lnd/routing/pathfind.go
Olaoluwa Osuntokun 7a3116f8a9
routing: ensure we set the TotalFees value on routes properly
Before this commit, we wouldn’t properly set the TotalFees attribute.
As a result, our sorting algorithm at the end to select candidate
routes would simply maintain the time-lock order rather than also sort
by total fees. This commit fixes this issue and also allows the test
added in the prior commit to pass.
2017-12-06 18:45:52 -08:00

725 lines
25 KiB
Go

package routing
import (
"encoding/binary"
"fmt"
"math"
"container/heap"
"github.com/boltdb/bolt"
"github.com/lightningnetwork/lightning-onion"
"github.com/lightningnetwork/lnd/channeldb"
"github.com/lightningnetwork/lnd/lnwire"
"github.com/roasbeef/btcd/btcec"
"github.com/roasbeef/btcd/chaincfg/chainhash"
"github.com/roasbeef/btcutil"
)
const (
// HopLimit is the maximum number hops that is permissible as a route.
// Any potential paths found that lie above this limit will be rejected
// with an error. This value is computed using the current fixed-size
// packet length of the Sphinx construction.
HopLimit = 20
// infinity is used as a starting distance in our shortest path search.
infinity = math.MaxFloat64
)
// ChannelHop is an intermediate hop within the network with a greater
// multi-hop payment route. This struct contains the relevant routing policy of
// the particular edge, as well as the total capacity, and origin chain of the
// channel itself.
type ChannelHop struct {
// Capacity is the total capacity of the channel being traversed. This
// value is expressed for stability in satoshis.
Capacity btcutil.Amount
// Chain is a 32-byte has that denotes the base blockchain network of
// the channel. The 32-byte hash is the "genesis" block of the
// blockchain, or the very first block in the chain.
//
// TODO(roasbeef): store chain within edge info/policy in database.
Chain chainhash.Hash
*channeldb.ChannelEdgePolicy
}
// Hop represents the forwarding details at a particular position within the
// final route. This struct houses the values necessary to create the HTLC
// which will travel along this hop, and also encode the per-hop payload
// included within the Sphinx packet.
type Hop struct {
// Channel is the active payment channel edge that this hop will travel
// along.
Channel *ChannelHop
// OutgoingTimeLock is the timelock value that should be used when
// crafting the _outgoing_ HTLC from this hop.
OutgoingTimeLock uint32
// AmtToForward is the amount that this hop will forward to the next
// hop. This value is less than the value that the incoming HTLC
// carries as a fee will be subtracted by the hop.
AmtToForward lnwire.MilliSatoshi
// Fee is the total fee that this hop will subtract from the incoming
// payment, this difference nets the hop fees for forwarding the
// payment.
Fee lnwire.MilliSatoshi
}
// computeFee computes the fee to forward an HTLC of `amt` milli-satoshis over
// the passed active payment channel. This value is currently computed as
// specified in BOLT07, but will likely change in the near future.
func computeFee(amt lnwire.MilliSatoshi, edge *ChannelHop) lnwire.MilliSatoshi {
return edge.FeeBaseMSat + (amt*edge.FeeProportionalMillionths)/1000000
}
// isSamePath returns true if path1 and path2 travel through the exact same
// edges, and false otherwise.
func isSamePath(path1, path2 []*ChannelHop) bool {
if len(path1) != len(path2) {
return false
}
for i := 0; i < len(path1); i++ {
if path1[i].ChannelID != path2[i].ChannelID {
return false
}
}
return true
}
// Route represents a path through the channel graph which runs over one or
// more channels in succession. This struct carries all the information
// required to craft the Sphinx onion packet, and send the payment along the
// first hop in the path. A route is only selected as valid if all the channels
// have sufficient capacity to carry the initial payment amount after fees are
// accounted for.
type Route struct {
// TotalTimeLock is the cumulative (final) time lock across the entire
// route. This is the CLTV value that should be extended to the first
// hop in the route. All other hops will decrement the time-lock as
// advertised, leaving enough time for all hops to wait for or present
// the payment preimage to complete the payment.
TotalTimeLock uint32
// TotalFees is the sum of the fees paid at each hop within the final
// route. In the case of a one-hop payment, this value will be zero as
// we don't need to pay a fee it ourself.
