mempool/backend/src/api/common.ts

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import { Ancestor, CpfpInfo, CpfpSummary, EffectiveFeeStats, MempoolBlockWithTransactions, TransactionExtended, TransactionStripped } from '../mempool.interfaces';
import config from '../config';
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import { NodeSocket } from '../repositories/NodesSocketsRepository';
import { isIP } from 'net';
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export class Common {
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static nativeAssetId = config.MEMPOOL.NETWORK === 'liquidtestnet' ?
'144c654344aa716d6f3abcc1ca90e5641e4e2a7f633bc09fe3baf64585819a49'
: '6f0279e9ed041c3d710a9f57d0c02928416460c4b722ae3457a11eec381c526d';
static _isLiquid = config.MEMPOOL.NETWORK === 'liquid' || config.MEMPOOL.NETWORK === 'liquidtestnet';
static isLiquid(): boolean {
return this._isLiquid;
}
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static median(numbers: number[]) {
let medianNr = 0;
const numsLen = numbers.length;
if (numsLen % 2 === 0) {
medianNr = (numbers[numsLen / 2 - 1] + numbers[numsLen / 2]) / 2;
} else {
medianNr = numbers[(numsLen - 1) / 2];
}
return medianNr;
}
static percentile(numbers: number[], percentile: number) {
if (percentile === 50) {
return this.median(numbers);
}
const index = Math.ceil(numbers.length * (100 - percentile) * 1e-2);
if (index < 0 || index > numbers.length - 1) {
return 0;
}
return numbers[index];
}
static getFeesInRange(transactions: TransactionExtended[], rangeLength: number) {
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const filtered: TransactionExtended[] = [];
let lastValidRate = Infinity;
// filter out anomalous fee rates to ensure monotonic range
for (const tx of transactions) {
if (tx.effectiveFeePerVsize <= lastValidRate) {
filtered.push(tx);
lastValidRate = tx.effectiveFeePerVsize;
}
}
const arr = [filtered[filtered.length - 1].effectiveFeePerVsize];
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const chunk = 1 / (rangeLength - 1);
let itemsToAdd = rangeLength - 2;
while (itemsToAdd > 0) {
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arr.push(filtered[Math.floor(filtered.length * chunk * itemsToAdd)].effectiveFeePerVsize);
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itemsToAdd--;
}
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arr.push(filtered[0].effectiveFeePerVsize);
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return arr;
}
static findRbfTransactions(added: TransactionExtended[], deleted: TransactionExtended[]): { [txid: string]: TransactionExtended } {
const matches: { [txid: string]: TransactionExtended } = {};
deleted
.forEach((deletedTx) => {
const foundMatches = added.find((addedTx) => {
// The new tx must, absolutely speaking, pay at least as much fee as the replaced tx.
return addedTx.fee > deletedTx.fee
// The new transaction must pay more fee per kB than the replaced tx.
&& addedTx.feePerVsize > deletedTx.feePerVsize
// Spends one or more of the same inputs
&& deletedTx.vin.some((deletedVin) =>
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addedTx.vin.some((vin) => vin.txid === deletedVin.txid && vin.vout === deletedVin.vout));
});
if (foundMatches) {
matches[deletedTx.txid] = foundMatches;
}
});
return matches;
}
static stripTransaction(tx: TransactionExtended): TransactionStripped {
return {
txid: tx.txid,
fee: tx.fee,
vsize: tx.weight / 4,
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value: tx.vout.reduce((acc, vout) => acc + (vout.value ? vout.value : 0), 0),
};
}
static sleep$(ms: number): Promise<void> {
return new Promise((resolve) => {
setTimeout(() => {
resolve();
}, ms);
});
}
static shuffleArray(array: any[]) {
for (let i = array.length - 1; i > 0; i--) {
const j = Math.floor(Math.random() * (i + 1));
[array[i], array[j]] = [array[j], array[i]];
}
}
static setRelativesAndGetCpfpInfo(tx: TransactionExtended, memPool: { [txid: string]: TransactionExtended }): CpfpInfo {
const parents = this.findAllParents(tx, memPool);
const lowerFeeParents = parents.filter((parent) => parent.feePerVsize < tx.effectiveFeePerVsize);
let totalWeight = tx.weight + lowerFeeParents.reduce((prev, val) => prev + val.weight, 0);
let totalFees = tx.fee + lowerFeeParents.reduce((prev, val) => prev + val.fee, 0);
tx.ancestors = parents
.map((t) => {
return {
txid: t.txid,
weight: t.weight,
fee: t.fee,
};
});
// Add high (high fee) decendant weight and fees
if (tx.bestDescendant) {
totalWeight += tx.bestDescendant.weight;
totalFees += tx.bestDescendant.fee;
}
tx.effectiveFeePerVsize = Math.max(0, totalFees / (totalWeight / 4));
tx.cpfpChecked = true;
return {
ancestors: tx.ancestors,
bestDescendant: tx.bestDescendant || null,
