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feerates: consider last three raw values for min/max.

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We don't know what our peer is doing, but if we see those values, maybe
they did too, and for longer.  And add the min/max acceptable values
into our JSON API.

Signed-off-by: Rusty Russell <rusty@rustcorp.com.au>
This commit is contained in:
Rusty Russell 2018-08-24 11:52:05 +09:30
parent a260849870
commit 14294642d2
3 changed files with 92 additions and 16 deletions
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60
lightningd/chaintopology.c
View File

@ -290,6 +290,21 @@ static const char *feerate_name(enum feerate feerate)
/* Mutual recursion via timer. */
static void next_updatefee_timer(struct chain_topology *topo);
static void init_feerate_history(struct chain_topology *topo,
enum feerate feerate, u32 val)
{
for (size_t i = 0; i < FEE_HISTORY_NUM; i++)
topo->feehistory[feerate][i] = val;
}
static void add_feerate_history(struct chain_topology *topo,
enum feerate feerate, u32 val)
{
memmove(&topo->feehistory[feerate][1], &topo->feehistory[feerate][0],
(FEE_HISTORY_NUM - 1) * sizeof(u32));
topo->feehistory[feerate][0] = val;
}
/* We sanitize feerates if necessary to put them in descending order. */
static void update_feerates(struct bitcoind *bitcoind,
const u32 *satoshi_per_kw,
@ -316,10 +331,13 @@ static void update_feerates(struct bitcoind *bitcoind,
/* Initial smoothed feerate is the polled feerate */
if (!old_feerates[i]) {
old_feerates[i] = feerate;
init_feerate_history(topo, i, feerate);
log_debug(topo->log,
"Smoothed feerate estimate for %s initialized to polled estimate %u",
feerate_name(i), feerate);
}
} else
add_feerate_history(topo, i, feerate);
/* Smooth the feerate to avoid spikes. */
u32 feerate_smooth = feerate * alpha + old_feerates[i] * (1 - alpha);
@ -398,6 +416,7 @@ static void json_feerates(struct command *cmd,
bool missing;
const jsmntok_t *style;
bool bitcoind_style;
u64 mulfactor;
if (!param(cmd, buffer, params,
p_req("style", json_tok_tok, &style),
@ -412,14 +431,16 @@ static void json_feerates(struct command *cmd,
feerates[FEERATE_NORMAL] = normal ? *normal : 0;
feerates[FEERATE_SLOW] = slow ? *slow : 0;
if (json_tok_streq(buffer, style, "sipa"))
if (json_tok_streq(buffer, style, "sipa")) {
bitcoind_style = false;
else if (json_tok_streq(buffer, style, "bitcoind")) {
mulfactor = 1;
} else if (json_tok_streq(buffer, style, "bitcoind")) {
/* Everyone uses satoshi per kbyte, but we use satoshi per ksipa
* (don't round down to zero though)! */
for (size_t i = 0; i < ARRAY_SIZE(feerates); i++)
feerates[i] = (feerates[i] + 3) / 4;
bitcoind_style = true;
mulfactor = 4;
} else {
command_fail(cmd, JSONRPC2_INVALID_PARAMS, "invalid style");
return;
@ -438,8 +459,6 @@ static void json_feerates(struct command *cmd,
feerates[i] = try_get_feerate(topo, i);
if (!feerates[i])
missing = true;
if (bitcoind_style)
feerates[i] *= 4;
}
response = new_json_result(cmd);
@ -448,8 +467,12 @@ static void json_feerates(struct command *cmd,
for (size_t i = 0; i < ARRAY_SIZE(feerates); i++) {
if (!feerates[i])
continue;
json_add_num(response, feerate_name(i), feerates[i]);
json_add_num(response, feerate_name(i), feerates[i] * mulfactor);
}
json_add_u64(response, "min_acceptable",
feerate_min(cmd->ld, NULL) * mulfactor);
json_add_u64(response, "max_acceptable",
feerate_max(cmd->ld, NULL) * mulfactor);
json_object_end(response);
if (missing)
@ -717,12 +740,21 @@ u32 feerate_min(struct lightningd *ld, bool *unknown)
if (ld->config.ignore_fee_limits)
min = 1;
else {
u32 feerate = try_get_feerate(ld->topology, FEERATE_SLOW);
if (!feerate && unknown)
*unknown = true;
min = try_get_feerate(ld->topology, FEERATE_SLOW);
if (!min) {
if (unknown)
*unknown = true;
} else {
const u32 *hist = ld->topology->feehistory[FEERATE_SLOW];
/* Set this to half of slow rate (if unknown, will be floor) */
min = feerate / 2;
/* If one of last three was an outlier, use that. */
for (size_t i = 0; i < FEE_HISTORY_NUM; i++) {
if (hist[i] < min)
min = hist[i];
}
/* Normally, we use half of slow rate. */
min /= 2;
}
}
if (min < feerate_floor())
@ -739,6 +771,7 @@ u32 feerate_min(struct lightningd *ld, bool *unknown)
u32 feerate_max(struct lightningd *ld, bool *unknown)
{
u32 feerate;
const u32 *feehistory = ld->topology->feehistory[FEERATE_URGENT];
if (unknown)
*unknown = false;
@ -754,6 +787,11 @@ u32 feerate_max(struct lightningd *ld, bool *unknown)
return UINT_MAX;
}
/* If one of last three was an outlier, use that. */
for (size_t i = 0; i < FEE_HISTORY_NUM; i++) {
if (feehistory[i] > feerate)
feerate = feehistory[i];
}
return feerate * ld->config.max_fee_multiplier;
}