TotalFees lnwire.MilliSatoshi
// TotalAmount is the total amount of funds required to complete a
// payment over this route. This value includes the cumulative fees at
// each hop. As a result, the HTLC extended to the first-hop in the
// route will need to have at least this many satoshis, otherwise the
// route will fail at an intermediate node due to an insufficient
// amount of fees.
TotalAmount lnwire.MilliSatoshi
// Hops contains details concerning the specific forwarding details at
// each hop.
Hops []*Hop
// nodeIndex is a map that allows callers to quickly look up if a node
// is present in this computed route or not.
nodeIndex map[Vertex]struct{}
// chanIndex is an index that allows callers to determine if a channel
// is present in this route or not. Channels are identified by the
// uint64 version of the short channel ID.
chanIndex map[uint64]struct{}
// nextHop maps a node, to the next channel that it will pass the HTLC
// off to. With this map, we can easily look up the next outgoing
// channel or node for pruning purposes.
nextHopMap map[Vertex]*ChannelHop
}
// nextHopVertex returns the next hop (by Vertex) after the target node. If the
// target node is not found in the route, then false is returned.
func (r *Route) nextHopVertex(n *btcec.PublicKey) (Vertex, bool) {
hop, ok := r.nextHopMap[NewVertex(n)]
return NewVertex(hop.Node.PubKey), ok
}
// nextHopChannel returns the uint64 channel ID of the next hop after the
// target node. If the target node is not foud in the route, then false is
// returned.
func (r *Route) nextHopChannel(n *btcec.PublicKey) (uint64, bool) {
hop, ok := r.nextHopMap[NewVertex(n)]
return hop.ChannelID, ok
}
// containsNode returns true if a node is present in the target route, and
// false otherwise.
func (r *Route) containsNode(v Vertex) bool {
_, ok := r.nodeIndex[v]
return ok
}
// containsChannel returns true if a channel is present in the target route,
// and false otherwise. The passed chanID should be the converted uint64 form
// of lnwire.ShortChannelID.
func (r *Route) containsChannel(chanID uint64) bool {
_, ok := r.chanIndex[chanID]
return ok
}
// ToHopPayloads converts a complete route into the series of per-hop payloads
// that is to be encoded within each HTLC using an opaque Sphinx packet.
func (r *Route) ToHopPayloads() []sphinx.HopData {
hopPayloads := make([]sphinx.HopData, len(r.Hops))
// For each hop encoded within the route, we'll convert the hop struct
// to the matching per-hop payload struct as used by the sphinx
// package.
for i, hop := range r.Hops {
hopPayloads[i] = sphinx.HopData{
// TODO(roasbeef): properly set realm, make sphinx type
// an enum actually?
Realm: 0,
ForwardAmount: uint64(hop.AmtToForward),
OutgoingCltv: hop.OutgoingTimeLock,
}
// As a base case, the next hop is set to all zeroes in order
// to indicate that the "last hop" as no further hops after it.
nextHop := uint64(0)
// If we aren't on the last hop, then we set the "next address"
// field to be the channel that directly follows it.
if i != len(r.Hops)-1 {
nextHop = r.Hops[i+1].Channel.ChannelID
}
binary.BigEndian.PutUint64(hopPayloads[i].NextAddress[:],
nextHop)
}
return hopPayloads
}
// newRoute returns a fully valid route between the source and target that's
// capable of supporting a payment of `amtToSend` after fees are fully
// computed. If the route is too long, or the selected path cannot support the
// fully payment including fees, then a non-nil error is returned.
