Add fee estimator class.

Makefile.am

@@ -37,6 +37,7 @@ src_libbitcoin_server_la_LIBADD = ${bitcoin_node_LIBS}
 src_libbitcoin_server_la_SOURCES = \
     src/configuration.cpp \
     src/error.cpp \
+    src/estimator.cpp \
     src/parser.cpp \
     src/server_node.cpp \
     src/settings.cpp \
@@ -65,6 +66,7 @@ test_libbitcoin_server_test_LDADD = src/libbitcoin-server.la ${boost_unit_test_f
 test_libbitcoin_server_test_SOURCES = \
     test/configuration.cpp \
     test/error.cpp \
+    test/estimator.cpp \
     test/main.cpp \
     test/settings.cpp \
     test/test.cpp \
@@ -128,6 +130,7 @@ include_bitcoin_server_HEADERS = \
     include/bitcoin/server/configuration.hpp \
     include/bitcoin/server/define.hpp \
     include/bitcoin/server/error.hpp \
+    include/bitcoin/server/estimator.hpp \
     include/bitcoin/server/parser.hpp \
     include/bitcoin/server/server_node.hpp \
     include/bitcoin/server/settings.hpp \

builds/cmake/CMakeLists.txt

@@ -236,6 +236,7 @@ add_definitions(
 add_library( ${CANONICAL_LIB_NAME}
     "../../src/configuration.cpp"
     "../../src/error.cpp"
+    "../../src/estimator.cpp"
     "../../src/parser.cpp"
     "../../src/server_node.cpp"
     "../../src/settings.cpp"
@@ -288,10 +289,17 @@ if (with-tests)
     add_executable( libbitcoin-server-test
         "../../test/configuration.cpp"
         "../../test/error.cpp"
+        "../../test/estimator.cpp"
         "../../test/main.cpp"
         "../../test/settings.cpp"
         "../../test/test.cpp"
         "../../test/test.hpp"
+        "../../test/endpoints/README.md"
+        "../../test/endpoints/bitcoind_rpc.py"
+        "../../test/endpoints/configuration.py"
+        "../../test/endpoints/electrum.py"
+        "../../test/endpoints/native.py"
+        "../../test/endpoints/utils.py"
         "../../test/parsers/bitcoind_query.cpp"
         "../../test/parsers/bitcoind_target.cpp"
         "../../test/parsers/native_query.cpp"

builds/msvc/vs2022/libbitcoin-server-test/libbitcoin-server-test.vcxproj

@@ -118,8 +118,11 @@
     <Import Project="$(ProjectDir)$(ProjectName).props" />
   </ImportGroup>
   <ItemGroup>
-    <ClCompile Include="..\..\..\..\test\configuration.cpp" />
+    <ClCompile Include="..\..\..\..\test\configuration.cpp">
+      <ObjectFileName>$(IntDir)test_configuration.obj</ObjectFileName>
+    </ClCompile>
     <ClCompile Include="..\..\..\..\test\error.cpp" />
+    <ClCompile Include="..\..\..\..\test\estimator.cpp" />
     <ClCompile Include="..\..\..\..\test\main.cpp" />
     <ClCompile Include="..\..\..\..\test\parsers\bitcoind_query.cpp" />
     <ClCompile Include="..\..\..\..\test\parsers\bitcoind_target.cpp" />

builds/msvc/vs2022/libbitcoin-server-test/libbitcoin-server-test.vcxproj.filters

@@ -10,9 +10,12 @@
     <Filter Include="src">
       <UniqueIdentifier>{66A0E586-2E3A-448F-0000-000000000000}</UniqueIdentifier>
     </Filter>
-    <Filter Include="src\parsers">
+    <Filter Include="src\endpoints">
       <UniqueIdentifier>{66A0E586-2E3A-448F-0000-000000000001}</UniqueIdentifier>
     </Filter>
+    <Filter Include="src\parsers">
+      <UniqueIdentifier>{66A0E586-2E3A-448F-0000-000000000002}</UniqueIdentifier>
+    </Filter>
   </ItemGroup>
   <ItemGroup>
     <ClCompile Include="..\..\..\..\test\configuration.cpp">
@@ -21,6 +24,9 @@
     <ClCompile Include="..\..\..\..\test\error.cpp">
       <Filter>src</Filter>
     </ClCompile>
+    <ClCompile Include="..\..\..\..\test\estimator.cpp">
+      <Filter>src</Filter>
+    </ClCompile>
     <ClCompile Include="..\..\..\..\test\main.cpp">
       <Filter>src</Filter>
     </ClCompile>

