Use balance estimates from past payments in path-finding

Author: thomash-acinq

eclair-core/src/main/resources/reference.conf

@@ -281,6 +281,8 @@ eclair {
         // probability of success, however is penalizes less the paths with a low probability of success.
         use-log-probability = false
 
+        use-past-relay-data = false
+
         mpp {
           min-amount-satoshis = 15000 // minimum amount sent via partial HTLCs
           max-parts = 5 // maximum number of HTLCs sent per payment: increasing this value will impact performance

eclair-core/src/main/scala/fr/acinq/eclair/NodeParams.scala

@@ -366,6 +366,7 @@ object NodeParams extends Logging {
           failureCost = getRelayFees(config.getConfig("failure-cost")),
           hopCost = getRelayFees(config.getConfig("hop-cost")),
           useLogProbability = config.getBoolean("use-log-probability"),
+          usePastRelaysData = config.getBoolean("use-past-relay-data"),
         ))
       },
       mpp = MultiPartParams(

eclair-core/src/main/scala/fr/acinq/eclair/remote/EclairInternalsSerializer.scala

@@ -68,7 +68,8 @@ object EclairInternalsSerializer {
     ("lockedFundsRisk" | double) ::
       ("failureCost" | relayFeesCodec) ::
       ("hopCost" | relayFeesCodec) ::
-      ("useLogProbability" | bool(8))).as[HeuristicsConstants]
+      ("useLogProbability" | bool(8)) ::
+      ("usePastRelaysData" | bool(8))).as[HeuristicsConstants]
 
   val multiPartParamsCodec: Codec[MultiPartParams] = (
     ("minPartAmount" | millisatoshi) ::

eclair-core/src/main/scala/fr/acinq/eclair/router/BalanceEstimate.scala

@@ -234,6 +234,8 @@ object BalanceEstimate {
 case class BalancesEstimates(balances: Map[(PublicKey, PublicKey), BalanceEstimate], defaultHalfLife: FiniteDuration) {
   private def get(a: PublicKey, b: PublicKey): Option[BalanceEstimate] = balances.get((a, b))
 
+  def get(edge: GraphEdge): BalanceEstimate = get(edge.desc.a, edge.desc.b).getOrElse(BalanceEstimate.empty(defaultHalfLife).addEdge(edge))
+
   def addEdge(edge: GraphEdge): BalancesEstimates = BalancesEstimates(
     balances.updatedWith((edge.desc.a, edge.desc.b))(balance =>
       Some(balance.getOrElse(BalanceEstimate.empty(defaultHalfLife)).addEdge(edge))
@@ -283,7 +285,7 @@ case class BalancesEstimates(balances: Map[(PublicKey, PublicKey), BalanceEstima
 
 }
 
-case class GraphWithBalanceEstimates(graph: DirectedGraph, private val balances: BalancesEstimates) {
+case class GraphWithBalanceEstimates(graph: DirectedGraph, balances: BalancesEstimates) {
   def addEdge(edge: GraphEdge): GraphWithBalanceEstimates = GraphWithBalanceEstimates(graph.addEdge(edge), balances.addEdge(edge))
 
   def removeEdge(desc: ChannelDesc): GraphWithBalanceEstimates = GraphWithBalanceEstimates(graph.removeEdge(desc), balances.removeEdge(desc))
@@ -312,13 +314,6 @@ case class GraphWithBalanceEstimates(graph: DirectedGraph, private val balances:
   def channelCouldNotSend(hop: ChannelHop, amount: MilliSatoshi): GraphWithBalanceEstimates = {
     GraphWithBalanceEstimates(graph, balances.channelCouldNotSend(hop, amount))
   }
-
-  def canSend(amount: MilliSatoshi, edge: GraphEdge): Double = {
-    balances.balances.get((edge.desc.a, edge.desc.b)) match {
-      case Some(estimate) => estimate.canSend(amount)
-      case None => BalanceEstimate.empty(1 hour).addEdge(edge).canSend(amount)
-    }
-  }
 }
 
