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Refactor cpfp & single-block gbt code into mini-miner module

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Mononaut
2024-04-04 04:28:57 +00:00
parent 0a116804e8
commit 27374bd131
8 changed files with 650 additions and 798 deletions
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291
backend/src/api/cpfp.ts
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@@ -1,29 +1,109 @@
import { CpfpInfo, MempoolTransactionExtended } from '../mempool.interfaces';
import { CpfpCluster, CpfpInfo, CpfpSummary, MempoolTransactionExtended, TransactionExtended } from '../mempool.interfaces';
import { GraphTx, convertToGraphTx, expandRelativesGraph, initializeRelatives, mempoolComparator, removeAncestors, setAncestorScores } from './mini-miner';
import memPool from './mempool';
const CPFP_UPDATE_INTERVAL = 60_000; // update CPFP info at most once per 60s per transaction
const MAX_GRAPH_SIZE = 50; // the maximum number of in-mempool relatives to consider
const MAX_CLUSTER_ITERATIONS = 100;
interface GraphTx extends MempoolTransactionExtended {
depends: string[];
spentby: string[];
ancestorMap: Map<string, GraphTx>;
fees: {
base: number;
ancestor: number;
export function calculateFastBlockCpfp(height: number, transactions: TransactionExtended[], saveRelatives: boolean = false): CpfpSummary {
const clusters: CpfpCluster[] = []; // list of all cpfp clusters in this block
const clusterMap: { [txid: string]: CpfpCluster } = {}; // map transactions to their cpfp cluster
let clusterTxs: TransactionExtended[] = []; // working list of elements of the current cluster
let ancestors: { [txid: string]: boolean } = {}; // working set of ancestors of the current cluster root
const txMap: { [txid: string]: TransactionExtended } = {};
// initialize the txMap
for (const tx of transactions) {
txMap[tx.txid] = tx;
}
// reverse pass to identify CPFP clusters
for (let i = transactions.length - 1; i >= 0; i--) {
const tx = transactions[i];
if (!ancestors[tx.txid]) {
let totalFee = 0;
let totalVSize = 0;
clusterTxs.forEach(tx => {
totalFee += tx?.fee || 0;
totalVSize += (tx.weight / 4);
});
const effectiveFeePerVsize = totalFee / totalVSize;
let cluster: CpfpCluster;
if (clusterTxs.length > 1) {
cluster = {
root: clusterTxs[0].txid,
height,
txs: clusterTxs.map(tx => { return { txid: tx.txid, weight: tx.weight, fee: tx.fee || 0 }; }),
effectiveFeePerVsize,
};
clusters.push(cluster);
}
clusterTxs.forEach(tx => {
txMap[tx.txid].effectiveFeePerVsize = effectiveFeePerVsize;
if (cluster) {
clusterMap[tx.txid] = cluster;
}
});
// reset working vars
clusterTxs = [];
ancestors = {};
}
clusterTxs.push(tx);
tx.vin.forEach(vin => {
ancestors[vin.txid] = true;
});
}
// forward pass to enforce ancestor rate caps
for (const tx of transactions) {
let minAncestorRate = tx.effectiveFeePerVsize;
for (const vin of tx.vin) {
if (txMap[vin.txid]?.effectiveFeePerVsize) {
minAncestorRate = Math.min(minAncestorRate, txMap[vin.txid].effectiveFeePerVsize);
}
}
// check rounded values to skip cases with almost identical fees
const roundedMinAncestorRate = Math.ceil(minAncestorRate);
const roundedEffectiveFeeRate = Math.floor(tx.effectiveFeePerVsize);
if (roundedMinAncestorRate < roundedEffectiveFeeRate) {
tx.effectiveFeePerVsize = minAncestorRate;
if (!clusterMap[tx.txid]) {
// add a single-tx cluster to record the dependent rate
const cluster = {
root: tx.txid,
height,
txs: [{ txid: tx.txid, weight: tx.weight, fee: tx.fee || 0 }],
effectiveFeePerVsize: minAncestorRate,
};
clusterMap[tx.txid] = cluster;
clusters.push(cluster);
} else {
// update the existing cluster with the dependent rate
clusterMap[tx.txid].effectiveFeePerVsize = minAncestorRate;
}
}
}
if (saveRelatives) {
for (const cluster of clusters) {
cluster.txs.forEach((member, index) => {
txMap[member.txid].descendants = cluster.txs.slice(0, index).reverse();
txMap[member.txid].ancestors = cluster.txs.slice(index + 1).reverse();
txMap[member.txid].effectiveFeePerVsize = cluster.effectiveFeePerVsize;
});
}
}
return {
transactions,
clusters,
};
