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Merge pull request #1456 from jkczyz/2022-04-effective-capacity
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Use `EffectiveCapacity` in `Score` trait
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@arik-so
arik-so authored May 20, 2022
2 parents 36817e0 + 4715d90 commit 0c6974b
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Showing 4 changed files with 531 additions and 208 deletions.
7 changes: 4 additions & 3 deletions lightning-invoice/src/payment.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -38,9 +38,9 @@
//! # use lightning::ln::{PaymentHash, PaymentPreimage, PaymentSecret};
//! # use lightning::ln::channelmanager::{ChannelDetails, PaymentId, PaymentSendFailure};
//! # use lightning::ln::msgs::LightningError;
//! # use lightning::routing::scoring::Score;
//! # use lightning::routing::network_graph::NodeId;
//! # use lightning::routing::router::{Route, RouteHop, RouteParameters};
//! # use lightning::routing::scoring::{ChannelUsage, Score};
//! # use lightning::util::events::{Event, EventHandler, EventsProvider};
//! # use lightning::util::logger::{Logger, Record};
//! # use lightning::util::ser::{Writeable, Writer};
Expand Down Expand Up @@ -90,7 +90,7 @@
//! # }
//! # impl Score for FakeScorer {
//! # fn channel_penalty_msat(
//! # &self, _short_channel_id: u64, _send_amt: u64, _chan_amt: u64, _source: &NodeId, _target: &NodeId
//! # &self, _short_channel_id: u64, _source: &NodeId, _target: &NodeId, _usage: ChannelUsage
//! # ) -> u64 { 0 }
//! # fn payment_path_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {}
//! # fn payment_path_successful(&mut self, _path: &[&RouteHop]) {}
Expand Down Expand Up @@ -604,6 +604,7 @@ mod tests {
use lightning::ln::msgs::{ChannelMessageHandler, ErrorAction, LightningError};
use lightning::routing::network_graph::NodeId;
use lightning::routing::router::{PaymentParameters, Route, RouteHop};
use lightning::routing::scoring::ChannelUsage;
use lightning::util::test_utils::TestLogger;
use lightning::util::errors::APIError;
use lightning::util::events::{Event, EventsProvider, MessageSendEvent, MessageSendEventsProvider};
Expand Down Expand Up @@ -1444,7 +1445,7 @@ mod tests {

impl Score for TestScorer {
fn channel_penalty_msat(
&self, _short_channel_id: u64, _send_amt: u64, _chan_amt: u64, _source: &NodeId, _target: &NodeId
&self, _short_channel_id: u64, _source: &NodeId, _target: &NodeId, _usage: ChannelUsage
) -> u64 { 0 }

fn payment_path_failed(&mut self, actual_path: &[&RouteHop], actual_short_channel_id: u64) {
Expand Down
57 changes: 40 additions & 17 deletions lightning/src/routing/network_graph.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -695,7 +695,7 @@ impl ChannelInfo {
return None;
}
};
Some((DirectedChannelInfo { channel: self, direction }, source))
Some((DirectedChannelInfo::new(self, direction), source))
}

/// Returns a [`DirectedChannelInfo`] for the channel directed from the given `source` to a
Expand All @@ -710,7 +710,7 @@ impl ChannelInfo {
return None;
}
};
Some((DirectedChannelInfo { channel: self, direction }, target))
Some((DirectedChannelInfo::new(self, direction), target))
}
}

Expand Down Expand Up @@ -739,35 +739,53 @@ impl_writeable_tlv_based!(ChannelInfo, {
pub struct DirectedChannelInfo<'a> {
channel: &'a ChannelInfo,
direction: Option<&'a ChannelUpdateInfo>,
htlc_maximum_msat: u64,
effective_capacity: EffectiveCapacity,
}

impl<'a> DirectedChannelInfo<'a> {
#[inline]
fn new(channel: &'a ChannelInfo, direction: Option<&'a ChannelUpdateInfo>) -> Self {
let htlc_maximum_msat = direction.and_then(|direction| direction.htlc_maximum_msat);
let capacity_msat = channel.capacity_sats.map(|capacity_sats| capacity_sats * 1000);

let (htlc_maximum_msat, effective_capacity) = match (htlc_maximum_msat, capacity_msat) {
(Some(amount_msat), Some(capacity_msat)) => {
let htlc_maximum_msat = cmp::min(amount_msat, capacity_msat);
(htlc_maximum_msat, EffectiveCapacity::Total { capacity_msat })
},
(Some(amount_msat), None) => {
(amount_msat, EffectiveCapacity::MaximumHTLC { amount_msat })
},
(None, Some(capacity_msat)) => {
(capacity_msat, EffectiveCapacity::Total { capacity_msat })
},
(None, None) => (EffectiveCapacity::Unknown.as_msat(), EffectiveCapacity::Unknown),
};

