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1 : : // Copyright (c) The Bitcoin Core developers
2 : : // Distributed under the MIT software license. See the accompanying
3 : : // file COPYING or http://www.opensource.org/licenses/mit-license.php.
4 : :
5 : : #ifndef BITCOIN_POLICY_FEES_MEMPOOL_ESTIMATOR_H
6 : : #define BITCOIN_POLICY_FEES_MEMPOOL_ESTIMATOR_H
7 : :
8 : : #include <primitives/transaction.h>
9 : : #include <sync.h>
10 : : #include <threadsafety.h>
11 : : #include <uint256.h>
12 : : #include <util/expected.h>
13 : : #include <util/feefrac.h>
14 : : #include <util/fees.h>
15 : : #include <util/fs.h>
16 : : #include <util/time.h>
17 : :
18 : : #include <chrono>
19 : : #include <memory>
20 : : #include <optional>
21 : : #include <span>
22 : : #include <vector>
23 : :
24 : : class CBlock;
25 : : class AutoFile;
26 : : class ChainstateManager;
27 : : class CTxMemPool;
28 : :
29 : : struct RemovedMempoolTransactionInfo;
30 : :
31 : : // Fee rate estimate for confirmation target above this is not reliable,
32 : : // as mempool conditions are likely to change.
33 : : constexpr int MEMPOOL_FEE_ESTIMATOR_MAX_TARGET{2};
34 : : constexpr std::chrono::seconds CACHE_LIFE{7};
35 : :
36 : : // Constants for mempool sanity checks.
37 : : constexpr size_t MEMPOOL_HEALTH_WINDOW_BLOCKS = 6;
38 : : constexpr double MEMPOOL_REPRESENTATION_THRESHOLD = 0.75;
39 : :
40 : : //! Weight statistics for a recently mined block, used to assess mempool coverage.
41 : 0 : struct MinedBlockStats {
42 : : //! Block height.
43 : : uint64_t m_height{0};
44 : : //! Weight of mempool transactions removed for this block (excluding coinbase).
45 : : uint64_t m_removed_block_txs_weight{0};
46 : : //! Total non-coinbase transaction weight in the block.
47 : : uint64_t m_block_weight{0};
48 : : };
49 : :
50 : : /**
51 : : * MemPoolFeeRateEstimatorCache holds a cache of recent fee rate estimates.
52 : : * A cached fee rate is only provided while it is not older than CACHE_LIFE
53 : : * and the chain tip has not changed.
54 : : */
55 : : class MemPoolFeeRateEstimatorCache
56 : : {
57 : : public:
58 : 3 : MemPoolFeeRateEstimatorCache() = default;
59 : : MemPoolFeeRateEstimatorCache(const MemPoolFeeRateEstimatorCache&) = delete;
60 : : MemPoolFeeRateEstimatorCache& operator=(const MemPoolFeeRateEstimatorCache&) = delete;
61 : : /** Returns true if the cache is empty or older than CACHE_LIFE. */
62 : : bool IsStale() const;
63 : : struct FeeRateEstimate {
64 : : FeePerVSize m_conservative;
65 : : FeePerVSize m_economical;
66 : : };
67 : : /** Returns cached estimates if not stale and computed on tip_hash, nullopt otherwise. */
68 : : std::optional<FeeRateEstimate> GetCachedEstimate(const uint256& tip_hash) const;
69 : : /** Update the cache with new estimates computed on tip_hash. */
70 : : void Update(FeePerVSize conservative, FeePerVSize economical, const uint256& tip_hash);
71 : : /** Clear cached fee rate estimates. */
72 : : void Clear();
73 : :
74 : : private:
75 : : std::optional<FeeRateEstimate> m_fee_rate_estimation;
76 : : uint256 m_tip_hash;
77 : : NodeClock::time_point m_last_updated{};
78 : : };
79 : :
80 : : /**
81 : : * Estimate the fee rate required for a transaction to be included in the next block.
82 : : *
83 : : * Uses Bitcoin Core's block-building algorithm to generate a block template from the mempool,
84 : : * then calculates percentile fee rates from the selected chunks: the 75th percentile is returned
85 : : * as the economical estimate and the 50th percentile as the conservative estimate.
86 : : */
87 : : class MemPoolFeeRateEstimator
88 : : {
89 : : public:
90 : : // Block percentiles fee rate (in sat/vB).
