mirror of
https://github.com/lightningnetwork/lnd.git
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743 lines
26 KiB
Go
743 lines
26 KiB
Go
package routing
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import (
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"container/heap"
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"fmt"
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"math"
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"github.com/coreos/bbolt"
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"github.com/lightningnetwork/lnd/channeldb"
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"github.com/lightningnetwork/lnd/lnwire"
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"github.com/lightningnetwork/lnd/routing/route"
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"github.com/lightningnetwork/lnd/tlv"
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)
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const (
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// HopLimit is the maximum number hops that is permissible as a route.
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// Any potential paths found that lie above this limit will be rejected
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// with an error. This value is computed using the current fixed-size
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// packet length of the Sphinx construction.
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HopLimit = 20
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// infinity is used as a starting distance in our shortest path search.
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infinity = math.MaxInt64
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// RiskFactorBillionths controls the influence of time lock delta
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// of a channel on route selection. It is expressed as billionths
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// of msat per msat sent through the channel per time lock delta
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// block. See edgeWeight function below for more details.
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// The chosen value is based on the previous incorrect weight function
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// 1 + timelock + fee * fee. In this function, the fee penalty
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// diminishes the time lock penalty for all but the smallest amounts.
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// To not change the behaviour of path finding too drastically, a
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// relatively small value is chosen which is still big enough to give
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// some effect with smaller time lock values. The value may need
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// tweaking and/or be made configurable in the future.
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RiskFactorBillionths = 15
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)
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// pathFinder defines the interface of a path finding algorithm.
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type pathFinder = func(g *graphParams, r *RestrictParams,
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cfg *PathFindingConfig, source, target route.Vertex,
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amt lnwire.MilliSatoshi) ([]*channeldb.ChannelEdgePolicy, error)
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var (
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// DefaultPaymentAttemptPenalty is the virtual cost in path finding weight
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// units of executing a payment attempt that fails. It is used to trade
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// off potentially better routes against their probability of
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// succeeding.
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DefaultPaymentAttemptPenalty = lnwire.NewMSatFromSatoshis(100)
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// DefaultMinRouteProbability is the default minimum probability for routes
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// returned from findPath.
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DefaultMinRouteProbability = float64(0.01)
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// DefaultAprioriHopProbability is the default a priori probability for
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// a hop.
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DefaultAprioriHopProbability = float64(0.6)
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)
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// edgePolicyWithSource is a helper struct to keep track of the source node
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// of a channel edge. ChannelEdgePolicy only contains to destination node
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// of the edge.
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type edgePolicyWithSource struct {
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sourceNode route.Vertex
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edge *channeldb.ChannelEdgePolicy
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}
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// computeFee computes the fee to forward an HTLC of `amt` milli-satoshis over
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// the passed active payment channel. This value is currently computed as
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// specified in BOLT07, but will likely change in the near future.
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func computeFee(amt lnwire.MilliSatoshi,
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edge *channeldb.ChannelEdgePolicy) lnwire.MilliSatoshi {
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return edge.FeeBaseMSat + (amt*edge.FeeProportionalMillionths)/1000000
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}
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// newRoute returns a fully valid route between the source and target that's
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// capable of supporting a payment of `amtToSend` after fees are fully
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// computed. If the route is too long, or the selected path cannot support the
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// fully payment including fees, then a non-nil error is returned.
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//
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// NOTE: The passed slice of ChannelHops MUST be sorted in forward order: from
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// the source to the target node of the path finding attempt.
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func newRoute(amtToSend lnwire.MilliSatoshi, sourceVertex route.Vertex,
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pathEdges []*channeldb.ChannelEdgePolicy, currentHeight uint32,
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finalCLTVDelta uint16,
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finalDestRecords []tlv.Record) (*route.Route, error) {
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var (
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hops []*route.Hop
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// totalTimeLock will accumulate the cumulative time lock
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// across the entire route. This value represents how long the
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// sender will need to wait in the *worst* case.
