3a3a9f9 Ignore old format estimation file (Murch)
Pull request description:
The fee estimation data format changed from 0.14.x to 0.15.0, so we should no longer read the old data. H/T @jnewbery, @morcos
Pending testing.
Tree-SHA512: c8e3824dbdd8f6730133d5ad20b00995e9a63ab54431158a91e2f4d2aba5763b8aa698bce1fffca2713ba3a162e23d8fcd6e3efb9847b015c2e1e8725398150b
55509f1 Document assumptions that are being made to avoid division by zero (practicalswift)
Pull request description:
Document assumptions (via `assert(…)`:s) that are being made to avoid division by zero.
Rationale:
* Make it clear to human reviewers and non-human static analyzers that what might look like potential division by zero cases are written the way they are intentionally (these cases are currently flagged by various static analyzers).
Tree-SHA512: bbb67b1370afd8f39bda35f9e3a20f4325f017d94cc1bfac3b0d36c9f34c2d95a9efe11efe44db29fb4aadd25d8276d8f0e03c8806ac64f0d21d821912e13b8e
This resolves an issue where estimatesmartfee would return 999
sat/byte instead of 1000, due to floating point loss of precision
Thanks to sipa for suggesting is_integral.
Change parameter for conservative estimates to be an estimate_mode string.
Change to never return a -1 for failure but to instead omit the feerate and
return an error string. Throw JSONRPC error on invalid nblocks parameter.
11590d3 Properly bound check conf_target in wallet RPC calls (Alex Morcos)
fd29d3d Remove checking of mempool min fee from estimateSmartFee. (Alex Morcos)
2fffaa9 Make QT fee displays use GetMinimumFee instead of estimateSmartFee (Alex Morcos)
1983ca6 Use CoinControl to pass custom fee setting from QT. (Alex Morcos)
03ee701 Refactor to use CoinControl in GetMinimumFee and FeeBumper (Alex Morcos)
ecd81df Make CoinControl a required argument to CreateTransaction (Alex Morcos)
Pull request description:
This builds on #10589 (first 5 commits from that PR, last 5 commits are new)
The first couple commits refactor to use the CCoinControl class to pass fee calculation parameters around.
This allows for fixing the buggy interaction in QT between the global payTxFee which can be modified by the RPC call settxfee or temporarily modified by the QT custom fee settings. Before these changes the GUI could sometimes send a transaction with a recently set payTxFee and not respect the settings displayed in the GUI. After these changes, using the GUI does not involve the global transaction confirm target or payTxFee.
The prospective fee displays in the smart fee slider and the coin control dialog are changed to use the fee calculation from GetMinimumFee, this simplifies the code and makes them slightly more correct in edge cases.
Maxing the fee calculation with the mempool min fee is move from estimateSmartFee to GetMinimumFee.
This fixes a long standing bug, and should be tagged for 0.15 as it is holding up finalizing the estimatesmartfee RPC API before release.
Tree-SHA512: 4d36a1bd5934aa62f3806d380fcafbef73e9fe5bdf190fc5259a3e3a13349e5ce796e50e7068c46dc630ccf56d061bce5804f0bfe2e082bb01ca725b63efd4c1
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.
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
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).
```
$ 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
```
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
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.. )
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.
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.
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.
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.
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.
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.
