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core-lightning/plugins/renepay/test/run-mcf.c
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

607 lines
32 KiB
C
Raw Blame History

#include "config.h"
#define RENEPAY_UNITTEST // logs are written in /tmp/debug.txt
#include "../payment.c"
#include "../flow.c"
#include "../route.c"
#include "../uncertainty.c"
#include "../mcf.c"
#include <ccan/array_size/array_size.h>
#include <ccan/read_write_all/read_write_all.h>
#include <ccan/str/hex/hex.h>
#include <common/bigsize.h>
#include <common/channel_id.h>
#include <common/node_id.h>
#include <common/setup.h>
#include <common/wireaddr.h>
#include <inttypes.h>
#include <stdio.h>
#include <wire/onion_wiregen.h>
/* AUTOGENERATED MOCKS START */
/* Generated stub for disabledmap_add_channel */
void disabledmap_add_channel(struct disabledmap *p UNNEEDED,
struct short_channel_id_dir scidd UNNEEDED)
{ fprintf(stderr, "disabledmap_add_channel called!\n"); abort(); }
/* Generated stub for disabledmap_add_node */
void disabledmap_add_node(struct disabledmap *p UNNEEDED, struct node_id node UNNEEDED)
{ fprintf(stderr, "disabledmap_add_node called!\n"); abort(); }
/* Generated stub for disabledmap_channel_is_warned */
bool disabledmap_channel_is_warned(struct disabledmap *p UNNEEDED,
struct short_channel_id_dir scidd UNNEEDED)
{ fprintf(stderr, "disabledmap_channel_is_warned called!\n"); abort(); }
/* Generated stub for disabledmap_new */
struct disabledmap *disabledmap_new(const tal_t *ctx UNNEEDED)
{ fprintf(stderr, "disabledmap_new called!\n"); abort(); }
/* Generated stub for disabledmap_reset */
void disabledmap_reset(struct disabledmap *p UNNEEDED)
{ fprintf(stderr, "disabledmap_reset called!\n"); abort(); }
/* Generated stub for disabledmap_warn_channel */
void disabledmap_warn_channel(struct disabledmap *p UNNEEDED,
struct short_channel_id_dir scidd UNNEEDED)
{ fprintf(stderr, "disabledmap_warn_channel called!\n"); abort(); }
/* Generated stub for json_add_payment */
void json_add_payment(struct json_stream *s UNNEEDED, const struct payment *payment UNNEEDED)
{ fprintf(stderr, "json_add_payment called!\n"); abort(); }
/* Generated stub for new_routetracker */
struct routetracker *new_routetracker(const tal_t *ctx UNNEEDED, struct payment *payment UNNEEDED)
{ fprintf(stderr, "new_routetracker called!\n"); abort(); }
/* Generated stub for pay_plugin */
struct pay_plugin *pay_plugin;
/* Generated stub for routetracker_cleanup */
void routetracker_cleanup(struct routetracker *routetracker UNNEEDED)
{ fprintf(stderr, "routetracker_cleanup called!\n"); abort(); }
/* Generated stub for sciddir_or_pubkey_from_node_id */
bool sciddir_or_pubkey_from_node_id(struct sciddir_or_pubkey *sciddpk UNNEEDED,
const struct node_id *node_id UNNEEDED)
{ fprintf(stderr, "sciddir_or_pubkey_from_node_id called!\n"); abort(); }
/* AUTOGENERATED MOCKS END */
static void swap(int *a, int *b)
{
int temp = *a;
*a = *b;
*b = temp;
}
/* Canned gossmap, taken from tests/test_gossip.py, with channels mined.
