routing: use capacity in pathfinding

Extends the pathfinder with a capacity argument for later usage.

In tests, the inserted testCapacity has no effect, but will be used
later to estimate reduced probabilities from it.

lnrpc/routerrpc/router_backend.go

@@ -103,7 +103,7 @@ type MissionControl interface {
 	// GetProbability is expected to return the success probability of a
 	// payment from fromNode to toNode.
 	GetProbability(fromNode, toNode route.Vertex,
-		amt lnwire.MilliSatoshi) float64
+		amt lnwire.MilliSatoshi, capacity btcutil.Amount) float64
 
 	// ResetHistory resets the history of MissionControl returning it to a
 	// state as if no payment attempts have been made.
@@ -258,7 +258,8 @@ func (r *RouterBackend) QueryRoutes(ctx context.Context,
 	restrictions := &routing.RestrictParams{
 		FeeLimit: feeLimit,
 		ProbabilitySource: func(fromNode, toNode route.Vertex,
-			amt lnwire.MilliSatoshi) float64 {
+			amt lnwire.MilliSatoshi,
+			capacity btcutil.Amount) float64 {
 
 			if _, ok := ignoredNodes[fromNode]; ok {
 				return 0
@@ -277,7 +278,7 @@ func (r *RouterBackend) QueryRoutes(ctx context.Context,
 			}
 
 			return r.MissionControl.GetProbability(
-				fromNode, toNode, amt,
+				fromNode, toNode, amt, capacity,
 			)
 		},
 		DestCustomRecords: record.CustomSet(in.DestCustomRecords),
@@ -362,7 +363,7 @@ func (r *RouterBackend) getSuccessProbability(rt *route.Route) float64 {
 		toNode := hop.PubKeyBytes
 
 		probability := r.MissionControl.GetProbability(
-			fromNode, toNode, amtToFwd,
+			fromNode, toNode, amtToFwd, 0,
 		)
 
 		successProb *= probability

lnrpc/routerrpc/router_backend_test.go

@@ -145,18 +145,18 @@ func testQueryRoutes(t *testing.T, useMissionControl bool, useMsat bool,
 		}
 
 		if restrictions.ProbabilitySource(route.Vertex{2},
-			route.Vertex{1}, 0,
+			route.Vertex{1}, 0, 0,
 		) != 0 {
 			t.Fatal("expecting 0% probability for ignored edge")
 		}
 
 		if restrictions.ProbabilitySource(ignoreNodeVertex,
-			route.Vertex{6}, 0,
+			route.Vertex{6}, 0, 0,
 		) != 0 {
 			t.Fatal("expecting 0% probability for ignored node")
 		}
 
-		if restrictions.ProbabilitySource(node1, node2, 0) != 0 {
+		if restrictions.ProbabilitySource(node1, node2, 0, 0) != 0 {
 			t.Fatal("expecting 0% probability for ignored pair")
 		}
 
@@ -181,7 +181,7 @@ func testQueryRoutes(t *testing.T, useMissionControl bool, useMsat bool,
 			expectedProb = testMissionControlProb
 		}
 		if restrictions.ProbabilitySource(route.Vertex{4},
-			route.Vertex{5}, 0,
+			route.Vertex{5}, 0, 0,
 		) != expectedProb {
 			t.Fatal("expecting 100% probability")
 		}
@@ -239,7 +239,7 @@ type mockMissionControl struct {
 }
 
 func (m *mockMissionControl) GetProbability(fromNode, toNode route.Vertex,
-	amt lnwire.MilliSatoshi) float64 {
+	amt lnwire.MilliSatoshi, capacity btcutil.Amount) float64 {
 
 	return testMissionControlProb
 }

lnrpc/routerrpc/router_server.go

@@ -710,7 +710,7 @@ func (s *Server) QueryProbability(ctx context.Context,
 	amt := lnwire.MilliSatoshi(req.AmtMsat)
 
 	mc := s.cfg.RouterBackend.MissionControl
-	prob := mc.GetProbability(fromNode, toNode, amt)
+	prob := mc.GetProbability(fromNode, toNode, amt, 0)
 	history := mc.GetPairHistorySnapshot(fromNode, toNode)
 
 	return &QueryProbabilityResponse{

routing/missioncontrol.go

@@ -6,6 +6,7 @@ import (
 	"sync"
 	"time"
 