};
}
private static findAllParents(tx: TransactionExtended, memPool: { [txid: string]: TransactionExtended }): TransactionExtended[] {
let parents: TransactionExtended[] = [];
tx.vin.forEach((parent) => {
if (parents.find((p) => p.txid === parent.txid)) {
return;
}
const parentTx = memPool[parent.txid];
if (parentTx) {
if (tx.bestDescendant && tx.bestDescendant.fee / (tx.bestDescendant.weight / 4) > parentTx.feePerVsize) {
if (parentTx.bestDescendant && parentTx.bestDescendant.fee < tx.fee + tx.bestDescendant.fee) {
parentTx.bestDescendant = {
weight: tx.weight + tx.bestDescendant.weight,
fee: tx.fee + tx.bestDescendant.fee,
txid: tx.txid,
};
}
} else if (tx.feePerVsize > parentTx.feePerVsize) {
parentTx.bestDescendant = {
weight: tx.weight,
fee: tx.fee,
txid: tx.txid
};
}
parents.push(parentTx);
parents = parents.concat(this.findAllParents(parentTx, memPool));
}
});
return parents;
}
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// calculates the ratio of matched transactions to projected transactions by weight
static getSimilarity(projectedBlock: MempoolBlockWithTransactions, transactions: TransactionExtended[]): number {
let matchedWeight = 0;
let projectedWeight = 0;
const inBlock = {};
for (const tx of transactions) {
inBlock[tx.txid] = tx;
}
// look for transactions that were expected in the template, but missing from the mined block
for (const tx of projectedBlock.transactions) {
if (inBlock[tx.txid]) {
matchedWeight += tx.vsize * 4;
}
projectedWeight += tx.vsize * 4;
}
projectedWeight += transactions[0].weight;
matchedWeight += transactions[0].weight;
return projectedWeight ? matchedWeight / projectedWeight : 1;
}
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static getSqlInterval(interval: string | null): string | null {
switch (interval) {
case '24h': return '1 DAY';
case '3d': return '3 DAY';
case '1w': return '1 WEEK';
case '1m': return '1 MONTH';
case '3m': return '3 MONTH';
case '6m': return '6 MONTH';
case '1y': return '1 YEAR';
case '2y': return '2 YEAR';
case '3y': return '3 YEAR';
case '4y': return '4 YEAR';
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default: return null;
}
}
static indexingEnabled(): boolean {
return (
['mainnet', 'testnet', 'signet'].includes(config.MEMPOOL.NETWORK) &&
config.DATABASE.ENABLED === true &&
config.MEMPOOL.INDEXING_BLOCKS_AMOUNT !== 0
);
}
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static blocksSummariesIndexingEnabled(): boolean {
return (
Common.indexingEnabled() &&
config.MEMPOOL.BLOCKS_SUMMARIES_INDEXING === true
);
}
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static cpfpIndexingEnabled(): boolean {
return (
Common.indexingEnabled() &&
config.MEMPOOL.CPFP_INDEXING === true
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);
}
static setDateMidnight(date: Date): void {
date.setUTCHours(0);
date.setUTCMinutes(0);
date.setUTCSeconds(0);
date.setUTCMilliseconds(0);
}
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static channelShortIdToIntegerId(channelId: string): string {
if (channelId.indexOf('x') === -1) { // Already an integer id
return channelId;
}
if (channelId.indexOf('/') !== -1) { // Topology import
channelId = channelId.slice(0, -2);
}
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const s = channelId.split('x').map(part => BigInt(part));
return ((s[0] << 40n) | (s[1] << 16n) | s[2]).toString();
}
/** Decodes a channel id returned by lnd as uint64 to a short channel id */
static channelIntegerIdToShortId(id: string): string {
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if (id.indexOf('/') !== -1) {
id = id.slice(0, -2);
}
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if (id.indexOf('x') !== -1) { // Already a short id
return id;
}
const n = BigInt(id);
return [
n >> 40n, // nth block
(n >> 16n) & 0xffffffn, // nth tx of the block
n & 0xffffn // nth output of the tx
].join('x');
}
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static utcDateToMysql(date?: number | null): string | null {
if (date === null) {
return null;
}
const d = new Date((date || 0) * 1000);
return d.toISOString().split('T')[0] + ' ' + d.toTimeString().split(' ')[0];
}
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static findSocketNetwork(addr: string): {network: string | null, url: string} {
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let network: string | null = null;
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let url: string = addr;
if (config.LIGHTNING.BACKEND === 'cln') {
url = addr.split('://')[1];
}
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if (!url) {
return {
network: null,
url: addr,
};
}
if (addr.indexOf('onion') !== -1) {
if (url.split('.')[0].length >= 56) {
network = 'torv3';
