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getroute: add a risk factor.

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We need some way to reflect the tradeoff between the possible delay if
a payment gets stuck, and the fees charged by nodes.  This adds a risk
factor which reflects the probability that a node goes down, and the
cost associated with losing access to our funds for a given time.

Signed-off-by: Rusty Russell <rusty@rustcorp.com.au>
This commit is contained in:
Rusty Russell
2016-09-06 16:47:48 +09:30
parent e2bc70bfce
commit ca80fc0286
6 changed files with 60 additions and 12 deletions
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34
daemon/routing.c
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@@ -11,6 +11,9 @@
#include <ccan/structeq/structeq.h>
#include <inttypes.h>
/* 365.25 * 24 * 60 / 10 */
#define BLOCKS_PER_YEAR 52596
static const secp256k1_pubkey *keyof_node(const struct node *n)
{
return &n->id.pubkey;
@@ -197,8 +200,10 @@ static void clear_bfg(struct node_map *nodes)
for (n = node_map_first(nodes, &it); n; n = node_map_next(nodes, &it)) {
size_t i;
for (i = 0; i < ARRAY_SIZE(n->bfg); i++)
for (i = 0; i < ARRAY_SIZE(n->bfg); i++) {
n->bfg[i].total = INFINITE;
n->bfg[i].risk = 0;
}
}
}
@@ -213,20 +218,34 @@ s64 connection_fee(const struct node_connection *c, u64 msatoshi)
return c->base_fee + fee;
}
/* Risk of passing through this channel. We insert a tiny constant here
* in order to prefer shorter routes, all things equal. */
static u64 risk_fee(s64 amount, u32 delay, double riskfactor)
{
/* If fees are so negative we're making money, ignore risk. */
if (amount < 0)
return 1;
return 1 + amount * delay * riskfactor / BLOCKS_PER_YEAR / 10000;
}
/* We track totals, rather than costs. That's because the fee depends
* on the current amount passing through. */
static void bfg_one_edge(struct node *node, size_t edgenum)
static void bfg_one_edge(struct node *node, size_t edgenum, double riskfactor)
{
struct node_connection *c = node->in[edgenum];
size_t h;
assert(c->dst == node);
for (h = 0; h < ROUTING_MAX_HOPS; h++) {
/* FIXME: Bias towards smaller expiry values. */
/* FIXME: Bias against smaller channels. */
s64 fee = connection_fee(c, node->bfg[h].total);
if (node->bfg[h].total + fee < c->src->bfg[h+1].total) {
u64 risk = node->bfg[h].risk + risk_fee(node->bfg[h].total + fee,
c->delay, riskfactor);
if (node->bfg[h].total + (s64)fee + (s64)risk
< c->src->bfg[h+1].total + (s64)c->src->bfg[h+1].risk) {
c->src->bfg[h+1].total = node->bfg[h].total + fee;
c->src->bfg[h+1].risk = risk;
c->src->bfg[h+1].prev = c;
}
}
@@ -234,7 +253,9 @@ static void bfg_one_edge(struct node *node, size_t edgenum)
struct peer *find_route(struct lightningd_state *dstate,
const struct pubkey *to,
u64 msatoshi, s64 *fee,
u64 msatoshi,
double riskfactor,
s64 *fee,
struct node_connection ***route)
{
struct node *n, *src, *dst;
@@ -258,6 +279,7 @@ struct peer *find_route(struct lightningd_state *dstate,
/* Bellman-Ford-Gibson: like Bellman-Ford, but keep values for
* every path length. */
src->bfg[0].total = msatoshi;
src->bfg[0].risk = 0;
for (runs = 0; runs < ROUTING_MAX_HOPS; runs++) {
log_debug(dstate->base_log, "Run %i", runs);
@@ -267,7 +289,7 @@ struct peer *find_route(struct lightningd_state *dstate,
n = node_map_next(dstate->nodes, &it)) {
size_t num_edges = tal_count(n->in);
for (i = 0; i < num_edges; i++) {
bfg_one_edge(n, i);
bfg_one_edge(n, i, riskfactor);
log_debug(dstate->base_log, "We seek %p->%p, this is %p -> %p",
dst, src, n->in[i]->src, n->in[i]->dst);
log_debug_struct(dstate->base_log,