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Fix computation of path weight #1794

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May 12, 2021
Merged

Fix computation of path weight #1794

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27e87a4
Fix computation of path weight
thomash-acinq May 11, 2021
86cb2fe
Fix test
thomash-acinq May 11, 2021
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52 changes: 26 additions & 26 deletions eclair-core/src/main/scala/fr/acinq/eclair/router/Graph.scala
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Original file line number Diff line number Diff line change
Expand Up @@ -264,32 +264,32 @@ object Graph {
* @param currentBlockHeight the height of the chain tip (latest block).
* @param weightRatios ratios used to 'weight' edges when searching for the shortest path
*/
private def addEdgeWeight(sender: PublicKey, edge: GraphEdge, prev: RichWeight, currentBlockHeight: Long, weightRatios: Option[WeightRatios]): RichWeight = weightRatios match {
case None =>
val totalCost = if (edge.desc.a == sender) prev.cost else addEdgeFees(edge, prev.cost)
val totalCltv = if (edge.desc.a == sender) prev.cltv else prev.cltv + edge.update.cltvExpiryDelta
RichWeight(totalCost, prev.length + 1, totalCltv, totalCost.toLong)
case Some(wr) =>
import RoutingHeuristics._

// Every edge is weighted by funding block height where older blocks add less weight, the window considered is 2 months.
val channelBlockHeight = ShortChannelId.coordinates(edge.desc.shortChannelId).blockHeight
val ageFactor = normalize(channelBlockHeight, min = currentBlockHeight - BLOCK_TIME_TWO_MONTHS, max = currentBlockHeight)

// Every edge is weighted by channel capacity, larger channels add less weight
val edgeMaxCapacity = edge.capacity.toMilliSatoshi
val capFactor = 1 - normalize(edgeMaxCapacity.toLong, CAPACITY_CHANNEL_LOW.toLong, CAPACITY_CHANNEL_HIGH.toLong)

// Every edge is weighted by its cltv-delta value, normalized
val cltvFactor = normalize(edge.update.cltvExpiryDelta.toInt, CLTV_LOW, CLTV_HIGH)

val totalCost = if (edge.desc.a == sender) prev.cost else addEdgeFees(edge, prev.cost)
val totalCltv = if (edge.desc.a == sender) prev.cltv else prev.cltv + edge.update.cltvExpiryDelta
// NB we're guaranteed to have weightRatios and factors > 0
val factor = (cltvFactor * wr.cltvDeltaFactor) + (ageFactor * wr.ageFactor) + (capFactor * wr.capacityFactor)
val totalWeight = if (edge.desc.a == sender) prev.weight else prev.weight + totalCost.toLong * factor

RichWeight(totalCost, prev.length + 1, totalCltv, totalWeight)
private def addEdgeWeight(sender: PublicKey, edge: GraphEdge, prev: RichWeight, currentBlockHeight: Long, weightRatios: Option[WeightRatios]): RichWeight = {
val totalCost = if (edge.desc.a == sender) prev.cost else addEdgeFees(edge, prev.cost)
val fee = totalCost - prev.cost
val totalCltv = if (edge.desc.a == sender) prev.cltv else prev.cltv + edge.update.cltvExpiryDelta
val factor = weightRatios match {
case None =>
1.0
case Some(wr) =>
import RoutingHeuristics._

// Every edge is weighted by funding block height where older blocks add less weight, the window considered is 2 months.
val channelBlockHeight = ShortChannelId.coordinates(edge.desc.shortChannelId).blockHeight
val ageFactor = normalize(channelBlockHeight, min = currentBlockHeight - BLOCK_TIME_TWO_MONTHS, max = currentBlockHeight)

// Every edge is weighted by channel capacity, larger channels add less weight
val edgeMaxCapacity = edge.capacity.toMilliSatoshi
val capFactor = 1 - normalize(edgeMaxCapacity.toLong, CAPACITY_CHANNEL_LOW.toLong, CAPACITY_CHANNEL_HIGH.toLong)