 object GraphWithBalanceEstimates {

eclair-core/src/main/scala/fr/acinq/eclair/router/Graph.scala

@@ -120,9 +120,9 @@ object RouteCalculation {
       val tags = TagSet.Empty.withTag(Tags.MultiPart, r.allowMultiPart).withTag(Tags.Amount, Tags.amountBucket(r.amount))
       KamonExt.time(Metrics.FindRouteDuration.withTags(tags.withTag(Tags.NumberOfRoutes, routesToFind.toLong))) {
         val result = if (r.allowMultiPart) {
-          findMultiPartRoute(d.graphWithBalances.graph, r.source, r.target, r.amount, r.maxFee, extraEdges, ignoredEdges, r.ignore.nodes, r.pendingPayments, params, currentBlockHeight)
+          findMultiPartRoute(d.graphWithBalances, r.source, r.target, r.amount, r.maxFee, extraEdges, ignoredEdges, r.ignore.nodes, r.pendingPayments, params, currentBlockHeight)
         } else {
-          findRoute(d.graphWithBalances.graph, r.source, r.target, r.amount, r.maxFee, routesToFind, extraEdges, ignoredEdges, r.ignore.nodes, params, currentBlockHeight)
+          findRoute(d.graphWithBalances, r.source, r.target, r.amount, r.maxFee, routesToFind, extraEdges, ignoredEdges, r.ignore.nodes, params, currentBlockHeight)
         }
         result match {
           case Success(routes) =>
@@ -204,7 +204,7 @@ object RouteCalculation {
    * @param routeParams     a set of parameters that can restrict the route search
    * @return the computed routes to the destination @param targetNodeId
    */
-  def findRoute(g: DirectedGraph,
+  def findRoute(g: GraphWithBalanceEstimates,
                 localNodeId: PublicKey,
                 targetNodeId: PublicKey,
                 amount: MilliSatoshi,
@@ -222,7 +222,7 @@ object RouteCalculation {
   }
 
   @tailrec
-  private def findRouteInternal(g: DirectedGraph,
+  private def findRouteInternal(g: GraphWithBalanceEstimates,
                                 localNodeId: PublicKey,
                                 targetNodeId: PublicKey,
                                 amount: MilliSatoshi,
@@ -280,7 +280,7 @@ object RouteCalculation {
    * @param routeParams     a set of parameters that can restrict the route search
    * @return a set of disjoint routes to the destination @param targetNodeId with the payment amount split between them
    */
-  def findMultiPartRoute(g: DirectedGraph,
+  def findMultiPartRoute(g: GraphWithBalanceEstimates,
                          localNodeId: PublicKey,
                          targetNodeId: PublicKey,
                          amount: MilliSatoshi,
@@ -304,7 +304,7 @@ object RouteCalculation {
     }
   }
 
-  private def findMultiPartRouteInternal(g: DirectedGraph,
+  private def findMultiPartRouteInternal(g: GraphWithBalanceEstimates,
                                          localNodeId: PublicKey,
                                          targetNodeId: PublicKey,
                                          amount: MilliSatoshi,
@@ -319,7 +319,7 @@ object RouteCalculation {
     // When the recipient is a direct peer, we have complete visibility on our local channels so we can use more accurate MPP parameters.
     val routeParams1 = {
       case class DirectChannel(balance: MilliSatoshi, isEmpty: Boolean)
-      val directChannels = g.getEdgesBetween(localNodeId, targetNodeId).collect {
+      val directChannels = g.graph.getEdgesBetween(localNodeId, targetNodeId).collect {
         // We should always have balance information available for local channels.
         // NB: htlcMinimumMsat is set by our peer and may be 0 msat (even though it's not recommended).
         case GraphEdge(_, params, _, Some(balance)) => DirectChannel(balance, balance <= 0.msat || balance < params.htlcMinimum)

eclair-core/src/main/scala/fr/acinq/eclair/router/RouteCalculation.scala

@@ -277,16 +277,16 @@ class BalanceEstimateSpec extends AnyFunSuite {
     val edge_ab = makeEdge(a, b, 1, 10 sat)
     val edge_ba = makeEdge(b, a, 1, 10 sat)
     val edge_bc = makeEdge(b, c, 6, 10 sat)
-    assert(graphWithBalances.canSend(27500 msat, edge_ab) === 0.75 +- 0.01)
-    assert(graphWithBalances.canSend(55000 msat, edge_ab) === 0.5 +- 0.01)
-    assert(graphWithBalances.canSend(30000 msat, edge_ba) === 0.75 +- 0.01)
-    assert(graphWithBalances.canSend(60000 msat, edge_ba) === 0.5 +- 0.01)
-    assert(graphWithBalances.canSend(75000 msat, edge_bc) === 0.5 +- 0.01)
-    assert(graphWithBalances.canSend(100000 msat, edge_bc) === 0.33 +- 0.01)
+    assert(graphWithBalances.balances.get(edge_ab).canSend(27500 msat) === 0.75 +- 0.01)
+    assert(graphWithBalances.balances.get(edge_ab).canSend(55000 msat) === 0.5 +- 0.01)
+    assert(graphWithBalances.balances.get(edge_ba).canSend(30000 msat) === 0.75 +- 0.01)
+    assert(graphWithBalances.balances.get(edge_ba).canSend(60000 msat) === 0.5 +- 0.01)
+    assert(graphWithBalances.balances.get(edge_bc).canSend(75000 msat) === 0.5 +- 0.01)
+    assert(graphWithBalances.balances.get(edge_bc).canSend(100000 msat) === 0.33 +- 0.01)
     val unknownEdge = makeEdge(42, 40 sat)
-    assert(graphWithBalances.canSend(10000 msat, unknownEdge) === 0.75 +- 0.01)
-    assert(graphWithBalances.canSend(20000 msat, unknownEdge) === 0.5 +- 0.01)
-    assert(graphWithBalances.canSend(30000 msat, unknownEdge) === 0.25 +- 0.01)
+    assert(graphWithBalances.balances.get(unknownEdge).canSend(10000 msat) === 0.75 +- 0.01)
+    assert(graphWithBalances.balances.get(unknownEdge).canSend(20000 msat) === 0.5 +- 0.01)
+    assert(graphWithBalances.balances.get(unknownEdge).canSend(30000 msat) === 0.25 +- 0.01)
   }
 
