package routing import ( "errors" "math" "time" "github.com/btcsuite/btcd/btcutil" "github.com/lightningnetwork/lnd/lnwire" "github.com/lightningnetwork/lnd/routing/route" ) const ( // capacityCutoffFraction and capacitySmearingFraction define how // capacity-related probability reweighting works. // capacityCutoffFraction defines the fraction of the channel capacity // at which the effect roughly sets in and capacitySmearingFraction // defines over which range the factor changes from 1 to 0. // // We may fall below the minimum required probability // (DefaultMinRouteProbability) when the amount comes close to the // available capacity of a single channel of the route in case of no // prior knowledge about the channels. We want such routes still to be // available and therefore a probability reduction should not completely // drop the total probability below DefaultMinRouteProbability. // For this to hold for a three-hop route we require: // (DefaultAprioriHopProbability)^3 * minCapacityFactor > // DefaultMinRouteProbability // // For DefaultAprioriHopProbability = 0.6 and // DefaultMinRouteProbability = 0.01 this results in // minCapacityFactor ~ 0.05. The following combination of parameters // fulfill the requirement with capacityFactor(cap, cap) ~ 0.076 (see // tests). // The capacityCutoffFraction is a trade-off between usage of the // provided capacity and expected probability reduction when we send the // full amount. The success probability in the random balance model can // be approximated with P(a) = 1 - a/c, for amount a and capacity c. If // we require a probability P(a) > 0.25, this translates into a value of // 0.75 for a/c. capacityCutoffFraction = 0.75 // We don't want to have a sharp drop of the capacity factor to zero at // capacityCutoffFraction, but a smooth smearing such that some residual // probability is left when spending the whole amount, see above. capacitySmearingFraction = 0.1 ) var ( // ErrInvalidHalflife is returned when we get an invalid half life. ErrInvalidHalflife = errors.New("penalty half life must be >= 0") // ErrInvalidHopProbability is returned when we get an invalid hop // probability. ErrInvalidHopProbability = errors.New("hop probability must be in [0;1]") // ErrInvalidAprioriWeight is returned when we get an apriori weight // that is out of range. ErrInvalidAprioriWeight = errors.New("apriori weight must be in [0;1]") ) // ProbabilityEstimatorCfg contains configuration for our probability estimator. type ProbabilityEstimatorCfg struct { // PenaltyHalfLife defines after how much time a penalized node or // channel is back at 50% probability. PenaltyHalfLife time.Duration // AprioriHopProbability is the assumed success probability of a hop in // a route when no other information is available. AprioriHopProbability float64 // AprioriWeight is a value in the range [0, 1] that defines to what // extent historical results should be extrapolated to untried // connections. Setting it to one will completely ignore historical // results and always assume the configured a priori probability for // untried connections. A value of zero will ignore the a priori // probability completely and only base the probability on historical // results, unless there are none available. AprioriWeight float64 } func (p ProbabilityEstimatorCfg) validate() error { if p.PenaltyHalfLife < 0 { return ErrInvalidHalflife } if p.AprioriHopProbability < 0 || p.AprioriHopProbability > 1 { return ErrInvalidHopProbability } if p.AprioriWeight < 0 || p.AprioriWeight > 1 { return ErrInvalidAprioriWeight } return nil } // probabilityEstimator returns node and pair probabilities based on historical // payment results. type probabilityEstimator struct { // ProbabilityEstimatorCfg contains configuration options for our // estimator. ProbabilityEstimatorCfg // prevSuccessProbability is the assumed probability for node pairs that // successfully relayed the previous attempt. prevSuccessProbability float64 } // getNodeProbability calculates the probability for connections from a node // that have not been tried before. The results parameter is a list of last // payment results for that node. func (p *probabilityEstimator) getNodeProbability(now time.Time, results NodeResults, amt lnwire.MilliSatoshi, capacity btcutil.Amount) float64 { // We reduce the apriori hop probability if the amount comes close to // the capacity. apriori := p.AprioriHopProbability * capacityFactor(amt, capacity) // If the channel history is not to be taken into account, we can return // early here with the configured a priori probability. if p.AprioriWeight == 1 { return apriori } // If there is no channel history, our best estimate is still the a // priori probability. if len(results) == 0 { return apriori } // The value of the apriori weight is in the range [0, 1]. Convert it to // a factor that properly expresses the intention of the weight in the // following weight average calculation. When the apriori weight is 0, // the apriori factor is also 0. This means it won't have any effect on // the weighted average calculation below. When the apriori weight // approaches 1, the apriori factor goes to infinity. It will heavily // outweigh any observations that have been collected. aprioriFactor := 1/(1-p.AprioriWeight) - 1 // Calculate a weighted average consisting of the apriori probability // and historical observations. This is the part that incentivizes nodes // to make sure that all (not just some) of their channels are in good // shape. Senders will steer around nodes that have shown a few // failures, even though there may be many channels still untried. // // If there is just