Add LWMA difficulty adjustment algorithm

This PR adds in a difficulty adjustment algorithm.

Motivation and Context

We need to adjust the difficulty per block. This PR adds the LWMA
algorithm as per zawy12/difficulty-algorithms#3

applications/tari_testnet_miner/src/miner.rs

@@ -141,7 +141,7 @@ impl Miner {
  return Err(MinerError::MissingBlock);
  }
  let interval = self.block.as_ref().unwrap().header.timestamp.timestamp() - old_header.timestamp.timestamp();
- let difficulty = Difficulty::calculate_req_difficulty(interval, self.difficulty);
+ let difficulty = Difficulty::min(); // replace with new function: Difficulty::calculate_req_difficulty(interval, self.difficulty);
 
  let (tx, mut rx): (Sender<BlockHeader>, Receiver<BlockHeader>) = mpsc::channel(1);
  for _ in 0..self.thread_count {

base_layer/core/src/proof_of_work/difficulty.rs

@@ -28,42 +28,28 @@ use std::fmt;
 /// Minimum difficulty, enforced in diff retargetting
 /// avoids getting stuck when trying to increase difficulty subject to dampening
 pub const MIN_DIFFICULTY: u64 = 1;
-/// This is the time in seconds that should be the ideal time between making new blocks
-pub const BLOCK_INTERVAL: u64 = 60;
-/// This is the amount of blocks between difficulty adjustments.
-pub const BLOCKS_PER_ADJUSTMENT: u64 = 2016;
 
 /// The difficulty is defined as the maximum target divided by the block hash.
 #[derive(Debug, Clone, Copy, PartialEq, PartialOrd, Eq, Ord, Deserialize, Serialize)]
 pub struct Difficulty(u64);
 
 impl Difficulty {
  /// Difficulty of MIN_DIFFICULTY
- pub fn min() -> Difficulty {
+ pub const fn min() -> Difficulty {
  Difficulty(MIN_DIFFICULTY)
  }
 
- /// This function will calculate the required difficulty given the time taken to calculate 2016 blocks
- /// The interval is the difference in seconds between the two headers
- pub fn calculate_req_difficulty(interval: i64, difficulty: Difficulty) -> Difficulty {
- let target_time = (BLOCK_INTERVAL * BLOCKS_PER_ADJUSTMENT) as f32; // 60 seconds per block, 2016 blocks
- let deviation = (interval as f32) - target_time;
- let mut difficulty_multiplier = 1.0 - (deviation / target_time);
- // cap the max adjustment to 50%
- if difficulty_multiplier >= 1.5 {
- difficulty_multiplier = 1.5;
- };
- if difficulty_multiplier <= 0.5 {
- difficulty_multiplier = 0.5;
- };
- // return a new difficulty that is proportionally larger or smaller depending on the time diff.
- Difficulty((difficulty.0 as f32 * (difficulty_multiplier)) as u64)
- }
-
  /// Return the difficulty as a u64
  pub fn as_u64(&self) -> u64 {
  self.0
  }
+
+ pub fn checked_sub(&self, other: Difficulty) -> Option<Difficulty> {
+ match self.0.checked_sub(other.0) {
+ None => None,
+ Some(v) => Some(Difficulty(v)),
+ }
+ }
 }
 
 impl Default for Difficulty {
@@ -101,6 +87,16 @@ impl From<u64> for Difficulty {
  }
 }
 
+/// General difficulty adjustment algorithm trait. The key method is `get_difficulty`, which returns the target
+/// difficulty given a set of historical achieved difficulties; supplied through the `add` method.
+pub trait DifficultyAdjustment {
+ /// Adds the latest block timestamp (in seconds) and total accumulated difficulty
+ fn add(&mut self, timestamp: u64, accumulated_difficulty: Difficulty);
+
+ /// Return the calculated target difficulty for the next block.
+ fn get_difficulty(&self) -> Difficulty;
+}
+
 #[cfg(test)]
 mod test {
  use crate::proof_of_work::difficulty::Difficulty;
@@ -114,32 +110,4 @@ mod test {
  assert_eq!(Difficulty::default() + Difficulty::from(42), Difficulty::from(42));
  assert_eq!(&Difficulty::from(15) + &Difficulty::from(5), Difficulty::from(20));
  }
-
- #[test]
- fn calc_difficulty() {
- assert_eq!(
- Difficulty::min(),
- Difficulty::calculate_req_difficulty(0, Difficulty::min()),
- );
- let diff = Difficulty::from(9_000);
- let new_diff = Difficulty::calculate_req_difficulty(60 * 2016, diff);
- assert_eq!(diff, new_diff);
- let new_diff = Difficulty::calculate_req_difficulty(60 * 2016 + 3000, diff);
- assert_eq!(diff > new_diff, true);
- let new_diff = Difficulty::calculate_req_difficulty(60 * 2016 - 3000, diff);
- assert_eq!(diff < new_diff, true);
- }
-
- #[test]
- fn calc_difficulty_max_min() {
- assert_eq!(
- Difficulty::min(),
- Difficulty::calculate_req_difficulty(0, Difficulty::min()),
- );
- let diff = Difficulty::from(1000);
- let new_diff = Difficulty::calculate_req_difficulty(60 * 2016 * 1000, diff);
- assert_eq!(new_diff, Difficulty::from(500));
- let new_diff = Difficulty::calculate_req_difficulty(60, diff);
- assert_eq!(new_diff, Difficulty::from(1500));
- }
 }

