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Wallets can buy reputation #3222

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28 changes: 18 additions & 10 deletions eclair-core/src/main/scala/fr/acinq/eclair/reputation/Reputation.scala
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Original file line number Diff line number Diff line change
Expand Up @@ -31,7 +31,12 @@ import scala.concurrent.duration.{DurationInt, FiniteDuration}
* @param score How much fees we have collected in the past (exponential moving average).
* @param lastSettlementAt Timestamp of the last recorded HTLC settlement.
*/
case class PastScore(weight: Double, score: Double, lastSettlementAt: TimestampMilli)
case class PastScore(weight: Double, score: Double, lastSettlementAt: TimestampMilli) {
def decay(now: TimestampMilli, halfLife: FiniteDuration): PastScore = {
val d = scala.math.pow(0.5, (now - lastSettlementAt) / halfLife)
PastScore(d * weight, d * score, now)
}
}

/** We're relaying that HTLC and are waiting for it to settle. */
case class PendingHtlc(fee: MilliSatoshi, accountability: Int, startedAt: TimestampMilli, expiry: CltvExpiry) {
Expand All @@ -58,18 +63,16 @@ case object HtlcId {
* @param maxRelayDuration Duration after which HTLCs are penalized for staying pending too long.
*/
case class Reputation(pastScores: Map[Int, PastScore], pending: Map[HtlcId, PendingHtlc], halfLife: FiniteDuration, maxRelayDuration: FiniteDuration) {
private def decay(now: TimestampMilli, lastSettlementAt: TimestampMilli): Double = scala.math.pow(0.5, (now - lastSettlementAt) / halfLife)

/**
* Estimate the confidence that a payment will succeed.
*/
def getConfidence(fee: MilliSatoshi, accountability: Int, currentBlockHeight: BlockHeight, expiry: CltvExpiry, now: TimestampMilli = TimestampMilli.now()): Double = {
val weights = Array.fill(Reputation.accountabilityLevels)(0.0)
val scores = Array.fill(Reputation.accountabilityLevels)(0.0)
for (e <- 0 until Reputation.accountabilityLevels) {
val d = decay(now, pastScores(e).lastSettlementAt)
weights(e) += d * pastScores(e).weight
scores(e) += d * pastScores(e).score
val ps = pastScores(e).decay(now, halfLife)
weights(e) += ps.weight
scores(e) += ps.score
}
for (p <- pending.values) {
weights(p.accountability) += p.weight(now, maxRelayDuration, currentBlockHeight)
Expand All @@ -90,7 +93,7 @@ case class Reputation(pastScores: Map[Int, PastScore], pending: Map[HtlcId, Pend
weight += weights(e)
confidence = confidence.max(score / weight)
}
confidence
confidence.min(1.0)
}

/**
Expand All @@ -104,19 +107,24 @@ case class Reputation(pastScores: Map[Int, PastScore], pending: Map[HtlcId, Pend
*/
def settlePendingHtlc(htlcId: HtlcId, isSuccess: Boolean, now: TimestampMilli = TimestampMilli.now()): Reputation = {
val newScores = pending.get(htlcId).map(p => {
val d = decay(now, pastScores(p.accountability).lastSettlementAt)
val ps = pastScores(p.accountability).decay(now, halfLife)
val duration = now - p.startedAt
val (weight, score) = if (isSuccess) {
(p.fee.toLong.toDouble * (duration / maxRelayDuration).max(1.0), p.fee.toLong.toDouble)
} else {
(p.fee.toLong.toDouble * (duration / maxRelayDuration), 0.0)
}
val newWeight = d * pastScores(p.accountability).weight + weight
val newScore = d * pastScores(p.accountability).score + score
val newWeight = ps.weight + weight
val newScore = ps.score + score
pastScores + (p.accountability -> PastScore(newWeight, newScore, now))
}).getOrElse(pastScores)
copy(pending = pending - htlcId, pastScores = newScores)
}

def addExtraFee(fee: MilliSatoshi, now: TimestampMilli = TimestampMilli.now()): Reputation = {
val ps = pastScores(0).decay(now, halfLife)
copy(pastScores = pastScores + (0 -> ps.copy(score = ps.score + fee.toLong.toDouble)))
}
}

object Reputation {
Expand Down
11 changes: 9 additions & 2 deletions eclair-core/src/main/scala/fr/acinq/eclair/reputation/ReputationRecorder.scala
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Expand Up @@ -20,9 +20,9 @@ import akka.actor.typed.eventstream.EventStream
import akka.actor.typed.scaladsl.{ActorContext, Behaviors}
import akka.actor.typed.{ActorRef, Behavior}
import fr.acinq.bitcoin.scalacompat.Crypto.PublicKey
import fr.acinq.eclair.{BlockHeight, CltvExpiry, MilliSatoshi}
import fr.acinq.eclair.{BlockHeight, CltvExpiry, MilliSatoshi, ToMilliSatoshiConversion}
import fr.acinq.eclair.channel.Upstream.Hot
import fr.acinq.eclair.channel.{OutgoingHtlcAdded, OutgoingHtlcFailed, OutgoingHtlcFulfilled, OutgoingHtlcSettled, Upstream}
import fr.acinq.eclair.channel.{ChannelLiquidityPurchased, OutgoingHtlcAdded, OutgoingHtlcFailed, OutgoingHtlcFulfilled, OutgoingHtlcSettled, Upstream}
import fr.acinq.eclair.reputation.ReputationRecorder._
import fr.acinq.eclair.wire.protocol.{UpdateAddHtlc, UpdateFailHtlc, UpdateFailMalformedHtlc}

Expand All @@ -36,13 +36,15 @@ object ReputationRecorder {
case class WrappedOutgoingHtlcAdded(added: OutgoingHtlcAdded) extends Command
case class WrappedOutgoingHtlcSettled(settled: OutgoingHtlcSettled) extends Command
private case object TickAudit extends Command
case class WrappedChannelLiquidityPurchased(purchased: ChannelLiquidityPurchased) extends Command
// @formatter:on

def apply(config: Reputation.Config): Behavior[Command] =
Behaviors.setup { context =>
Behaviors.withTimers { timers =>
context.system.eventStream ! EventStream.Subscribe(context.messageAdapter(WrappedOutgoingHtlcSettled))
context.system.eventStream ! EventStream.Subscribe(context.messageAdapter(WrappedOutgoingHtlcAdded))
context.system.eventStream ! EventStream.Subscribe(context.messageAdapter(WrappedChannelLiquidityPurchased))
timers.startTimerWithFixedDelay(TickAudit, 5 minutes)
new ReputationRecorder(context, config).run()
}
Expand Down Expand Up @@ -91,6 +93,11 @@ class ReputationRecorder(context: ActorContext[ReputationRecorder.Command], conf
})
Behaviors.same

case WrappedChannelLiquidityPurchased(purchased) =>
val fee = purchased.purchase.fees.serviceFee.toMilliSatoshi
outgoingReputations(purchased.remoteNodeId) = outgoingReputations(purchased.remoteNodeId).addExtraFee(fee)
Behaviors.same

case TickAudit =>
val totalOutgoingPending = outgoingReputations.values.map(_.pending.size).sum
log.info("{} pending HTLCs: {} tracked for outgoing reputation", pending.size, totalOutgoingPending)
Expand Down