Commit graph

18 commits

Author SHA1 Message Date
Lagrang3
bb68e65b7a renepay: add precondition check + error msg
- add more checks
- add more error messages
- compute probabilities without fees during MCF
- compute probabilities with fees during get_routes

Signed-off-by: Lagrang3 <lagrang3@protonmail.com>
2024-08-19 10:11:35 -07:00
Lagrang3
7056018b15 renepay: add const probability cost
The probability for a success forward of x amount on a channel is now
computed as:

	P_success(x) = b * P_rene(x)

where P_rene(x) is the probability distribution proposed by Rene
Pickhardt with a uniform distribution on the known liquidity of the
channel and 'b' is a new parameter we add in this PR, by the name of
"base probability". The "base probability" represents the probability
for a channel in the network choosen at random to be able to forward at
least 1msat, ie. of being alive, non-depleted and with at least one HTLC
slot. We don't know the value of 'b', but for the moment we assume that
it is 0.98 and use that as default.

As a consequence the probability cost becomes non-linear and non-convex
because of the additional constant term:

	Cost(x) = - log P_success(x)
	        = - log b  -  - log P_rene(x)
		= - log b  +  Cost_rene(x)

We currently don't handle well base fees and neither this additional
"base probability" but we can as a first approximation linearize the
cost function in this way:

	Cost_linear(x) = (- log b)*x  +  Cost_rene_linear(x)

Changelog-Added: renepay: Add a dev parameter to renepay that represents
a constant probability of availability for all channels in the network.

Signed-off-by: Lagrang3 <lagrang3@protonmail.com>
2024-08-15 16:46:41 +09:30
Lagrang3
014e32ca2f renepay: a bit more verbose information in logs 2024-05-08 22:32:13 -05:00
Lagrang3
3cbbaa7ab5 renepay: separate flow and chan_extra
Flow and chan_extra are two different concepts, we keep their
definitions and APIs separate.
2024-05-08 22:32:13 -05:00
Rusty Russell
9450d46db1 bitcoin/short_channel_id: pass by copy everywhere.
It's a u64, we should pass by copy.  This is a big sweeping change,
but mainly mechanical (change one, compile, fix breakage, repeat).

Signed-off-by: Rusty Russell <rusty@rustcorp.com.au>
2024-03-20 13:51:48 +10:30
Lagrang3
997d5aa970 renepay: flow routes limited by htlc_max/min
The flow routes returned by minflow are bounded by the htlc_min and
    htlc_max along the route whenever possible.
2024-02-02 11:28:47 +01:00
Lagrang3
b0054aad46 renepay: accomodate fees in the payment flow
Min. Cost Flow does not take into account fees when computing a flow
    with liquidity constraints.
    This is a work-around solution that reduces the amount on every route to
    respect the liquidity bound. The deficity in the delivered amount is
    solved by running MCF once again.

    Changes:

    1. the function `flow_complete` allocates amounts to send over the set of routes
       computed by the MCF algorithm, but it does not allocate more than liquidity
       bound of the route. For this reason `minflow` returns a set of routes that
       satisfy the liquidity bounds but it is not guaranteed that the total payment
       reaches the destination therefore there could a deficit in the delivery:
       `deficit = amount_to_deliver - delivering`.

    2. in the function `add_payflows` after `minflow` returns a set of routes we
       call `flows_fit_amount` that tries to a allocate the `deficit` in the routes
       that the MCF have computed.

    3. if the resulting flows pass all payment constraints then we update
        `amount_to_deliver = amount_to_deliver - delivering`, and the loop
        repeats as long as `amount_to_deliver` is not zero.

    In other words, the excess amount, beyond the liquidity bound,
    in the routes is removed and then we try to allocate it
    into known routes, otherwise we do a whole MCF again just for the
    remaining amount.

