1 // Copyright (c) 2023-present The Bitcoin Core developers
2 // Distributed under the MIT software license, see the accompanying
3 // file COPYING or http://www.opensource.org/licenses/mit-license.php.
4 5 #include <node/mini_miner.h>
6 7 #include <boost/multi_index/detail/hash_index_iterator.hpp>
8 #include <boost/operators.hpp>
9 #include <consensus/amount.h>
10 #include <policy/feerate.h>
11 #include <primitives/transaction.h>
12 #include <sync.h>
13 #include <txmempool.h>
14 #include <uint256.h>
15 #include <util/check.h>
16 17 #include <algorithm>
18 #include <numeric>
19 #include <ranges>
20 #include <utility>
21 22 namespace node {
23 24 MiniMiner::MiniMiner(const CTxMemPool& mempool, const std::vector<COutPoint>& outpoints)
25 {
26 LOCK(mempool.cs);
27 // Find which outpoints to calculate bump fees for.
28 // Anything that's spent by the mempool is to-be-replaced
29 // Anything otherwise unavailable just has a bump fee of 0
30 for (const auto& outpoint : outpoints) {
31 if (!mempool.exists(outpoint.hash)) {
32 // This UTXO is either confirmed or not yet submitted to mempool.
33 // If it's confirmed, no bump fee is required.
34 // If it's not yet submitted, we have no information, so return 0.
35 m_bump_fees.emplace(outpoint, 0);
36 continue;
37 }
38 39 // UXTO is created by transaction in mempool, add to map.
40 // Note: This will either create a missing entry or add the outpoint to an existing entry
41 m_requested_outpoints_by_txid[outpoint.hash].push_back(outpoint);
42 43 if (const auto ptx{mempool.GetConflictTx(outpoint)}) {
44 // This outpoint is already being spent by another transaction in the mempool. We
45 // assume that the caller wants to replace this transaction and its descendants. It
46 // would be unusual for the transaction to have descendants as the wallet won’t normally
47 // attempt to replace transactions with descendants. If the outpoint is from a mempool
48 // transaction, we still need to calculate its ancestors bump fees (added to
49 // m_requested_outpoints_by_txid below), but after removing the to-be-replaced entries.
50 //
51 // Note that the descendants of a transaction include the transaction itself. Also note,
52 // that this is only calculating bump fees. RBF fee rules should be handled separately.
53 CTxMemPool::setEntries descendants;
54 mempool.CalculateDescendants(mempool.GetIter(ptx->GetHash()).value(), descendants);
55 for (const auto& desc_txiter : descendants) {
56 m_to_be_replaced.insert(desc_txiter->GetTx().GetHash());
57 }
58 }
59 }
60 61 // No unconfirmed UTXOs, so nothing mempool-related needs to be calculated.
62 if (m_requested_outpoints_by_txid.empty()) return;
63 64 // Calculate the cluster and construct the entry map.
65 auto txids_needed{m_requested_outpoints_by_txid | std::views::keys};
66 const auto cluster = mempool.GatherClusters({txids_needed.begin(), txids_needed.end()});
67 if (cluster.empty()) {
68 // An empty cluster means that at least one of the transactions is missing from the mempool
69 // (should not be possible given processing above) or DoS limit was hit.
70 m_ready_to_calculate = false;
71 return;
72 }
73 74 // Add every entry to m_entries_by_txid and m_entries, except the ones that will be replaced.
75 for (const auto& txiter : cluster) {
76 if (!m_to_be_replaced.contains(txiter->GetTx().GetHash())) {
77 auto [ancestor_count, ancestor_size, ancestor_fee] = mempool.CalculateAncestorData(*txiter);
78 auto [mapiter, success] = m_entries_by_txid.emplace(txiter->GetTx().GetHash(),
79 MiniMinerMempoolEntry{/*tx_in=*/txiter->GetSharedTx(),
80 /*vsize_self=*/txiter->GetTxSize(),
81 /*vsize_ancestor=*/int64_t(ancestor_size),
82 /*fee_self=*/txiter->GetModifiedFee(),
83 /*fee_ancestor=*/ancestor_fee});
84 m_entries.push_back(mapiter);
85 } else {
86 auto outpoints_it = m_requested_outpoints_by_txid.find(txiter->GetTx().GetHash());
87 if (outpoints_it != m_requested_outpoints_by_txid.end()) {
88 // This UTXO is the output of a to-be-replaced transaction. Bump fee is 0; spending
89 // this UTXO is impossible as it will no longer exist after the replacement.
