eth/gasprice: improve stability of estimated price#22722
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holiman merged 13 commits intoethereum:masterfrom Apr 28, 2021
Merged
eth/gasprice: improve stability of estimated price#22722holiman merged 13 commits intoethereum:masterfrom
holiman merged 13 commits intoethereum:masterfrom
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GregTheGreek
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karalabe and
rjl493456442
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Commit e617d50 fixes a failing test due to the new calculations but I'm concerned that it doesn't make sense for it to equal 1 GWEI based on the deterministic gas values values. I'll look into it further tomorrow. |
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A few nitpicks, otherwise lgtm!
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| res := removeOutliers(cpy) | ||
| // It should remove most of the higher values | ||
| if len(cpy) < len(res) { |
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Isn't len(cpy) < len(res) always false?
| cpy = append(cpy, big.NewInt(2)) | ||
| res := removeOutliers(cpy) | ||
| // It should remove most of the higher values | ||
| if len(cpy) < len(res) { |
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Isn't len(cpy) < len(res) always false?
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answering for both comments.
In theory yes, assuming the function operates correctly, I could switch to deterministic values instead ?
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I mean even the outliers are not filtered out, the len(res) should be 0. And len(cpy) < len(res) can't be true in any case.
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All of these tests should use len(gasPrices) != len(res) for the error check. Just like TestRemoveLowOutliers
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I am wondering should we firstly filter out all 0 gasprice transactions? In theory because of the MEV a bunch of zero-price transactions can be included. Why not just filter out them first? |
Contributor
I agree. If a block comes in which contains only MEV transactions + the miners own gastoken-minting + the miners own pool payouts, it can be basically all |
fjl
changed the title
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I've filtered out the 0 gas transactions, still trying to think of a better way test case for simple unit test |
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Not sure how to handle the AppVeyor failure, seems like some file system permission issues? |
junderw
reviewed
Apr 26, 2021
| sum.Add(sum, price) | ||
| } | ||
| mean = big.NewInt(0).Div(sum, length) | ||
| // Calculate variance (sum(x - mean)^2 )/ length |
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// Calculate variance (sum((x - mean)^2)/ length) ?
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Woops this is old.
Could someone try running this on a large chunk of previous blocks and plotting it out against the current (pre-PR) oracle? I'd be interested to see if this actually decreases the occurrence of sudden dips and rises. |
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I did a little experiment. I exported the real blocks from the issue linked above, using this js: function exportPrices(start, end){
var result = {}
for (var num = start; num <= end; num++){
var block = eth.getBlock(num)
var blockprices = []
block.transactions.forEach(function(hash){
var tx = eth.getTransaction(hash)
if (tx.from != block.miner){
blockprices.push(tx.gasPrice)
}
})
if (blockprices.length > 0) { result[num] = blockprices }
}
console.log(JSON.stringify(result))
}
exportPrices(12290300, 12290900) // mainnetThen I printed out the prices, sorting them and showing the smallest three (because Doing so, two things become obvioius: it's the |
holiman
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Apr 26, 2021
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I think this PR could be simplified quite a lot
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If anyone wants to play with the dataset: https://gist.github.com/holiman/ffa1c7ba3ade8e73ffea5e832ae9cd72 |
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I think my preferred fix would simply be diff --git a/eth/gasprice/gasprice.go b/eth/gasprice/gasprice.go
index 5d8be08e0b..560722bec0 100644
--- a/eth/gasprice/gasprice.go
+++ b/eth/gasprice/gasprice.go
@@ -199,6 +199,9 @@ func (gpo *Oracle) getBlockPrices(ctx context.Context, signer types.Signer, bloc
var prices []*big.Int
for _, tx := range txs {
+ if tx.GasPriceIntCmp(common.Big1) <= 0 {
+ continue
+ }
sender, err := types.Sender(signer, tx)
if err == nil && sender != block.Coinbase() {
prices = append(prices, tx.GasPrice()) |
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Author
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I'm pulling some of my own data right now and will get back to you @holiman I agree though, if 0,1 are the only things to filter out then I'm fine simplifying this |
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This addresses #22715
Yesterday some of our software started estimating really low gasPrices which was presumably associated to miners accepting tx's with a lower gasPrice (mev?).
This PR introduces a few changes to the gas price oracle (gpo) package.
Note:
I chose the 3rd deviation rather arbitrarly, with the goal to capture almost everything except the really far out ones. I chose a higher block sample which mimics what OpenEthereum does (I know), because our software that was using OE successfully estimated an accurate gasPrice.