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common/random_select: central place for reservoir sampling.

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Turns out we can make quite a simple API out of it.

Signed-off-by: Rusty Russell <rusty@rustcorp.com.au>
This commit is contained in:
Rusty Russell
2020-08-11 14:35:56 +09:30
parent 12d0d5c185
commit 496c0dd1e6
11 changed files with 76 additions and 59 deletions
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52
lightningd/invoice.c
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@@ -16,7 +16,7 @@
#include <common/jsonrpc_errors.h>
#include <common/overflows.h>
#include <common/param.h>
#include <common/pseudorand.h>
#include <common/random_select.h>
#include <common/timeout.h>
#include <common/utils.h>
#include <errno.h>
@@ -489,15 +489,8 @@ static struct route_info **select_inchan(const tal_t *ctx,
bool *any_offline)
{
/* BOLT11 struct wants an array of arrays (can provide multiple routes) */
struct route_info **R;
double wsum, p;
struct sample {
const struct route_info *route;
double weight;
};
struct sample *S = tal_arr(tmpctx, struct sample, 0);
struct route_info **r = NULL;
double total_weight = 0.0;
*any_offline = false;
@@ -505,7 +498,6 @@ static struct route_info **select_inchan(const tal_t *ctx,
for (size_t i = 0; i < tal_count(inchans); i++) {
struct peer *peer;
struct channel *c;
struct sample sample;
struct amount_msat capacity_to_pay_us, excess, capacity;
struct amount_sat cumulative_reserve;
double excess_frac;
@@ -564,33 +556,23 @@ static struct route_info **select_inchan(const tal_t *ctx,
continue;
}
/* We don't want a 0 probability if 0 excess; it might be the
* only one! So bump it by 1 msat */
if (!amount_msat_add(&excess, excess, AMOUNT_MSAT(1))) {
log_broken(ld->log, "Channel %s excess overflow!",
type_to_string(tmpctx, struct short_channel_id, c->scid));
continue;
}
excess_frac = amount_msat_ratio(excess, capacity);
sample.route = &inchans[i];
sample.weight = excess_frac;
tal_arr_expand(&S, sample);
if (random_select(excess_frac, &total_weight)) {
tal_free(r);
r = tal_arr(ctx, struct route_info *, 1);
r[0] = tal_dup(r, struct route_info, &inchans[i]);
}
}
if (!tal_count(S))
return NULL;
/* Use weighted reservoir sampling, see:
* https://en.wikipedia.org/wiki/Reservoir_sampling#Algorithm_A-Chao
* But (currently) the result will consist of only one sample (k=1) */
R = tal_arr(ctx, struct route_info *, 1);
R[0] = tal_dup(R, struct route_info, S[0].route);
wsum = S[0].weight;
for (size_t i = 1; i < tal_count(S); i++) {
wsum += S[i].weight;
p = S[i].weight / wsum;
double random_1 = pseudorand_double(); /* range [0,1) */
if (random_1 <= p)
R[0] = tal_dup(R, struct route_info, S[i].route);
}
return R;
return r;
}
/** select_inchan_mpp
@@ -1414,6 +1396,7 @@ static struct command_result *json_waitanyinvoice(struct command *cmd,
" is non-trivial.");
}
static const struct json_command waitanyinvoice_command = {
"waitanyinvoice",
"payment",
@@ -1423,7 +1406,6 @@ static const struct json_command waitanyinvoice_command = {
};
AUTODATA(json_command, &waitanyinvoice_command);
/* Wait for an incoming payment matching the `label` in the JSON
* command. This will either return immediately if the payment has
* already been received or it may add the `cmd` to the list of