git / moonbite-core / src/policy/fees.h · raw

// Copyright (c) 2009-2010 Satoshi Nakamoto// Copyright (c) 2009-2020 The Bitcoin Core developers// Distributed under the MIT software license, see the accompanying// file COPYING or http://www.opensource.org/licenses/mit-license.php.#ifndef BITCOIN_POLICY_FEES_H#define BITCOIN_POLICY_FEES_H#include <amount.h>#include <policy/feerate.h>#include <uint256.h>#include <random.h>#include <sync.h>#include <map>#include <memory>#include <string>#include <vector>class CAutoFile;class CFeeRate;class CTxMemPoolEntry;class CTxMemPool;class TxConfirmStats;/* Identifier for each of the 3 different TxConfirmStats which will track * history over different time horizons. */enum class FeeEstimateHorizon {    SHORT_HALFLIFE = 0,    MED_HALFLIFE = 1,    LONG_HALFLIFE = 2};std::string StringForFeeEstimateHorizon(FeeEstimateHorizon horizon);/* Enumeration of reason for returned fee estimate */enum class FeeReason {    NONE,    HALF_ESTIMATE,    FULL_ESTIMATE,    DOUBLE_ESTIMATE,    CONSERVATIVE,    MEMPOOL_MIN,    PAYTXFEE,    FALLBACK,    REQUIRED,};/* Used to return detailed information about a feerate bucket */struct EstimatorBucket{    double start = -1;    double end = -1;    double withinTarget = 0;    double totalConfirmed = 0;    double inMempool = 0;    double leftMempool = 0;};/* Used to return detailed information about a fee estimate calculation */struct EstimationResult{    EstimatorBucket pass;    EstimatorBucket fail;    double decay = 0;    unsigned int scale = 0;};struct FeeCalculation{    EstimationResult est;    FeeReason reason = FeeReason::NONE;    int desiredTarget = 0;    int returnedTarget = 0;};/** \class CBlockPolicyEstimator * The BlockPolicyEstimator is used for estimating the feerate needed * for a transaction to be included in a block within a certain number of * blocks. * * At a high level the algorithm works by grouping transactions into buckets * based on having similar feerates and then tracking how long it * takes transactions in the various buckets to be mined.  It operates under * the assumption that in general transactions of higher feerate will be * included in blocks before transactions of lower feerate.   So for * example if you wanted to know what feerate you should put on a transaction to * be included in a block within the next 5 blocks, you would start by looking * at the bucket with the highest feerate transactions and verifying that a * sufficiently high percentage of them were confirmed within 5 blocks and * then you would look at the next highest feerate bucket, and so on, stopping at * the last bucket to pass the test.   The average feerate of transactions in this * bucket will give you an indication of the lowest feerate you can put on a * transaction and still have a sufficiently high chance of being confirmed * within your desired 5 blocks. * * Here is a brief description of the implementation: * When a transaction enters the mempool, we track the height of the block chain * at entry.  All further calculations are conducted only on this set of "seen" * transactions. Whenever a block comes in, we count the number of transactions * in each bucket and the total amount of feerate paid in each bucket. Then we * calculate how many blocks Y it took each transaction to be mined.  We convert * from a number of blocks to a number of periods Y' each encompassing "scale" * blocks.  This is tracked in 3 different data sets each up to a maximum * number of periods. Within each data set we have an array of counters in each * feerate bucket and we increment all the counters from Y' up to max periods * representing that a tx was successfully confirmed in less than or equal to * that many periods. We want to save a history of this information, so at any * time we have a counter of the total number of transactions that happened in a * given feerate bucket and the total number that were confirmed in each of the * periods or less for any bucket.  We save this history by keeping an * exponentially decaying moving average of each one of these stats.  This is * done for a different decay in each of the 3 data sets to keep relevant data * from different time horizons.  