Self {
channel, direction, htlc_maximum_msat, effective_capacity
}
}

/// Returns information for the channel.
pub fn channel(&self) -> &'a ChannelInfo { self.channel }

/// Returns information for the direction.
pub fn direction(&self) -> Option<&'a ChannelUpdateInfo> { self.direction }

/// Returns the maximum HTLC amount allowed over the channel in the direction.
pub fn htlc_maximum_msat(&self) -> u64 {
self.htlc_maximum_msat
}

/// Returns the [`EffectiveCapacity`] of the channel in the direction.
///
/// This is either the total capacity from the funding transaction, if known, or the
/// `htlc_maximum_msat` for the direction as advertised by the gossip network, if known,
/// whichever is smaller.
/// otherwise.
pub fn effective_capacity(&self) -> EffectiveCapacity {
let capacity_msat = self.channel.capacity_sats.map(|capacity_sats| capacity_sats * 1000);
self.direction
.and_then(|direction| direction.htlc_maximum_msat)
.map(|max_htlc_msat| {
let capacity_msat = capacity_msat.unwrap_or(u64::max_value());
if max_htlc_msat < capacity_msat {
EffectiveCapacity::MaximumHTLC { amount_msat: max_htlc_msat }
} else {
EffectiveCapacity::Total { capacity_msat }
}
})
.or_else(|| capacity_msat.map(|capacity_msat|
EffectiveCapacity::Total { capacity_msat }))
.unwrap_or(EffectiveCapacity::Unknown)
self.effective_capacity
}

/// Returns `Some` if [`ChannelUpdateInfo`] is available in the direction.
Expand Down Expand Up @@ -805,6 +823,10 @@ impl<'a> DirectedChannelInfoWithUpdate<'a> {
/// Returns the [`EffectiveCapacity`] of the channel in the direction.
#[inline]
pub(super) fn effective_capacity(&self) -> EffectiveCapacity { self.inner.effective_capacity() }

/// Returns the maximum HTLC amount allowed over the channel in the direction.
#[inline]
pub(super) fn htlc_maximum_msat(&self) -> u64 { self.inner.htlc_maximum_msat() }
}

impl<'a> fmt::Debug for DirectedChannelInfoWithUpdate<'a> {
Expand All @@ -817,6 +839,7 @@ impl<'a> fmt::Debug for DirectedChannelInfoWithUpdate<'a> {
///
/// While this may be smaller than the actual channel capacity, amounts greater than
/// [`Self::as_msat`] should not be routed through the channel.
#[derive(Clone, Copy)]
pub enum EffectiveCapacity {
/// The available liquidity in the channel known from being a channel counterparty, and thus a
/// direct hop.
Expand Down
122 changes: 80 additions & 42 deletions lightning/src/routing/router.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -17,7 +17,7 @@ use bitcoin::secp256k1::PublicKey;
use ln::channelmanager::ChannelDetails;
use ln::features::{ChannelFeatures, InvoiceFeatures, NodeFeatures};
use ln::msgs::{DecodeError, ErrorAction, LightningError, MAX_VALUE_MSAT};
use routing::scoring::Score;
use routing::scoring::{ChannelUsage, Score};
use routing::network_graph::{DirectedChannelInfoWithUpdate, EffectiveCapacity, NetworkGraph, ReadOnlyNetworkGraph, NodeId, RoutingFees};
use util::ser::{Writeable, Readable};
use util::logger::{Level, Logger};
Expand Down Expand Up @@ -414,6 +414,16 @@ impl<'a> CandidateRouteHop<'a> {
}
}

