Commit graph

157 commits

Author SHA1 Message Date
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
aa19b8ea44 Clean up fee estimate debug printing 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
2681153af3 minor refactor: explicitly track start of new bucket range and don't update curNearBucket on final loop. 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
d3e30bca1b Refactor to update moving average on fly 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
Jorge Timón
330bb5a456
Consensus: Minimal way to move dust out of consensus 2017-05-03 17:55:52 +02:00
CryptAxe
94807be8c6
Trivial: fix fee estimate write error log message 2017-04-23 10:36:26 -07:00
Wladimir J. van der Laan
86ea3c2ff2
Merge #10181: Include cleanup
1c897fc Missing includes (Jorge Timón)
a1fd450 Trivial: Remove unneeded includes from .h: (Jorge Timón)

Tree-SHA512: ada3e62cc2435e58172a88b380be371b717a05725956c15e5493b6e19fe2903e5e6e43fd22dc24699333a0e8a0c7b42eb1ae61b41cb4ba82495be18e2d4ef3c6
2017-04-20 23:24:00 +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
Jorge Timón
1c897fc3da
Missing includes 2017-04-13 02:31:44 +02:00
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
Gregory Maxwell
6b3bb3d9ba Change LogAcceptCategory to use uint32_t rather than sets of strings.
This changes the logging categories to boolean flags instead of strings.

This simplifies the acceptance testing by avoiding accessing a scoped
 static thread local pointer to a thread local set of strings.  It
 eliminates the only use of boost::thread_specific_ptr outside of
 lockorder debugging.

This change allows log entries to be directed to multiple categories
 and makes it easy to change the logging flags at runtime (e.g. via
 an RPC, though that isn't done by this commit.)

It also eliminates the fDebug global.

