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Merge pull request #3462 from joostjager/mc-extrapolate

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routing+routerrpc: improve prob. estimation for untried connections
This commit is contained in:
Olaoluwa Osuntokun 2019-10-22 17:30:00 -07:00 committed by GitHub
commit 8ed7583448
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GPG Key ID: 4AEE18F83AFDEB23
15 changed files with 630 additions and 425 deletions
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20
cmd/lncli/cmd_query_mission_control.go
View File

@ -31,36 +31,17 @@ func queryMissionControl(ctx *cli.Context) error {
return err
}
type displayNodeHistory struct {
Pubkey string
LastFailTime int64
OtherSuccessProb float32
}
type displayPairHistory struct {
NodeFrom, NodeTo string
LastAttemptSuccessful bool
Timestamp int64
SuccessProb float32
MinPenalizeAmtSat int64
}
displayResp := struct {
Nodes []displayNodeHistory
Pairs []displayPairHistory
}{}
for _, n := range snapshot.Nodes {
displayResp.Nodes = append(
displayResp.Nodes,
displayNodeHistory{
Pubkey: hex.EncodeToString(n.Pubkey),
LastFailTime: n.LastFailTime,
OtherSuccessProb: n.OtherSuccessProb,
},
)
}
for _, n := range snapshot.Pairs {
displayResp.Pairs = append(
displayResp.Pairs,
@ -69,7 +50,6 @@ func queryMissionControl(ctx *cli.Context) error {
NodeTo: hex.EncodeToString(n.NodeTo),
LastAttemptSuccessful: n.LastAttemptSuccessful,
Timestamp: n.Timestamp,
SuccessProb: n.SuccessProb,
MinPenalizeAmtSat: n.MinPenalizeAmtSat,
},
)

9
lnrpc/routerrpc/config.go
View File

@ -16,6 +16,15 @@ type RoutingConfig struct {
// a route when no other information is available.
AprioriHopProbability float64 `long:"apriorihopprob" description:"Assumed success probability of a hop in a route when no other information is available."`
// AprioriWeight is a value in the range [0, 1] that defines to what
// extent historical results should be extrapolated to untried
// connections. Setting it to one will completely ignore historical
// results and always assume the configured a priori probability for
// untried connections. A value of zero will ignore the a priori
// probability completely and only base the probability on historical
// results, unless there are none available.
AprioriWeight float64 `long:"aprioriweight" description:"Weight of the a priori probability in success probability estimation. Valid values are in [0, 1]."`
// PenaltyHalfLife defines after how much time a penalized node or
// channel is back at 50% probability.
PenaltyHalfLife time.Duration `long:"penaltyhalflife" description:"Defines the duration after which a penalized node or channel is back at 50% probability"`

2
lnrpc/routerrpc/config_active.go
View File

@ -45,6 +45,7 @@ type Config struct {
func DefaultConfig() *Config {
defaultRoutingConfig := RoutingConfig{
AprioriHopProbability: routing.DefaultAprioriHopProbability,
AprioriWeight: routing.DefaultAprioriWeight,
MinRouteProbability: routing.DefaultMinRouteProbability,
PenaltyHalfLife: routing.DefaultPenaltyHalfLife,
AttemptCost: routing.DefaultPaymentAttemptPenalty.
@ -61,6 +62,7 @@ func DefaultConfig() *Config {
func GetRoutingConfig(cfg *Config) *RoutingConfig {
return &RoutingConfig{
AprioriHopProbability: cfg.AprioriHopProbability,
AprioriWeight: cfg.AprioriWeight,
MinRouteProbability: cfg.MinRouteProbability,
AttemptCost: cfg.AttemptCost,
PenaltyHalfLife: cfg.PenaltyHalfLife,

1
lnrpc/routerrpc/config_default.go
View File

@ -18,6 +18,7 @@ func DefaultConfig() *Config {
func GetRoutingConfig(cfg *Config) *RoutingConfig {
return &RoutingConfig{
AprioriHopProbability: routing.DefaultAprioriHopProbability,
AprioriWeight: routing.DefaultAprioriWeight,
MinRouteProbability: routing.DefaultMinRouteProbability,
AttemptCost: routing.DefaultPaymentAttemptPenalty.
ToSatoshis(),

