Implemented new difficulty calculation algorithm.

See #62 for background. Still needs to be integrated with proof
of work and validation.

core/src/consensus.rs

@@ -32,7 +32,7 @@ pub const REWARD: u64 = 1_000_000_000;
 /// that we may reduce this value in the future as we get more data on mining
 /// with Cuckoo Cycle, networks improve and block propagation is optimized
 /// (adjusting the reward accordingly).
-pub const BLOCK_TIME_SEC: u8 = 60;
+pub const BLOCK_TIME_SEC: i64 = 60;
 
 /// Cuckoo-cycle proof size (cycle length)
 pub const PROOFSIZE: usize = 42;
@@ -53,6 +53,94 @@ pub const MAX_SIZESHIFT: u8 = 29;
 /// a solution.
 pub const EASINESS: u32 = 50;
 
+/// Default number of blocks in the past when cross-block cut-through will start
+/// happening. Needs to be long enough to not overlap with a long reorg.
+/// Rational
+/// behind the value is the longest bitcoin fork was about 30 blocks, so 5h. We
+/// add an order of magnitude to be safe and round to 48h of blocks to make it
+/// easier to reason about.
+pub const CUT_THROUGH_HORIZON: u32 = 48 * 3600 / (BLOCK_TIME_SEC as u32);
+
+/// The maximum size we're willing to accept for any message. Enforced by the
+/// peer-to-peer networking layer only for DoS protection.
+pub const MAX_MSG_LEN: u64 = 20_000_000;
+
+pub const MEDIAN_TIME_WINDOW: u32 = 11;
+
+pub const DIFFICULTY_ADJUST_WINDOW: u32 = 23;
+
+pub const BLOCK_TIME_WINDOW: i64 = (DIFFICULTY_ADJUST_WINDOW as i64) * BLOCK_TIME_SEC;
+
+pub const UPPER_TIME_BOUND: i64 = BLOCK_TIME_WINDOW * 4 / 3;
+
+pub const LOWER_TIME_BOUND: i64 = BLOCK_TIME_WINDOW * 5 / 6;
+
+#[derive(Debug, Clone)]
+pub struct TargetError {
+	err: String,
+}
+pub fn next_target2<T>(cursor: T) -> Result<Difficulty, TargetError>
+	where T: IntoIterator<Item = Result<(i64, Difficulty), TargetError>>
+{
+
+	// Block times at the begining and end of the adjustment window, used to
+	// calculate medians later.
+	let mut window_begin = vec![];
+	let mut window_end = vec![];
+
+	// Sum of difficulties in the window, used to calculate the average later.
+	let mut diff_sum = Difficulty::zero();
+
+	// Enumerating backward over blocks
+	for (n, head_info) in cursor.into_iter().enumerate() {
+		let m = n as u32;
+		let (ts, diff) = head_info?;
+
+		// Sum each element in the adjustment window. In addition, retain
+		// timestamps within median windows (at ]start;start-11] and ]end;end-11]
+		// to later calculate medians.
+		if m < DIFFICULTY_ADJUST_WINDOW {
+			diff_sum = diff_sum + diff;
+
+			if m < MEDIAN_TIME_WINDOW {
+				window_begin.push(ts);
+			}
+		} else if m < DIFFICULTY_ADJUST_WINDOW + MEDIAN_TIME_WINDOW {
+			window_end.push(ts);
+		} else {
+			break;
+		}
+	}
+
+	// Check we have enough blocks
+	if window_end.len() < (MEDIAN_TIME_WINDOW as usize) {
+		return Ok(Difficulty::one());
+	}
+
+	// Calculating time medians at the beginning and end of the window.
+	window_begin.sort();
+	window_end.sort();
+	let begin_ts = window_begin[window_begin.len() / 2];
+	let end_ts = window_end[window_end.len() / 2];
+
+	// Average difficulty and dampened average time
+	let diff_avg = diff_sum / Difficulty::from_num(DIFFICULTY_ADJUST_WINDOW);
+	let ts_damp = (3 * BLOCK_TIME_WINDOW + (begin_ts - end_ts)) / 4;
+
+	// Apply time bounds
+	let adj_ts = if ts_damp < LOWER_TIME_BOUND {
+		LOWER_TIME_BOUND
+	} else if ts_damp > UPPER_TIME_BOUND {
+		UPPER_TIME_BOUND
+	} else {
+		ts_damp
+	};
+
+	// Final ratio calculation
+	Ok(diff_avg * Difficulty::from_num(BLOCK_TIME_WINDOW as u32) /
+	   Difficulty::from_num(adj_ts as u32))
+}
+
 /// Difficulty adjustment somewhat inspired by Ethereum's. Tuned to add or
 /// remove 1/1024th of the target for each 10 seconds of deviation from the 30
 /// seconds block time. Increases Cuckoo size shift by one when next_target
@@ -93,60 +181,79 @@ pub fn next_target(ts: i64,
 	}
 }
 
