// Copyright (c) 2009-2010 Satoshi Nakamoto // Copyright (c) 2009-2013 The Bitcoin developers // Distributed under the MIT/X11 software license, see the accompanying // file COPYING or http://www.opensource.org/licenses/mit-license.php. #include "txmempool.h" #include "clientversion.h" #include "streams.h" #include "util.h" #include "utilmoneystr.h" #include "version.h" #include using namespace std; CTxMemPoolEntry::CTxMemPoolEntry(): nFee(0), nTxSize(0), nModSize(0), nTime(0), dPriority(0.0) { nHeight = MEMPOOL_HEIGHT; } CTxMemPoolEntry::CTxMemPoolEntry(const CTransaction& _tx, const CAmount& _nFee, int64_t _nTime, double _dPriority, unsigned int _nHeight): tx(_tx), nFee(_nFee), nTime(_nTime), dPriority(_dPriority), nHeight(_nHeight) { nTxSize = ::GetSerializeSize(tx, SER_NETWORK, PROTOCOL_VERSION); nModSize = tx.CalculateModifiedSize(nTxSize); } CTxMemPoolEntry::CTxMemPoolEntry(const CTxMemPoolEntry& other) { *this = other; } double CTxMemPoolEntry::GetPriority(unsigned int currentHeight) const { CAmount nValueIn = tx.GetValueOut()+nFee; double deltaPriority = ((double)(currentHeight-nHeight)*nValueIn)/nModSize; double dResult = dPriority + deltaPriority; return dResult; } // // Keep track of fee/priority for transactions confirmed within N blocks // class CBlockAverage { private: boost::circular_buffer feeSamples; boost::circular_buffer prioritySamples; template std::vector buf2vec(boost::circular_buffer buf) const { std::vector vec(buf.begin(), buf.end()); return vec; } public: CBlockAverage() : feeSamples(100), prioritySamples(100) { } void RecordFee(const CFeeRate& feeRate) { feeSamples.push_back(feeRate); } void RecordPriority(double priority) { prioritySamples.push_back(priority); } size_t FeeSamples() const { return feeSamples.size(); } size_t GetFeeSamples(std::vector& insertInto) const { BOOST_FOREACH(const CFeeRate& f, feeSamples) insertInto.push_back(f); return feeSamples.size(); } size_t PrioritySamples() const { return prioritySamples.size(); } size_t GetPrioritySamples(std::vector& insertInto) const { BOOST_FOREACH(double d, prioritySamples) insertInto.push_back(d); return prioritySamples.size(); } // Used as belt-and-suspenders check when reading to detect // file corruption bool AreSane(const std::vector& vecFee, const CFeeRate& minRelayFee) { BOOST_FOREACH(CFeeRate fee, vecFee) { if (fee < CFeeRate(0)) return false; if (fee.GetFeePerK() > minRelayFee.GetFeePerK() * 10000) return false; } return true; } bool AreSane(const std::vector vecPriority) { BOOST_FOREACH(double priority, vecPriority) { if (priority < 0) return false; } return true; } void Write(CAutoFile& fileout) const { std::vector vecFee = buf2vec(feeSamples); fileout << vecFee; std::vector vecPriority = buf2vec(prioritySamples); fileout << vecPriority; } void Read(CAutoFile& filein, const CFeeRate& minRelayFee) { std::vector vecFee; filein >> vecFee; if (AreSane(vecFee, minRelayFee)) feeSamples.insert(feeSamples.end(), vecFee.begin(), vecFee.end()); else throw runtime_error("Corrupt fee value in estimates file."); std::vector vecPriority; filein >> vecPriority; if (AreSane(vecPriority)) prioritySamples.insert(prioritySamples.end(), vecPriority.begin(), vecPriority.end()); else throw runtime_error("Corrupt priority value in estimates file."); if (feeSamples.size() + prioritySamples.size() > 0) LogPrint("estimatefee", "Read %d fee samples and %d priority samples\n", feeSamples.size(), prioritySamples.size()); } }; class CMinerPolicyEstimator { private: // Records observed averages transactions that confirmed within one block, two blocks, // three blocks etc. std::vector history; std::vector sortedFeeSamples; std::vector sortedPrioritySamples; int