319
lnrpc/routerrpc/router.pb.go
View File

@ -1006,8 +1006,6 @@ var xxx_messageInfo_QueryMissionControlRequest proto.InternalMessageInfo
/// QueryMissionControlResponse contains mission control state.
type QueryMissionControlResponse struct {
/// Node-level mission control state.
Nodes []*NodeHistory `protobuf:"bytes,1,rep,name=nodes,proto3" json:"nodes,omitempty"`
/// Node pair-level mission control state.
Pairs []*PairHistory `protobuf:"bytes,2,rep,name=pairs,proto3" json:"pairs,omitempty"`
XXX_NoUnkeyedLiteral struct{} `json:"-"`
@ -1040,13 +1038,6 @@ func (m *QueryMissionControlResponse) XXX_DiscardUnknown() {
var xxx_messageInfo_QueryMissionControlResponse proto.InternalMessageInfo
func (m *QueryMissionControlResponse) GetNodes() []*NodeHistory {
if m != nil {
return m.Nodes
}
return nil
}
func (m *QueryMissionControlResponse) GetPairs() []*PairHistory {
if m != nil {
return m.Pairs
@ -1054,67 +1045,6 @@ func (m *QueryMissionControlResponse) GetPairs() []*PairHistory {
return nil
}
/// NodeHistory contains the mission control state for a particular node.
type NodeHistory struct {
/// Node pubkey
Pubkey []byte `protobuf:"bytes,1,opt,name=pubkey,proto3" json:"pubkey,omitempty"`
/// Time stamp of last failure. Set to zero if no failure happened yet.
LastFailTime int64 `protobuf:"varint,2,opt,name=last_fail_time,proto3" json:"last_fail_time,omitempty"`
//*
//Estimation of success probability of forwarding towards peers of this node
//for which no specific history is available.
OtherSuccessProb float32 `protobuf:"fixed32,3,opt,name=other_success_prob,proto3" json:"other_success_prob,omitempty"`
XXX_NoUnkeyedLiteral struct{} `json:"-"`
XXX_unrecognized []byte `json:"-"`
XXX_sizecache int32 `json:"-"`
}
func (m *NodeHistory) Reset() { *m = NodeHistory{} }
func (m *NodeHistory) String() string { return proto.CompactTextString(m) }
func (*NodeHistory) ProtoMessage() {}
func (*NodeHistory) Descriptor() ([]byte, []int) {
return fileDescriptor_7a0613f69d37b0a5, []int{13}
}
func (m *NodeHistory) XXX_Unmarshal(b []byte) error {
return xxx_messageInfo_NodeHistory.Unmarshal(m, b)
}
func (m *NodeHistory) XXX_Marshal(b []byte, deterministic bool) ([]byte, error) {
return xxx_messageInfo_NodeHistory.Marshal(b, m, deterministic)
}
func (m *NodeHistory) XXX_Merge(src proto.Message) {
xxx_messageInfo_NodeHistory.Merge(m, src)
}
func (m *NodeHistory) XXX_Size() int {
return xxx_messageInfo_NodeHistory.Size(m)
}
func (m *NodeHistory) XXX_DiscardUnknown() {
xxx_messageInfo_NodeHistory.DiscardUnknown(m)
}
var xxx_messageInfo_NodeHistory proto.InternalMessageInfo
func (m *NodeHistory) GetPubkey() []byte {
if m != nil {
return m.Pubkey
}
return nil
}
func (m *NodeHistory) GetLastFailTime() int64 {
if m != nil {
return m.LastFailTime
}
return 0
}
func (m *NodeHistory) GetOtherSuccessProb() float32 {
if m != nil {
return m.OtherSuccessProb
}
return 0
}
/// PairHistory contains the mission control state for a particular node pair.
type PairHistory struct {
/// The source node pubkey of the pair.
@ -1125,8 +1055,6 @@ type PairHistory struct {
Timestamp int64 `protobuf:"varint,3,opt,name=timestamp,proto3" json:"timestamp,omitempty"`
