bitcoin/src/util/feefrac.h
Pieter Wuille 0c6bcfd8f7 feefrac: support both rounding up and down for Evaluate
Co-Authored-By: l0rinc <pap.lorinc@gmail.com>
2025-04-07 10:51:41 -04:00

257 lines
9.9 KiB
C++

// Copyright (c) The Bitcoin Core developers
// Distributed under the MIT software license, see the accompanying
// file COPYING or http://www.opensource.org/licenses/mit-license.php.
#ifndef BITCOIN_UTIL_FEEFRAC_H
#define BITCOIN_UTIL_FEEFRAC_H
#include <stdint.h>
#include <compare>
#include <vector>
#include <span.h>
#include <util/check.h>
/** Data structure storing a fee and size, ordered by increasing fee/size.
*
* The size of a FeeFrac cannot be zero unless the fee is also zero.
*
* FeeFracs have a total ordering, first by increasing feerate (ratio of fee over size), and then
* by decreasing size. The empty FeeFrac (fee and size both 0) sorts last. So for example, the
* following FeeFracs are in sorted order:
*
* - fee=0 size=1 (feerate 0)
* - fee=1 size=2 (feerate 0.5)
* - fee=2 size=3 (feerate 0.667...)
* - fee=2 size=2 (feerate 1)
* - fee=1 size=1 (feerate 1)
* - fee=3 size=2 (feerate 1.5)
* - fee=2 size=1 (feerate 2)
* - fee=0 size=0 (undefined feerate)
*
* A FeeFrac is considered "better" if it sorts after another, by this ordering. All standard
* comparison operators (<=>, ==, !=, >, <, >=, <=) respect this ordering.
*
* The FeeRateCompare, and >> and << operators only compare feerate and treat equal feerate but
* different size as equivalent. The empty FeeFrac is neither lower or higher in feerate than any
* other.
*/
struct FeeFrac
{
/** Helper function for 32*64 signed multiplication, returning an unspecified but totally
* ordered type. This is a fallback version, separate so it can be tested on platforms where
* it isn't actually needed. */
static inline std::pair<int64_t, uint32_t> MulFallback(int64_t a, int32_t b) noexcept
{
int64_t low = int64_t{static_cast<uint32_t>(a)} * b;
int64_t high = (a >> 32) * b;
return {high + (low >> 32), static_cast<uint32_t>(low)};
}
/** Helper function for 96/32 signed division, rounding towards negative infinity (if
* round_down) or positive infinity (if !round_down). This is a fallback version, separate so
* that it can be tested on platforms where it isn't actually needed.
*
* The exact behavior with negative n does not really matter, but this implementation chooses
* to be consistent for testability reasons.
*
* The result must fit in an int64_t, and d must be strictly positive. */
static inline int64_t DivFallback(std::pair<int64_t, uint32_t> n, int32_t d, bool round_down) noexcept
{
Assume(d > 0);
// Compute quot_high = n.first / d, so the result becomes
// (n.second + (n.first - quot_high * d) * 2**32) / d + (quot_high * 2**32), or
// (n.second + (n.first % d) * 2**32) / d + (quot_high * 2**32).
int64_t quot_high = n.first / d;
// Evaluate the parenthesized expression above, so the result becomes
// n_low / d + (quot_high * 2**32)
int64_t n_low = ((n.first % d) << 32) + n.second;
// Evaluate the division so the result becomes quot_low + quot_high * 2**32. It is possible
// that the / operator here rounds in the wrong direction (if n_low is not a multiple of
// size, and is (if round_down) negative, or (if !round_down) positive). If so, make a
// correction.
int64_t quot_low = n_low / d;
int32_t mod_low = n_low % d;
quot_low += (mod_low > 0) - (mod_low && round_down);
// Combine and return the result
return (quot_high << 32) + quot_low;
}
#ifdef __SIZEOF_INT128__
/** Helper function for 32*64 signed multiplication, returning an unspecified but totally
* ordered type. This is a version relying on __int128. */
static inline __int128 Mul(int64_t a, int32_t b) noexcept
{
return __int128{a} * b;
}
/** Helper function for 96/32 signed division, rounding towards negative infinity (if
* round_down), or towards positive infinity (if !round_down). This is a
* version relying on __int128.
*
* The result must fit in an int64_t, and d must be strictly positive. */
static inline int64_t Div(__int128 n, int32_t d, bool round_down) noexcept
{
Assume(d > 0);
// Compute the division.
int64_t quot = n / d;
int32_t mod = n % d;
// Correct result if the / operator above rounded in the wrong direction.
