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Use Global Params For Fee Estimator Congestion and Priority Params #1259

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merged 2 commits into from
Apr 23, 2024
Merged

Use Global Params For Fee Estimator Congestion and Priority Params #1259

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fd67cb6
Use Global Params For Fee Estimator Congestion and Priority Params
tholonious Apr 22, 2024
89fc9ca
Revert minFeeRate usage in inner atomic txn transaction
tholonious Apr 22, 2024
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40 changes: 4 additions & 36 deletions lib/blockchain.go
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Original file line number Diff line number Diff line change
Expand Up @@ -5010,15 +5010,7 @@ func (bc *Blockchain) CreateMaxSpend(
if bc.params.IsPoSBlockHeight(uint64(bc.BlockTip().Height)) {
maxBlockSizeBytes = utxoView.GetSoftMaxBlockSizeBytesPoS()
}
feeAmountNanos, err = mempool.EstimateFee(
txn,
minFeeRateNanosPerKB,
// TODO: Make these flags or GlobalParams
bc.params.DefaultMempoolCongestionFactorBasisPoints,
bc.params.DefaultMempoolPriorityPercentileBasisPoints,
bc.params.DefaultMempoolPastBlocksCongestionFactorBasisPoints,
bc.params.DefaultMempoolPastBlocksPriorityPercentileBasisPoints,
maxBlockSizeBytes)
feeAmountNanos, err = mempool.EstimateFee(txn, minFeeRateNanosPerKB, maxBlockSizeBytes)
if err != nil {
return nil, 0, 0, 0, errors.Wrapf(err, "CreateMaxSpend: Problem estimating fee: ")
}
Expand Down Expand Up @@ -5153,15 +5145,7 @@ func (bc *Blockchain) AddInputsAndChangeToTransactionWithSubsidy(
if bc.params.IsPoSBlockHeight(uint64(bc.BlockTip().Height)) {
maxBlockSizeBytes = utxoView.GetSoftMaxBlockSizeBytesPoS()
}
newTxFee, err := mempool.EstimateFee(
txArg,
minFeeRateNanosPerKB,
// TODO: Make these flags or GlobalParams
bc.params.DefaultMempoolCongestionFactorBasisPoints,
bc.params.DefaultMempoolPriorityPercentileBasisPoints,
bc.params.DefaultMempoolPastBlocksCongestionFactorBasisPoints,
bc.params.DefaultMempoolPastBlocksPriorityPercentileBasisPoints,
maxBlockSizeBytes)
newTxFee, err := mempool.EstimateFee(txArg, minFeeRateNanosPerKB, maxBlockSizeBytes)
UpdateTxnFee(txArg, newTxFee)
if err != nil {
return 0, 0, 0, 0, errors.Wrapf(err,
Expand Down Expand Up @@ -5875,15 +5859,7 @@ func (bc *Blockchain) CreateAtomicTxnsWrapper(
}
txn.ExtraData[NextAtomicTxnPreHash] = dummyAtomicHashBytes
txn.ExtraData[PreviousAtomicTxnPreHash] = dummyAtomicHashBytes
newFeeEstimate, err := mempool.EstimateFee(
txn,
minFeeRateNanosPerKB,
// TODO: Make these flags or GlobalParams
bc.params.DefaultMempoolCongestionFactorBasisPoints,
bc.params.DefaultMempoolPriorityPercentileBasisPoints,
bc.params.DefaultMempoolPastBlocksCongestionFactorBasisPoints,
bc.params.DefaultMempoolPastBlocksPriorityPercentileBasisPoints,
maxBlockSizeBytes)
newFeeEstimate, err := mempool.EstimateFee(txn, minFeeRateNanosPerKB, maxBlockSizeBytes)
if err != nil {
return nil, 0, errors.Wrapf(err, "CreateAtomicTxnsWrapper: failed to recompute fee estimate")
}
Expand Down Expand Up @@ -5968,15 +5944,7 @@ func (bc *Blockchain) CreateAtomicTxnsWrapper(