/// Minimum penalization amount (only applies to failed attempts).
MinPenalizeAmtSat int64 `protobuf:"varint,4,opt,name=min_penalize_amt_sat,proto3" json:"min_penalize_amt_sat,omitempty"`
/// Estimation of success probability for this pair.
SuccessProb float32 `protobuf:"fixed32,5,opt,name=success_prob,proto3" json:"success_prob,omitempty"`
/// Whether the last payment attempt through this pair was successful.
LastAttemptSuccessful bool `protobuf:"varint,6,opt,name=last_attempt_successful,proto3" json:"last_attempt_successful,omitempty"`
XXX_NoUnkeyedLiteral struct{} `json:"-"`
@ -1138,7 +1066,7 @@ func (m *PairHistory) Reset() { *m = PairHistory{} }
func (m *PairHistory) String() string { return proto.CompactTextString(m) }
func (*PairHistory) ProtoMessage() {}
func (*PairHistory) Descriptor() ([]byte, []int) {
return fileDescriptor_7a0613f69d37b0a5, []int{14}
return fileDescriptor_7a0613f69d37b0a5, []int{13}
}
func (m *PairHistory) XXX_Unmarshal(b []byte) error {
@ -1187,13 +1115,6 @@ func (m *PairHistory) GetMinPenalizeAmtSat() int64 {
return 0
}
func (m *PairHistory) GetSuccessProb() float32 {
if m != nil {
return m.SuccessProb
}
return 0
}
func (m *PairHistory) GetLastAttemptSuccessful() bool {
if m != nil {
return m.LastAttemptSuccessful
@ -1227,7 +1148,7 @@ func (m *BuildRouteRequest) Reset() { *m = BuildRouteRequest{} }
func (m *BuildRouteRequest) String() string { return proto.CompactTextString(m) }
func (*BuildRouteRequest) ProtoMessage() {}
func (*BuildRouteRequest) Descriptor() ([]byte, []int) {
return fileDescriptor_7a0613f69d37b0a5, []int{15}
return fileDescriptor_7a0613f69d37b0a5, []int{14}
}
func (m *BuildRouteRequest) XXX_Unmarshal(b []byte) error {
@ -1289,7 +1210,7 @@ func (m *BuildRouteResponse) Reset() { *m = BuildRouteResponse{} }
func (m *BuildRouteResponse) String() string { return proto.CompactTextString(m) }
func (*BuildRouteResponse) ProtoMessage() {}
func (*BuildRouteResponse) Descriptor() ([]byte, []int) {
return fileDescriptor_7a0613f69d37b0a5, []int{16}
return fileDescriptor_7a0613f69d37b0a5, []int{15}
}
func (m *BuildRouteResponse) XXX_Unmarshal(b []byte) error {
@ -1334,7 +1255,6 @@ func init() {
proto.RegisterType((*ResetMissionControlResponse)(nil), "routerrpc.ResetMissionControlResponse")
proto.RegisterType((*QueryMissionControlRequest)(nil), "routerrpc.QueryMissionControlRequest")
proto.RegisterType((*QueryMissionControlResponse)(nil), "routerrpc.QueryMissionControlResponse")
proto.RegisterType((*NodeHistory)(nil), "routerrpc.NodeHistory")
proto.RegisterType((*PairHistory)(nil), "routerrpc.PairHistory")
proto.RegisterType((*BuildRouteRequest)(nil), "routerrpc.BuildRouteRequest")
proto.RegisterType((*BuildRouteResponse)(nil), "routerrpc.BuildRouteResponse")
@ -1343,125 +1263,120 @@ func init() {
func init() { proto.RegisterFile("routerrpc/router.proto", fileDescriptor_7a0613f69d37b0a5) }
var fileDescriptor_7a0613f69d37b0a5 = []byte{
// 1875 bytes of a gzipped FileDescriptorProto
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}
// Reference imports to suppress errors if they are not otherwise used.