fn htlc_maximum_msat(&self) -> u64 {
match self {
CandidateRouteHop::FirstHop { details } => details.next_outbound_htlc_limit_msat,
CandidateRouteHop::PublicHop { info, .. } => info.htlc_maximum_msat(),
CandidateRouteHop::PrivateHop { hint } => {
hint.htlc_maximum_msat.unwrap_or(u64::max_value())
},
}
}

fn fees(&self) -> RoutingFees {
match self {
CandidateRouteHop::FirstHop { .. } => RoutingFees {
Expand Down Expand Up @@ -481,7 +491,8 @@ struct PathBuildingHop<'a> {

impl<'a> core::fmt::Debug for PathBuildingHop<'a> {
fn fmt(&self, f: &mut core::fmt::Formatter) -> Result<(), core::fmt::Error> {
f.debug_struct("PathBuildingHop")
let mut debug_struct = f.debug_struct("PathBuildingHop");
debug_struct
.field("node_id", &self.node_id)
.field("short_channel_id", &self.candidate.short_channel_id())
.field("total_fee_msat", &self.total_fee_msat)
Expand All @@ -490,8 +501,11 @@ impl<'a> core::fmt::Debug for PathBuildingHop<'a> {
.field("total_fee_msat - (next_hops_fee_msat + hop_use_fee_msat)", &(&self.total_fee_msat - (&self.next_hops_fee_msat + &self.hop_use_fee_msat)))
.field("path_penalty_msat", &self.path_penalty_msat)
.field("path_htlc_minimum_msat", &self.path_htlc_minimum_msat)
.field("cltv_expiry_delta", &self.candidate.cltv_expiry_delta())
.finish()
.field("cltv_expiry_delta", &self.candidate.cltv_expiry_delta());
#[cfg(all(not(feature = "_bench_unstable"), any(test, fuzzing)))]
let debug_struct = debug_struct
.field("value_contribution_msat", &self.value_contribution_msat);
debug_struct.finish()
}
}

Expand Down Expand Up @@ -830,12 +844,12 @@ where L::Target: Logger {
let recommended_value_msat = final_value_msat * ROUTE_CAPACITY_PROVISION_FACTOR as u64;
let mut path_value_msat = final_value_msat;

// We don't want multiple paths (as per MPP) share liquidity of the same channels.
// This map allows paths to be aware of the channel use by other paths in the same call.
// This would help to make a better path finding decisions and not "overbook" channels.
// It is unaware of the directions (except for `next_outbound_htlc_limit_msat` in
// `first_hops`).
let mut bookkept_channels_liquidity_available_msat = HashMap::with_capacity(network_nodes.len());
// Keep track of how much liquidity has been used in selected channels. Used to determine
// if the channel can be used by additional MPP paths or to inform path finding decisions. It is
// aware of direction *only* to ensure that the correct htlc_maximum_msat value is used. Hence,
// liquidity used in one direction will not offset any used in the opposite direction.
let mut used_channel_liquidities: HashMap<(u64, bool), u64> =
HashMap::with_capacity(network_nodes.len());

// Keeping track of how much value we already collected across other paths. Helps to decide:
// - how much a new path should be transferring (upper bound);
Expand Down Expand Up @@ -885,9 +899,7 @@ where L::Target: Logger {
// - for first and last hops early in get_route
if $src_node_id != $dest_node_id {
let short_channel_id = $candidate.short_channel_id();
let available_liquidity_msat = bookkept_channels_liquidity_available_msat
.entry(short_channel_id)
.or_insert_with(|| $candidate.effective_capacity().as_msat());
let htlc_maximum_msat = $candidate.htlc_maximum_msat();

// It is tricky to subtract $next_hops_fee_msat from available liquidity here.
// It may be misleading because we might later choose to reduce the value transferred
Expand All @@ -896,7 +908,14 @@ where L::Target: Logger {
// fees caused by one expensive channel, but then this channel could have been used
// if the amount being transferred over this path is lower.
// We do this for now, but this is a subject for removal.
if let Some(available_value_contribution_msat) = available_liquidity_msat.checked_sub($next_hops_fee_msat) {
if let Some(mut available_value_contribution_msat) = htlc_maximum_msat.checked_sub($next_hops_fee_msat) {
let used_liquidity_msat = used_channel_liquidities
.get(&(short_channel_id, $src_node_id < $dest_node_id))
.map_or(0, |used_liquidity_msat| {
available_value_contribution_msat = available_value_contribution_msat
.saturating_sub(*used_liquidity_msat);
*used_liquidity_msat
});

