Merge pull request #636 from evoskuil/master

Test and patch fee estimator.

Author: evoskuil

include/bitcoin/server/estimator.hpp

@@ -20,6 +20,7 @@
 #define LIBBITCOIN_SERVER_ESTIMATOR_HPP
 
 #include <atomic>
+#include <memory>
 #include <bitcoin/server.hpp>
 
 namespace libbitcoin {
@@ -28,6 +29,8 @@ namespace server {
 class BCS_API estimator
 {
 public:
+    typedef std::shared_ptr<estimator> ptr;
+
     DELETE_COPY_MOVE_DESTRUCT(estimator);
 
     /// Estimation modes.
@@ -39,7 +42,8 @@ class BCS_API estimator
         conservative
     };
 
-    estimator() NOEXCEPT {};
+    /// Factory method to create a shared instance on the heap.
+    static ptr create() NOEXCEPT;
 
     /// Fee estimation in satoshis / transaction virtual size.
     /// Pass zero to target next block for confirmation, range:0..1007.
@@ -120,7 +124,7 @@ class BCS_API estimator
     // C++23: make constexpr.
     static inline double to_scale_term(size_t age) NOEXCEPT
     {
-        return std::pow(decay_rate(), age);
+        return system::power(decay_rate(), age);
     }
 
     // C++23: make constexpr.
@@ -129,6 +133,8 @@ class BCS_API estimator
         return std::pow(decay_rate(), push ? +1.0 : -1.0);
     }
 
+    estimator() NOEXCEPT {};
+    accumulator& history() NOEXCEPT;
     const accumulator& history() const NOEXCEPT;
     bool initialize(const rate_sets& blocks) NOEXCEPT;
     bool push(const rates& block) NOEXCEPT;

src/estimator.cpp

@@ -35,6 +35,11 @@ constexpr auto relaxed = std::memory_order_relaxed;
 // public
 // ----------------------------------------------------------------------------
 
+estimator::ptr estimator::create() NOEXCEPT
+{
+    return { new estimator{} ,[](estimator* ptr) NOEXCEPT { delete ptr; } };
+}
+
 uint64_t estimator::estimate(size_t target, mode mode) const NOEXCEPT
 {
     // max_uint64 is failure sentinel (and unachievable/invalid as a fee).
@@ -128,6 +133,11 @@ size_t estimator::top_height() const NOEXCEPT
 // protected
 // ----------------------------------------------------------------------------
 
+estimator::accumulator& estimator::history() NOEXCEPT
+{
+    return fees_;
+}
+
 const estimator::accumulator& estimator::history() const NOEXCEPT
 {
     return fees_;
@@ -139,11 +149,12 @@ bool estimator::initialize(const rate_sets& blocks) NOEXCEPT
     if (is_zero(count))
         return true;
 
-    const auto top = top_height();
-    auto height = top - sub1(count);
-    if (system::is_subtract_overflow(top, sub1(count)))
+    if (system::is_add_overflow(fees_.top_height, sub1(count)))
         return false;
 
+    auto height = fees_.top_height;
+    fees_.top_height += sub1(count);
+
     // TODO: could be parallel by block.
     for (const auto& block: blocks)
         if (!update(block, height++, true))
@@ -162,8 +173,9 @@ bool estimator::push(const rates& block) NOEXCEPT
 // Blocks must be pushed in order (but independent of chain index).
 bool estimator::pop(const rates& block) NOEXCEPT
 {
-    const auto result = update(block, fees_.top_height--, false);
+    const auto result = update(block, fees_.top_height, false);
     decay(false);
+    --fees_.top_height;
     return result;
 }