Merge pull request #6024 from lightningriders/timepref

routing: add time preference parameter
This commit is contained in:
Oliver Gugger 2022-04-13 22:17:02 +02:00 committed by GitHub
commit 044286ae2c
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GPG Key ID: 4AEE18F83AFDEB23
17 changed files with 2054 additions and 1925 deletions

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@ -95,6 +95,11 @@ var (
Usage: "if set to true, then AMP will be used to complete the " +
"payment",
}
timePrefFlag = cli.Float64Flag{
Name: "time_pref",
Usage: "(optional) expresses time preference (range -1 to 1)",
}
)
// paymentFlags returns common flags for sendpayment and payinvoice.
@ -140,6 +145,7 @@ func paymentFlags() []cli.Flag {
},
dataFlag, inflightUpdatesFlag, maxPartsFlag, jsonFlag,
maxShardSizeSatFlag, maxShardSizeMsatFlag, ampFlag,
timePrefFlag,
}
}
@ -523,6 +529,9 @@ func sendPaymentRequest(ctx *cli.Context,
req.FeeLimitSat = feeLimit
// Set time pref.
req.TimePref = ctx.Float64(timePrefFlag.Name)
// Always print in-flight updates for the table output.
printJSON := ctx.Bool(jsonFlag.Name)
req.NoInflightUpdates = !ctx.Bool(inflightUpdatesFlag.Name) && printJSON
@ -1019,6 +1028,7 @@ var queryRoutesCommand = cli.Command{
Usage: "(optional) the channel id of the channel " +
"that must be taken to the first hop",
},
timePrefFlag,
cltvLimitFlag,
},
Action: actionDecorator(queryRoutes),
@ -1072,6 +1082,7 @@ func queryRoutes(ctx *cli.Context) error {
UseMissionControl: ctx.Bool("use_mc"),
CltvLimit: uint32(ctx.Uint64(cltvLimitFlag.Name)),
OutgoingChanId: ctx.Uint64("outgoing_chanid"),
TimePref: ctx.Float64(timePrefFlag.Name),
}
route, err := client.QueryRoutes(ctxc, req)

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@ -91,6 +91,12 @@ then watch it on chain. Taproot script spends are also supported through the
* [Fixed P2TR addresses not correctly being detected as
used](https://github.com/lightningnetwork/lnd/pull/6389).
## Routing
* [Add a new `time_pref` parameter to the QueryRoutes and SendPayment APIs](https://github.com/lightningnetwork/lnd/pull/6024) that
allows the caller to control the trade-off between payment speed and cost in
pathfinding.
## Misc
* [An example systemd service file](https://github.com/lightningnetwork/lnd/pull/6033)

File diff suppressed because it is too large Load Diff

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@ -2692,6 +2692,12 @@ message QueryRoutesRequest {
fallback.
*/
repeated lnrpc.FeatureBit dest_features = 17;
/*
The time preference for this payment. Set to -1 to optimize for fees
only, to 1 to optimize for reliability only or a value inbetween for a mix.
*/
double time_pref = 18;
}
message NodePair {

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@ -1380,6 +1380,14 @@
]
},
"collectionFormat": "multi"
},
{
"name": "time_pref",
"description": "The time preference for this payment. Set to -1 to optimize for fees\nonly, to 1 to optimize for reliability only or a value inbetween for a mix.",
"in": "query",
"required": false,
"type": "number",
"format": "double"
}
],
"tags": [

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@ -467,6 +467,10 @@ type SendPaymentRequest struct {
//
//If set, an AMP-payment will be attempted.
Amp bool `protobuf:"varint,22,opt,name=amp,proto3" json:"amp,omitempty"`
//
//The time preference for this payment. Set to -1 to optimize for fees
//only, to 1 to optimize for reliability only or a value inbetween for a mix.
TimePref float64 `protobuf:"fixed64,23,opt,name=time_pref,json=timePref,proto3" json:"time_pref,omitempty"`
}
func (x *SendPaymentRequest) Reset() {
@ -656,6 +660,13 @@ func (x *SendPaymentRequest) GetAmp() bool {
return false
}
func (x *SendPaymentRequest) GetTimePref() float64 {
if x != nil {
return x.TimePref
}
return 0
}
type TrackPaymentRequest struct {
state protoimpl.MessageState
sizeCache protoimpl.SizeCache
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}
var (