+	"github.com/btcsuite/btcd/btcutil"
 	"github.com/lightningnetwork/lnd/channeldb"
 	"github.com/lightningnetwork/lnd/kvdb"
 	"github.com/lightningnetwork/lnd/lnwire"
@@ -333,7 +334,7 @@ func (m *MissionControl) ResetHistory() error {
 // GetProbability is expected to return the success probability of a payment
 // from fromNode along edge.
 func (m *MissionControl) GetProbability(fromNode, toNode route.Vertex,
-	amt lnwire.MilliSatoshi) float64 {
+	amt lnwire.MilliSatoshi, capacity btcutil.Amount) float64 {
 
 	m.Lock()
 	defer m.Unlock()
@@ -346,7 +347,9 @@ func (m *MissionControl) GetProbability(fromNode, toNode route.Vertex,
 		return m.estimator.getLocalPairProbability(now, results, toNode)
 	}
 
-	return m.estimator.getPairProbability(now, results, toNode, amt)
+	return m.estimator.getPairProbability(
+		now, results, toNode, amt, capacity,
+	)
 }
 
 // GetHistorySnapshot takes a snapshot from the current mission control state

routing/missioncontrol_test.go

@@ -112,7 +112,7 @@ func (ctx *mcTestContext) restartMc() {
 func (ctx *mcTestContext) expectP(amt lnwire.MilliSatoshi, expected float64) {
 	ctx.t.Helper()
 
-	p := ctx.mc.GetProbability(mcTestNode1, mcTestNode2, amt)
+	p := ctx.mc.GetProbability(mcTestNode1, mcTestNode2, amt, testCapacity)
 	if p != expected {
 		ctx.t.Fatalf("expected probability %v but got %v", expected, p)
 	}
@@ -148,9 +148,11 @@ func TestMissionControl(t *testing.T) {
 
 	testTime := time.Date(2018, time.January, 9, 14, 00, 00, 0, time.UTC)
 
-	// For local channels, we expect a higher probability than our a prior
+	// For local channels, we expect a higher probability than our apriori
 	// test probability.
-	selfP := ctx.mc.GetProbability(mcTestSelf, mcTestNode1, 100)
+	selfP := ctx.mc.GetProbability(
+		mcTestSelf, mcTestNode1, 100, testCapacity,
+	)
 	if selfP != prevSuccessProbability {
 		t.Fatalf("expected prev success prob for untried local chans")
 	}

routing/mock_test.go

@@ -5,6 +5,7 @@ import (
 	"sync"
 
 	"github.com/btcsuite/btcd/btcec/v2"
+	"github.com/btcsuite/btcd/btcutil"
 	"github.com/go-errors/errors"
 	"github.com/lightningnetwork/lnd/channeldb"
 	"github.com/lightningnetwork/lnd/htlcswitch"
@@ -139,7 +140,7 @@ func (m *mockMissionControlOld) ReportPaymentSuccess(paymentID uint64,
 }
 
 func (m *mockMissionControlOld) GetProbability(fromNode, toNode route.Vertex,
-	amt lnwire.MilliSatoshi) float64 {
+	amt lnwire.MilliSatoshi, capacity btcutil.Amount) float64 {
 
 	return 0
 }
@@ -650,9 +651,9 @@ func (m *mockMissionControl) ReportPaymentSuccess(paymentID uint64,
 }
 
 func (m *mockMissionControl) GetProbability(fromNode, toNode route.Vertex,
-	amt lnwire.MilliSatoshi) float64 {
+	amt lnwire.MilliSatoshi, capacity btcutil.Amount) float64 {
 
-	args := m.Called(fromNode, toNode, amt)
+	args := m.Called(fromNode, toNode, amt, capacity)
 	return args.Get(0).(float64)
 }
 

routing/pathfind.go

@@ -7,6 +7,7 @@ import (
 	"math"
 	"time"
 
+	"github.com/btcsuite/btcd/btcutil"
 	sphinx "github.com/lightningnetwork/lightning-onion"
 	"github.com/lightningnetwork/lnd/channeldb"
 	"github.com/lightningnetwork/lnd/feature"
@@ -306,7 +307,7 @@ type RestrictParams struct {
 	// ProbabilitySource is a callback that is expected to return the
 	// success probability of traversing the channel from the node.
 	ProbabilitySource func(route.Vertex, route.Vertex,
-		lnwire.MilliSatoshi) float64
+		lnwire.MilliSatoshi, btcutil.Amount) float64
 
