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Why Are Zero-Confirmation Transactions Considered Less Secure than Confirmed Transactions?

Zero-confirmation transactions are those that have been broadcast to the network but not yet included in a block. They are vulnerable to double-spending attempts, especially via RBF, because they are not yet secured by the network's consensus mechanism.

A malicious user can replace the unconfirmed transaction with a conflicting one before a miner includes the original.

What Is ‘Double-Spending’?
What Is “Double-Spending” and How Does RBF Relate to It?
What Is a “Double-Spend” in the Context of a 51% Attack?
Explain the Role of a Nonce in Preventing Double-Spending