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at startup initialize smoothed feerate to polled feerate

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fix indentation
This commit is contained in:
Simon Vrouwe 2018-07-25 13:06:46 +03:00 • committed by Christian Decker
parent 378d73cd96
commit a80622edab
1 changed files with 24 additions and 15 deletions
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39
lightningd/chaintopology.c
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@ -238,9 +238,9 @@ static void update_feerates(struct bitcoind *bitcoind,
u32 old_feerates[NUM_FEERATES]; u32 old_feerates[NUM_FEERATES];
bool changed = false; bool changed = false;
/* Smoothing factor alpha for simple exponential smoothing. The goal is to /* Smoothing factor alpha for simple exponential smoothing. The goal is to
* have the feerate account for 90 percent of the values polled in the last * have the feerate account for 90 percent of the values polled in the last
* 2 minutes. The following will do that in a polling interval * 2 minutes. The following will do that in a polling interval
* independent manner. */ * independent manner. */
double alpha = 1 - pow(0.1,(double)topo->poll_seconds / 120); double alpha = 1 - pow(0.1,(double)topo->poll_seconds / 120);
for (size_t i = 0; i < NUM_FEERATES; i++) { for (size_t i = 0; i < NUM_FEERATES; i++) {
@ -253,23 +253,28 @@ static void update_feerates(struct bitcoind *bitcoind,
if (!feerate) if (!feerate)
continue; continue;
/* Smooth the feerate to avoid spikes. */ /* Initial smoothed feerate is the polled feerate */
u32 feerate_smooth = feerate * alpha + old_feerates[i] * (1 - alpha); if (topo->startup) {
/* But to avoid updating forever, only apply smoothing when its old_feerates[i] = feerate;
* effect is more then 10 percent */ }
if (abs((int)feerate - (int)feerate_smooth) > (0.1 * feerate)) {
feerate = feerate_smooth; /* Smooth the feerate to avoid spikes. */
log_debug(topo->log, u32 feerate_smooth = feerate * alpha + old_feerates[i] * (1 - alpha);
/* But to avoid updating forever, only apply smoothing when its
* effect is more then 10 percent */
if (abs((int)feerate - (int)feerate_smooth) > (0.1 * feerate)) {
feerate = feerate_smooth;
log_debug(topo->log,
"...feerate %u smoothed to %u (alpha=%.2f)", "...feerate %u smoothed to %u (alpha=%.2f)",
satoshi_per_kw[i], feerate, alpha); satoshi_per_kw[i], feerate, alpha);
} }
if (feerate < feerate_floor()) { if (feerate < feerate_floor()) {
feerate = feerate_floor(); feerate = feerate_floor();
log_debug(topo->log, log_debug(topo->log,
"...feerate %u hit floor %u", "...feerate %u hit floor %u",
satoshi_per_kw[i], feerate); satoshi_per_kw[i], feerate);
} }
if (feerate != topo->feerate[i]) { if (feerate != topo->feerate[i]) {
log_debug(topo->log, "%s feerate %u (was %u)", log_debug(topo->log, "%s feerate %u (was %u)",
@ -278,6 +283,9 @@ static void update_feerates(struct bitcoind *bitcoind,
} }
topo->feerate[i] = feerate; topo->feerate[i] = feerate;
} }
/* Moving this forward in time is ok, but feerate smoothing is effectively
* disabled until topo->startup is set to false */
topo->startup = false;
/* Make sure fee rates are in order. */ /* Make sure fee rates are in order. */
for (size_t i = 0; i < NUM_FEERATES; i++) { for (size_t i = 0; i < NUM_FEERATES; i++) {
@ -685,6 +693,7 @@ struct chain_topology *new_topology(struct lightningd *ld, struct log *log)
topo->bitcoind = new_bitcoind(topo, ld, log); topo->bitcoind = new_bitcoind(topo, ld, log);
topo->wallet = ld->wallet; topo->wallet = ld->wallet;
topo->poll_seconds = 30; topo->poll_seconds = 30;
topo->startup = true;
#if DEVELOPER #if DEVELOPER
topo->dev_override_fee_rate = NULL; topo->dev_override_fee_rate = NULL;
#endif #endif