90 for (const auto& outpoint : outpoints_it->second) {
91 m_bump_fees.emplace(outpoint, 0);
92 }
93 m_requested_outpoints_by_txid.erase(outpoints_it);
94 }
95 }
96 }
97 98 // Build the m_descendant_set_by_txid cache.
99 for (const auto& txiter : cluster) {
100 const auto& txid = txiter->GetTx().GetHash();
101 // Cache descendants for future use. Unlike the real mempool, a descendant MiniMinerMempoolEntry
102 // will not exist without its ancestor MiniMinerMempoolEntry, so these sets won't be invalidated.
103 std::vector<MockEntryMap::iterator> cached_descendants;
104 const bool remove{m_to_be_replaced.contains(txid)};
105 CTxMemPool::setEntries descendants;
106 mempool.CalculateDescendants(txiter, descendants);
107 Assume(descendants.contains(txiter));
108 for (const auto& desc_txiter : descendants) {
109 const auto txid_desc = desc_txiter->GetTx().GetHash();
110 const bool remove_desc{m_to_be_replaced.contains(txid_desc)};
111 auto desc_it{m_entries_by_txid.find(txid_desc)};
112 Assume((desc_it == m_entries_by_txid.end()) == remove_desc);
113 if (remove) Assume(remove_desc);
114 // It's possible that remove=false but remove_desc=true.
115 if (!remove && !remove_desc) {
116 cached_descendants.push_back(desc_it);
117 }
118 }
119 if (remove) {
120 Assume(cached_descendants.empty());
121 } else {
122 m_descendant_set_by_txid.emplace(txid, cached_descendants);
123 }
124 }
125 126 // Release the mempool lock; we now have all the information we need for a subset of the entries
127 // we care about. We will solely operate on the MiniMinerMempoolEntry map from now on.
128 Assume(m_in_block.empty());
129 Assume(m_requested_outpoints_by_txid.size() <= outpoints.size());
130 SanityCheck();
131 }
132 133 MiniMiner::MiniMiner(const std::vector<MiniMinerMempoolEntry>& manual_entries,
134 const std::map<Txid, std::set<Txid>>& descendant_caches)
135 {
136 for (const auto& entry : manual_entries) {
137 const auto& txid = entry.GetTx().GetHash();
138 // We need to know the descendant set of every transaction.
139 if (!Assume(descendant_caches.contains(txid))) {
140 m_ready_to_calculate = false;
141 return;
142 }
143 // Just forward these args onto MiniMinerMempoolEntry
144 auto [mapiter, success] = m_entries_by_txid.emplace(txid, entry);
145 // Txids must be unique; this txid shouldn't already be an entry in m_entries_by_txid
146 if (Assume(success)) m_entries.push_back(mapiter);
147 }
148 // Descendant cache is already built, but we need to translate them to m_entries_by_txid iters.
149 for (const auto& [txid, desc_txids] : descendant_caches) {
150 // Descendant cache should include at least the tx itself.
151 if (!Assume(!desc_txids.empty())) {
152 m_ready_to_calculate = false;
153 return;
154 }
155 std::vector<MockEntryMap::iterator> descendants;
156 for (const auto& desc_txid : desc_txids) {
157 auto desc_it{m_entries_by_txid.find(desc_txid)};
158 // Descendants should only include transactions with corresponding entries.
159 if (!Assume(desc_it != m_entries_by_txid.end())) {
160 m_ready_to_calculate = false;
161 return;
162 } else {
163 descendants.emplace_back(desc_it);
164 }
165 }
166 m_descendant_set_by_txid.emplace(txid, descendants);
167 }
168 Assume(m_to_be_replaced.empty());
169 Assume(m_requested_outpoints_by_txid.empty());
170 Assume(m_bump_fees.empty());
171 Assume(m_inclusion_order.empty());
172 SanityCheck();
173 }
174 175 // Compare by min(ancestor feerate, individual feerate), then txid
176 //
177 // Under the ancestor-based mining approach, high-feerate children can pay for parents, but high-feerate
178 // parents do not incentive inclusion of their children. Therefore the mining algorithm only considers
179 // transactions for inclusion on basis of the minimum of their own feerate or their ancestor feerate.