* $> od -tx1 -Anone -v < /tmp/ltests-rtchpzh1/test_gossip_store_compact_noappend_1/lightning-2/regtest/gossip_store | sed 's/ / 0x/g'| cut -c2- | sed -e 's/ /,/g' -e 's/$/,/'
*/
static u8 canned_map[] = {
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0x4b,0x00,0x00,0x00,0x0a,0x91,0x11,0x83,0xf6,0x00,0x00,0x00,0x00,0x10,0x05,0x00,
0x00,0x00,0x00,0x00,0x0f,0x42,0x40,0x00,0x00,0x00,0x8a,0xe1,0x31,0x6b,0x76,0x65,
0x55,0xb3,0x71,0x01,0x02,0x5d,0xf9,0x14,0xa0,0xd1,0x46,0x69,0x9a,0x2a,0x97,0xf7,
0xb3,0x83,0xf0,0x30,0x73,0x48,0x5e,0x7b,0x3e,0x6c,0x45,0xd3,0xf1,0x51,0xf8,0xbc,
0x4b,0xd7,0xae,0x02,0xd9,0x57,0x51,0x73,0x8f,0x0f,0xd0,0xdd,0x38,0x36,0x48,0xcd,
0xda,0xea,0x01,0x24,0x16,0x3d,0x14,0x7e,0x5a,0x9e,0xac,0xcd,0x81,0xd1,0x96,0x30,
0xd9,0xbc,0xa6,0xe4,0xe8,0x06,0x22,0x6e,0x46,0x11,0x1a,0x0b,0x59,0xca,0xaf,0x12,
0x60,0x43,0xeb,0x5b,0xbf,0x28,0xc3,0x4f,0x3a,0x5e,0x33,0x2a,0x1f,0xc7,0xb2,0xb7,
0x3c,0xf1,0x88,0x91,0x0f,0x00,0x00,0x6e,0x00,0x00,0x01,0x00,0x00,0x65,0x55,0xb3,
0x71,0x01,0x00,0x00,0x06,0x00,0x00,0x00,0x00,0x00,0x00,0x00,0x00,0x00,0x00,0x00,
0x14,0x00,0x00,0x03,0xe8,0x00,0x00,0x00,0x00,0x3b,0x02,0x33,0x80,0x00,0x00,0x00,
0x8a,0xbd,0x6f,0x26,0xdf,0x65,0x55,0xb3,0x71,0x01,0x02,0x26,0x62,0x25,0x68,0x2d,
0x27,0x06,0x9a,0x3b,0xaa,0x1a,0x43,0x93,0xac,0xb5,0x05,0x14,0x1c,0x09,0x22,0x8d,
0xfb,0x54,0x43,0x73,0x3a,0x88,0xaa,0xa3,0x18,0xc8,0xd8,0x0d,0x36,0xd4,0x26,0x10,
0xe9,0x82,0xa6,0x3c,0xb4,0x38,0x24,0xaf,0xdc,0x06,0xd5,0x3d,0xe3,0x7a,0xe8,0x39,
0xdd,0xd4,0x5f,0xd8,0x92,0xf5,0x4b,0xe7,0x8d,0xf7,0xab,0x06,0x22,0x6e,0x46,0x11,
0x1a,0x0b,0x59,0xca,0xaf,0x12,0x60,0x43,0xeb,0x5b,0xbf,0x28,0xc3,0x4f,0x3a,0x5e,
0x33,0x2a,0x1f,0xc7,0xb2,0xb7,0x3c,0xf1,0x88,0x91,0x0f,0x00,0x00,0x6e,0x00,0x00,
0x01,0x00,0x00,0x65,0x55,0xb3,0x71,0x01,0x01,0x00,0x06,0x00,0x00,0x00,0x00,0x00,
0x00,0x00,0x00,0x00,0x00,0x00,0x14,0x00,0x00,0x03,0xe8,0x00,0x00,0x00,0x00,0x3b,
0x02,0x33,0x80,0x00,0x00,0x00,0x95,0xf6,0xd7,0x24,0x69,0x65,0x55,0xb3,0x79,0x01,
0x01,0x42,0x62,0x2b,0xf0,0x0a,0x44,0xc3,0xe0,0x78,0x3c,0xa7,0x08,0x5a,0xa0,0xaa,
0x9d,0xb2,0xdc,0x2e,0xa7,0x29,0x0a,0x39,0x3d,0x01,0x57,0xbf,0x34,0x23,0x0f,0xb9,
0x19,0x33,0x6f,0xc2,0xfb,0x9f,0x25,0xac,0xc4,0xc9,0x47,0xb7,0x41,0x92,0xdb,0x2f,
0xd5,0xf0,0x1f,0x24,0x32,0xdf,0x38,0x30,0x89,0x93,0xeb,0xc9,0xec,0xf1,0x09,0x51,
0xbb,0x00,0x07,0x88,0xa0,0x00,0x0a,0x0a,0x69,0xa2,0x65,0x55,0xb3,0x79,0x02,0x66,
0xe4,0x59,0x8d,0x1d,0x3c,0x41,0x5f,0x57,0x2a,0x84,0x88,0x83,0x0b,0x60,0xf7,0xe7,
0x44,0xed,0x92,0x35,0xeb,0x0b,0x1b,0xa9,0x32,0x83,0xb3,0x15,0xc0,0x35,0x18,0x02,
0x66,0xe4,0x4a,0x55,0x4e,0x49,0x4f,0x52,0x42,0x45,0x41,0x4d,0x2d,0x72,0x63,0x31,
0x2d,0x31,0x2d,0x67,0x63,0x63,0x65,0x34,0x66,0x36,0x38,0x2d,0x6d,0x6f,0x64,0x64,
0x65,0x64,0x00,0x00,
};
/* not_mcf sets NDEBUG, so assert() is useless */
#define ASSERT(x) do { if (!(x)) abort(); } while(0)
static const char *print_flows(
const tal_t *ctx,
const char *desc,
const struct gossmap *gossmap,
struct flow **flows)
{
tal_t *this_ctx = tal(ctx,tal_t);
char *buff = tal_fmt(ctx,"%s: %zu subflows\n", desc, tal_count(flows));
for (size_t i = 0; i < tal_count(flows); i++) {
struct amount_msat fee, delivered;