View File

@ -284,6 +284,12 @@ message SendPaymentRequest {
If set, an AMP-payment will be attempted.
*/
bool amp = 22;
/*
The time preference for this payment. Set to -1 to optimize for fees
only, to 1 to optimize for reliability only or a value inbetween for a mix.
*/
double time_pref = 23;
}
message TrackPaymentRequest {

View File

@ -1635,6 +1635,11 @@
"amp": {
"type": "boolean",
"description": "If set, an AMP-payment will be attempted."
},
"time_pref": {
"type": "number",
"format": "double",
"description": "The time preference for this payment. Set to -1 to optimize for fees\nonly, to 1 to optimize for reliability only or a value inbetween for a mix."
}
}
},

View File

@ -53,7 +53,8 @@ type RouterBackend struct {
// FindRoutes is a closure that abstracts away how we locate/query for
// routes.
FindRoute func(source, target route.Vertex,
amt lnwire.MilliSatoshi, restrictions *routing.RestrictParams,
amt lnwire.MilliSatoshi, timePref float64,
restrictions *routing.RestrictParams,
destCustomRecords record.CustomSet,
routeHints map[route.Vertex][]*channeldb.CachedEdgePolicy,
finalExpiry uint16) (*route.Route, error)
@ -324,7 +325,7 @@ func (r *RouterBackend) QueryRoutes(ctx context.Context,
// can carry `in.Amt` satoshis _including_ the total fee required on
// the route.
route, err := r.FindRoute(
sourcePubKey, targetPubKey, amt, restrictions,
sourcePubKey, targetPubKey, amt, in.TimePref, restrictions,
customRecords, routeHintEdges, finalCLTVDelta,
)
if err != nil {
@ -559,6 +560,12 @@ func (r *RouterBackend) extractIntentFromSendRequest(
payIntent := &routing.LightningPayment{}
// Pass along time preference.
if rpcPayReq.TimePref < -1 || rpcPayReq.TimePref > 1 {
return nil, errors.New("time preference out of range")
}
payIntent.TimePref = rpcPayReq.TimePref
// Pass along restrictions on the outgoing channels that may be used.
payIntent.OutgoingChannelIDs = rpcPayReq.OutgoingChanIds

View File

@ -123,8 +123,8 @@ func testQueryRoutes(t *testing.T, useMissionControl bool, useMsat bool,
}
findRoute := func(source, target route.Vertex,
amt lnwire.MilliSatoshi, restrictions *routing.RestrictParams,
_ record.CustomSet,
amt lnwire.MilliSatoshi, _ float64,
restrictions *routing.RestrictParams, _ record.CustomSet,
routeHints map[route.Vertex][]*channeldb.CachedEdgePolicy,
finalExpiry uint16) (*route.Route, error) {

View File

@ -363,7 +363,7 @@ func (s *Server) EstimateRouteFee(ctx context.Context,
// that exceeds it and is useless to us.
mc := s.cfg.RouterBackend.MissionControl
route, err := s.cfg.Router.FindRoute(
s.cfg.RouterBackend.SelfNode, destNode, amtMsat,
s.cfg.RouterBackend.SelfNode, destNode, amtMsat, 0,
&routing.RestrictParams{
FeeLimit: feeLimit,
CltvLimit: s.cfg.RouterBackend.MaxTotalTimelock,