Furthermore we also keep track of the number * unmined (in mempool or left mempool without being included in a block) * transactions in each bucket and for how many blocks they have been * outstanding and use both of these numbers to increase the number of transactions * we've seen in that feerate bucket when calculating an estimate for any number * of confirmations below the number of blocks they've been outstanding. * *  We want to be able to estimate feerates that are needed on tx's to be included in * a certain number of blocks.  Every time a block is added to the best chain, this class records * stats on the transactions included in that block */class CBlockPolicyEstimator{private:    /** Track confirm delays up to 12 blocks for short horizon */    static constexpr unsigned int SHORT_BLOCK_PERIODS = 12;    static constexpr unsigned int SHORT_SCALE = 1;    /** Track confirm delays up to 48 blocks for medium horizon */    static constexpr unsigned int MED_BLOCK_PERIODS = 24;    static constexpr unsigned int MED_SCALE = 2;    /** Track confirm delays up to 1008 blocks for long horizon */    static constexpr unsigned int LONG_BLOCK_PERIODS = 42;    static constexpr unsigned int LONG_SCALE = 24;    /** Historical estimates that are older than this aren't valid */    static const unsigned int OLDEST_ESTIMATE_HISTORY = 6 * 1008;    /** Decay of .962 is a half-life of 18 blocks or about 3 hours */    static constexpr double SHORT_DECAY = .962;    /** Decay of .9952 is a half-life of 144 blocks or about 1 day */    static constexpr double MED_DECAY = .9952;    /** Decay of .99931 is a half-life of 1008 blocks or about 1 week */    static constexpr double LONG_DECAY = .99931;    /** Require greater than 60% of X feerate transactions to be confirmed within Y/2 blocks*/    static constexpr double HALF_SUCCESS_PCT = .6;    /** Require greater than 85% of X feerate transactions to be confirmed within Y blocks*/    static constexpr double SUCCESS_PCT = .85;    /** Require greater than 95% of X feerate transactions to be confirmed within 2 * Y blocks*/    static constexpr double DOUBLE_SUCCESS_PCT = .95;    /** Require an avg of 0.1 tx in the combined feerate bucket per block to have stat significance */    static constexpr double SUFFICIENT_FEETXS = 0.1;    /** Require an avg of 0.5 tx when using short decay since there are fewer blocks considered*/    static constexpr double SUFFICIENT_TXS_SHORT = 0.5;    /** Minimum and Maximum values for tracking feerates     * The MIN_BUCKET_FEERATE should just be set to the lowest reasonable feerate we     * might ever want to track.  Historically this has been 1000 since it was     * inheriting DEFAULT_MIN_RELAY_TX_FEE and changing it is disruptive as it     * invalidates old estimates files. So leave it at 1000 unless it becomes     * necessary to lower it, and then lower it substantially.     */    static constexpr double MIN_BUCKET_FEERATE = 1000;    static constexpr double MAX_BUCKET_FEERATE = 1e7;    /** Spacing of FeeRate buckets     * We have to lump transactions into buckets based on feerate, but we want to be able     * to give accurate estimates over a large range of potential feerates     * Therefore it makes sense to exponentially space the buckets     */    static constexpr double FEE_SPACING = 1.05;public:    /** Create new BlockPolicyEstimator and initialize stats tracking classes with default values */    CBlockPolicyEstimator();    ~CBlockPolicyEstimator();    /** Process all the transactions that have been included in a block */    void processBlock(unsigned int nBlockHeight,                      std::vector<const CTxMemPoolEntry*>& entries);    /** Process a transaction accepted to the mempool*/    void processTransaction(const CTxMemPoolEntry& entry, bool validFeeEstimate);    /** Remove a transaction from the mempool tracking stats*/    bool removeTx(uint256 hash, bool inBlock);    /** DEPRECATED. Return a feerate estimate */    CFeeRate estimateFee(int confTarget) const;    /** Estimate feerate needed to get be included in a block within confTarget     *  blocks. If no answer can be given at confTarget, return an estimate at     *  the closest target where one can be given.  