TxConfirmStats Class Reference

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 75 of file fees.cpp.

Constructor & Destructor Documentation

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 178 of file fees.cpp.

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Member Function Documentation

void TxConfirmStats::ClearCurrent

(

unsigned int

nBlockHeight

)

Roll the circular buffer for unconfirmed txs.

Definition at line 210 of file fees.cpp.

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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

Definition at line 246 of file fees.cpp.

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unsigned int TxConfirmStats::GetMaxConfirms ( ) const

inline

Return the max number of confirms we're tracking.

Definition at line 165 of file fees.cpp.

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

Record a new transaction entering the mempool.

Definition at line 470 of file fees.cpp.

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void TxConfirmStats::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.

Definition at line 408 of file fees.cpp.

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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 219 of file fees.cpp.

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

Remove a transaction from mempool tracking stats.

Definition at line 478 of file fees.cpp.

void TxConfirmStats::resizeInMemoryCounters ( size_t  newbuckets )

private

Definition at line 200 of file fees.cpp.

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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 233 of file fees.cpp.

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void TxConfirmStats::Write

(

CAutoFile &

fileout

)

const

Write state of estimation data to a file.

Definition at line 398 of file fees.cpp.

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Member Data Documentation

std::vector<double> TxConfirmStats::avg

private

Definition at line 97 of file fees.cpp.

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

private

Definition at line 80 of file fees.cpp.

const std::vector<double>& TxConfirmStats::buckets

private

Definition at line 79 of file fees.cpp.

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

private

Definition at line 89 of file fees.cpp.

double TxConfirmStats::decay

private

Definition at line 102 of file fees.cpp.

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

private

Definition at line 93 of file fees.cpp.

std::vector<int> TxConfirmStats::oldUnconfTxs

private

Definition at line 112 of file fees.cpp.

unsigned int TxConfirmStats::scale

private

Definition at line 105 of file fees.cpp.

std::vector<double> TxConfirmStats::txCtAvg

private

Definition at line 85 of file fees.cpp.

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

private

Definition at line 110 of file fees.cpp.

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

• src/policy/fees.cpp