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Merge pull request #7444 from bitromortac/2302-capacity-config

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routing: configurable capacity fraction for apriori probability
This commit is contained in:
Olaoluwa Osuntokun 2023-03-02 18:39:01 -08:00 committed by GitHub
commit 251802d796
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GPG Key ID: 4AEE18F83AFDEB23
17 changed files with 578 additions and 436 deletions
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16
cmd/lncli/cmd_mission_control.go
View File

@ -84,6 +84,13 @@ var setCfgCommand = cli.Command{
"rely on historical results, expressed as " + "rely on historical results, expressed as " +
"value in [0, 1]", "value in [0, 1]",
}, },
cli.Float64Flag{
Name: "aprioricapacityfraction",
Usage: "the fraction of channels' capacities that is " +
"considered liquid in pathfinding, a value " +
"between [0.75-1.0]. a value of 1.0 disables " +
"this feature.",
},
// Bimodal config. // Bimodal config.
cli.DurationFlag{ cli.DurationFlag{
Name: "bimodaldecaytime", Name: "bimodaldecaytime",
@ -156,8 +163,10 @@ func setCfg(ctx *cli.Context) error {
HalfLifeSeconds: uint64( HalfLifeSeconds: uint64(
dCfg.PenaltyHalfLife.Seconds(), dCfg.PenaltyHalfLife.Seconds(),
), ),
HopProbability: dCfg.AprioriHopProbability, //nolint:lll HopProbability: dCfg.
AprioriHopProbability,
Weight: dCfg.AprioriWeight, Weight: dCfg.AprioriWeight,
CapacityFraction: dCfg.CapacityFraction,
} }
// We make sure the correct config is set. // We make sure the correct config is set.
@ -188,6 +197,11 @@ func setCfg(ctx *cli.Context) error {
aCfg.Weight = ctx.Float64("aprioriweight") aCfg.Weight = ctx.Float64("aprioriweight")
} }
if ctx.IsSet("aprioricapacityfraction") {
aCfg.CapacityFraction =
ctx.Float64("aprioricapacityfraction")
}
case routing.BimodalEstimatorName: case routing.BimodalEstimatorName:
haveValue = true haveValue = true

2
docs/release-notes/release-notes-0.16.0.md
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@ -444,6 +444,8 @@ in the lnwire package](https://github.com/lightningnetwork/lnd/pull/7303)
* [A new probability model ("bimodal") is added which models channel based * [A new probability model ("bimodal") is added which models channel based
liquidities within a probability theory framework.]( liquidities within a probability theory framework.](
https://github.com/lightningnetwork/lnd/pull/6815) https://github.com/lightningnetwork/lnd/pull/6815)
* [The a priori capacity factor is made configurable and its effect is
limited.](https://github.com/lightningnetwork/lnd/pull/7444)
## Configuration ## Configuration
* Note that [this pathfinding change](https://github.com/lightningnetwork/lnd/pull/6815) * Note that [this pathfinding change](https://github.com/lightningnetwork/lnd/pull/6815)

6
itest/lnd_routing_test.go
View File

@ -14,6 +14,7 @@ import (
"github.com/lightningnetwork/lnd/lntest/node" "github.com/lightningnetwork/lnd/lntest/node"
"github.com/lightningnetwork/lnd/lntest/wait" "github.com/lightningnetwork/lnd/lntest/wait"
"github.com/lightningnetwork/lnd/lnwire" "github.com/lightningnetwork/lnd/lnwire"
"github.com/lightningnetwork/lnd/routing"
"github.com/stretchr/testify/require" "github.com/stretchr/testify/require"
"google.golang.org/protobuf/proto" "google.golang.org/protobuf/proto"
) )
@ -1026,6 +1027,7 @@ func testMissionControlCfg(t *testing.T, hn *node.HarnessNode) {
HalfLifeSeconds: 8000, HalfLifeSeconds: 8000,
HopProbability: 0.8, HopProbability: 0.8,
Weight: 0.3, Weight: 0.3,
CapacityFraction: 0.8,
}, },
}, },
} }
@ -1071,6 +1073,10 @@ func testMissionControlCfg(t *testing.T, hn *node.HarnessNode) {
respCfg = hn.RPC.GetMissionControlConfig().Config respCfg = hn.RPC.GetMissionControlConfig().Config
require.NotNil(t, respCfg.GetApriori()) require.NotNil(t, respCfg.GetApriori())
// The default capacity fraction is set.
require.Equal(t, routing.DefaultCapacityFraction,
respCfg.GetApriori().CapacityFraction)
// Setting the wrong config results in an error. // Setting the wrong config results in an error.
cfg = &routerrpc.MissionControlConfig{ cfg = &routerrpc.MissionControlConfig{
Model: routerrpc. Model: routerrpc.

