We will instantiate an instance of this class to track transactions that were included in a block. More...

Public Member Functions
	TxConfirmStats (const std::vector< double > &defaultBuckets, const std::map< double, unsigned int > &defaultBucketMap, unsigned int maxPeriods, double decay, unsigned int scale)
	Create new TxConfirmStats. More...

void	ClearCurrent (unsigned int nBlockHeight)
	Roll the circular buffer for unconfirmed txs. More...

void	Record (int blocksToConfirm, double val)
	Record a new transaction data point in the current block stats. More...

unsigned int	NewTx (unsigned int nBlockHeight, double val)
	Record a new transaction entering the mempool. More...

void	removeTx (unsigned int entryHeight, unsigned int nBestSeenHeight, unsigned int bucketIndex, bool inBlock)
	Remove a transaction from mempool tracking stats. More...

void	UpdateMovingAverages ()
	Update our estimates by decaying our historical moving average and updating with the data gathered from the current block. More...

double	EstimateMedianVal (int confTarget, double sufficientTxVal, double minSuccess, bool requireGreater, unsigned int nBlockHeight, EstimationResult *result=nullptr) const
	Calculate a feerate estimate. More...

unsigned int	GetMaxConfirms () const
	Return the max number of confirms we're tracking. More...

void	Write (CAutoFile &fileout) const
	Write state of estimation data to a file. More...

void	Read (CAutoFile &filein, int nFileVersion, size_t numBuckets)
	Read saved state of estimation data from a file and replace all internal data structures and variables with this state. More...

Private Member Functions
void	resizeInMemoryCounters (size_t newbuckets)

Private Attributes
const std::vector< double > &	buckets

const std::map< double, unsigned int > &	bucketMap

std::vector< double >	txCtAvg

std::vector< std::vector< double > >	confAvg

std::vector< std::vector< double > >	failAvg

std::vector< double >	avg

double	decay

unsigned int	scale

std::vector< std::vector< int > >	unconfTxs

std::vector< int >	oldUnconfTxs

Detailed Description

We will instantiate an instance of this class to track transactions that were included in a block.

We will lump transactions into a bucket according to their approximate feerate and then track how long it took for those txs to be included in a block

The tracking of unconfirmed (mempool) transactions is completely independent of the historical tracking of transactions that have been confirmed in a block.

Definition at line 72 of file fees.cpp.

Constructor & Destructor Documentation

◆ TxConfirmStats()

TxConfirmStats::TxConfirmStats	(	const std::vector< double > &	defaultBuckets,
		const std::map< double, unsigned int > &	defaultBucketMap,
		unsigned int	maxPeriods,
		double	decay,
		unsigned int	scale
	)

Create new TxConfirmStats.

This is called by BlockPolicyEstimator's constructor with default values.

Parameters

defaultBuckets	contains the upper limits for the bucket boundaries
maxPeriods	max number of periods to track
decay	how much to decay the historical moving average per block

Definition at line 175 of file fees.cpp.

References avg, buckets, confAvg, decay, failAvg, resizeInMemoryCounters(), scale, and txCtAvg.

Member Function Documentation

◆ ClearCurrent()

void TxConfirmStats::ClearCurrent ( unsigned int nBlockHeight )

Roll the circular buffer for unconfirmed txs.

Definition at line 208 of file fees.cpp.

References buckets, oldUnconfTxs, and unconfTxs.

◆ EstimateMedianVal()

double TxConfirmStats::EstimateMedianVal	(	int	confTarget,
		double	sufficientTxVal,
		double	minSuccess,
		bool	requireGreater,
		unsigned int	nBlockHeight,
		EstimationResult *	result = `nullptr`
	)		const

Calculate a feerate estimate.

Find the lowest value bucket (or range of buckets to make sure we have enough data points) whose transactions still have sufficient likelihood of being confirmed within the target number of confirmations

Parameters

confTarget	target number of confirmations
sufficientTxVal	required average number of transactions per block in a bucket range
minSuccess	the success probability we require
requireGreater	return the lowest feerate such that all higher values pass minSuccess OR return the highest feerate such that all lower values fail minSuccess
nBlockHeight	the current block height