builds/msvc/vs2022/libbitcoin-server/libbitcoin-server.vcxproj

@@ -123,6 +123,7 @@
   <ItemGroup>
     <ClCompile Include="..\..\..\..\src\configuration.cpp" />
     <ClCompile Include="..\..\..\..\src\error.cpp" />
+    <ClCompile Include="..\..\..\..\src\estimator.cpp" />
     <ClCompile Include="..\..\..\..\src\parser.cpp" />
     <ClCompile Include="..\..\..\..\src\parsers\bitcoind_query.cpp" />
     <ClCompile Include="..\..\..\..\src\parsers\bitcoind_target.cpp" />
@@ -151,6 +152,7 @@
     <ClInclude Include="..\..\..\..\include\bitcoin\server\configuration.hpp" />
     <ClInclude Include="..\..\..\..\include\bitcoin\server\define.hpp" />
     <ClInclude Include="..\..\..\..\include\bitcoin\server\error.hpp" />
+    <ClInclude Include="..\..\..\..\include\bitcoin\server\estimator.hpp" />
     <ClInclude Include="..\..\..\..\include\bitcoin\server\interfaces\bitcoind_rest.hpp" />
     <ClInclude Include="..\..\..\..\include\bitcoin\server\interfaces\bitcoind_rpc.hpp" />
     <ClInclude Include="..\..\..\..\include\bitcoin\server\interfaces\electrum.hpp" />

builds/msvc/vs2022/libbitcoin-server/libbitcoin-server.vcxproj.filters

@@ -57,6 +57,9 @@
     <ClCompile Include="..\..\..\..\src\error.cpp">
       <Filter>src</Filter>
     </ClCompile>
+    <ClCompile Include="..\..\..\..\src\estimator.cpp">
+      <Filter>src</Filter>
+    </ClCompile>
     <ClCompile Include="..\..\..\..\src\parser.cpp">
       <Filter>src</Filter>
     </ClCompile>
@@ -137,6 +140,9 @@
     <ClInclude Include="..\..\..\..\include\bitcoin\server\error.hpp">
       <Filter>include\bitcoin\server</Filter>
     </ClInclude>
+    <ClInclude Include="..\..\..\..\include\bitcoin\server\estimator.hpp">
+      <Filter>include\bitcoin\server</Filter>
+    </ClInclude>
     <ClInclude Include="..\..\..\..\include\bitcoin\server\interfaces\bitcoind_rest.hpp">
       <Filter>include\bitcoin\server\interfaces</Filter>
     </ClInclude>

include/bitcoin/server.hpp

@@ -18,6 +18,7 @@
 #include <bitcoin/server/configuration.hpp>
 #include <bitcoin/server/define.hpp>
 #include <bitcoin/server/error.hpp>
+#include <bitcoin/server/estimator.hpp>
 #include <bitcoin/server/parser.hpp>
 #include <bitcoin/server/server_node.hpp>
 #include <bitcoin/server/settings.hpp>

