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Merge pull request #4680 from mempool/mononaut/sliding-difficulty
Project early difficulty adjustment with sliding window
This commit is contained in:
softsimon
GitHub
commit
7fb699a02b
11 changed files with 95 additions and 27 deletions
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@ -11,9 +11,35 @@ describe('Mempool Difficulty Adjustment', () => {
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};
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const vectors = [
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[ // Vector 1
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[ // Vector 1 (normal adjustment)
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[ // Inputs
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dt('2024-02-02T15:42:06.000Z'), // Last DA time (in seconds)
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dt('2024-02-08T14:43:05.000Z'), // timestamp of 504 blocks ago (in seconds)
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dt('2024-02-11T22:43:01.000Z'), // Current time (now) (in seconds)
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830027, // Current block height
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7.333505241141637, // Previous retarget % (Passed through)
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'mainnet', // Network (if testnet, next value is non-zero)
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0, // Latest block timestamp in seconds (only used if difficulty already locked in)
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],
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{ // Expected Result
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progressPercent: 71.97420634920636,
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difficultyChange: 8.512745140778843,
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estimatedRetargetDate: 1708004001715,
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remainingBlocks: 565,
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remainingTime: 312620715,
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previousRetarget: 7.333505241141637,
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previousTime: 1706888526,
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nextRetargetHeight: 830592,
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timeAvg: 553311,
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adjustedTimeAvg: 553311,
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timeOffset: 0,
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expectedBlocks: 1338.0916666666667,
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},
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],
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[ // Vector 2 (within quarter-epoch overlap)
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[ // Inputs
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dt('2022-08-18T11:07:00.000Z'), // Last DA time (in seconds)
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dt('2022-08-16T03:16:54.000Z'), // timestamp of 504 blocks ago (in seconds)
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dt('2022-08-19T14:03:53.000Z'), // Current time (now) (in seconds)
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750134, // Current block height
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0.6280047707459726, // Previous retarget % (Passed through)
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@ -22,21 +48,23 @@ describe('Mempool Difficulty Adjustment', () => {
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],
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{ // Expected Result
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progressPercent: 9.027777777777777,
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difficultyChange: 13.180707740199772,
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estimatedRetargetDate: 1661895424692,
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difficultyChange: 1.0420538959004633,
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estimatedRetargetDate: 1662009048328,
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remainingBlocks: 1834,
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remainingTime: 977591692,
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remainingTime: 1091215328,
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previousRetarget: 0.6280047707459726,
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previousTime: 1660820820,
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nextRetargetHeight: 751968,
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timeAvg: 533038,
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adjustedTimeAvg: 594992,
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timeOffset: 0,
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expectedBlocks: 161.68833333333333,
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},
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],
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[ // Vector 2 (testnet)
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[ // Vector 3 (testnet)
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[ // Inputs
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dt('2022-08-18T11:07:00.000Z'), // Last DA time (in seconds)
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dt('2022-08-16T03:16:54.000Z'), // timestamp of 504 blocks ago (in seconds)
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dt('2022-08-19T14:03:53.000Z'), // Current time (now) (in seconds)
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750134, // Current block height
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0.6280047707459726, // Previous retarget % (Passed through)
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@ -45,22 +73,24 @@ describe('Mempool Difficulty Adjustment', () => {
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],
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{ // Expected Result is same other than timeOffset
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progressPercent: 9.027777777777777,
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difficultyChange: 13.180707740199772,
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estimatedRetargetDate: 1661895424692,
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difficultyChange: 1.0420538959004633,
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estimatedRetargetDate: 1662009048328,
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remainingBlocks: 1834,
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remainingTime: 977591692,
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remainingTime: 1091215328,
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previousTime: 1660820820,
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previousRetarget: 0.6280047707459726,
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nextRetargetHeight: 751968,
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timeAvg: 533038,
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adjustedTimeAvg: 594992,
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timeOffset: -667000, // 11 min 7 seconds since last block (testnet only)
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// If we add time avg to abs(timeOffset) it makes exactly 1200000 ms, or 20 minutes
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expectedBlocks: 161.68833333333333,
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},
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],
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[ // Vector 3 (mainnet lock-in (epoch ending 788255))
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[ // Vector 4 (mainnet lock-in (epoch ending 788255))
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[ // Inputs
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dt('2023-04-20T09:57:33.000Z'), // Last DA time (in seconds)
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dt('2022-08-16T03:16:54.000Z'), // timestamp of 504 blocks ago (in seconds)
