Commit graph

71 commits

Author SHA1 Message Date
practicalswift
764e42fee2 scripted-diff: Rename from cs_feeEstimator to m_cs_fee_estimator
-BEGIN VERIFY SCRIPT-
sed -i 's/cs_feeEstimator/m_cs_fee_estimator/' src/policy/fees.cpp src/policy/fees.h
-END VERIFY SCRIPT-
2018-12-02 21:18:04 +01:00
practicalswift
9a789d4dc6 policy: Add Clang thread safety annotations for variables guarded by cs_feeEstimator 2018-12-02 21:18:04 +01:00
MarcoFalke
fa69ac7614
doxygen: Fix member comments 2018-09-26 15:42:21 -04:00
Wladimir J. van der Laan
be301a5777
Merge #14103: docs: Fix broken Doxygen comments
0e534d4dca Fix incorrect Doxygen comments (practicalswift)

Pull request description:

  Fix broken Doxygen comments.

  This commit was taken from #13914 which now only covers `-Wdocumentation`.

Tree-SHA512: dddbca16bb792b8193e5f417151b5eace9acc942a321f1bc095b906e98889e3bd93509fe112ab6a24ee1f6a3a918db905bda7acefd53774fe3e6ebe669fb51ac
2018-08-30 12:00:28 +02:00
practicalswift
0e534d4dca Fix incorrect Doxygen comments 2018-08-08 22:14:45 +02:00
DrahtBot
eb7daf4d60 Update copyright headers to 2018 2018-07-27 07:15:02 -04:00
Wladimir J. van der Laan
bd59c4395c
Merge #12859: Bugfix: Include <memory> for std::unique_ptr
a5bca13 Bugfix: Include <memory> for std::unique_ptr (Luke Dashjr)

Pull request description:

  Not sure why all these includes were missing, but it's breaking builds for some users:

  https://bugs.gentoo.org/show_bug.cgi?id=652142

  (Added to all files with a reference to `std::unique_ptr`)

Tree-SHA512: 8a2c67513ca07b9bb52c34e8a20b15e56f8af2530310d9ee9b0a69694dd05e02e7a3683f14101a2685d457672b56addec591a0bb83900a0eb8e2a43d43200509
2018-04-05 09:31:53 +02:00
Luke Dashjr
a5bca13095 Bugfix: Include <memory> for std::unique_ptr 2018-04-02 18:31:52 +00:00
MarcoFalke
0c5f67b8e5
Merge #12757: Clarify include guard naming convention
3bcc0059b8 Add lint-include-guards.sh which checks include guard consistency (practicalswift)
8fd6af89a0 Fix missing or inconsistent include guards (practicalswift)
8af65d96f4 Document include guard convention (practicalswift)

Pull request description:

  * **Documentation**: Document include guard convention
  * **Fix**: Fix missing or inconsistent include guards
  * **Regression test**: Add `lint-include-guards.sh` which checks include guard consistency

Tree-SHA512: 8171878f60fd08ccbea943a11e835195750592abb9d7ab74eaa4265ae7fac523b1da9d31ca13d6ab73dd596e49986bfb7593c696e5f39567c93e610165bc2acc
2018-04-01 18:30:21 -04:00
practicalswift
8fd6af89a0 Fix missing or inconsistent include guards 2018-03-22 16:23:04 +01:00
practicalswift
1f45e2164a scripted-diff: Convert 11 enums into scoped enums (C++11)
-BEGIN VERIFY SCRIPT-

sed -i 's/enum DBErrors/enum class DBErrors/g' src/wallet/walletdb.h
git grep -l DB_ | xargs sed -i 's/DB_\(LOAD_OK\|CORRUPT\|NONCRITICAL_ERROR\|TOO_NEW\|LOAD_FAIL\|NEED_REWRITE\)/DBErrors::\1/g'
sed -i 's/^    DBErrors::/    /g' src/wallet/walletdb.h

sed -i 's/enum VerifyResult/enum class VerifyResult/g' src/wallet/db.h
sed -i 's/\(VERIFY_OK\|RECOVER_OK\|RECOVER_FAIL\)/VerifyResult::\1/g' src/wallet/db.cpp

sed -i 's/enum ThresholdState/enum class ThresholdState/g' src/versionbits.h
git grep -l THRESHOLD_ | xargs sed -i 's/THRESHOLD_\(DEFINED\|STARTED\|LOCKED_IN\|ACTIVE\|FAILED\)/ThresholdState::\1/g'
sed -i 's/^    ThresholdState::/    /g' src/versionbits.h