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totalTimeLock = currentHeight
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// nextIncomingAmount is the amount that will need to flow into
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// the *next* hop. Since we're going to be walking the route
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// backwards below, this next hop gets closer and closer to the
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// sender of the payment.
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nextIncomingAmount lnwire.MilliSatoshi
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)
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pathLength := len(pathEdges)
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for i := pathLength - 1; i >= 0; i-- {
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// Now we'll start to calculate the items within the per-hop
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// payload for the hop this edge is leading to.
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edge := pathEdges[i]
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// If this is the last hop, then the hop payload will contain
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// the exact amount. In BOLT #4: Onion Routing
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// Protocol / "Payload for the Last Node", this is detailed.
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amtToForward := amtToSend
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// Fee is not part of the hop payload, but only used for
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// reporting through RPC. Set to zero for the final hop.
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fee := lnwire.MilliSatoshi(0)
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// If the current hop isn't the last hop, then add enough funds
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// to pay for transit over the next link.
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if i != len(pathEdges)-1 {
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// The amount that the current hop needs to forward is
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// equal to the incoming amount of the next hop.
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amtToForward = nextIncomingAmount
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// The fee that needs to be paid to the current hop is
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// based on the amount that this hop needs to forward
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// and its policy for the outgoing channel. This policy
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// is stored as part of the incoming channel of
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// the next hop.
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fee = computeFee(amtToForward, pathEdges[i+1])
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}
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// If this is the last hop, then for verification purposes, the
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// value of the outgoing time-lock should be _exactly_ the
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// absolute time out they'd expect in the HTLC.
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var outgoingTimeLock uint32
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if i == len(pathEdges)-1 {
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// As this is the last hop, we'll use the specified
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// final CLTV delta value instead of the value from the
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// last link in the route.
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totalTimeLock += uint32(finalCLTVDelta)
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outgoingTimeLock = currentHeight + uint32(finalCLTVDelta)
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} else {
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// Next, increment the total timelock of the entire
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// route such that each hops time lock increases as we
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// walk backwards in the route, using the delta of the
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// previous hop.
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delta := uint32(pathEdges[i+1].TimeLockDelta)
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totalTimeLock += delta
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// Otherwise, the value of the outgoing time-lock will
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// be the value of the time-lock for the _outgoing_
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// HTLC, so we factor in their specified grace period
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// (time lock delta).
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outgoingTimeLock = totalTimeLock - delta
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}
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// Since we're traversing the path backwards atm, we prepend
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// each new hop such that, the final slice of hops will be in
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// the forwards order.
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currentHop := &route.Hop{
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PubKeyBytes: edge.Node.PubKeyBytes,
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ChannelID: edge.ChannelID,
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AmtToForward: amtToForward,
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OutgoingTimeLock: outgoingTimeLock,
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LegacyPayload: true,
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}
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// We start out above by assuming that this node needs the
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// legacy payload, as if we don't have the full
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// NodeAnnouncement information for this node, then we can't
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// assume it knows the latest features. If we do have a feature
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// vector for this node, then we'll update the info now.
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if edge.Node.Features != nil {
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features := edge.Node.Features
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currentHop.LegacyPayload = !features.HasFeature(
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lnwire.TLVOnionPayloadOptional,
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)
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}
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// If this is the last hop, then we'll populate any TLV records
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// destined for it.
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if i == len(pathEdges)-1 && len(finalDestRecords) != 0 {
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currentHop.TLVRecords = finalDestRecords
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}
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hops = append([]*route.Hop{currentHop}, hops...)
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// Finally, we update the amount that needs to flow into the
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// *next* hop, which is the amount this hop needs to forward,
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// accounting for the fee that it takes.
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nextIncomingAmount = amtToForward + fee
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}
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// With the base routing data expressed as hops, build the full route
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newRoute, err := route.NewRouteFromHops(
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nextIncomingAmount, totalTimeLock, route.Vertex(sourceVertex),
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hops,
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)
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if err != nil {
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return nil, err
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}
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return newRoute, nil
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}
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// edgeWeight computes the weight of an edge. This value is used when searching
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// for the shortest path within the channel graph between two nodes. Weight is
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// is the fee itself plus a time lock penalty added to it. This benefits
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// channels with shorter time lock deltas and shorter (hops) routes in general.