-/// Default number of blocks in the past when cross-block cut-through will start
-/// happening. Needs to be long enough to not overlap with a long reorg.
-/// Rational
-/// behind the value is the longest bitcoin fork was about 30 blocks, so 5h. We
-/// add an order of magnitude to be safe and round to 48h of blocks to make it
-/// easier to reason about.
-pub const CUT_THROUGH_HORIZON: u32 = 48 * 3600 / (BLOCK_TIME_SEC as u32);
-
-/// The maximum size we're willing to accept for any message. Enforced by the
-/// peer-to-peer networking layer only for DoS protection.
-pub const MAX_MSG_LEN: u64 = 20_000_000;
-
 #[cfg(test)]
 mod test {
 	use core::target::Difficulty;
 
 	use super::*;
 
-	#[test]
-	/// Checks different next_target adjustments and difficulty boundaries
-	fn next_target_adjustment() {
-		// can't do lower than min
-		assert_eq!(next_target(60, 0, Difficulty::one(), 26),
-		           (Difficulty::one(), 26));
-		assert_eq!(next_target(90, 30, Difficulty::one(), 26),
-		           (Difficulty::one(), 26));
-		assert_eq!(next_target(60, 0, Difficulty::one(), 26),
-		           (Difficulty::one(), 26));
-
-		// lower next_target if gap too short
-		assert_eq!(next_target(30, 0, Difficulty::one(), 26).0,
-		           Difficulty::from_num(4));
-		assert_eq!(next_target(50, 0, Difficulty::one(), 26).0,
-		           Difficulty::from_num(2));
-		assert_eq!(next_target(40, 0, Difficulty::from_num(1024 * 8), 26).0,
-		           Difficulty::from_num(1024 * 8 + 18));
-
-		// lower difficulty if gap too wide
-		assert_eq!(next_target(70, 0, Difficulty::from_num(10), 26).0,
-		           Difficulty::from_num(9));
-		assert_eq!(next_target(90, 0, Difficulty::from_num(1024 * 8), 26).0,
-		           Difficulty::from_num(1024 * 8 - 9 * 3));
-
-		// identical, no adjustment
-		assert_eq!(next_target(60, 0, Difficulty::from_num(1024 * 8), 26).0,
-		           Difficulty::from_num(1024 * 8));
-
-		// increase cuckoo size if next_target goes above soft max, target is doubled,
-		// up to 29
-		assert_eq!(next_target(60, 0, Difficulty::from_num(1 << 16), 25),
-		           (Difficulty::from_num(1 << 16), 25));
-		assert_eq!(next_target(60, 0, Difficulty::from_num((1 << 16) + 1), 25),
-		           (Difficulty::from_num(1 << 15), 26));
-		assert_eq!(next_target(60, 0, Difficulty::from_num((1 << 24) + 1), 26),
-		           (Difficulty::from_num(1 << 23), 27));
+	// Builds an iterator for next difficulty calculation with the provided
+	// constant time interval, difficulty and total length.
+	fn repeat(interval: i64, diff: u32, len: u32) -> Vec<Result<(i64, Difficulty), TargetError>> {
+		let diffs = vec![Difficulty::from_num(diff); len as usize];
+		let times = (0..(len as usize)).map(|n| (n as i64) * interval).rev();
+		let pairs = times.zip(diffs.iter());
+		pairs.map(|(t, d)| Ok((t, d.clone()))).collect::<Vec<_>>()
 	}
+
+	fn repeat_offs(from: i64,
+	               interval: i64,
+	               diff: u32,
+	               len: u32)
+	               -> Vec<Result<(i64, Difficulty), TargetError>> {
+		map_vec!(repeat(interval, diff, len), |e| {
+			match e.clone() {
+				Err(e) => Err(e),
+				Ok((t, d)) => Ok((t + from, d)),
+			}
+		})
+	}
+
+	/// Checks different next_target adjustments and difficulty boundaries
+	#[test]
+	fn next_target_adjustment() {
+		// not enough data
+		assert_eq!(next_target2(vec![]).unwrap(), Difficulty::one());
+		assert_eq!(next_target2(vec![Ok((60, Difficulty::one()))]).unwrap(),
+		           Difficulty::one());
+		assert_eq!(next_target2(repeat(60, 10, DIFFICULTY_ADJUST_WINDOW)).unwrap(),
+		           Difficulty::one());
+
+		// just enough data, right interval, should stay constant
+		let just_enough = DIFFICULTY_ADJUST_WINDOW + MEDIAN_TIME_WINDOW;
+		assert_eq!(next_target2(repeat(60, 1000, just_enough)).unwrap(),
+		           Difficulty::from_num(1000));
+
+		// checking averaging works, window length is odd so need to compensate a little
+		let sec = DIFFICULTY_ADJUST_WINDOW / 2 + 1 + MEDIAN_TIME_WINDOW;
+		let mut s1 = repeat(60, 500, sec);
+		let mut s2 = repeat_offs((sec * 60) as i64, 60, 1545, DIFFICULTY_ADJUST_WINDOW / 2);
+		s2.append(&mut s1);
+		assert_eq!(next_target2(s2).unwrap(), Difficulty::from_num(999));
+
+		// too slow, diff goes down
+		assert_eq!(next_target2(repeat(90, 1000, just_enough)).unwrap(),
+		           Difficulty::from_num(889));
+		assert_eq!(next_target2(repeat(120, 1000, just_enough)).unwrap(),
+		           Difficulty::from_num(800));
+
+		// too fast, diff goes up
+		assert_eq!(next_target2(repeat(55, 1000, just_enough)).unwrap(),
+		           Difficulty::from_num(1021));
+		assert_eq!(next_target2(repeat(45, 1000, just_enough)).unwrap(),
+		           Difficulty::from_num(1067));
+
+		// hitting lower time bound, should always get the same result below
+		assert_eq!(next_target2(repeat(20, 1000, just_enough)).unwrap(),
+		           Difficulty::from_num(1200));
+		assert_eq!(next_target2(repeat(10, 1000, just_enough)).unwrap(),
+		           Difficulty::from_num(1200));
+
+		// hitting higher time bound, should always get the same result above
+		assert_eq!(next_target2(repeat(160, 1000, just_enough)).unwrap(),
+		           Difficulty::from_num(750));
+		assert_eq!(next_target2(repeat(200, 1000, just_enough)).unwrap(),
+		           Difficulty::from_num(750));
+	}
+
 }

