956d0a93bab36fd919e81718832fbc1033b677e9 test(chain): Update test docs to stop referencing `get_chain_position` (志宇)
1508ae3db4b0595e61136d4d28e10777c92a7273 chore: Fix typos (志宇)
af92199b69642d60aec509b246b2252c6a41d220 refactor(wallet): Reuse chain position instead of obtaining new one (Jiri Jakes)
caa0f13d40d000229dd867e6c52039a0c897fed2 docs(wallet): Explain `.take` usage (志宇)
1196405904acdaa2287e4edc0cc71a71cc9790cc refactor(chain): Reorganize `TxGraph::insert_anchor` logic for clarity (志宇)
4706315e8f60a7d308184aa028f51741b47219a7 chore(chain): Address `CanonicalIter` nitpicks (志宇)
68f7b7724388eb104775a256b3529198e5af84b7 test(chain): Add canonicalization test (志宇)
da0c43ed94b6cc0ecc8ac4f04880fd01a28d244c refactor(chain)!: Rename `LastSeenIn` to `ObservedIn` (志宇)
d4102b4b6bb885934a3bfd8efffeb550541efe7f perf(chain): add benchmarks for canonicalization logic (志宇)
e34024cd566cd4dc17ab90cc5b191da8e55802e5 feat(chain): Derive `Clone` on `IndexedTxGraph` (志宇)
e9854455ca77875a6ff79047726064ba42f94f29 docs: Add ADR for `O(n)` canonicalization algorithm (志宇)
4325e2c25e037129c7878f347dd32cc48b771bb3 test(chain): Add transitive anchor tests (志宇)
8fbee12b1c24ec0004fda40eaf9330a87a7f4161 feat(chain)!: rm `get_chain_position` and associated methods (志宇)
582d6b51f865d98077d72422d15630a2a3c7d16e feat(chain)!: `O(n)` canonicalization algorithm (志宇)
f6192a615a7aea2ca9bdcca199356ea4d0386ce1 feat(chain)!: Add `run_until_finished` methods (志宇)
0aa39f9e1ca406c55a1e33477ec3806c7cf8b9b5 feat(chain)!: `TxGraph` contain anchors in one field (志宇)
Pull request description:
Fixes #1665
Replaces #1659
### Description
Previously, getting the canonical history of transactions/UTXOs required calling `TxGraph::get_chain_position` on each transaction. This was highly inefficient and resulted in an `O(n^2)` algorithm. The situation is especially problematic when we have many unconfirmed conflicts.
This PR introduces an `O(n)` algorithm to determine the canonical set of transactions in `TxGraph`. The algorithm's premise is as follows:
1. If transaction `A` is determined to be canonical, all of `A`'s ancestors must also be canonical.
2. If transaction `B` is determined to be NOT canonical, all of `B`'s descendants must also be NOT canonical.
3. If a transaction is anchored in the best chain, it is canonical.
4. If a transaction conflicts with a canonical transaction, it is NOT canonical.
5. A transaction with a higher last-seen has precedence.
6. Last-seen values are transitive. A transaction's collective last-seen value is the max of it's last-seen value and all of it's descendants.
We maintain two mutually-exclusive `txid` sets: `canoncial` and `not_canonical`.
Imagine a method `mark_canonical(A)` that is based on premise 1 and 2. This method will mark transaction `A` and all of it's ancestors as canonical. For each transaction that is marked canonical, we can iterate all of it's conflicts and mark those as `non_canonical`. If a transaction already exists in `canoncial` or `not_canonical`, we can break early, avoiding duplicate work.
This algorithm iterates transactions in 3 runs.
1. Iterate over all transactions with anchors in descending anchor-height order. For any transaction that has an anchor pointing to the best chain, we call `mark_canonical` on it. We iterate in descending-height order to reduce the number of anchors we need to check against the `ChainOracle` (premise 1). The purpose of this run is to populate `non_canonical` with all transactions that directly conflict with anchored transactions and populate `canonical` with all anchored transactions and ancestors of anchors transactions (transitive anchors).
2. Iterate over all transactions with last-seen values, in descending last-seen order. We can call `mark_canonical` on all of these that do not already exist in `canonical` or `not_canonical`.