sed -i 's/enum SigVersion/enum class SigVersion/g' src/script/interpreter.h
git grep -l SIGVERSION_ | xargs sed -i 's/SIGVERSION_\(BASE\|WITNESS_V0\)/SigVersion::\1/g'
sed -i 's/^    SigVersion::/    /g' src/script/interpreter.h

sed -i 's/enum RetFormat {/enum class RetFormat {/g' src/rest.cpp
sed -i 's/RF_\(UNDEF\|BINARY\|HEX\|JSON\)/RetFormat::\1/g' src/rest.cpp
sed -i 's/^    RetFormat::/    /g' src/rest.cpp

sed -i 's/enum HelpMessageMode {/enum class HelpMessageMode {/g' src/init.h
git grep -l HMM_ | xargs sed -i 's/HMM_BITCOIN/HelpMessageMode::BITCOIN/g'
sed -i 's/^    HelpMessageMode::/    /g' src/init.h

sed -i 's/enum FeeEstimateHorizon/enum class FeeEstimateHorizon/g' src/policy/fees.h

sed -i 's/enum RBFTransactionState/enum class RBFTransactionState/g' src/policy/rbf.h
git grep -l RBF_ | xargs sed -i 's/RBF_TRANSACTIONSTATE_\(UNKNOWN\|REPLACEABLE_BIP125\|FINAL\)/RBFTransactionState::\1/g'
sed -i 's/^    RBFTransactionState::/    /g' src/policy/rbf.h

sed -i 's/enum BlockSource {/enum class BlockSource {/g' src/qt/clientmodel.h
git grep -l BLOCK_SOURCE_ | xargs sed -i 's/BLOCK_SOURCE_\(NONE\|REINDEX\|DISK\|NETWORK\)/BlockSource::\1/g'
sed -i 's/^    BlockSource::/    /g' src/qt/clientmodel.h

sed -i 's/enum FlushStateMode {/enum class FlushStateMode {/g' src/validation.cpp
sed -i 's/FLUSH_STATE_\(NONE\|IF_NEEDED\|PERIODIC\|ALWAYS\)/FlushStateMode::\1/g' src/validation.cpp
sed -i 's/^    FlushStateMode::/    /g' src/validation.cpp

sed -i 's/enum WitnessMode {/enum class WitnessMode {/g' src/test/script_tests.cpp
sed -i 's/WITNESS_\(NONE\|PKH\|SH\)/WitnessMode::\1/g' src/test/script_tests.cpp
sed -i 's/^    WitnessMode::/    /g' src/test/script_tests.cpp

-END VERIFY SCRIPT-
2018-03-09 15:03:40 +01:00
Suhas Daftuar
e868b22917 fee estimator: avoid sorting mempool on shutdown 2018-01-25 18:02:24 -05:00
Akira Takizawa
595a7bab23 Increment MIT Licence copyright header year on files modified in 2017 2018-01-03 02:26:56 +09:00
MeshCollider
1a445343f6 scripted-diff: Replace #include "" with #include <> (ryanofsky)
-BEGIN VERIFY SCRIPT-
for f in \
  src/*.cpp \
  src/*.h \
  src/bench/*.cpp \
  src/bench/*.h \
  src/compat/*.cpp \
  src/compat/*.h \
  src/consensus/*.cpp \
  src/consensus/*.h \
  src/crypto/*.cpp \
  src/crypto/*.h \
  src/crypto/ctaes/*.h \
  src/policy/*.cpp \
  src/policy/*.h \
  src/primitives/*.cpp \
  src/primitives/*.h \
  src/qt/*.cpp \
  src/qt/*.h \
  src/qt/test/*.cpp \
  src/qt/test/*.h \
  src/rpc/*.cpp \
  src/rpc/*.h \
  src/script/*.cpp \
  src/script/*.h \
  src/support/*.cpp \
  src/support/*.h \
  src/support/allocators/*.h \
  src/test/*.cpp \
  src/test/*.h \
  src/wallet/*.cpp \
  src/wallet/*.h \
  src/wallet/test/*.cpp \
  src/wallet/test/*.h \
  src/zmq/*.cpp \
  src/zmq/*.h
do
  base=${f%/*}/ relbase=${base#src/} sed -i "s:#include \"\(.*\)\"\(.*\):if test -e \$base'\\1'; then echo \"#include <\"\$relbase\"\\1>\\2\"; else echo \"#include <\\1>\\2\"; fi:e" $f
done
-END VERIFY SCRIPT-
2017-11-16 08:23:01 +13:00
practicalswift
fa6d1228e9 Use unique_ptr:s for {fee,short,long}Stats (TxConfirmStats) 2017-11-09 16:52:44 +01:00
practicalswift
64fb0ac016 Declare single-argument (non-converting) constructors "explicit"
In order to avoid unintended implicit conversions.
2017-08-16 16:33:25 +02:00
Alex Morcos
fd29d3df29 Remove checking of mempool min fee from estimateSmartFee.
This check has been moved to the wallet logic GetMinimumFee. The rpc call to
estimatesmartfee will now no longer return a result maxed with the mempool min
fee, but automated fee calculations from the wallet will produce the same result
as before and coincontrol and sendcoins dialogs in the GUI will correctly
display the right prospective fee.

