Merge #7542: Implement "feefilter" P2P message

0371797 modify release-notes.md and bips.md (Alex Morcos)
b536a6f Add p2p test for feefilter (Alex Morcos)
5fa66e4 Create SingleNodeConnCB class for RPC tests (Alex Morcos)
9e072a6 Implement "feefilter" P2P message. (Alex Morcos)

doc/bips.md

@@ -20,3 +20,4 @@ BIPs that are implemented by Bitcoin Core (up-to-date up to **v0.12.0**):
 * [`BIP 111`](https://github.com/bitcoin/bips/blob/master/bip-0111.mediawiki): `NODE_BLOOM` service bit added, and enforced for all peer versions as of **v0.13.0** ([PR #6579](https://github.com/bitcoin/bitcoin/pull/6579) and [PR #6641](https://github.com/bitcoin/bitcoin/pull/6641)).
 * [`BIP 125`](https://github.com/bitcoin/bips/blob/master/bip-0125.mediawiki): Opt-in full replace-by-fee signaling honoured in mempool and mining as of **v0.12.0** ([PR 6871](https://github.com/bitcoin/bitcoin/pull/6871)).
 * [`BIP 130`](https://github.com/bitcoin/bips/blob/master/bip-0130.mediawiki): direct headers announcement is negotiated with peer versions `>=70012` as of **v0.12.0** ([PR 6494](https://github.com/bitcoin/bitcoin/pull/6494)).
+* [`BIP 133`](https://github.com/bitcoin/bips/blob/master/bip-0133.mediawiki): feefilter messages are respected and sent for peer versions `>=70013` as of **v0.13.0** ([PR 7542](https://github.com/bitcoin/bitcoin/pull/7542)).

doc/release-notes.md

@@ -53,6 +53,15 @@ The following outputs are affected by this change:
 
 The p2p alert system has been removed in #7692 and the 'alert' message is no longer supported.
 
+
+Fee filtering of invs (BIP 133)
+------------------------------------
+
+The optional new p2p message "feefilter" is implemented and the protocol
+version is bumped to 70013. Upon receiving a feefilter message from a peer,
+a node will not send invs for any transactions which do not meet the filter
+feerate. [BIP 133](https://github.com/bitcoin/bips/blob/master/bip-0133.mediawiki)
+
 ### Validation
 
 ### Build system

qa/pull-tester/rpc-tests.py

@@ -127,7 +127,6 @@ testScriptsExt = [
     'getblocktemplate_proposals.py',
     'txn_doublespend.py',
     'txn_clone.py --mineblock',
-    'pruning.py',
     'forknotify.py',
     'invalidateblock.py',
 #    'rpcbind_test.py', #temporary, bug in libevent, see #6655
@@ -137,6 +136,8 @@ testScriptsExt = [
     'mempool_packages.py',
     'maxuploadtarget.py',
     'replace-by-fee.py',
+    'p2p-feefilter.py',
+    'pruning.py', # leave pruning last as it takes a REALLY long time
 ]
 
 #Enable ZMQ tests

qa/rpc-tests/maxuploadtarget.py

@@ -7,7 +7,6 @@
 from test_framework.mininode import *
 from test_framework.test_framework import BitcoinTestFramework
 from test_framework.util import *
-from test_framework.comptool import wait_until
 import time
 
 '''