 }

eclair-core/src/test/scala/fr/acinq/eclair/router/BalanceEstimateSpec.scala

@@ -27,6 +27,8 @@ import fr.acinq.eclair.{BlockHeight, MilliSatoshiLong, ShortChannelId}
 import org.scalatest.funsuite.AnyFunSuite
 import scodec.bits._
 
+import scala.concurrent.duration.DurationInt
+
 class GraphSpec extends AnyFunSuite {
 
   val (a, b, c, d, e, f, g) = (
@@ -167,8 +169,8 @@ class GraphSpec extends AnyFunSuite {
 
     val bIncoming = graph.getIncomingEdgesOf(b)
     assert(bIncoming.size == 1)
-    assert(bIncoming.exists(_.desc.a == a)) // there should be an edge a --> b
-    assert(bIncoming.exists(_.desc.b == b))
+    assert(bIncoming(a).exists(_.desc.a == a)) // there should be an edge a --> b
+    assert(bIncoming(a).exists(_.desc.b == b))
 
     val bOutgoing = graph.edgesOf(b)
     assert(bOutgoing.size == 1)
@@ -220,18 +222,18 @@ class GraphSpec extends AnyFunSuite {
     val graph = DirectedGraph(Seq(edgeAB, edgeAD, edgeBC, edgeDC))
 
     assert(graph.edgesOf(a).toSet == Set(edgeAB, edgeAD))
-    assert(graph.getIncomingEdgesOf(a) == Nil)
+    assert(graph.getIncomingEdgesOf(a).isEmpty)
     assert(graph.edgesOf(c) == Nil)
-    assert(graph.getIncomingEdgesOf(c).toSet == Set(edgeBC, edgeDC))
+    assert(graph.getIncomingEdgesOf(c).values.flatten.toSet == Set(edgeBC, edgeDC))
 
     val edgeAB1 = edgeAB.copy(balance_opt = Some(200000 msat))
     val edgeBC1 = edgeBC.copy(balance_opt = Some(150000 msat))
     val graph1 = graph.addEdge(edgeAB1).addEdge(edgeBC1)
 
     assert(graph1.edgesOf(a).toSet == Set(edgeAB1, edgeAD))
-    assert(graph1.getIncomingEdgesOf(a) == Nil)
+    assert(graph1.getIncomingEdgesOf(a).isEmpty)
     assert(graph1.edgesOf(c) == Nil)
-    assert(graph1.getIncomingEdgesOf(c).toSet == Set(edgeBC1, edgeDC))
+    assert(graph1.getIncomingEdgesOf(c).values.flatten.toSet == Set(edgeBC1, edgeDC))
   }
 
   def descFromNodes(shortChannelId: Long, a: PublicKey, b: PublicKey): ChannelDesc = makeEdge(shortChannelId, a, b, 0 msat, 0).desc
@@ -255,9 +257,9 @@ class GraphSpec extends AnyFunSuite {
     val edgeDE = makeEdge(6L, d, e, 9 msat, 0, capacity = 200000 sat)
     val graph = DirectedGraph(Seq(edgeAB, edgeBC, edgeCD, edgeDC, edgeCE, edgeDE))
 
-    val path :: Nil = yenKshortestPaths(graph, a, e, 100000000 msat,
+    val path :: Nil = yenKshortestPaths(GraphWithBalanceEstimates(graph, 1 day), a, e, 100000000 msat,
       Set.empty, Set.empty, Set.empty, 1,
-      Right(HeuristicsConstants(1.0E-8, RelayFees(2000 msat, 500), RelayFees(50 msat, 20), useLogProbability = true)),
+      Right(HeuristicsConstants(1.0E-8, RelayFees(2000 msat, 500), RelayFees(50 msat, 20), useLogProbability = true, usePastRelaysData = false)),
       BlockHeight(714930), _ => true, includeLocalChannelCost = true)
     assert(path.path == Seq(edgeAB, edgeBC, edgeCE))
   }