2
lnrpc/routerrpc/config.go
View File

@ -53,6 +53,7 @@ func DefaultConfig() *Config {
HopProbability: routing.DefaultAprioriHopProbability, HopProbability: routing.DefaultAprioriHopProbability,
Weight: routing.DefaultAprioriWeight, Weight: routing.DefaultAprioriWeight,
PenaltyHalfLife: routing.DefaultPenaltyHalfLife, PenaltyHalfLife: routing.DefaultPenaltyHalfLife,
CapacityFraction: routing.DefaultCapacityFraction,
}, },
BimodalConfig: &BimodalConfig{ BimodalConfig: &BimodalConfig{
Scale: int64(routing.DefaultBimodalScaleMsat), Scale: int64(routing.DefaultBimodalScaleMsat),
@ -79,6 +80,7 @@ func GetRoutingConfig(cfg *Config) *RoutingConfig {
HopProbability: cfg.AprioriConfig.HopProbability, HopProbability: cfg.AprioriConfig.HopProbability,
Weight: cfg.AprioriConfig.Weight, Weight: cfg.AprioriConfig.Weight,
PenaltyHalfLife: cfg.AprioriConfig.PenaltyHalfLife, PenaltyHalfLife: cfg.AprioriConfig.PenaltyHalfLife,
CapacityFraction: cfg.AprioriConfig.CapacityFraction,
}, },
BimodalConfig: &BimodalConfig{ BimodalConfig: &BimodalConfig{
Scale: cfg.BimodalConfig.Scale, Scale: cfg.BimodalConfig.Scale,

717
lnrpc/routerrpc/router.pb.go
View File

@ -1891,6 +1891,11 @@ type AprioriParameters struct {
// completely and relies entirely on historical results, unless none are // completely and relies entirely on historical results, unless none are
// available. // available.
Weight float64 `protobuf:"fixed64,3,opt,name=weight,proto3" json:"weight,omitempty"` Weight float64 `protobuf:"fixed64,3,opt,name=weight,proto3" json:"weight,omitempty"`
// The fraction of a channel's capacity that we consider to have liquidity. For
// amounts that come close to or exceed the fraction, an additional penalty is
// applied. A value of 1.0 disables the capacity factor. Allowed values are in
// [0.75, 1.0].
CapacityFraction float64 `protobuf:"fixed64,4,opt,name=capacity_fraction,json=capacityFraction,proto3" json:"capacity_fraction,omitempty"`
} }
func (x *AprioriParameters) Reset() { func (x *AprioriParameters) Reset() {
@ -1946,6 +1951,13 @@ func (x *AprioriParameters) GetWeight() float64 {
return 0 return 0
} }
func (x *AprioriParameters) GetCapacityFraction() float64 {
if x != nil {
return x.CapacityFraction
}
return 0
}
type QueryProbabilityRequest struct { type QueryProbabilityRequest struct {
state protoimpl.MessageState state protoimpl.MessageState
sizeCache protoimpl.SizeCache sizeCache protoimpl.SizeCache
@ -3479,7 +3491,7 @@ var file_routerrpc_router_proto_rawDesc = []byte{
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@ -3487,361 +3499,364 @@ var file_routerrpc_router_proto_rawDesc = []byte{
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} }
var ( var (

8
lnrpc/routerrpc/router.proto
View File

@ -580,6 +580,14 @@ message AprioriParameters {
available. available.
*/ */
double weight = 3; double weight = 3;
/*
The fraction of a channel's capacity that we consider to have liquidity. For
amounts that come close to or exceed the fraction, an additional penalty is
applied. A value of 1.0 disables the capacity factor. Allowed values are in
[0.75, 1.0].
*/
double capacity_fraction = 4;
} }
message QueryProbabilityRequest { message QueryProbabilityRequest {