nBestSeenHeight; // nBlocksAgo is 0 based, i.e. transactions that confirmed in the highest seen block are // nBlocksAgo == 0, transactions in the block before that are nBlocksAgo == 1 etc. void seenTxConfirm(const CFeeRate& feeRate, const CFeeRate& minRelayFee, double dPriority, int nBlocksAgo) { // Last entry records "everything else". int nBlocksTruncated = min(nBlocksAgo, (int) history.size() - 1); assert(nBlocksTruncated >= 0); // We need to guess why the transaction was included in a block-- either // because it is high-priority or because it has sufficient fees. bool sufficientFee = (feeRate > minRelayFee); bool sufficientPriority = AllowFree(dPriority); const char* assignedTo = "unassigned"; if (sufficientFee && !sufficientPriority) { history[nBlocksTruncated].RecordFee(feeRate); assignedTo = "fee"; } else if (sufficientPriority && !sufficientFee) { history[nBlocksTruncated].RecordPriority(dPriority); assignedTo = "priority"; } else { // Neither or both fee and priority sufficient to get confirmed: // don't know why they got confirmed. } LogPrint("estimatefee", "Seen TX confirm: %s : %s fee/%g priority, took %d blocks\n", assignedTo, feeRate.ToString(), dPriority, nBlocksAgo); } public: CMinerPolicyEstimator(int nEntries) : nBestSeenHeight(0) { history.resize(nEntries); } void seenBlock(const std::vector& entries, int nBlockHeight, const CFeeRate minRelayFee) { if (nBlockHeight <= nBestSeenHeight) { // Ignore side chains and re-orgs; assuming they are random // they don't affect the estimate. // And if an attacker can re-org the chain at will, then // you've got much bigger problems than "attacker can influence // transaction fees." return; } nBestSeenHeight = nBlockHeight; // Fill up the history buckets based on how long transactions took // to confirm. std::vector > entriesByConfirmations; entriesByConfirmations.resize(history.size()); BOOST_FOREACH(const CTxMemPoolEntry& entry, entries) { // How many blocks did it take for miners to include this transaction? int delta = nBlockHeight - entry.GetHeight(); if (delta <= 0) { // Re-org made us lose height, this should only happen if we happen // to re-org on a difficulty transition point: very rare! continue; } if ((delta-1) >= (int)history.size()) delta = history.size(); // Last bucket is catch-all entriesByConfirmations.at(delta-1).push_back(&entry); } for (size_t i = 0; i < entriesByConfirmations.size(); i++) { std::vector &e = entriesByConfirmations.at(i); // Insert at most 10 random entries per bucket, otherwise a single block // can dominate an estimate: if (e.size() > 10) { std::random_shuffle(e.begin(), e.end()); e.resize(10); } BOOST_FOREACH(const CTxMemPoolEntry* entry, e) { // Fees are stored and reported as BTC-per-kb: CFeeRate feeRate(entry->GetFee(), entry->GetTxSize()); double dPriority = entry->GetPriority(entry->GetHeight()); // Want priority when it went IN seenTxConfirm(feeRate, minRelayFee, dPriority, i); } } //After new samples are added, we have to clear the sorted lists, //so they'll be resorted the next time someone asks for an estimate sortedFeeSamples.clear(); sortedPrioritySamples.clear(); for (size_t i = 0; i < history.size(); i++) { if (history[i].FeeSamples() + history[i].PrioritySamples() > 0) LogPrint("estimatefee", "estimates: for confirming within %d blocks based on %d/%d samples, fee=%s, prio=%g\n", i, history[i].FeeSamples(), history[i].PrioritySamples(), estimateFee(i+1).ToString(), estimatePriority(i+1)); } } // Can return CFeeRate(0) if we don't have any data for that many blocks back. nBlocksToConfirm is 1 based. CFeeRate estimateFee(int nBlocksToConfirm) { nBlocksToConfirm--; if (nBlocksToConfirm < 0 || nBlocksToConfirm >= (int)history.size()) return CFeeRate(0); if (sortedFeeSamples.size() == 0) { for (size_t i = 0; i < history.size(); i++) history.at(i).GetFeeSamples(sortedFeeSamples); std::sort(sortedFeeSamples.begin(), sortedFeeSamples.end(), std::greater()); } if (sortedFeeSamples.size() < 11) { // Eleven is Gavin's Favorite Number // ... but we also take a maximum of 10 samples per block so eleven means // we're getting samples from at least two different blocks return CFeeRate(0); } int nBucketSize = history.at(nBlocksToConfirm).FeeSamples(); // Estimates should not increase as number of confirmations goes up, // but the estimates are noisy because confirmations happen discretely // in blocks. To smooth out the estimates, use all samples in the history // and use the nth highest where n is (number of samples in previous bucket + // half the samples in nBlocksToConfirm bucket): size_t nPrevSize = 0; for (int i = 0; i < nBlocksToConfirm; i++) nPrevSize += history.at(i).FeeSamples(); size_t index = min(nPrevSize + nBucketSize/2, sortedFeeSamples.size()-1); return sortedFeeSamples[index]; } double estimatePriority(int nBlocksToConfirm) { nBlocksToConfirm--; if (nBlocksToConfirm < 0 || nBlocksToConfirm >= (int)history.size()) return -1; if (sortedPrioritySamples.size() == 0) { for (size_t i = 0; i < history.size(); i++) history.at(i).GetPrioritySamples(sortedPrioritySamples); std::sort(sortedPrioritySamples.begin(), sortedPrioritySamples.end(), std::greater()); } if (sortedPrioritySamples.size() < 11) return -1.0; int nBucketSize = history.at(nBlocksToConfirm).PrioritySamples(); // Estimates should not increase as number of confirmations needed goes up, // but the estimates are noisy because confirmations happen discretely // in blocks. To smooth out the estimates, use all samples in the history // and use the nth highest where n is (number of samples in previous buckets + // half the samples in nBlocksToConfirm bucket). size_t nPrevSize = 0; for (int i = 0; i < nBlocksToConfirm; i++) nPrevSize += history.at(i).PrioritySamples(); size_t index = min(nPrevSize + nBucketSize/2, sortedPrioritySamples.size()-1); return sortedPrioritySamples[index]; } void Write(CAutoFile& fileout) const { fileout << nBestSeenHeight; fileout << history.size(); BOOST_FOREACH(const CBlockAverage& entry, history) { entry.Write(fileout); } } void Read(CAutoFile& filein, const CFeeRate& minRelayFee) { int nFileBestSeenHeight; filein >> nFileBestSeenHeight; size_t numEntries; filein >> numEntries; if (numEntries <= 0 || numEntries > 10000) throw runtime_error("Corrupt estimates file. Must have between 1 and 10k entires."); std::vector fileHistory; for (size_t i = 0; i < numEntries; i++) { CBlockAverage entry; entry.Read(filein, minRelayFee); fileHistory.push_back(entry); } //Now that we've processed the entire fee estimate data file and not //thrown any errors, we can copy it to our history nBestSeenHeight = nFileBestSeenHeight; history = fileHistory; assert(history.size() > 0); } }; CTxMemPool::CTxMemPool(const CFeeRate& _minRelayFee) : nTransactionsUpdated(0), minRelayFee(_minRelayFee) { // Sanity checks off by default for performance, because otherwise // accepting transactions becomes O(N^2) where N is the number // of transactions in the pool fSanityCheck = false; // 25 blocks is a compromise between using a lot of disk/memory and // trying to give accurate estimates to people who might be willing // to wait a day or two to save a fraction of a penny in fees. // Confirmation times for very-low-fee transactions that take more // than an hour or three to confirm are highly variable. minerPolicyEstimator = new CMinerPolicyEstimator(25); } CTxMemPool::~CTxMemPool() { delete