// Use EstimateFee to set the fee INCLUDING the wrapper. Note that this fee should generally be a bit
// higher than the totalFee computed above because the atomic wrapper adds overhead.
newFeeEstimate, err := mempool.EstimateFee(
atomicTxn,
0,
// TODO: Make these flags or GlobalParams
bc.params.DefaultMempoolCongestionFactorBasisPoints,
bc.params.DefaultMempoolPriorityPercentileBasisPoints,
bc.params.DefaultMempoolPastBlocksCongestionFactorBasisPoints,
bc.params.DefaultMempoolPastBlocksPriorityPercentileBasisPoints,
maxBlockSizeBytes)
newFeeEstimate, err := mempool.EstimateFee(atomicTxn, 0, maxBlockSizeBytes)
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Should we pass in MinFeeRateNanosPerKB here instead of 0? I think I missed this call site in my earlier PR.

if err != nil {
return nil, 0, errors.Wrapf(err, "CreateAtomicTxnsWrapper: failed to compute "+
"fee on full txn")
Expand Down
13 changes: 3 additions & 10 deletions lib/legacy_mempool.go
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Original file line number Diff line number Diff line change
Expand Up @@ -2511,19 +2511,12 @@ func EstimateMaxTxnFeeV1(txn *MsgDeSoTxn, minFeeRateNanosPerKB uint64) uint64 {
return feeAmountNanos
}

func (mp *DeSoMempool) EstimateFee(txn *MsgDeSoTxn, minFeeRateNanosPerKB uint64,
_ uint64, _ uint64, _ uint64, _ uint64, _ uint64) (uint64, error) {
feeRate := mp.EstimateFeeRate(minFeeRateNanosPerKB, 0, 0, 0, 0, 0)
func (mp *DeSoMempool) EstimateFee(txn *MsgDeSoTxn, minFeeRateNanosPerKB uint64, _ uint64) (uint64, error) {
feeRate := mp.EstimateFeeRate(minFeeRateNanosPerKB, 0)
return EstimateMaxTxnFeeV1(txn, feeRate), nil
}

func (mp *DeSoMempool) EstimateFeeRate(
minFeeRateNanosPerKB uint64,
_ uint64,
_ uint64,
_ uint64,
_ uint64,
_ uint64) uint64 {
func (mp *DeSoMempool) EstimateFeeRate(minFeeRateNanosPerKB uint64, _ uint64) uint64 {
if minFeeRateNanosPerKB < mp.readOnlyUtxoView.GetCurrentGlobalParamsEntry().MinimumNetworkFeeNanosPerKB {
return mp.readOnlyUtxoView.GetCurrentGlobalParamsEntry().MinimumNetworkFeeNanosPerKB
}
Expand Down
23 changes: 11 additions & 12 deletions lib/pos_fee_estimator.go
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Original file line number Diff line number Diff line change
Expand Up @@ -290,17 +290,15 @@ func (posFeeEstimator *PoSFeeEstimator) pruneBlocksToMaxNumPastBlocks(blocks []*
// EstimateFeeRateNanosPerKB estimates the fee rate in nanos per KB for the current mempool
// and past blocks using the congestionFactorBasisPoints, priorityPercentileBasisPoints, and
// maxBlockSize params.
func (posFeeEstimator *PoSFeeEstimator) EstimateFeeRateNanosPerKB(
minFeeRateNanosPerKB uint64,
mempoolCongestionFactorBasisPoints uint64,
mempoolPriorityPercentileBasisPoints uint64,
pastBlocksCongestionFactorBasisPoints uint64,
pastBlocksPriorityPercentileBasisPoints uint64,
maxBlockSize uint64,
) uint64 {
func (posFeeEstimator *PoSFeeEstimator) EstimateFeeRateNanosPerKB(minFeeRateNanosPerKB uint64, maxBlockSize uint64) uint64 {
posFeeEstimator.rwLock.RLock()
defer posFeeEstimator.rwLock.RUnlock()

mempoolCongestionFactorBasisPoints := posFeeEstimator.globalParams.MempoolCongestionFactorBasisPoints
mempoolPriorityPercentileBasisPoints := posFeeEstimator.globalParams.MempoolPriorityPercentileBasisPoints
pastBlocksCongestionFactorBasisPoints := posFeeEstimator.globalParams.MempoolPastBlocksCongestionFactorBasisPoints
pastBlocksPriorityPercentileBasisPoints := posFeeEstimator.globalParams.MempoolPastBlocksPriorityPercentileBasisPoints

