Use a gamma distribution for mixin selection

coins/monero/Cargo.toml

@@ -11,6 +11,7 @@ lazy_static = "1"
 thiserror = "1"
 
 rand_core = "0.6"
+rand_distr = "0.4"
 
 tiny-keccak = { version = "2.0", features = ["keccak"] }
 blake2 = "0.10"

coins/monero/src/rpc.rs

@@ -8,7 +8,6 @@ use curve25519_dalek::edwards::{EdwardsPoint, CompressedEdwardsY};
 
 use monero::{
   Hash,
-  cryptonote::hash::Hashable,
   blockdata::{
     transaction::{TxIn, Transaction},
     block::Block
@@ -237,13 +236,30 @@ impl Rpc {
     ).collect()
   }
 
-  pub async fn get_high_output(&self, height: usize) -> Result<u64, RpcError> {
-    let block = self.get_block(height).await?;
-    Ok(
-      *self.get_o_indexes(
-        *block.tx_hashes.last().unwrap_or(&block.miner_tx.hash())
-      ).await?.last().ok_or(RpcError::InvalidTransaction)?
-    )
+  pub async fn get_output_distribution(&self, height: usize) -> Result<Vec<u64>, RpcError> {
+    #[allow(dead_code)]
+    #[derive(Deserialize, Debug)]
+    pub struct Distribution {
+      distribution: Vec<u64>
+    }
+
+    #[allow(dead_code)]
+    #[derive(Deserialize, Debug)]
+    struct Distributions {
+      distributions: Vec<Distribution>
+    }
+
+    let mut distributions: JsonRpcResponse<Distributions> = self.rpc_call("json_rpc", Some(json!({
+      "method": "get_output_distribution",
+      "params": {
+        "binary": false,
+        "amounts": [0],
+        "cumulative": true,
+        "to_height": height
+      }
+    }))).await?;
+
+    Ok(distributions.result.distributions.swap_remove(0).distribution)
   }
 
   pub async fn publish_transaction(&self, tx: &Transaction) -> Result<(), RpcError> {

coins/monero/src/transaction/mixins.rs

@@ -1,6 +1,9 @@
 use std::collections::HashSet;
 
+use lazy_static::lazy_static;
+
 use rand_core::{RngCore, CryptoRng};
+use rand_distr::{Distribution, Gamma};
 
 use curve25519_dalek::edwards::EdwardsPoint;
 
@@ -8,22 +11,48 @@ use monero::VarInt;
 
 use crate::{transaction::SpendableOutput, rpc::{RpcError, Rpc}};
 
+const LOCK_WINDOW: usize = 10;
+const RECENT_WINDOW: usize = 15;
+const BLOCK_TIME: usize = 120;
+const BLOCKS_PER_YEAR: usize = 365 * 24 * 60 * 60 / BLOCK_TIME;
+const TIP_APPLICATION: f64 = (LOCK_WINDOW * BLOCK_TIME) as f64;
+
 const MIXINS: usize = 11;
 
+lazy_static! {
+  static ref GAMMA: Gamma<f64> = Gamma::new(19.28, 1.0 / 1.61).unwrap();
+}
+
 async fn select_single<R: RngCore + CryptoRng>(
   rng: &mut R,
   rpc: &Rpc,
   height: usize,
+  distribution: &[u64],
   high: u64,
+  per_second: f64,
   used: &mut HashSet<u64>
 ) -> Result<(u64, [EdwardsPoint; 2]), RpcError> {
   let mut o;
   let mut output = None;
   while {
-    o = rng.next_u64() % u64::try_from(high).unwrap();
-    used.contains(&o) || {
-      output = rpc.get_outputs(&[o], height).await?[0];
-      output.is_none()
+    let mut age = GAMMA.sample(rng).exp();
+    if age > TIP_APPLICATION {
+      age -= TIP_APPLICATION;
+    } else {
+      age = (rng.next_u64() % u64::try_from(RECENT_WINDOW * BLOCK_TIME).unwrap()) as f64;
+    }
+
+    o = (age * per_second) as u64;
+    (o >= high) || {
+      o = high - 1 - o;
+      let i = distribution.partition_point(|s| *s < o);
+      let prev = if i == 0 { 0 } else { i - 1 };
+      let n = distribution[i] - distribution[prev];
+      o = distribution[prev] + (rng.next_u64() % n);
+      (n == 0) || used.contains(&o) || {
+        output = rpc.get_outputs(&[o], height).await?[0];
+        output.is_none()
+      }
     }
   } {}
   used.insert(o);
@@ -55,11 +84,13 @@ pub(crate) async fn select<R: RngCore + CryptoRng>(
     ));
   }
 