changes to policy/fees.cpp include a big whitespace indentation change.
2017-07-14 23:41:40 -04:00
Wladimir J. van der Laan
b27b004532
Merge #10543: Change API to estimaterawfee
5e3b7b5 Improve error reporting for estimaterawfee (Alex Morcos)
1fafd70 Add function to report highest estimate target tracked per horizon (Alex Morcos)
9c85b91 Change API to estimaterawfee (Alex Morcos)

Tree-SHA512: e624c6e7967e9e48abe49f5818bd674e5710e571cc093029d2f90d39fdfba3c1f30e83bf89f6dce97052b59a7d9636a64642ccfb26effd149c417d0afbed0c0b
2017-07-11 15:36:56 +02:00
Alex Morcos
1fafd704da Add function to report highest estimate target tracked per horizon 2017-07-10 20:07:17 -04:00
Alex Morcos
9c85b91dc1 Change API to estimaterawfee
Report results for all 3 possible time horizons instead of specifying time horizon as an argument.
2017-07-10 20:07:13 -04:00
Alex Morcos
f135923ee2 Add RPC options for RBF, confirmation target, and conservative fee estimation.
Add support for setting each of these attributes on a per RPC call basis to sendtoaddress, sendmany, fundrawtransaction (already had RBF), and bumpfee (already had RBF and conf target).
2017-07-10 12:40:02 -04:00
Alex Morcos
e0738e3d31 remove default argument from estimateSmartFee 2017-07-06 22:20:23 -04:00
Alex Morcos
d507c301bc Introduce a fee estimate mode.
GetMinimumFee now passes the conservative argument into estimateSmartFee.
Call CalculateEstimateType(mode) before calling GetMinimumFee or estimateSmartFee to determine the value of this argument.
CCoinControl can now be used to control this mode.
2017-07-06 22:20:23 -04:00
Dimitris Tsapakidis
0a5a6b90bc Fixed multiple typos
A few "a->an" and "an->a".
"Shows, if the supplied default SOCKS5 proxy" -> "Shows if the supplied default SOCKS5 proxy". Change made on 3 occurrences.
"without fully understanding the ramification of a command" -> "without fully understanding the ramifications of a command".
Removed duplicate words such as "the the".
2017-06-22 19:18:10 +03:00
Alex Morcos
1bebfc8d3a Output Fee Estimation Calculations in CreateTransaction 2017-06-13 12:35:04 -04:00
practicalswift
efc2e3302d [trivial] Fix three recently introduced typos
```
$ git blame src/policy/fees.cpp | grep becuase
3810e976 (2017-03-07 11:33:44 -0500 789)          * checks for 2*target becuase we are taking the max over all time
$ git blame src/policy/fees.h | grep successfullly
2d2e1705 (2017-04-12 12:29:03 -0400  54)  * representing that a tx was successfullly confirmed in less than or equal to
$ git blame src/wallet/feebumper.cpp | grep "hasen't"
a3878374 (2017-05-11 09:34:39 +0200 258)     // make sure the transaction still has no descendants and hasen't been mined in the meantime
```
2017-05-23 13:22:40 +02:00
Pieter Wuille
318ea50a1c
Merge #10199: Better fee estimates
38bc1ec Make more json-like output from estimaterawfee (Alex Morcos)
2d2e170 Comments and improved documentation (Alex Morcos)
ef589f8 minor cleanup: remove unnecessary variable (Alex Morcos)
3ee76d6 Introduce a scale factor (Alex Morcos)
5f1f0c6 Historical block span (Alex Morcos)
aa19b8e Clean up fee estimate debug printing (Alex Morcos)
10f7cbd Track first recorded height (Alex Morcos)
3810e97 Rewrite estimateSmartFee (Alex Morcos)
c7447ec Track failures in fee estimation. (Alex Morcos)
4186d3f Expose estimaterawfee (Alex Morcos)
2681153 minor refactor: explicitly track start of new bucket range and don't update curNearBucket on final loop. (Alex Morcos)
1ba43cc Make EstimateMedianVal smarter about small failures. (Alex Morcos)
d3e30bc Refactor to update moving average on fly (Alex Morcos)
e5007ba Change parameters for fee estimation and estimates on all 3 time horizons. (Alex Morcos)
c0a273f Change file format for fee estimates. (Alex Morcos)