Configuration of unknown logging categories now produces a warning.
2017-04-01 18:53:29 +00:00
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
272b25a6a9 [mining] Remove -blockprioritysize.
Remove ability of mining code to fill part of a block with transactions sorted by coin age.
2017-02-27 11:23:50 -05:00
Alex Morcos
bc8fd12289 Remove harmless read of unusued priority estimates 2017-02-21 11:12:44 -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
Wladimir J. van der Laan
dd98f04538
Merge #9380: Separate different uses of minimum fees
eb30d1a Introduce -dustrelayfee (Alex Morcos)
7b1add3 Introduce -incrementalrelayfee (Alex Morcos)
daec955 Introduce -blockmintxfee (Alex Morcos)
2017-01-16 19:33:08 +01:00
Alex Morcos
eb30d1a5b2 Introduce -dustrelayfee 2017-01-16 08:40:40 -05:00
Alex Morcos
7b1add3c28 Introduce -incrementalrelayfee 2017-01-16 08:39:03 -05:00
Alex Morcos
daec955fd6 Introduce -blockmintxfee 2017-01-04 13:24:19 -05:00
Alex Morcos
44b64b933d Fix edge case with stale fee estimates 2017-01-04 12:10:18 -05:00
Alex Morcos
78ae62d264 Add clarifying comments to fee estimation 2017-01-04 12:10:18 -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
84f7ab08d2 Remove member variable hadNoDependencies from CTxMemPoolEntry
Fee estimation can just check its own mapMemPoolTxs to determine the same information.  Note that now fee estimation for block processing must happen before those transactions are removed, but this shoudl be a speedup.
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
Pieter Wuille
f6fb7acda4 Move CTxInWitness inside CTxIn 2016-12-04 23:47:12 -08:00
Pieter Wuille
2efcfa5acf
Merge #9260: Mrs Peacock in The Library with The Candlestick (killed main.{h,cpp})
76faa3c Rename the remaining main.{h,cpp} to validation.{h,cpp} (Matt Corallo)
e736772 Move network-msg-processing code out of main to its own file (Matt Corallo)
87c35f5 Remove orphan state wipe from UnloadBlockIndex. (Matt Corallo)
2016-12-02 18:25:40 -08:00
Matt Corallo
76faa3cdfe Rename the remaining main.{h,cpp} to validation.{h,cpp} 2016-12-02 09:42:51 -08:00
Alex Morcos
d824ad030e Disable fee estimates for a confirm target of 1 block 2016-11-29 12:18:44 -05:00
Brian Deery
07ede5d711 update comments for tx weight 2016-11-14 00:38:07 -06:00
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
cdfb7755a6
Merge #8914: Kill insecure_random and associated global state
5eaaa83 Kill insecure_random and associated global state (Wladimir J. van der Laan)
2016-10-18 15:44:57 +02:00
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
Johnson Lau
4c0c25a604 Require compressed keys in segwit as policy and disable signing with uncompressed keys for segwit scripts 2016-10-16 23:53:35 +08:00
Johnson Lau
3ade2f64cf Add standard limits for P2WSH with tests 2016-10-16 23:53:35 +08:00
Johnson Lau
e41bd449ab Add policy: null signature for failed CHECK(MULTI)SIG 2016-09-27 23:40:59 +08:00
Johnson Lau
c72c5b1e3b Make non-minimal OP_IF/NOTIF argument non-standard for P2WSH 2016-09-23 13:07:38 +08:00
Wladimir J. van der Laan
4b1a4d8810
Merge #8381: Make witness v0 outputs non-standard
c59c434 qa: Add test for standardness of segwit v0 outputs (Suhas Daftuar)
1ffaff2 Make witness v0 outputs non-standard before segwit activation (Johnson Lau)
2016-07-26 14:24:11 +02:00
Suhas Daftuar
c59c434b7d qa: Add test for standardness of segwit v0 outputs 2016-07-23 00:01:02 +08:00
Johnson Lau
1ffaff2f74 Make witness v0 outputs non-standard before segwit activation 2016-07-22 06:35:07 +00:00
Pieter Wuille
ab942c15bd Treat high-sigop transactions as larger rather than rejecting them 2016-07-19 12:31:49 +02:00
Suhas Daftuar
2c06bae39e Rename "block cost" to "block weight" 2016-07-18 13:28:26 -04:00
Suhas Daftuar
27362dda4d Remove -blockminsize option 2016-06-30 11:41:13 -04:00
Pieter Wuille
2b1f6f9ccf BIP141: Other consensus critical limits, and BIP145
Includes changes by Suhas Daftuar, Luke-jr, and mruddy.
2016-06-22 15:43:00 +02:00
Pieter Wuille
3dd410294d BIP143: Verification logic
Includes simplifications by Eric Lombrozo.
2016-06-22 15:43:00 +02:00
Pieter Wuille
449f9b8deb BIP141: Witness program 2016-06-22 15:42:59 +02:00
Wladimir J. van der Laan
430fffefaa
Merge #7812: Tiny refactor of IsRBFOptIn, avoid exception
4f7c959 Refactor IsRBFOptIn, avoid exception (Jonas Schnelli)
2016-04-14 16:35:02 +02:00
Wladimir J. van der Laan
065c6b443f
Merge #7786: Doc: Update isStandardTx comment
03c77fd Doc: Update isStandardTx comment (Matthew English)
2016-04-09 12:13:21 +02:00
Matthew English
03c77fdc14 Doc: Update isStandardTx comment 2016-04-08 23:22:39 +02:00
Jonas Schnelli
4f7c959af1
Refactor IsRBFOptIn, avoid exception 2016-04-06 10:59:03 +02:00
MarcoFalke
fada0c422c [doc] Fix doxygen comments for members 2016-04-03 11:58:01 +02:00
Wladimir J. van der Laan
e8a8f3d4b2
Merge #7648: BIP9 versionbits softfork for BIP68, BIP112 and BIP113
71527a0 Test of BIP9 fork activation of mtp, csv, sequence_lock (NicolasDorier)
19d73d5 Add RPC test for BIP 68/112/113 soft fork. (Alex Morcos)
12c89c9 Policy: allow transaction version 2 relay policy. (BtcDrak)
02c2435 Soft fork logic for BIP68 (BtcDrak)
478fba6 Soft fork logic for BIP113 (BtcDrak)
65751a3 Add CHECKSEQUENCEVERIFY softfork through BIP9 (Pieter Wuille)
2016-03-30 18:59:39 +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
BtcDrak
12c89c9185 Policy: allow transaction version 2 relay policy.
This commit introduces a way to gracefully bump the default
transaction version in a two step process.
2016-03-18 08:09:06 +00:00
Mark Friedenbach
53e53a33c9 BIP112: Implement CHECKSEQUENCEVERIFY
- Replace NOP3 with CHECKSEQUENCEVERIFY (BIP112)
  <nSequence> CHECKSEQUENCEVERIFY -> <nSequence>
- Fails if txin.nSequence < nSequence, allowing funds of a txout to be locked for a number of blocks or a duration of time after its inclusion in a block.
- Pull most of CheckLockTime() out into VerifyLockTime(), a local function that will be reused for CheckSequence()
- Add bitwise AND operator to CScriptNum
- Enable CHECKSEQUENCEVERIFY as a standard script verify flag
- Transactions that fail CSV verification will be rejected from the mempool, making it easy to test the feature. However blocks containing "invalid" CSV-using transactions will still be accepted; this is *not* the soft-fork required to actually enable CSV for production use.
2016-02-14 11:29:38 +00:00
Wladimir J. van der Laan
80d1f2e483
Merge #7184: Implement SequenceLocks functions for BIP 68
b043c4b fix sdaftuar's nits again (Alex Morcos)
a51c79b Bug fix to RPC test (Alex Morcos)
da6ad5f Add RPC test exercising BIP68 (mempool only) (Suhas Daftuar)
c6c2f0f Implement SequenceLocks functions (Alex Morcos)
2016-02-12 17:03:46 +01:00
Alex Morcos
b043c4b746 fix sdaftuar's nits again
it boggles the mind why these nits can't be delivered on a more timely basis
2016-02-11 15:34:04 -05:00
Alex Morcos
c6c2f0fd78 Implement SequenceLocks functions
SequenceLocks functions are used to evaluate sequence lock times or heights per BIP 68.

