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4 commits

Author SHA1 Message Date
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
Rusty Russell
b29b96aae8 common: hoist scidd->pubkey conversion function into gossmap.
We will want to use it in the pay plugin too.

Signed-off-by: Rusty Russell <rusty@rustcorp.com.au>
2024-07-18 10:53:55 +09:30
Lagrang3
abfcc9bc5d renepay: clean unit tests
Delete temporary gossmap files after unit tests completion.

Signed-off-by: Lagrang3 <lagrang3@protonmail.com>
2024-05-20 16:58:49 -05:00
Lagrang3
4b8d9116de renepay: test channel capacity unavailable
Add a test that checks `get_route` and `uncertainty_update` behaviour's
handling of missing channel capacities.

Signed-off-by: Lagrang3 <lagrang3@protonmail.com>
2024-05-20 16:58:49 -05:00