 	// FeeLimit is a maximum fee amount allowed to be used on the path from
 	// the source to the target.
@@ -639,6 +640,7 @@ func findPath(g *graphParams, r *RestrictParams, cfg *PathFindingConfig,
 		// Request the success probability for this edge.
 		edgeProbability := r.ProbabilitySource(
 			fromVertex, toNodeDist.node, amountToSend,
+			edge.capacity,
 		)
 
 		log.Trace(newLogClosure(func() string {

routing/pathfind_test.go

@@ -105,7 +105,9 @@ var (
 
 // noProbabilitySource is used in testing to return the same probability 1 for
 // all edges.
-func noProbabilitySource(route.Vertex, route.Vertex, lnwire.MilliSatoshi) float64 {
+func noProbabilitySource(route.Vertex, route.Vertex, lnwire.MilliSatoshi,
+	btcutil.Amount) float64 {
+
 	return 1
 }
 
@@ -2796,8 +2798,9 @@ func testProbabilityRouting(t *testing.T, useCache bool,
 	target := ctx.testGraphInstance.aliasMap["target"]
 
 	// Configure a probability source with the test parameters.
-	ctx.restrictParams.ProbabilitySource = func(fromNode, toNode route.Vertex,
+	ctx.restrictParams.ProbabilitySource = func(fromNode,
-		amt lnwire.MilliSatoshi) float64 {
+		toNode route.Vertex, amt lnwire.MilliSatoshi,
+		capacity btcutil.Amount) float64 {
 
 		if amt == 0 {
 			t.Fatal("expected non-zero amount")
@@ -2878,8 +2881,9 @@ func runEqualCostRouteSelection(t *testing.T, useCache bool) {
 	paymentAmt := lnwire.NewMSatFromSatoshis(100)
 	target := ctx.testGraphInstance.aliasMap["target"]
 
-	ctx.restrictParams.ProbabilitySource = func(fromNode, toNode route.Vertex,
+	ctx.restrictParams.ProbabilitySource = func(fromNode,
-		amt lnwire.MilliSatoshi) float64 {
+		toNode route.Vertex, amt lnwire.MilliSatoshi,
+		capacity btcutil.Amount) float64 {
 
 		switch {
 		case fromNode == alias["source"] && toNode == alias["a"]:

routing/probability_estimator.go

@@ -5,6 +5,7 @@ import (
 	"math"
 	"time"
 
+	"github.com/btcsuite/btcd/btcutil"
 	"github.com/lightningnetwork/lnd/lnwire"
 	"github.com/lightningnetwork/lnd/routing/route"
 )
@@ -150,8 +151,8 @@ func (p *probabilityEstimator) getWeight(age time.Duration) float64 {
 // toNode based on historical payment outcomes for the from node. Those outcomes
 // are passed in via the results parameter.
 func (p *probabilityEstimator) getPairProbability(
-	now time.Time, results NodeResults,
+	now time.Time, results NodeResults, toNode route.Vertex,
-	toNode route.Vertex, amt lnwire.MilliSatoshi) float64 {
+	amt lnwire.MilliSatoshi, capacity btcutil.Amount) float64 {
 
 	nodeProbability := p.getNodeProbability(now, results, amt)
 

routing/probability_estimator_test.go

@@ -4,6 +4,7 @@ import (
 	"testing"
 	"time"
 
+	"github.com/btcsuite/btcd/btcutil"
 	"github.com/lightningnetwork/lnd/lnwire"
 	"github.com/lightningnetwork/lnd/routing/route"
 )
@@ -23,6 +24,9 @@ const (
 	aprioriHopProb     = 0.6
 	aprioriWeight      = 0.75
 	aprioriPrevSucProb = 0.95
+
+	// testCapacity is used to define a capacity for some channels.
+	testCapacity = btcutil.Amount(100_000)
 )
 
 type estimatorTestContext struct {
@@ -53,7 +57,8 @@ func newEstimatorTestContext(t *testing.T) *estimatorTestContext {
 // assertPairProbability asserts that the calculated success probability is
 // correct.
 func (c *estimatorTestContext) assertPairProbability(now time.Time,
-	toNode byte, amt lnwire.MilliSatoshi, expectedProb float64) {
+	toNode byte, amt lnwire.MilliSatoshi, capacity btcutil.Amount,
+	expectedProb float64) {
 
 	c.t.Helper()
 