View File

@ -41,7 +41,7 @@ const (
// pathFinder defines the interface of a path finding algorithm.
type pathFinder = func(g *graphParams, r *RestrictParams,
cfg *PathFindingConfig, source, target route.Vertex,
amt lnwire.MilliSatoshi, finalHtlcExpiry int32) (
amt lnwire.MilliSatoshi, timePref float64, finalHtlcExpiry int32) (
[]*channeldb.CachedEdgePolicy, error)
var (
@ -413,7 +413,7 @@ func getOutgoingBalance(node route.Vertex, outgoingChans map[uint64]struct{},
// path and accurately check the amount to forward at every node against the
// available bandwidth.
func findPath(g *graphParams, r *RestrictParams, cfg *PathFindingConfig,
source, target route.Vertex, amt lnwire.MilliSatoshi,
source, target route.Vertex, amt lnwire.MilliSatoshi, timePref float64,
finalHtlcExpiry int32) ([]*channeldb.CachedEdgePolicy, error) {
// Pathfinding can be a significant portion of the total payment
@ -573,13 +573,27 @@ func findPath(g *graphParams, r *RestrictParams, cfg *PathFindingConfig,
// if the cltv limit is MaxUint32.
absoluteCltvLimit := uint64(r.CltvLimit) + uint64(finalHtlcExpiry)
// Calculate the absolute attempt cost that is used for probability
// estimation.
absoluteAttemptCost := int64(cfg.AttemptCost) +
int64(amt)*cfg.AttemptCostPPM/1000000
// Calculate the default attempt cost as configured globally.
defaultAttemptCost := float64(
cfg.AttemptCost +
amt*lnwire.MilliSatoshi(cfg.AttemptCostPPM)/1000000,
)
// Validate time preference value.
if math.Abs(timePref) > 1 {
return nil, fmt.Errorf("time preference %v out of range [-1, 1]",
timePref)
}
// Scale to avoid the extremes -1 and 1 which run into infinity issues.
timePref *= 0.9
// Apply time preference. At 0, the default attempt cost will
// be used.
absoluteAttemptCost := defaultAttemptCost * (1/(0.5-timePref/2) - 1)
log.Debugf("Pathfinding absolute attempt cost: %v sats",
float64(absoluteAttemptCost)/1000)
absoluteAttemptCost/1000)
// processEdge is a helper closure that will be used to make sure edges
// satisfy our specific requirements.
@ -959,13 +973,24 @@ func findPath(g *graphParams, r *RestrictParams, cfg *PathFindingConfig,
// Fa + c/Pa < Fb + c/Pb
//
// So the value of F + c/P can be used to compare routes.
func getProbabilityBasedDist(weight int64, probability float64, penalty int64) int64 {
// Clamp probability to prevent overflow.
const minProbability = 0.00001
func getProbabilityBasedDist(weight int64, probability float64,
penalty float64) int64 {
if probability < minProbability {
// Prevent divide by zero by returning early.
if probability == 0 {
return infinity
}
return weight + int64(float64(penalty)/probability)
// Calculate distance.
dist := float64(weight) + penalty/probability
// Avoid cast if an overflow would occur. The maxFloat constant is
// chosen to stay well below the maximum float64 value that is still
// convertable to int64.
const maxFloat = 9000000000000000000
if dist > maxFloat {
return infinity
}
return int64(dist)
}