The majority of this code is copied from maaku in #6312
Further credit: btcdrak, sipa, NicolasDorier
2016-02-10 15:35:33 -05:00
Pieter Wuille
5d743099b5 Get rid of inaccurate ScriptSigArgsExpected
(cherry picked from commit 52b29dca7670c3f6d2ab918c0fff1d17c4e494ad)
2016-02-01 15:28:25 +01:00
Suhas Daftuar
eaa8d2754b RPC: indicate which transactions are replaceable
Add "bip125-replaceable" output field to listtransactions and gettransaction
which indicates if an unconfirmed transaction, or any unconfirmed parent, is
signaling opt-in RBF according to BIP 125.
2016-01-19 08:30:04 -05:00
Chris Wheeler
9d263bd17c Typo fixes in comments 2016-01-17 11:03:56 +00:00
Wladimir J. van der Laan
7b0a9a8040
Merge pull request #7266
6cd198f Removed comment about IsStandard for P2SH scripts (Marcel Krüger)
2016-01-07 11:58:37 +01:00
Marcel Krüger
6cd198f380 Removed comment about IsStandard for P2SH scripts
Since #4365 (6259937388) P2SH scripts do not have to be IsStandard scripts.
2015-12-30 21:53:40 +01:00
MarcoFalke
fa24439ff3 Bump copyright headers to 2015 2015-12-13 18:08:39 +01:00
Alex Morcos
50947ef23f Change default block priority size to 0
Make RPC tests have a default block priority size of 50000 (the old default) so we can still use free transactions in RPC tests.  When priority is eliminated, we will have to make a different change if we want to continue allowing free txs.
2015-11-30 16:16:24 -05:00
Luke Dashjr
b966aa836a Constrain constant values to a single location in code 2015-11-28 18:47:29 +01:00
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
Gregory Maxwell
d1c3762ae8 Revert "Revert "Enable policy enforcing GetMedianTimePast as the end point of lock-time constraints""
This reverts commit 8537ecdfc4.
2015-11-03 17:14:09 +00:00
Gregory Maxwell
e4e5334ef8 Restore MedianTimePast for locktime.
Revert "Revert "Add rules--presently disabled--for using GetMedianTimePast as endpoint for lock-time calculations""
This reverts commit 40cd32e835.

After careful analysis it was determined that the change was, in fact, safe and several people were suffering
momentary confusion about locktime semantics.
2015-11-03 17:12:36 +00:00
Gregory Maxwell
40cd32e835 Revert "Add rules--presently disabled--for using GetMedianTimePast as endpoint for lock-time calculations"
This reverts commit 9d55050773.

As noted by Luke-Jr, under some conditions this will accept transactions which are invalid by the network
 rules.  This happens when the current block time is head of the median time past and a transaction's
 locktime is in the middle.

This could be addressed by changing the rule to MAX(this_block_time, MTP+offset) but this solution and
 the particular offset used deserve some consideration.
2015-11-01 20:05:18 +00:00
Gregory Maxwell
8537ecdfc4 Revert "Enable policy enforcing GetMedianTimePast as the end point of lock-time constraints"
This reverts commit dea8d21fc6.
2015-11-01 20:05:16 +00:00
Philip Kaufmann
214de7e54c [Trivial] ensure minimal header conventions
- ensure header namespaces and end comments are correct
- add missing header end comments
- ensure minimal formatting (add newlines etc.)
2015-10-27 17:44:13 +01:00
Mark Friedenbach
dea8d21fc6 Enable policy enforcing GetMedianTimePast as the end point of lock-time constraints
Transactions are not allowed in the memory pool or selected for inclusion in a block until their lock times exceed chainActive.Tip()->GetMedianTimePast(). However blocks including transactions which are only mature under the old rules are still accepted; this is *not* the soft-fork required to actually rely on the new constraint in production.
2015-10-23 09:02:24 -07:00
Mark Friedenbach
9d55050773 Add rules--presently disabled--for using GetMedianTimePast as endpoint for lock-time calculations
The lock-time code currently uses CBlock::nTime as the cutoff point for time based locked transactions. This has the unfortunate outcome of creating a perverse incentive for miners to lie about the time of a block in order to collect more fees by including transactions that by wall clock determination have not yet matured. By using CBlockIndex::GetMedianTimePast from the prior block instead, the self-interested miner no longer gains from generating blocks with fraudulent timestamps. Users can compensate for this change by simply adding an hour (3600 seconds) to their time-based lock times.

If enforced, this would be a soft-fork change. This commit only adds the functionality on an unexecuted code path, without changing the behaviour of Bitcoin Core.
2015-10-23 09:02:24 -07:00