//
// NOTE: The passed slice of ChannelHops MUST be sorted in forward order: from
// the source to the target node of the path finding attempt.
func newRoute(amtToSend lnwire.MilliSatoshi, sourceVertex Vertex,
pathEdges []*ChannelHop, currentHeight uint32,
finalCLTVDelta uint16) (*Route, error) {
// First, we'll create a new empty route with enough hops to match the
// amount of path edges. We set the TotalTimeLock to the current block
// height, as this is the basis that all of the time locks will be
// calculated from.
route := &Route{
Hops: make([]*Hop, len(pathEdges)),
TotalTimeLock: currentHeight,
nodeIndex: make(map[Vertex]struct{}),
chanIndex: make(map[uint64]struct{}),
nextHopMap: make(map[Vertex]*ChannelHop),
}
// TODO(roasbeef): need to do sanity check to ensure we don't make a
// "dust" payment: over x% of money sending to fees
// We'll populate the next hop map for the _source_ node with the
// information for the first hop so the mapping is sound.
route.nextHopMap[sourceVertex] = pathEdges[0]
// The running amount is the total amount of satoshis required at this
// point in the route. We start this value at the amount we want to
// send to the destination. This value will then get successively
// larger as we compute the fees going backwards.
runningAmt := amtToSend
pathLength := len(pathEdges)
for i := pathLength - 1; i >= 0; i-- {
edge := pathEdges[i]
// First, we'll update both the node and channel index, to
// indicate that this Vertex, and outgoing channel link are
// present within this route.
v := NewVertex(edge.Node.PubKey)
route.nodeIndex[v] = struct{}{}
route.chanIndex[edge.ChannelID] = struct{}{}
// If this isn't a direct payment, and this isn't the last hop
// in the route, then we'll also populate the nextHop map to
// allow easy route traversal by callers.
if len(pathEdges) > 1 && i != len(pathEdges)-1 {
route.nextHopMap[v] = route.Hops[i+1].Channel
}
// Now we'll start to calculate the items within the per-hop
// payload for this current hop.
//
// If this is the last hop, then we send the exact amount and
// pay no fee, as we're paying directly to the receiver, and
// there're no additional hops.
amtToForward := runningAmt
fee := lnwire.MilliSatoshi(0)
// If this isn't the last hop, to add enough funds to pay for
// transit over the next link.
if i != len(pathEdges)-1 {
// We'll grab the edge policy and per-hop payload of
// the prior hop so we can calculate fees properly.
prevEdge := pathEdges[i+1]
prevHop := route.Hops[i+1]
// The fee for this hop, will be based on how much the
// prior hop carried, as we'll need to increase the
// amount of satoshis incoming into this hop to
// properly pay the required fees.
prevAmount := prevHop.AmtToForward
fee = computeFee(prevAmount, prevEdge)
// With the fee computed, we increment the total amount
// as we need to pay this fee. This value represents
// the amount of funds that will come _into_ this edge.
runningAmt += fee
// Otherwise, for a node to forward an HTLC, then
// following inequality most hold true:
//
// * amt_in - fee >= amt_to_forward
amtToForward = runningAmt - fee
}
// Now we create the hop struct for this point in the route.
// The amount to forward is the running amount, and we compute
// the required fee based on this amount.
nextHop := &Hop{
Channel: edge,
AmtToForward: amtToForward,
Fee: fee,
}
edge.Node.PubKey.Curve = nil
route.TotalFees += nextHop.Fee
// As a sanity check, we ensure that the selected channel has
// enough capacity to forward the required amount which
// includes the fee dictated at each hop.
if nextHop.AmtToForward.ToSatoshis() > nextHop.Channel.Capacity {
err := fmt.Sprintf("channel graph has insufficient "+
"capacity for the payment: need %v, have %v",
nextHop.AmtToForward.ToSatoshis(),
nextHop.Channel.Capacity)
return nil, newErrf(ErrInsufficientCapacity, err)
}
// If this is the last hop, then for verification purposes, the
// value of the outgoing time-lock should be _exactly_ the
// absolute time out they'd expect in the HTLC.
if i == len(pathEdges)-1 {
// As this is the last hop, we'll use the specified
// final CLTV delta value instead of the value from the
// last link in the route.
route.TotalTimeLock += uint32(finalCLTVDelta)
nextHop.OutgoingTimeLock = currentHeight + uint32(finalCLTVDelta)
} else {
// Next, increment the total timelock of the entire
// route such that each hops time lock increases as we
// walk backwards in the route, using the delta of the
// previous hop.
route.TotalTimeLock += uint32(edge.TimeLockDelta)
// Otherwise, the value of the outgoing time-lock will
// be the value of the time-lock for the _outgoing_
// HTLC, so we factor in their specified grace period
// (time lock delta).