23
lnrpc/routerrpc/router.proto
View File

@ -337,30 +337,12 @@ message QueryMissionControlRequest {}
/// QueryMissionControlResponse contains mission control state.
message QueryMissionControlResponse {
/// Node-level mission control state.
repeated NodeHistory nodes = 1 [json_name = "nodes"];
reserved 1;
/// Node pair-level mission control state.
repeated PairHistory pairs = 2 [json_name = "pairs"];
}
/// NodeHistory contains the mission control state for a particular node.
message NodeHistory {
/// Node pubkey
bytes pubkey = 1 [json_name = "pubkey"];
/// Time stamp of last failure. Set to zero if no failure happened yet.
int64 last_fail_time = 2 [json_name = "last_fail_time"];
/**
Estimation of success probability of forwarding towards peers of this node
for which no specific history is available.
**/
float other_success_prob = 3 [json_name = "other_success_prob"];
reserved 4;
}
/// PairHistory contains the mission control state for a particular node pair.
message PairHistory {
/// The source node pubkey of the pair.
@ -375,8 +357,7 @@ message PairHistory {
/// Minimum penalization amount (only applies to failed attempts).
int64 min_penalize_amt_sat = 4 [json_name = "min_penalize_amt_sat"];
/// Estimation of success probability for this pair.
float success_prob = 5 [json_name = "success_prob"];
reserved 5;
/// Whether the last payment attempt through this pair was successful.
bool last_attempt_successful = 6 [json_name = "last_attempt_successful"];

18
lnrpc/routerrpc/router_server.go
View File

@ -466,22 +466,6 @@ func (s *Server) QueryMissionControl(ctx context.Context,
snapshot := s.cfg.RouterBackend.MissionControl.GetHistorySnapshot()
rpcNodes := make([]*NodeHistory, 0, len(snapshot.Nodes))
for _, n := range snapshot.Nodes {
// Copy node struct to prevent loop variable binding bugs.
node := n
rpcNode := NodeHistory{
Pubkey: node.Node[:],
LastFailTime: node.LastFail.Unix(),
OtherSuccessProb: float32(
node.OtherSuccessProb,
),
}
rpcNodes = append(rpcNodes, &rpcNode)
}
rpcPairs := make([]*PairHistory, 0, len(snapshot.Pairs))
for _, p := range snapshot.Pairs {
// Prevent binding to loop variable.
@ -494,7 +478,6 @@ func (s *Server) QueryMissionControl(ctx context.Context,
MinPenalizeAmtSat: int64(
pair.MinPenalizeAmt.ToSatoshis(),
),
SuccessProb: float32(pair.SuccessProb),
LastAttemptSuccessful: pair.LastAttemptSuccessful,
}
@ -502,7 +485,6 @@ func (s *Server) QueryMissionControl(ctx context.Context,
}
response := QueryMissionControlResponse{
Nodes: rpcNodes,
Pairs: rpcPairs,
}

