Merge bitcoin/bitcoin#29242: Mempool util: Add RBF diagram checks for single chunks against clusters of size 2

72959867784098137a50c34f86deca8235eef4f8 Unit tests for CalculateFeerateDiagramsForRBF (Greg Sanders)
b767e6bd47cb0fb8f7aea3fb10c597e59a35bf74 test: unit test for ImprovesFeerateDiagram (Greg Sanders)
7e89b659e1ddd0c04fa2bddba9706b5d1a1daec3 Add fuzz test for FeeFrac (Greg Sanders)
4d6528a3d6bf3821c216c68f99170e2faab5d63c fuzz: fuzz diagram creation and comparison (Greg Sanders)
e9c5aeb11d641b8cae373452339760809625021d test: Add tests for CompareFeerateDiagram and CheckConflictTopology (Greg Sanders)
588a98dccc5dbb6e331f28d83a4a10a13d70eb31 fuzz: Add fuzz target for ImprovesFeerateDiagram (Greg Sanders)
2079b80854e2595f6f696e7c13a56c7f2a7da9f4 Implement ImprovesFeerateDiagram (Greg Sanders)
66d966dcfaad3638f84654e710f403cb0a0a2ac7 Add FeeFrac unit tests (Greg Sanders)
ce8e22542ed0b4fa5794d3203207146418d59473 Add FeeFrac utils (Greg Sanders)

Pull request description:

  This is a smaller piece of https://github.com/bitcoin/bitcoin/pull/28984 broken off for easier review.

  Up to date explanation of diagram checks are here: https://delvingbitcoin.org/t/mempool-incentive-compatibility/553

  This infrastructure has two near term applications prior to cluster mempool:
  1) Limited Package RBF(https://github.com/bitcoin/bitcoin/pull/28984): We want to allow package RBF only when we know it improves the mempool. This narrowly scoped functionality allows use with v3-like topologies, and will be expanded at some point post-cluster mempool when diagram checks can be done efficiently against bounded cluster sizes.
  2) Replacement for single tx RBF(in a cluster size of up to two) against conflicts of up to cluster size two. `ImprovesFeerateDiagram` interface will have to change for this use-case, which is a future direction to solve certain pins and improve mempool incentive compatibility: https://delvingbitcoin.org/t/ephemeral-anchors-and-mev/383#diagram-checks-fix-this-3

  And longer-term, this would be the proposed way we would compute incentive compatibility for all conflicts, post-cluster mempool.

ACKs for top commit:
  sipa:
    utACK 72959867784098137a50c34f86deca8235eef4f8
  glozow:
    code review ACK 72959867784098137a50c34f86deca8235eef4f8
  murchandamus:
    utACK 72959867784098137a50c34f86deca8235eef4f8
  ismaelsadeeq:
    Re-ACK https://github.com/bitcoin/bitcoin/commit/72959867784098137a50c34f86deca8235eef4f8
  willcl-ark:
    crACK 72959867784098137a50c34f86deca8235eef4f8
  sdaftuar:
    ACK 72959867784098137a50c34f86deca8235eef4f8

Tree-SHA512: 79593e5a087801c06f06cc8b73aa3e7b96ab938d3b90f5d229c4e4bfca887a77b447605c49aa5eb7ddcead85706c534ac5eb6146ae2396af678f4beaaa5bea8e