nextHop.OutgoingTimeLock = route.TotalTimeLock -
uint32(edge.TimeLockDelta)
}
route.Hops[i] = nextHop
}
// The total amount required for this route will be the value the
// source extends to the first hop in the route.
route.TotalAmount = runningAmt
return route, nil
}
// Vertex is a simple alias for the serialization of a compressed Bitcoin
// public key.
type Vertex [33]byte
// NewVertex returns a new Vertex given a public key.
func NewVertex(pub *btcec.PublicKey) Vertex {
var v Vertex
copy(v[:], pub.SerializeCompressed())
return v
}
// String returns a human readable version of the Vertex which is the
// hex-encoding of the serialized compressed public key.
func (v Vertex) String() string {
return fmt.Sprintf("%x", v[:])
}
// edgeWithPrev is a helper struct used in path finding that couples an
// directional edge with the node's ID in the opposite direction.
type edgeWithPrev struct {
edge *ChannelHop
prevNode *btcec.PublicKey
}
// edgeWeight computes the weight of an edge. This value is used when searching
// for the shortest path within the channel graph between two nodes. Currently
// this is just 1 + the cltv delta value required at this hop, this value
// should be tuned with experimental and empirical data.
//
// TODO(roasbeef): compute robust weight metric
func edgeWeight(e *channeldb.ChannelEdgePolicy) float64 {
return float64(1 + e.TimeLockDelta)
}
// findPath attempts to find a path from the source node within the
// ChannelGraph to the target node that's capable of supporting a payment of
// `amt` value. The current approach implemented is modified version of
// Dijkstra's algorithm to find a single shortest path between the source node
// and the destination. The distance metric used for edges is related to the
// time-lock+fee costs along a particular edge. If a path is found, this
// function returns a slice of ChannelHop structs which encoded the chosen path
// from the target to the source.
func findPath(tx *bolt.Tx, graph *channeldb.ChannelGraph,
sourceNode *channeldb.LightningNode, target *btcec.PublicKey,
ignoredNodes map[Vertex]struct{}, ignoredEdges map[uint64]struct{},
amt lnwire.MilliSatoshi) ([]*ChannelHop, error) {
var err error
if tx == nil {
tx, err = graph.Database().Begin(false)
if err != nil {
return nil, err
}
defer tx.Rollback()
}
// First we'll initialize an empty heap which'll help us to quickly
// locate the next edge we should visit next during our graph
// traversal.
var nodeHeap distanceHeap
// For each node/Vertex the graph we create an entry in the distance
// map for the node set with a distance of "infinity". We also mark
// add the node to our set of unvisited nodes.
distance := make(map[Vertex]nodeWithDist)
if err := graph.ForEachNode(tx, func(_ *bolt.Tx, node *channeldb.LightningNode) error {
// TODO(roasbeef): with larger graph can just use disk seeks
// with a visited map
distance[NewVertex(node.PubKey)] = nodeWithDist{
dist: infinity,
node: node,
}
return nil
}); err != nil {
return nil, err
}
// TODO(roasbeef): also add path caching
// * similar to route caching, but doesn't factor in the amount
// To start, we add the source of our path finding attempt to the
// distance map with with a distance of 0. This indicates our starting
// point in the graph traversal.
sourceVertex := NewVertex(sourceNode.PubKey)
distance[sourceVertex] = nodeWithDist{
dist: 0,
node: sourceNode,
}
// To start, our source node will the sole item within our distance
// heap.
heap.Push(&nodeHeap, distance[sourceVertex])
// We'll use this map as a series of "previous" hop pointers. So to get
// to `Vertex` we'll take the edge that it's mapped to within `prev`.
prev := make(map[Vertex]edgeWithPrev)
for nodeHeap.Len() != 0 {
// Fetch the node within the smallest distance from our source
// from the heap.
partialPath := heap.Pop(&nodeHeap).(nodeWithDist)
bestNode := partialPath.node
// If we've reached our target (or we don't have any outgoing
// edges), then we're done here and can exit the graph
// traversal early.
if bestNode.PubKey.IsEqual(target) {
break
}
// Now that we've found the next potential step to take we'll
// examine all the outgoing edge (channels) from this node to
// further our graph traversal.