base_layer/core/src/proof_of_work/lwma_diff.rs

@@ -0,0 +1,182 @@
+// LWMA-1 for BTC & Zcash clones
+// Copyright (c) 2017-2019 The Bitcoin Gold developers, Zawy, iamstenman (Microbitcoin)
+// MIT License
+// Algorithm by Zawy, a modification of WT-144 by Tom Harding
+// References:
+// https://github.com/zawy12/difficulty-algorithms/issues/3#issuecomment-442129791
+// https://github.com/zcash/zcash/issues/4021
+
+use crate::proof_of_work::difficulty::{self, Difficulty, DifficultyAdjustment};
+use std::{cmp, collections::VecDeque};
+
+// target time of 1 minute
+const TARGET: u64 = 60;
+// we should cap the amount of entries in the VecDeques to this number.
+const BLOCK_WINDOW: usize = 150;
+const INITIAL_DIFFICULTY: Difficulty = Difficulty::min();
+
+pub struct LinearWeightedMovingAverage {
+ timestamps: VecDeque<u64>,
+ accumulated_difficulties: VecDeque<Difficulty>,
+ block_window: usize,
+}
+
+impl Default for LinearWeightedMovingAverage {
+ fn default() -> Self {
+ LinearWeightedMovingAverage::new(BLOCK_WINDOW)
+ }
+}
+
+impl LinearWeightedMovingAverage {
+ pub fn new(block_window: usize) -> LinearWeightedMovingAverage {
+ LinearWeightedMovingAverage {
+ timestamps: VecDeque::with_capacity(block_window + 1),
+ accumulated_difficulties: VecDeque::with_capacity(block_window + 1),
+ block_window,
+ }
+ }
+
+ fn calculate(&self) -> Difficulty {
+ let timestamps = &self.timestamps;
+ if timestamps.len() <= 1 {
+ return INITIAL_DIFFICULTY;
+ }
+
+ // Use the array length rather than block_window to include early cases where the no. of pts < block_window
+ let n = (timestamps.len() - 1) as u64;
+
+ let mut weighted_times: u64 = 0;
+
+ let difficulty: u64 = self.accumulated_difficulties[n as usize]
+ .checked_sub(self.accumulated_difficulties[0])
+ .expect("Accumulated difficulties cannot decrease in proof of work")
+ .as_u64();
+ let ave_difficulty = difficulty as f64 / n as f64;
+
+ // Loop through N most recent blocks.
+ for i in 1..(n + 1) as usize {
+ // 6*T limit prevents large drops in diff from long solve times which would cause oscillations.
+ let solve_time = match timestamps[i].checked_sub(timestamps[i - 1]) {
+ None | Some(0) => 1,
+ Some(v) => cmp::min(v, 6 * TARGET),
+ };
+
+ // Give linearly higher weight to more recent solve times.
+ // Note: This will not overflow for practical values of block_window and solve time.
+ weighted_times += solve_time * i as u64;
+ }
+ // k is the sum of weights (1+2+..+n) * target_time
+ let k = n * (n + 1) * TARGET / 2;
+ let target = ave_difficulty * k as f64 / weighted_times as f64;
+ if target > std::u64::MAX as f64 {
+ panic!("Difficulty target has overflowed");
+ }
+ let target = target as u64;
+ target.into()
+ }
+}
+
+impl DifficultyAdjustment for LinearWeightedMovingAverage {
+ fn add(&mut self, timestamp: u64, accumulated_difficulty: Difficulty) {
+ self.timestamps.push_back(timestamp);
+ self.accumulated_difficulties.push_back(accumulated_difficulty);
+ while self.timestamps.len() > self.block_window + 1 {
+ self.timestamps.pop_front();
+ self.accumulated_difficulties.pop_front();
+ }
+ }
+
+ fn get_difficulty(&self) -> Difficulty {
+ self.calculate()
+ }
+}
+
+#[cfg(test)]
+mod test {
+ use super::*;
+
+ #[test]
+ fn lwma_zero_len() {
+ let dif = LinearWeightedMovingAverage::default();