Tree-SHA512: 186e7508d86a1f351bb656edcd84ee9091f5f2706331eda9ee29da9c8eb5bf67b8c1f2abf6662835560e7f613b1377099054f20767f41ddcdbc89c4f9e78946d
2017-05-17 13:15:07 -07:00
Alex Morcos
2d2e17052c Comments and improved documentation 2017-05-10 11:48:46 -04:00
Alex Morcos
ef589f8d40 minor cleanup: remove unnecessary variable 2017-05-10 11:47:45 -04:00
Alex Morcos
3ee76d6de5 Introduce a scale factor
For the per confirmation number tracking of data, introduce a scale factor so that in the longer horizones confirmations are bucketed together at a resolution of the scale.  (instead of 1008 individual data points for each fee bucket, have 42 data points each covering 24 different confirmation values.. (1-24), (25-48), etc.. )
2017-05-10 11:47:45 -04:00
Alex Morcos
5f1f0c6490 Historical block span
Store in fee estimate file the block span for which we were tracking estimates, so we know what targets we can successfully evaluate with the data in the file. When restarting use either this historical block span to set valid range of targets until our current span of tracking estimates is just as long.
2017-05-10 11:47:45 -04:00
Alex Morcos
10f7cbd247 Track first recorded height
Track the first time we seen txs in a block that we have been tracking in our mempool. Used to evaluate validity of fee estimates for different targets.
2017-05-10 11:47:44 -04:00
Alex Morcos
3810e976d6 Rewrite estimateSmartFee
Change the logic of estimateSmartFee to check a 60% threshold at half the target, a 85% threshold at the target and a 95% threshold at double the target. Always check the shortest time horizon possible and ensure that estimates are monotonically decreasing.  Add a conservative mode, which makes sure that the 95% threshold is also met at longer time horizons as well.
2017-05-10 11:47:44 -04:00
Alex Morcos
c7447ec303 Track failures in fee estimation.
Start tracking transactions which fail to confirm within the target and are then evicted or otherwise leave mempool.

Fix slight error in unit test.
2017-05-10 11:45:27 -04:00
Alex Morcos
4186d3fdfd Expose estimaterawfee
Track information the ranges of fee rates that were used to calculate the fee estimates (the last range of fee rates in which the data points met the threshold and the first to fail) and provide an RPC call to return this information.
2017-05-10 11:45:26 -04:00
Alex Morcos
1ba43cc0ec Make EstimateMedianVal smarter about small failures.
Instead of stopping if it encounters a "sufficient" number of transactions which don't meet the threshold for being confirmed within the target, it keeps looking to add more transactions to see if there is a temporary blip in the data.  This allows a smaller number of required data points.
2017-05-10 11:45:26 -04:00
Alex Morcos
e5007bae35 Change parameters for fee estimation and estimates on all 3 time horizons.
Make feerate buckets smaller (5% instead of 10%) and make the 3 different horizons have half lifes of 3 hours, 1 day and 1 week respectively.
2017-05-10 11:45:26 -04:00
Jorge Timón
381a46e38f
Consensus: Policy: MOVEONLY: Move CFeeRate out of the consensus module
...from amount.o to policy/feerate.o

Policy, because it moves policy code to the policy directory (common module)
2017-05-03 18:00:13 +02:00
Alex Morcos
c0a273f4c8 Change file format for fee estimates.
Move buckets and bucketMap to be stored as part of overall serialization of estimator.
Add some placeholder data so file format is only changed once.
Maintain 3 different TxConfirmStats with potential for different decays and scales.
2017-04-20 15:46:15 -04:00
Alex Morcos
68af651498 MOVEONLY: move TxConfirmStats to cpp 2017-04-10 13:56:50 -04:00
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