[bitcoin-dev] Rolling UTXO set hashes

Hello all, I would like to discuss a way of computing a UTXO set hash that is very efficient to update, but does not support any compact proofs of existence or non-existence. Much has been written on the topic of various data structures and derived hashes for the UTXO/TXO set before (including Alan Reiner's trust-free lite nodes [1], Peter Todd's TXO MMR commitments [2] [3], or Bram Cohen's TXO bitfield [4]). They all provide interesting extra functionality or tradeoffs, but require invasive changes to the P2P protocol or how wallets work, or force nodes to maintain their database in a normative fashion. Instead, here I focus on an efficient hash that supports nothing but comparing two UTXO sets. However, it is not incompatible with any of those other approaches, so we can gain some of the advantages of a UTXO hash without adopting something that may be incompatible with future protocol enhancements. 1. Incremental hashing Computing a hash of the UTXO set is easy when it does not need efficient updates, and when we can assume a fixed serialization with a normative ordering for the data in it - just serialize the whole thing and hash it. As different software or releases may use different database models for the UTXO set, a solution that is order-independent would seem preferable. This brings us to the problem of computing a hash of unordered data. Several approaches that accomplish this through incremental hashing were suggested in [5], including XHASH, AdHash, and MuHash. XHASH consists of first hashing all the set elements independently, and XORing all those hashes together. This is insecure, as Gaussian elimination can easily find a subset of random hashes that XOR to a given value. AdHash/MuHash are similar, except addition/multiplication modulo a large prime are used instead of XOR. Wagner [6] showed that attacking XHASH or AdHash is an instance of a generalized birthday problem (called the k-sum problem in his paper, with unrestricted k), and gives a O(2^(2*sqrt(n)-1)) algorithm to attack it (for n-bit hashes). As a result, AdHash with 256-bit hashes only has 31 bits of security. Thankfully, [6] also shows that the k-sum problem cannot be efficiently solved in groups in which the discrete logarithm problem is hard, as an efficient k-sum solver can be used to compute discrete logarithms. As a result, MuHash modulo a sufficiently large safe prime is provably secure under the DL assumption. Common guidelines on security parameters [7] say that 3072-bit DL has about 128 bits of security. A final 256-bit hash can be applied to the 3072-bit result without loss of security to reduce the final size. An alternative to multiplication modulo a prime is using an elliptic curve group. Due to the ECDLP assumption, which the security of Bitcoin signatures already relies on, this also results in security against k-sum solving. This approach is used in the Elliptic Curve Multiset Hash (ECMH) in [8]. For this to work, we must "hash onto a curve point" in a way that results in points without known discrete logarithm. The paper suggests using (controversial) binary elliptic curves to make that operation efficient. If we only consider secp256k1, one approach is just reading potential X coordinates from a PRNG until one is found that has a corresponding Y coordinate according to the curve equation. On average, 2 iterations are needed. A constant time algorithm to hash onto the curve exists as well [9], but it is only slightly faster and is much more complicated to implement. AdHash-like constructions with a sufficiently large intermediate hash can be made secure against Wagner's algorithm, as suggested in [10]. 4160-bit hashes would be needed for 128 bits of security. When repetition is allowed, [8] gives a stronger attack against AdHash, suggesting that as much as 400000 bits are needed. While repetition is not directly an issue for our use case, it would be nice if verification software would not be required to check for duplicated entries. 2. Efficient addition and deletion Interestingly, both ECMH and MuHash not only support adding set elements in any order but also deleting in any order. As a result, we can simply maintain a running sum for the UTXO set as a whole, and add/subtract when creating/spending an output in it. In the case of MuHash it is slightly more complicated, as computing an inverse is relatively expensive. This can be solved by representing the running value as a fraction, and multiplying created elements into the numerator and spent elements into the denominator. Only when the final hash is desired, a single modular inverse and multiplication is needed to combine the two. As the update operations are also associative, H(a)+H(b)+H(c)+H(d) can in fact be computed as (H(a)+H(b)) + (H(c)+H(d)). This implies that all of this is perfectly parallellizable: each thread can process an arbitrary subset of the update operations, allowing them to be efficiently combined later. 3. Comparison of approaches Numbers below are based on preliminary benchmarks on a single thread of a i7-6820HQ CPU running at 3.4GHz. (1) (MuHash) Multiplying 3072-bit hashes mod 2^3072 - 1103717 (the largest 3072-bit safe prime). * Needs a fast modular multiplication/inverse implementation. * Using SHA512 + ChaCha20 for generating the hashes takes 1.2us per element. * Modular multiplication using GMP takes 1.5us per element (2.5us with a 60-line C+asm implementation). * 768 bytes for maintaining a running sum (384 for numerator, 384 for denominator) * Very common security assumption. Even if the DL assumption would be broken (but no k-sum algorithm faster than Wagner's is found), this still maintains 110 bits of security. (2) (ECMH) Adding secp256k1 EC points * Much more complicated than the previous approaches when implementing from scratch, but almost no extra complexity when ECDSA secp256k1 signature validation is already implemented. * Using SHA512 + libsecp256k1's point decompression for generating the points takes 11us per element on average. * Addition/subtracting of N points takes 5.25us + 0.25us*N. * 64 bytes for a running sum. * Identical security assumption as Bitcoin's signatures. Using the numbers above, we find that: * Computing the hash from just the UTXO set takes (1) 2m15s (2) 9m20s * Processing all creations and spends in an average block takes (1) 24ms (2) 100ms * Processing precomputed per-transaction aggregates in an average block takes (1) 3ms (2) 0.5ms Note that while (2) has higher CPU usage than (1) in general, it has lower latency when using precomputed per-transaction aggregates. Using such aggregates is also more feasible as they're only 64 bytes rather than 768. Because of simplicity, (1) has my preference. Overall, these numbers are sufficiently low (note that they can be parallellized) that it would be reasonable for full nodes and/or other software to always maintain one of them, and effectively have a rolling cryptographical checksum of the UTXO set at all times. 4. Use cases * Replacement for Bitcoin Core's gettxoutsetinfo RPC's hash computation. This currently requires minutes of I/O and CPU, as it serializes and hashes the entire UTXO set. A rolling set hash would make this instant, making the whole RPC much more usable for sanity checking. * Assisting in implementation of fast sync methods with known good blocks/UTXO sets. * Database consistency checking: by remembering the UTXO set hash of the past few blocks (computed on the fly), a consistency check can be done that recomputes it based on the database. [1] https://bitcointalk.org/index.php?topic=88208.0 [2] https://lists.linuxfoundation.org/pipermail/bitcoin-dev/2016-May/012715.html [3] https://lists.linuxfoundation.org/pipermail/bitcoin-dev/2017-February/013591.html [4] https://lists.linuxfoundation.org/pipermail/bitcoin-dev/2017-March/013928.html [5] https://cseweb.ucsd.edu/~mihir/papers/inchash.pdf [6] https://people.eecs.berkeley.edu/~daw/papers/genbday.html [7] https://www.keylength.com/ [8] https://arxiv.org/pdf/1601.06502.pdf [9] https://www.di.ens.fr/~fouque/pub/latincrypt12.pdf [10] http://csrc.nist.gov/groups/ST/hash/sha-3/Aug2014/documents/gligoroski_paper_sha3_2014_workshop.pdf Cheers, -- Pieter