Multi-pool ETA calculation

frontend/src/app/services/eta.service.ts

@@ -0,0 +1,170 @@
+import { Injectable } from '@angular/core';
+import { AccelerationPosition, CpfpInfo, DifficultyAdjustment, MempoolPosition, SinglePoolStats } from '../interfaces/node-api.interface';
+import { StateService } from './state.service';
+import { MempoolBlock } from '../interfaces/websocket.interface';
+import { Transaction } from '../interfaces/electrs.interface';
+import { MiningStats } from './mining.service';
+import { getUnacceleratedFeeRate } from '../shared/transaction.utils';
+
+export interface ETA {
+  now: number, // time at which calculation performed
+  time: number, // absolute time expected (in unix epoch ms)
+  wait: number, // expected wait time in ms
+  blocks: number, // expected number of blocks (rounded up to next integer)
+}
+
+@Injectable({
+  providedIn: 'root'
+})
+export class EtaService {
+  constructor(
+    private stateService: StateService,
+  ) { }
+
+  mempoolPositionFromFees(feerate: number, mempoolBlocks: MempoolBlock[]): MempoolPosition {
+    for (let txInBlockIndex = 0; txInBlockIndex < mempoolBlocks.length; txInBlockIndex++) {
+      const block = mempoolBlocks[txInBlockIndex];
+      for (let i = 0; i < block.feeRange.length - 1; i++) {
+        if (feerate < block.feeRange[i + 1] && feerate >= block.feeRange[i]) {
+          const feeRangeIndex = i;
+          const feeRangeChunkSize = 1 / (block.feeRange.length - 1);
+
+          const txFee = feerate - block.feeRange[i];
+          const max = block.feeRange[i + 1] - block.feeRange[i];
+          const blockLocation = txFee / max;
+
+          const chunkPositionOffset = blockLocation * feeRangeChunkSize;
+          const feePosition = feeRangeChunkSize * feeRangeIndex + chunkPositionOffset;
+
+          const blockedFilledPercentage = (block.blockVSize > this.stateService.blockVSize ? this.stateService.blockVSize : block.blockVSize) / this.stateService.blockVSize;
+
+          return {
+            block: txInBlockIndex,
+            vsize: (1 - feePosition) * blockedFilledPercentage * this.stateService.blockVSize,
+          }
+        }
+      }
+      if (feerate >= block.feeRange[block.feeRange.length - 1]) {
+        // at the very front of this block
+        return {
+          block: txInBlockIndex,
+          vsize: 0,
+        }
+      }
+    }
+    // at the very back of the last block
+    return {
+      block: mempoolBlocks.length - 1,
+      vsize: mempoolBlocks[mempoolBlocks.length - 1].blockVSize,
+    }
+  }
+
+  calculateETA(
+    network: string,
+    tx: Transaction,
+    mempoolBlocks: MempoolBlock[],
+    position: { txid: string, position: MempoolPosition, cpfp: CpfpInfo | null, accelerationPositions?: AccelerationPosition[] },
+    da: DifficultyAdjustment,
+    miningStats: MiningStats,
+    isAccelerated: boolean,
+    accelerationPositions: AccelerationPosition[],
+  ): ETA | null {
+    // return this.calculateETA(tx, this.accelerationPositions, position, mempoolBlocks, da, isAccelerated)
+    if (!tx || !mempoolBlocks) {
+      return null;
+    }
+    const now = Date.now();
+
+    // use known projected position, or fall back to feerate-based estimate
+    const mempoolPosition = position?.position ?? this.mempoolPositionFromFees(tx.effectiveFeePerVsize || tx.feePerVsize, mempoolBlocks);
+    if (!mempoolPosition) {
+      return null;
+    }
+
+    // Liquid block time is always 60 seconds
+    if (network === 'liquid' || network === 'liquidtestnet') {
+      return {
+        now,
+        time: now + (60_000 * (mempoolPosition.block + 1)),
+        wait: (60_000 * (mempoolPosition.block + 1)),
+        blocks: mempoolPosition.block + 1,
+      }
+    }
+
+    // difficulty adjustment estimate is required to know avg block time on non-Liquid networks
+    if (!da) {
+      return null;
