mempool: refactor fee estimation.

lib/mempool/fees.js

@@ -15,8 +15,8 @@ var policy = require('../protocol/policy');
 var BufferReader = require('../utils/reader');
 var StaticWriter = require('../utils/staticwriter');
 var encoding = require('../utils/encoding');
+var Map = require('../utils/map');
 var Logger = require('../node/logger');
-var Network = require('../protocol/network');
 var global = util.global;
 var Float64Array = global.Float64Array || Array;
 var Int32Array = global.Int32Array || Array;
@@ -52,7 +52,7 @@ function ConfirmStats(type, logger) {
   if (!(this instanceof ConfirmStats))
     return new ConfirmStats(type, logger);
 
-  this.logger = logger || Logger.global;
+  this.logger = Logger.global;
 
   this.type = type;
   this.decay = 0;
@@ -70,6 +70,11 @@ function ConfirmStats(type, logger) {
   this.txAvg = new Float64Array(0);
   this.curBlockVal = new Float64Array(0);
   this.avg = new Float64Array(0);
+
+  if (logger) {
+    assert(typeof logger === 'object');
+    this.logger = logger;
+  }
 }
 
 /**
@@ -409,36 +414,41 @@ ConfirmStats.fromRaw = function fromRaw(data, type, logger) {
  * Estimator for fees and priority.
  * @alias module:mempool.PolicyEstimator
  * @constructor
- * @param {Network|NetworkType} network
  * @param {Logger?} logger
  */
 
-function PolicyEstimator(network, logger) {
+function PolicyEstimator(logger) {
   if (!(this instanceof PolicyEstimator))
-    return new PolicyEstimator(network, logger);
+    return new PolicyEstimator(logger);
 
-  this.network = Network.get(network);
+  this.logger = Logger.global;
-  this.logger = logger || Logger.global;
 
-  this.minTrackedFee = policy.MIN_RELAY >= MIN_FEERATE
+  this.minTrackedFee = MIN_FEERATE;
-    ? policy.MIN_RELAY
+  this.minTrackedPri = MIN_PRIORITY;
-    : MIN_FEERATE;
 
-  this.minTrackedPri = policy.FREE_THRESHOLD >= MIN_PRIORITY
+  this.feeStats = new ConfirmStats('FeeRate');
-    ? policy.FREE_THRESHOLD
+  this.priStats = new ConfirmStats('Priority');
-    : MIN_PRIORITY;
-
-  this.feeStats = new ConfirmStats('FeeRate', this.logger);
-  this.priStats = new ConfirmStats('Priority', this.logger);
 
   this.feeUnlikely = 0;
   this.feeLikely = INF_FEERATE;
   this.priUnlikely = 0;
   this.priLikely = INF_PRIORITY;
 
-  this.map = {};
+  this.map = new Map();
-  this.mapSize = 0;
   this.bestHeight = 0;
+
+  if (policy.MIN_RELAY >= MIN_FEERATE)
+    this.minTrackedFee = policy.MIN_RELAY;
+
+  if (policy.FREE_THRESHOLD >= MIN_PRIORITY)
+    this.minTrackedPri = policy.FREE_THRESHOLD;
+
+  if (logger) {
+    assert(typeof logger === 'object');
+    this.logger = logger;
+    this.feeStats.logger = logger;
+    this.priStats.logger = logger;
+  }
 }
 
 /**
@@ -481,8 +491,7 @@ PolicyEstimator.prototype.reset = function reset() {
   this.priUnlikely = 0;
   this.priLikely = INF_PRIORITY;
 
-  this.map = {};
+  this.map.reset();
-  this.mapSize = 0;
   this.bestHeight = 0;
 
   this.init();
@@ -494,7 +503,7 @@ PolicyEstimator.prototype.reset = function reset() {
  */
 
 PolicyEstimator.prototype.removeTX = function removeTX(hash) {
-  var item = this.map[hash];
+  var item = this.map.get(hash);
 
   if (!item) {
     this.logger.spam(
@@ -505,8 +514,7 @@ PolicyEstimator.prototype.removeTX = function removeTX(hash) {
 
   this.feeStats.removeTX(item.blockHeight, this.bestHeight, item.bucketIndex);
 
-  delete this.map[hash];
+  this.map.remove(hash);
-  this.mapSize--;
 };
 
 /**
@@ -550,7 +558,7 @@ PolicyEstimator.prototype.processTX = function processTX(entry, current) {
   var hash = entry.tx.hash('hex');
   var fee, rate, priority, item;
 
-  if (this.map[hash]) {
+  if (this.map.has(hash)) {
     this.logger.debug(
       'estimatefee: Mempool tx %s already tracked.',
       entry.tx.txid());
@@ -590,8 +598,7 @@ PolicyEstimator.prototype.processTX = function processTX(entry, current) {
     return;
   }
 
-  this.map[hash] = item;
+  this.map.set(hash, item);
-  this.mapSize++;
 };
 