qa/rpc-tests/p2p-feefilter.py

@@ -0,0 +1,99 @@
+#!/usr/bin/env python2
+# Copyright (c) 2016 The Bitcoin Core developers
+# Distributed under the MIT/X11 software license, see the accompanying
+# file COPYING or http://www.opensource.org/licenses/mit-license.php.
+#
+
+from test_framework.mininode import *
+from test_framework.test_framework import BitcoinTestFramework
+from test_framework.util import *
+import time
+
+'''
+FeeFilterTest -- test processing of feefilter messages
+'''
+
+def hashToHex(hash):
+    return format(hash, '064x').decode('utf-8')
+
+# Wait up to 60 secs to see if the testnode has received all the expected invs
+def allInvsMatch(invsExpected, testnode):
+    for x in xrange(60):
+        with mininode_lock:
+            if (sorted(invsExpected) == sorted(testnode.txinvs)):
+                return True;
+        time.sleep(1)
+    return False;
+
+# TestNode: bare-bones "peer".  Used to track which invs are received from a node
+# and to send the node feefilter messages.
+class TestNode(SingleNodeConnCB):
+    def __init__(self):
+        SingleNodeConnCB.__init__(self)
+        self.txinvs = []
+
+    def on_inv(self, conn, message):
+        for i in message.inv:
+            if (i.type == 1):
+                self.txinvs.append(hashToHex(i.hash))
+
+    def clear_invs(self):
+        with mininode_lock:
+            self.txinvs = []
+
+    def send_filter(self, feerate):
+        self.send_message(msg_feefilter(feerate))
+        self.sync_with_ping()
+
+class FeeFilterTest(BitcoinTestFramework):
+    def setup_network(self):
+        # Node1 will be used to generate txs which should be relayed from Node0
+        # to our test node
+        self.nodes = []
+        self.nodes.append(start_node(0, self.options.tmpdir, ["-debug", "-logtimemicros"]))
+        self.nodes.append(start_node(1, self.options.tmpdir, ["-debug", "-logtimemicros"]))
+        connect_nodes(self.nodes[0], 1)
+
+    def run_test(self):
+        node1 = self.nodes[1]
+        # Get out of IBD
+        node1.generate(1)
+        sync_blocks(self.nodes)
+
+        # Setup the p2p connections and start up the network thread.
+        test_node = TestNode()
+        connection = NodeConn('127.0.0.1', p2p_port(0), self.nodes[0], test_node)
+        test_node.add_connection(connection)
+        NetworkThread().start()
+        test_node.wait_for_verack()
+
+        # Test that invs are received for all txs at feerate of 20 sat/byte
+        node1.settxfee(Decimal("0.00020000"))
+        txids = [node1.sendtoaddress(node1.getnewaddress(), 1) for x in xrange(3)]
+        assert(allInvsMatch(txids, test_node))
+        test_node.clear_invs()
+
+        # Set a filter of 15 sat/byte
+        test_node.send_filter(15000)
+
+        # Test that txs are still being received (paying 20 sat/byte)
+        txids = [node1.sendtoaddress(node1.getnewaddress(), 1) for x in xrange(3)]
+        assert(allInvsMatch(txids, test_node))
+        test_node.clear_invs()
+
+        # Change tx fee rate to 10 sat/byte and test they are no longer received
+        node1.settxfee(Decimal("0.00010000"))
+        [node1.sendtoaddress(node1.getnewaddress(), 1) for x in xrange(3)]
+        sync_mempools(self.nodes) # must be sure node 0 has received all txs 
+        time.sleep(10) # wait 10 secs to be sure its doesn't relay any
+        assert(allInvsMatch([], test_node))
+        test_node.clear_invs()
+
+        # Remove fee filter and check that txs are received again
+        test_node.send_filter(0)
+        txids = [node1.sendtoaddress(node1.getnewaddress(), 1) for x in xrange(3)]
+        assert(allInvsMatch(txids, test_node))
+        test_node.clear_invs()
+
+if __name__ == '__main__':
+    FeeFilterTest().main()

qa/rpc-tests/test_framework/comptool.py

@@ -27,20 +27,6 @@ generator that returns TestInstance objects.  See below for definition.
 
 global mininode_lock
 
-def wait_until(predicate, attempts=float('inf'), timeout=float('inf')):
-    attempt = 0
-    elapsed = 0
-
-    while attempt < attempts and elapsed < timeout:
-        with mininode_lock:
-            if predicate():
-                return True
-        attempt += 1
-        elapsed += 0.05
-        time.sleep(0.05)
-
-    return False
-
 class RejectResult(object):
     '''
     Outcome that expects rejection of a transaction or block.

qa/rpc-tests/test_framework/mininode.py

@@ -1008,6 +1008,37 @@ class msg_reject(object):
         return "msg_reject: %s %d %s [%064x]" \
             % (self.message, self.code, self.reason, self.data)
 
+# Helper function
+def wait_until(predicate, attempts=float('inf'), timeout=float('inf')):
+    attempt = 0
+    elapsed = 0
+
+    while attempt < attempts and elapsed < timeout:
+        with mininode_lock:
+            if predicate():
+                return True
+        attempt += 1
+        elapsed += 0.05
+        time.sleep(0.05)
+
+    return False
+
+class msg_feefilter(object):
+    command = "feefilter"
+
+    def __init__(self, feerate=0L):
+        self.feerate = feerate
+
+    def deserialize(self, f):
+        self.feerate = struct.unpack("<Q", f.read(8))[0]
+
+    def serialize(self):
+        r = ""
+        r += struct.pack("<Q", self.feerate)
+        return r
+
+    def __repr__(self):
+        return "msg_feefilter(feerate=%08x)" % self.feerate
 