204
routing/missioncontrol.go
View File

@ -1,7 +1,6 @@
package routing
import (
"math"
"sync"
"time"
@ -47,8 +46,15 @@ const (
// prevSuccessProbability is the assumed probability for node pairs that
// successfully relayed the previous attempt.
prevSuccessProbability = 0.95
// DefaultAprioriWeight is the default a priori weight. See
// MissionControlConfig for further explanation.
DefaultAprioriWeight = 0.5
)
// NodeResults contains previous results from a node to its peers.
type NodeResults map[route.Vertex]timedPairResult
// MissionControl contains state which summarizes the past attempts of HTLC
// routing by external callers when sending payments throughout the network. It
// acts as a shared memory during routing attempts with the goal to optimize the
@ -59,11 +65,11 @@ const (
// since the last failure is used to estimate a success probability that is fed
// into the path finding process for subsequent payment attempts.
type MissionControl struct {
// lastPairResult tracks the last payment result per node pair.
lastPairResult map[DirectedNodePair]timedPairResult
// lastNodeFailure tracks the last node level failure per node.
lastNodeFailure map[route.Vertex]time.Time
// lastPairResult tracks the last payment result (on a pair basis) for
// each transited node. This is a multi-layer map that allows us to look
// up the failure history of all connected channels (node pairs) for a
// particular node.
lastPairResult map[route.Vertex]NodeResults
// lastSecondChance tracks the last time a second chance was granted for
// a directed node pair.
@ -77,6 +83,10 @@ type MissionControl struct {
store *missionControlStore
// estimator is the probability estimator that is used with the payment
// results that mission control collects.
estimator *probabilityEstimator
sync.Mutex
// TODO(roasbeef): further counters, if vertex continually unavailable,
@ -99,6 +109,15 @@ type MissionControlConfig struct {
// MaxMcHistory defines the maximum number of payment results that are
// held on disk.
MaxMcHistory int
// AprioriWeight is a value in the range [0, 1] that defines to what
// extent historical results should be extrapolated to untried
// connections. Setting it to one will completely ignore historical
// results and always assume the configured a priori probability for
// untried connections. A value of zero will ignore the a priori
// probability completely and only base the probability on historical
// results, unless there are none available.
AprioriWeight float64
}
// timedPairResult describes a timestamped pair result.
@ -112,28 +131,11 @@ type timedPairResult struct {
// MissionControlSnapshot contains a snapshot of the current state of mission
// control.
type MissionControlSnapshot struct {
// Nodes contains the per node information of this snapshot.
Nodes []MissionControlNodeSnapshot
// Pairs is a list of channels for which specific information is
// logged.
Pairs []MissionControlPairSnapshot
}
// MissionControlNodeSnapshot contains a snapshot of the current node state in
// mission control.
type MissionControlNodeSnapshot struct {
// Node pubkey.
Node route.Vertex
// LastFail is the time of last failure.
LastFail time.Time
// OtherSuccessProb is the success probability for pairs not in
// the Pairs slice.
OtherSuccessProb float64
}
// MissionControlPairSnapshot contains a snapshot of the current node pair
// state in mission control.
type MissionControlPairSnapshot struct {
@ -147,9 +149,6 @@ type MissionControlPairSnapshot struct {
// penalized.
MinPenalizeAmt lnwire.MilliSatoshi
// SuccessProb is the success probability estimation for this channel.
SuccessProb float64
// LastAttemptSuccessful indicates whether the last payment attempt
// through this pair was successful.
LastAttemptSuccessful bool
@ -171,21 +170,29 @@ func NewMissionControl(db *bbolt.DB, cfg *MissionControlConfig) (
*MissionControl, error) {
log.Debugf("Instantiating mission control with config: "+
"PenaltyHalfLife=%v, AprioriHopProbability=%v",
cfg.PenaltyHalfLife, cfg.AprioriHopProbability)
"PenaltyHalfLife=%v, AprioriHopProbability=%v, "+
"AprioriWeight=%v", cfg.PenaltyHalfLife,
cfg.AprioriHopProbability, cfg.AprioriWeight)
store, err := newMissionControlStore(db, cfg.MaxMcHistory)
if err != nil {
return nil, err
}
estimator := &probabilityEstimator{
aprioriHopProbability: cfg.AprioriHopProbability,
aprioriWeight: cfg.AprioriWeight,
penaltyHalfLife: cfg.PenaltyHalfLife,
prevSuccessProbability: prevSuccessProbability,