-  let high = rpc.get_high_output(height - 1).await?;
-  let high_f = high as f64;
-  if (high_f as u64) != high {
-    panic!("Transaction output index exceeds f64");
-  }
+  let distribution = rpc.get_output_distribution(height).await?;
+  let high = distribution[distribution.len() - 1];
+  let per_second = {
+    let blocks = distribution.len().min(BLOCKS_PER_YEAR);
+    let outputs = high - distribution[distribution.len().saturating_sub(blocks + 1)];
+    (outputs as f64) / ((blocks * BLOCK_TIME) as f64)
+  };
 
   let mut used = HashSet::<u64>::new();
   for o in &outputs {
@@ -70,7 +101,7 @@ pub(crate) async fn select<R: RngCore + CryptoRng>(
   for (i, o) in outputs.iter().enumerate() {
     let mut mixins = Vec::with_capacity(MIXINS);
     for _ in 0 .. MIXINS {
-      mixins.push(select_single(rng, rpc, height, high, &mut used).await?);
+      mixins.push(select_single(rng, rpc, height, &distribution, high, per_second, &mut used).await?);
     }
     mixins.sort_by(|a, b| a.0.cmp(&b.0));
 
@@ -85,7 +116,7 @@ pub(crate) async fn select<R: RngCore + CryptoRng>(
         // it'd increase the amount of mixins required to create this transaction and some banned
         // outputs may be the best options
         used.remove(&mixins[m].0);
-        mixins[m] = select_single(rng, rpc, height, high, &mut used).await?;
+        mixins[m] = select_single(rng, rpc, height, &distribution, high, per_second, &mut used).await?;
       }
       mixins.sort_by(|a, b| a.0.cmp(&b.0));
     }

coins/monero/src/transaction/mod.rs

@@ -207,7 +207,7 @@ async fn prepare_inputs<R: RngCore + CryptoRng>(
   let mixins = mixins::select(
     rng,
     rpc,
-    rpc.get_height().await.map_err(|e| TransactionError::RpcError(e))?,
+    rpc.get_height().await.map_err(|e| TransactionError::RpcError(e))? - 10,
     inputs
   ).await.map_err(|e| TransactionError::RpcError(e))?;
 

coins/monero/src/transaction/multisig.rs

@@ -38,6 +38,7 @@ impl SignableTransaction {
     rng: &mut R,
     rpc: &Rpc,
     keys: Rc<MultisigKeys<Ed25519>>,
+    height: usize,
     included: &[usize]
   ) -> Result<TransactionMachine, TransactionError> {
     let mut our_images = vec![];
@@ -75,7 +76,7 @@ impl SignableTransaction {
     let mixins = mixins::select(
       &mut transcript.seeded_rng(b"mixins", None),
       rpc,
-      rpc.get_height().await.map_err(|e| TransactionError::RpcError(e))?,
+      height,
       &self.inputs
     ).await.map_err(|e| TransactionError::RpcError(e))?;
 

coins/monero/tests/send_multisig.rs

@@ -60,6 +60,7 @@ pub async fn send_multisig() {
         &mut OsRng,
         &rpc,
         keys[i - 1].clone(),
+        rpc.get_height().await.unwrap() - 10,
         &(1 ..= THRESHOLD).collect::<Vec<usize>>()
       ).await.unwrap()
     );