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, 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 (AutoFile &fileout) const
	Write state of estimation data to a file. More...
void	Read (AutoFile &filein, 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 >	m_feerate_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 78 of file block_policy_estimator.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 179 of file block_policy_estimator.cpp.

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Member Function Documentation

ClearCurrent()

void TxConfirmStats::ClearCurrent

(

unsigned int

nBlockHeight

)

Roll the circular buffer for unconfirmed txs.

Definition at line 208 of file block_policy_estimator.cpp.

EstimateMedianVal()

double TxConfirmStats::EstimateMedianVal	(	int	confTarget,
		double	sufficientTxVal,
		double	minSuccess,
		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
nBlockHeight	the current block height

Definition at line 245 of file block_policy_estimator.cpp.

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GetMaxConfirms()

unsigned int TxConfirmStats::GetMaxConfirms ( ) const

inline

Return the max number of confirms we're tracking.

Definition at line 166 of file block_policy_estimator.cpp.

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NewTx()

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

Record a new transaction entering the mempool.

Definition at line 477 of file block_policy_estimator.cpp.

Read()

void TxConfirmStats::Read	(	AutoFile &	filein,
		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 421 of file block_policy_estimator.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 217 of file block_policy_estimator.cpp.

removeTx()

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

Remove a transaction from mempool tracking stats.

Definition at line 485 of file block_policy_estimator.cpp.

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resizeInMemoryCounters()

void TxConfirmStats::resizeInMemoryCounters ( size_t  newbuckets )

private

Definition at line 198 of file block_policy_estimator.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 231 of file block_policy_estimator.cpp.

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Write()

void TxConfirmStats::Write

(

AutoFile &

fileout

)

const

Write state of estimation data to a file.

Definition at line 411 of file block_policy_estimator.cpp.

Member Data Documentation

bucketMap

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

private

Definition at line 83 of file block_policy_estimator.cpp.

buckets

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

private

Definition at line 82 of file block_policy_estimator.cpp.

confAvg

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

private

Definition at line 92 of file block_policy_estimator.cpp.

decay

double TxConfirmStats::decay

private

Definition at line 105 of file block_policy_estimator.cpp.

failAvg

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

private

Definition at line 96 of file block_policy_estimator.cpp.

m_feerate_avg

std::vector<double> TxConfirmStats::m_feerate_avg

private

Definition at line 100 of file block_policy_estimator.cpp.

oldUnconfTxs

std::vector<int> TxConfirmStats::oldUnconfTxs

private

Definition at line 115 of file block_policy_estimator.cpp.

scale

unsigned int TxConfirmStats::scale

private

Definition at line 108 of file block_policy_estimator.cpp.

txCtAvg

std::vector<double> TxConfirmStats::txCtAvg

private

Definition at line 88 of file block_policy_estimator.cpp.

unconfTxs

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

private

Definition at line 113 of file block_policy_estimator.cpp.

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

• src/policy/fees/block_policy_estimator.cpp