    Fixes issue #6599
2024-01-29 10:48:24 +10:30
Lagrang3
acc8e8e96f move function linear_fee_cost to mcf 2024-01-22 15:10:08 +10:30
Lagrang3
7edf3c2a55 remove unnecessary arguments
Functions chan_extra_can_send and chan_extra_cannot_send
do not need to know the amount, because flow is already allocated in
htlc_total.
2024-01-22 15:10:08 +10:30
Lagrang3
feef829362 remove declaration of derive_mu 2024-01-22 15:10:08 +10:30
Lagrang3
6f3e2521c8 renepay: low level update knowledge failure
failure to update the knowledge on a channel is guaranteed to preserve
the original state.
2024-01-22 15:10:08 +10:30
Lagrang3
1f6772160f uniform error handling pattern for flow.c 2024-01-22 15:10:08 +10:30
Lagrang3
c4cbc10cfa remove flow dependency on payment 2024-01-22 15:10:08 +10:30
Rusty Russell
00e9af57f5 plugins/renepay: neaten the command notifications.
It now looks like (for test_hardmpp):

```
# we have computed a set of 1 flows with probability 0.328, fees 0msat and delay 23
#   Flow 1: amount=1800000000msat prob=0.328 fees=0msat delay=12 path=-103x2x0/1(min=max=4294967295msat)->-103x5x0/0->-103x3x0/1->
#   Flow 1: Failed at node #1 (WIRE_TEMPORARY_CHANNEL_FAILURE): failed: WIRE_TEMPORARY_CHANNEL_FAILURE (reply from remote)
#   Flow 1: Failure of 1800000000msat for 103x5x0/0 capacity [0msat,3000000000msat] -> [0msat,1799999999msat]
# we have computed a set of 2 flows with probability 0.115, fees 0msat and delay 23
#   Flow 2: amount=500000000msat prob=0.475 fees=0msat delay=12 path=-103x6x0/0(min=max=4294967295msat)->-103x1x0/1->-103x4x0/1->
#   Flow 3: amount=1300000000msat prob=0.242 fees=0msat delay=12 path=-103x2x0/1(min=max=4294967295msat)->-103x5x0/0(max=1799999999msat)->-103x3x0/1->
#   Flow 3: Failed at node #1 (WIRE_TEMPORARY_CHANNEL_FAILURE): failed: WIRE_TEMPORARY_CHANNEL_FAILURE (reply from remote)
#   Flow 3: Failure of 1300000000msat for 103x5x0/0 capacity [0msat,1799999999msat] -> [0msat,1299999999msat]
# we have computed a set of 2 flows with probability 0.084, fees 0msat and delay 23
#   Flow 4: amount=260000000msat prob=0.467 fees=0msat delay=12 path=-103x6x0/0(500000000msat in 1 htlcs,min=max=4294967295msat)->-103x1x0/1(500000000msat in 1 htlcs)->-103x4x0/1(500000000msat in 1 htlcs)->
#   Flow 5: amount=1040000000msat prob=0.179 fees=0msat delay=12 path=-103x2x0/1(min=max=4294967295msat)->-103x5x0/0(max=1299999999msat)->-103x3x0/1->
#   Flow 5: Failed at node #1 (WIRE_TEMPORARY_CHANNEL_FAILURE): failed: WIRE_TEMPORARY_CHANNEL_FAILURE (reply from remote)
#   Flow 5: Failure of 1040000000msat for 103x5x0/0 capacity [0msat,1299999999msat] -> [0msat,1039999999msat]
# we have computed a set of 2 flows with probability 0.052, fees 0msat and delay 23
#   Flow 6: amount=120000000msat prob=0.494 fees=0msat delay=12 path=-103x6x0/0(760000000msat in 2 htlcs,min=max=4294967295msat)->-103x1x0/1(760000000msat in 2 htlcs)->-103x4x0/1(760000000msat in 2 htlcs)->
#   Flow 7: amount=920000000msat prob=0.105 fees=0msat delay=12 path=-103x2x0/1(min=max=4294967295msat)->-103x5x0/0(max=1039999999msat)->-103x3x0/1->
#   Flow 7: Success
```

Signed-off-by: Rusty Russell <rusty@rustcorp.com.au>
2023-08-23 10:47:28 +09:30
Rusty Russell
7287ade705 plugins/renepay: use struct short_channel_id_dir.
No changes, just use this convenience type for handing
around, and arrays.

Signed-off-by: Rusty Russell <rusty@rustcorp.com.au>
2023-08-23 10:47:28 +09:30
Lagrang3
3024afe524 renepay: more cleanups
- adopt "const <type> *"convention
- remove use_shadow option for some pyln tests
- show prob. information of flows into paynotes
- show prob. of success of entire payment flow in paynotes
- minflow: We were not releasing the memory of flow arrays when replacing
  them with a new canditate.
- use memleak_scan_obj in memleak_check
- replace u64 with size_t

Signed-off-by: Lagrang3 <eduardo.quintana@pm.me>
2023-07-31 12:58:56 +09:30
Lagrang3
d46990d301 renepay: add information decay linear in time
Signed-off-by: Lagrang3 <eduardo.quintana@pm.me>
2023-07-31 12:58:56 +09:30
Rusty Russell
b8ca193606 renepay: an experimental payment plugin
Signed-off-by: Lagrang3 <eduardo.quintana@pm.me>
Changelog-Added: Plugins: `renepay`: an experimental pay plugin implementing Pickhardt payments (`renepay` and `renepaystatus`).
2023-07-31 12:58:56 +09:30