5
lnrpc/routerrpc/router.swagger.json
View File

@ -1098,6 +1098,11 @@
"type": "number", "type": "number",
"format": "double", "format": "double",
"description": "The importance that mission control should place on historical results,\nexpressed as a value in [0;1]. Setting this value to 1 will ignore all\nhistorical payments and just use the hop probability to assess the\nprobability of success for each hop. A zero value ignores hop probability\ncompletely and relies entirely on historical results, unless none are\navailable." "description": "The importance that mission control should place on historical results,\nexpressed as a value in [0;1]. Setting this value to 1 will ignore all\nhistorical payments and just use the hop probability to assess the\nprobability of success for each hop. A zero value ignores hop probability\ncompletely and relies entirely on historical results, unless none are\navailable."
},
"capacity_fraction": {
"type": "number",
"format": "double",
"description": "The fraction of a channel's capacity that we consider to have liquidity. For\namounts that come close to or exceed the fraction, an additional penalty is\napplied. A value of 1.0 disables the capacity factor. Allowed values are in\n[0.75, 1.0]."
} }
} }
}, },

5
lnrpc/routerrpc/router_server.go
View File

@ -473,6 +473,7 @@ func (s *Server) GetMissionControlConfig(ctx context.Context,
HalfLifeSeconds: uint64(v.PenaltyHalfLife.Seconds()), HalfLifeSeconds: uint64(v.PenaltyHalfLife.Seconds()),
HopProbability: v.AprioriHopProbability, HopProbability: v.AprioriHopProbability,
Weight: v.AprioriWeight, Weight: v.AprioriWeight,
CapacityFraction: v.CapacityFraction,
} }
// Populate deprecated fields. // Populate deprecated fields.
@ -535,6 +536,8 @@ func (s *Server) SetMissionControlConfig(ctx context.Context,
) * time.Second, ) * time.Second,
AprioriHopProbability: v.Apriori.HopProbability, AprioriHopProbability: v.Apriori.HopProbability,
AprioriWeight: v.Apriori.Weight, AprioriWeight: v.Apriori.Weight,
CapacityFraction: v.Apriori.
CapacityFraction,
} }
default: default:
@ -546,6 +549,8 @@ func (s *Server) SetMissionControlConfig(ctx context.Context,
req.Config.HopProbability, req.Config.HopProbability,
), ),
AprioriWeight: float64(req.Config.Weight), AprioriWeight: float64(req.Config.Weight),
CapacityFraction: float64(
routing.DefaultCapacityFraction),
} }
} }

3
lnrpc/routerrpc/routing_config.go
View File

@ -63,6 +63,9 @@ type AprioriConfig struct {
// PenaltyHalfLife defines after how much time a penalized node or // PenaltyHalfLife defines after how much time a penalized node or
// channel is back at 50% probability. // channel is back at 50% probability.
PenaltyHalfLife time.Duration `long:"penaltyhalflife" description:"Defines the duration after which a penalized node or channel is back at 50% probability"` PenaltyHalfLife time.Duration `long:"penaltyhalflife" description:"Defines the duration after which a penalized node or channel is back at 50% probability"`
// CapacityFraction defines the fraction of channels' capacities that is considered liquid.
CapacityFraction float64 `long:"capacityfraction" description:"Defines the fraction of channels' capacities that is considered liquid. Valid values are in [0.75, 1]."`
} }
// BimodalConfig defines parameters for the bimodal probability. // BimodalConfig defines parameters for the bimodal probability.

1
routing/integrated_routing_context_test.go
View File

@ -73,6 +73,7 @@ func newIntegratedRoutingContext(t *testing.T) *integratedRoutingContext {
PenaltyHalfLife: 30 * time.Minute, PenaltyHalfLife: 30 * time.Minute,
AprioriHopProbability: 0.6, AprioriHopProbability: 0.6,
AprioriWeight: 0.5, AprioriWeight: 0.5,
CapacityFraction: testCapacityFraction,
} }
estimator, err := NewAprioriEstimator(aCfg) estimator, err := NewAprioriEstimator(aCfg)
require.NoError(t, err) require.NoError(t, err)