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dt('2023-05-04T14:54:09.000Z'), // Current time (now) (in seconds)
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788255, // Current block height
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1.7220298879531821, // Previous retarget % (Passed through)
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@ -77,16 +107,17 @@ describe('Mempool Difficulty Adjustment', () => {
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previousTime: 1681984653,
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nextRetargetHeight: 788256,
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timeAvg: 609129,
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adjustedTimeAvg: 609129,
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timeOffset: 0,
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expectedBlocks: 2045.66,
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},
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],
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] as [[number, number, number, number, string, number], DifficultyAdjustment][];
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] as [[number, number, number, number, number, string, number], DifficultyAdjustment][];
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for (const vector of vectors) {
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const result = calcDifficultyAdjustment(...vector[0]);
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// previousRetarget is passed through untouched
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expect(result.previousRetarget).toStrictEqual(vector[0][3]);
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expect(result.previousRetarget).toStrictEqual(vector[0][4]);
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expect(result).toStrictEqual(vector[1]);
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}
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});
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@ -37,6 +37,7 @@ class Blocks {
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private currentBits = 0;
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private lastDifficultyAdjustmentTime = 0;
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private previousDifficultyRetarget = 0;
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private quarterEpochBlockTime: number | null = null;
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private newBlockCallbacks: ((block: BlockExtended, txIds: string[], transactions: TransactionExtended[]) => void)[] = [];
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private newAsyncBlockCallbacks: ((block: BlockExtended, txIds: string[], transactions: MempoolTransactionExtended[]) => Promise<void>)[] = [];
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@ -775,6 +776,16 @@ class Blocks {
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} else {
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this.currentBlockHeight = this.blocks[this.blocks.length - 1].height;
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}
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if (this.currentBlockHeight >= 503) {
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try {
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const quarterEpochBlockHash = await bitcoinApi.$getBlockHash(this.currentBlockHeight - 503);
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const quarterEpochBlock = await bitcoinApi.$getBlock(quarterEpochBlockHash);
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this.quarterEpochBlockTime = quarterEpochBlock?.timestamp;
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} catch (e) {
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this.quarterEpochBlockTime = null;
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logger.warn('failed to update last epoch block time: ' + (e instanceof Error ? e.message : e));
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}
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}
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if (blockHeightTip - this.currentBlockHeight > config.MEMPOOL.INITIAL_BLOCKS_AMOUNT * 2) {
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logger.info(`${blockHeightTip - this.currentBlockHeight} blocks since tip. Fast forwarding to the ${config.MEMPOOL.INITIAL_BLOCKS_AMOUNT} recent blocks`);
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@ -1308,6 +1319,10 @@ class Blocks {
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return this.previousDifficultyRetarget;
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}
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public getQuarterEpochBlockTime(): number | null {
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return this.quarterEpochBlockTime;
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}
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public getCurrentBlockHeight(): number {
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return this.currentBlockHeight;
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}
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@ -12,6 +12,7 @@ export interface DifficultyAdjustment {
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previousTime: number; // Unix time in ms
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nextRetargetHeight: number; // Block Height
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timeAvg: number; // Duration of time in ms
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adjustedTimeAvg; // Expected block interval with hashrate implied over last 504 blocks
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timeOffset: number; // (Testnet) Time since last block (cap @ 20min) in ms
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expectedBlocks: number; // Block count
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}
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@ -80,6 +81,7 @@ export function calcBitsDifference(oldBits: number, newBits: number): number {
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export function calcDifficultyAdjustment(
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DATime: number,
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quarterEpochTime: number | null,
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nowSeconds: number,
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blockHeight: number,
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previousRetarget: number,
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@ -100,8 +102,20 @@ export function calcDifficultyAdjustment(
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let difficultyChange = 0;
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let timeAvgSecs = blocksInEpoch ? diffSeconds / blocksInEpoch : BLOCK_SECONDS_TARGET;
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let adjustedTimeAvgSecs = timeAvgSecs;
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// for the first 504 blocks of the epoch, calculate the expected avg block interval
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// from a sliding window over the last 504 blocks
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if (quarterEpochTime && blocksInEpoch < 503) {
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const timeLastEpoch = DATime - quarterEpochTime;
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const adjustedTimeLastEpoch = timeLastEpoch * (1 + (previousRetarget / 100));
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const adjustedTimeSpan = diffSeconds + adjustedTimeLastEpoch;
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adjustedTimeAvgSecs = adjustedTimeSpan / 503;
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difficultyChange = (BLOCK_SECONDS_TARGET / (adjustedTimeSpan / 504) - 1) * 100;
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} else {
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difficultyChange = (BLOCK_SECONDS_TARGET / (actualTimespan / (blocksInEpoch + 1)) - 1) * 100;
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}
