Use balance estimates from past payments in path-finding

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

@@ -391,6 +391,8 @@ 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

@@ -424,6 +424,7 @@ 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

@@ -23,7 +23,7 @@ import fr.acinq.eclair.router.Router.{ChannelDesc, ChannelHop, Route}
 import fr.acinq.eclair.wire.protocol.NodeAnnouncement
 import fr.acinq.eclair.{MilliSatoshi, MilliSatoshiLong, ShortChannelId, TimestampSecond, TimestampSecondLong, ToMilliSatoshiConversion}
 
-import scala.concurrent.duration.{DurationInt, FiniteDuration}
+import scala.concurrent.duration.FiniteDuration
 
 /**
  * Estimates the balance between a pair of nodes
@@ -235,6 +235,8 @@ 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))
@@ -284,7 +286,7 @@ 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 addOrUpdateVertex(ann: NodeAnnouncement): GraphWithBalanceEstimates = GraphWithBalanceEstimates(graph.addOrUpdateVertex(ann), balances)
 
   def addEdge(edge: GraphEdge): GraphWithBalanceEstimates = GraphWithBalanceEstimates(graph.addEdge(edge), balances.addEdge(edge))
@@ -317,13 +319,6 @@ 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

@@ -61,11 +61,12 @@ object Graph {
    * The fee for a failed attempt and the fee per hop are never actually spent, they are used to incentivize shorter
    * paths or path with higher success probability.
    *
-   * @param lockedFundsRisk cost of having funds locked in htlc in msat per msat per block
-   * @param failureCost     fee for a failed attempt
-   * @param hopCost         virtual fee per hop (how much we're willing to pay to make the route one hop shorter)
+   * @param lockedFundsRisk   cost of having funds locked in htlc in msat per msat per block
+   * @param failureCost       fee for a failed attempt
+   * @param hopCost           virtual fee per hop (how much we're willing to pay to make the route one hop shorter)
+   * @param usePastRelaysData use data from past relays to estimate the balance of the channels
    */
-  case class HeuristicsConstants(lockedFundsRisk: Double, failureCost: RelayFees, hopCost: RelayFees, useLogProbability: Boolean)
+  case class HeuristicsConstants(lockedFundsRisk: Double, failureCost: RelayFees, hopCost: RelayFees, useLogProbability: Boolean, usePastRelaysData: Boolean)
 
   case class WeightedNode(key: PublicKey, weight: RichWeight)
 
@@ -109,7 +110,7 @@ object Graph {
    * @param boundaries              a predicate function that can be used to impose limits on the outcome of the search
    * @param includeLocalChannelCost if the path is for relaying and we need to include the cost of the local channel
    */
-  def yenKshortestPaths(graph: DirectedGraph,
+  def yenKshortestPaths(g: GraphWithBalanceEstimates,
                         sourceNode: PublicKey,
                         targetNode: PublicKey,
                         amount: MilliSatoshi,
@@ -123,7 +124,7 @@ object Graph {
                         includeLocalChannelCost: Boolean): Seq[WeightedPath] = {
     // find the shortest path (k = 0)
     val targetWeight = RichWeight(amount, 0, CltvExpiryDelta(0), 1.0, 0 msat, 0 msat, 0.0)
-    val shortestPath = dijkstraShortestPath(graph, sourceNode, targetNode, ignoredEdges, ignoredVertices, extraEdges, targetWeight, boundaries, currentBlockHeight, wr, includeLocalChannelCost)
+    val shortestPath = dijkstraShortestPath(g, sourceNode, targetNode, ignoredEdges, ignoredVertices, extraEdges, targetWeight, boundaries, currentBlockHeight, wr, includeLocalChannelCost)
     if (shortestPath.isEmpty) {
       return Seq.empty // if we can't even find a single path, avoid returning a Seq(Seq.empty)
     }
@@ -135,7 +136,7 @@ object Graph {
 
     var allSpurPathsFound = false
     val shortestPaths = new mutable.Queue[PathWithSpur]
-    shortestPaths.enqueue(PathWithSpur(WeightedPath(shortestPath, pathWeight(sourceNode, shortestPath, amount, currentBlockHeight, wr, includeLocalChannelCost)), 0))
+    shortestPaths.enqueue(PathWithSpur(WeightedPath(shortestPath, pathWeight(g.balances, sourceNode, shortestPath, amount, currentBlockHeight, wr, includeLocalChannelCost)), 0))
     // stores the candidates for the k-th shortest path, sorted by path cost
     val candidates = new mutable.PriorityQueue[PathWithSpur]
 