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// RiskFactor controls the influence of time lock on route selection. This is
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// currently a fixed value, but might be configurable in the future.
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func edgeWeight(lockedAmt lnwire.MilliSatoshi, fee lnwire.MilliSatoshi,
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timeLockDelta uint16) int64 {
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// timeLockPenalty is the penalty for the time lock delta of this channel.
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// It is controlled by RiskFactorBillionths and scales proportional
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// to the amount that will pass through channel. Rationale is that it if
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// a twice as large amount gets locked up, it is twice as bad.
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timeLockPenalty := int64(lockedAmt) * int64(timeLockDelta) *
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RiskFactorBillionths / 1000000000
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return int64(fee) + timeLockPenalty
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}
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// graphParams wraps the set of graph parameters passed to findPath.
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type graphParams struct {
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// tx can be set to an existing db transaction. If not set, a new
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// transaction will be started.
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tx *bbolt.Tx
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// graph is the ChannelGraph to be used during path finding.
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graph *channeldb.ChannelGraph
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// additionalEdges is an optional set of edges that should be
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// considered during path finding, that is not already found in the
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// channel graph.
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additionalEdges map[route.Vertex][]*channeldb.ChannelEdgePolicy
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// bandwidthHints is an optional map from channels to bandwidths that
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// can be populated if the caller has a better estimate of the current
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// channel bandwidth than what is found in the graph. If set, it will
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// override the capacities and disabled flags found in the graph for
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// local channels when doing path finding. In particular, it should be
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// set to the current available sending bandwidth for active local
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// channels, and 0 for inactive channels.
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bandwidthHints map[uint64]lnwire.MilliSatoshi
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}
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// RestrictParams wraps the set of restrictions passed to findPath that the
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// found path must adhere to.
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type RestrictParams struct {
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// ProbabilitySource is a callback that is expected to return the
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// success probability of traversing the channel from the node.
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ProbabilitySource func(route.Vertex, route.Vertex,
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lnwire.MilliSatoshi) float64
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// FeeLimit is a maximum fee amount allowed to be used on the path from
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// the source to the target.
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FeeLimit lnwire.MilliSatoshi
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// OutgoingChannelID is the channel that needs to be taken to the first
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// hop. If nil, any channel may be used.
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OutgoingChannelID *uint64
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// CltvLimit is the maximum time lock of the route excluding the final
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// ctlv. After path finding is complete, the caller needs to increase
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// all cltv expiry heights with the required final cltv delta.
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CltvLimit *uint32
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// DestPayloadTLV should be set to true if we need to drop off a TLV
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// payload at the final hop in order to properly complete this payment
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// attempt.
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DestPayloadTLV bool
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}
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// PathFindingConfig defines global parameters that control the trade-off in
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// path finding between fees and probabiity.
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type PathFindingConfig struct {
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// PaymentAttemptPenalty is the virtual cost in path finding weight
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// units of executing a payment attempt that fails. It is used to trade
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// off potentially better routes against their probability of
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// succeeding.
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PaymentAttemptPenalty lnwire.MilliSatoshi
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// MinProbability defines the minimum success probability of the
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// returned route.
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MinProbability float64
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}
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// findPath attempts to find a path from the source node within the
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// ChannelGraph to the target node that's capable of supporting a payment of
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// `amt` value. The current approach implemented is modified version of
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// Dijkstra's algorithm to find a single shortest path between the source node
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// and the destination. The distance metric used for edges is related to the
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// time-lock+fee costs along a particular edge. If a path is found, this
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// function returns a slice of ChannelHop structs which encoded the chosen path
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// from the target to the source. The search is performed backwards from
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// destination node back to source. This is to properly accumulate fees
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// that need to be paid along the path and accurately check the amount
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// to forward at every node against the available bandwidth.