1
routing/missioncontrol_test.go
View File

@ -94,6 +94,7 @@ func (ctx *mcTestContext) restartMc() {
PenaltyHalfLife: testPenaltyHalfLife, PenaltyHalfLife: testPenaltyHalfLife,
AprioriHopProbability: testAprioriHopProbability, AprioriHopProbability: testAprioriHopProbability,
AprioriWeight: testAprioriWeight, AprioriWeight: testAprioriWeight,
CapacityFraction: testCapacityFraction,
} }
estimator, err := NewAprioriEstimator(aCfg) estimator, err := NewAprioriEstimator(aCfg)
require.NoError(ctx.t, err) require.NoError(ctx.t, err)

4
routing/pathfind.go
View File

@ -649,9 +649,9 @@ func findPath(g *graphParams, r *RestrictParams, cfg *PathFindingConfig,
log.Trace(newLogClosure(func() string { log.Trace(newLogClosure(func() string {
return fmt.Sprintf("path finding probability: fromnode=%v,"+ return fmt.Sprintf("path finding probability: fromnode=%v,"+
" tonode=%v, amt=%v, probability=%v", " tonode=%v, amt=%v, cap=%v, probability=%v",
fromVertex, toNodeDist.node, amountToSend, fromVertex, toNodeDist.node, amountToSend,
edgeProbability) edge.capacity, edgeProbability)
})) }))
// If the probability is zero, there is no point in trying. // If the probability is zero, there is no point in trying.