+ assert_eq!(dif.get_difficulty(), Difficulty::min());
+ }
+
+ #[test]
+ fn lwma_negative_solve_times() {
+ let mut dif = LinearWeightedMovingAverage::default();
+ let mut timestamp = 60;
+ let mut cum_diff = Difficulty::from(100);
+ dif.add(timestamp, cum_diff);
+ timestamp += 60;
+ cum_diff += Difficulty::from(100);
+ dif.add(timestamp, cum_diff);
+ // Lets create a history and populate the vecs
+ for _i in 0..150 {
+ cum_diff += Difficulty::from(100);
+ timestamp += 60;
+ dif.add(timestamp, cum_diff);
+ }
+ // lets create chaos by having 60 blocks as negative solve times. This should never be allowed in practive by
+ // having checks on the block times.
+ for _i in 0..60 {
+ cum_diff += Difficulty::from(100);
+ timestamp -= 1; // Only choosing -1 here since we are testing negative solve times and we cannot have 0 time
+ let diff_before = dif.get_difficulty();
+ dif.add(timestamp, cum_diff);
+ let diff_after = dif.get_difficulty();
+ // Algo should handle this as 1sec solve time thus increase the difficulty constantly
+ assert!(diff_after > diff_before);
+ }
+ }
+
+ #[test]
+ fn lwma_limit_difficulty_change() {
+ let mut dif = LinearWeightedMovingAverage::new(5);
+ dif.add(60, 100.into());
+ dif.add(10_000_000, 200.into());
+ assert_eq!(dif.get_difficulty(), 16.into());
+ dif.add(20_000_000, 216.into());
+ assert_eq!(dif.get_difficulty(), 9.into());
+ }
+
+ #[test]
+ // Data for 5-period moving average
+ // Timestamp: 60, 120, 180, 240, 300, 350, 380, 445, 515, 615, 975, 976, 977, 978, 979
+ // Intervals: 60, 60, 60, 60, 60, 50, 30, 65, 70, 100, 360, 1, 1, 1, 1
+ // Diff: 100, 100, 100, 100, 100, 105, 128, 123, 116, 94, 39, 46, 55, 75, 148
+ // Acum dif: 100, 200, 300, 400, 500, 605, 733, 856, 972,1066,1105,1151,1206,1281,1429
+ // Target: 1, 100, 100, 100, 100, 106, 135, 129, 119, 93, 35, 38, 46, 66, 174
+ fn lwma_calculate() {
+ let mut dif = LinearWeightedMovingAverage::new(5);
+ dif.add(60, 100.into());
+ assert_eq!(dif.get_difficulty(), 1.into());
+ dif.add(120, 200.into());
+ assert_eq!(dif.get_difficulty(), 100.into());
+ dif.add(180, 300.into());
+ assert_eq!(dif.get_difficulty(), 100.into());
+ dif.add(240, 400.into());
+ assert_eq!(dif.get_difficulty(), 100.into());
+ dif.add(300, 500.into());
+ assert_eq!(dif.get_difficulty(), 100.into());
+ dif.add(350, 605.into());
+ assert_eq!(dif.get_difficulty(), 106.into());
+ dif.add(380, 733.into());
+ assert_eq!(dif.get_difficulty(), 135.into());
+ dif.add(445, 856.into());
+ assert_eq!(dif.get_difficulty(), 129.into());
+ dif.add(515, 972.into());
+ assert_eq!(dif.get_difficulty(), 119.into());
+ dif.add(615, 1066.into());
+ assert_eq!(dif.get_difficulty(), 93.into());
+ dif.add(975, 1105.into());
+ assert_eq!(dif.get_difficulty(), 35.into());
+ dif.add(976, 1151.into());
+ assert_eq!(dif.get_difficulty(), 38.into());
+ dif.add(977, 1206.into());
+ assert_eq!(dif.get_difficulty(), 46.into());
+ dif.add(978, 1281.into());
+ assert_eq!(dif.get_difficulty(), 66.into());
+ dif.add(979, 1429.into());
+ assert_eq!(dif.get_difficulty(), 174.into());
+ }
+}

base_layer/core/src/proof_of_work/mod.rs

@@ -25,6 +25,8 @@ mod difficulty;
 mod error;
 mod pow;
 
+pub mod lwma_diff;
+
 pub use blake_pow::BlakePow;
 pub use difficulty::Difficulty;
 pub use error::PowError;