include/bitcoin/server/estimator.hpp

@@ -0,0 +1,148 @@
+/**
+ * Copyright (c) 2011-2025 libbitcoin developers (see AUTHORS)
+ *
+ * This file is part of libbitcoin.
+ *
+ * This program is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU Affero General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * This program is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU Affero General Public License for more details.
+ *
+ * You should have received a copy of the GNU Affero General Public License
+ * along with this program.  If not, see <http://www.gnu.org/licenses/>.
+ */
+#ifndef LIBBITCOIN_SERVER_ESTIMATOR_HPP
+#define LIBBITCOIN_SERVER_ESTIMATOR_HPP
+
+#include <atomic>
+#include <bitcoin/server.hpp>
+
+namespace libbitcoin {
+namespace server {
+
+class BCS_API estimator
+{
+public:
+    DELETE_COPY_MOVE_DESTRUCT(estimator);
+
+    /// Estimation modes.
+    enum class mode
+    {
+        basic,
+        markov,
+        economical,
+        conservative
+    };
+
+    estimator() NOEXCEPT {};
+
+    /// Fee estimation in satoshis / transaction virtual size.
+    /// Pass zero to target next block for confirmation, range:0..1007.
+    uint64_t estimate(size_t target, mode mode) const NOEXCEPT;
+
+    /// Populate accumulator.
+    bool initialize(std::atomic_bool& cancel, const node::query& query,
+        size_t top, size_t count) NOEXCEPT;
+
+    /// Update accumulator.
+    bool push(const node::query& query) NOEXCEPT;
+    bool pop(const node::query& query) NOEXCEPT;
+
+    /// Top height of accumulator.
+    size_t top_height() const NOEXCEPT;
+
+protected:
+    using rates = database::fee_rates;
+    using rate_sets = database::fee_rate_sets;
+
+    /// Bucket count sizing parameters.
+    enum horizon : size_t
+    {
+        small  = 12,
+        medium = 48,
+        large  = 1008
+    };
+
+    /// Estimation confidences.
+    struct confidence
+    {
+        static constexpr double low  = 0.60;
+        static constexpr double mid  = 0.85;
+        static constexpr double high = 0.95;
+    };
+
+    /// Bucket count sizing parameters.
+    struct sizing
+    {
+        static constexpr double min  = 0.1;
+        static constexpr double max  = 100'000.0;
+        static constexpr double step = 1.05;
+
+        /// Derived from min/max/step above.
+        static constexpr size_t count = 283;
+    };
+
+    /// Accumulator (persistent, decay-weighted counters).
+    struct accumulator
+    {
+        template <size_t Depth>
+        struct bucket
+        {
+            /// Total scaled txs in bucket.
+            std::atomic<size_t> total{};
+
+            /// confirmed[n]: scaled txs confirmed in > n blocks.
+            std::array<std::atomic<size_t>, Depth> confirmed;
+        };
+
+        /// Current block height of accumulated state.
+        size_t top_height{};
+
+        /// Accumulated scaled fee in decayed buckets by horizon.
+        /// Array count is the half life of the decay it implies.
+        std::array<bucket<horizon::small>,  sizing::count> small{};
+        std::array<bucket<horizon::medium>, sizing::count> medium{};
+        std::array<bucket<horizon::large>,  sizing::count> large{};
+    };
+
+    // C++23: make consteval (std::pow).
+    static inline double decay_rate() NOEXCEPT
+    {
+        static const auto rate = std::pow(0.5, 1.0 / sizing::count);
+        return rate;
+    }
+
+    static inline double to_scale_term(size_t age) NOEXCEPT
+    {
+        return std::pow(decay_rate(), age);
+    }
+
+    static inline double to_scale_factor(bool push) NOEXCEPT
+    {
+        return std::pow(decay_rate(), push ? +1.0 : -1.0);
+    }
+
+    const accumulator& history() const NOEXCEPT;
+    bool initialize(const rate_sets& blocks) NOEXCEPT;
+    bool push(const rates& block) NOEXCEPT;
+    bool pop(const rates& block) NOEXCEPT;
+    uint64_t compute(size_t target, double confidence,
+        bool markov=false) const NOEXCEPT;
+
+private:
+    bool update(const rates& block, size_t height, bool push) NOEXCEPT;
+    void decay(auto& buckets, double factor) NOEXCEPT;
+    void decay(bool push) NOEXCEPT;
+
+    accumulator fees_{};
+};
+
+} // namespace server
+} // namespace libbitcoin
+
+#endif