return quot + (mod > 0) - (mod && round_down);
}
#else
static constexpr auto Mul = MulFallback;
static constexpr auto Div = DivFallback;
#endif
int64_t fee;
int32_t size;
/** Construct an IsEmpty() FeeFrac. */
constexpr inline FeeFrac() noexcept : fee{0}, size{0} {}
/** Construct a FeeFrac with specified fee and size. */
constexpr inline FeeFrac(int64_t f, int32_t s) noexcept : fee{f}, size{s} {}
constexpr inline FeeFrac(const FeeFrac&) noexcept = default;
constexpr inline FeeFrac& operator=(const FeeFrac&) noexcept = default;
/** Check if this is empty (size and fee are 0). */
bool inline IsEmpty() const noexcept {
return size == 0;
}
/** Add fee and size of another FeeFrac to this one. */
void inline operator+=(const FeeFrac& other) noexcept
{
fee += other.fee;
size += other.size;
}
/** Subtract fee and size of another FeeFrac from this one. */
void inline operator-=(const FeeFrac& other) noexcept
{
fee -= other.fee;
size -= other.size;
}
/** Sum fee and size. */
friend inline FeeFrac operator+(const FeeFrac& a, const FeeFrac& b) noexcept
{
return {a.fee + b.fee, a.size + b.size};
}
/** Subtract both fee and size. */
friend inline FeeFrac operator-(const FeeFrac& a, const FeeFrac& b) noexcept
{
return {a.fee - b.fee, a.size - b.size};
}
/** Check if two FeeFrac objects are equal (both same fee and same size). */
friend inline bool operator==(const FeeFrac& a, const FeeFrac& b) noexcept
{
return a.fee == b.fee && a.size == b.size;
}
/** Compare two FeeFracs just by feerate. */
friend inline std::weak_ordering FeeRateCompare(const FeeFrac& a, const FeeFrac& b) noexcept
{
auto cross_a = Mul(a.fee, b.size), cross_b = Mul(b.fee, a.size);
return cross_a <=> cross_b;
}
/** Check if a FeeFrac object has strictly lower feerate than another. */
friend inline bool operator<<(const FeeFrac& a, const FeeFrac& b) noexcept
{
auto cross_a = Mul(a.fee, b.size), cross_b = Mul(b.fee, a.size);
return cross_a < cross_b;
}
/** Check if a FeeFrac object has strictly higher feerate than another. */
friend inline bool operator>>(const FeeFrac& a, const FeeFrac& b) noexcept
{
auto cross_a = Mul(a.fee, b.size), cross_b = Mul(b.fee, a.size);
return cross_a > cross_b;
}
/** Compare two FeeFracs. <, >, <=, and >= are auto-generated from this. */
friend inline std::strong_ordering operator<=>(const FeeFrac& a, const FeeFrac& b) noexcept
{
auto cross_a = Mul(a.fee, b.size), cross_b = Mul(b.fee, a.size);
if (cross_a == cross_b) return b.size <=> a.size;
return cross_a <=> cross_b;
}
/** Swap two FeeFracs. */
friend inline void swap(FeeFrac& a, FeeFrac& b) noexcept
{
std::swap(a.fee, b.fee);
std::swap(a.size, b.size);
}
/** Compute the fee for a given size `at_size` using this object's feerate.
*
* This effectively corresponds to evaluating (this->fee * at_size) / this->size, with the
* result rounded towards negative infinity (if RoundDown) or towards positive infinity
* (if !RoundDown).
*
* Requires this->size > 0, at_size >= 0, and that the correct result fits in a int64_t. This
* is guaranteed to be the case when 0 <= at_size <= this->size.
*/
template<bool RoundDown>
int64_t EvaluateFee(int32_t at_size) const noexcept
{
Assume(size > 0);
Assume(at_size >= 0);
if (fee >= 0 && fee < 0x200000000) [[likely]] {
// Common case where (this->fee * at_size) is guaranteed to fit in a uint64_t.
if constexpr (RoundDown) {
return (uint64_t(fee) * at_size) / uint32_t(size);
} else {
return (uint64_t(fee) * at_size + size - 1U) / uint32_t(size);
}
} else {
// Otherwise, use Mul and Div.
return Div(Mul(fee, at_size), size, RoundDown);
}
}
public:
/** Compute the fee for a given size `at_size` using this object's feerate, rounding down. */
int64_t EvaluateFeeDown(int32_t at_size) const noexcept { return EvaluateFee<true>(at_size); }
/** Compute the fee for a given size `at_size` using this object's feerate, rounding up. */
int64_t EvaluateFeeUp(int32_t at_size) const noexcept { return EvaluateFee<false>(at_size); }
};
/** Compare the feerate diagrams implied by the provided sorted chunks data.
*
* The implied diagram for each starts at (0, 0), then contains for each chunk the cumulative fee
* and size up to that chunk, and then extends infinitely to the right with a horizontal line.
*
* The caller must guarantee that the sum of the FeeFracs in either of the chunks' data set do not
* overflow (so sum fees < 2^63, and sum sizes < 2^31).
*/
std::partial_ordering CompareChunks(std::span<const FeeFrac> chunks0, std::span<const FeeFrac> chunks1);
/** Tagged wrapper around FeeFrac to avoid unit confusion. */
template<typename Tag>
struct FeePerUnit : public FeeFrac
{
// Inherit FeeFrac constructors.
using FeeFrac::FeeFrac;
/** Convert a FeeFrac to a FeePerUnit. */
static FeePerUnit FromFeeFrac(const FeeFrac& feefrac) noexcept
{
return {feefrac.fee, feefrac.size};
}
};
// FeePerUnit instance for satoshi / vbyte.
struct VSizeTag {};
using FeePerVSize = FeePerUnit<VSizeTag>;
// FeePerUnit instance for satoshi / WU.
struct WeightTag {};
using FeePerWeight = FeePerUnit<WeightTag>;
#endif // BITCOIN_UTIL_FEEFRAC_H