@@ -160,12 +161,12 @@ object Graph {
           val alreadyExploredEdges = shortestPaths.collect { case p if p.p.path.takeRight(i) == rootPathEdges => p.p.path(p.p.path.length - 1 - i).desc }.toSet
           // we also want to ignore any vertex on the root path to prevent loops
           val alreadyExploredVertices = rootPathEdges.map(_.desc.b).toSet
-          val rootPathWeight = pathWeight(sourceNode, rootPathEdges, amount, currentBlockHeight, wr, includeLocalChannelCost)
+          val rootPathWeight = pathWeight(g.balances, sourceNode, rootPathEdges, amount, currentBlockHeight, wr, includeLocalChannelCost)
           // find the "spur" path, a sub-path going from the spur node to the target avoiding previously found sub-paths
-          val spurPath = dijkstraShortestPath(graph, sourceNode, spurNode, ignoredEdges ++ alreadyExploredEdges, ignoredVertices ++ alreadyExploredVertices, extraEdges, rootPathWeight, boundaries, currentBlockHeight, wr, includeLocalChannelCost)
+          val spurPath = dijkstraShortestPath(g, sourceNode, spurNode, ignoredEdges ++ alreadyExploredEdges, ignoredVertices ++ alreadyExploredVertices, extraEdges, rootPathWeight, boundaries, currentBlockHeight, wr, includeLocalChannelCost)
           if (spurPath.nonEmpty) {
             val completePath = spurPath ++ rootPathEdges
-            val candidatePath = WeightedPath(completePath, pathWeight(sourceNode, completePath, amount, currentBlockHeight, wr, includeLocalChannelCost))
+            val candidatePath = WeightedPath(completePath, pathWeight(g.balances, sourceNode, completePath, amount, currentBlockHeight, wr, includeLocalChannelCost))
             candidates.enqueue(PathWithSpur(candidatePath, i))
           }
         }
@@ -200,7 +201,7 @@ object Graph {
    * @param wr                      ratios used to 'weight' edges when searching for the shortest path
    * @param includeLocalChannelCost if the path is for relaying and we need to include the cost of the local channel
    */
-  private def dijkstraShortestPath(g: DirectedGraph,
+  private def dijkstraShortestPath(g: GraphWithBalanceEstimates,
                                    sourceNode: PublicKey,
                                    targetNode: PublicKey,
                                    ignoredEdges: Set[ChannelDesc],
@@ -212,8 +213,8 @@ object Graph {
                                    wr: Either[WeightRatios, HeuristicsConstants],
                                    includeLocalChannelCost: Boolean): Seq[GraphEdge] = {
     // the graph does not contain source/destination nodes
-    val sourceNotInGraph = !g.containsVertex(sourceNode) && !extraEdges.exists(_.desc.a == sourceNode)
-    val targetNotInGraph = !g.containsVertex(targetNode) && !extraEdges.exists(_.desc.b == targetNode)
+    val sourceNotInGraph = !g.graph.containsVertex(sourceNode) && !extraEdges.exists(_.desc.a == sourceNode)
+    val targetNotInGraph = !g.graph.containsVertex(targetNode) && !extraEdges.exists(_.desc.b == targetNode)
     if (sourceNotInGraph || targetNotInGraph) {
       return Seq.empty
     }
@@ -242,7 +243,7 @@ object Graph {
         val neighborEdges = {
           val extraNeighbors = extraEdges.filter(_.desc.b == current.key)
           // the resulting set must have only one element per shortChannelId; we prioritize extra edges
-          g.getIncomingEdgesOf(current.key).collect{case e: GraphEdge if !extraNeighbors.exists(_.desc.shortChannelId == e.desc.shortChannelId) => e} ++ extraNeighbors
+          g.graph.getIncomingEdgesOf(current.key).collect{case e: GraphEdge if !extraNeighbors.exists(_.desc.shortChannelId == e.desc.shortChannelId) => e} ++ extraNeighbors
         }
         neighborEdges.foreach { edge =>
           val neighbor = edge.desc.a
@@ -254,7 +255,7 @@ object Graph {
             !ignoredVertices.contains(neighbor)) {
             // NB: this contains the amount (including fees) that will need to be sent to `neighbor`, but the amount that
             // will be relayed through that edge is the one in `currentWeight`.
-            val neighborWeight = addEdgeWeight(sourceNode, edge, current.weight, currentBlockHeight, wr, includeLocalChannelCost)
+            val neighborWeight = addEdgeWeight(sourceNode, edge, g.balances.get(edge), current.weight, currentBlockHeight, wr, includeLocalChannelCost)
             if (boundaries(neighborWeight)) {
               val previousNeighborWeight = bestWeights.getOrElse(neighbor, RichWeight(MilliSatoshi(Long.MaxValue), Int.MaxValue, CltvExpiryDelta(Int.MaxValue), 0.0, MilliSatoshi(Long.MaxValue), MilliSatoshi(Long.MaxValue), Double.MaxValue))
               // if this path between neighbor and the target has a shorter distance than previously known, we select it
@@ -298,7 +299,7 @@ object Graph {
    * @param weightRatios            ratios used to 'weight' edges when searching for the shortest path
    * @param includeLocalChannelCost if the path is for relaying and we need to include the cost of the local channel
    */
-  private def addEdgeWeight(sender: PublicKey, edge: GraphEdge, prev: RichWeight, currentBlockHeight: BlockHeight, weightRatios: Either[WeightRatios, HeuristicsConstants], includeLocalChannelCost: Boolean): RichWeight = {
+  private def addEdgeWeight(sender: PublicKey, edge: GraphEdge, balance: BalanceEstimate, prev: RichWeight, currentBlockHeight: BlockHeight, weightRatios: Either[WeightRatios, HeuristicsConstants], includeLocalChannelCost: Boolean): RichWeight = {
     val totalAmount = if (edge.desc.a == sender && !includeLocalChannelCost) prev.amount else addEdgeFees(edge, prev.amount)
     val fee = totalAmount - prev.amount
     val totalFees = prev.fees + fee
@@ -335,7 +336,14 @@ object Graph {
         val hopCost = nodeFee(heuristicsConstants.hopCost, prev.amount)
         val totalHopsCost = prev.virtualFees + hopCost
         // If we know the balance of the channel, then we will check separately that it can relay the payment.
-        val successProbability = if (edge.balance_opt.nonEmpty) 1.0 else 1.0 - prev.amount.toLong.toDouble / edge.capacity.toMilliSatoshi.toLong.toDouble
+        val successProbability =
+        if (edge.balance_opt.nonEmpty){
+          1.0
+        } else if (heuristicsConstants.usePastRelaysData) {
+          balance.canSend(prev.amount)
+        } else {
+          1.0 - prev.amount.toLong.toDouble / edge.capacity.toMilliSatoshi.toLong.toDouble
+        }
         if (successProbability < 0) {
           throw NegativeProbability(edge, prev, heuristicsConstants)
         }
@@ -396,9 +404,9 @@ object Graph {
    * @param wr                      ratios used to 'weight' edges when searching for the shortest path
    * @param includeLocalChannelCost if the path is for relaying and we need to include the cost of the local channel
    */
-  def pathWeight(sender: PublicKey, path: Seq[GraphEdge], amount: MilliSatoshi, currentBlockHeight: BlockHeight, wr: Either[WeightRatios, HeuristicsConstants], includeLocalChannelCost: Boolean): RichWeight = {
+  def pathWeight(balances: BalancesEstimates, sender: PublicKey, path: Seq[GraphEdge], amount: MilliSatoshi, currentBlockHeight: BlockHeight, wr: Either[WeightRatios, HeuristicsConstants], includeLocalChannelCost: Boolean): RichWeight = {
     path.foldRight(RichWeight(amount, 0, CltvExpiryDelta(0), 1.0, 0 msat, 0 msat, 0.0)) { (edge, prev) =>
-      addEdgeWeight(sender, edge, prev, currentBlockHeight, wr, includeLocalChannelCost)
+      addEdgeWeight(sender, edge, balances.get(edge), prev, currentBlockHeight, wr, includeLocalChannelCost)
     }
   }
 