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func findPath(g *graphParams, r *RestrictParams, cfg *PathFindingConfig,
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source, target route.Vertex, amt lnwire.MilliSatoshi) (
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[]*channeldb.ChannelEdgePolicy, error) {
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var err error
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tx := g.tx
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if tx == nil {
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tx, err = g.graph.Database().Begin(false)
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if err != nil {
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return nil, err
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}
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defer tx.Rollback()
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}
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// First we'll initialize an empty heap which'll help us to quickly
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// locate the next edge we should visit next during our graph
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// traversal.
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nodeHeap := newDistanceHeap()
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// For each node in the graph, we create an entry in the distance map
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// for the node set with a distance of "infinity". graph.ForEachNode
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// also returns the source node, so there is no need to add the source
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// node explicitly.
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distance := make(map[route.Vertex]nodeWithDist)
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if err := g.graph.ForEachNode(tx, func(_ *bbolt.Tx,
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node *channeldb.LightningNode) error {
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// TODO(roasbeef): with larger graph can just use disk seeks
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// with a visited map
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vertex := route.Vertex(node.PubKeyBytes)
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distance[vertex] = nodeWithDist{
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dist: infinity,
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node: route.Vertex(node.PubKeyBytes),
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}
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// If we don't have any features for this node, then we can
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// stop here.
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if node.Features == nil || !r.DestPayloadTLV {
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return nil
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}
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// We only need to perform this check for the final node, so we
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// can exit here if this isn't them.
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if vertex != target {
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return nil
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}
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// If we have any records for the final hop, then we'll check
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// not to ensure that they are actually able to interpret them.
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supportsTLV := node.Features.HasFeature(
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lnwire.TLVOnionPayloadOptional,
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)
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if !supportsTLV {
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return fmt.Errorf("destination hop doesn't " +
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"understand new TLV paylods")
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}
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return nil
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}); err != nil {
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return nil, err
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}
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additionalEdgesWithSrc := make(map[route.Vertex][]*edgePolicyWithSource)
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for vertex, outgoingEdgePolicies := range g.additionalEdges {
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// We'll also include all the nodes found within the additional
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// edges that are not known to us yet in the distance map.
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distance[vertex] = nodeWithDist{
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dist: infinity,
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node: vertex,
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}
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// Build reverse lookup to find incoming edges. Needed because
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// search is taken place from target to source.
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for _, outgoingEdgePolicy := range outgoingEdgePolicies {
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toVertex := outgoingEdgePolicy.Node.PubKeyBytes
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incomingEdgePolicy := &edgePolicyWithSource{
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sourceNode: vertex,
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edge: outgoingEdgePolicy,
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}
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additionalEdgesWithSrc[toVertex] =
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append(additionalEdgesWithSrc[toVertex],
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incomingEdgePolicy)
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}
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}
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// We can't always assume that the end destination is publicly
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// advertised to the network and included in the graph.ForEachNode call
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// above, so we'll manually include the target node. The target node
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// charges no fee. Distance is set to 0, because this is the starting
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// point of the graph traversal. We are searching backwards to get the
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// fees first time right and correctly match channel bandwidth.
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distance[target] = nodeWithDist{
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dist: 0,
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weight: 0,
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node: target,
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amountToReceive: amt,
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incomingCltv: 0,
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probability: 1,
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}
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// We'll use this map as a series of "next" hop pointers. So to get
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// from `Vertex` to the target node, we'll take the edge that it's
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// mapped to within `next`.
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next := make(map[route.Vertex]*channeldb.ChannelEdgePolicy)
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// processEdge is a helper closure that will be used to make sure edges
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// satisfy our specific requirements.
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processEdge := func(fromVertex route.Vertex, bandwidth lnwire.MilliSatoshi,
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edge *channeldb.ChannelEdgePolicy, toNode route.Vertex) {
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// If this is not a local channel and it is disabled, we will
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// skip it.
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// TODO(halseth): also ignore disable flags for non-local
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// channels if bandwidth hint is set?
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isSourceChan := fromVertex == source
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edgeFlags := edge.ChannelFlags
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isDisabled := edgeFlags&lnwire.ChanUpdateDisabled != 0
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if !isSourceChan && isDisabled {
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return
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}
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// If we have an outgoing channel restriction and this is not
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// the specified channel, skip it.