View File

@ -1059,7 +1059,7 @@ func testBasicGraphPathFindingCase(t *testing.T, graphInstance *testGraphInstanc
CltvLimit: math.MaxUint32,
},
testPathFindingConfig,
sourceNode.PubKeyBytes, target, paymentAmt,
sourceNode.PubKeyBytes, target, paymentAmt, 0,
startingHeight+finalHopCLTV,
)
if test.expectFailureNoPath {
@ -1248,7 +1248,7 @@ func runPathFindingWithAdditionalEdges(t *testing.T, useCache bool) {
graph.graph, additionalEdges, &mockBandwidthHints{},
r, testPathFindingConfig,
sourceNode.PubKeyBytes, doge.PubKeyBytes, paymentAmt,
0,
0, 0,
)
}
@ -1669,7 +1669,7 @@ func runPathNotAvailable(t *testing.T, useCache bool) {
_, err = dbFindPath(
graph.graph, nil, &mockBandwidthHints{},
noRestrictions, testPathFindingConfig,
sourceNode.PubKeyBytes, unknownNode, 100, 0,
sourceNode.PubKeyBytes, unknownNode, 100, 0, 0,
)
if err != errNoPathFound {
t.Fatalf("path shouldn't have been found: %v", err)
@ -1722,7 +1722,7 @@ func runDestTLVGraphFallback(t *testing.T, useCache bool) {
return dbFindPath(
ctx.graph, nil, &mockBandwidthHints{},
r, testPathFindingConfig,
sourceNode.PubKeyBytes, target, 100, 0,
sourceNode.PubKeyBytes, target, 100, 0, 0,
)
}
@ -1983,7 +1983,7 @@ func runPathInsufficientCapacity(t *testing.T, useCache bool) {
_, err = dbFindPath(
graph.graph, nil, &mockBandwidthHints{},
noRestrictions, testPathFindingConfig,
sourceNode.PubKeyBytes, target, payAmt, 0,
sourceNode.PubKeyBytes, target, payAmt, 0, 0,
)
if err != errInsufficientBalance {
t.Fatalf("graph shouldn't be able to support payment: %v", err)
@ -2012,7 +2012,7 @@ func runRouteFailMinHTLC(t *testing.T, useCache bool) {
_, err = dbFindPath(
graph.graph, nil, &mockBandwidthHints{},
noRestrictions, testPathFindingConfig,
sourceNode.PubKeyBytes, target, payAmt, 0,
sourceNode.PubKeyBytes, target, payAmt, 0, 0,
)
if err != errNoPathFound {
t.Fatalf("graph shouldn't be able to support payment: %v", err)
@ -2105,7 +2105,7 @@ func runRouteFailDisabledEdge(t *testing.T, useCache bool) {
_, err = dbFindPath(
graph.graph, nil, &mockBandwidthHints{},
noRestrictions, testPathFindingConfig,
sourceNode.PubKeyBytes, target, payAmt, 0,
sourceNode.PubKeyBytes, target, payAmt, 0, 0,
)
if err != nil {
t.Fatalf("unable to find path: %v", err)
@ -2131,7 +2131,7 @@ func runRouteFailDisabledEdge(t *testing.T, useCache bool) {
_, err = dbFindPath(
graph.graph, nil, &mockBandwidthHints{},
noRestrictions, testPathFindingConfig,
sourceNode.PubKeyBytes, target, payAmt, 0,
sourceNode.PubKeyBytes, target, payAmt, 0, 0,
)
if err != nil {
t.Fatalf("unable to find path: %v", err)
@ -2154,7 +2154,7 @@ func runRouteFailDisabledEdge(t *testing.T, useCache bool) {
_, err = dbFindPath(
graph.graph, nil, &mockBandwidthHints{},
noRestrictions, testPathFindingConfig,
sourceNode.PubKeyBytes, target, payAmt, 0,
sourceNode.PubKeyBytes, target, payAmt, 0, 0,
)
if err != errNoPathFound {
t.Fatalf("graph shouldn't be able to support payment: %v", err)
@ -2184,7 +2184,7 @@ func runPathSourceEdgesBandwidth(t *testing.T, useCache bool) {
path, err := dbFindPath(
graph.graph, nil, &mockBandwidthHints{},
noRestrictions, testPathFindingConfig,
sourceNode.PubKeyBytes, target, payAmt, 0,
sourceNode.PubKeyBytes, target, payAmt, 0, 0,
)
if err != nil {
t.Fatalf("unable to find path: %v", err)
@ -2207,7 +2207,7 @@ func runPathSourceEdgesBandwidth(t *testing.T, useCache bool) {
_, err = dbFindPath(
graph.graph, nil, bandwidths,
noRestrictions, testPathFindingConfig,
sourceNode.PubKeyBytes, target, payAmt, 0,
sourceNode.PubKeyBytes, target, payAmt, 0, 0,
)
if err != errNoPathFound {
t.Fatalf("graph shouldn't be able to support payment: %v", err)
@ -2222,7 +2222,7 @@ func runPathSourceEdgesBandwidth(t *testing.T, useCache bool) {
path, err = dbFindPath(
graph.graph, nil, bandwidths,
noRestrictions, testPathFindingConfig,
sourceNode.PubKeyBytes, target, payAmt, 0,
sourceNode.PubKeyBytes, target, payAmt, 0, 0,