115
routing/probability_apriori.go
View File

@ -12,40 +12,37 @@ import (
) )
const ( const (
// capacityCutoffFraction and capacitySmearingFraction define how // CapacityFraction and capacitySmearingFraction define how
// capacity-related probability reweighting works. // capacity-related probability reweighting works. CapacityFraction
// capacityCutoffFraction defines the fraction of the channel capacity // defines the fraction of the channel capacity at which the effect
// at which the effect roughly sets in and capacitySmearingFraction // roughly sets in and capacitySmearingFraction defines over which range
// defines over which range the factor changes from 1 to 0. // the factor changes from 1 to minCapacityFactor.
//
// We may fall below the minimum required probability
// (DefaultMinRouteProbability) when the amount comes close to the
// available capacity of a single channel of the route in case of no
// prior knowledge about the channels. We want such routes still to be
// available and therefore a probability reduction should not completely
// drop the total probability below DefaultMinRouteProbability.
// For this to hold for a three-hop route we require:
// (DefaultAprioriHopProbability)^3 * minCapacityFactor >
// DefaultMinRouteProbability
//
// For DefaultAprioriHopProbability = 0.6 and
// DefaultMinRouteProbability = 0.01 this results in
// minCapacityFactor ~ 0.05. The following combination of parameters
// fulfill the requirement with capacityFactor(cap, cap) ~ 0.076 (see
// tests).
// The capacityCutoffFraction is a trade-off between usage of the // DefaultCapacityFraction is the default value for CapacityFraction.
// provided capacity and expected probability reduction when we send the // It is chosen such that the capacity factor is active but with a small
// full amount. The success probability in the random balance model can // effect. This value together with capacitySmearingFraction leads to a
// be approximated with P(a) = 1 - a/c, for amount a and capacity c. If // noticeable reduction in probability if the amount starts to come
// we require a probability P(a) > 0.25, this translates into a value of // close to 90% of a channel's capacity.
// 0.75 for a/c. DefaultCapacityFraction = 0.9999
capacityCutoffFraction = 0.75
// We don't want to have a sharp drop of the capacity factor to zero at // capacitySmearingFraction defines how quickly the capacity factor
// capacityCutoffFraction, but a smooth smearing such that some residual // drops from 1 to minCapacityFactor. This value results in about a
// probability is left when spending the whole amount, see above. // variation over 20% of the capacity.
capacitySmearingFraction = 0.1 capacitySmearingFraction = 0.025
// minCapacityFactor is the minimal value the capacityFactor can take.
// Having a too low value can lead to discarding of paths due to the
// enforced minimal proability or to too high pathfinding weights.
minCapacityFactor = 0.5
// minCapacityFraction is the minimum allowed value for
// CapacityFraction. The success probability in the random balance model
// (which may not be an accurate description of the liquidity
// distribution in the network) can be approximated with P(a) = 1 - a/c,
// for amount a and capacity c. If we require a probability P(a) = 0.25,
// this translates into a value of 0.75 for a/c. We limit this value in
// order to not discard too many channels.
minCapacityFraction = 0.75
// AprioriEstimatorName is used to identify the apriori probability // AprioriEstimatorName is used to identify the apriori probability
// estimator. // estimator.
@ -64,6 +61,11 @@ var (
// ErrInvalidAprioriWeight is returned when we get an apriori weight // ErrInvalidAprioriWeight is returned when we get an apriori weight
// that is out of range. // that is out of range.
ErrInvalidAprioriWeight = errors.New("apriori weight must be in [0, 1]") ErrInvalidAprioriWeight = errors.New("apriori weight must be in [0, 1]")
// ErrInvalidCapacityFraction is returned when we get a capacity
// fraction that is out of range.
ErrInvalidCapacityFraction = fmt.Errorf("capacity fraction must be in "+
"[%v, 1]", minCapacityFraction)
) )
// AprioriConfig contains configuration for our probability estimator. // AprioriConfig contains configuration for our probability estimator.
@ -84,6 +86,12 @@ type AprioriConfig struct {
// probability completely and only base the probability on historical // probability completely and only base the probability on historical
// results, unless there are none available. // results, unless there are none available.
AprioriWeight float64 AprioriWeight float64
// CapacityFraction is the fraction of a channel's capacity that we
// consider to have liquidity. For amounts that come close to or exceed
// the fraction, an additional penalty is applied. A value of 1.0
// disables the capacityFactor.
CapacityFraction float64
} }
// validate checks the configuration of the estimator for allowed values. // validate checks the configuration of the estimator for allowed values.
@ -100,6 +108,10 @@ func (p AprioriConfig) validate() error {
return ErrInvalidAprioriWeight return ErrInvalidAprioriWeight
} }
if p.CapacityFraction < minCapacityFraction || p.CapacityFraction > 1 {
return ErrInvalidCapacityFraction
}
return nil return nil
} }
@ -109,6 +121,7 @@ func DefaultAprioriConfig() AprioriConfig {
PenaltyHalfLife: DefaultPenaltyHalfLife, PenaltyHalfLife: DefaultPenaltyHalfLife,
AprioriHopProbability: DefaultAprioriHopProbability, AprioriHopProbability: DefaultAprioriHopProbability,
AprioriWeight: DefaultAprioriWeight, AprioriWeight: DefaultAprioriWeight,
CapacityFraction: DefaultCapacityFraction,
} }
} }
@ -155,9 +168,10 @@ func (p *AprioriEstimator) Config() estimatorConfig {
func (p *AprioriEstimator) String() string { func (p *AprioriEstimator) String() string {
return fmt.Sprintf("estimator type: %v, penalty halflife time: %v, "+ return fmt.Sprintf("estimator type: %v, penalty halflife time: %v, "+
"apriori hop probability: %v, apriori weight: %v, previous "+ "apriori hop probability: %v, apriori weight: %v, previous "+
"success probability: %v", AprioriEstimatorName, "success probability: %v, capacity fraction: %v",
p.PenaltyHalfLife, p.AprioriHopProbability, p.AprioriWeight, AprioriEstimatorName, p.PenaltyHalfLife,
p.prevSuccessProbability) p.AprioriHopProbability, p.AprioriWeight,
p.prevSuccessProbability, p.CapacityFraction)
} }
// getNodeProbability calculates the probability for connections from a node // getNodeProbability calculates the probability for connections from a node
@ -169,7 +183,9 @@ func (p *AprioriEstimator) getNodeProbability(now time.Time,
// We reduce the apriori hop probability if the amount comes close to // We reduce the apriori hop probability if the amount comes close to
// the capacity. // the capacity.
apriori := p.AprioriHopProbability * capacityFactor(amt, capacity) apriori := p.AprioriHopProbability * capacityFactor(
amt, capacity, p.CapacityFraction,
)
// If the channel history is not to be taken into account, we can return // If the channel history is not to be taken into account, we can return
// early here with the configured a priori probability. // early here with the configured a priori probability.
@ -242,11 +258,22 @@ func (p *AprioriEstimator) getWeight(age time.Duration) float64 {
} }
// capacityFactor is a multiplier that can be used to reduce the probability // capacityFactor is a multiplier that can be used to reduce the probability
// depending on how much of the capacity is sent. The limits are 1 for amt == 0 // depending on how much of the capacity is sent. In other words, the factor
// and 0 for amt >> cutoffMsat. The function drops significantly when amt // sorts out channels that don't provide enough liquidity. Effectively, this
// reaches cutoffMsat. smearingMsat determines over which scale the reduction // leads to usage of larger channels in total to increase success probability,
// takes place. // but it may also increase fees. The limits are 1 for amt == 0 and
func capacityFactor(amt lnwire.MilliSatoshi, capacity btcutil.Amount) float64 { // minCapacityFactor for amt >> capacityCutoffFraction. The function drops
// significantly when amt reaches cutoffMsat. smearingMsat determines over which
// scale the reduction takes place.
func capacityFactor(amt lnwire.MilliSatoshi, capacity btcutil.Amount,
capacityCutoffFraction float64) float64 {
// The special value of 1.0 for capacityFactor disables any effect from
// this factor.
if capacityCutoffFraction == 1 {
return 1.0
}
// If we don't have information about the capacity, which can be the // If we don't have information about the capacity, which can be the
// case for hop hints or local channels, we return unity to not alter // case for hop hints or local channels, we return unity to not alter
// anything. // anything.
@ -268,7 +295,11 @@ func capacityFactor(amt lnwire.MilliSatoshi, capacity btcutil.Amount) float64 {
// at cutoffMsat, decaying over the smearingMsat scale. // at cutoffMsat, decaying over the smearingMsat scale.
denominator := 1 + math.Exp(-(amtMsat-cutoffMsat)/smearingMsat) denominator := 1 + math.Exp(-(amtMsat-cutoffMsat)/smearingMsat)
return 1 - 1/denominator // The numerator decides what the minimal value of this function will
// be. The minimal value is set by minCapacityFactor.
numerator := 1 - minCapacityFactor
return 1 - numerator/denominator
} }
// PairProbability estimates the probability of successfully traversing to // PairProbability estimates the probability of successfully traversing to