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if isSourceChan && r.OutgoingChannelID != nil &&
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*r.OutgoingChannelID != edge.ChannelID {
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return
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}
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// Calculate amount that the candidate node would have to sent
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// out.
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toNodeDist := distance[toNode]
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amountToSend := toNodeDist.amountToReceive
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// Request the success probability for this edge.
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edgeProbability := r.ProbabilitySource(
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fromVertex, toNode, amountToSend,
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)
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log.Tracef("path finding probability: fromnode=%v, tonode=%v, "+
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"probability=%v", fromVertex, toNode, edgeProbability)
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// If the probability is zero, there is no point in trying.
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if edgeProbability == 0 {
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return
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}
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// If the estimated bandwidth of the channel edge is not able
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// to carry the amount that needs to be send, return.
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if bandwidth < amountToSend {
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return
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}
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// If the amountToSend is less than the minimum required
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// amount, return.
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if amountToSend < edge.MinHTLC {
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return
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}
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// If this edge was constructed from a hop hint, we won't have access to
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// its max HTLC. Therefore, only consider discarding this edge here if
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// the field is set.
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if edge.MaxHTLC != 0 && edge.MaxHTLC < amountToSend {
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return
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}
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// Compute fee that fromVertex is charging. It is based on the
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// amount that needs to be sent to the next node in the route.
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//
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// Source node has no predecessor to pay a fee. Therefore set
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// fee to zero, because it should not be included in the fee
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// limit check and edge weight.
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//
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// Also determine the time lock delta that will be added to the
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// route if fromVertex is selected. If fromVertex is the source
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// node, no additional timelock is required.
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var fee lnwire.MilliSatoshi
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var timeLockDelta uint16
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if fromVertex != source {
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fee = computeFee(amountToSend, edge)
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timeLockDelta = edge.TimeLockDelta
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}
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incomingCltv := toNodeDist.incomingCltv +
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uint32(timeLockDelta)
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// Check that we have cltv limit and that we are within it.
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if r.CltvLimit != nil && incomingCltv > *r.CltvLimit {
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return
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}
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// amountToReceive is the amount that the node that is added to
|
|
// the distance map needs to receive from a (to be found)
|
|
// previous node in the route. That previous node will need to
|
|
// pay the amount that this node forwards plus the fee it
|
|
// charges.
|
|
amountToReceive := amountToSend + fee
|
|
|
|
// Check if accumulated fees would exceed fee limit when this
|
|
// node would be added to the path.
|
|
totalFee := amountToReceive - amt
|
|
if totalFee > r.FeeLimit {
|
|
return
|
|
}
|
|
|
|
// Calculate total probability of successfully reaching target
|
|
// by multiplying the probabilities. Both this edge and the rest
|
|
// of the route must succeed.
|
|
probability := toNodeDist.probability * edgeProbability
|
|
|
|
// If the probability is below the specified lower bound, we can
|
|
// abandon this direction. Adding further nodes can only lower
|
|
// the probability more.
|
|
if probability < cfg.MinProbability {
|
|
return
|
|
}
|
|
|
|
// By adding fromVertex in the route, there will be an extra
|
|
// weight composed of the fee that this node will charge and
|
|
// the amount that will be locked for timeLockDelta blocks in
|
|
// the HTLC that is handed out to fromVertex.
|
|
weight := edgeWeight(amountToReceive, fee, timeLockDelta)
|
|
|
|
// Compute the tentative weight to this new channel/edge
|
|
// which is the weight from our toNode to the target node
|
|
// plus the weight of this edge.
|
|
tempWeight := toNodeDist.weight + weight
|
|
|
|
// Add an extra factor to the weight to take into account the
|
|
// probability.
|
|
tempDist := getProbabilityBasedDist(
|
|
tempWeight, probability,
|
|
int64(cfg.PaymentAttemptPenalty),
|
|
)
|
|
|
|
// If the current best route is better than this candidate
|
|
// route, return. It is important to also return if the distance
|
|
// is equal, because otherwise the algorithm could run into an
|
|
// endless loop.