4
lightningd/chaintopology.h
View File

@ -26,6 +26,9 @@ enum feerate {
};
#define NUM_FEERATES (FEERATE_SLOW+1)
/* We keep the last three in case there are outliers (for min/max) */
#define FEE_HISTORY_NUM 3
/* Off topology->outgoing_txs */
struct outgoing_tx {
struct list_node list;
@ -83,6 +86,7 @@ struct chain_topology {
struct block_map block_map;
u32 feerate[NUM_FEERATES];
bool feerate_uninitialized;
u32 feehistory[NUM_FEERATES][FEE_HISTORY_NUM];
/* Where to store blockchain info. */
struct wallet *wallet;

44
tests/test_misc.py
View File

@ -866,36 +866,70 @@ def test_feerates(node_factory):
# Query feerates (shouldn't give any!)
feerates = l1.rpc.feerates('sipa')
assert len(feerates['sipa']) == 0
assert len(feerates['sipa']) == 2
assert feerates['warning'] == 'Some fee estimates unavailable: bitcoind startup?'
assert 'bitcoind' not in feerates
assert feerates['sipa']['max_acceptable'] == 2**32 - 1
assert feerates['sipa']['min_acceptable'] == 253
feerates = l1.rpc.feerates('bitcoind')
assert len(feerates['bitcoind']) == 0
assert len(feerates['bitcoind']) == 2
assert feerates['warning'] == 'Some fee estimates unavailable: bitcoind startup?'
assert 'sipa' not in feerates
assert feerates['bitcoind']['max_acceptable'] == (2**32 - 1) * 4
assert feerates['bitcoind']['min_acceptable'] == 253 * 4
# Now try setting them, one at a time.
feerates = l1.rpc.feerates('sipa', 15000)
assert len(feerates['sipa']) == 1
assert len(feerates['sipa']) == 3
assert feerates['sipa']['urgent'] == 15000
assert feerates['warning'] == 'Some fee estimates unavailable: bitcoind startup?'
assert 'bitcoind' not in feerates
assert feerates['sipa']['max_acceptable'] == 15000 * 10
assert feerates['sipa']['min_acceptable'] == 253
feerates = l1.rpc.feerates('bitcoind', normal=25000)
assert len(feerates['bitcoind']) == 2
assert len(feerates['bitcoind']) == 4
assert feerates['bitcoind']['urgent'] == 15000 * 4
assert feerates['bitcoind']['normal'] == 25000
assert feerates['warning'] == 'Some fee estimates unavailable: bitcoind startup?'
assert 'sipa' not in feerates
assert feerates['bitcoind']['max_acceptable'] == 15000 * 4 * 10
assert feerates['bitcoind']['min_acceptable'] == 253 * 4
feerates = l1.rpc.feerates('sipa', None, None, 5000)
assert len(feerates['sipa']) == 3
assert len(feerates['sipa']) == 5
assert feerates['sipa']['urgent'] == 15000
assert feerates['sipa']['normal'] == 25000 // 4
assert feerates['sipa']['slow'] == 5000
assert 'warning' not in feerates
assert 'bitcoind' not in feerates
assert feerates['sipa']['max_acceptable'] == 15000 * 10
assert feerates['sipa']['min_acceptable'] == 5000 // 2
# Now, outliers effect min and max, not so much the smoothed avg.
feerates = l1.rpc.feerates('sipa', 30000, None, 600)
assert len(feerates['sipa']) == 5
assert feerates['sipa']['urgent'] > 15000
assert feerates['sipa']['urgent'] < 30000
assert feerates['sipa']['normal'] == 25000 // 4
assert feerates['sipa']['slow'] < 5000
assert feerates['sipa']['slow'] > 600
assert 'warning' not in feerates
assert 'bitcoind' not in feerates
assert feerates['sipa']['max_acceptable'] == 30000 * 10
assert feerates['sipa']['min_acceptable'] == 600 // 2
# Forgotten after 3 more values inserted.
feerates = l1.rpc.feerates('sipa', 15000, 25000 // 4, 5000)
assert feerates['sipa']['max_acceptable'] == 30000 * 10
assert feerates['sipa']['min_acceptable'] == 600 // 2
feerates = l1.rpc.feerates('sipa', 15000, 25000 // 4, 5000)
assert feerates['sipa']['max_acceptable'] == 30000 * 10
assert feerates['sipa']['min_acceptable'] == 600 // 2
feerates = l1.rpc.feerates('sipa', 15000, 25000 // 4, 5000)
assert feerates['sipa']['max_acceptable'] == 15000 * 10
assert feerates['sipa']['min_acceptable'] == 5000 // 2
def test_logging(node_factory):