ancestorcount: number;
ancestorsize: number;
ancestorRate: number;
individualRate: number;
score: number;
}
export function calculateGoodBlockCpfp(height: number, transactions: TransactionExtended[]): CpfpSummary {
return calculateFastBlockCpfp(height, transactions, true);
}
/**
* Takes a mempool transaction and a copy of the current mempool, and calculates the CPFP data for
* that transaction (and all others in the same cluster)
*/
export function calculateCpfp(tx: MempoolTransactionExtended, mempool: { [txid: string]: MempoolTransactionExtended }): CpfpInfo {
export function calculateMempoolTxCpfp(tx: MempoolTransactionExtended, mempool: { [txid: string]: MempoolTransactionExtended }): CpfpInfo {
if (tx.cpfpUpdated && Date.now() < (tx.cpfpUpdated + CPFP_UPDATE_INTERVAL)) {
tx.cpfpDirty = false;
return {
@@ -38,24 +118,24 @@ export function calculateCpfp(tx: MempoolTransactionExtended, mempool: { [txid:
}
const ancestorMap = new Map<string, GraphTx>();
const graphTx = mempoolToGraphTx(tx);
const graphTx = convertToGraphTx(tx, memPool.getSpendMap());
ancestorMap.set(tx.txid, graphTx);
const allRelatives = expandRelativesGraph(mempool, ancestorMap);
const allRelatives = expandRelativesGraph(mempool, ancestorMap, memPool.getSpendMap());
const relativesMap = initializeRelatives(allRelatives);
const cluster = calculateCpfpCluster(tx.txid, relativesMap);
let totalVsize = 0;
let totalFee = 0;
for (const tx of cluster.values()) {
totalVsize += tx.adjustedVsize;
totalFee += tx.fee;
totalVsize += tx.vsize;
totalFee += tx.fees.base;
}
const effectiveFeePerVsize = totalFee / totalVsize;
for (const tx of cluster.values()) {
mempool[tx.txid].effectiveFeePerVsize = effectiveFeePerVsize;
mempool[tx.txid].ancestors = Array.from(tx.ancestorMap.values()).map(tx => ({ txid: tx.txid, weight: tx.weight, fee: tx.fee }));
mempool[tx.txid].descendants = Array.from(cluster.values()).filter(entry => entry.txid !== tx.txid && !tx.ancestorMap.has(entry.txid)).map(tx => ({ txid: tx.txid, weight: tx.weight, fee: tx.fee }));
mempool[tx.txid].ancestors = Array.from(tx.ancestors.values()).map(tx => ({ txid: tx.txid, weight: tx.weight, fee: tx.fees.base }));
mempool[tx.txid].descendants = Array.from(cluster.values()).filter(entry => entry.txid !== tx.txid && !tx.ancestors.has(entry.txid)).map(tx => ({ txid: tx.txid, weight: tx.weight, fee: tx.fees.base }));
mempool[tx.txid].bestDescendant = null;
mempool[tx.txid].cpfpChecked = true;
mempool[tx.txid].cpfpDirty = true;
@@ -75,83 +155,6 @@ export function calculateCpfp(tx: MempoolTransactionExtended, mempool: { [txid:
};
}
function mempoolToGraphTx(tx: MempoolTransactionExtended): GraphTx {
return {
...tx,
depends: tx.vin.map(v => v.txid),
spentby: tx.vout.map((v, i) => memPool.getFromSpendMap(tx.txid, i)).map(tx => tx?.txid).filter(txid => txid != null) as string[],
ancestorMap: new Map(),
fees: {
base: tx.fee,
ancestor: tx.fee,
},
ancestorcount: 1,
ancestorsize: tx.adjustedVsize,
ancestorRate: 0,
individualRate: 0,
score: 0,
};
}
/**
* Takes a map of transaction ancestors, and expands it into a full graph of up to MAX_GRAPH_SIZE in-mempool relatives
*/
function expandRelativesGraph(mempool: { [txid: string]: MempoolTransactionExtended }, ancestors: Map<string, GraphTx>): Map<string, GraphTx> {
const relatives: Map<string, GraphTx> = new Map();
const stack: GraphTx[] = Array.from(ancestors.values());
while (stack.length > 0) {
if (relatives.size > MAX_GRAPH_SIZE) {
return relatives;
}
const nextTx = stack.pop();
if (!nextTx) {
continue;
}
relatives.set(nextTx.txid, nextTx);
for (const relativeTxid of [...nextTx.depends, ...nextTx.spentby]) {
if (relatives.has(relativeTxid)) {
// already processed this tx
continue;
}
let mempoolTx = ancestors.get(relativeTxid);
if (!mempoolTx && mempool[relativeTxid]) {
mempoolTx = mempoolToGraphTx(mempool[relativeTxid]);
}
if (mempoolTx) {
stack.push(mempoolTx);
}
}
}
return relatives;
}
/**
* Efficiently sets a Map of in-mempool ancestors for each member of an expanded relative graph
* by running setAncestors on each leaf, and caching intermediate results.