60
routing/probability_apriori_test.go
View File

@ -28,10 +28,12 @@ const (
// testCapacity is used to define a capacity for some channels. // testCapacity is used to define a capacity for some channels.
testCapacity = btcutil.Amount(100_000) testCapacity = btcutil.Amount(100_000)
testAmount = lnwire.MilliSatoshi(50_000_000) testAmount = lnwire.MilliSatoshi(90_000_000)
testCapacityFraction = 0.9999
// Defines the capacityFactor for testAmount and testCapacity. // capFactor is the capacityFactor for testAmount, testCapacity and
capFactor = 0.9241 // testCapacityFraction.
capFactor = 0.9909715
) )
type estimatorTestContext struct { type estimatorTestContext struct {
@ -53,6 +55,7 @@ func newEstimatorTestContext(t *testing.T) *estimatorTestContext {
AprioriHopProbability: aprioriHopProb, AprioriHopProbability: aprioriHopProb,
AprioriWeight: aprioriWeight, AprioriWeight: aprioriWeight,
PenaltyHalfLife: time.Hour, PenaltyHalfLife: time.Hour,
CapacityFraction: testCapacityFraction,
}, },
prevSuccessProbability: aprioriPrevSucProb, prevSuccessProbability: aprioriPrevSucProb,
}, },
@ -228,34 +231,41 @@ func TestCapacityCutoff(t *testing.T) {
tests := []struct { tests := []struct {
name string name string
capacityFraction float64
amountMsat int amountMsat int
expectedFactor float64 expectedFactor float64
}{ }{
// Minimal CapacityFraction of 0.75.
{ {
name: "zero amount", name: "zero amount",
capacityFraction: 0.75,
expectedFactor: 1, expectedFactor: 1,
}, },
{ {
name: "low amount", name: "low amount",
capacityFraction: 0.75,
amountMsat: capacityMSat / 10, amountMsat: capacityMSat / 10,
expectedFactor: 0.998, expectedFactor: 1,
}, },
{ {
name: "half amount", name: "half amount",
capacityFraction: 0.75,
amountMsat: capacityMSat / 2, amountMsat: capacityMSat / 2,
expectedFactor: 0.924, expectedFactor: 1,
}, },
{ {
name: "cutoff amount", name: "cutoff amount",
capacityFraction: 0.75,
amountMsat: int( amountMsat: int(
capacityCutoffFraction * float64(capacityMSat), 0.75 * float64(capacityMSat),
), ),
expectedFactor: 0.5, expectedFactor: 0.75,
}, },
{ {
name: "high amount", name: "high amount",
capacityFraction: 0.75,
amountMsat: capacityMSat * 80 / 100, amountMsat: capacityMSat * 80 / 100,
expectedFactor: 0.377, expectedFactor: 0.560,
}, },
{ {
// Even when we spend the full capacity, we still want // Even when we spend the full capacity, we still want
@ -263,14 +273,45 @@ func TestCapacityCutoff(t *testing.T) {
// routes due to a min probability requirement of the // routes due to a min probability requirement of the
// whole path. // whole path.
name: "full amount", name: "full amount",
capacityFraction: 0.75,
amountMsat: capacityMSat, amountMsat: capacityMSat,
expectedFactor: 0.076, expectedFactor: 0.5,
}, },
{ {
name: "more than capacity", name: "more than capacity",
capacityFraction: 0.75,
amountMsat: capacityMSat + 1, amountMsat: capacityMSat + 1,
expectedFactor: 0.0, expectedFactor: 0.0,
}, },
// Default CapacityFactor of 0.9999.
{
name: "zero amount",
capacityFraction: 0.9999,
amountMsat: 0,
expectedFactor: 1.00,
},
{
name: "90% of the channel capacity",
capacityFraction: 0.9999,
amountMsat: capacityMSat * 90 / 100,
expectedFactor: 0.990,
},
{
// We won't saturate at 0.5 as in the other case but at
// a higher value of 0.75 due to the smearing, this
// translates to a penalty increase of a factor of 1.33.
name: "full amount",
capacityFraction: 0.9999,
amountMsat: capacityMSat,
expectedFactor: 0.75,
},
// Inactive capacity factor.
{
name: "inactive capacity factor",
capacityFraction: 1.0,
amountMsat: capacityMSat,
expectedFactor: 1.00,
},
} }
for _, test := range tests { for _, test := range tests {
@ -282,6 +323,7 @@ func TestCapacityCutoff(t *testing.T) {
got := capacityFactor( got := capacityFactor(
lnwire.MilliSatoshi(test.amountMsat), lnwire.MilliSatoshi(test.amountMsat),
btcutil.Amount(capacitySat), btcutil.Amount(capacitySat),
test.capacityFraction,
) )
require.InDelta(t, test.expectedFactor, got, 0.001) require.InDelta(t, test.expectedFactor, got, 0.001)
}) })

