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also add arcs for small channels

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This commit is contained in:
Carsten Otto
2022-05-21 21:56:57 +02:00
parent af9142554b
commit 697ea16884
2 changed files with 66 additions and 28 deletions
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5
pickhardt-payments/src/main/java/de/cotto/lndmanagej/pickhardtpayments/ArcInitializer.java
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@@ -63,10 +63,11 @@ class ArcInitializer {
Coins upperBound = edgeWithLiquidityInformation.availableLiquidityUpperBound();
long quantizedUpperBound = quantize(upperBound);
long uncertainButPossibleLiquidity = quantizedUpperBound - quantizedLowerBound;
long capacityPiece = uncertainButPossibleLiquidity / remainingPieces;
if (capacityPiece == 0) {
if (uncertainButPossibleLiquidity == 0) {
return;
}
remainingPieces = (int) Math.min(remainingPieces, uncertainButPossibleLiquidity);
long capacityPiece = uncertainButPossibleLiquidity / remainingPieces;
long unitCost = 10 * quantize(maximumCapacity) / uncertainButPossibleLiquidity;
long feeRateSummand = feeRateWeight * getFeeRate(edge);
for (int i = 1; i <= remainingPieces; i++) {

89
pickhardt-payments/src/test/java/de/cotto/lndmanagej/pickhardtpayments/ArcInitializerTest.java
View File

