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I think you've lost my point, they do have a way of know MY transactions though. And if I happen to live on Mars, I'm fucked

They don't.

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Anyone who's touched a blacklisted TX on an exchange would disagree, any miner could choose to follow those same rules

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You're talking about custodial exchanges here, not Bitcoin.

Any miner could chose to blacklist, yes. All miners, no. That's Bitcoin's entire security model. If you can't get a tx mined because governments say so, then bitcoin has already failed.

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