// Every edge is weighted by its cltv-delta value, normalized
val cltvFactor = normalize(edge.update.cltvExpiryDelta.toInt, CLTV_LOW, CLTV_HIGH)

// NB we're guaranteed to have weightRatios and factors > 0
(cltvFactor * wr.cltvDeltaFactor) + (ageFactor * wr.ageFactor) + (capFactor * wr.capacityFactor)
}
val totalWeight = prev.weight + fee.toLong * factor
RichWeight(totalCost, prev.length + 1, totalCltv, totalWeight)
}

/**
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14 changes: 7 additions & 7 deletions eclair-core/src/test/scala/fr/acinq/eclair/router/RouteCalculationSpec.scala
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Original file line number Diff line number Diff line change
Expand Up @@ -807,13 +807,13 @@ class RouteCalculationSpec extends AnyFunSuite with ParallelTestExecution {
// A -> E -> F -> D is 'timeout optimized', lower CLTV route (totFees = 3, totCltv = 18)
// A -> E -> C -> D is 'capacity optimized', more recent channel/larger capacity route
val g = DirectedGraph(List(
makeEdge(1L, a, b, feeBase = 0 msat, 0, minHtlc = 0 msat, capacity = defaultCapacity, cltvDelta = CltvExpiryDelta(13)),
makeEdge(4L, a, e, feeBase = 0 msat, 0, minHtlc = 0 msat, capacity = defaultCapacity, cltvDelta = CltvExpiryDelta(12)),
makeEdge(2L, b, c, feeBase = 1 msat, 0, minHtlc = 0 msat, capacity = defaultCapacity, cltvDelta = CltvExpiryDelta(500)),
makeEdge(3L, c, d, feeBase = 1 msat, 0, minHtlc = 0 msat, capacity = defaultCapacity, cltvDelta = CltvExpiryDelta(500)),
makeEdge(5L, e, f, feeBase = 2 msat, 0, minHtlc = 0 msat, capacity = defaultCapacity, cltvDelta = CltvExpiryDelta(9)),
makeEdge(6L, f, d, feeBase = 2 msat, 0, minHtlc = 0 msat, capacity = defaultCapacity, cltvDelta = CltvExpiryDelta(9)),
makeEdge(7L, e, c, feeBase = 2 msat, 0, minHtlc = 0 msat, capacity = largeCapacity, cltvDelta = CltvExpiryDelta(12))
makeEdge(1L, a, b, feeBase = 0 msat, 1000, minHtlc = 0 msat, capacity = defaultCapacity, cltvDelta = CltvExpiryDelta(13)),
makeEdge(4L, a, e, feeBase = 0 msat, 1000, minHtlc = 0 msat, capacity = defaultCapacity, cltvDelta = CltvExpiryDelta(12)),
makeEdge(2L, b, c, feeBase = 1 msat, 1000, minHtlc = 0 msat, capacity = defaultCapacity, cltvDelta = CltvExpiryDelta(500)),
makeEdge(3L, c, d, feeBase = 1 msat, 1000, minHtlc = 0 msat, capacity = defaultCapacity, cltvDelta = CltvExpiryDelta(500)),
makeEdge(5L, e, f, feeBase = 2 msat, 1000, minHtlc = 0 msat, capacity = defaultCapacity, cltvDelta = CltvExpiryDelta(9)),
makeEdge(6L, f, d, feeBase = 2 msat, 1000, minHtlc = 0 msat, capacity = defaultCapacity, cltvDelta = CltvExpiryDelta(9)),
makeEdge(7L, e, c, feeBase = 2 msat, 1000, minHtlc = 0 msat, capacity = largeCapacity, cltvDelta = CltvExpiryDelta(12))
))

val Success(routeFeeOptimized :: Nil) = findRoute(g, a, d, DEFAULT_AMOUNT_MSAT, DEFAULT_MAX_FEE, numRoutes = 1, routeParams = DEFAULT_ROUTE_PARAMS, currentBlockHeight = 400000)
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