 # This is what a callback should look like for NodeConn
 # Reimplement the on_* functions to provide handling for events
@@ -1084,7 +1115,34 @@ class NodeConnCB(object):
     def on_close(self, conn): pass
     def on_mempool(self, conn): pass
     def on_pong(self, conn, message): pass
+    def on_feefilter(self, conn, message): pass
 
+# More useful callbacks and functions for NodeConnCB's which have a single NodeConn
+class SingleNodeConnCB(NodeConnCB):
+    def __init__(self):
+        NodeConnCB.__init__(self)
+        self.connection = None
+        self.ping_counter = 1
+        self.last_pong = msg_pong()
+
+    def add_connection(self, conn):
+        self.connection = conn
+
+    # Wrapper for the NodeConn's send_message function
+    def send_message(self, message):
+        self.connection.send_message(message)
+
+    def on_pong(self, conn, message):
+        self.last_pong = message
+
+    # Sync up with the node
+    def sync_with_ping(self, timeout=30):
+        def received_pong():
+            return (self.last_pong.nonce == self.ping_counter)
+        self.send_message(msg_ping(nonce=self.ping_counter))
+        success = wait_until(received_pong, timeout)
+        self.ping_counter += 1
+        return success
 
 # The actual NodeConn class
 # This class provides an interface for a p2p connection to a specified node
@@ -1105,7 +1163,8 @@ class NodeConn(asyncore.dispatcher):
         "headers": msg_headers,
         "getheaders": msg_getheaders,
         "reject": msg_reject,
-        "mempool": msg_mempool
+        "mempool": msg_mempool,
+        "feefilter": msg_feefilter
     }
     MAGIC_BYTES = {
         "mainnet": "\xf9\xbe\xb4\xd9",   # mainnet

src/init.cpp

@@ -330,6 +330,7 @@ std::string HelpMessage(HelpMessageMode mode)
     }
     strUsage += HelpMessageOpt("-datadir=<dir>", _("Specify data directory"));
     strUsage += HelpMessageOpt("-dbcache=<n>", strprintf(_("Set database cache size in megabytes (%d to %d, default: %d)"), nMinDbCache, nMaxDbCache, nDefaultDbCache));
+    strUsage += HelpMessageOpt("-feefilter", strprintf(_("Tell other nodes to filter invs to us by our mempool min fee (default: %u)"), DEFAULT_FEEFILTER));
     strUsage += HelpMessageOpt("-loadblock=<file>", _("Imports blocks from external blk000??.dat file on startup"));
     strUsage += HelpMessageOpt("-maxorphantx=<n>", strprintf(_("Keep at most <n> unconnectable transactions in memory (default: %u)"), DEFAULT_MAX_ORPHAN_TRANSACTIONS));
     strUsage += HelpMessageOpt("-maxmempool=<n>", strprintf(_("Keep the transaction memory pool below <n> megabytes (default: %u)"), DEFAULT_MAX_MEMPOOL_SIZE));

src/main.cpp

@@ -17,10 +17,12 @@
 #include "init.h"
 #include "merkleblock.h"
 #include "net.h"
+#include "policy/fees.h"
 #include "policy/policy.h"
 #include "pow.h"
 #include "primitives/block.h"
 #include "primitives/transaction.h"
+#include "random.h"
 #include "script/script.h"
 #include "script/sigcache.h"
 #include "script/standard.h"
@@ -81,6 +83,7 @@ CFeeRate minRelayTxFee = CFeeRate(DEFAULT_MIN_RELAY_TX_FEE);
 CAmount maxTxFee = DEFAULT_TRANSACTION_MAXFEE;
 
 CTxMemPool mempool(::minRelayTxFee);
+FeeFilterRounder filterRounder(::minRelayTxFee);
 
 struct COrphanTx {
     CTransaction tx;
@@ -987,7 +990,7 @@ std::string FormatStateMessage(const CValidationState &state)
 }
 
 bool AcceptToMemoryPoolWorker(CTxMemPool& pool, CValidationState& state, const CTransaction& tx, bool fLimitFree,
-                              bool* pfMissingInputs, bool fOverrideMempoolLimit, const CAmount nAbsurdFee,
+                              bool* pfMissingInputs, CFeeRate* txFeeRate, bool fOverrideMempoolLimit, const CAmount& nAbsurdFee,
                               std::vector<uint256>& vHashTxnToUncache)
 {
     const uint256 hash = tx.GetHash();
@@ -1144,6 +1147,9 @@ bool AcceptToMemoryPoolWorker(CTxMemPool& pool, CValidationState& state, const C
 