3. Iterate over remaining transactions that contains anchors (but not in the best chain) and have no last-seen value. We treat these transactions in the same way as we do in run 2.
#### Benchmarks
Thank you to @ValuedMammal for working on this.
```sh
$ cargo bench -p bdk_chain --bench canonicalization
```
Benchmark results (this PR):
```
many_conflicting_unconfirmed::list_canonical_txs
time: [709.46 us 710.36 us 711.35 us]
many_conflicting_unconfirmed::filter_chain_txouts
time: [712.59 us 713.23 us 713.90 us]
many_conflicting_unconfirmed::filter_chain_unspents
time: [709.95 us 711.16 us 712.45 us]
many_chained_unconfirmed::list_canonical_txs
time: [2.2604 ms 2.2641 ms 2.2680 ms]
many_chained_unconfirmed::filter_chain_txouts
time: [3.5763 ms 3.5869 ms 3.5979 ms]
many_chained_unconfirmed::filter_chain_unspents
time: [3.5540 ms 3.5596 ms 3.5652 ms]
nested_conflicts_unconfirmed::list_canonical_txs
time: [660.06 us 661.75 us 663.60 us]
nested_conflicts_unconfirmed::filter_chain_txouts
time: [650.15 us 651.36 us 652.71 us]
nested_conflicts_unconfirmed::filter_chain_unspents
time: [658.37 us 661.54 us 664.81 us]
```
Benchmark results (master): https://github.com/evanlinjin/bdk/tree/fix/1665-master-bench
```
many_conflicting_unconfirmed::list_canonical_txs
time: [94.618 ms 94.966 ms 95.338 ms]
many_conflicting_unconfirmed::filter_chain_txouts
time: [159.31 ms 159.76 ms 160.22 ms]
many_conflicting_unconfirmed::filter_chain_unspents
time: [163.29 ms 163.61 ms 163.96 ms]
# I gave up running the rest of the benchmarks since they were taking too long.
```
### Notes to the reviewers
* ***PLEASE MERGE #1733 BEFORE THIS PR!*** We had to change the signature of `ChainPosition` to account for transitive anchors and unconfirmed transactions with no `last-seen` value.
* The canonicalization algorithm is contained in `/crates/chain/src/canonical_iter.rs`.
* Since the algorithm requires traversing transactions ordered by anchor height, and then last-seen values, we introduce two index fields in `TxGraph`; `txs_by_anchor` and `txs_by_last_seen`. Methods `insert_anchor` and `insert_seen_at` are changed to populate these index fields.
* An ADR is added: `docs/adr/0003_canonicalization_algorithm.md`. This is based on the work in #1592.
### Changelog notice
* Added: Introduce an `O(n)` canonicalization algorithm. This logic is contained in `/crates/chain/src/canonical_iter.rs`.
* Added: Indexing fields in `TxGraph`; `txs_by_anchor_height` and `txs_by_last_seen`. Pre-indexing allows us to construct the canonical history more efficiently.
* Removed: `TxGraph` methods: `try_get_chain_position` and `get_chain_position`. This is superseded by the new canonicalization algorithm.
### Checklists
#### All Submissions:
* [x] I've signed all my commits
* [x] I followed the [contribution guidelines](https://github.com/bitcoindevkit/bdk/blob/master/CONTRIBUTING.md)
* [x] I ran `cargo fmt` and `cargo clippy` before committing
#### New Features:
* [x] I've added tests for the new feature
* [x] I've added docs for the new feature
#### Bugfixes:
* [x] This pull request breaks the existing API
* [x] I've added tests to reproduce the issue which are now passing
* [x] I'm linking the issue being fixed by this PR
ACKs for top commit:
ValuedMammal:
ACK
956d0a93bab36fd919e81718832fbc1033b677e9
nymius:
ACK
956d0a93
oleonardolima:
utACK
956d0a93bab36fd919e81718832fbc1033b677e9
jirijakes:
ACK
956d0a93bab36fd919e81718832fbc1033b677e9
Tree-SHA512: 44963224abf1aefb3510c59d0eb27e3a572cd16f46106fd92e8da2e6e12f0671dcc1cd5ffdc4cc80683bc9e89fa990eba044d9c64d9ce02abc29a08f4859b69e