+    }
+
+    if (!isAccelerated) {
+      const blocks = mempoolPosition.block + 1;
+      const wait = da.adjustedTimeAvg * (mempoolPosition.block + 1);
+      return {
+        now,
+        time: wait + now + da.timeOffset,
+        wait,
+        blocks,
+      }
+    } else {
+      // accelerated transactions
+
+      // mining stats are required for pool hashrate weightings
+      if (!miningStats) {
+        return null;
+      }
+      // acceleration positions are required
+      if (!accelerationPositions) {
+        return null;
+      }
+
+      /**
+       *  **Define parameters**
+            - Let $\{C_i\}$ be the set of pools.
+            - $P(C_i)$ is the probability that a random block belongs to pool $C_i$.
+            - $N(C_i)$ is the number of blocks that need to be mined before a block by pool $C_i$ contains the given transaction.
+            - $H(n)$ is the proportion of hashrate for which the transaction is in mempool block ≤ $n$
+            - $S(n)$ is the probability of the transaction being mined in block $n$
+              - by definition, $S(max) = 1$ , where $max$ is the maximum depth of the transaction in any mempool, and therefore $S(n>max) = 0$
+            - $Q$ is the expected number of blocks before the transaction is confirmed
+            - $E$ is the expected time before the transaction is confirmed
+          **Overall expected confirmation time**
+            - $S(i) = H(i) \times (1 - \sum_{j=0}^{i-1} S(j))$
+              - the probability of mining a block including the transaction at this depth, multiplied by the probability that it hasn't already been mined at an earlier depth.
+            - $Q = \sum_{i=0}^{max} S(i) \times (i+1)$
+              - number of blocks, weighted by the probability that the block includes the transaction
+            - $E = Q \times T$
+              - expected number of blocks, multiplied by the avg time per block
+       */
+      const pools: { [id: number]: SinglePoolStats } = {};
+      for (const pool of miningStats.pools) {
+        pools[pool.poolUniqueId] = pool;
+      }
+      const unacceleratedPosition = this.mempoolPositionFromFees(getUnacceleratedFeeRate(tx, true), mempoolBlocks);
+      const positions = [unacceleratedPosition, ...accelerationPositions];
+      const max = unacceleratedPosition.block; // by definition, assuming no negative fee deltas or out of band txs
+
+      let tailProb = 0;
+      let Q = 0;
+      for (let i = 0; i < max; i++) {
+        // find H_i
+        const H = accelerationPositions.reduce((total, pos) => total + (pos.block <= i ? pools[pos.poolId].lastEstimatedHashrate : 0), 0) / miningStats.lastEstimatedHashrate;
+        // find S_i
+        let S = H * (1 - tailProb);
+        // accumulate sum (S_i x i)
+        Q += (S * (i + 1));
+        // accumulate sum (S_j)
+        tailProb += S;
+      }
+      // at max depth, the transaction is guaranteed to be mined in the next block if it hasn't already
+      Q += (1-tailProb);
+      const eta = da.timeAvg * Q; // T x Q
+
+      return {
+        now,
+        time: eta + now + da.timeOffset,
+        wait: eta,
+        blocks: Math.ceil(eta / da.adjustedTimeAvg),
+      }
+    }
+  }
+}

frontend/src/app/shared/transaction.utils.ts

@@ -442,4 +442,18 @@ export function getTransactionFlags(tx: Transaction, cpfpInfo?: CpfpInfo, replac
   }
 
   return flags;
+}
+
+export function getUnacceleratedFeeRate(tx: Transaction, accelerated: boolean): number {
+  if (accelerated) {
+    let ancestorVsize = tx.weight / 4;
+    let ancestorFee = tx.fee;
+    for (const ancestor of tx.ancestors || []) {
+      ancestorVsize += (ancestor.weight / 4);
+      ancestorFee += ancestor.fee;
+    }
+    return Math.min(tx.fee / (tx.weight / 4), (ancestorFee / ancestorVsize));
+  } else {
+    return tx.effectiveFeePerVsize;
+  }
 }