@@ -9,6 +9,7 @@ import de.cotto.lndmanagej.model.Policy;
import de.cotto.lndmanagej.model.Pubkey;
import de.cotto.lndmanagej.pickhardtpayments.model.EdgesWithLiquidityInformation;
import de.cotto.lndmanagej.pickhardtpayments.model.IntegerMapping;
import org.assertj.core.api.SoftAssertions;
import org.eclipse.collections.impl.map.mutable.primitive.IntObjectHashMap;
import org.junit.jupiter.api.BeforeEach;
import org.junit.jupiter.api.Nested;
@@ -74,21 +75,53 @@ class ArcInitializerTest {
edge(EDGE, Coins.ofSatoshis(quantization));
arcInitializer.addArcs(new EdgesWithLiquidityInformation(edgeWithLiquidityInformation));
assertThat(minCostFlow.getNumArcs()).isOne();
assertThat(minCostFlow.getCapacity(0)).isEqualTo(1);
}
@Test
@SuppressWarnings("PMD.JUnitTestContainsTooManyAsserts")
void edge_with_known_liquidity_is_added_as_arc_without_cost() {
Coins capacity = Coins.ofSatoshis(100);
Coins knownLiquidity = Coins.ofSatoshis(25);
void edge_with_capacity_more_than_quantization_amount() {
int quantization = 5_000;
ArcInitializer arcInitializer = new ArcInitializer(
minCostFlow,
integerMapping,
edgeMapping,
quantization,
2,
FEE_RATE_WEIGHT,
PUBKEY
);
EdgeWithLiquidityInformation edgeWithLiquidityInformation =
EdgeWithLiquidityInformation.forKnownLiquidity(EDGE.withCapacity(capacity), knownLiquidity);
edge(EDGE, Coins.ofSatoshis(10_000));
arcInitializer.addArcs(new EdgesWithLiquidityInformation(edgeWithLiquidityInformation));
assertThat(minCostFlow.getNumArcs()).isEqualTo(2);
SoftAssertions softly = new SoftAssertions();
softly.assertThat(minCostFlow.getCapacity(0)).isEqualTo(1);
softly.assertThat(minCostFlow.getCapacity(1)).isEqualTo(1);
softly.assertAll();
}
assertThat(minCostFlow.getNumArcs()).isEqualTo(1);
assertThat(minCostFlow.getUnitCost(0)).isEqualTo(0);
assertThat(minCostFlow.getCapacity(0)).isEqualTo(25);
@Test
void edge_with_low_capacity() {
int quantization = 10_000;
ArcInitializer arcInitializer = new ArcInitializer(
minCostFlow,
integerMapping,
edgeMapping,
quantization,
5,
FEE_RATE_WEIGHT,
PUBKEY
);
EdgeWithLiquidityInformation edgeWithLiquidityInformation =
edge(EDGE, Coins.ofSatoshis(40_000));
arcInitializer.addArcs(new EdgesWithLiquidityInformation(edgeWithLiquidityInformation));
assertThat(minCostFlow.getNumArcs()).isEqualTo(4);
SoftAssertions softly = new SoftAssertions();
softly.assertThat(minCostFlow.getCapacity(0)).isEqualTo(1);
softly.assertThat(minCostFlow.getCapacity(1)).isEqualTo(1);
softly.assertThat(minCostFlow.getCapacity(2)).isEqualTo(1);
softly.assertThat(minCostFlow.getCapacity(3)).isEqualTo(1);
softly.assertAll();
}
@Nested
@@ -109,8 +142,11 @@ class ArcInitializerTest {
@Test
void added_as_arc_without_cost() {
arcInitializer.addArcs(new EdgesWithLiquidityInformation(edgeWithLiquidityInformation));
assertThat(minCostFlow.getUnitCost(0)).isEqualTo(0);
assertThat(minCostFlow.getCapacity(0)).isEqualTo(25);
assertThat(minCostFlow.getNumArcs()).isEqualTo(1);
SoftAssertions softly = new SoftAssertions();
softly.assertThat(minCostFlow.getUnitCost(0)).isEqualTo(0);
softly.assertThat(minCostFlow.getCapacity(0)).isEqualTo(25);
softly.assertAll();
}
@Test
@@ -191,7 +227,7 @@ class ArcInitializerTest {
}
@Test
void does_not_add_arcs_without_capacity() {
void adds_arcs_for_unknown_capacity_even_if_amount_is_small() {
ArcInitializer arcInitializer = new ArcInitializer(
minCostFlow,
integerMapping,
@@ -202,8 +238,8 @@ class ArcInitializerTest {
PUBKEY
);
arcInitializer.addArcs(new EdgesWithLiquidityInformation(edgeWithLiquidityInformation));
// one arc for the known liquidity (25 / 20 = 1), 100 / 20 - 1 = 4 remaining: 4 < 5, no additional arc added
assertThat(minCostFlow.getNumArcs()).isEqualTo(1);
// one arc for the known liquidity (25 / 20 = 1), 100 / 20 - 1 = 4 remaining: 4
assertThat(minCostFlow.getNumArcs()).isEqualTo(5);
}
@Test
@@ -283,7 +319,7 @@ class ArcInitializerTest {
}
@Test
void ignores_edge_with_capacity_smaller_than_quantization_amount() {
void adds_arcs_for_edge_with_capacity_smaller_than_quantization_amount() {
int quantization = 10_000;
ArcInitializer arcInitializer = new ArcInitializer(
minCostFlow,
@@ -342,7 +378,6 @@ class ArcInitializerTest {
}
@Test
@SuppressWarnings("PMD.JUnitTestContainsTooManyAsserts")
void edges_with_piecewise_linear_approximation() {
int piecewiseLinearApproximations = 5;
ArcInitializer arcInitializer = new ArcInitializer(
@@ -359,16 +394,18 @@ class ArcInitializerTest {
edge(EDGE_2_3, Coins.ofSatoshis(30_000))
));
assertThat(minCostFlow.getNumArcs()).isEqualTo(10);
assertThat(minCostFlow.getUnitCost(0)).isEqualTo(5_000_000L);
assertThat(minCostFlow.getCapacity(0)).isEqualTo(2_000);
assertThat(minCostFlow.getUnitCost(1)).isEqualTo(10_000_000L);
assertThat(minCostFlow.getCapacity(1)).isEqualTo(2_000);
assertThat(minCostFlow.getUnitCost(2)).isEqualTo(15_000_000L);
assertThat(minCostFlow.getCapacity(2)).isEqualTo(2_000);
assertThat(minCostFlow.getUnitCost(3)).isEqualTo(20_000_000L);
assertThat(minCostFlow.getCapacity(3)).isEqualTo(2_000);
assertThat(minCostFlow.getUnitCost(4)).isEqualTo(25_000_000L);
assertThat(minCostFlow.getCapacity(4)).isEqualTo(2_000);
SoftAssertions softly = new SoftAssertions();
softly.assertThat(minCostFlow.getUnitCost(0)).isEqualTo(5_000_000L);
softly.assertThat(minCostFlow.getCapacity(0)).isEqualTo(2_000);
softly.assertThat(minCostFlow.getUnitCost(1)).isEqualTo(10_000_000L);
softly.assertThat(minCostFlow.getCapacity(1)).isEqualTo(2_000);
softly.assertThat(minCostFlow.getUnitCost(2)).isEqualTo(15_000_000L);
softly.assertThat(minCostFlow.getCapacity(2)).isEqualTo(2_000);
softly.assertThat(minCostFlow.getUnitCost(3)).isEqualTo(20_000_000L);
softly.assertThat(minCostFlow.getCapacity(3)).isEqualTo(2_000);
softly.assertThat(minCostFlow.getUnitCost(4)).isEqualTo(25_000_000L);
softly.assertThat(minCostFlow.getCapacity(4)).isEqualTo(2_000);
softly.assertAll();
}
@Test