         CTxMemPoolEntry entry(tx, nFees, GetTime(), dPriority, chainActive.Height(), pool.HasNoInputsOf(tx), inChainInputValue, fSpendsCoinbase, nSigOps, lp);
         unsigned int nSize = entry.GetTxSize();
+        if (txFeeRate) {
+            *txFeeRate = CFeeRate(nFees, nSize);
+        }
 
         // Check that the transaction doesn't have an excessive number of
         // sigops, making it impossible to mine. Since the coinbase transaction
@@ -1392,10 +1398,10 @@ bool AcceptToMemoryPoolWorker(CTxMemPool& pool, CValidationState& state, const C
 }
 
 bool AcceptToMemoryPool(CTxMemPool& pool, CValidationState &state, const CTransaction &tx, bool fLimitFree,
-                        bool* pfMissingInputs, bool fOverrideMempoolLimit, const CAmount nAbsurdFee)
+                        bool* pfMissingInputs, CFeeRate* txFeeRate, bool fOverrideMempoolLimit, const CAmount nAbsurdFee)
 {
     std::vector<uint256> vHashTxToUncache;
-    bool res = AcceptToMemoryPoolWorker(pool, state, tx, fLimitFree, pfMissingInputs, fOverrideMempoolLimit, nAbsurdFee, vHashTxToUncache);
+    bool res = AcceptToMemoryPoolWorker(pool, state, tx, fLimitFree, pfMissingInputs, txFeeRate, fOverrideMempoolLimit, nAbsurdFee, vHashTxToUncache);
     if (!res) {
         BOOST_FOREACH(const uint256& hashTx, vHashTxToUncache)
             pcoinsTip->Uncache(hashTx);
@@ -2620,7 +2626,7 @@ bool static DisconnectTip(CValidationState& state, const Consensus::Params& cons
         // ignore validation errors in resurrected transactions
         list<CTransaction> removed;
         CValidationState stateDummy;
-        if (tx.IsCoinBase() || !AcceptToMemoryPool(mempool, stateDummy, tx, false, NULL, true)) {
+        if (tx.IsCoinBase() || !AcceptToMemoryPool(mempool, stateDummy, tx, false, NULL, NULL, true)) {
             mempool.removeRecursive(tx, removed);
         } else if (mempool.exists(tx.GetHash())) {
             vHashUpdate.push_back(tx.GetHash());
@@ -4916,10 +4922,10 @@ bool static ProcessMessage(CNode* pfrom, string strCommand, CDataStream& vRecv,
         pfrom->setAskFor.erase(inv.hash);
         mapAlreadyAskedFor.erase(inv);
 
-        if (!AlreadyHave(inv) && AcceptToMemoryPool(mempool, state, tx, true, &fMissingInputs))
-        {
+        CFeeRate txFeeRate = CFeeRate(0);
+        if (!AlreadyHave(inv) && AcceptToMemoryPool(mempool, state, tx, true, &fMissingInputs, &txFeeRate)) {
             mempool.check(pcoinsTip);
-            RelayTransaction(tx);
+            RelayTransaction(tx, txFeeRate);
             vWorkQueue.push_back(inv.hash);
 
             LogPrint("mempool", "AcceptToMemoryPool: peer=%d: accepted %s (poolsz %u txn, %u kB)\n",
@@ -4950,10 +4956,10 @@ bool static ProcessMessage(CNode* pfrom, string strCommand, CDataStream& vRecv,
 