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difficultyChange = (BLOCK_SECONDS_TARGET / (actualTimespan / (blocksInEpoch + 1)) - 1) * 100;
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// Max increase is x4 (+300%)
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if (difficultyChange > 300) {
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difficultyChange = 300;
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@ -126,7 +140,8 @@ export function calcDifficultyAdjustment(
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}
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const timeAvg = Math.floor(timeAvgSecs * 1000);
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const remainingTime = remainingBlocks * timeAvg;
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const adjustedTimeAvg = Math.floor(adjustedTimeAvgSecs * 1000);
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const remainingTime = remainingBlocks * adjustedTimeAvg;
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const estimatedRetargetDate = remainingTime + nowSeconds * 1000;
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return {
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@ -139,6 +154,7 @@ export function calcDifficultyAdjustment(
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previousTime: DATime,
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nextRetargetHeight,
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timeAvg,
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adjustedTimeAvg,
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timeOffset,
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expectedBlocks,
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};
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@ -155,9 +171,10 @@ class DifficultyAdjustmentApi {
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return null;
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}
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const nowSeconds = Math.floor(new Date().getTime() / 1000);
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const quarterEpochBlockTime = blocks.getQuarterEpochBlockTime();
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return calcDifficultyAdjustment(
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DATime, nowSeconds, blockHeight, previousRetarget,
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DATime, quarterEpochBlockTime, nowSeconds, blockHeight, previousRetarget,
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config.MEMPOOL.NETWORK, latestBlock.timestamp
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);
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}
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@ -14,7 +14,7 @@
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</div>
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<div class="item">
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<h5 class="card-title" i18n="difficulty-box.estimate">Estimate</h5>
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<div *ngIf="epochData.remainingBlocks < 1870; else recentlyAdjusted" class="card-text" [ngStyle]="{'color': epochData.colorAdjustments}">
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<div class="card-text" [ngStyle]="{'color': epochData.colorAdjustments}">
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<span *ngIf="epochData.change > 0; else arrowDownDifficulty" >
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<fa-icon class="retarget-sign" [icon]="['fas', 'caret-up']" [fixedWidth]="true"></fa-icon>
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</span>
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@ -24,9 +24,6 @@
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{{ epochData.change | absolute | number: '1.2-2' }}
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<span class="symbol">%</span>
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</div>
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<ng-template #recentlyAdjusted>
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<div class="card-text">—</div>
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</ng-template>
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<div class="symbol">
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<span i18n="difficulty-box.previous">Previous</span>:
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<span [ngStyle]="{'color': epochData.colorPreviousAdjustments}">
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@ -49,13 +46,15 @@
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<div class="item" *ngIf="showHalving">
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<h5 class="card-title" i18n="difficulty-box.next-halving">Next Halving</h5>
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<div class="card-text" i18n-ngbTooltip="mining.average-fee" [ngbTooltip]="halvingBlocksLeft" [tooltipContext]="{ epochData: epochData }" placement="bottom">
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<span>{{ timeUntilHalving | date }}</span>
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<ng-container *ngTemplateOutlet="epochData.blocksUntilHalving === 1 ? blocksSingular : blocksPlural; context: {$implicit: epochData.blocksUntilHalving }"></ng-container>
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<ng-template #blocksPlural let-i i18n="shared.blocks">{{ i }} <span class="shared-block">blocks</span></ng-template>
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<ng-template #blocksSingular let-i i18n="shared.block">{{ i }} <span class="shared-block">block</span></ng-template>
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<div class="symbol" *ngIf="blocksUntilHalving === 1; else approxTime">
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<app-time kind="until" [time]="epochData.timeAvg + now" [fastRender]="false" [fixedRender]="true" [precision]="1" minUnit="minute"></app-time>
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<app-time kind="until" [time]="epochData.adjustedTimeAvg + now" [fastRender]="false" [fixedRender]="true" [precision]="1" minUnit="minute"></app-time>
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</div>
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<ng-template #approxTime>
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<div class="symbol">
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<app-time kind="until" [time]="timeUntilHalving" [fastRender]="false" [fixedRender]="true" [precision]="0" [numUnits]="2" [units]="['year', 'day', 'hour', 'minute']"></app-time>
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<span>{{ timeUntilHalving | date }}</span>
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</div>
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</ng-template>
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</div>
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@ -16,6 +16,7 @@ interface EpochProgress {
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blocksUntilHalving: number;
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timeUntilHalving: number;
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timeAvg: number;
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adjustedTimeAvg: number;
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}
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@Component({
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@ -85,6 +86,7 @@ export class DifficultyMiningComponent implements OnInit {
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blocksUntilHalving: this.blocksUntilHalving,
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timeUntilHalving: this.timeUntilHalving,
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timeAvg: da.timeAvg,
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adjustedTimeAvg: da.adjustedTimeAvg,
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};
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return data;
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})
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@ -42,7 +42,7 @@
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<div class="symbol" i18n="difficulty-box.average-block-time">Average block time</div>