// Routing Fragmentation Mitigation heuristic:
//
Expand Down Expand Up @@ -1047,9 +1066,16 @@ where L::Target: Logger {
}
}

let path_penalty_msat = $next_hops_path_penalty_msat.saturating_add(
scorer.channel_penalty_msat(short_channel_id, amount_to_transfer_over_msat,
*available_liquidity_msat, &$src_node_id, &$dest_node_id));
let channel_usage = ChannelUsage {
amount_msat: amount_to_transfer_over_msat,
inflight_htlc_msat: used_liquidity_msat,
effective_capacity: $candidate.effective_capacity(),
};
let channel_penalty_msat = scorer.channel_penalty_msat(
short_channel_id, &$src_node_id, &$dest_node_id, channel_usage
);
let path_penalty_msat = $next_hops_path_penalty_msat
.saturating_add(channel_penalty_msat);
let new_graph_node = RouteGraphNode {
node_id: $src_node_id,
lowest_fee_to_peer_through_node: total_fee_msat,
Expand Down Expand Up @@ -1207,9 +1233,8 @@ where L::Target: Logger {

// TODO: diversify by nodes (so that all paths aren't doomed if one node is offline).
'paths_collection: loop {
// For every new path, start from scratch, except
// bookkept_channels_liquidity_available_msat, which will improve
// the further iterations of path finding. Also don't erase first_hop_targets.
// For every new path, start from scratch, except for used_channel_liquidities, which
// helps to avoid reusing previously selected paths in future iterations.
targets.clear();
dist.clear();
hit_minimum_limit = false;
Expand Down Expand Up @@ -1276,16 +1301,6 @@ where L::Target: Logger {
short_channel_id: hop.short_channel_id,
})
.unwrap_or_else(|| CandidateRouteHop::PrivateHop { hint: hop });
let capacity_msat = candidate.effective_capacity().as_msat();
aggregate_next_hops_path_penalty_msat = aggregate_next_hops_path_penalty_msat
.saturating_add(scorer.channel_penalty_msat(hop.short_channel_id,
final_value_msat, capacity_msat, &source, &target));

aggregate_next_hops_cltv_delta = aggregate_next_hops_cltv_delta
.saturating_add(hop.cltv_expiry_delta as u32);

aggregate_next_hops_path_length = aggregate_next_hops_path_length
.saturating_add(1);

if !add_entry!(candidate, source, target, aggregate_next_hops_fee_msat,
path_value_msat, aggregate_next_hops_path_htlc_minimum_msat,
Expand All @@ -1297,6 +1312,25 @@ where L::Target: Logger {
hop_used = false;
}

let used_liquidity_msat = used_channel_liquidities
.get(&(hop.short_channel_id, source < target)).copied().unwrap_or(0);
let channel_usage = ChannelUsage {
amount_msat: final_value_msat + aggregate_next_hops_fee_msat,
inflight_htlc_msat: used_liquidity_msat,
effective_capacity: candidate.effective_capacity(),
};
let channel_penalty_msat = scorer.channel_penalty_msat(
hop.short_channel_id, &source, &target, channel_usage
);
aggregate_next_hops_path_penalty_msat = aggregate_next_hops_path_penalty_msat
.saturating_add(channel_penalty_msat);

aggregate_next_hops_cltv_delta = aggregate_next_hops_cltv_delta
.saturating_add(hop.cltv_expiry_delta as u32);

aggregate_next_hops_path_length = aggregate_next_hops_path_length
.saturating_add(1);