tal_append_fmt(&buff," ");
for (size_t j = 0; j < tal_count(flows[i]->path); j++) {
struct short_channel_id scid
= gossmap_chan_scid(gossmap,
flows[i]->path[j]);
tal_append_fmt(&buff,"%s%s", j ? "->" : "",
fmt_short_channel_id(this_ctx, scid));
}
delivered = flows[i]->amount;
if (!flow_fee(&fee, flows[i]))
abort();
tal_append_fmt(&buff," prob %.2f, %s delivered with fee %s\n",
flows[i]->success_prob,
fmt_amount_msat(this_ctx, delivered),
fmt_amount_msat(this_ctx, fee));
}
tal_free(this_ctx);
return buff;
}
static void remove_file(char *fname) { assert(!remove(fname)); }
int main(int argc, char *argv[])
{
int fd;
char *gossfile;
struct gossmap *gossmap;
struct node_id l1, l2, l3;
struct flow **flows;
struct route **routes;
struct short_channel_id scid12, scid23;
struct sha256 payment_hash;
struct amount_msat *amounts;
char *errmsg;
if (!hex_decode("0001020304050607080900010203040506070809000102030405060708090102",
strlen("0001020304050607080900010203040506070809000102030405060708090102"),
&payment_hash, sizeof(payment_hash)))
abort();
common_setup(argv[0]);
fd = tmpdir_mkstemp(tmpctx, "run-not_mcf.XXXXXX", &gossfile);
tal_add_destructor(gossfile, remove_file);
assert(write_all(fd, canned_map, sizeof(canned_map)));
gossmap = gossmap_load(tmpctx, gossfile, NULL);
assert(gossmap);
/* There is a public channel 2<->3 (103x1x0), and 1<->2 (110x1x1). */
assert(node_id_from_hexstr("0266e4598d1d3c415f572a8488830b60f7e744ed9235eb0b1ba93283b315c03518", 66, &l1));
assert(node_id_from_hexstr("022d223620a359a47ff7f7ac447c85c46c923da53389221a0054c11c1e3ca31d59", 66, &l2));
assert(node_id_from_hexstr("035d2b1192dfba134e10e540875d366ebc8bc353d5aa766b80c090b39c3a5d885d", 66, &l3));
assert(short_channel_id_from_str("110x1x0", 7, &scid12));
assert(short_channel_id_from_str("103x1x0", 7, &scid23));
struct uncertainty *uncertainty = uncertainty_new(tmpctx);
int skipped_count = uncertainty_update(uncertainty, gossmap);
assert(skipped_count == 0);
bitmap *disabled = tal_arrz(
tmpctx, bitmap, 2 * BITMAP_NWORDS(gossmap_max_chan_idx(gossmap)));
printf("All set, now let's call minflow ...\n");
flows = minflow(tmpctx, gossmap,
gossmap_find_node(gossmap, &l1),
gossmap_find_node(gossmap, &l3),
uncertainty_get_chan_extra_map(uncertainty),
disabled,
/* Half the capacity */
AMOUNT_MSAT(500000000),
/* max_fee = */ AMOUNT_MSAT(1000000), // 1k sats
/* min probability = */ 0.1,
/* base probability = */ 1.0,
/* delay fee factor = */ 1,
/* base fee penalty */ 1,
/* prob cost factor = */ 10,
&errmsg);
printf("minflow completed.\n");
if (!flows) {
printf("Minflow has failed with: %s", errmsg);
assert(0 && "minflow failed");
}
routes = flows_to_routes(tmpctx, 1, 1, payment_hash, 10, gossmap, flows);
assert(routes);
for (size_t i = 0; i < tal_count(routes); i++) {
uncertainty_commit_htlcs(uncertainty, routes[i]);
}
printf("%s\n",
print_flows(tmpctx,"Flow via single path l1->l2->l3", gossmap, flows));
printf("Checking results.\n");
/* Should go 1->2->3 */
amounts = tal_flow_amounts(tmpctx, flows[0]);
assert(amounts);
assert(tal_count(flows) == 1);
assert(tal_count(flows[0]->path) == 2);