* then initializes ancestor data for each transaction
*
* @param all
*/
function initializeRelatives(mempoolTxs: Map<string, GraphTx>): Map<string, GraphTx> {
const visited: Map<string, Map<string, GraphTx>> = new Map();
const leaves: GraphTx[] = Array.from(mempoolTxs.values()).filter(entry => entry.spentby.length === 0);
for (const leaf of leaves) {
setAncestors(leaf, mempoolTxs, visited);
}
mempoolTxs.forEach(entry => {
entry.ancestorMap?.forEach(ancestor => {
entry.ancestorcount++;
entry.ancestorsize += ancestor.adjustedVsize;
entry.fees.ancestor += ancestor.fees.base;
});
setAncestorScores(entry);
});
return mempoolTxs;
}
/**
* Given a root transaction and a list of in-mempool ancestors,
* Calculate the CPFP cluster
@@ -172,10 +175,10 @@ function calculateCpfpCluster(txid: string, graph: Map<string, GraphTx>): Map<st
let sortedRelatives = Array.from(graph.values()).sort(mempoolComparator);
// Iterate until we reach a cluster that includes our target tx
let maxIterations = MAX_GRAPH_SIZE;
let maxIterations = MAX_CLUSTER_ITERATIONS;
let best = sortedRelatives.shift();
let bestCluster = new Map<string, GraphTx>(best?.ancestorMap?.entries() || []);
while (sortedRelatives.length && best && (best.txid !== tx.txid && !best.ancestorMap.has(tx.txid)) && maxIterations > 0) {
let bestCluster = new Map<string, GraphTx>(best?.ancestors?.entries() || []);
while (sortedRelatives.length && best && (best.txid !== tx.txid && !best.ancestors.has(tx.txid)) && maxIterations > 0) {
maxIterations--;
if ((best && best.txid === tx.txid) || (bestCluster && bestCluster.has(tx.txid))) {
break;
@@ -190,7 +193,7 @@ function calculateCpfpCluster(txid: string, graph: Map<string, GraphTx>): Map<st
// Grab the next highest scoring entry
best = sortedRelatives.shift();
if (best) {
bestCluster = new Map<string, GraphTx>(best?.ancestorMap?.entries() || []);
bestCluster = new Map<string, GraphTx>(best?.ancestors?.entries() || []);
bestCluster.set(best?.txid, best);
}
}
@@ -199,88 +202,4 @@ function calculateCpfpCluster(txid: string, graph: Map<string, GraphTx>): Map<st
bestCluster.set(tx.txid, tx);
return bestCluster;
}
/**
* Remove a cluster of transactions from an in-mempool dependency graph
* and update the survivors' scores and ancestors
*
* @param cluster
* @param ancestors
*/
function removeAncestors(cluster: Map<string, GraphTx>, all: Map<string, GraphTx>): void {
// remove
cluster.forEach(tx => {
all.delete(tx.txid);
});
// update survivors
all.forEach(tx => {
cluster.forEach(remove => {
if (tx.ancestorMap?.has(remove.txid)) {
// remove as dependency
tx.ancestorMap.delete(remove.txid);
tx.depends = tx.depends.filter(parent => parent !== remove.txid);
// update ancestor sizes and fees
tx.ancestorsize -= remove.adjustedVsize;
tx.fees.ancestor -= remove.fees.base;
}
});
// recalculate fee rates
setAncestorScores(tx);
});
}
/**
* Recursively traverses an in-mempool dependency graph, and sets a Map of in-mempool ancestors
* for each transaction.
*
* @param tx
* @param all
*/
function setAncestors(tx: GraphTx, all: Map<string, GraphTx>, visited: Map<string, Map<string, GraphTx>>, depth: number = 0): Map<string, GraphTx> {
// sanity check for infinite recursion / too many ancestors (should never happen)
if (depth > MAX_GRAPH_SIZE) {
return tx.ancestorMap;
}
// initialize the ancestor map for this tx
tx.ancestorMap = new Map<string, GraphTx>();
tx.depends.forEach(parentId => {
const parent = all.get(parentId);
if (parent) {
// add the parent
tx.ancestorMap?.set(parentId, parent);
// check for a cached copy of this parent's ancestors
let ancestors = visited.get(parent.txid);
if (!ancestors) {
// recursively fetch the parent's ancestors
ancestors = setAncestors(parent, all, visited, depth + 1);
}
// and add to this tx's map
ancestors.forEach((ancestor, ancestorId) => {
tx.ancestorMap?.set(ancestorId, ancestor);
});
}
});
visited.set(tx.txid, tx.ancestorMap);
return tx.ancestorMap;
}
/**
* Take a mempool transaction, and set the fee rates and ancestor score
*
* @param tx
*/
function setAncestorScores(tx: GraphTx): GraphTx {
tx.individualRate = (tx.fees.base * 100_000_000) / tx.adjustedVsize;
tx.ancestorRate = (tx.fees.ancestor * 100_000_000) / tx.ancestorsize;
tx.score = Math.min(tx.individualRate, tx.ancestorRate);
return tx;
}
// Sort by descending score
function mempoolComparator(a: GraphTx, b: GraphTx): number {
return b.score - a.score;
}