180 struct AncestorFeerateComparator
181 {
182 template<typename I>
183 bool operator()(const I& a, const I& b) const {
184 auto min_feerate = [](const MiniMinerMempoolEntry& e) -> FeeFrac {
185 FeeFrac self_feerate(e.GetModifiedFee(), e.GetTxSize());
186 FeeFrac ancestor_feerate(e.GetModFeesWithAncestors(), e.GetSizeWithAncestors());
187 return std::min<ByRatioNegSize<FeeFrac>>(ancestor_feerate, self_feerate);
188 };
189 FeeFrac a_feerate{min_feerate(a->second)};
190 FeeFrac b_feerate{min_feerate(b->second)};
191 if (a_feerate != b_feerate) {
192 return ByRatioNegSize{a_feerate} > ByRatioNegSize{b_feerate};
193 }
194 // Use txid as tiebreaker for stable sorting
195 return a->first < b->first;
196 }
197 };
198 199 void MiniMiner::DeleteAncestorPackage(const std::set<MockEntryMap::iterator, IteratorComparator>& ancestors)
200 {
201 Assume(ancestors.size() >= 1);
202 // "Mine" all transactions in this ancestor set.
203 for (auto& anc : ancestors) {
204 Assume(!m_in_block.contains(anc->first));
205 m_in_block.insert(anc->first);
206 m_total_fees += anc->second.GetModifiedFee();
207 m_total_vsize += anc->second.GetTxSize();
208 auto it = m_descendant_set_by_txid.find(anc->first);
209 // Each entry’s descendant set includes itself
210 Assume(it != m_descendant_set_by_txid.end());
211 for (auto& descendant : it->second) {
212 // If this fails, we must be double-deducting. Don't check fees because negative is possible.
213 Assume(descendant->second.GetSizeWithAncestors() >= anc->second.GetTxSize());
214 descendant->second.UpdateAncestorState(-anc->second.GetTxSize(), -anc->second.GetModifiedFee());
215 }
216 }
217 // Delete these entries.
218 for (const auto& anc : ancestors) {
219 m_descendant_set_by_txid.erase(anc->first);
220 // The above loop should have deducted each ancestor's size and fees from each of their
221 // respective descendants exactly once.
222 Assume(anc->second.GetModFeesWithAncestors() == 0);
223 Assume(anc->second.GetSizeWithAncestors() == 0);
224 auto vec_it = std::find(m_entries.begin(), m_entries.end(), anc);
225 Assume(vec_it != m_entries.end());
226 m_entries.erase(vec_it);
227 m_entries_by_txid.erase(anc);
228 }
229 }
230 231 void MiniMiner::SanityCheck() const
232 {
233 // m_entries, m_entries_by_txid, and m_descendant_set_by_txid all same size
234 Assume(m_entries.size() == m_entries_by_txid.size());
235 Assume(m_entries.size() == m_descendant_set_by_txid.size());
236 // Cached ancestor values should be at least as large as the transaction's own size
237 Assume(std::all_of(m_entries.begin(), m_entries.end(), [](const auto& entry) {
238 return entry->second.GetSizeWithAncestors() >= entry->second.GetTxSize();}));
239 // None of the entries should be to-be-replaced transactions
240 Assume(std::all_of(m_to_be_replaced.begin(), m_to_be_replaced.end(),
241 [&](const auto& txid){ return !m_entries_by_txid.contains(txid); }));
242 }
243 244 void MiniMiner::BuildMockTemplate(std::optional<CFeeRate> target_feerate)
245 {
246 const auto num_txns{m_entries_by_txid.size()};
247 uint32_t sequence_num{0};
248 while (!m_entries_by_txid.empty()) {
249 // Sort again, since transaction removal may change some m_entries' ancestor feerates.
250 std::sort(m_entries.begin(), m_entries.end(), AncestorFeerateComparator());
251 252 // Pick highest ancestor feerate entry.
