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 77 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 178 of file fees.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 207 of file fees.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 244 of file fees.cpp.

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◆ GetMaxConfirms()

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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◆ NewTx()

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

Record a new transaction entering the mempool.

Definition at line 476 of file fees.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 420 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 216 of file fees.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 484 of file fees.cpp.

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◆ resizeInMemoryCounters()

void TxConfirmStats::resizeInMemoryCounters ( size_t newbuckets )

private

Definition at line 197 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 230 of file fees.cpp.

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◆ Write()

void TxConfirmStats::Write ( AutoFile & fileout ) const

Write state of estimation data to a file.

Definition at line 410 of file fees.cpp.

Member Data Documentation

◆ bucketMap

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

private

Definition at line 82 of file fees.cpp.

◆ buckets

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

private

Definition at line 81 of file fees.cpp.

◆ confAvg

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

private

Definition at line 91 of file fees.cpp.

◆ decay

double TxConfirmStats::decay

private

Definition at line 104 of file fees.cpp.

◆ failAvg

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

private

Definition at line 95 of file fees.cpp.

◆ m_feerate_avg

std::vector<double> TxConfirmStats::m_feerate_avg

private

Definition at line 99 of file fees.cpp.

◆ oldUnconfTxs

std::vector<int> TxConfirmStats::oldUnconfTxs

private

Definition at line 114 of file fees.cpp.

◆ scale

unsigned int TxConfirmStats::scale

private

Definition at line 107 of file fees.cpp.

◆ txCtAvg

std::vector<double> TxConfirmStats::txCtAvg

private

Definition at line 87 of file fees.cpp.

◆ unconfTxs

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

private

Definition at line 112 of file fees.cpp.

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

src/policy/fees.cpp

Public Member Functions

Private Member Functions

Private Attributes

Detailed Description

Constructor & Destructor Documentation

◆ TxConfirmStats()

Member Function Documentation

◆ ClearCurrent()

◆ EstimateMedianVal()

◆ GetMaxConfirms()

◆ NewTx()

◆ Read()

◆ Record()

◆ removeTx()

◆ resizeInMemoryCounters()

◆ UpdateMovingAverages()

◆ Write()

Member Data Documentation

◆ bucketMap

◆ buckets

◆ confAvg

◆ decay

◆ failAvg

◆ m_feerate_avg

◆ oldUnconfTxs

◆ scale

◆ txCtAvg

◆ unconfTxs