Commit graph

22 commits

Author SHA1 Message Date
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
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
Alex Morcos
14e10aa842 Call estimate(Smart)Fee directly from CBlockPolicyEstimator 2017-04-10 13:56:50 -04:00
Alex Morcos
ae7327b832 Make feeEstimator its own global instance of CBlockPolicyEstimator 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
0315888d0d [test] Remove priority from tests
Remove all coin age priority functionality from unit tests and RPC tests.
2017-03-03 16:50:19 -05:00
Alex Morcos
fe282acd76 [cleanup] Remove estimatePriority and estimateSmartPriority
Unused everywhere now except one test.
2017-02-27 11:23:51 -05:00
Alex Morcos
ad82cb06ce Remove unnecessary min fee argument in CTxMemPool constructor 2017-01-17 13:21:35 -05:00
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
d824ad030e Disable fee estimates for a confirm target of 1 block 2016-11-29 12:18:44 -05:00
Pieter Wuille
b4e4ba475a Introduce convenience type CTransactionRef 2016-11-19 17:53:23 -08:00
Pieter Wuille
1662b437b3 Make CBlock::vtx a vector of shared_ptr<CTransaction> 2016-11-19 17:51:09 -08:00
Alex Morcos
b2322e0fc6 Remove priority estimation 2016-11-07 13:22:34 +01:00
Pieter Wuille
51f278329d Make removed and conflicted arguments optional to remove 2016-10-21 19:22:43 -07:00
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
288d85ddf2 Get rid of CTxMempool::lookup() entirely 2016-06-07 13:44:56 +02:00
Alex Morcos
c0353064dd Change GetPriority calculation.
Compute the value of inputs that already are in the chain at time of mempool entry and only increase priority due to aging for those inputs.  This effectively changes the CTxMemPoolEntry's GetPriority calculation from an upper bound to a lower bound.
2015-11-19 21:44:35 -05:00
Wladimir J. van der Laan
e92377fa7f
Merge pull request #6134
e304432 Pass reference to estimateSmartFee and cleanup whitespace (Suhas Daftuar)
56106a3 Expose RPC calls for estimatesmart functions (Alex Morcos)
e93a236 add estimateSmartFee to the unit test (Alex Morcos)
6303051 EstimateSmart functions consider mempool min fee (Alex Morcos)
f22ac4a Increase success threshold for fee estimation to 95% (Alex Morcos)
4fe2823 Change wallet and GUI code to use new smart fee estimation calls. (Alex Morcos)
22eca7d Add smart fee estimation functions (Alex Morcos)
2015-11-27 12:59:37 +01:00
Alex Morcos
e587bc3fd9 Implement helper class for CTxMemPoolEntry constructor
This is only for unit tests.
2015-11-16 20:41:32 -05:00
Alex Morcos
e93a236d7a add estimateSmartFee to the unit test 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
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