253 auto best_iter = m_entries.begin();
254 Assume(best_iter != m_entries.end());
255 const auto ancestor_package_size = (*best_iter)->second.GetSizeWithAncestors();
256 const auto ancestor_package_fee = (*best_iter)->second.GetModFeesWithAncestors();
257 // Stop here. Everything that didn't "make it into the block" has bumpfee.
258 if (target_feerate.has_value() &&
259 ancestor_package_fee < target_feerate->GetFee(ancestor_package_size)) {
260 break;
261 }
262 263 // Calculate ancestors on the fly. This lookup should be fairly cheap, and ancestor sets
264 // change at every iteration, so this is more efficient than maintaining a cache.
265 std::set<MockEntryMap::iterator, IteratorComparator> ancestors;
266 {
267 std::set<MockEntryMap::iterator, IteratorComparator> to_process;
268 to_process.insert(*best_iter);
269 while (!to_process.empty()) {
270 auto iter = to_process.begin();
271 Assume(iter != to_process.end());
272 ancestors.insert(*iter);
273 for (const auto& input : (*iter)->second.GetTx().vin) {
274 if (auto parent_it{m_entries_by_txid.find(input.prevout.hash)}; parent_it != m_entries_by_txid.end()) {
275 if (!ancestors.contains(parent_it)) {
276 to_process.insert(parent_it);
277 }
278 }
279 }
280 to_process.erase(iter);
281 }
282 }
283 // Track the order in which transactions were selected.
284 for (const auto& ancestor : ancestors) {
285 m_inclusion_order.emplace(ancestor->first, sequence_num);
286 }
287 DeleteAncestorPackage(ancestors);
288 SanityCheck();
289 ++sequence_num;
290 }
291 if (!target_feerate.has_value()) {
292 Assume(m_in_block.size() == num_txns);
293 } else {
294 Assume(m_in_block.empty() || m_total_fees >= target_feerate->GetFee(m_total_vsize));
295 }
296 Assume(m_in_block.empty() || sequence_num > 0);
297 Assume(m_in_block.size() == m_inclusion_order.size());
298 // Do not try to continue building the block template with a different feerate.
299 m_ready_to_calculate = false;
300 }
301 302 303 std::map<Txid, uint32_t> MiniMiner::Linearize()
304 {
305 BuildMockTemplate(std::nullopt);
306 return m_inclusion_order;
307 }
308 309 std::map<COutPoint, CAmount> MiniMiner::CalculateBumpFees(const CFeeRate& target_feerate)
310 {
311 if (!m_ready_to_calculate) return {};
312 // Build a block template until the target feerate is hit.
313 BuildMockTemplate(target_feerate);
314 315 // Each transaction that "made it into the block" has a bumpfee of 0, i.e. they are part of an
316 // ancestor package with at least the target feerate and don't need to be bumped.
317 for (const auto& txid : m_in_block) {
318 // Not all of the block transactions were necessarily requested.
319 auto it = m_requested_outpoints_by_txid.find(txid);
320 if (it != m_requested_outpoints_by_txid.end()) {
321 for (const auto& outpoint : it->second) {
322 m_bump_fees.emplace(outpoint, 0);
323 }
324 m_requested_outpoints_by_txid.erase(it);
325 }
326 }
327 328 // A transactions and its ancestors will only be picked into a block when
329 // both the ancestor set feerate and the individual feerate meet the target
330 // feerate.
