We want to be able to estimate feerates that are needed on tx's to be included in a certain number of blocks. More...

#include <fees.h>

Collaboration diagram for CBlockPolicyEstimator:

Classes
struct	TxStatsInfo

Public Member Functions
	CBlockPolicyEstimator ()
	Create new BlockPolicyEstimator and initialize stats tracking classes with default values. More...

	~CBlockPolicyEstimator ()

void	processBlock (unsigned int nBlockHeight, std::vector< const CTxMemPoolEntry *> &entries)
	Process all the transactions that have been included in a block. More...

void	processTransaction (const CTxMemPoolEntry &entry, bool validFeeEstimate)
	Process a transaction accepted to the mempool. More...

bool	removeTx (uint256 hash, bool inBlock)
	Remove a transaction from the mempool tracking stats. More...

CFeeRate	estimateFee (int confTarget) const
	DEPRECATED. More...

CFeeRate	estimateSmartFee (int confTarget, FeeCalculation *feeCalc, bool conservative) const
	Estimate feerate needed to get be included in a block within confTarget blocks. More...

CFeeRate	estimateRawFee (int confTarget, double successThreshold, FeeEstimateHorizon horizon, EstimationResult *result=nullptr) const
	Return a specific fee estimate calculation with a given success threshold and time horizon, and optionally return detailed data about calculation. More...

bool	Write (CAutoFile &fileout) const
	Write estimation data to a file. More...

bool	Read (CAutoFile &filein)
	Read estimation data from a file. More...

void	FlushUnconfirmed (CTxMemPool &pool)
	Empty mempool transactions on shutdown to record failure to confirm for txs still in mempool. More...

unsigned int	HighestTargetTracked (FeeEstimateHorizon horizon) const
	Calculation of highest target that estimates are tracked for. More...

Private Member Functions
bool	processBlockTx (unsigned int nBlockHeight, const CTxMemPoolEntry *entry)
	Process a transaction confirmed in a block. More...

double	estimateCombinedFee (unsigned int confTarget, double successThreshold, bool checkShorterHorizon, EstimationResult *result) const
	Helper for estimateSmartFee. More...

double	estimateConservativeFee (unsigned int doubleTarget, EstimationResult *result) const
	Helper for estimateSmartFee. More...

unsigned int	BlockSpan () const
	Number of blocks of data recorded while fee estimates have been running. More...

unsigned int	HistoricalBlockSpan () const
	Number of blocks of recorded fee estimate data represented in saved data file. More...

unsigned int	MaxUsableEstimate () const
	Calculation of highest target that reasonable estimate can be provided for. More...

Private Attributes
unsigned int	nBestSeenHeight

unsigned int	firstRecordedHeight

unsigned int	historicalFirst

unsigned int	historicalBest

std::map< uint256, TxStatsInfo >	mapMemPoolTxs

std::unique_ptr< TxConfirmStats >	feeStats
	Classes to track historical data on transaction confirmations. More...

std::unique_ptr< TxConfirmStats >	shortStats

std::unique_ptr< TxConfirmStats >	longStats

unsigned int	trackedTxs

unsigned int	untrackedTxs

std::vector< double >	buckets

std::map< double, unsigned int >	bucketMap

CCriticalSection	cs_feeEstimator

Static Private Attributes
static constexpr unsigned int	SHORT_BLOCK_PERIODS = 12
	Track confirm delays up to 12 blocks for short horizon. More...

static constexpr unsigned int	SHORT_SCALE = 1

static constexpr unsigned int	MED_BLOCK_PERIODS = 24
	Track confirm delays up to 48 blocks for medium horizon. More...

static constexpr unsigned int	MED_SCALE = 2

static constexpr unsigned int	LONG_BLOCK_PERIODS = 42
	Track confirm delays up to 1008 blocks for long horizon. More...

static constexpr unsigned int	LONG_SCALE = 24

static const unsigned int	OLDEST_ESTIMATE_HISTORY = 6 * 1008
	Historical estimates that are older than this aren't valid. More...