// Searching for a direct channel between last checked hop and first_hop_targets
if let Some(first_channels) = first_hop_targets.get(&NodeId::from_pubkey(&prev_hop_id)) {
for details in first_channels {
Expand Down Expand Up @@ -1448,26 +1482,30 @@ where L::Target: Logger {
// Remember that we used these channels so that we don't rely
// on the same liquidity in future paths.
let mut prevented_redundant_path_selection = false;
for (payment_hop, _) in payment_path.hops.iter() {
let channel_liquidity_available_msat = bookkept_channels_liquidity_available_msat.get_mut(&payment_hop.candidate.short_channel_id()).unwrap();
let mut spent_on_hop_msat = value_contribution_msat;
let next_hops_fee_msat = payment_hop.next_hops_fee_msat;
spent_on_hop_msat += next_hops_fee_msat;
if spent_on_hop_msat == *channel_liquidity_available_msat {
let prev_hop_iter = core::iter::once(&our_node_id)
.chain(payment_path.hops.iter().map(|(hop, _)| &hop.node_id));
for (prev_hop, (hop, _)) in prev_hop_iter.zip(payment_path.hops.iter()) {
let spent_on_hop_msat = value_contribution_msat + hop.next_hops_fee_msat;
let used_liquidity_msat = used_channel_liquidities
.entry((hop.candidate.short_channel_id(), *prev_hop < hop.node_id))
.and_modify(|used_liquidity_msat| *used_liquidity_msat += spent_on_hop_msat)
.or_insert(spent_on_hop_msat);
if *used_liquidity_msat == hop.candidate.htlc_maximum_msat() {
// If this path used all of this channel's available liquidity, we know
// this path will not be selected again in the next loop iteration.
prevented_redundant_path_selection = true;
}
*channel_liquidity_available_msat -= spent_on_hop_msat;
debug_assert!(*used_liquidity_msat <= hop.candidate.htlc_maximum_msat());
}
if !prevented_redundant_path_selection {
// If we weren't capped by hitting a liquidity limit on a channel in the path,
// we'll probably end up picking the same path again on the next iteration.
// Decrease the available liquidity of a hop in the middle of the path.
let victim_scid = payment_path.hops[(payment_path.hops.len()) / 2].0.candidate.short_channel_id();
let exhausted = u64::max_value();
log_trace!(logger, "Disabling channel {} for future path building iterations to avoid duplicates.", victim_scid);
let victim_liquidity = bookkept_channels_liquidity_available_msat.get_mut(&victim_scid).unwrap();
*victim_liquidity = 0;
*used_channel_liquidities.entry((victim_scid, false)).or_default() = exhausted;
*used_channel_liquidities.entry((victim_scid, true)).or_default() = exhausted;
}

// Track the total amount all our collected paths allow to send so that we:
Expand Down Expand Up @@ -1753,7 +1791,7 @@ mod tests {
use routing::router::{get_route, add_random_cltv_offset, default_node_features,
PaymentParameters, Route, RouteHint, RouteHintHop, RouteHop, RoutingFees,
DEFAULT_MAX_TOTAL_CLTV_EXPIRY_DELTA, MAX_PATH_LENGTH_ESTIMATE};
use routing::scoring::Score;
use routing::scoring::{ChannelUsage, Score};
use chain::transaction::OutPoint;
use chain::keysinterface::KeysInterface;
use ln::features::{ChannelFeatures, InitFeatures, InvoiceFeatures, NodeFeatures};
Expand Down Expand Up @@ -5145,7 +5183,7 @@ mod tests {
fn write<W: Writer>(&self, _w: &mut W) -> Result<(), ::io::Error> { unimplemented!() }
}
impl Score for BadChannelScorer {
fn channel_penalty_msat(&self, short_channel_id: u64, _send_amt: u64, _capacity_msat: u64, _source: &NodeId, _target: &NodeId) -> u64 {
fn channel_penalty_msat(&self, short_channel_id: u64, _: &NodeId, _: &NodeId, _: ChannelUsage) -> u64 {
if short_channel_id == self.short_channel_id { u64::max_value() } else { 0 }
}

Expand All @@ -5163,7 +5201,7 @@ mod tests {
}

impl Score for BadNodeScorer {
fn channel_penalty_msat(&self, _short_channel_id: u64, _send_amt: u64, _capacity_msat: u64, _source: &NodeId, target: &NodeId) -> u64 {
fn channel_penalty_msat(&self, _: u64, _: &NodeId, target: &NodeId, _: ChannelUsage) -> u64 {
if *target == self.node_id { u64::max_value() } else { 0 }
}

Expand Down
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