a single observation and the apriori weight is 0, // this single observation will totally determine the node probability. // The node probability is returned for all other channels of the node. // This means that one failure will lead to the success probability // estimates for all other channels being 0 too. The probability for the // channel that was tried will not even recover, because it is // recovering to the node probability (which is zero). So one failure // effectively prunes all channels of the node forever. This is the most // aggressive way in which we can penalize nodes and unlikely to yield // good results in a real network. probabilitiesTotal := apriori * aprioriFactor totalWeight := aprioriFactor for _, result := range results { switch { // Weigh success with a constant high weight of 1. There is no // decay. Amt is never zero, so this clause is never executed // when result.SuccessAmt is zero. case amt <= result.SuccessAmt: totalWeight++ probabilitiesTotal += p.prevSuccessProbability // Weigh failures in accordance with their age. The base // probability of a failure is considered zero, so nothing needs // to be added to probabilitiesTotal. case !result.FailTime.IsZero() && amt >= result.FailAmt: age := now.Sub(result.FailTime) totalWeight += p.getWeight(age) } } return probabilitiesTotal / totalWeight } // getWeight calculates a weight in the range [0, 1] that should be assigned to // a payment result. Weight follows an exponential curve that starts at 1 when // the result is fresh and asymptotically approaches zero over time. The rate at // which this happens is controlled by the penaltyHalfLife parameter. func (p *probabilityEstimator) getWeight(age time.Duration) float64 { exp := -age.Hours() / p.PenaltyHalfLife.Hours() return math.Pow(2, exp) } // capacityFactor is a multiplier that can be used to reduce the probability // depending on how much of the capacity is sent. The limits are 1 for amt == 0 // and 0 for amt >> cutoffMsat. The function drops significantly when amt // reaches cutoffMsat. smearingMsat determines over which scale the reduction // takes place. func capacityFactor(amt lnwire.MilliSatoshi, capacity btcutil.Amount) float64 { // If we don't have information about the capacity, which can be the // case for hop hints or local channels, we return unity to not alter // anything. if capacity == 0 { return 1.0 } capMsat := float64(lnwire.NewMSatFromSatoshis(capacity)) amtMsat := float64(amt) if amtMsat > capMsat { return 0 } cutoffMsat := capacityCutoffFraction * capMsat smearingMsat := capacitySmearingFraction * capMsat // We compute a logistic function mirrored around the y axis, centered // at cutoffMsat, decaying over the smearingMsat scale. denominator := 1 + math.Exp(-(amtMsat-cutoffMsat)/smearingMsat) return 1 - 1/denominator } // getPairProbability estimates the probability of successfully traversing to // toNode based on historical payment outcomes for the from node. Those outcomes // are passed in via the results parameter. func (p *probabilityEstimator) getPairProbability( now time.Time, results NodeResults, toNode route.Vertex, amt lnwire.MilliSatoshi, capacity btcutil.Amount) float64 { nodeProbability := p.getNodeProbability(now, results, amt, capacity) return p.calculateProbability( now, results, nodeProbability, toNode, amt, ) } // getLocalPairProbability estimates the probability of successfully traversing // our own local channels to toNode. func (p *probabilityEstimator) getLocalPairProbability( now time.Time, results NodeResults, toNode route.Vertex) float64 { // For local channels that have never been tried before, we assume them // to be successful. We have accurate balance and online status // information on our own channels, so when we select them in a route it // is close to certain that those channels will work. nodeProbability := p.prevSuccessProbability return p.calculateProbability( now, results, nodeProbability, toNode, lnwire.MaxMilliSatoshi, ) } // calculateProbability estimates the probability of successfully traversing to // toNode based on historical payment outcomes and a fall-back node probability. func (p *probabilityEstimator) calculateProbability( now time.Time, results NodeResults, nodeProbability float64, toNode route.Vertex, amt lnwire.MilliSatoshi) float64 { // Retrieve the last pair outcome. lastPairResult, ok := results[toNode] // If there is no history for this pair, return the node probability // that is a probability estimate for untried channel. if !ok { return nodeProbability } // For successes, we have a fixed (high) probability. Those pairs will // be assumed good until proven otherwise. Amt is never zero, so this // clause is never executed when lastPairResult.SuccessAmt is zero. if amt <= lastPairResult.SuccessAmt { return p.prevSuccessProbability } // Take into account a minimum penalize amount. For balance errors, a // failure may be reported with such a minimum to prevent too aggressive // penalization. If the current amount is smaller than the amount that // previously triggered a failure, we act as if this is an untried // channel. if lastPairResult.FailTime.IsZero() || amt < lastPairResult.FailAmt { return nodeProbability } timeSinceLastFailure := now.Sub(lastPairResult.FailTime) // Calculate success probability based on the weight of the last // failure. When the failure is fresh, its weight is 1 and we'll return // probability 0. Over time the probability recovers to the node // probability. It would be as if this channel was never tried before. weight := p.getWeight(timeSinceLastFailure) probability := nodeProbability * (1 - weight) return probability }