                     if (setMisbehaving.count(fromPeer))
                         continue;
-                    if (AcceptToMemoryPool(mempool, stateDummy, orphanTx, true, &fMissingInputs2))
-                    {
+                    CFeeRate orphanFeeRate = CFeeRate(0);
+                    if (AcceptToMemoryPool(mempool, stateDummy, orphanTx, true, &fMissingInputs2, &orphanFeeRate)) {
                         LogPrint("mempool", "   accepted orphan tx %s\n", orphanHash.ToString());
-                        RelayTransaction(orphanTx);
+                        RelayTransaction(orphanTx, orphanFeeRate);
                         vWorkQueue.push_back(orphanHash);
                         vEraseQueue.push_back(orphanHash);
                     }
@@ -5006,7 +5012,7 @@ bool static ProcessMessage(CNode* pfrom, string strCommand, CDataStream& vRecv,
                 int nDoS = 0;
                 if (!state.IsInvalid(nDoS) || nDoS == 0) {
                     LogPrintf("Force relaying tx %s from whitelisted peer=%d\n", tx.GetHash().ToString(), pfrom->id);
-                    RelayTransaction(tx);
+                    RelayTransaction(tx, txFeeRate);
                 } else {
                     LogPrintf("Not relaying invalid transaction %s from whitelisted peer=%d (%s)\n", tx.GetHash().ToString(), pfrom->id, FormatStateMessage(state));
                 }
@@ -5200,6 +5206,13 @@ bool static ProcessMessage(CNode* pfrom, string strCommand, CDataStream& vRecv,
                 if (!fInMemPool) continue; // another thread removed since queryHashes, maybe...
                 if (!pfrom->pfilter->IsRelevantAndUpdate(tx)) continue;
             }
+            if (pfrom->minFeeFilter) {
+                CFeeRate feeRate;
+                mempool.lookupFeeRate(hash, feeRate);
+                LOCK(pfrom->cs_feeFilter);
+                if (feeRate.GetFeePerK() < pfrom->minFeeFilter)
+                    continue;
+            }
             vInv.push_back(inv);
             if (vInv.size() == MAX_INV_SZ) {
                 pfrom->PushMessage(NetMsgType::INV, vInv);
@@ -5362,8 +5375,19 @@ bool static ProcessMessage(CNode* pfrom, string strCommand, CDataStream& vRecv,
         }
     }
 
-    else
-    {
+    else if (strCommand == NetMsgType::FEEFILTER) {
+        CAmount newFeeFilter = 0;
+        vRecv >> newFeeFilter;
+        if (MoneyRange(newFeeFilter)) {
+            {
+                LOCK(pfrom->cs_feeFilter);
+                pfrom->minFeeFilter = newFeeFilter;
+            }
+            LogPrint("net", "received: feefilter of %s from peer=%d\n", CFeeRate(newFeeFilter).ToString(), pfrom->id);
+        }
+    }
+
+    else {
         // Ignore unknown commands for extensibility
         LogPrint("net", "Unknown command \"%s\" from peer=%d\n", SanitizeString(strCommand), pfrom->id);
     }
@@ -5845,6 +5869,29 @@ bool SendMessages(CNode* pto)
         if (!vGetData.empty())
             pto->PushMessage(NetMsgType::GETDATA, vGetData);
 
+        //
+        // Message: feefilter
+        //
+        // We don't want white listed peers to filter txs to us if we have -whitelistforcerelay
+        if (pto->nVersion >= FEEFILTER_VERSION && GetBoolArg("-feefilter", DEFAULT_FEEFILTER) &&
+            !(pto->fWhitelisted && GetBoolArg("-whitelistforcerelay", DEFAULT_WHITELISTFORCERELAY))) {
+            CAmount currentFilter = mempool.GetMinFee(GetArg("-maxmempool", DEFAULT_MAX_MEMPOOL_SIZE) * 1000000).GetFeePerK();
+            int64_t timeNow = GetTimeMicros();
+            if (timeNow > pto->nextSendTimeFeeFilter) {
+                CAmount filterToSend = filterRounder.round(currentFilter);
+                if (filterToSend != pto->lastSentFeeFilter) {
+                    pto->PushMessage(NetMsgType::FEEFILTER, filterToSend);
+                    pto->lastSentFeeFilter = filterToSend;
+                }
+                pto->nextSendTimeFeeFilter = PoissonNextSend(timeNow, AVG_FEEFILTER_BROADCAST_INTERVAL);
+            }
+            // If the fee filter has changed substantially and it's still more than MAX_FEEFILTER_CHANGE_DELAY
+            // until scheduled broadcast, then move the broadcast to within MAX_FEEFILTER_CHANGE_DELAY.
+            else if (timeNow + MAX_FEEFILTER_CHANGE_DELAY * 1000000 < pto->nextSendTimeFeeFilter &&
+                     (currentFilter < 3 * pto->lastSentFeeFilter / 4 || currentFilter > 4 * pto->lastSentFeeFilter / 3)) {
+                pto->nextSendTimeFeeFilter = timeNow + (insecure_rand() % MAX_FEEFILTER_CHANGE_DELAY) * 1000000;
+            }
+        }
     }
     return true;
 }

