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crate::ix!();
/**
| \class BlockPolicyEstimator
|
| The BlockPolicyEstimator is used for estimating
| the feerate needed for a transaction to be
| included in a block within a certain number of
| blocks.
|
| ----------------------
| At a high level the algorithm works by grouping
| transactions into buckets based on having
| similar feerates and then tracking how long it
| takes transactions in the various buckets to be
| mined. It operates under the assumption that
| in general transactions of higher feerate will
| be included in blocks before transactions of
| lower feerate.
|
| So for example if you wanted to know what
| feerate you should put on a transaction to be
| included in a block within the next 5 blocks,
| you would start by looking at the bucket with
| the highest feerate transactions and verifying
| that a sufficiently high percentage of them
| were confirmed within 5 blocks and then you
| would look at the next highest feerate bucket,
| and so on, stopping at the last bucket to pass
| the test.
|
| The average feerate of transactions in this
| bucket will give you an indication of the
| lowest feerate you can put on a transaction and
| still have a sufficiently high chance of being
| confirmed within your desired 5 blocks.
|
| ----------------------
| Here is a brief description of the
| implementation: When a transaction enters the
| mempool, we track the height of the block chain
| at entry. All further calculations are
| conducted only on this set of "seen"
| transactions.
|
| Whenever a block comes in, we count the number
| of transactions in each bucket and the total
| amount of feerate paid in each bucket. Then we
| calculate how many blocks Y it took each
| transaction to be mined. We convert from
| a number of blocks to a number of periods Y'
| each encompassing "scale" blocks.
|
| This is tracked in 3 different data sets each
| up to a maximum number of periods. Within each
| data set we have an array of counters in each
| feerate bucket and we increment all the
| counters from Y' up to max periods representing
| that a tx was successfully confirmed in less
| than or equal to that many periods.
|
| We want to save a history of this information,
| so at any time we have a counter of the total
| number of transactions that happened in a given
| feerate bucket and the total number that were
| confirmed in each of the periods or less for
| any bucket.
|
| We save this history by keeping an
| exponentially decaying moving average of each
| one of these stats. This is done for
| a different decay in each of the 3 data sets to
| keep relevant data from different time
| horizons.
|
| Furthermore we also keep track of the number
| unmined (in mempool or left mempool without
| being included in a block) transactions in
| each bucket and for how many blocks they have
| been outstanding and use both of these numbers
| to increase the number of transactions we've
| seen in that feerate bucket when calculating an
| estimate for any number of confirmations below
| the number of blocks they've been outstanding.
|
| --------------------
| We want to be able to estimate feerates that
| are needed on tx's to be included in a certain
| number of blocks. Every time a block is added
| to the best chain, this class records stats on
| the transactions included in that block
*/
pub struct BlockPolicyEstimator {
pub cs_fee_estimator: Arc<Mutex<BlockPolicyEstimatorInner>>,
}
pub struct BlockPolicyEstimatorInner {
pub n_best_seen_height: u32,
pub first_recorded_height: u32,
pub historical_first: u32,
pub historical_best: u32,
/**
| map of txids to information about that
| transaction
|
*/
pub map_mem_pool_txs: HashMap<u256,TxStatsInfo>,
/*
| Classes to track historical data on
| transaction confirmations
|
*/
pub fee_stats: Box<TxConfirmStats>,
pub short_stats: Box<TxConfirmStats>,
pub long_stats: Box<TxConfirmStats>,
pub tracked_txs: u32,
pub untracked_txs: u32,
/**
| The upper-bound of the range for the
| bucket (inclusive)
|
*/
pub buckets: Vec<f64>,
/**
| Map of bucket upper-bound to index into
| all vectors by bucket
|
*/
pub bucket_map: HashMap<f64,u32>,
}
impl Default for BlockPolicyEstimator {
/**
| Create new BlockPolicyEstimator and
| initialize stats tracking classes
| with default values
|
*/
fn default() -> Self {
todo!();
/*
*/
}
}
impl BlockPolicyEstimator {
pub fn new() -> Self {
todo!();
/*
: n_best_seen_height(0),
: first_recorded_height(0),
: historical_first(0),
: historical_best(0),
: tracked_txs(0),
: untracked_txs(0),
const_assert(MIN_BUCKET_FEERATE > 0, "Min feerate must be nonzero");
size_t bucketIndex = 0;
for (double bucketBoundary = MIN_BUCKET_FEERATE; bucketBoundary <= MAX_BUCKET_FEERATE; bucketBoundary *= FEE_SPACING, bucketIndex++) {
buckets.push_back(bucketBoundary);
bucketMap[bucketBoundary] = bucketIndex;
}
buckets.push_back(INF_FEERATE);
bucketMap[INF_FEERATE] = bucketIndex;
assert(bucketMap.size() == buckets.size());
feeStats = std::unique_ptr<TxConfirmStats>(new TxConfirmStats(buckets, bucketMap, MED_BLOCK_PERIODS, MED_DECAY, MED_SCALE));
shortStats = std::unique_ptr<TxConfirmStats>(new TxConfirmStats(buckets, bucketMap, SHORT_BLOCK_PERIODS, SHORT_DECAY, SHORT_SCALE));
longStats = std::unique_ptr<TxConfirmStats>(new TxConfirmStats(buckets, bucketMap, LONG_BLOCK_PERIODS, LONG_DECAY, LONG_SCALE));
// If the fee estimation file is present, read recorded estimations
fs::path est_filepath = gArgs.GetDataDirNet() / FEE_ESTIMATES_FILENAME;
CAutoFile est_file(fsbridge::fopen(est_filepath, "rb"), SER_DISK, CLIENT_VERSION);
if (est_file.IsNull() || !Read(est_file)) {
LogPrintf("Failed to read fee estimates from %s. Continue anyway.\n", fs::PathToString(est_filepath));
}
*/
}
}