)
if err != nil {
t.Fatalf("unable to find path: %v", err)
@ -2250,7 +2250,7 @@ func runPathSourceEdgesBandwidth(t *testing.T, useCache bool) {
path, err = dbFindPath(
graph.graph, nil, bandwidths,
noRestrictions, testPathFindingConfig,
sourceNode.PubKeyBytes, target, payAmt, 0,
sourceNode.PubKeyBytes, target, payAmt, 0, 0,
)
if err != nil {
t.Fatalf("unable to find path: %v", err)
@ -2296,7 +2296,7 @@ func TestPathFindSpecExample(t *testing.T) {
carol := ctx.aliases["C"]
const amt lnwire.MilliSatoshi = 4999999
route, err := ctx.router.FindRoute(
bobNode.PubKeyBytes, carol, amt, noRestrictions, nil, nil,
bobNode.PubKeyBytes, carol, amt, 0, noRestrictions, nil, nil,
MinCLTVDelta,
)
if err != nil {
@ -2352,7 +2352,7 @@ func TestPathFindSpecExample(t *testing.T) {
// We'll now request a route from A -> B -> C.
route, err = ctx.router.FindRoute(
source.PubKeyBytes, carol, amt, noRestrictions, nil, nil,
source.PubKeyBytes, carol, amt, 0, noRestrictions, nil, nil,
MinCLTVDelta,
)
if err != nil {
@ -2686,6 +2686,7 @@ func runProbabilityRouting(t *testing.T, useCache bool) {
minProbability float64
expectedChan uint64
amount btcutil.Amount
timePref float64
}{
// Test two variations with probabilities that should multiply
// to the same total route probability. In both cases the three
@ -2709,6 +2710,18 @@ func runProbabilityRouting(t *testing.T, useCache bool) {
amount: 100,
},
// If we increase the time preference, we expect the algorithm
// to choose - with everything else being equal - the more
// expensive, more reliable route.
{
name: "three hop timepref",
p10: 0.5, p11: 0.8, p20: 0.7,
minProbability: 0.1,
expectedChan: 20,
amount: 100,
timePref: 1,
},
// If a larger amount is sent, the effect of the proportional
// attempt cost becomes more noticeable. This amount in this
// test brings the attempt cost to 9 + 1% * 300 = 12 sat. The
@ -2765,7 +2778,8 @@ func runProbabilityRouting(t *testing.T, useCache bool) {
t.Run(tc.name, func(t *testing.T) {
testProbabilityRouting(
t, useCache, tc.amount, tc.p10, tc.p11, tc.p20,
t, useCache, tc.amount, tc.timePref,
tc.p10, tc.p11, tc.p20,
tc.minProbability, tc.expectedChan,
)
})
@ -2773,7 +2787,8 @@ func runProbabilityRouting(t *testing.T, useCache bool) {
}
func testProbabilityRouting(t *testing.T, useCache bool,
paymentAmt btcutil.Amount, p10, p11, p20, minProbability float64,
paymentAmt btcutil.Amount, timePref float64,
p10, p11, p20, minProbability float64,
expectedChan uint64) {
t.Parallel()
@ -2834,6 +2849,8 @@ func testProbabilityRouting(t *testing.T, useCache bool,
MinProbability: minProbability,
}
ctx.timePref = timePref
path, err := ctx.findPath(
target, lnwire.NewMSatFromSatoshis(paymentAmt),
)
@ -3044,6 +3061,7 @@ type pathFindingTestContext struct {
pathFindingConfig PathFindingConfig
testGraphInstance *testGraphInstance
source route.Vertex
timePref float64
}
func newPathFindingTestContext(t *testing.T, useCache bool,
@ -3097,7 +3115,7 @@ func (c *pathFindingTestContext) findPath(target route.Vertex,
return dbFindPath(
c.graph, nil, c.bandwidthHints, &c.restrictParams,
&c.pathFindingConfig, c.source, target, amt, 0,
&c.pathFindingConfig, c.source, target, amt, c.timePref, 0,
)
}
@ -3123,7 +3141,7 @@ func dbFindPath(graph *channeldb.ChannelGraph,
additionalEdges map[route.Vertex][]*channeldb.CachedEdgePolicy,
bandwidthHints bandwidthHints,
r *RestrictParams, cfg *PathFindingConfig,
source, target route.Vertex, amt lnwire.MilliSatoshi,
source, target route.Vertex, amt lnwire.MilliSatoshi, timePref float64,
finalHtlcExpiry int32) ([]*channeldb.CachedEdgePolicy, error) {
sourceNode, err := graph.SourceNode()
@ -3148,6 +3166,6 @@ func dbFindPath(graph *channeldb.ChannelGraph,
bandwidthHints: bandwidthHints,
graph: routingGraph,
},
r, cfg, source, target, amt, finalHtlcExpiry,
r, cfg, source, target, amt, timePref, finalHtlcExpiry,
)
}