 /**
@@ -691,7 +698,7 @@ PolicyEstimator.prototype.processBlock = function processBlock(height, entries,
 
   this.logger.debug('estimatefee: Done updating estimates'
     + ' for %d confirmed entries. New mempool map size %d.',
-    entries.length, this.mapSize);
+    entries.length, this.map.size);
 
   this.logger.debug('estimatefee: Rate: %d.', this.estimateFee());
 };
@@ -736,12 +743,6 @@ PolicyEstimator.prototype.estimateFee = function estimateFee(target, smart) {
 
   target -= 1;
 
-  if (rate < this.network.feeRate)
-    return this.network.feeRate;
-
-  if (rate > this.network.maxFeeRate)
-    return this.network.maxFeeRate;
-
   if (rate < 0)
     return 0;
 
@@ -775,9 +776,6 @@ PolicyEstimator.prototype.estimatePriority = function estimatePriority(target, s
     return Math.floor(priority);
   }
 
-  // TODO: Add check for mempool limiting txs.
-  // Should return INF_PRIORITY.
-
   priority = -1;
   while (priority < 0 && target <= this.priStats.maxConfirms) {
     priority = this.priStats.estimateMedian(
@@ -800,7 +798,7 @@ PolicyEstimator.prototype.estimatePriority = function estimatePriority(target, s
 
 PolicyEstimator.prototype.getSize = function getSize() {
   var size = 0;
-  size += 8;
+  size += 4;
   size += encoding.sizeVarlen(this.feeStats.getSize());
   size += encoding.sizeVarlen(this.priStats.getSize());
   return size;
@@ -815,7 +813,6 @@ PolicyEstimator.prototype.toRaw = function toRaw() {
   var size = this.getSize();
   var bw = new StaticWriter(size);
 
-  bw.writeU32(this.network.magic);
   bw.writeU32(this.bestHeight);
   bw.writeVarBytes(this.feeStats.toRaw());
   bw.writeVarBytes(this.priStats.toRaw());
@@ -832,13 +829,8 @@ PolicyEstimator.prototype.toRaw = function toRaw() {
 
 PolicyEstimator.prototype.fromRaw = function fromRaw(data) {
   var br = new BufferReader(data);
-  var network = Network.fromMagic(br.readU32());
-  var bestHeight = br.readU32();
 
-  assert(this.network === network,
+  this.bestHeight = br.readU32();
-    'Network mistmatch for policy estimator.');
-
-  this.bestHeight = bestHeight;
   this.feeStats.fromRaw(br.readVarBytes());
   this.priStats.fromRaw(br.readVarBytes());
 
@@ -848,13 +840,12 @@ PolicyEstimator.prototype.fromRaw = function fromRaw(data) {
 /**
  * Instantiate a policy estimator from serialized data.
  * @param {Buffer} data
- * @param {Network?} network
  * @param {Logger?} logger
  * @returns {PolicyEstimator}
  */
 
-PolicyEstimator.fromRaw = function fromRaw(data, network, logger) {
+PolicyEstimator.fromRaw = function fromRaw(data, logger) {
-  return new PolicyEstimator(network, logger).fromRaw(data);
+  return new PolicyEstimator(logger).fromRaw(data);
 };
 
 /**
@@ -864,13 +855,9 @@ PolicyEstimator.fromRaw = function fromRaw(data, network, logger) {
  */
 
 PolicyEstimator.prototype.inject = function inject(estimator) {
-  assert(this.network === estimator.network,
-    'Network mismatch for policy estimator.');
-
   this.bestHeight = estimator.bestHeight;
   this.feeStats = estimator.feeStats;
   this.priStats = estimator.priStats;
-
   return this;
 };
 

lib/mempool/mempool.js

@@ -2330,7 +2330,7 @@ MempoolCache.prototype.getFees = co(function* getFees() {
   if (!data)
     return;
 
-  return Fees.fromRaw(data, this.network);
+  return Fees.fromRaw(data);
 });
 
 MempoolCache.prototype.getEntries = function getEntries() {

lib/node/fullnode.js

@@ -63,7 +63,7 @@ function FullNode(options) {
   });
 
   // Fee estimation.
-  this.fees = new Fees(this.network, this.logger);
+  this.fees = new Fees(this.logger);
   this.fees.init();
 
   // Mempool needs access to the chain.

lib/wallet/walletdb.js

@@ -477,10 +477,20 @@ WalletDB.prototype.send = co(function* send(tx) {
  */
 
 WalletDB.prototype.estimateFee = co(function* estimateFee(blocks) {
+  var rate;
+
   if (!this.client)
     return this.network.feeRate;
 
-  return yield this.client.estimateFee(blocks);
+  rate = yield this.client.estimateFee(blocks);
+
+  if (rate < this.network.feeRate)
+    return this.network.feeRate;
+
+  if (rate > this.network.maxFeeRate)
+    return this.network.maxFeeRate;
+
+  return rate;
 });
 
 /**