static constexpr double	SHORT_DECAY = .962
	Decay of .962 is a half-life of 18 blocks or about 45 minutes. More...

static constexpr double	MED_DECAY = .9952
	Decay of .998 is a half-life of 144 blocks or about 6 hours. More...

static constexpr double	LONG_DECAY = .99931
	Decay of .9995 is a half-life of 1008 blocks or about 2 days. More...

static constexpr double	HALF_SUCCESS_PCT = .6
	Require greater than 60% of X feerate transactions to be confirmed within Y/2 blocks. More...

static constexpr double	SUCCESS_PCT = .85
	Require greater than 85% of X feerate transactions to be confirmed within Y blocks. More...

static constexpr double	DOUBLE_SUCCESS_PCT = .95
	Require greater than 95% of X feerate transactions to be confirmed within 2 * Y blocks. More...

static constexpr double	SUFFICIENT_FEETXS = 0.1
	Require an avg of 0.1 tx in the combined feerate bucket per block to have stat significance. More...

static constexpr double	SUFFICIENT_TXS_SHORT = 0.5
	Require an avg of 0.5 tx when using short decay since there are fewer blocks considered. More...

static constexpr double	MIN_BUCKET_FEERATE = 1000
	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. More...

static constexpr double	MAX_BUCKET_FEERATE = 1e7

static constexpr double	FEE_SPACING = 1.05
	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. More...

Detailed Description

We want to be able to estimate feerates that are needed on tx's to be included in a certain number of blocks.

The BlockPolicyEstimator is used for estimating the feerate needed for a transaction to be included in a block within 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

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 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.

Definition at line 138 of file fees.h.

Constructor & Destructor Documentation

◆ CBlockPolicyEstimator()

CBlockPolicyEstimator::CBlockPolicyEstimator ( )

Create new BlockPolicyEstimator and initialize stats tracking classes with default values.

Definition at line 527 of file fees.cpp.

References bucketMap, buckets, FEE_SPACING, feeStats, INF_FEERATE, LONG_BLOCK_PERIODS, LONG_DECAY, LONG_SCALE, longStats, MAX_BUCKET_FEERATE, MED_BLOCK_PERIODS, MED_DECAY, MED_SCALE, MIN_BUCKET_FEERATE, SHORT_BLOCK_PERIODS, SHORT_DECAY, SHORT_SCALE, and shortStats.

◆ ~CBlockPolicyEstimator()

CBlockPolicyEstimator::~CBlockPolicyEstimator ( )

Definition at line 545 of file fees.cpp.

Member Function Documentation

◆ BlockSpan()

unsigned int CBlockPolicyEstimator::BlockSpan ( ) const

private

Number of blocks of data recorded while fee estimates have been running.

Definition at line 728 of file fees.cpp.

References firstRecordedHeight, and nBestSeenHeight.

Referenced by MaxUsableEstimate(), processBlock(), and Write().

◆ estimateCombinedFee()

double CBlockPolicyEstimator::estimateCombinedFee	(	unsigned int	confTarget,
		double	successThreshold,
		bool	checkShorterHorizon,
		EstimationResult *	result
	)		const

private

Helper for estimateSmartFee.

Return a fee estimate at the required successThreshold from the shortest time horizon which tracks confirmations up to the desired target.

If checkShorterHorizon is requested, also allow short time horizon estimates for a lower target to reduce the given answer

Definition at line 756 of file fees.cpp.

References feeStats, longStats, nBestSeenHeight, shortStats, SUFFICIENT_FEETXS, and SUFFICIENT_TXS_SHORT.

Referenced by estimateSmartFee().

◆ estimateConservativeFee()

double CBlockPolicyEstimator::estimateConservativeFee	(	unsigned int	doubleTarget,
		EstimationResult *	result
	)		const

private

Helper for estimateSmartFee.

