Block Batch Filters for Light Clients

 - BIP 158  false positive rate is low, we can achieve lower bandwidth with higher false positive rate filter while sync blockchain
 - BIP 158 not do not support filter batching by design of used parameters for siphash and Golomb coding optimal parameters
 - Alternative compression with delta coding and splitting data to 2 bit string  sequences. First for data without prefixes, second one for information about  bit length written to first sequence.
   Second sequence have a lot of duplicates,  compressed with 2 round of Huffman algorithm. (Effectivity about 98% vs Golomb with optimal parameters)
 - Block filters batching reduce filter size significantly
- Separation of filters by address type allows lite client not to download redundant information without compromising privacy.
- Lite client filters download strategy: get biggest filter (smallest blocks/size rate) for blocks range, in case positive test  -> get medium filters to reduce blocks range ->  get block filters for affected range -> download affected blocks over TOR
Thanks for any feedback.
      Aleksey Karpov
> On Sep 19, 2019, at 19:20, admin--- via bitcoin-dev <bitcoin-dev@lists•linuxfoundation•org> wrote:
>
> Hello list,
>
> Here is a link for a draft of a BIP for  compact probabilistic block filters alternative of BIP 158
>
> https://docs.google.com/document/d/1jH9tEUyb9w2OZd4-kxfGuyNIIZzmgkEb_z0qSxv80ik/edit?usp=sharing <https://docs.google.com/document/d/1jH9tEUyb9w2OZd4-kxfGuyNIIZzmgkEb_z0qSxv80ik/edit?usp=sharing>
>
> Summary:
>
>  - BIP 158  false positive rate is low, we can achieve lower bandwidth with higher false positive rate filter while sync blockchain
>
>  - BIP 158 not do not support filter batching by design of used parameters for siphash and Golomb coding optimal parameters
>
>  - Alternative compression with delta coding and splitting data to 2 bit string  sequences. First for data without prefixes, second one for information about  bit length written to first sequence.
>    Second sequence have a lot of duplicates,  compressed with 2 round of Huffman algorithm. (Effectivity about 98% vs Golomb with optimal parameters)
>
>  - Block filters batching reduce filter size significantly
>
> - Separation of filters by address type allows lite client not to download redundant information without compromising privacy.
>
> - Lite client filters download strategy: get biggest filter (smallest blocks/size rate) for blocks range, in case positive test  -> get medium filters to reduce blocks range ->  get block filters for affected range -> download affected blocks over TOR
>
> Implementation (python): https://github.com/bitaps-com/pybtc/blob/bugfix/pybtc/functions/filters.py#L172 <https://github.com/bitaps-com/pybtc/blob/bugfix/pybtc/functions/filters.py#L172>
>
> Exactly information from mainnet  about size for separated filters by address types and batch size will be added within few days.
>
> Thanks for any feedback.
>       Aleksey Karpov
>
> _______________________________________________
> bitcoin-dev mailing list
> bitcoin-dev@lists•linuxfoundation•org
> https://lists.linuxfoundation.org/mailman/listinfo/bitcoin-dev
> Hi Aleksey,
>
> Yes, BIP158 uses the block hash to seed the hash function, which makes
> distinct block filters non-aggregatable
> for common values. Aggregate fiters on ranges of blocks would have to use
> some other seed and then
> achive significant savings using the same design.
>
> I think that the most likely use of filters is to decide if a newly
> announced block should be downloaded and
> not scanning over the entire chain, where aggregate filters would help. I
> also suspect that whole chain
> scans would be better served with plain sequential reads in map-reduce
> style.
>
> Typical clients do not care of filters for blocks before the birth date of
> their wallet’s keys, so they skip over the
> majority of history which is a bigger saving than any aggregate filter.
>
> I wish we get a filter committed as commitment would unlock more utility
> than any marginal savings through
> more elaborate design.
>
> Tamas Blummer
>
> On Sep 19, 2019, at 19:20, admin--- via bitcoin-dev <
> bitcoin-dev@lists•linuxfoundation•org> wrote:
>
> Hello list,
>
> Here is a link for a draft of a BIP for  compact probabilistic block
> filters alternative of BIP 158
>
>
> https://docs.google.com/document/d/1jH9tEUyb9w2OZd4-kxfGuyNIIZzmgkEb_z0qSxv80ik/edit?usp=sharing
>
> Summary:
>
>  - BIP 158  false positive rate is low, we can achieve lower bandwidth
> with higher false positive rate filter while sync blockchain
>
>  - BIP 158 not do not support filter batching by design of used parameters
> for siphash and Golomb coding optimal parameters
>
>  - Alternative compression with delta coding and splitting data to 2 bit
> string  sequences. First for data without prefixes, second one for
> information about  bit length written to first sequence.
>    Second sequence have a lot of duplicates,  compressed with 2 round of
> Huffman algorithm. (Effectivity about 98% vs Golomb with optimal parameters)
>
>  - Block filters batching reduce filter size significantly
>
> - Separation of filters by address type allows lite client not to download
> redundant information without compromising privacy.
>
> - Lite client filters download strategy: get biggest filter (smallest
> blocks/size rate) for blocks range, in case positive test  -> get medium
> filters to reduce blocks range ->  get block filters for affected range ->
> download affected blocks over TOR
>
> Implementation (python):
> https://github.com/bitaps-com/pybtc/blob/bugfix/pybtc/functions/filters.py#L172
>
> Exactly information from mainnet  about size for separated filters by
> address types and batch size will be added within few days.
>
> Thanks for any feedback.
>       Aleksey Karpov
>
> _______________________________________________
> bitcoin-dev mailing list
> bitcoin-dev@lists•linuxfoundation•org
> https://lists.linuxfoundation.org/mailman/listinfo/bitcoin-dev
>
>
> _______________________________________________
> bitcoin-dev mailing list
> bitcoin-dev@lists•linuxfoundation•org
> https://lists.linuxfoundation.org/mailman/listinfo/bitcoin-dev
>
- return back to Golomb coding
- implemented more simple and effective shema
- Total filters size  is smaller then BIP 158 at all total estimated savings more than 20% (exactly info will be soon)
- filter is deterministic  and could be committed as commitment in coinbase transaction in future
- flexible GCS parameters to to maintain the necessary FPS
- spliting filter for 2 parts: unique elements and duplicated elements
- duplicated elements could be encoded more effective
- Optimal range for batch?
- Why we need sip has instead of just use first 64 bits from pub key/script hash?
- Downloading unique/duplicated elements separately? Just add filter types for these purposes?
Thanks for any feedback or discussions
    Aleksey Karpov
Summary:
    - improved Block Batch Filters definition
    - unlocked ability to filter unconfirmed transaction for SPV nodes used BIP 157 instead of BIP 37 due privacy leak in BIP 37
    - more bandwidth consumption reduced in contrast with block filters and downloading full blocks for affected addresses
    - proposal for future consensus layer soft-fork to make block filters commitment one of the block validation rule to protect light nodes from payment hiding attack
> 23 сент. 2019 г., в 15:00, bitcoin-dev-request@lists•linuxfoundation•org написал(а):
>
> Re: Block Batch Filters for Light Clients
> BIP 157 unlike BIP 37 not allow apply filters to mempool and check zero confirmation transactions.
> Light client that refused to use BIP 37 due to privacy leaks can process unconfirmed transactions only one way and this is loading the entire mempool transaction flow.
>
> https://github.com/bitaps-com/bips/blob/master/bip-mempool-transactions-filters.mediawiki <https://github.com/bitaps-com/bips/blob/master/bip-mempool-transactions-filters.mediawiki>