p message is used to inform other nodes of your mempool min fee which is the feerate that any new transaction must meet to be accepted to your mempool.  This will allow them to filter invs to you according to this feerate.
2016-03-21 10:46:25 -04:00
Chris Wheeler 9d263bd17c Typo fixes in comments 2016-01-17 11:03:56 +00:00
Suhas Daftuar e30443244a Pass reference to estimateSmartFee and cleanup whitespace 2015-11-24 08:53:14 -05:00
Alex Morcos 6303051470 EstimateSmart functions consider mempool min fee 2015-11-16 15:33:06 -05:00
Alex Morcos f22ac4a22c Increase success threshold for fee estimation to 95%
This provides more conservative estimates and reacts more quickly to a backlog.
Unfortunately the unit test for fee estimation depends on the success threshold (and the decay) chosen; also modify the unit test for the new default success thresholds.
2015-11-16 15:33:06 -05:00
Alex Morcos 22eca7da22 Add smart fee estimation functions
These are more useful fee and priority estimation functions. If there is no fee/pri high enough for the target you are aiming for, it will give you the estimate for the lowest target that you can reliably obtain.  This is better than defaulting to the minimum.  It will also pass back the target for which it returned an answer.
2015-11-16 15:33:06 -05:00
Veres Lajos 9f68ed6b6d typofixes (found by misspell_fixer) 2015-08-10 22:06:27 +01:00
Alex Morcos b649e03954 Create new BlockPolicyEstimator for fee estimates
This class groups transactions that have been confirmed in blocks into buckets, based on either their fee or their priority.  Then for each bucket, the class calculates what percentage of the transactions were confirmed within various numbers of blocks.  It does this by keeping an exponentially decaying moving history for each bucket and confirm block count of the percentage of transactions in that bucket that were confirmed within that number of blocks.

-Eliminate txs which didn't have all inputs available at entry from fee/pri calcs

-Add dynamic breakpoints and tracking of confirmation delays in mempool transactions

-Remove old CMinerPolicyEstimator and CBlockAverage code

-New smartfees.py

-Pass a flag to the estimation code, using IsInitialBlockDownload as a proxy for when we are still catching up and we shouldn't be counting how many blocks it takes for transactions to be included.

-Add a policyestimator unit test
2015-05-13 10:36:24 -04:00