core/src/core/target.rs

@@ -17,7 +17,7 @@
 //! the related difficulty, defined as the maximum target divided by the hash.
 
 use std::fmt;
-use std::ops::Add;
+use std::ops::{Add, Mul, Div};
 
 use bigint::BigUint;
 use serde::{Serialize, Serializer, Deserialize, Deserializer, de};
@@ -37,9 +37,14 @@ pub struct Difficulty {
 }
 
 impl Difficulty {
+	/// Difficulty of zero, which is practically invalid (not target can be
+	/// calculated from it) but very useful as a start for additions.
+	pub fn zero() -> Difficulty {
+		Difficulty { num: BigUint::new(vec![0]) }
+	}
+
 	/// Difficulty of one, which is the minumum difficulty (when the hash
-	/// equals the
-	/// max target)
+	/// equals the max target)
 	pub fn one() -> Difficulty {
 		Difficulty { num: BigUint::new(vec![1]) }
 	}
@@ -81,6 +86,20 @@ impl Add<Difficulty> for Difficulty {
 	}
 }
 
+impl Mul<Difficulty> for Difficulty {
+	type Output = Difficulty;
+	fn mul(self, other: Difficulty) -> Difficulty {
+		Difficulty { num: self.num * other.num }
+	}
+}
+
+impl Div<Difficulty> for Difficulty {
+	type Output = Difficulty;
+	fn div(self, other: Difficulty) -> Difficulty {
+		Difficulty { num: self.num / other.num }
+	}
+}
+
 impl Writeable for Difficulty {
 	fn write<W: Writer>(&self, writer: &mut W) -> Result<(), ser::Error> {
 		let data = self.num.to_bytes_be();