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Model historical fee inclusion confidence - #808

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rearden-grok[bot] wants to merge 3 commits into
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fee/history-1gib-probability-estimates
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rearden-grok[bot] wants to merge 3 commits into
masterfrom
fee/history-1gib-probability-estimates

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@rearden-grok

@rearden-grok rearden-grok Bot commented Sep 28, 2026

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Summary

  • Replace block package-p10 history with vsize-weighted transaction fee hurdles and empirical inclusion curves over actual-height rolling windows.
  • Backfill recent txstat rows up to a 1 GiB byte budget, keep the in-memory history bounded by that budget, and update it incrementally on connects and reorgs.
  • Keep the 1-block estimate primarily flow-driven at 99.9% confidence; blend live and historical probabilities for 2+ block targets at 99% empirical confidence.
  • Report useful preload progress and completion statistics without per-height warning noise; document the model and add an unreleased changelog entry.

Verification

  • cargo fmt --all -- --check
  • cargo test -p rbitcoin-mempool --lib --quiet
  • cargo test -p rbitcoin-query --lib --quiet
  • Targeted rbitcoin-net fee history storage and far-horizon tests
  • cargo check -p rbitcoin-node --lib --quiet
  • Clippy with -D warnings for the four affected crates (--lib)

The local AST scan could not run because ast-grep is not installed in the VM. Required CI will run it.

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