331 //
332 // We had to convince ourselves that after running the mini miner and
333 // picking all eligible transactions into our MockBlockTemplate, there
334 // could still be transactions remaining that have a lower individual
335 // feerate than their ancestor feerate. So here is an example:
336 //
337 // ┌─────────────────┐
338 // │ │
339 // │ Grandparent │
340 // │ 1700 vB │
341 // │ 1700 sats │ Target feerate: 10 s/vB
342 // │ 1 s/vB │ GP Ancestor Set Feerate (ASFR): 1 s/vB
343 // │ │ P1_ASFR: 9.84 s/vB
344 // └──────▲───▲──────┘ P2_ASFR: 2.47 s/vB
345 // │ │ C_ASFR: 10.27 s/vB
346 // ┌───────────────┐ │ │ ┌──────────────┐
347 // │ ├────┘ └────┤ │ ⇒ C_FR < TFR < C_ASFR
348 // │ Parent 1 │ │ Parent 2 │
349 // │ 200 vB │ │ 200 vB │
350 // │ 17000 sats │ │ 3000 sats │
351 // │ 85 s/vB │ │ 15 s/vB │
352 // │ │ │ │
353 // └───────────▲───┘ └───▲──────────┘
354 // │ │
355 // │ ┌───────────┐ │
356 // └────┤ ├────┘
357 // │ Child │
358 // │ 100 vB │
359 // │ 900 sats │
360 // │ 9 s/vB │
361 // │ │
362 // └───────────┘
363 //
364 // We therefore calculate both the bump fee that is necessary to elevate
365 // the individual transaction to the target feerate:
366 // target_feerate × tx_size - tx_fees
367 // and the bump fee that is necessary to bump the entire ancestor set to
368 // the target feerate:
369 // target_feerate × ancestor_set_size - ancestor_set_fees
370 // By picking the maximum from the two, we ensure that a transaction meets
371 // both criteria.
372 for (const auto& [txid, outpoints] : m_requested_outpoints_by_txid) {
373 auto it = m_entries_by_txid.find(txid);
374 Assume(it != m_entries_by_txid.end());
375 if (it != m_entries_by_txid.end()) {
376 Assume(target_feerate.GetFee(it->second.GetSizeWithAncestors()) > std::min(it->second.GetModifiedFee(), it->second.GetModFeesWithAncestors()));
377 CAmount bump_fee_with_ancestors = target_feerate.GetFee(it->second.GetSizeWithAncestors()) - it->second.GetModFeesWithAncestors();
378 CAmount bump_fee_individual = target_feerate.GetFee(it->second.GetTxSize()) - it->second.GetModifiedFee();
379 const CAmount bump_fee{std::max(bump_fee_with_ancestors, bump_fee_individual)};
380 Assume(bump_fee >= 0);
381 for (const auto& outpoint : outpoints) {
382 m_bump_fees.emplace(outpoint, bump_fee);
383 }
384 }
385 }
386 return m_bump_fees;
387 }
388 389 std::optional<CAmount> MiniMiner::CalculateTotalBumpFees(const CFeeRate& target_feerate)
390 {
391 if (!m_ready_to_calculate) return std::nullopt;
392 // Build a block template until the target feerate is hit.
393 BuildMockTemplate(target_feerate);
394 395 // All remaining ancestors that are not part of m_in_block must be bumped, but no other relatives
396 std::set<MockEntryMap::iterator, IteratorComparator> ancestors;
397 std::set<MockEntryMap::iterator, IteratorComparator> to_process;
398 for (const auto& [txid, outpoints] : m_requested_outpoints_by_txid) {
399 // Skip any ancestors that already have a miner score higher than the target feerate
400 // (already "made it" into the block)
401 if (m_in_block.contains(txid)) continue;
402 auto iter = m_entries_by_txid.find(txid);
403 if (iter == m_entries_by_txid.end()) continue;
404 to_process.insert(iter);
405 ancestors.insert(iter);
406 }
407 408 std::set<Txid> has_been_processed;
409 while (!to_process.empty()) {
410 auto iter = to_process.begin();
411 const CTransaction& tx = (*iter)->second.GetTx();
412 for (const auto& input : tx.vin) {
413 if (auto parent_it{m_entries_by_txid.find(input.prevout.hash)}; parent_it != m_entries_by_txid.end()) {
414 if (!has_been_processed.contains(input.prevout.hash)) {
415 to_process.insert(parent_it);
416 }
417 ancestors.insert(parent_it);
418 }
419 }
420 has_been_processed.insert(tx.GetHash());
421 to_process.erase(iter);
422 }
423 const auto ancestor_package_size = std::accumulate(ancestors.cbegin(), ancestors.cend(), int64_t{0},
424 [](int64_t sum, const auto it) {return sum + it->second.GetTxSize();});
425 const auto ancestor_package_fee = std::accumulate(ancestors.cbegin(), ancestors.cend(), CAmount{0},
426 [](CAmount sum, const auto it) {return sum + it->second.GetModifiedFee();});
427 return target_feerate.GetFee(ancestor_package_size) - ancestor_package_fee;
428 }
429 } // namespace node
430