Ensure that for a conservative estimate, the DOUBLE_SUCCESS_PCT is also met at 2 * target for any longer time horizons.

Definition at line 795 of file fees.cpp.

References DOUBLE_SUCCESS_PCT, feeStats, longStats, nBestSeenHeight, and SUFFICIENT_FEETXS.

Referenced by estimateSmartFee().

◆ estimateFee()

CFeeRate CBlockPolicyEstimator::estimateFee ( int confTarget ) const

DEPRECATED.

Return a feerate estimate

Definition at line 663 of file fees.cpp.

References DOUBLE_SUCCESS_PCT, estimateRawFee(), and MED_HALFLIFE.

Referenced by estimatefee().

◆ estimateRawFee()

CFeeRate CBlockPolicyEstimator::estimateRawFee	(	int	confTarget,
		double	successThreshold,
		FeeEstimateHorizon	horizon,
		EstimationResult *	result = `nullptr`
	)		const

Return a specific fee estimate calculation with a given success threshold and time horizon, and optionally return detailed data about calculation.

Definition at line 672 of file fees.cpp.

References cs_feeEstimator, TxConfirmStats::EstimateMedianVal(), feeStats, TxConfirmStats::GetMaxConfirms(), LOCK, LONG_HALFLIFE, longStats, MED_HALFLIFE, nBestSeenHeight, SHORT_HALFLIFE, shortStats, SUFFICIENT_FEETXS, and SUFFICIENT_TXS_SHORT.

Referenced by estimateFee(), and estimaterawfee().

◆ estimateSmartFee()

CFeeRate CBlockPolicyEstimator::estimateSmartFee	(	int	confTarget,
		FeeCalculation *	feeCalc,
		bool	conservative
	)		const

Estimate feerate needed to get be included in a block within confTarget blocks.

estimateSmartFee returns the max of the feerates calculated with a 60% threshold required at target / 2, an 85% threshold required at target and a 95% threshold required at 2 * target.

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.

Each calculation is performed at the shortest time horizon which tracks the required target. Conservative estimates, however, required the 95% threshold at 2 * target be met for any longer time horizons also.

true is passed to estimateCombined fee for target/2 and target so that we check the max confirms for shorter time horizons as well. This is necessary to preserve monotonically increasing estimates. For non-conservative estimates we do the same thing for 2*target, but for conservative estimates we want to skip these shorter horizons checks for 2*target because we are taking the max over all time horizons so we already have monotonically increasing estimates and the purpose of conservative estimates is not to let short term fluctuations lower our estimates by too much.

Definition at line 819 of file fees.cpp.

References CONSERVATIVE, cs_feeEstimator, FeeCalculation::desiredTarget, DOUBLE_ESTIMATE, DOUBLE_SUCCESS_PCT, FeeCalculation::est, estimateCombinedFee(), estimateConservativeFee(), FULL_ESTIMATE, HALF_ESTIMATE, HALF_SUCCESS_PCT, LOCK, longStats, MaxUsableEstimate(), FeeCalculation::reason, FeeCalculation::returnedTarget, and SUCCESS_PCT.

Referenced by CTransactionBuilder::CTransactionBuilder(), estimatesmartfee(), GetDiscardRate(), and GetMinimumFee().

◆ FlushUnconfirmed()

void CBlockPolicyEstimator::FlushUnconfirmed ( CTxMemPool & pool )

Empty mempool transactions on shutdown to record failure to confirm for txs still in mempool.

Definition at line 983 of file fees.cpp.

References cs_feeEstimator, BCLog::ESTIMATEFEE, GetTimeMicros(), LOCK, LogPrint, CTxMemPool::queryHashes(), and removeTx().

Referenced by PrepareShutdown().

◆ HighestTargetTracked()

unsigned int CBlockPolicyEstimator::HighestTargetTracked ( FeeEstimateHorizon horizon ) const

Calculation of highest target that estimates are tracked for.

