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online calculation of stack-of-n-blocks fee statistics

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This commit is contained in:
Mononaut
2023-05-10 12:59:05 -06:00
parent dd35ef1b41
commit 92c88cf5b6
3 changed files with 166 additions and 10 deletions
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53
backend/src/api/mempool-blocks.ts
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@@ -1,6 +1,6 @@
import logger from '../logger';
import { MempoolBlock, TransactionExtended, TransactionStripped, MempoolBlockWithTransactions, MempoolBlockDelta, Ancestor, CompactThreadTransaction } from '../mempool.interfaces';
import { Common } from './common';
import { MempoolBlock, TransactionExtended, TransactionStripped, MempoolBlockWithTransactions, MempoolBlockDelta, Ancestor, CompactThreadTransaction, EffectiveFeeStats } from '../mempool.interfaces';
import { Common, OnlineFeeStatsCalculator } from './common';
import config from '../config';
import { Worker } from 'worker_threads';
import path from 'path';
@@ -104,6 +104,8 @@ class MempoolBlocks {
private calculateMempoolBlocks(transactionsSorted: TransactionExtended[]): MempoolBlockWithTransactions[] {
const mempoolBlocks: MempoolBlockWithTransactions[] = [];
let feeStatsCalculator: OnlineFeeStatsCalculator = new OnlineFeeStatsCalculator(config.MEMPOOL.BLOCK_WEIGHT_UNITS);
let onlineStats = false;
let blockSize = 0;
let blockWeight = 0;
let blockVsize = 0;
@@ -111,7 +113,7 @@ class MempoolBlocks {
const sizeLimit = (config.MEMPOOL.BLOCK_WEIGHT_UNITS / 4) * 1.2;
let transactionIds: string[] = [];
let transactions: TransactionExtended[] = [];
transactionsSorted.forEach((tx) => {
transactionsSorted.forEach((tx, index) => {
if (blockWeight + tx.weight <= config.MEMPOOL.BLOCK_WEIGHT_UNITS
|| mempoolBlocks.length === config.MEMPOOL.MEMPOOL_BLOCKS_AMOUNT - 1) {
tx.position = {
@@ -126,6 +128,9 @@ class MempoolBlocks {
transactions.push(tx);
}
transactionIds.push(tx.txid);
if (onlineStats) {
feeStatsCalculator.processNext(tx);
}
} else {
mempoolBlocks.push(this.dataToMempoolBlocks(transactionIds, transactions, blockSize, blockWeight, blockFees));
blockVsize = 0;
@@ -133,6 +138,16 @@ class MempoolBlocks {
block: mempoolBlocks.length,
vsize: blockVsize + (tx.vsize / 2),
};
if (mempoolBlocks.length === config.MEMPOOL.MEMPOOL_BLOCKS_AMOUNT - 1) {
const stackWeight = transactionsSorted.slice(index).reduce((total, tx) => total + (tx.weight || 0), 0);
if (stackWeight > config.MEMPOOL.BLOCK_WEIGHT_UNITS) {
onlineStats = true;
feeStatsCalculator = new OnlineFeeStatsCalculator(stackWeight, 0.5);
feeStatsCalculator.processNext(tx);
}
}
blockVsize += tx.vsize;
blockWeight = tx.weight;
blockSize = tx.size;
@@ -142,7 +157,8 @@ class MempoolBlocks {
}
});
if (transactions.length) {
mempoolBlocks.push(this.dataToMempoolBlocks(transactionIds, transactions, blockSize, blockWeight, blockFees));
const feeStats = onlineStats ? feeStatsCalculator.getRawFeeStats() : undefined;
mempoolBlocks.push(this.dataToMempoolBlocks(transactionIds, transactions, blockSize, blockWeight, blockFees, feeStats));
}
return mempoolBlocks;
@@ -310,7 +326,16 @@ class MempoolBlocks {
}
}
const readyBlocks: { transactionIds, transactions, totalSize, totalWeight, totalFees }[] = [];
let hasBlockStack = blocks.length >= 8;
let stackWeight;
let feeStatsCalculator: OnlineFeeStatsCalculator | void;
if (hasBlockStack) {
stackWeight = blocks[blocks.length - 1].reduce((total, tx) => total + (mempool[tx]?.weight || 0), 0);
hasBlockStack = stackWeight > config.MEMPOOL.BLOCK_WEIGHT_UNITS;
feeStatsCalculator = new OnlineFeeStatsCalculator(stackWeight, 0.5);
}
const readyBlocks: { transactionIds, transactions, totalSize, totalWeight, totalFees, feeStats }[] = [];
const sizeLimit = (config.MEMPOOL.BLOCK_WEIGHT_UNITS / 4) * 1.2;
// update this thread's mempool with the results
for (let blockIndex = 0; blockIndex < blocks.length; blockIndex++) {
@@ -333,6 +358,11 @@ class MempoolBlocks {
};
mempoolTx.cpfpChecked = true;
// online calculation of stack-of-blocks fee stats
if (hasBlockStack && blockIndex === blocks.length - 1 && feeStatsCalculator) {
feeStatsCalculator.processNext(mempoolTx);
}
totalSize += mempoolTx.size;
totalVsize += mempoolTx.vsize;
totalWeight += mempoolTx.weight;
@@ -348,7 +378,8 @@ class MempoolBlocks {
transactions,
totalSize,
totalWeight,
totalFees
totalFees,
feeStats: (hasBlockStack && blockIndex === blocks.length - 1 && feeStatsCalculator) ? feeStatsCalculator.getRawFeeStats() : undefined,
});
}
@@ -382,7 +413,9 @@ class MempoolBlocks {
}
}
const mempoolBlocks = readyBlocks.map(b => this.dataToMempoolBlocks(b.transactionIds, b.transactions, b.totalSize, b.totalWeight, b.totalFees));
const mempoolBlocks = readyBlocks.map((b, index) => {
return this.dataToMempoolBlocks(b.transactionIds, b.transactions, b.totalSize, b.totalWeight, b.totalFees, b.feeStats);
});
if (saveResults) {
const deltas = this.calculateMempoolDeltas(this.mempoolBlocks, mempoolBlocks);
@@ -393,8 +426,10 @@ class MempoolBlocks {
return mempoolBlocks;
}
private dataToMempoolBlocks(transactionIds: string[], transactions: TransactionExtended[], totalSize: number, totalWeight: number, totalFees: number): MempoolBlockWithTransactions {
const feeStats = Common.calcEffectiveFeeStatistics(transactions);
private dataToMempoolBlocks(transactionIds: string[], transactions: TransactionExtended[], totalSize: number, totalWeight: number, totalFees: number, feeStats?: EffectiveFeeStats ): MempoolBlockWithTransactions {
if (!feeStats) {
feeStats = Common.calcEffectiveFeeStatistics(transactions);
}
return {
blockSize: totalSize,
blockVSize: (totalWeight / 4), // fractional vsize to avoid rounding errors