assert(tal_count(flows[0]->dirs) == 2);
assert(tal_count(amounts) == 2);
assert(flows[0]->path[0] == gossmap_find_chan(gossmap, &scid12));
assert(flows[0]->path[1] == gossmap_find_chan(gossmap, &scid23));
assert(flows[0]->dirs[0] == 1);
assert(flows[0]->dirs[1] == 0);
assert(amount_msat_eq(amounts[1], AMOUNT_MSAT(500000000)));
/* fee_base_msat == 20, fee_proportional_millionths == 1000 */
assert(amount_msat_eq(amounts[0], AMOUNT_MSAT(500000000 + 500000 + 20)));
/* Each one has probability ~ 0.5 */
assert(flows[0]->success_prob > 0.249);
assert(flows[0]->success_prob <= 0.250);
/* Should have filled in some extra data! */
struct chan_extra *ce = uncertainty_find_channel(uncertainty, scid12);
assert(short_channel_id_eq(ce->scid, scid12));
/* l1->l2 dir is 1 */
assert(ce->half[1].num_htlcs == 1);
assert(amount_msat_eq(ce->half[1].htlc_total, AMOUNT_MSAT(500000000 + 500000 + 20)));
assert(amount_msat_eq(ce->half[1].known_min, AMOUNT_MSAT(0)));
assert(amount_msat_eq(ce->half[1].known_max, AMOUNT_MSAT(1000000000)));
assert(ce->half[0].num_htlcs == 0);
assert(amount_msat_eq(ce->half[0].htlc_total, AMOUNT_MSAT(0)));
assert(amount_msat_eq(ce->half[0].known_min, AMOUNT_MSAT(0)));
assert(amount_msat_eq(ce->half[0].known_max, AMOUNT_MSAT(1000000000)));
ce = uncertainty_find_channel(uncertainty, scid23);
assert(short_channel_id_eq(ce->scid, scid23));
/* l2->l3 dir is 0 */
assert(ce->half[0].num_htlcs == 1);
assert(amount_msat_eq(ce->half[0].htlc_total, AMOUNT_MSAT(500000000)));
assert(amount_msat_eq(ce->half[0].known_min, AMOUNT_MSAT(0)));
assert(amount_msat_eq(ce->half[0].known_max, AMOUNT_MSAT(1000000000)));
assert(ce->half[1].num_htlcs == 0);
assert(amount_msat_eq(ce->half[1].htlc_total, AMOUNT_MSAT(0)));
assert(amount_msat_eq(ce->half[1].known_min, AMOUNT_MSAT(0)));
assert(amount_msat_eq(ce->half[1].known_max, AMOUNT_MSAT(1000000000)));
/* Clear that */
for (size_t i = 0; i < tal_count(routes); i++) {
uncertainty_remove_htlcs(uncertainty, routes[i]);
}
// /* Now try adding a local channel scid */
struct short_channel_id scid13;
struct gossmap_localmods *mods = gossmap_localmods_new(tmpctx);
assert(short_channel_id_from_str("111x1x1", 7, &scid13));
/* 400,000sat channel from 1->3, basefee 0, ppm 1000, delay 5 */
assert(gossmap_local_addchan(mods, &l1, &l3, scid13, NULL));
assert(gossmap_local_updatechan(mods, scid13,
AMOUNT_MSAT(0),
AMOUNT_MSAT(400000000),
0, 1000, 5,
true,
0));
/* Apply changes, check they work. */
gossmap_apply_localmods(gossmap, mods);
struct gossmap_chan *local_chan = gossmap_find_chan(gossmap, &scid13);
assert(local_chan);
/* The local chans have no "capacity", so set it manually. */
uncertainty_add_channel(uncertainty, scid13, AMOUNT_MSAT(400000000));
// flows = minflow(tmpctx, gossmap,
// gossmap_find_node(gossmap, &l1),
// gossmap_find_node(gossmap, &l3),
// chan_extra_map, NULL,
// /* This will go first via 1-2-3, then 1->3. */
// AMOUNT_MSAT(500000000),
// /* max_fee = */ AMOUNT_MSAT(1000000), // 1k sats
// /* min probability = */ 0.4,
// /* delay fee factor = */ 1,
// /* base fee penalty */ 1,
// /* prob cost factor = */ 10);
