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Merge #9267: Disable fee estimates for a confirm target of 1 block

3688866 Disable fee estimates for a confirm target of 1 block (Alex Morcos)
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2 parents 29435db + 3688866 commit 0a4aa876230c602427aa40b47a84698a3fd28e85 @laanwj laanwj committed Dec 3, 2016
Showing with 30 additions and 9 deletions.
  1. +6 −1 src/policy/fees.cpp
  2. +2 −0 src/rpc/mining.cpp
  3. +22 −8 src/test/policyestimator_tests.cpp
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@@ -495,7 +495,8 @@ void CBlockPolicyEstimator::processBlock(unsigned int nBlockHeight,
CFeeRate CBlockPolicyEstimator::estimateFee(int confTarget)
{
// Return failure if trying to analyze a target we're not tracking
- if (confTarget <= 0 || (unsigned int)confTarget > feeStats.GetMaxConfirms())
+ // It's not possible to get reasonable estimates for confTarget of 1
+ if (confTarget <= 1 || (unsigned int)confTarget > feeStats.GetMaxConfirms())
return CFeeRate(0);
double median = feeStats.EstimateMedianVal(confTarget, SUFFICIENT_FEETXS, MIN_SUCCESS_PCT, true, nBestSeenHeight);
@@ -514,6 +515,10 @@ CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoun
if (confTarget <= 0 || (unsigned int)confTarget > feeStats.GetMaxConfirms())
return CFeeRate(0);
+ // It's not possible to get reasonable estimates for confTarget of 1
+ if (confTarget == 1)
+ confTarget = 2;
+
double median = -1;
while (median < 0 && (unsigned int)confTarget <= feeStats.GetMaxConfirms()) {
median = feeStats.EstimateMedianVal(confTarget++, SUFFICIENT_FEETXS, MIN_SUCCESS_PCT, true, nBestSeenHeight);
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@@ -791,6 +791,8 @@ UniValue estimatefee(const UniValue& params, bool fHelp)
"\n"
"A negative value is returned if not enough transactions and blocks\n"
"have been observed to make an estimate.\n"
+ "-1 is always returned for nblocks == 1 as it is impossible to calculate\n"
+ "a fee that is high enough to get reliably included in the next block.\n"
"\nExample:\n"
+ HelpExampleCli("estimatefee", "6")
);
@@ -105,19 +105,26 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
// Highest feerate is 10*baseRate and gets in all blocks,
// second highest feerate is 9*baseRate and gets in 9/10 blocks = 90%,
// third highest feerate is 8*base rate, and gets in 8/10 blocks = 80%,
- // so estimateFee(1) should return 10*baseRate.
+ // so estimateFee(1) would return 10*baseRate but is hardcoded to return failure
// Second highest feerate has 100% chance of being included by 2 blocks,
// so estimateFee(2) should return 9*baseRate etc...
for (int i = 1; i < 10;i++) {
origFeeEst.push_back(mpool.estimateFee(i).GetFeePerK());
origPriEst.push_back(mpool.estimatePriority(i));
if (i > 1) { // Fee estimates should be monotonically decreasing
- BOOST_CHECK(origFeeEst[i-1] <= origFeeEst[i-2]);
+ if (i > 2) {
+ BOOST_CHECK(origFeeEst[i-1] <= origFeeEst[i-2]);
+ }
BOOST_CHECK(origPriEst[i-1] <= origPriEst[i-2]);
}
int mult = 11-i;
- BOOST_CHECK(origFeeEst[i-1] < mult*baseRate.GetFeePerK() + deltaFee);
- BOOST_CHECK(origFeeEst[i-1] > mult*baseRate.GetFeePerK() - deltaFee);
+ if (i > 1) {
+ BOOST_CHECK(origFeeEst[i-1] < mult*baseRate.GetFeePerK() + deltaFee);
+ BOOST_CHECK(origFeeEst[i-1] > mult*baseRate.GetFeePerK() - deltaFee);
+ }
+ else {
+ BOOST_CHECK(origFeeEst[i-1] == CFeeRate(0).GetFeePerK());
+ }
BOOST_CHECK(origPriEst[i-1] < pow(10,mult) * basepri + deltaPri);
BOOST_CHECK(origPriEst[i-1] > pow(10,mult) * basepri - deltaPri);
}
@@ -127,9 +134,12 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
while (blocknum < 250)
mpool.removeForBlock(block, ++blocknum, dummyConflicted);
+ BOOST_CHECK(mpool.estimateFee(1) == CFeeRate(0));
for (int i = 1; i < 10;i++) {
- BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() < origFeeEst[i-1] + deltaFee);
- BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
+ if (i > 1) {
+ BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() < origFeeEst[i-1] + deltaFee);
+ BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
+ }
BOOST_CHECK(mpool.estimatePriority(i) < origPriEst[i-1] + deltaPri);
BOOST_CHECK(mpool.estimatePriority(i) > origPriEst[i-1] - deltaPri);
}
@@ -169,8 +179,10 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
}
mpool.removeForBlock(block, 265, dummyConflicted);
block.clear();
+ BOOST_CHECK(mpool.estimateFee(1) == CFeeRate(0));
for (int i = 1; i < 10;i++) {
- BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
+ if (i > 1)
+ BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
BOOST_CHECK(mpool.estimatePriority(i) > origPriEst[i-1] - deltaPri);
}
@@ -190,8 +202,10 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
mpool.removeForBlock(block, ++blocknum, dummyConflicted);
block.clear();
}
+ BOOST_CHECK(mpool.estimateFee(1) == CFeeRate(0));
for (int i = 1; i < 10; i++) {
- BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() < origFeeEst[i-1] - deltaFee);
+ if (i > 1)
+ BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() < origFeeEst[i-1] - deltaFee);
BOOST_CHECK(mpool.estimatePriority(i) < origPriEst[i-1] - deltaPri);
}

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