Limit GBT - calculate purged tx cpfp on demand

backend/src/api/cpfp.ts

@@ -0,0 +1,282 @@
+import { CpfpInfo, MempoolTransactionExtended } from '../mempool.interfaces';
+
+const CPFP_UPDATE_INTERVAL = 60_000; // update CPFP info at most once per 60s per transaction
+
+interface GraphTx extends MempoolTransactionExtended {
+  depends: string[];
+  spentby: string[];
+  ancestorMap: Map<string, GraphTx>;
+  fees: {
+    base: number;
+    ancestor: number;
+  };
+  ancestorcount: number;
+  ancestorsize: number;
+  ancestorRate: number;
+  individualRate: number;
+  score: number;
+}
+
+/**
+ * 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 {
+  if (tx.cpfpUpdated && Date.now() < (tx.cpfpUpdated + CPFP_UPDATE_INTERVAL)) {
+    tx.cpfpDirty = false;
+    return {
+      ancestors: tx.ancestors || [],
+      bestDescendant: tx.bestDescendant || null,
+      descendants: tx.descendants || [],
+      effectiveFeePerVsize: tx.effectiveFeePerVsize || tx.adjustedFeePerVsize || tx.feePerVsize,
+      sigops: tx.sigops,
+      adjustedVsize: tx.adjustedVsize,
+      acceleration: tx.acceleration
+    };
+  }
+
+  const ancestorMap = new Map<string, GraphTx>();
+  const graphTx = mempoolToGraphTx(tx);
+  ancestorMap.set(tx.txid, graphTx);
+
+  const allRelatives = expandRelativesGraph(mempool, ancestorMap);
+  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;
+  }
+  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].bestDescendant = null;
+    mempool[tx.txid].cpfpChecked = true;
+    mempool[tx.txid].cpfpDirty = true;
+    mempool[tx.txid].cpfpUpdated = Date.now();
+  }
+
+  tx = mempool[tx.txid];
+
+  return {
+    ancestors: tx.ancestors || [],
+    bestDescendant: tx.bestDescendant || null,
+    descendants: tx.descendants || [],
+    effectiveFeePerVsize: tx.effectiveFeePerVsize || tx.adjustedFeePerVsize || tx.feePerVsize,
+    sigops: tx.sigops,
+    adjustedVsize: tx.adjustedVsize,
+    acceleration: tx.acceleration
+  };
+}
+
+function mempoolToGraphTx(tx: MempoolTransactionExtended): GraphTx {
+  return {
+    ...tx,
+    depends: [],
+    spentby: [],
+    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 50 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 > 50) {
+      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
+   * 
+   * @param tx
+   * @param ancestors
+   */
+function calculateCpfpCluster(txid: string, graph: Map<string, GraphTx>): Map<string, GraphTx> {
+  const tx = graph.get(txid);
+  if (!tx) {
+    return new Map<string, GraphTx>([]);
+  }
+
+  // Initialize individual & ancestor fee rates
+  graph.forEach(entry => setAncestorScores(entry));
+
+  // Sort by descending ancestor score
+  let sortedRelatives = Array.from(graph.values()).sort(mempoolComparator);
+
+  // Iterate until we reach a cluster that includes our target tx
+  let maxIterations = 50;
+  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) {
+    maxIterations--;
+    if (bestCluster && bestCluster.has(tx.txid)) {
+      break;
+    } else {
+      // Remove this cluster (it doesn't include our target tx)
+      // and update scores, ancestor totals and dependencies for the survivors
+      removeAncestors(bestCluster, graph);
+
+      // re-sort
+      sortedRelatives = Array.from(graph.values()).sort(mempoolComparator);
+
+      // Grab the next highest scoring entry
+      best = sortedRelatives.shift();
+      if (best) {
+        bestCluster = new Map<string, GraphTx>(best?.ancestorMap?.entries() || []);
+        bestCluster.set(best?.txid, best);
+      }
+    }
+  }
+
+  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 > 50) {
+    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;
+}