pastBlockFeeRate := posFeeEstimator.estimateFeeRateNanosPerKBGivenTransactionRegister(
posFeeEstimator.pastBlocksTransactionRegister,
pastBlocksCongestionFactorBasisPoints,
Expand Down Expand Up @@ -333,15 +331,16 @@ func (posFeeEstimator *PoSFeeEstimator) EstimateFeeRateNanosPerKB(
func (posFeeEstimator *PoSFeeEstimator) EstimateFee(
txn *MsgDeSoTxn,
minFeeRateNanosPerKB uint64,
mempoolCongestionFactorBasisPoints uint64,
mempoolPriorityPercentileBasisPoints uint64,
pastBlocksCongestionFactorBasisPoints uint64,
pastBlocksPriorityPercentileBasisPoints uint64,
maxBlockSize uint64,
) (uint64, error) {
posFeeEstimator.rwLock.RLock()
defer posFeeEstimator.rwLock.RUnlock()

mempoolCongestionFactorBasisPoints := posFeeEstimator.globalParams.MempoolCongestionFactorBasisPoints
mempoolPriorityPercentileBasisPoints := posFeeEstimator.globalParams.MempoolPriorityPercentileBasisPoints
pastBlocksCongestionFactorBasisPoints := posFeeEstimator.globalParams.MempoolPastBlocksCongestionFactorBasisPoints
pastBlocksPriorityPercentileBasisPoints := posFeeEstimator.globalParams.MempoolPastBlocksPriorityPercentileBasisPoints

mempoolFeeEstimate, err := posFeeEstimator.mempoolFeeEstimate(
txn,
mempoolCongestionFactorBasisPoints,
Expand Down
50 changes: 37 additions & 13 deletions lib/pos_fee_estimator_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -63,7 +63,7 @@ func TestFeeEstimator(t *testing.T) {
require.NoError(t, err)
validateTxnFee(t, txn, computedFee, baseFeeRate)
// Hybrid estimator will also return the base fee rate * number of bytes.
computedFee, err = posFeeEstimator.EstimateFee(txn, 0, 10000, 10000, 1000, 10000, 1000)
computedFee, err = posFeeEstimator.EstimateFee(txn, 0, 1000)
require.NoError(t, err)
validateTxnFee(t, txn, computedFee, baseFeeRate)

Expand Down Expand Up @@ -161,10 +161,16 @@ func TestFeeEstimator(t *testing.T) {
require.Equal(t, estimatedMempoolFee, estimatedPastBlocksFee)
require.Equal(t, estimatedMempoolFeeRate, estimatedPastBlocksFeeRate)

// Update the global params
globalParams := _testGetDefaultGlobalParams()
globalParams.MempoolCongestionFactorBasisPoints = congestionFactor
globalParams.MempoolPastBlocksCongestionFactorBasisPoints = congestionFactor
globalParams.MempoolPriorityPercentileBasisPoints = priorityPercentileBasisPoints
globalParams.MempoolPastBlocksPriorityPercentileBasisPoints = priorityPercentileBasisPoints
posFeeEstimator.UpdateGlobalParams(globalParams)

// And the hybrid estimator is just the max, but for completeness, we check it.
estimatedHybridFee, err = posFeeEstimator.EstimateFee(
txn, 0, congestionFactor, priorityPercentileBasisPoints, congestionFactor, priorityPercentileBasisPoints,
maxBlockSizeHybrid)
estimatedHybridFee, err = posFeeEstimator.EstimateFee(txn, 0, maxBlockSizeHybrid)
require.NoError(t, err)
require.Equal(t, estimatedMempoolFee, estimatedHybridFee)
require.Equal(t, estimatedPastBlocksFee, estimatedHybridFee)
Expand Down Expand Up @@ -206,10 +212,16 @@ func TestFeeEstimator(t *testing.T) {
require.Equal(t, estimatedMempoolFee, estimatedPastBlocksFee)
require.Equal(t, estimatedMempoolFeeRate, estimatedPastBlocksFeeRate)