'conservative' estimates are     *  valid over longer time horizons also.     */    CFeeRate estimateSmartFee(int confTarget, FeeCalculation *feeCalc, bool conservative) const;    /** Return a specific fee estimate calculation with a given success     * threshold and time horizon, and optionally return detailed data about     * calculation     */    CFeeRate estimateRawFee(int confTarget, double successThreshold, FeeEstimateHorizon horizon, EstimationResult *result = nullptr) const;    /** Write estimation data to a file */    bool Write(CAutoFile& fileout) const;    /** Read estimation data from a file */    bool Read(CAutoFile& filein);    /** Empty mempool transactions on shutdown to record failure to confirm for txs still in mempool */    void FlushUnconfirmed();    /** Calculation of highest target that estimates are tracked for */    unsigned int HighestTargetTracked(FeeEstimateHorizon horizon) const;private:    mutable RecursiveMutex m_cs_fee_estimator;    unsigned int nBestSeenHeight GUARDED_BY(m_cs_fee_estimator);    unsigned int firstRecordedHeight GUARDED_BY(m_cs_fee_estimator);    unsigned int historicalFirst GUARDED_BY(m_cs_fee_estimator);    unsigned int historicalBest GUARDED_BY(m_cs_fee_estimator);    struct TxStatsInfo    {        unsigned int blockHeight;        unsigned int bucketIndex;        TxStatsInfo() : blockHeight(0), bucketIndex(0) {}    };    // map of txids to information about that transaction    std::map<uint256, TxStatsInfo> mapMemPoolTxs GUARDED_BY(m_cs_fee_estimator);    /** Classes to track historical data on transaction confirmations */    std::unique_ptr<TxConfirmStats> feeStats PT_GUARDED_BY(m_cs_fee_estimator);    std::unique_ptr<TxConfirmStats> shortStats PT_GUARDED_BY(m_cs_fee_estimator);    std::unique_ptr<TxConfirmStats> longStats PT_GUARDED_BY(m_cs_fee_estimator);    unsigned int trackedTxs GUARDED_BY(m_cs_fee_estimator);    unsigned int untrackedTxs GUARDED_BY(m_cs_fee_estimator);    std::vector<double> buckets GUARDED_BY(m_cs_fee_estimator); // The upper-bound of the range for the bucket (inclusive)    std::map<double, unsigned int> bucketMap GUARDED_BY(m_cs_fee_estimator); // Map of bucket upper-bound to index into all vectors by bucket    /** Process a transaction confirmed in a block*/    bool processBlockTx(unsigned int nBlockHeight, const CTxMemPoolEntry* entry) EXCLUSIVE_LOCKS_REQUIRED(m_cs_fee_estimator);    /** Helper for estimateSmartFee */    double estimateCombinedFee(unsigned int confTarget, double successThreshold, bool checkShorterHorizon, EstimationResult *result) const EXCLUSIVE_LOCKS_REQUIRED(m_cs_fee_estimator);    /** Helper for estimateSmartFee */    double estimateConservativeFee(unsigned int doubleTarget, EstimationResult *result) const EXCLUSIVE_LOCKS_REQUIRED(m_cs_fee_estimator);    /** Number of blocks of data recorded while fee estimates have been running */    unsigned int BlockSpan() const EXCLUSIVE_LOCKS_REQUIRED(m_cs_fee_estimator);    /** Number of blocks of recorded fee estimate data represented in saved data file */    unsigned int HistoricalBlockSpan() const EXCLUSIVE_LOCKS_REQUIRED(m_cs_fee_estimator);    /** Calculation of highest target that reasonable estimate can be provided for */    unsigned int MaxUsableEstimate() const EXCLUSIVE_LOCKS_REQUIRED(m_cs_fee_estimator);};class FeeFilterRounder{private:    static constexpr double MAX_FILTER_FEERATE = 1e7;    /** FEE_FILTER_SPACING is just used to provide some quantization of fee     * filter results.  Historically it reused FEE_SPACING, but it is completely     * unrelated, and was made a separate constant so the two concepts are not     * tied together */    static constexpr double FEE_FILTER_SPACING = 1.1;public:    /** Create new FeeFilterRounder */    explicit FeeFilterRounder(const CFeeRate& minIncrementalFee);    /** Quantize a minimum fee for privacy purpose before broadcast. Not thread-safe due to use of FastRandomContext */    CAmount round(CAmount currentMinFee);private:    std::set<double> feeset;    FastRandomContext insecure_rand;};#endif // BITCOIN_POLICY_FEES_H