1
routing/router_test.go
View File

@ -123,6 +123,7 @@ func createTestCtxFromGraphInstanceAssumeValid(t *testing.T,
PenaltyHalfLife: time.Hour, PenaltyHalfLife: time.Hour,
AprioriHopProbability: 0.9, AprioriHopProbability: 0.9,
AprioriWeight: 0.5, AprioriWeight: 0.5,
CapacityFraction: testCapacityFraction,
} }
estimator, err := NewAprioriEstimator(aCfg) estimator, err := NewAprioriEstimator(aCfg)
require.NoError(t, err) require.NoError(t, err)

5
sample-lnd.conf
View File

@ -1142,6 +1142,11 @@ litecoin.node=ltcd
; probability (default: 1h0m0s) ; probability (default: 1h0m0s)
; routerrpc.apriori.penaltyhalflife=2h ; routerrpc.apriori.penaltyhalflife=2h
; Defines the fraction of channels' capacities that is considered liquid in
; pathfinding, a value between [0.75-1.0]. A value of 1.0 disables this
; feature. (default: 0.75)
; routerrpc.apriori.capacityfraction=0.9
; Describes the scale over which channels still have some liquidity left on ; Describes the scale over which channels still have some liquidity left on
; both channel ends. A very low value (compared to typical channel capacities) ; both channel ends. A very low value (compared to typical channel capacities)
; means that we assume unbalanced channels, a very high value means randomly ; means that we assume unbalanced channels, a very high value means randomly

1
server.go
View File

@ -880,6 +880,7 @@ func newServer(cfg *Config, listenAddrs []net.Addr,
AprioriHopProbability: aCfg.HopProbability, AprioriHopProbability: aCfg.HopProbability,
PenaltyHalfLife: aCfg.PenaltyHalfLife, PenaltyHalfLife: aCfg.PenaltyHalfLife,
AprioriWeight: aCfg.Weight, AprioriWeight: aCfg.Weight,
CapacityFraction: aCfg.CapacityFraction,
} }
estimator, err = routing.NewAprioriEstimator( estimator, err = routing.NewAprioriEstimator(