minerPolicyEstimator; } void CTxMemPool::pruneSpent(const uint256 &hashTx, CCoins &coins) { LOCK(cs); std::map::iterator it = mapNextTx.lower_bound(COutPoint(hashTx, 0)); // iterate over all COutPoints in mapNextTx whose hash equals the provided hashTx while (it != mapNextTx.end() && it->first.hash == hashTx) { coins.Spend(it->first.n); // and remove those outputs from coins it++; } } unsigned int CTxMemPool::GetTransactionsUpdated() const { LOCK(cs); return nTransactionsUpdated; } void CTxMemPool::AddTransactionsUpdated(unsigned int n) { LOCK(cs); nTransactionsUpdated += n; } bool CTxMemPool::addUnchecked(const uint256& hash, const CTxMemPoolEntry &entry) { // Add to memory pool without checking anything. // Used by main.cpp AcceptToMemoryPool(), which DOES do // all the appropriate checks. LOCK(cs); { mapTx[hash] = entry; const CTransaction& tx = mapTx[hash].GetTx(); for (unsigned int i = 0; i < tx.vin.size(); i++) mapNextTx[tx.vin[i].prevout] = CInPoint(&tx, i); nTransactionsUpdated++; totalTxSize += entry.GetTxSize(); } return true; } void CTxMemPool::remove(const CTransaction &tx, std::list& removed, bool fRecursive) { // Remove transaction from memory pool { LOCK(cs); uint256 hash = tx.GetHash(); if (fRecursive) { for (unsigned int i = 0; i < tx.vout.size(); i++) { std::map::iterator it = mapNextTx.find(COutPoint(hash, i)); if (it == mapNextTx.end()) continue; remove(*it->second.ptx, removed, true); } } if (mapTx.count(hash)) { removed.push_front(tx); BOOST_FOREACH(const CTxIn& txin, tx.vin) mapNextTx.erase(txin.prevout); totalTxSize -= mapTx[hash].GetTxSize(); mapTx.erase(hash); nTransactionsUpdated++; } } } void CTxMemPool::removeConflicts(const CTransaction &tx, std::list& removed) { // Remove transactions which depend on inputs of tx, recursively list result; LOCK(cs); BOOST_FOREACH(const CTxIn &txin, tx.vin) { std::map::iterator it = mapNextTx.find(txin.prevout); if (it != mapNextTx.end()) { const CTransaction &txConflict = *it->second.ptx; if (txConflict != tx) { remove(txConflict, removed, true); } } } } // Called when a block is connected. Removes from mempool and updates the miner fee estimator. void CTxMemPool::removeForBlock(const std::vector& vtx, unsigned int nBlockHeight, std::list& conflicts) { LOCK(cs); std::vector entries; BOOST_FOREACH(const CTransaction& tx, vtx) { uint256 hash = tx.GetHash(); if (mapTx.count(hash)) entries.push_back(mapTx[hash]); } minerPolicyEstimator->seenBlock(entries, nBlockHeight, minRelayFee); BOOST_FOREACH(const CTransaction& tx, vtx) { std::list dummy; remove(tx, dummy, false); removeConflicts(tx, conflicts); ClearPrioritisation(tx.GetHash()); } } void CTxMemPool::clear() { LOCK(cs); mapTx.clear(); mapNextTx.clear(); totalTxSize = 0; ++nTransactionsUpdated; } void CTxMemPool::check(const CCoinsViewCache *pcoins) const { if (!fSanityCheck) return; LogPrint("mempool", "Checking mempool with %u transactions and %u inputs\n", (unsigned int)mapTx.size(), (unsigned int)mapNextTx.size()); uint64_t checkTotal = 0; LOCK(cs); for (std::map::const_iterator it = mapTx.begin(); it != mapTx.end(); it++) { unsigned int i = 0; checkTotal += it->second.GetTxSize(); const CTransaction& tx = it->second.GetTx(); BOOST_FOREACH(const CTxIn &txin, tx.vin) { // Check that every mempool transaction's inputs refer to available coins, or other mempool tx's. std::map::const_iterator it2 = mapTx.find(txin.prevout.hash); if (it2 != mapTx.end()) { const CTransaction& tx2 = it2->second.GetTx(); assert(tx2.vout.size() > txin.prevout.n && !tx2.vout[txin.prevout.n].IsNull()); } else { const CCoins* coins = pcoins->AccessCoins(txin.prevout.hash); assert(coins && coins->IsAvailable(txin.prevout.n)); } // Check