91 : : struct Percentiles {
92 : : FeePerVSize p50;
93 : : FeePerVSize p75;
94 : : };
95 : :
96 : : MemPoolFeeRateEstimator(fs::path mempool_estimator_file_path,
97 : : const CTxMemPool& mempool,
98 : : ChainstateManager& chainman);
99 : 6 : ~MemPoolFeeRateEstimator() = default;
100 : : /**
101 : : * Calculate the 50th and 75th percentile fee rates from block template chunks,
102 : : * sorted in descending mining-score order. A percentile is left empty when the
103 : : * chunks cannot cover the corresponding fraction of a block.
104 : : *
105 : : * @param[in] chunk_feerates Block template chunk fee rates sorted by descending mining score.
106 : : */
107 : : static Percentiles CalculateMaxWeightPercentiles(std::span<const FeePerVSize> chunk_feerates);
108 : : util::Expected<FeeRateEstimation, FeeRateEstimationError> EstimateFeeRate(bool conservative) const
109 : : EXCLUSIVE_LOCKS_REQUIRED(!cs);
110 : : unsigned int MaximumTarget() const
111 : : {
112 : : return MEMPOOL_FEE_ESTIMATOR_MAX_TARGET;
113 : : }
114 : :
115 : 0 : std::vector<MinedBlockStats> GetPrevBlockData() const EXCLUSIVE_LOCKS_REQUIRED(!cs)
116 : : {
117 : 0 : LOCK(cs);
118 [ # # ]: 0 : return m_prev_mined_blocks;
119 : 0 : }
120 : :
121 : : void MempoolTxsRemovedForBlock(const std::shared_ptr<const CBlock>& block,
122 : : const std::vector<RemovedMempoolTransactionInfo>& txs_removed_for_block,
123 : : unsigned int block_height)
124 : : EXCLUSIVE_LOCKS_REQUIRED(!cs);
125 : : //! Health of the recent mined-block window for fee rate estimation.
126 : : enum class MempoolHealth {
127 : : //! Recent blocks represent the mempool well enough to estimate a fee rate.
128 : : HEALTHY,
129 : : //! Too few recent mined blocks to estimate a fee rate.
130 : : INSUFFICIENT_DATA,
131 : : //! Recent blocks include too few mempool transactions to estimate a fee rate.
132 : : LOW_COVERAGE,
133 : : };
134 : : MempoolHealth GetMempoolHealth() const EXCLUSIVE_LOCKS_REQUIRED(!cs);
135 : : //! Checks if recent mined blocks indicate a healthy mempool state.
136 [ + - + - : 29 : bool IsMempoolHealthy() const EXCLUSIVE_LOCKS_REQUIRED(!cs) { return GetMempoolHealth() == MempoolHealth::HEALTHY; }
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137 : : void FlushMinedBlockStats() EXCLUSIVE_LOCKS_REQUIRED(!cs);
138 : : //! Deserialize mined-block stats without taking ownership of file.
139 : : bool Read(AutoFile& file) EXCLUSIVE_LOCKS_REQUIRED(!cs);
140 : : //! Serialize mined-block stats without taking ownership of file.
141 : : //! Callers must explicitly close file and check for errors after writing.
142 : : bool Write(AutoFile& file) const EXCLUSIVE_LOCKS_REQUIRED(!cs);
143 : :
144 : : private:
145 : : void ReadFromDisk() EXCLUSIVE_LOCKS_REQUIRED(!cs);
146 : : //! Tracks weight statistics for the last MEMPOOL_HEALTH_WINDOW_BLOCKS mined blocks.
147 : : std::vector<MinedBlockStats> m_prev_mined_blocks GUARDED_BY(cs);
148 : : uint256 m_mined_blocks_tip_hash GUARDED_BY(cs);
149 : :
150 : : const CTxMemPool& m_mempool;
151 : : ChainstateManager& m_chainman;
152 : : mutable Mutex cs;
153 : : mutable MemPoolFeeRateEstimatorCache m_cache GUARDED_BY(cs);
154 : : const fs::path m_mempool_estimator_file_path;
155 : : };
156 : :
157 : : #endif // BITCOIN_POLICY_FEES_MEMPOOL_ESTIMATOR_H
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