Definition at line 710 of file fees.cpp.

References feeStats, LONG_HALFLIFE, longStats, MED_HALFLIFE, SHORT_HALFLIFE, and shortStats.

Referenced by estimaterawfee(), GetDiscardRate(), and ParseConfirmTarget().

◆ HistoricalBlockSpan()

unsigned int CBlockPolicyEstimator::HistoricalBlockSpan ( ) const

private

Number of blocks of recorded fee estimate data represented in saved data file.

Definition at line 736 of file fees.cpp.

References historicalBest, historicalFirst, nBestSeenHeight, and OLDEST_ESTIMATE_HISTORY.

Referenced by MaxUsableEstimate(), processBlock(), and Write().

◆ MaxUsableEstimate()

unsigned int CBlockPolicyEstimator::MaxUsableEstimate ( ) const

private

Calculation of highest target that reasonable estimate can be provided for.

Definition at line 746 of file fees.cpp.

References BlockSpan(), HistoricalBlockSpan(), and longStats.

Referenced by estimateSmartFee(), and processBlock().

◆ processBlock()

void CBlockPolicyEstimator::processBlock	(	unsigned int	nBlockHeight,
		std::vector< const CTxMemPoolEntry *> &	entries
	)

Process all the transactions that have been included in a block.

Definition at line 614 of file fees.cpp.

References BlockSpan(), cs_feeEstimator, BCLog::ESTIMATEFEE, feeStats, firstRecordedHeight, HistoricalBlockSpan(), LOCK, LogPrint, longStats, mapMemPoolTxs, MaxUsableEstimate(), nBestSeenHeight, processBlockTx(), shortStats, trackedTxs, and untrackedTxs.

Referenced by CTxMemPool::removeForBlock().

◆ processBlockTx()

bool CBlockPolicyEstimator::processBlockTx	(	unsigned int	nBlockHeight,
		const CTxMemPoolEntry *	entry
	)

private

Process a transaction confirmed in a block.

Definition at line 587 of file fees.cpp.

References BCLog::ESTIMATEFEE, feeStats, CTxMemPoolEntry::GetFee(), CTransaction::GetHash(), CTxMemPoolEntry::GetHeight(), CTxMemPoolEntry::GetTx(), CTxMemPoolEntry::GetTxSize(), LogPrint, longStats, removeTx(), and shortStats.

Referenced by processBlock().

◆ processTransaction()

void CBlockPolicyEstimator::processTransaction	(	const CTxMemPoolEntry &	entry,
		bool	validFeeEstimate
	)

Process a transaction accepted to the mempool.

Definition at line 549 of file fees.cpp.

References cs_feeEstimator, BCLog::ESTIMATEFEE, feeStats, CTxMemPoolEntry::GetFee(), CTransaction::GetHash(), CTxMemPoolEntry::GetHeight(), CTxMemPoolEntry::GetTx(), CTxMemPoolEntry::GetTxSize(), LOCK, LogPrint, longStats, mapMemPoolTxs, nBestSeenHeight, shortStats, base_blob< BITS >::ToString(), trackedTxs, and untrackedTxs.

Referenced by CTxMemPool::addUnchecked().

◆ Read()

bool CBlockPolicyEstimator::Read ( CAutoFile & filein )

Read estimation data from a file.

Definition at line 923 of file fees.cpp.

References bucketMap, buckets, CLIENT_VERSION, cs_feeEstimator, error(), feeStats, historicalBest, historicalFirst, LOCK, LogPrintf, LONG_BLOCK_PERIODS, LONG_DECAY, LONG_SCALE, longStats, MED_BLOCK_PERIODS, MED_DECAY, MED_SCALE, nBestSeenHeight, SHORT_BLOCK_PERIODS, SHORT_DECAY, SHORT_SCALE, and shortStats.

Referenced by AppInitMain().

◆ removeTx()

bool CBlockPolicyEstimator::removeTx	(	uint256	hash,
		bool	inBlock
	)

Remove a transaction from the mempool tracking stats.