@@ -64,7 +69,9 @@ func (c *estimatorTestContext) assertPairProbability(now time.Time,
 
 	const tolerance = 0.01
 
-	p := c.estimator.getPairProbability(now, results, route.Vertex{toNode}, amt)
+	p := c.estimator.getPairProbability(
+		now, results, route.Vertex{toNode}, amt, capacity,
+	)
 	diff := p - expectedProb
 	if diff > tolerance || diff < -tolerance {
 		c.t.Fatalf("expected probability %v for node %v, but got %v",
@@ -77,7 +84,7 @@ func (c *estimatorTestContext) assertPairProbability(now time.Time,
 func TestProbabilityEstimatorNoResults(t *testing.T) {
 	ctx := newEstimatorTestContext(t)
 
-	ctx.assertPairProbability(testTime, 0, 0, aprioriHopProb)
+	ctx.assertPairProbability(testTime, 0, 0, testCapacity, aprioriHopProb)
 }
 
 // TestProbabilityEstimatorOneSuccess tests the probability estimation for nodes
@@ -94,13 +101,15 @@ func TestProbabilityEstimatorOneSuccess(t *testing.T) {
 	// Because of the previous success, this channel keep reporting a high
 	// probability.
 	ctx.assertPairProbability(
-		testTime, node1, 100, aprioriPrevSucProb,
+		testTime, node1, 100, testCapacity, aprioriPrevSucProb,
 	)
 
 	// Untried channels are also influenced by the success. With a
 	// aprioriWeight of 0.75, the a priori probability is assigned weight 3.
 	expectedP := (3*aprioriHopProb + 1*aprioriPrevSucProb) / 4
-	ctx.assertPairProbability(testTime, untriedNode, 100, expectedP)
+	ctx.assertPairProbability(
+		testTime, untriedNode, 100, testCapacity, expectedP,
+	)
 }
 
 // TestProbabilityEstimatorOneFailure tests the probability estimation for nodes
@@ -119,11 +128,15 @@ func TestProbabilityEstimatorOneFailure(t *testing.T) {
 	// the failure after one hour is 0.5. This makes the node probability
 	// 0.51:
 	expectedNodeProb := (3*aprioriHopProb + 0.5*0) / 3.5
-	ctx.assertPairProbability(testTime, untriedNode, 100, expectedNodeProb)
+	ctx.assertPairProbability(
+		testTime, untriedNode, 100, testCapacity, expectedNodeProb,
+	)
 
 	// The pair probability decays back to the node probability. With the
 	// weight at 0.5, we expected a pair probability of 0.5 * 0.51 = 0.25.
-	ctx.assertPairProbability(testTime, node1, 100, expectedNodeProb/2)
+	ctx.assertPairProbability(
+		testTime, node1, 100, testCapacity, expectedNodeProb/2,
+	)
 }
 
 // TestProbabilityEstimatorMix tests the probability estimation for nodes for
@@ -147,7 +160,9 @@ func TestProbabilityEstimatorMix(t *testing.T) {
 
 	// We expect the probability for a previously successful channel to
 	// remain high.
-	ctx.assertPairProbability(testTime, node1, 100, prevSuccessProbability)
+	ctx.assertPairProbability(
+		testTime, node1, 100, testCapacity, prevSuccessProbability,
+	)
 
 	// For an untried node, we expected the node probability to be returned.
 	// This is a weighted average of the results above and the a priori
@@ -155,9 +170,13 @@ func TestProbabilityEstimatorMix(t *testing.T) {
 	expectedNodeProb := (3*aprioriHopProb + 1*prevSuccessProbability) /
 		(3 + 1 + 0.25 + 0.125)
 
-	ctx.assertPairProbability(testTime, untriedNode, 100, expectedNodeProb)
+	ctx.assertPairProbability(
+		testTime, untriedNode, 100, testCapacity, expectedNodeProb,
+	)
 
 	// For the previously failed connection with node 1, we expect 0.75 *
 	// the node probability = 0.47.
-	ctx.assertPairProbability(testTime, node2, 100, expectedNodeProb*0.75)
+	ctx.assertPairProbability(
+		testTime, node2, 100, testCapacity, expectedNodeProb*0.75,
+	)
 }

routing/router.go

@@ -227,7 +227,7 @@ type MissionController interface {
 	// GetProbability is expected to return the success probability of a
 	// payment from fromNode along edge.
 	GetProbability(fromNode, toNode route.Vertex,
-		amt lnwire.MilliSatoshi) float64
+		amt lnwire.MilliSatoshi, capacity btcutil.Amount) float64
 }
 
 // FeeSchema is the set fee configuration for a Lightning Node on the network.