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

@@ -209,9 +209,9 @@ object RouteCalculation {
       val tags = TagSet.Empty.withTag(Tags.MultiPart, r.allowMultiPart).withTag(Tags.Amount, Tags.amountBucket(amountToSend))
       KamonExt.time(Metrics.FindRouteDuration.withTags(tags.withTag(Tags.NumberOfRoutes, routesToFind.toLong))) {
         val result = if (r.allowMultiPart) {
-          findMultiPartRoute(d.graphWithBalances.graph, r.source, targetNodeId, amountToSend, maxFee, extraEdges, ignoredEdges, r.ignore.nodes, r.pendingPayments, r.routeParams, currentBlockHeight)
+          findMultiPartRoute(d.graphWithBalances, r.source, targetNodeId, amountToSend, maxFee, extraEdges, ignoredEdges, r.ignore.nodes, r.pendingPayments, r.routeParams, currentBlockHeight)
         } else {
-          findRoute(d.graphWithBalances.graph, r.source, targetNodeId, amountToSend, maxFee, routesToFind, extraEdges, ignoredEdges, r.ignore.nodes, r.routeParams, currentBlockHeight)
+          findRoute(d.graphWithBalances, r.source, targetNodeId, amountToSend, maxFee, routesToFind, extraEdges, ignoredEdges, r.ignore.nodes, r.routeParams, currentBlockHeight)
         }
         result.map(routes => addFinalHop(r.target, routes)) match {
           case Success(routes) =>
@@ -294,7 +294,7 @@ 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,
@@ -312,7 +312,7 @@ object RouteCalculation {
   }
 
   @tailrec
-  private def findRouteInternal(g: DirectedGraph,
+  private def findRouteInternal(g: GraphWithBalanceEstimates,
                                 localNodeId: PublicKey,
                                 targetNodeId: PublicKey,
                                 amount: MilliSatoshi,
@@ -370,7 +370,7 @@ 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,
@@ -394,7 +394,7 @@ object RouteCalculation {
     }
   }
 
-  private def findMultiPartRouteInternal(g: DirectedGraph,
+  private def findMultiPartRouteInternal(g: GraphWithBalanceEstimates,
                                          localNodeId: PublicKey,
                                          targetNodeId: PublicKey,
                                          amount: MilliSatoshi,
@@ -409,7 +409,7 @@ 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/test/scala/fr/acinq/eclair/router/BalanceEstimateSpec.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)
   }
 
 }