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} else {
network = 'torv2';
}
} else if (addr.indexOf('i2p') !== -1) {
network = 'i2p';
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} else if (addr.indexOf('ipv4') !== -1 || (config.LIGHTNING.BACKEND === 'lnd' && isIP(url.split(':')[0]) === 4)) {
const ipv = isIP(url.split(':')[0]);
if (ipv === 4) {
network = 'ipv4';
} else {
return {
network: null,
url: addr,
};
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}
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} else if (addr.indexOf('ipv6') !== -1 || (config.LIGHTNING.BACKEND === 'lnd' && url.indexOf(']:'))) {
url = url.split('[')[1].split(']')[0];
const ipv = isIP(url);
if (ipv === 6) {
const parts = addr.split(':');
network = 'ipv6';
url = `[${url}]:${parts[parts.length - 1]}`;
} else {
return {
network: null,
url: addr,
};
}
} else {
return {
network: null,
url: addr,
};
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}
return {
network: network,
url: url,
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};
}
static formatSocket(publicKey: string, socket: {network: string, addr: string}): NodeSocket {
if (config.LIGHTNING.BACKEND === 'cln') {
return {
publicKey: publicKey,
network: socket.network,
addr: socket.addr,
};
} else /* if (config.LIGHTNING.BACKEND === 'lnd') */ {
const formatted = this.findSocketNetwork(socket.addr);
return {
publicKey: publicKey,
network: formatted.network,
addr: formatted.url,
};
}
}
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static calculateCpfp(height: number, transactions: TransactionExtended[]): CpfpSummary {
const clusters: { root: string, height: number, txs: Ancestor[], effectiveFeePerVsize: number }[] = [];
let cluster: TransactionExtended[] = [];
let ancestors: { [txid: string]: boolean } = {};
const txMap = {};
for (let i = transactions.length - 1; i >= 0; i--) {
const tx = transactions[i];
txMap[tx.txid] = tx;
if (!ancestors[tx.txid]) {
let totalFee = 0;
let totalVSize = 0;
cluster.forEach(tx => {
totalFee += tx?.fee || 0;
totalVSize += (tx.weight / 4);
});
const effectiveFeePerVsize = totalFee / totalVSize;
if (cluster.length > 1) {
clusters.push({
root: cluster[0].txid,
height,
txs: cluster.map(tx => { return { txid: tx.txid, weight: tx.weight, fee: tx.fee || 0 }; }),
effectiveFeePerVsize,
});
}
cluster.forEach(tx => {
txMap[tx.txid].effectiveFeePerVsize = effectiveFeePerVsize;
});
cluster = [];
ancestors = {};
}
cluster.push(tx);
tx.vin.forEach(vin => {
ancestors[vin.txid] = true;
});
}
return {
transactions,
clusters,
};
}
static calcEffectiveFeeStatistics(transactions: { weight: number, fee: number, effectiveFeePerVsize?: number, txid: string }[]): EffectiveFeeStats {
const sortedTxs = transactions.map(tx => { return { txid: tx.txid, weight: tx.weight, rate: tx.effectiveFeePerVsize || ((tx.fee || 0) / (tx.weight / 4)) }; }).sort((a, b) => a.rate - b.rate);
let weightCount = 0;
let medianFee = 0;
let medianWeight = 0;
// calculate the "medianFee" as the average fee rate of the middle 10000 weight units of transactions
const leftBound = 1995000;
const rightBound = 2005000;
for (let i = 0; i < sortedTxs.length && weightCount < rightBound; i++) {
const left = weightCount;
const right = weightCount + sortedTxs[i].weight;
if (right > leftBound) {
const weight = Math.min(right, rightBound) - Math.max(left, leftBound);
medianFee += (sortedTxs[i].rate * (weight / 4) );
medianWeight += weight;
}
weightCount += sortedTxs[i].weight;
}
const medianFeeRate = medianWeight ? (medianFee / (medianWeight / 4)) : 0;
// minimum effective fee heuristic:
// lowest of
// a) the 1st percentile of effective fee rates
// b) the minimum effective fee rate in the last 2% of transactions (in block order)
const minFee = Math.min(
Common.getNthPercentile(1, sortedTxs).rate,
transactions.slice(-transactions.length / 50).reduce((min, tx) => { return Math.min(min, tx.effectiveFeePerVsize || ((tx.fee || 0) / (tx.weight / 4))); }, Infinity)
);
// maximum effective fee heuristic:
// highest of
// a) the 99th percentile of effective fee rates
// b) the maximum effective fee rate in the first 2% of transactions (in block order)
const maxFee = Math.max(
Common.getNthPercentile(99, sortedTxs).rate,
transactions.slice(0, transactions.length / 50).reduce((max, tx) => { return Math.max(max, tx.effectiveFeePerVsize || ((tx.fee || 0) / (tx.weight / 4))); }, 0)
);
return {
medianFee: medianFeeRate,
feeRange: [
minFee,
[10,25,50,75,90].map(n => Common.getNthPercentile(n, sortedTxs).rate),
maxFee,
].flat(),
};
}
static getNthPercentile(n: number, sortedDistribution: any[]): any {
return sortedDistribution[Math.floor((sortedDistribution.length - 1) * (n / 100))];
}
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}