// Update the global params
globalParams := _testGetDefaultGlobalParams()
globalParams.MempoolCongestionFactorBasisPoints = congestionFactor
globalParams.MempoolPastBlocksCongestionFactorBasisPoints = congestionFactor
globalParams.MempoolPriorityPercentileBasisPoints = priorityPercentileBasisPoints
globalParams.MempoolPastBlocksPriorityPercentileBasisPoints = priorityPercentileBasisPoints
posFeeEstimator.UpdateGlobalParams(globalParams)

// And the hybrid estimator is just the max, but for completeness, we check it.
estimatedHybridFee, err = posFeeEstimator.EstimateFee(
txn, 0, congestionFactor, priorityPercentileBasisPoints, congestionFactor, priorityPercentileBasisPoints,
maxBlockSizeHybrid)
estimatedHybridFee, err = posFeeEstimator.EstimateFee(txn, 0, maxBlockSizeHybrid)
require.NoError(t, err)
require.Equal(t, estimatedMempoolFee, estimatedHybridFee)
require.Equal(t, estimatedPastBlocksFee, estimatedHybridFee)
Expand Down Expand Up @@ -251,10 +263,16 @@ func TestFeeEstimator(t *testing.T) {
require.Equal(t, estimatedMempoolFee, estimatedPastBlocksFee)
require.Equal(t, estimatedMempoolFeeRate, estimatedPastBlocksFeeRate)

// Update the global params
globalParams := _testGetDefaultGlobalParams()
globalParams.MempoolCongestionFactorBasisPoints = congestionFactor
globalParams.MempoolPastBlocksCongestionFactorBasisPoints = congestionFactor
globalParams.MempoolPriorityPercentileBasisPoints = priorityPercentileBasisPoints
globalParams.MempoolPastBlocksPriorityPercentileBasisPoints = priorityPercentileBasisPoints
posFeeEstimator.UpdateGlobalParams(globalParams)

// And the hybrid estimator is just the max, but for completeness, we check it.
estimatedHybridFee, err = posFeeEstimator.EstimateFee(
txn, 0, congestionFactor, priorityPercentileBasisPoints, congestionFactor, priorityPercentileBasisPoints,
maxBlockSizeHybrid)
estimatedHybridFee, err = posFeeEstimator.EstimateFee(txn, 0, maxBlockSizeHybrid)
require.NoError(t, err)
require.Equal(t, estimatedMempoolFee, estimatedHybridFee)
require.Equal(t, estimatedPastBlocksFee, estimatedHybridFee)
Expand Down Expand Up @@ -296,10 +314,16 @@ func TestFeeEstimator(t *testing.T) {
require.Equal(t, estimatedMempoolFee, estimatedPastBlocksFee)
require.Equal(t, estimatedMempoolFeeRate, estimatedPastBlocksFeeRate)

// Update the global params
globalParams := _testGetDefaultGlobalParams()
globalParams.MempoolCongestionFactorBasisPoints = congestionFactor
globalParams.MempoolPastBlocksCongestionFactorBasisPoints = congestionFactor
globalParams.MempoolPriorityPercentileBasisPoints = priorityPercentileBasisPoints
globalParams.MempoolPastBlocksPriorityPercentileBasisPoints = priorityPercentileBasisPoints
posFeeEstimator.UpdateGlobalParams(globalParams)