src/main.h

@@ -102,6 +102,10 @@ static const unsigned int AVG_ADDRESS_BROADCAST_INTERVAL = 30;
 /** Average delay between trickled inventory broadcasts in seconds.
  *  Blocks, whitelisted receivers, and a random 25% of transactions bypass this. */
 static const unsigned int AVG_INVENTORY_BROADCAST_INTERVAL = 5;
+/** Average delay between feefilter broadcasts in seconds. */
+static const unsigned int AVG_FEEFILTER_BROADCAST_INTERVAL = 10 * 60;
+/** Maximum feefilter broadcast delay after significant change. */
+static const unsigned int MAX_FEEFILTER_CHANGE_DELAY = 5 * 60;
 
 static const unsigned int DEFAULT_LIMITFREERELAY = 15;
 static const bool DEFAULT_RELAYPRIORITY = true;
@@ -117,6 +121,8 @@ static const unsigned int DEFAULT_BANSCORE_THRESHOLD = 100;
 static const bool DEFAULT_TESTSAFEMODE = false;
 /** Default for -mempoolreplacement */
 static const bool DEFAULT_ENABLE_REPLACEMENT = true;
+/** Default for using fee filter */
+static const bool DEFAULT_FEEFILTER = true;
 
 /** Maximum number of headers to announce when relaying blocks with headers message.*/
 static const unsigned int MAX_BLOCKS_TO_ANNOUNCE = 8;
@@ -282,7 +288,7 @@ void PruneAndFlush();
 
 /** (try to) add transaction to memory pool **/
 bool AcceptToMemoryPool(CTxMemPool& pool, CValidationState &state, const CTransaction &tx, bool fLimitFree,
-                        bool* pfMissingInputs, bool fOverrideMempoolLimit=false, const CAmount nAbsurdFee=0);
+                        bool* pfMissingInputs, CFeeRate* txFeeRate, bool fOverrideMempoolLimit=false, const CAmount nAbsurdFee=0);
 
 /** Convert CValidationState to a human-readable message for logging */
 std::string FormatStateMessage(const CValidationState &state);

src/net.cpp

@@ -2053,20 +2053,15 @@ public:
 instance_of_cnetcleanup;
 
 
-
-
-
-
-
-void RelayTransaction(const CTransaction& tx)
+void RelayTransaction(const CTransaction& tx, CFeeRate feerate)
 {
     CDataStream ss(SER_NETWORK, PROTOCOL_VERSION);
     ss.reserve(10000);
     ss << tx;
-    RelayTransaction(tx, ss);
+    RelayTransaction(tx, feerate, ss);
 }
 
-void RelayTransaction(const CTransaction& tx, const CDataStream& ss)
+void RelayTransaction(const CTransaction& tx, CFeeRate feerate, const CDataStream& ss)
 {
     CInv inv(MSG_TX, tx.GetHash());
     {
@@ -2087,6 +2082,11 @@ void RelayTransaction(const CTransaction& tx, const CDataStream& ss)
     {
         if(!pnode->fRelayTxes)
             continue;
+        {
+            LOCK(pnode->cs_feeFilter);
+            if (feerate.GetFeePerK() < pnode->minFeeFilter)
+                continue;
+        }
         LOCK(pnode->cs_filter);
         if (pnode->pfilter)
         {
@@ -2390,6 +2390,10 @@ CNode::CNode(SOCKET hSocketIn, const CAddress& addrIn, const std::string& addrNa
     nPingUsecTime = 0;
     fPingQueued = false;
     nMinPingUsecTime = std::numeric_limits<int64_t>::max();
+    minFeeFilter = 0;
+    lastSentFeeFilter = 0;
+    nextSendTimeFeeFilter = 0;
+
     BOOST_FOREACH(const std::string &msg, getAllNetMessageTypes())
         mapRecvBytesPerMsgCmd[msg] = 0;
     mapRecvBytesPerMsgCmd[NET_MESSAGE_COMMAND_OTHER] = 0;

src/net.h

@@ -6,6 +6,7 @@
 #ifndef BITCOIN_NET_H
 #define BITCOIN_NET_H
 
+#include "amount.h"
 #include "bloom.h"
 #include "compat.h"
 #include "limitedmap.h"
@@ -415,6 +416,11 @@ public:
     int64_t nMinPingUsecTime;
     // Whether a ping is requested.
     bool fPingQueued;
+    // Minimum fee rate with which to filter inv's to this node
+    CAmount minFeeFilter;
+    CCriticalSection cs_feeFilter;
+    CAmount lastSentFeeFilter;
+    int64_t nextSendTimeFeeFilter;
 