pivot := NewVertex(bestNode.PubKey)
err := bestNode.ForEachChannel(tx, func(tx *bolt.Tx,
edgeInfo *channeldb.ChannelEdgeInfo,
outEdge, inEdge *channeldb.ChannelEdgePolicy) error {
v := NewVertex(outEdge.Node.PubKey)
// If the outgoing edge is currently disabled, then
// we'll stop here, as we shouldn't attempt to route
// through it.
edgeFlags := lnwire.ChanUpdateFlag(outEdge.Flags)
if edgeFlags&lnwire.ChanUpdateDisabled == lnwire.ChanUpdateDisabled {
return nil
}
// If this Vertex or edge has been black listed, then
// we'll skip exploring this edge during this
// iteration.
if _, ok := ignoredNodes[v]; ok {
return nil
}
if _, ok := ignoredEdges[outEdge.ChannelID]; ok {
return nil
}
// Compute the tentative distance to this new
// channel/edge which is the distance to our current
// pivot node plus the weight of this edge.
tempDist := distance[pivot].dist + edgeWeight(outEdge)
// If this new tentative distance is better than the
// current best known distance to this node, then we
// record the new better distance, and also populate
// our "next hop" map with this edge. We'll also shave
// off irrelevant edges by adding the sufficient
// capacity of an edge and clearing their min-htlc
// amount to our relaxation condition.
if tempDist < distance[v].dist &&
edgeInfo.Capacity >= amt.ToSatoshis() &&
amt >= outEdge.MinHTLC {
distance[v] = nodeWithDist{
dist: tempDist,
node: outEdge.Node,
}
prev[v] = edgeWithPrev{
// We'll use the *incoming* edge here
// as we need to use the routing policy
// specified by the node this channel
// connects to.
edge: &ChannelHop{
ChannelEdgePolicy: outEdge,
Capacity: edgeInfo.Capacity,
},
prevNode: bestNode.PubKey,
}
// Add this new node to our heap as we'd like
// to further explore down this edge.
heap.Push(&nodeHeap, distance[v])
}
// TODO(roasbeef): return min HTLC as error in end?
return nil
})
if err != nil {
return nil, err
}
}
// If the target node isn't found in the prev hop map, then a path
// doesn't exist, so we terminate in an error.
if _, ok := prev[NewVertex(target)]; !ok {
return nil, newErrf(ErrNoPathFound, "unable to find a path to "+
"destination")
}
// If the potential route if below the max hop limit, then we'll use
// the prevHop map to unravel the path. We end up with a list of edges
// in the reverse direction which we'll use to properly calculate the
// timelock and fee values.
pathEdges := make([]*ChannelHop, 0, len(prev))
prevNode := NewVertex(target)
for prevNode != sourceVertex { // TODO(roasbeef): assumes no cycles
// Add the current hop to the limit of path edges then walk
// backwards from this hop via the prev pointer for this hop
// within the prevHop map.
pathEdges = append(pathEdges, prev[prevNode].edge)
prev[prevNode].edge.Node.PubKey.Curve = nil
prevNode = NewVertex(prev[prevNode].prevNode)
}
// 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")
}
// As our traversal of the prev map above walked backwards from the
// target to the source in the route, we need to reverse it before
// returning the final route.
for i := 0; i < numEdges/2; i++ {
pathEdges[i], pathEdges[numEdges-i-1] = pathEdges[numEdges-i-1], pathEdges[i]
}
return pathEdges, nil
}
// findPaths implements a k-shortest paths algorithm to find all the reachable
// paths between the passed source and target. The algorithm will continue to
// traverse the graph until all possible candidate paths have been depleted.