|
|
if tempDist >= distance[fromVertex].dist {
|
|
return
|
|
}
|
|
|
|
// Every edge should have a positive time lock delta. If we
|
|
// encounter a zero delta, log a warning line.
|
|
if edge.TimeLockDelta == 0 {
|
|
log.Warnf("Channel %v has zero cltv delta",
|
|
edge.ChannelID)
|
|
}
|
|
|
|
// All conditions are met and this new tentative distance is
|
|
// better than the current best known distance to this node.
|
|
// The new better distance is recorded, and also our "next hop"
|
|
// map is populated with this edge.
|
|
distance[fromVertex] = nodeWithDist{
|
|
dist: tempDist,
|
|
weight: tempWeight,
|
|
node: fromVertex,
|
|
amountToReceive: amountToReceive,
|
|
incomingCltv: incomingCltv,
|
|
probability: probability,
|
|
}
|
|
|
|
next[fromVertex] = edge
|
|
|
|
// Either push distance[fromVertex] onto the heap if the node
|
|
// represented by fromVertex is not already on the heap OR adjust
|
|
// its position within the heap via heap.Fix.
|
|
nodeHeap.PushOrFix(distance[fromVertex])
|
|
}
|
|
|
|
// TODO(roasbeef): also add path caching
|
|
// * similar to route caching, but doesn't factor in the amount
|
|
|
|
// To start, our target node will the sole item within our distance
|
|
// heap.
|
|
heap.Push(&nodeHeap, distance[target])
|
|
|
|
for nodeHeap.Len() != 0 {
|
|
// Fetch the node within the smallest distance from our source
|
|
// from the heap.
|
|
partialPath := heap.Pop(&nodeHeap).(nodeWithDist)
|
|
pivot := partialPath.node
|
|
|
|
// If we've reached our source (or we don't have any incoming
|
|
// edges), then we're done here and can exit the graph
|
|
// traversal early.
|
|
if pivot == source {
|
|
break
|
|
}
|
|
|
|
cb := func(_ *bbolt.Tx, edgeInfo *channeldb.ChannelEdgeInfo, _,
|
|
inEdge *channeldb.ChannelEdgePolicy) error {
|
|
|
|
// If there is no edge policy for this candidate
|
|
// node, skip. Note that we are searching backwards
|
|
// so this node would have come prior to the pivot
|
|
// node in the route.
|
|
if inEdge == nil {
|
|
return nil
|
|
}
|
|
|
|
// We'll query the lower layer to see if we can obtain
|
|
// any more up to date information concerning the
|
|
// bandwidth of this edge.
|
|
edgeBandwidth, ok := g.bandwidthHints[edgeInfo.ChannelID]
|
|
if !ok {
|
|
// If we don't have a hint for this edge, then
|
|
// we'll just use the known Capacity/MaxHTLC as
|
|
// the available bandwidth. It's possible for
|
|
// the capacity to be unknown when operating
|
|
// under a light client.
|
|
edgeBandwidth = inEdge.MaxHTLC
|
|
if edgeBandwidth == 0 {
|
|
edgeBandwidth = lnwire.NewMSatFromSatoshis(
|
|
edgeInfo.Capacity,
|
|
)
|
|
}
|
|
}
|
|
|
|
// Before we can process the edge, we'll need to fetch
|
|
// the node on the _other_ end of this channel as we
|
|
// may later need to iterate over the incoming edges of
|
|
// this node if we explore it further.
|
|
chanSource, err := edgeInfo.OtherNodeKeyBytes(pivot[:])
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
// Check if this candidate node is better than what we
|
|
// already have.
|
|
processEdge(route.Vertex(chanSource), edgeBandwidth, inEdge, pivot)
|
|
return nil
|
|
}
|
|
|
|
// Now that we've found the next potential step to take we'll
|
|
// examine all the incoming edges (channels) from this node to
|
|
// further our graph traversal.