     CNode(SOCKET hSocketIn, const CAddress &addrIn, const std::string &addrNameIn = "", bool fInboundIn = false);
     ~CNode();
@@ -766,8 +772,8 @@ public:
 
 
 class CTransaction;
-void RelayTransaction(const CTransaction& tx);
-void RelayTransaction(const CTransaction& tx, const CDataStream& ss);
+void RelayTransaction(const CTransaction& tx, CFeeRate feerate);
+void RelayTransaction(const CTransaction& tx, CFeeRate feerate, const CDataStream& ss);
 
 /** Access to the (IP) address database (peers.dat) */
 class CAddrDB

src/policy/fees.cpp

@@ -8,6 +8,7 @@
 
 #include "amount.h"
 #include "primitives/transaction.h"
+#include "random.h"
 #include "streams.h"
 #include "txmempool.h"
 #include "util.h"
@@ -580,3 +581,21 @@ void CBlockPolicyEstimator::Read(CAutoFile& filein)
     priStats.Read(filein);
     nBestSeenHeight = nFileBestSeenHeight;
 }
+
+FeeFilterRounder::FeeFilterRounder(const CFeeRate& minIncrementalFee)
+{
+    CAmount minFeeLimit = minIncrementalFee.GetFeePerK() / 2;
+    feeset.insert(0);
+    for (double bucketBoundary = minFeeLimit; bucketBoundary <= MAX_FEERATE; bucketBoundary *= FEE_SPACING) {
+        feeset.insert(bucketBoundary);
+    }
+}
+
+CAmount FeeFilterRounder::round(CAmount currentMinFee)
+{
+    std::set<double>::iterator it = feeset.lower_bound(currentMinFee);
+    if ((it != feeset.begin() && insecure_rand() % 3 != 0) || it == feeset.end()) {
+        it--;
+    }
+    return *it;
+}

src/policy/fees.h

@@ -286,4 +286,17 @@ private:
     CFeeRate feeLikely, feeUnlikely;
     double priLikely, priUnlikely;
 };
+
+class FeeFilterRounder
+{
+public:
+    /** Create new FeeFilterRounder */
+    FeeFilterRounder(const CFeeRate& minIncrementalFee);
+
+    /** Quantize a minimum fee for privacy purpose before broadcast **/
+    CAmount round(CAmount currentMinFee);
+
+private:
+    std::set<double> feeset;
+};
 #endif /*BITCOIN_POLICYESTIMATOR_H */

src/protocol.cpp

@@ -34,6 +34,7 @@ const char *FILTERADD="filteradd";
 const char *FILTERCLEAR="filterclear";
 const char *REJECT="reject";
 const char *SENDHEADERS="sendheaders";
+const char *FEEFILTER="feefilter";
 };
 
 static const char* ppszTypeName[] =
@@ -68,7 +69,8 @@ const static std::string allNetMessageTypes[] = {
     NetMsgType::FILTERADD,
     NetMsgType::FILTERCLEAR,
     NetMsgType::REJECT,
-    NetMsgType::SENDHEADERS
+    NetMsgType::SENDHEADERS,
+    NetMsgType::FEEFILTER
 };
 const static std::vector<std::string> allNetMessageTypesVec(allNetMessageTypes, allNetMessageTypes+ARRAYLEN(allNetMessageTypes));
 

src/protocol.h

@@ -211,7 +211,12 @@ extern const char *REJECT;
  * @see https://bitcoin.org/en/developer-reference#sendheaders
  */
 extern const char *SENDHEADERS;
-
+/**
+ * The feefilter message tells the receiving peer not to inv us any txs
+ * which do not meet the specified min fee rate.
+ * @since protocol version 70013 as described by BIP133
+ */
+extern const char *FEEFILTER;
 };
 