// This function implements a modified version of Yen's. To find each path
// itself, we utilize our modified version of Dijkstra's found above. When
// examining possible spur and root paths, rather than removing edges or
// Vertexes from the graph, we instead utilize a Vertex+edge black-list that
// will be ignored by our modified Dijkstra's algorithm. With this approach, we
// make our inner path finding algorithm aware of our k-shortest paths
// algorithm, rather than attempting to use an unmodified path finding
// algorithm in a block box manner.
func findPaths(tx *bolt.Tx, graph *channeldb.ChannelGraph,
source *channeldb.LightningNode, target *btcec.PublicKey,
amt lnwire.MilliSatoshi) ([][]*ChannelHop, error) {
// TODO(roasbeef): take in db tx
ignoredEdges := make(map[uint64]struct{})
ignoredVertexes := make(map[Vertex]struct{})
// TODO(roasbeef): modifying ordering within heap to eliminate final
// sorting step?
var (
shortestPaths [][]*ChannelHop
candidatePaths pathHeap
)
// First we'll find a single shortest path from the source (our
// selfNode) to the target destination that's capable of carrying amt
// satoshis along the path before fees are calculated.
startingPath, err := findPath(tx, graph, source, target,
ignoredVertexes, ignoredEdges, amt)
if err != nil {
log.Errorf("Unable to find path: %v", err)
return nil, err
}
// Manually insert a "self" edge emanating from ourselves. This
// self-edge is required in order for the path finding algorithm to
// function properly.
firstPath := make([]*ChannelHop, 0, len(startingPath)+1)
firstPath = append(firstPath, &ChannelHop{
ChannelEdgePolicy: &channeldb.ChannelEdgePolicy{
Node: source,
},
})
firstPath = append(firstPath, startingPath...)
shortestPaths = append(shortestPaths, firstPath)
source.PubKey.Curve = nil
// While we still have candidate paths to explore we'll keep exploring
// the sub-graphs created to find the next k-th shortest path.
for k := 1; k < 100; k++ {
prevShortest := shortestPaths[k-1]
// We'll examine each edge in the previous iteration's shortest
// path in order to find path deviations from each node in the
// path.
for i := 0; i < len(prevShortest)-1; i++ {
// These two maps will mark the edges and Vertexes
// we'll exclude from the next path finding attempt.
// These are required to ensure the paths are unique
// and loopless.
ignoredEdges = make(map[uint64]struct{})
ignoredVertexes = make(map[Vertex]struct{})
// Our spur node is the i-th node in the prior shortest
// path, and our root path will be all nodes in the
// path leading up to our spurNode.
spurNode := prevShortest[i].Node
rootPath := prevShortest[:i+1]
// Before we kickoff our next path finding iteration,
// we'll find all the edges we need to ignore in this
// next round.
for _, path := range shortestPaths {
// If our current rootPath is a prefix of this
// shortest path, then we'll remove the edge
// directly _after_ our spur node from the
// graph so we don't repeat paths.
if len(path) > i+1 && isSamePath(rootPath, path[:i+1]) {
ignoredEdges[path[i+1].ChannelID] = struct{}{}
}
}
// Next we'll remove all entries in the root path that
// aren't the current spur node from the graph.
for _, hop := range rootPath {
node := hop.Node.PubKey
if node.IsEqual(spurNode.PubKey) {
continue
}
ignoredVertexes[NewVertex(node)] = struct{}{}
}
// With the edges that are part of our root path, and
// the Vertexes (other than the spur path) within the
// root path removed, we'll attempt to find another
// shortest path from the spur node to the destination.
spurPath, err := findPath(tx, graph, spurNode, target,
ignoredVertexes, ignoredEdges, amt)
// If we weren't able to find a path, we'll continue to
// the next round.
if IsError(err, ErrNoPathFound) {
continue
} else if err != nil {
return nil, err
}
// Create the new combined path by concatenating the
// rootPath to the spurPath.
newPathLen := len(rootPath) + len(spurPath)
newPath := path{
hops: make([]*ChannelHop, 0, newPathLen),
dist: newPathLen,
}
newPath.hops = append(newPath.hops, rootPath...)
newPath.hops = append(newPath.hops, spurPath...)
// TODO(roasbeef): add and consult path finger print
// We'll now add this newPath to the heap of candidate
// shortest paths.
heap.Push(&candidatePaths, newPath)
}
// If our min-heap of candidate paths is empty, then we can
// exit early.
if candidatePaths.Len() == 0 {
break
}
// To conclude this latest iteration, we'll take the shortest
// path in our set of candidate paths and add it to our
// shortestPaths list as the *next* shortest path.
nextShortestPath := heap.Pop(&candidatePaths).(path).hops
shortestPaths = append(shortestPaths, nextShortestPath)
}
return shortestPaths, nil
}