View File

@ -304,7 +304,7 @@ func (p *paymentSession) RequestRoute(maxAmt, feeLimit lnwire.MilliSatoshi,
},
restrictions, &p.pathFindingConfig,
sourceVertex, p.payment.Target,
maxAmt, finalHtlcExpiry,
maxAmt, p.payment.TimePref, finalHtlcExpiry,
)
// Close routing graph.

View File

@ -212,6 +212,7 @@ func TestRequestRoute(t *testing.T) {
session.pathFinder = func(
g *graphParams, r *RestrictParams, cfg *PathFindingConfig,
source, target route.Vertex, amt lnwire.MilliSatoshi,
timePref float64,
finalHtlcExpiry int32) ([]*channeldb.CachedEdgePolicy, error) {
// We expect find path to receive a cltv limit excluding the

View File

@ -1732,7 +1732,8 @@ type routingMsg struct {
// particular target destination to which it is able to send `amt` after
// factoring in channel capacities and cumulative fees along the route.
func (r *ChannelRouter) FindRoute(source, target route.Vertex,
amt lnwire.MilliSatoshi, restrictions *RestrictParams,
amt lnwire.MilliSatoshi, timePref float64,
restrictions *RestrictParams,
destCustomRecords record.CustomSet,
routeHints map[route.Vertex][]*channeldb.CachedEdgePolicy,
finalExpiry uint16) (*route.Route, error) {
@ -1759,6 +1760,11 @@ func (r *ChannelRouter) FindRoute(source, target route.Vertex,
// execute our path finding algorithm.
finalHtlcExpiry := currentHeight + int32(finalExpiry)
// Validate time preference.
if timePref < -1 || timePref > 1 {
return nil, errors.New("time preference out of range")
}
path, err := findPath(
&graphParams{
additionalEdges: routeHints,
@ -1767,7 +1773,7 @@ func (r *ChannelRouter) FindRoute(source, target route.Vertex,
},
restrictions,
&r.cfg.PathFindingConfig,
source, target, amt, finalHtlcExpiry,
source, target, amt, timePref, finalHtlcExpiry,
)
if err != nil {
return nil, err
@ -1960,6 +1966,11 @@ type LightningPayment struct {
//
// NOTE: This field is _optional_.
MaxShardAmt *lnwire.MilliSatoshi
// TimePref is the time preference for this payment. Set to -1 to
// optimize for fees only, to 1 to optimize for reliability only or a
// value in between for a mix.
TimePref float64
}
// AMPOptions houses information that must be known in order to send an AMP

View File

@ -268,7 +268,7 @@ func TestFindRoutesWithFeeLimit(t *testing.T) {
route, err := ctx.router.FindRoute(
ctx.router.selfNode.PubKeyBytes,
target, paymentAmt, restrictions, nil, nil,
target, paymentAmt, 0, restrictions, nil, nil,
MinCLTVDelta,
)
require.NoError(t, err, "unable to find any routes")
@ -1525,7 +1525,7 @@ func TestAddEdgeUnknownVertexes(t *testing.T) {
copy(targetPubKeyBytes[:], targetNode.SerializeCompressed())
_, err = ctx.router.FindRoute(
ctx.router.selfNode.PubKeyBytes,
targetPubKeyBytes, paymentAmt, noRestrictions, nil, nil,
targetPubKeyBytes, paymentAmt, 0, noRestrictions, nil, nil,
MinCLTVDelta,
)
if err != nil {
@ -1568,7 +1568,7 @@ func TestAddEdgeUnknownVertexes(t *testing.T) {
// updated.
_, err = ctx.router.FindRoute(
ctx.router.selfNode.PubKeyBytes,
targetPubKeyBytes, paymentAmt, noRestrictions, nil, nil,
targetPubKeyBytes, paymentAmt, 0, noRestrictions, nil, nil,
MinCLTVDelta,
)
if err != nil {
@ -2465,7 +2465,7 @@ func TestFindPathFeeWeighting(t *testing.T) {
ctx.graph, nil, &mockBandwidthHints{},
noRestrictions,
testPathFindingConfig,
sourceNode.PubKeyBytes, target, amt, 0,
sourceNode.PubKeyBytes, target, amt, 0, 0,
)
if err != nil {
t.Fatalf("unable to find path: %v", err)