 /* Get a vector of all valid message types (see above) */

src/rpc/rawtransaction.cpp

@@ -818,11 +818,12 @@ UniValue sendrawtransaction(const UniValue& params, bool fHelp)
     const CCoins* existingCoins = view.AccessCoins(hashTx);
     bool fHaveMempool = mempool.exists(hashTx);
     bool fHaveChain = existingCoins && existingCoins->nHeight < 1000000000;
+    CFeeRate txFeeRate = CFeeRate(0);
     if (!fHaveMempool && !fHaveChain) {
         // push to local node and sync with wallets
         CValidationState state;
         bool fMissingInputs;
-        if (!AcceptToMemoryPool(mempool, state, tx, false, &fMissingInputs, false, nMaxRawTxFee)) {
+        if (!AcceptToMemoryPool(mempool, state, tx, false, &fMissingInputs, &txFeeRate, false, nMaxRawTxFee)) {
             if (state.IsInvalid()) {
                 throw JSONRPCError(RPC_TRANSACTION_REJECTED, strprintf("%i: %s", state.GetRejectCode(), state.GetRejectReason()));
             } else {
@@ -835,7 +836,7 @@ UniValue sendrawtransaction(const UniValue& params, bool fHelp)
     } else if (fHaveChain) {
         throw JSONRPCError(RPC_TRANSACTION_ALREADY_IN_CHAIN, "transaction already in block chain");
     }
-    RelayTransaction(tx);
+    RelayTransaction(tx, txFeeRate);
 
     return hashTx.GetHex();
 }

src/test/txvalidationcache_tests.cpp

@@ -23,7 +23,7 @@ ToMemPool(CMutableTransaction& tx)
     LOCK(cs_main);
 
     CValidationState state;
-    return AcceptToMemoryPool(mempool, state, tx, false, NULL, true, 0);
+    return AcceptToMemoryPool(mempool, state, tx, false, NULL, NULL, true, 0);
 }
 
 BOOST_FIXTURE_TEST_CASE(tx_mempool_block_doublespend, TestChain100Setup)

src/txmempool.cpp

@@ -771,6 +771,16 @@ bool CTxMemPool::lookup(uint256 hash, CTransaction& result) const
     return true;
 }
 
+bool CTxMemPool::lookupFeeRate(const uint256& hash, CFeeRate& feeRate) const
+{
+    LOCK(cs);
+    indexed_transaction_set::const_iterator i = mapTx.find(hash);
+    if (i == mapTx.end())
+        return false;
+    feeRate = CFeeRate(i->GetFee(), i->GetTxSize());
+    return true;
+}
+
 CFeeRate CTxMemPool::estimateFee(int nBlocks) const
 {
     LOCK(cs);

src/txmempool.h

@@ -600,6 +600,7 @@ public:
     }
 
     bool lookup(uint256 hash, CTransaction& result) const;
+    bool lookupFeeRate(const uint256& hash, CFeeRate& feeRate) const;
 
     /** Estimate fee rate needed to get into the next nBlocks
      *  If no answer can be given at nBlocks, return an estimate

src/version.h

@@ -9,7 +9,7 @@
  * network protocol versioning
  */
 
-static const int PROTOCOL_VERSION = 70012;
+static const int PROTOCOL_VERSION = 70013;
 
 //! initial proto version, to be increased after version/verack negotiation
 static const int INIT_PROTO_VERSION = 209;
@@ -36,4 +36,7 @@ static const int NO_BLOOM_VERSION = 70011;
 //! "sendheaders" command and announcing blocks with headers starts with this version
 static const int SENDHEADERS_VERSION = 70012;
 
+//! "feefilter" tells peers to filter invs to you by fee starts with this version
+static const int FEEFILTER_VERSION = 70013;
+
 #endif // BITCOIN_VERSION_H

src/wallet/wallet.cpp

@@ -1268,7 +1268,9 @@ bool CWalletTx::RelayWalletTransaction()
     {
         if (GetDepthInMainChain() == 0 && !isAbandoned() && InMempool()) {
             LogPrintf("Relaying wtx %s\n", GetHash().ToString());
-            RelayTransaction((CTransaction)*this);
+            CFeeRate feeRate;
+            mempool.lookupFeeRate(GetHash(), feeRate);
+            RelayTransaction((CTransaction)*this, feeRate);
             return true;
         }
     }
@@ -3231,5 +3233,5 @@ int CMerkleTx::GetBlocksToMaturity() const
 bool CMerkleTx::AcceptToMemoryPool(bool fLimitFree, CAmount nAbsurdFee)
 {
     CValidationState state;
-    return ::AcceptToMemoryPool(mempool, state, *this, fLimitFree, NULL, false, nAbsurdFee);
+    return ::AcceptToMemoryPool(mempool, state, *this, fLimitFree, NULL, NULL, false, nAbsurdFee);
 }