Definition at line 512 of file fees.cpp.

References cs_feeEstimator, feeStats, LOCK, longStats, mapMemPoolTxs, nBestSeenHeight, and shortStats.

Referenced by FlushUnconfirmed(), processBlockTx(), and CTxMemPool::removeUnchecked().

◆ Write()

bool CBlockPolicyEstimator::Write ( CAutoFile & fileout ) const

Write estimation data to a file.

Definition at line 898 of file fees.cpp.

References BlockSpan(), buckets, CLIENT_VERSION, cs_feeEstimator, feeStats, fileout, firstRecordedHeight, historicalBest, HistoricalBlockSpan(), historicalFirst, LOCK, LogPrintf, longStats, nBestSeenHeight, and shortStats.

Referenced by PrepareShutdown().

Member Data Documentation

◆ bucketMap

std::map<double, unsigned int> CBlockPolicyEstimator::bucketMap

private

Definition at line 257 of file fees.h.

Referenced by CBlockPolicyEstimator(), and Read().

◆ buckets

std::vector<double> CBlockPolicyEstimator::buckets

private

Definition at line 256 of file fees.h.

Referenced by CBlockPolicyEstimator(), Read(), and Write().

◆ cs_feeEstimator

CCriticalSection CBlockPolicyEstimator::cs_feeEstimator

mutableprivate

Definition at line 259 of file fees.h.

Referenced by estimateRawFee(), estimateSmartFee(), FlushUnconfirmed(), processBlock(), processTransaction(), Read(), removeTx(), and Write().

◆ DOUBLE_SUCCESS_PCT

constexpr double CBlockPolicyEstimator::DOUBLE_SUCCESS_PCT = .95

staticprivate

Require greater than 95% of X feerate transactions to be confirmed within 2 * Y blocks.

Definition at line 165 of file fees.h.

Referenced by estimateConservativeFee(), estimateFee(), and estimateSmartFee().

◆ FEE_SPACING

constexpr double CBlockPolicyEstimator::FEE_SPACING = 1.05

staticprivate

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.

Definition at line 187 of file fees.h.

Referenced by CBlockPolicyEstimator().

◆ feeStats

std::unique_ptr<TxConfirmStats> CBlockPolicyEstimator::feeStats

private

Classes to track historical data on transaction confirmations.

Definition at line 249 of file fees.h.

Referenced by CBlockPolicyEstimator(), estimateCombinedFee(), estimateConservativeFee(), estimateRawFee(), HighestTargetTracked(), processBlock(), processBlockTx(), processTransaction(), Read(), removeTx(), and Write().

◆ firstRecordedHeight

unsigned int CBlockPolicyEstimator::firstRecordedHeight

private

Definition at line 234 of file fees.h.

Referenced by BlockSpan(), processBlock(), and Write().

◆ HALF_SUCCESS_PCT

constexpr double CBlockPolicyEstimator::HALF_SUCCESS_PCT = .6

staticprivate

Require greater than 60% of X feerate transactions to be confirmed within Y/2 blocks.

Definition at line 161 of file fees.h.

Referenced by estimateSmartFee().

◆ historicalBest

unsigned int CBlockPolicyEstimator::historicalBest

private

Definition at line 236 of file fees.h.

Referenced by HistoricalBlockSpan(), Read(), and Write().

◆ historicalFirst

unsigned int CBlockPolicyEstimator::historicalFirst

private

Definition at line 235 of file fees.h.

Referenced by HistoricalBlockSpan(), Read(), and Write().

◆ LONG_BLOCK_PERIODS

constexpr unsigned int CBlockPolicyEstimator::LONG_BLOCK_PERIODS = 42

staticprivate

Track confirm delays up to 1008 blocks for long horizon.

Definition at line 148 of file fees.h.

Referenced by CBlockPolicyEstimator(), and Read().

