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Fee estimation: extend bucket ranges consistently

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When calculating a median fee for a confirmation target at a particular
threshold, we analyse buckets in ranges rather than individually in
case some buckets have very little data. This patch ensures the breaks
between ranges are independent of the the confirmation target.
This commit is contained in:
Anthony Towns 2021-02-13 17:38:34 +10:00
parent e191fac4f3
commit a5e39d325d
1 changed files with 14 additions and 1 deletions
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15
src/policy/fees.cpp
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@ -259,6 +259,11 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal,
unsigned int curFarBucket = maxbucketindex;
unsigned int bestFarBucket = maxbucketindex;
// We'll always group buckets into sets that meet sufficientTxVal --
// this ensures that we're using consistent groups between different
// confirmation targets.
double partialNum = 0;
bool foundAnswer = false;
unsigned int bins = unconfTxs.size();
bool newBucketRange = true;
@ -274,6 +279,7 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal,
}
curFarBucket = bucket;
nConf += confAvg[periodTarget - 1][bucket];
partialNum += txCtAvg[bucket];
totalNum += txCtAvg[bucket];
failNum += failAvg[periodTarget - 1][bucket];
for (unsigned int confct = confTarget; confct < GetMaxConfirms(); confct++)
@ -283,7 +289,14 @@ double TxConfirmStats::EstimateMedianVal(int confTarget, double sufficientTxVal,
// we can test for success
// (Only count the confirmed data points, so that each confirmation count
// will be looking at the same amount of data and same bucket breaks)
if (totalNum >= sufficientTxVal / (1 - decay)) {
if (partialNum < sufficientTxVal / (1 - decay)) {
// the buckets we've added in this round aren't sufficient
// so keep adding
continue;
} else {
partialNum = 0; // reset for the next range we'll add
double curPct = nConf / (totalNum + failNum + extraNum);
// Check to see if we are no longer getting confirmed at the success rate