|
|
err := g.graph.ForEachNodeChannel(tx, pivot[:], cb)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
// Then, we'll examine all the additional edges from the node
|
|
// we're currently visiting. Since we don't know the capacity
|
|
// of the private channel, we'll assume it was selected as a
|
|
// routing hint due to having enough capacity for the payment
|
|
// and use the payment amount as its capacity.
|
|
bandWidth := partialPath.amountToReceive
|
|
for _, reverseEdge := range additionalEdgesWithSrc[pivot] {
|
|
processEdge(reverseEdge.sourceNode, bandWidth,
|
|
reverseEdge.edge, pivot)
|
|
}
|
|
}
|
|
|
|
// If the source node isn't found in the next hop map, then a path
|
|
// doesn't exist, so we terminate in an error.
|
|
if _, ok := next[source]; !ok {
|
|
return nil, newErrf(ErrNoPathFound, "unable to find a path to "+
|
|
"destination")
|
|
}
|
|
|
|
// Use the nextHop map to unravel the forward path from source to
|
|
// target.
|
|
pathEdges := make([]*channeldb.ChannelEdgePolicy, 0, len(next))
|
|
currentNode := source
|
|
for currentNode != target { // TODO(roasbeef): assumes no cycles
|
|
// Determine the next hop forward using the next map.
|
|
nextNode := next[currentNode]
|
|
|
|
// Add the next hop to the list of path edges.
|
|
pathEdges = append(pathEdges, nextNode)
|
|
|
|
// Advance current node.
|
|
currentNode = route.Vertex(nextNode.Node.PubKeyBytes)
|
|
}
|
|
|
|
// The route is invalid if it spans more than 20 hops. The current
|
|
// Sphinx (onion routing) implementation can only encode up to 20 hops
|
|
// as the entire packet is fixed size. If this route is more than 20
|
|
// hops, then it's invalid.
|
|
numEdges := len(pathEdges)
|
|
if numEdges > HopLimit {
|
|
return nil, newErr(ErrMaxHopsExceeded, "potential path has "+
|
|
"too many hops")
|
|
}
|
|
|
|
log.Debugf("Found route: probability=%v, hops=%v, fee=%v\n",
|
|
distance[source].probability, numEdges,
|
|
distance[source].amountToReceive-amt)
|
|
|
|
return pathEdges, nil
|
|
}
|
|
|
|
// getProbabilityBasedDist converts a weight into a distance that takes into
|
|
// account the success probability and the (virtual) cost of a failed payment
|
|
// attempt.
|
|
//
|
|
// Derivation:
|
|
//
|
|
// Suppose there are two routes A and B with fees Fa and Fb and success
|
|
// probabilities Pa and Pb.
|
|
//
|
|
// Is the expected cost of trying route A first and then B lower than trying the
|
|
// other way around?
|
|
//
|
|
// The expected cost of A-then-B is: Pa*Fa + (1-Pa)*Pb*(c+Fb)
|
|
//
|
|
// The expected cost of B-then-A is: Pb*Fb + (1-Pb)*Pa*(c+Fa)
|
|
//
|
|
// In these equations, the term representing the case where both A and B fail is
|
|
// left out because its value would be the same in both cases.
|
|
//
|
|
// Pa*Fa + (1-Pa)*Pb*(c+Fb) < Pb*Fb + (1-Pb)*Pa*(c+Fa)
|
|
//
|
|
// Pa*Fa + Pb*c + Pb*Fb - Pa*Pb*c - Pa*Pb*Fb < Pb*Fb + Pa*c + Pa*Fa - Pa*Pb*c - Pa*Pb*Fa
|
|
//
|
|
// Removing terms that cancel out:
|
|
// Pb*c - Pa*Pb*Fb < Pa*c - Pa*Pb*Fa
|
|
//
|
|
// Divide by Pa*Pb:
|
|
// c/Pa - Fb < c/Pb - Fa
|
|
//
|
|
// Move terms around:
|
|
// 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
|
|
|
|
if probability < minProbability {
|
|
return infinity
|
|
}
|
|
|
|
return weight + int64(float64(penalty)/probability)
|
|
}
|