|
|
@ -238,9 +238,9 @@ static void update_feerates(struct bitcoind *bitcoind, |
|
|
|
u32 old_feerates[NUM_FEERATES]; |
|
|
|
bool changed = false; |
|
|
|
/* 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 |
|
|
|
* 2 minutes. The following will do that in a polling interval |
|
|
|
* independent manner. */ |
|
|
|
* 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 |
|
|
|
* independent manner. */ |
|
|
|
double alpha = 1 - pow(0.1,(double)topo->poll_seconds / 120); |
|
|
|
|
|
|
|
for (size_t i = 0; i < NUM_FEERATES; i++) { |
|
|
@ -253,23 +253,28 @@ static void update_feerates(struct bitcoind *bitcoind, |
|
|
|
if (!feerate) |
|
|
|
continue; |
|
|
|
|
|
|
|
/* Smooth the feerate to avoid spikes. */ |
|
|
|
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, |
|
|
|
/* Initial smoothed feerate is the polled feerate */ |
|
|
|
if (topo->startup) { |
|
|
|
old_feerates[i] = feerate; |
|
|
|
} |
|
|
|
|
|
|
|
/* Smooth the feerate to avoid spikes. */ |
|
|
|
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)", |
|
|
|
satoshi_per_kw[i], feerate, alpha); |
|
|
|
} |
|
|
|
} |
|
|
|
|
|
|
|
if (feerate < feerate_floor()) { |
|
|
|
feerate = feerate_floor(); |
|
|
|
log_debug(topo->log, |
|
|
|
if (feerate < feerate_floor()) { |
|
|
|
feerate = feerate_floor(); |
|
|
|
log_debug(topo->log, |
|
|
|
"...feerate %u hit floor %u", |
|
|
|
satoshi_per_kw[i], feerate); |
|
|
|
} |
|
|
|
} |
|
|
|
|
|
|
|
if (feerate != topo->feerate[i]) { |
|
|
|
log_debug(topo->log, "%s feerate %u (was %u)", |
|
|
@ -278,6 +283,9 @@ static void update_feerates(struct bitcoind *bitcoind, |
|
|
|
} |
|
|
|
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. */ |
|
|
|
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->wallet = ld->wallet; |
|
|
|
topo->poll_seconds = 30; |
|
|
|
topo->startup = true; |
|
|
|
#if DEVELOPER |
|
|
|
topo->dev_override_fee_rate = NULL; |
|
|
|
#endif |
|
|
|