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[WIP] Askrene: add activation cost to channels #8543

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58 changes: 45 additions & 13 deletions plugins/askrene/mcf.c
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Original file line number Diff line number Diff line change
Expand Up @@ -171,6 +171,7 @@ static const s64 MU_MAX = 100;

/* every payment under 1000sat will be routed through a single path */
static const struct amount_msat SINGLE_PATH_THRESHOLD = AMOUNT_MSAT(1000000);
static const double DEFAULT_BASE_PROBABILITY = 0.98;

/* Let's try this encoding of arcs:
* Each channel `c` has two possible directions identified by a bit
Expand Down Expand Up @@ -300,6 +301,13 @@ struct pay_parameters {

double delay_feefactor;
double base_fee_penalty;
/* base_prob is understood as global probability for channel
* availability, ie. a channel chosen at random will be able to forward
* 1msat with a probability given by this value. We don't know the
* actual value for this quantity but we can still use it to penalize
* the use of many channels per payment, ie. reducing this number we
* tend to obtaine less routes and/or shorter paths. */
double base_prob;
};

/* Helper function.
Expand Down Expand Up @@ -359,6 +367,7 @@ static void linearize_channel(const struct pay_parameters *params,
const struct gossmap_chan *c, const int dir,
s64 *capacity, double *cost)
{
const double base_prob_cost = -log(params->base_prob);
struct amount_msat mincap, maxcap;

/* This takes into account any payments in progress. */
Expand Down Expand Up @@ -386,14 +395,28 @@ static void linearize_channel(const struct pay_parameters *params,
amount_msat_ratio_ceil(params->amount, params->accuracy));

set_capacity(&capacity[0], a, &cap_on_capacity);
cost[0]=0;
cost[0] = 1000 * base_prob_cost;
for(size_t i=1;i<CHANNEL_PARTS;++i)
{
set_capacity(&capacity[i], params->cap_fraction[i]*(b-a), &cap_on_capacity);

cost[i] = params->cost_fraction[i] * 1000
* amount_msat_ratio(params->amount, params->accuracy)
/ (b - a);
/* It is conceptually wrong to add a base cost to every arc,
* that would mean we might pay several times for the same base
* cost. The linearization of the base cost is another corner
* that needs improvement.
* For a cost function of the form
* C(x) = x*k1 + k0
* we produce a linear variation of the form
* C_lin(x) = x*(k1 + k0/T)
* where T is the entire payment amount.
* Since we also scale up the probability cost function by
* 1000*T the resulting linear approximation becomes:
* C_lin(x) = x*1000*(k1*T + k0)
**/
cost[i] = 1000 * (params->cost_fraction[i] / (b - a) *
amount_msat_ratio(params->amount,
params->accuracy) +
base_prob_cost);
}
}

Expand Down Expand Up @@ -970,7 +993,8 @@ struct flow **minflow(const tal_t *ctx,
const struct gossmap_node *target,
struct amount_msat amount,
u32 mu,
double delay_feefactor)
double delay_feefactor,
double base_prob)
{
struct flow **flow_paths;
/* We allocate everything off this, and free it at the end,
Expand All @@ -991,6 +1015,7 @@ struct flow **minflow(const tal_t *ctx,
* */
params->accuracy =
amount_msat_max(AMOUNT_MSAT(1), amount_msat_div_ceil(amount, 1000));
params->base_prob = base_prob;

// template the channel partition into linear arcs
params->cap_fraction[0]=0;
Expand Down Expand Up @@ -1149,7 +1174,8 @@ static void init_linear_network_single_path(
(*arc_capacity)[arc.idx] = 1;
(*arc_prob_cost)[arc.idx] =
(-1.0) * log(pickhardt_richter_probability(
mincap, maxcap, params->amount));
mincap, maxcap, params->amount) *
params->base_prob);

struct amount_msat fee;
if (!amount_msat_fee(&fee, params->amount,
Expand All @@ -1171,7 +1197,8 @@ struct flow **single_path_flow(const tal_t *ctx, const struct route_query *rq,
const struct gossmap_node *source,
const struct gossmap_node *target,
struct amount_msat amount, u32 mu,
double delay_feefactor)
double delay_feefactor,
double base_prob)
{
struct flow **flow_paths;
/* We allocate everything off this, and free it at the end,
Expand All @@ -1188,6 +1215,7 @@ struct flow **single_path_flow(const tal_t *ctx, const struct route_query *rq,
params->accuracy = amount;
params->delay_feefactor = delay_feefactor;
params->base_fee_penalty = base_fee_penalty_estimate(amount);
params->base_prob = base_prob;

struct graph *graph;
double *arc_prob_cost;
Expand Down Expand Up @@ -1352,7 +1380,7 @@ linear_routes(const tal_t *ctx, struct route_query *rq,
struct flow **(*solver)(const tal_t *, const struct route_query *,
const struct gossmap_node *,
const struct gossmap_node *,
struct amount_msat, u32, double))
struct amount_msat, u32, double, double))
{
const tal_t *working_ctx = tal(ctx, tal_t);
const char *error_message;
Expand All @@ -1373,6 +1401,7 @@ linear_routes(const tal_t *ctx, struct route_query *rq,

/* Re-use the reservation system to make flows aware of each other. */
struct reserve_hop *reservations = new_reservations(working_ctx, rq);
double base_prob = DEFAULT_BASE_PROBABILITY;

while (!amount_msat_is_zero(amount_to_deliver)) {
size_t num_parts, parts_slots, excess_parts;
Expand Down Expand Up @@ -1409,11 +1438,13 @@ linear_routes(const tal_t *ctx, struct route_query *rq,
parts_slots == 1) {
new_flows = single_path_flow(working_ctx, rq, srcnode,
dstnode, amount_to_deliver,
mu, delay_feefactor);
mu, delay_feefactor,
base_prob);
} else {
new_flows =
solver(working_ctx, rq, srcnode, dstnode,
amount_to_deliver, mu, delay_feefactor);
amount_to_deliver, mu, delay_feefactor,
base_prob);
}

if (!new_flows) {
Expand Down Expand Up @@ -1448,9 +1479,10 @@ linear_routes(const tal_t *ctx, struct route_query *rq,
}

if (tal_count(new_flows) > parts_slots) {
/* Remove the excees of parts and leave one slot for the
* next round of computations. */
excess_parts = 1 + tal_count(new_flows) - parts_slots;
/* try again but with a bigger activation cost per
* channel */
base_prob *= DEFAULT_BASE_PROBABILITY;
continue;
} else if (tal_count(new_flows) == parts_slots &&
amount_msat_less(all_deliver, amount_to_deliver)) {
/* Leave exactly 1 slot for the next round of
Expand Down
6 changes: 4 additions & 2 deletions plugins/askrene/mcf.h
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Original file line number Diff line number Diff line change
Expand Up @@ -31,7 +31,8 @@ struct flow **minflow(const tal_t *ctx,
const struct gossmap_node *target,
struct amount_msat amount,
u32 mu,
double delay_feefactor);
double delay_feefactor,
double base_prob);

/**
* API for min cost single path.
Expand All @@ -53,7 +54,8 @@ struct flow **single_path_flow(const tal_t *ctx, const struct route_query *rq,
const struct gossmap_node *source,
const struct gossmap_node *target,
struct amount_msat amount, u32 mu,
double delay_feefactor);
double delay_feefactor,
double base_prob);

/* To sanity check: this is the approximation mcf uses for the cost
* of each channel. */
Expand Down
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