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</div>
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<div class="item">
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<div *ngIf="epochData.remainingBlocks < 1870; else recentlyAdjusted" class="card-text bigger" [ngStyle]="{'color': epochData.colorAdjustments}">
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<div class="card-text bigger" [ngStyle]="{'color': epochData.colorAdjustments}">
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<span *ngIf="epochData.change > 0; else arrowDownDifficulty" >
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<fa-icon class="retarget-sign" [icon]="['fas', 'caret-up']" [fixedWidth]="true"></fa-icon>
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</span>
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@ -52,9 +52,6 @@
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{{ epochData.change | absolute | number: '1.2-2' }}
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<span class="symbol">%</span>
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</div>
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<ng-template #recentlyAdjusted>
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<div class="card-text">—</div>
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</ng-template>
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<div class="symbol">
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<span i18n="difficulty-box.previous">Previous</span>:
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<span [ngStyle]="{'color': epochData.colorPreviousAdjustments}">
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@ -19,6 +19,7 @@ interface EpochProgress {
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blocksUntilHalving: number;
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timeUntilHalving: number;
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timeAvg: number;
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adjustedTimeAvg: number;
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}
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type BlockStatus = 'mined' | 'behind' | 'ahead' | 'next' | 'remaining';
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@ -153,6 +154,7 @@ export class DifficultyComponent implements OnInit {
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blocksUntilHalving,
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timeUntilHalving,
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timeAvg: da.timeAvg,
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adjustedTimeAvg: da.adjustedTimeAvg,
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};
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return data;
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})
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@ -34,7 +34,7 @@
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<app-time kind="until" [time]="(1 * i) + now + 61000" [fastRender]="false" [fixedRender]="true" [precision]="1" minUnit="minute"></app-time>
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</ng-template>
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<ng-template #timeDiffMainnet>
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<app-time kind="until" [time]="da.timeAvg * (i + 1) + now + da.timeOffset" [fastRender]="false" [fixedRender]="true" [precision]="1" minUnit="minute"></app-time>
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<app-time kind="until" [time]="da.adjustedTimeAvg * (i + 1) + now + da.timeOffset" [fastRender]="false" [fixedRender]="true" [precision]="1" minUnit="minute"></app-time>
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</ng-template>
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</div>
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<ng-template #mergedBlock>
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@ -133,7 +133,7 @@
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</ng-template>
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<ng-template #timeEstimateDefault>
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<span class="eta justify-content-end" [class]="(acceleratorAvailable && accelerateCtaType === 'button') ? 'd-flex align-items-center' : ''">
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<app-time kind="until" *ngIf="(da$ | async) as da;" [time]="da.timeAvg * (this.mempoolPosition.block + 1) + now + da.timeOffset" [fastRender]="false" [fixedRender]="true"></app-time>
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<app-time kind="until" *ngIf="(da$ | async) as da;" [time]="da.adjustedTimeAvg * (this.mempoolPosition.block + 1) + now + da.timeOffset" [fastRender]="false" [fixedRender]="true"></app-time>
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<a *ngIf="!tx.acceleration && acceleratorAvailable && accelerateCtaType === 'button' && !tx?.acceleration" [href]="'/services/accelerator/accelerate?txid=' + tx.txid" class="btn btn-sm accelerate btn-small-height" i18n="transaction.accelerate|Accelerate button label" (click)="onAccelerateClicked()">Accelerate</a>
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</span>
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</ng-template>
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@ -155,6 +155,7 @@ export const restApiDocsData = [
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previousRetarget: -4.807005268478962,
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nextRetargetHeight: 741888,
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timeAvg: 302328,
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adjustedTimeAvg: 302328,
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timeOffset: 0
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}`
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},
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@ -171,6 +172,7 @@ export const restApiDocsData = [
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previousRetarget: -4.807005268478962,
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nextRetargetHeight: 741888,
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timeAvg: 302328,
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adjustedTimeAvg: 302328,
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timeOffset: 0
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}`
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},
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@ -187,6 +189,7 @@ export const restApiDocsData = [
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previousRetarget: -4.807005268478962,
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nextRetargetHeight: 741888,
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timeAvg: 302328,
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adjustedTimeAvg: 302328,
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timeOffset: 0
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}`
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},
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@ -203,6 +206,7 @@ export const restApiDocsData = [
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previousRetarget: -4.807005268478962,
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nextRetargetHeight: 741888,
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timeAvg: 302328,
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adjustedTimeAvg: 302328,
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timeOffset: 0
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}`
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}
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@ -54,6 +54,7 @@ export interface DifficultyAdjustment {
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previousTime: number;
|
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nextRetargetHeight: number;
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timeAvg: number;
|
||||
adjustedTimeAvg: number;
|
||||
timeOffset: number;
|
||||
expectedBlocks: number;
|
||||
}
|
||||
|
|
|
|||
Loading…
Add table
Reference in a new issue