Subject: Re: [bitcoin-dev] BIP Proposal: Compact Client Side Filtering for Light Clients

From: Matt Corallo <[email-masked]>
Date: Thu, 01 Jun 2017 21:33:43 +0000

Quick comment before I finish reading it completely, looks like you have no way to match the input prevouts being spent, which is rather nice from a "watch for this output being spent" pov.

On June 1, 2017 3:01:14 PM EDT, Olaoluwa Osuntokun via bitcoin-dev <[email-masked]> wrote:
>Hi y'all,
>
>Alex Akselrod and I would like to propose a new light client BIP for
>consideration:
>*
>https://github.com/Roasbeef/bips/blob/master/gcs_light_client.mediawiki
>
>This BIP proposal describes a concrete specification (along with a
>reference implementations[1][2][3]) for the much discussed client-side
>filtering reversal of BIP-37. The precise details are described in the
>BIP, but as a summary: we've implemented a new light-client mode that
>uses
>client-side filtering based off of Golomb-Rice coded sets. Full-nodes
>maintain an additional index of the chain, and serve this compact
>filter
>(the index) to light clients which request them. Light clients then
>fetch
>these filters, query the locally and _maybe_ fetch the block if a
>relevant
>item matches. The cool part is that blocks can be fetched from _any_
>source, once the light client deems it necessary. Our primary
>motivation
>for this work was enabling a light client mode for lnd[4] in order to
>support a more light-weight back end paving the way for the usage of
>Lightning on mobile phones and other devices. We've integrated neutrino
>as a back end for lnd, and will be making the updated code public very
>soon.
>
>One specific area we'd like feedback on is the parameter selection.
>Unlike
>BIP-37 which allows clients to dynamically tune their false positive
>rate,
>our proposal uses a _fixed_ false-positive. Within the document, it's
>currently specified as P = 1/2^20. We've done a bit of analysis and
>optimization attempting to optimize the following sum:
>filter_download_bandwidth + expected_block_false_positive_bandwidth.
>Alex
>has made a JS calculator that allows y'all to explore the affect of
>tweaking the false positive rate in addition to the following
>variables:
>the number of items the wallet is scanning for, the size of the blocks,
>number of blocks fetched, and the size of the filters themselves. The
>calculator calculates the expected bandwidth utilization using the CDF
>of
>the Geometric Distribution. The calculator can be found here:
>https://aakselrod.github.io/gcs_calc.html. Alex also has an empirical
>script he's been running on actual data, and the results seem to match
>up
>rather nicely.
>
>We we're excited to see that Karl Johan Alm (kallewoof) has done some
>(rather extensive!) analysis of his own, focusing on a distinct
>encoding
>type [5]. I haven't had the time yet to dig into his report yet, but I
>think I've read enough to extract the key difference in our encodings:
>his
>filters use a binomial encoding _directly_ on the filter contents, will
>we
>instead create a Golomb-Coded set with the contents being _hashes_ (we
>use
>siphash) of the filter items.
>
>Using a fixed fp=20, I have some stats detailing the total index size,
>as
>well as averages for both mainnet and testnet. For mainnet, using the
>filter contents as currently described in the BIP (basic + extended),
>the
>total size of the index comes out to 6.9GB. The break down is as
>follows:
>
>    * total size:  6976047156
>    * total avg:  14997.220622758816
>    * total median:  3801
>    * total max:  79155
>    * regular size:  3117183743
>    * regular avg:  6701.372750217131
>    * regular median:  1734
>    * regular max:  67533
>    * extended size:  3858863413
>    * extended avg:  8295.847872541684
>    * extended median:  2041
>    * extended max:  52508
>
>In order to consider the average+median filter sizes in a world worth
>larger blocks, I also ran the index for testnet:
>
>    * total size:  2753238530
>    * total avg:  5918.95736054141
>    * total median:  60202
>    * total max:  74983
>    * regular size:  1165148878
>    * regular avg:  2504.856172982827
>    * regular median:  24812
>    * regular max:  64554
>    * extended size:  1588089652
>    * extended avg:  3414.1011875585823
>    * extended median:  35260
>    * extended max:  41731
>
>Finally, here are the testnet stats which take into account the
>increase
>in the maximum filter size due to segwit's block-size increase. The max
>filter sizes are a bit larger due to some of the habitual blocks I
>created last year when testing segwit (transactions with 30k inputs,
>30k
>outputs, etc).
>
>     * total size:  585087597
>     * total avg:  520.8839608674402
>     * total median:  20
>     * total max:  164598
>     * regular size:  299325029
>     * regular avg:  266.4790836307566
>     * regular median:  13
>     * regular max:  164583
>     * extended size:  285762568
>     * extended avg:  254.4048772366836
>     * extended median:  7
>     * extended max:  127631
>
>For those that are interested in the raw data, I've uploaded a CSV file
>of raw data for each block (mainnet + testnet), which can be found
>here:
>     * mainnet: (14MB):
>https://www.dropbox.com/s/4yk2u8dj06njbuv/mainnet-gcs-stats.csv?dl=0
>     * testnet: (25MB):
>https://www.dropbox.com/s/w7dmmcbocnmjfbo/gcs-stats-testnet.csv?dl=0
>
>
>We look forward to getting feedback from all of y'all!
>
>-- Laolu
>
>
>[1]: https://github.com/lightninglabs/neutrino
>[2]: https://github.com/Roasbeef/btcd/tree/segwit-cbf
>[3]: https://github.com/Roasbeef/btcutil/tree/gcs/gcs
>[4]: https://github.com/lightningnetwork/lnd/
>
>-- Laolu