// And the hybrid estimator is just the max, but for completeness, we check it.
estimatedHybridFee, err = posFeeEstimator.EstimateFee(
txn, 0, congestionFactor, priorityPercentileBasisPoints, congestionFactor, priorityPercentileBasisPoints,
maxBlockSizeHybrid)
estimatedHybridFee, err = posFeeEstimator.EstimateFee(txn, 0, maxBlockSizeHybrid)
require.NoError(t, err)
require.Equal(t, estimatedMempoolFee, estimatedHybridFee)
require.Equal(t, estimatedPastBlocksFee, estimatedHybridFee)
Expand Down
45 changes: 6 additions & 39 deletions lib/pos_mempool.go
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Original file line number Diff line number Diff line change
Expand Up @@ -43,23 +43,8 @@ type Mempool interface {
GetMempoolTipBlockHeight() uint64
GetMempoolTx(txHash *BlockHash) *MempoolTx
GetMempoolSummaryStats() map[string]*SummaryStats
EstimateFee(
txn *MsgDeSoTxn,
minFeeRateNanosPerKB uint64,
mempoolCongestionFactorBasisPoints uint64,
mempoolPriorityPercentileBasisPoints uint64,
pastBlocksCongestionFactorBasisPoints uint64,
pastBlocksPriorityPercentileBasisPoints uint64,
maxBlockSize uint64,
) (uint64, error)
EstimateFeeRate(
minFeeRateNanosPerKB uint64,
mempoolCongestionFactorBasisPoints uint64,
mempoolPriorityPercentileBasisPoints uint64,
pastBlocksCongestionFactorBasisPoints uint64,
pastBlocksPriorityPercentileBasisPoints uint64,
maxBlockSize uint64,
) uint64
EstimateFee(txn *MsgDeSoTxn, minFeeRateNanosPerKB uint64, maxBlockSize uint64) (uint64, error)
EstimateFeeRate(minFeeRateNanosPerKB uint64, maxBlockSize uint64) uint64
}

// GetAugmentedUniversalViewWithAdditionalTransactions is meant as a helper function
Expand Down Expand Up @@ -1133,28 +1118,10 @@ func (mp *PosMempool) GetMempoolSummaryStats() map[string]*SummaryStats {
return convertMempoolTxsToSummaryStats(mp.txnRegister.GetFeeTimeTransactions())
}

func (mp *PosMempool) EstimateFee(
txn *MsgDeSoTxn,
minFeeRateNanosPerKB uint64,
mempoolCongestionFactorBasisPoints uint64,
mempoolPriorityPercentileBasisPoints uint64,
pastBlocksCongestionFactorBasisPoints uint64,
pastBlocksPriorityPercentileBasisPoints uint64,
maxBlockSize uint64,
) (uint64, error) {
return mp.feeEstimator.EstimateFee(
txn, minFeeRateNanosPerKB, mempoolCongestionFactorBasisPoints, mempoolPriorityPercentileBasisPoints,
pastBlocksCongestionFactorBasisPoints, pastBlocksPriorityPercentileBasisPoints, maxBlockSize)
func (mp *PosMempool) EstimateFee(txn *MsgDeSoTxn, minFeeRateNanosPerKB uint64, maxBlockSize uint64) (uint64, error) {
return mp.feeEstimator.EstimateFee(txn, minFeeRateNanosPerKB, maxBlockSize)
}

func (mp *PosMempool) EstimateFeeRate(
minFeeRateNanosPerKB uint64,
mempoolCongestionFactorBasisPoints uint64,
mempoolPriorityPercentileBasisPoints uint64,
pastBlocksCongestionFactorBasisPoints uint64,
pastBlocksPriorityPercentileBasisPoints uint64,
maxBlockSize uint64) uint64 {
return mp.feeEstimator.EstimateFeeRateNanosPerKB(
minFeeRateNanosPerKB, mempoolCongestionFactorBasisPoints, mempoolPriorityPercentileBasisPoints,
pastBlocksCongestionFactorBasisPoints, pastBlocksPriorityPercentileBasisPoints, maxBlockSize)
func (mp *PosMempool) EstimateFeeRate(minFeeRateNanosPerKB uint64, maxBlockSize uint64) uint64 {
return mp.feeEstimator.EstimateFeeRateNanosPerKB(minFeeRateNanosPerKB, maxBlockSize)
}
6 changes: 6 additions & 0 deletions lib/pos_transaction_register_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -374,6 +374,12 @@ func _testGetDefaultGlobalParams() *GlobalParamsEntry {
globalParams.MempoolFeeEstimatorNumMempoolBlocks = 1
globalParams.MempoolFeeEstimatorNumPastBlocks = 1

globalParams.MempoolCongestionFactorBasisPoints = 10000
globalParams.MempoolPastBlocksCongestionFactorBasisPoints = 10000

globalParams.MempoolPriorityPercentileBasisPoints = 10000
globalParams.MempoolPastBlocksPriorityPercentileBasisPoints = 10000

return &globalParams
}

Expand Down
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