1 files changed, 160 insertions, 0 deletions

diff --git a/src/util/feefrac.h b/src/util/feefrac.h
new file mode 100644
index 0000000000..48bd287c7c
--- /dev/null
+++ b/src/util/feefrac.h
@@ -0,0 +1,160 @@
+// Copyright (c) The Bitcoin Core developers
+// Distributed under the MIT software license, see the accompanying
+// file COPYING or http://www.opensource.org/licenses/mit-license.php.
+
+#ifndef BITCOIN_UTIL_FEEFRAC_H
+#define BITCOIN_UTIL_FEEFRAC_H
+
+#include <stdint.h>
+#include <compare>
+#include <vector>
+#include <span.h>
+#include <util/check.h>
+
+/** Data structure storing a fee and size, ordered by increasing fee/size.
+ *
+ * The size of a FeeFrac cannot be zero unless the fee is also zero.
+ *
+ * FeeFracs have a total ordering, first by increasing feerate (ratio of fee over size), and then
+ * by decreasing size. The empty FeeFrac (fee and size both 0) sorts last. So for example, the
+ * following FeeFracs are in sorted order:
+ *
+ * - fee=0 size=1 (feerate 0)
+ * - fee=1 size=2 (feerate 0.5)
+ * - fee=2 size=3 (feerate 0.667...)
+ * - fee=2 size=2 (feerate 1)
+ * - fee=1 size=1 (feerate 1)
+ * - fee=3 size=2 (feerate 1.5)
+ * - fee=2 size=1 (feerate 2)
+ * - fee=0 size=0 (undefined feerate)
+ *
+ * A FeeFrac is considered "better" if it sorts after another, by this ordering. All standard
+ * comparison operators (<=>, ==, !=, >, <, >=, <=) respect this ordering.
+ *
+ * The CompareFeeFrac, and >> and << operators only compare feerate and treat equal feerate but
+ * different size as equivalent. The empty FeeFrac is neither lower or higher in feerate than any
+ * other.
+ */
+struct FeeFrac
+{
+    /** Fallback version for Mul (see below).
+     *
+     * Separate to permit testing on platforms where it isn't actually needed.
+     */
+    static inline std::pair<int64_t, uint32_t> MulFallback(int64_t a, int32_t b) noexcept
+    {
+        // Otherwise, emulate 96-bit multiplication using two 64-bit multiplies.
+        int64_t low = int64_t{static_cast<uint32_t>(a)} * b;
+        int64_t high = (a >> 32) * b;
+        return {high + (low >> 32), static_cast<uint32_t>(low)};
+    }
+
+    // Compute a * b, returning an unspecified but totally ordered type.
+#ifdef __SIZEOF_INT128__
+    static inline __int128 Mul(int64_t a, int32_t b) noexcept
+    {
+        // If __int128 is available, use 128-bit wide multiply.
+        return __int128{a} * b;
+    }
+#else
+    static constexpr auto Mul = MulFallback;
+#endif
+
+    int64_t fee;
+    int32_t size;
+
+    /** Construct an IsEmpty() FeeFrac. */
+    inline FeeFrac() noexcept : fee{0}, size{0} {}
+
+    /** Construct a FeeFrac with specified fee and size. */
+    inline FeeFrac(int64_t f, int32_t s) noexcept : fee{f}, size{s} {}
+
+    inline FeeFrac(const FeeFrac&) noexcept = default;
+    inline FeeFrac& operator=(const FeeFrac&) noexcept = default;
+
+    /** Check if this is empty (size and fee are 0). */
+    bool inline IsEmpty() const noexcept {
+        return size == 0;
+    }
+
+    /** Add fee and size of another FeeFrac to this one. */
+    void inline operator+=(const FeeFrac& other) noexcept
+    {
+        fee += other.fee;
+        size += other.size;
+    }
+
+    /** Subtract fee and size of another FeeFrac from this one. */
+    void inline operator-=(const FeeFrac& other) noexcept
+    {
+        fee -= other.fee;
+        size -= other.size;
+    }
+
+    /** Sum fee and size. */
+    friend inline FeeFrac operator+(const FeeFrac& a, const FeeFrac& b) noexcept
+    {
+        return {a.fee + b.fee, a.size + b.size};
+    }
+
+    /** Subtract both fee and size. */
+    friend inline FeeFrac operator-(const FeeFrac& a, const FeeFrac& b) noexcept
+    {
+        return {a.fee - b.fee, a.size - b.size};
+    }
+
+    /** Check if two FeeFrac objects are equal (both same fee and same size). */
+    friend inline bool operator==(const FeeFrac& a, const FeeFrac& b) noexcept
+    {
+        return a.fee == b.fee && a.size == b.size;
+    }
+
+    /** Compare two FeeFracs just by feerate. */
+    friend inline std::weak_ordering FeeRateCompare(const FeeFrac& a, const FeeFrac& b) noexcept
+    {
+        auto cross_a = Mul(a.fee, b.size), cross_b = Mul(b.fee, a.size);
+        return cross_a <=> cross_b;
+    }
+
+    /** Check if a FeeFrac object has strictly lower feerate than another. */
+    friend inline bool operator<<(const FeeFrac& a, const FeeFrac& b) noexcept
+    {
+        auto cross_a = Mul(a.fee, b.size), cross_b = Mul(b.fee, a.size);
+        return cross_a < cross_b;
+    }
+
+    /** Check if a FeeFrac object has strictly higher feerate than another. */
+    friend inline bool operator>>(const FeeFrac& a, const FeeFrac& b) noexcept
+    {
+        auto cross_a = Mul(a.fee, b.size), cross_b = Mul(b.fee, a.size);
+        return cross_a > cross_b;
+    }
+
+    /** Compare two FeeFracs. <, >, <=, and >= are auto-generated from this. */
+    friend inline std::strong_ordering operator<=>(const FeeFrac& a, const FeeFrac& b) noexcept
+    {
+        auto cross_a = Mul(a.fee, b.size), cross_b = Mul(b.fee, a.size);
+        if (cross_a == cross_b) return b.size <=> a.size;
+        return cross_a <=> cross_b;
+    }
+
+    /** Swap two FeeFracs. */
+    friend inline void swap(FeeFrac& a, FeeFrac& b) noexcept
+    {
+        std::swap(a.fee, b.fee);
+        std::swap(a.size, b.size);
+    }
+};
+
+/** Takes the pre-computed and topologically-valid chunks and generates a fee diagram which starts at FeeFrac of (0, 0) */
+std::vector<FeeFrac> BuildDiagramFromChunks(Span<const FeeFrac> chunks);
+
+/** Compares two feerate diagrams. The shorter one is implicitly
+ * extended with a horizontal straight line.
+ *
+ * A feerate diagram consists of a list of (fee, size) points with the property that size
+ * is strictly increasing and that the first entry is (0, 0).
+ */
+std::partial_ordering CompareFeerateDiagram(Span<const FeeFrac> dia0, Span<const FeeFrac> dia1);
+
+#endif // BITCOIN_UTIL_FEEFRAC_H