// print_flows("Flow via two paths, low mu", gossmap, flows);
// assert(tal_count(flows) == 2);
//
// if(tal_count(flows[0]->path)<tal_count(flows[1]->path))
// {
// struct flow* tmp = flows[0];
// flows[0] = flows[1];
// flows[1]=tmp;
// }
//
// assert(tal_count(flows[0]->path) == 2);
// assert(tal_count(flows[0]->dirs) == 2);
// assert(tal_count(flows[0]->amounts) == 2);
// assert(flows[0]->path[0] == gossmap_find_chan(gossmap, &scid12));
// assert(flows[0]->path[1] == gossmap_find_chan(gossmap, &scid23));
// assert(flows[0]->dirs[0] == 1);
// assert(flows[0]->dirs[1] == 0);
// /* First one has probability ~ 50% */
// assert(flows[0]->success_prob < 0.55);
// assert(flows[0]->success_prob > 0.45);
// assert(tal_count(flows[1]->path) == 1);
// assert(tal_count(flows[1]->dirs) == 1);
// assert(tal_count(flows[1]->amounts) == 1);
// /* We will try cheaper path first, but not to fill it! */
// assert(flows[1]->path[0] == gossmap_find_chan(gossmap, &scid13));
// assert(flows[1]->dirs[0] == 0);
// assert(amount_msat_less(flows[1]->amounts[0], AMOUNT_MSAT(400000000)));
// /* Second one has probability ~ 50% */
// assert(flows[1]->success_prob < 0.55);
// assert(flows[1]->success_prob > 0.45);
// /* Delivered amount must be the total! */
// assert(flows[0]->amounts[1].millisatoshis
// + flows[1]->amounts[0].millisatoshis == 500000000);
// /* Clear them. */
// remove_completed_flow(gossmap, chan_extra_map, flows[0]);
// remove_completed_flow(gossmap, chan_extra_map, flows[1]);
printf("All set, let's call minflow ... \n");
/* Higher mu values mean we pay more for certainty! */
struct flow **flows2 = minflow(tmpctx, gossmap,
gossmap_find_node(gossmap, &l1),
gossmap_find_node(gossmap, &l3),
uncertainty_get_chan_extra_map(uncertainty),
disabled,
/* This will go 400000000 via 1->3, rest via 1-2-3. */
/* amount = */ AMOUNT_MSAT(500000000), //500k sats
/* max_fee = */ AMOUNT_MSAT(1000000), // 1k sats
/* min probability = */ 0.1, // 10%
/* base probability = */ 1.0,
/* delay fee factor = */ 1,
/* base fee penalty */ 1,
/* prob cost factor = */ 10,
&errmsg);
printf("minflow completed execution.\n");
if (!flows) {
printf("Minflow has failed with: %s", errmsg);
assert(0 && "minflow failed");
}
printf("%s\n",
print_flows(tmpctx,"Flow via two paths, high mu", gossmap, flows2));
printf("Verifying results ... \n");
assert(tal_count(flows2) == 2);
/* The solution is composed by two paths, one with lenght 1 and the
* other with lenght 2. There is no guaranteed order of the solutions
* returning from minflow, hence we need to test them. */
int ID1 = 0, ID2 = 1;
if(tal_count(flows2[ID1]->path)==2)
{
swap(&ID1,&ID2);
}
assert(tal_count(flows2[ID1]->path) == 1);
assert(tal_count(flows2[ID2]->path) == 2);
// /* Sends more via 1->3, since it's more expensive (but lower prob) */
assert(amount_msat_greater(flows2[ID1]->amount, flows2[ID2]->amount));
assert(flows2[ID1]->success_prob < flows2[ID2]->success_prob);
/* Delivered amount must be the total! */
assert(flows2[ID1]->amount.millisatoshis
+ flows2[ID2]->amount.millisatoshis == 500000000);
common_shutdown();
}
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