whether its inputs are marked in mapNextTx. std::map::const_iterator it3 = mapNextTx.find(txin.prevout); assert(it3 != mapNextTx.end()); assert(it3->second.ptx == &tx); assert(it3->second.n == i); i++; } } for (std::map::const_iterator it = mapNextTx.begin(); it != mapNextTx.end(); it++) { uint256 hash = it->second.ptx->GetHash(); map::const_iterator it2 = mapTx.find(hash); const CTransaction& tx = it2->second.GetTx(); assert(it2 != mapTx.end()); assert(&tx == it->second.ptx); assert(tx.vin.size() > it->second.n); assert(it->first == it->second.ptx->vin[it->second.n].prevout); } assert(totalTxSize == checkTotal); } void CTxMemPool::queryHashes(vector& vtxid) { vtxid.clear(); LOCK(cs); vtxid.reserve(mapTx.size()); for (map::iterator mi = mapTx.begin(); mi != mapTx.end(); ++mi) vtxid.push_back((*mi).first); } bool CTxMemPool::lookup(uint256 hash, CTransaction& result) const { LOCK(cs); map::const_iterator i = mapTx.find(hash); if (i == mapTx.end()) return false; result = i->second.GetTx(); return true; } CFeeRate CTxMemPool::estimateFee(int nBlocks) const { LOCK(cs); return minerPolicyEstimator->estimateFee(nBlocks); } double CTxMemPool::estimatePriority(int nBlocks) const { LOCK(cs); return minerPolicyEstimator->estimatePriority(nBlocks); } bool CTxMemPool::WriteFeeEstimates(CAutoFile& fileout) const { try { LOCK(cs); fileout << 99900; // version required to read: 0.9.99 or later fileout << CLIENT_VERSION; // version that wrote the file minerPolicyEstimator->Write(fileout); } catch (const std::exception &) { LogPrintf("CTxMemPool::WriteFeeEstimates() : unable to write policy estimator data (non-fatal)"); return false; } return true; } bool CTxMemPool::ReadFeeEstimates(CAutoFile& filein) { try { int nVersionRequired, nVersionThatWrote; filein >> nVersionRequired >> nVersionThatWrote; if (nVersionRequired > CLIENT_VERSION) return error("CTxMemPool::ReadFeeEstimates() : up-version (%d) fee estimate file", nVersionRequired); LOCK(cs); minerPolicyEstimator->Read(filein, minRelayFee); } catch (const std::exception &) { LogPrintf("CTxMemPool::ReadFeeEstimates() : unable to read policy estimator data (non-fatal)"); return false; } return true; } void CTxMemPool::PrioritiseTransaction(const uint256 hash, const string strHash, double dPriorityDelta, const CAmount& nFeeDelta) { { LOCK(cs); std::pair &deltas = mapDeltas[hash]; deltas.first += dPriorityDelta; deltas.second += nFeeDelta; } LogPrintf("PrioritiseTransaction: %s priority += %f, fee += %d\n", strHash, dPriorityDelta, FormatMoney(nFeeDelta)); } void CTxMemPool::ApplyDeltas(const uint256 hash, double &dPriorityDelta, CAmount &nFeeDelta) { LOCK(cs); std::map >::iterator pos = mapDeltas.find(hash); if (pos == mapDeltas.end()) return; const std::pair &deltas = pos->second; dPriorityDelta += deltas.first; nFeeDelta += deltas.second; } void CTxMemPool::ClearPrioritisation(const uint256 hash) { LOCK(cs); mapDeltas.erase(hash); } CCoinsViewMemPool::CCoinsViewMemPool(CCoinsView *baseIn, CTxMemPool &mempoolIn) : CCoinsViewBacked(baseIn), mempool(mempoolIn) { } bool CCoinsViewMemPool::GetCoins(const uint256 &txid, CCoins &coins) const { // If an entry in the mempool exists, always return that one, as it's guaranteed to never // conflict with the underlying cache, and it cannot have pruned entries (as it contains full) // transactions. First checking the underlying cache risks returning a pruned entry instead. CTransaction tx; if (mempool.lookup(txid, tx)) { coins = CCoins(tx, MEMPOOL_HEIGHT); return true; } return (base->GetCoins(txid, coins) && !coins.IsPruned()); } bool CCoinsViewMemPool::HaveCoins(const uint256 &txid) const { return mempool.exists(txid) || base->HaveCoins(txid); }