◆ LONG_DECAY

constexpr double CBlockPolicyEstimator::LONG_DECAY = .99931

staticprivate

Decay of .9995 is a half-life of 1008 blocks or about 2 days.

Definition at line 158 of file fees.h.

Referenced by CBlockPolicyEstimator(), and Read().

◆ LONG_SCALE

constexpr unsigned int CBlockPolicyEstimator::LONG_SCALE = 24

staticprivate

Definition at line 149 of file fees.h.

Referenced by CBlockPolicyEstimator(), and Read().

◆ longStats

std::unique_ptr<TxConfirmStats> CBlockPolicyEstimator::longStats

private

Definition at line 251 of file fees.h.

Referenced by CBlockPolicyEstimator(), estimateCombinedFee(), estimateConservativeFee(), estimateRawFee(), estimateSmartFee(), HighestTargetTracked(), MaxUsableEstimate(), processBlock(), processBlockTx(), processTransaction(), Read(), removeTx(), and Write().

◆ mapMemPoolTxs

std::map<uint256, TxStatsInfo> CBlockPolicyEstimator::mapMemPoolTxs

private

Definition at line 246 of file fees.h.

Referenced by processBlock(), processTransaction(), and removeTx().

◆ MAX_BUCKET_FEERATE

constexpr double CBlockPolicyEstimator::MAX_BUCKET_FEERATE = 1e7

staticprivate

Definition at line 180 of file fees.h.

Referenced by CBlockPolicyEstimator().

◆ MED_BLOCK_PERIODS

constexpr unsigned int CBlockPolicyEstimator::MED_BLOCK_PERIODS = 24

staticprivate

Track confirm delays up to 48 blocks for medium horizon.

Definition at line 145 of file fees.h.

Referenced by CBlockPolicyEstimator(), and Read().

◆ MED_DECAY

constexpr double CBlockPolicyEstimator::MED_DECAY = .9952

staticprivate

Decay of .998 is a half-life of 144 blocks or about 6 hours.

Definition at line 156 of file fees.h.

Referenced by CBlockPolicyEstimator(), and Read().

◆ MED_SCALE

constexpr unsigned int CBlockPolicyEstimator::MED_SCALE = 2

staticprivate

Definition at line 146 of file fees.h.

Referenced by CBlockPolicyEstimator(), and Read().

◆ MIN_BUCKET_FEERATE

constexpr double CBlockPolicyEstimator::MIN_BUCKET_FEERATE = 1000

staticprivate

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.

Definition at line 179 of file fees.h.

Referenced by CBlockPolicyEstimator().

◆ nBestSeenHeight

unsigned int CBlockPolicyEstimator::nBestSeenHeight

private

Definition at line 233 of file fees.h.

Referenced by BlockSpan(), estimateCombinedFee(), estimateConservativeFee(), estimateRawFee(), HistoricalBlockSpan(), processBlock(), processTransaction(), Read(), removeTx(), and Write().

◆ OLDEST_ESTIMATE_HISTORY

const unsigned int CBlockPolicyEstimator::OLDEST_ESTIMATE_HISTORY = 6 * 1008

staticprivate

Historical estimates that are older than this aren't valid.

Definition at line 151 of file fees.h.

Referenced by HistoricalBlockSpan().

◆ SHORT_BLOCK_PERIODS

constexpr unsigned int CBlockPolicyEstimator::SHORT_BLOCK_PERIODS = 12

staticprivate

Track confirm delays up to 12 blocks for short horizon.

Definition at line 142 of file fees.h.

Referenced by CBlockPolicyEstimator(), and Read().

◆ SHORT_DECAY

constexpr double CBlockPolicyEstimator::SHORT_DECAY = .962

staticprivate

Decay of .962 is a half-life of 18 blocks or about 45 minutes.

Definition at line 154 of file fees.h.

Referenced by CBlockPolicyEstimator(), and Read().

