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

#include <fees.h>

Public Member Functions
void	Initialize (std::vector< double > &defaultBuckets, unsigned int maxConfirms, double decay)
	Initialize the data structures. More...

void	ClearCurrent (unsigned int nBlockHeight)
	Clear the state of the curBlock variables to start counting for the new block. 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)
	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)
	Calculate a feerate estimate. More...

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

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

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

Private Attributes
std::vector< double >	buckets

std::map< double, unsigned int >	bucketMap

std::vector< double >	txCtAvg

std::vector< int >	curBlockTxCt

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

std::vector< std::vector< int > >	curBlockConf

std::vector< double >	avg

std::vector< double >	curBlockVal

double	decay {0.0}

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 71 of file fees.h.

Member Function Documentation

◆ ClearCurrent()

void TxConfirmStats::ClearCurrent ( unsigned int nBlockHeight )

Clear the state of the curBlock variables to start counting for the new block.

Definition at line 39 of file fees.cpp.

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◆ EstimateMedianVal()

double TxConfirmStats::EstimateMedianVal	(	int	confTarget,
		double	sufficientTxVal,
		double	minSuccess,
		bool	requireGreater,
		unsigned int	nBlockHeight
	)

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

Definition at line 76 of file fees.cpp.

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◆ GetMaxConfirms()

unsigned int TxConfirmStats::GetMaxConfirms ( )

inline

Return the max number of confirms we're tracking.

Definition at line 156 of file fees.h.

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◆ Initialize()

void TxConfirmStats::Initialize	(	std::vector< double > &	defaultBuckets,
		unsigned int	maxConfirms,
		double	decay
	)

Initialize the data structures.

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

Parameters

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

Definition at line 14 of file fees.cpp.

◆ NewTx()

unsigned int TxConfirmStats::NewTx	(	unsigned int	nBlockHeight,
		double	val
	)

Record a new transaction entering the mempool.

Definition at line 246 of file fees.cpp.

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◆ Read()

void TxConfirmStats::Read ( CAutoFile & filein )

Read saved state of estimation data from a file and replace all internal data structures and variables with this state.

Definition at line 183 of file fees.cpp.

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◆ Record()

void TxConfirmStats::Record	(	int	blocksToConfirm,
		double	val
	)

Record a new transaction data point in the current block stats.

Parameters

blocksToConfirm	the number of blocks it took this transaction to confirm
val	the feerate of the transaction

Warning: blocksToConfirm is 1-based and has to be >= 1

Definition at line 52 of file fees.cpp.

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◆ removeTx()

void TxConfirmStats::removeTx	(	unsigned int	entryHeight,
		unsigned int	nBestSeenHeight,
		unsigned int	bucketIndex
	)

Remove a transaction from mempool tracking stats.

Definition at line 254 of file fees.cpp.

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◆ UpdateMovingAverages()

void TxConfirmStats::UpdateMovingAverages ( )

Update our estimates by decaying our historical moving average and updating with the data gathered from the current block.

Definition at line 65 of file fees.cpp.

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◆ Write()

void TxConfirmStats::Write ( CAutoFile & fileout )

Write state of estimation data to a file.

Definition at line 174 of file fees.cpp.

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Member Data Documentation

◆ avg

std::vector<double> TxConfirmStats::avg

private

Definition at line 93 of file fees.h.

◆ bucketMap

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

private

Definition at line 76 of file fees.h.

◆ buckets

std::vector<double> TxConfirmStats::buckets

private

Definition at line 75 of file fees.h.

◆ confAvg

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

private

Definition at line 87 of file fees.h.

◆ curBlockConf

std::vector<std::vector<int> > TxConfirmStats::curBlockConf

private

Definition at line 89 of file fees.h.

◆ curBlockTxCt

std::vector<int> TxConfirmStats::curBlockTxCt

private

Definition at line 83 of file fees.h.

◆ curBlockVal

std::vector<double> TxConfirmStats::curBlockVal

private

Definition at line 95 of file fees.h.

◆ decay

double TxConfirmStats::decay {0.0}

private

Definition at line 100 of file fees.h.

◆ oldUnconfTxs

std::vector<int> TxConfirmStats::oldUnconfTxs

private

Definition at line 107 of file fees.h.

◆ txCtAvg

std::vector<double> TxConfirmStats::txCtAvg

private

Definition at line 81 of file fees.h.

◆ unconfTxs

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

private

Definition at line 105 of file fees.h.

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

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

Public Member Functions

Private Attributes

Detailed Description

Member Function Documentation

◆ ClearCurrent()

◆ EstimateMedianVal()

◆ GetMaxConfirms()

◆ Initialize()

◆ NewTx()

◆ Read()

◆ Record()

◆ removeTx()

◆ UpdateMovingAverages()

◆ Write()

Member Data Documentation

◆ avg

◆ bucketMap

◆ buckets

◆ confAvg

◆ curBlockConf

◆ curBlockTxCt

◆ curBlockVal

◆ decay

◆ oldUnconfTxs

◆ txCtAvg

◆ unconfTxs