◆ SHORT_SCALE

constexpr unsigned int CBlockPolicyEstimator::SHORT_SCALE = 1

staticprivate

Definition at line 143 of file fees.h.

Referenced by CBlockPolicyEstimator(), and Read().

◆ shortStats

std::unique_ptr<TxConfirmStats> CBlockPolicyEstimator::shortStats

private

Definition at line 250 of file fees.h.

Referenced by CBlockPolicyEstimator(), estimateCombinedFee(), estimateRawFee(), HighestTargetTracked(), processBlock(), processBlockTx(), processTransaction(), Read(), removeTx(), and Write().

◆ SUCCESS_PCT

constexpr double CBlockPolicyEstimator::SUCCESS_PCT = .85

staticprivate

Require greater than 85% of X feerate transactions to be confirmed within Y blocks.

Definition at line 163 of file fees.h.

Referenced by estimateSmartFee().

◆ SUFFICIENT_FEETXS

constexpr double CBlockPolicyEstimator::SUFFICIENT_FEETXS = 0.1

staticprivate

Require an avg of 0.1 tx in the combined feerate bucket per block to have stat significance.

Definition at line 168 of file fees.h.

Referenced by estimateCombinedFee(), estimateConservativeFee(), and estimateRawFee().

◆ SUFFICIENT_TXS_SHORT

constexpr double CBlockPolicyEstimator::SUFFICIENT_TXS_SHORT = 0.5

staticprivate

Require an avg of 0.5 tx when using short decay since there are fewer blocks considered.

Definition at line 170 of file fees.h.

Referenced by estimateCombinedFee(), and estimateRawFee().

◆ trackedTxs

unsigned int CBlockPolicyEstimator::trackedTxs

private

Definition at line 253 of file fees.h.

Referenced by processBlock(), and processTransaction().

◆ untrackedTxs

unsigned int CBlockPolicyEstimator::untrackedTxs

private

Definition at line 254 of file fees.h.

Referenced by processBlock(), and processTransaction().

The documentation for this class was generated from the following files:

src/policy/fees.h
src/policy/fees.cpp

Dash Core Source Documentation (0.16.0.1)

Classes

Public Member Functions

Private Member Functions

Private Attributes

Static Private Attributes

Detailed Description

Constructor & Destructor Documentation

◆ CBlockPolicyEstimator()

◆ ~CBlockPolicyEstimator()

Member Function Documentation

◆ BlockSpan()

◆ estimateCombinedFee()

◆ estimateConservativeFee()

◆ estimateFee()

◆ estimateRawFee()

◆ estimateSmartFee()

◆ FlushUnconfirmed()

◆ HighestTargetTracked()

◆ HistoricalBlockSpan()

◆ MaxUsableEstimate()

◆ processBlock()

◆ processBlockTx()

◆ processTransaction()

◆ Read()

◆ removeTx()

◆ Write()

Member Data Documentation

◆ bucketMap

◆ buckets

◆ cs_feeEstimator

◆ DOUBLE_SUCCESS_PCT

◆ FEE_SPACING

◆ feeStats

◆ firstRecordedHeight

◆ HALF_SUCCESS_PCT

◆ historicalBest

◆ historicalFirst

◆ LONG_BLOCK_PERIODS

◆ LONG_DECAY

◆ LONG_SCALE

◆ longStats

◆ mapMemPoolTxs

◆ MAX_BUCKET_FEERATE

◆ MED_BLOCK_PERIODS

◆ MED_DECAY

◆ MED_SCALE

◆ MIN_BUCKET_FEERATE

◆ nBestSeenHeight

◆ OLDEST_ESTIMATE_HISTORY

◆ SHORT_BLOCK_PERIODS

◆ SHORT_DECAY

◆ SHORT_SCALE

◆ shortStats

◆ SUCCESS_PCT

◆ SUFFICIENT_FEETXS

◆ SUFFICIENT_TXS_SHORT

◆ trackedTxs

◆ untrackedTxs