}
mc := &MissionControl{
lastPairResult: make(map[DirectedNodePair]timedPairResult),
lastNodeFailure: make(map[route.Vertex]time.Time),
lastPairResult: make(map[route.Vertex]NodeResults),
lastSecondChance: make(map[DirectedNodePair]time.Time),
now: time.Now,
cfg: cfg,
store: store,
estimator: estimator,
}
if err := mc.init(); err != nil {
@ -226,8 +233,7 @@ func (m *MissionControl) ResetHistory() error {
return err
}
m.lastPairResult = make(map[DirectedNodePair]timedPairResult)
m.lastNodeFailure = make(map[route.Vertex]time.Time)
m.lastPairResult = make(map[route.Vertex]NodeResults)
m.lastSecondChance = make(map[DirectedNodePair]time.Time)
log.Debugf("Mission control history cleared")
@ -243,62 +249,40 @@ func (m *MissionControl) GetProbability(fromNode, toNode route.Vertex,
m.Lock()
defer m.Unlock()
return m.getPairProbability(fromNode, toNode, amt)
now := m.now()
results := m.lastPairResult[fromNode]
return m.estimator.getPairProbability(now, results, toNode, amt)
}
// getProbAfterFail returns a probability estimate based on a last failure time.
func (m *MissionControl) getProbAfterFail(lastFailure time.Time) float64 {
if lastFailure.IsZero() {
return m.cfg.AprioriHopProbability
// setLastPairResult stores a result for a node pair.
func (m *MissionControl) setLastPairResult(fromNode,
toNode route.Vertex, result timedPairResult) {
nodePairs, ok := m.lastPairResult[fromNode]
if !ok {
nodePairs = make(NodeResults)
m.lastPairResult[fromNode] = nodePairs
}
timeSinceLastFailure := m.now().Sub(lastFailure)
// Calculate success probability. It is an exponential curve that brings
// the probability down to zero when a failure occurs. From there it
// recovers asymptotically back to the a priori probability. The rate at
// which this happens is controlled by the penaltyHalfLife parameter.
exp := -timeSinceLastFailure.Hours() / m.cfg.PenaltyHalfLife.Hours()
probability := m.cfg.AprioriHopProbability * (1 - math.Pow(2, exp))
return probability
nodePairs[toNode] = result
}
// getPairProbability estimates the probability of successfully
// traversing from fromNode to toNode based on historical payment outcomes.
func (m *MissionControl) getPairProbability(fromNode,
toNode route.Vertex, amt lnwire.MilliSatoshi) float64 {
// setAllFail stores a fail result for all known connection of the given node.
func (m *MissionControl) setAllFail(fromNode route.Vertex,
timestamp time.Time) {
// Start by getting the last node level failure. A node failure is
// considered a failure that would have affected every edge. Therefore
// we insert a node level failure into the history of every channel. If
// there is none, lastFail will be zero.
lastFail := m.lastNodeFailure[fromNode]
// Retrieve the last pair outcome.
pair := NewDirectedNodePair(fromNode, toNode)
lastPairResult, ok := m.lastPairResult[pair]
// Only look at the last pair outcome if it happened after the last node
// level failure. Otherwise the node level failure is the most recent
// and used as the basis for calculation of the probability.
if ok && lastPairResult.timestamp.After(lastFail) {
if lastPairResult.success {
return prevSuccessProbability
}
// Take into account a minimum penalize amount. For balance
// errors, a failure may be reported with such a minimum to
// prevent too aggresive penalization. We only take into account
// a previous failure if the amount that we currently get the
// probability for is greater or equal than the minPenalizeAmt
// of the previous failure.
if amt >= lastPairResult.minPenalizeAmt {
lastFail = lastPairResult.timestamp
}
nodePairs, ok := m.lastPairResult[fromNode]
if !ok {
return
}
return m.getProbAfterFail(lastFail)
for connection := range nodePairs {
nodePairs[connection] = timedPairResult{
timestamp: timestamp,
pairResult: failPairResult(0),
}
}
}
// requestSecondChance checks whether the node fromNode can have a second chance
@ -339,40 +323,27 @@ func (m *MissionControl) GetHistorySnapshot() *MissionControlSnapshot {
defer m.Unlock()
log.Debugf("Requesting history snapshot from mission control: "+
"node_failure_count=%v, pair_result_count=%v",
len(m.lastNodeFailure), len(m.lastPairResult))
nodes := make([]MissionControlNodeSnapshot, 0, len(m.lastNodeFailure))
for v, h := range m.lastNodeFailure {
otherProb := m.getPairProbability(v, route.Vertex{}, 0)
nodes = append(nodes, MissionControlNodeSnapshot{
Node: v,
LastFail: h,
OtherSuccessProb: otherProb,
})
}
"pair_result_count=%v", len(m.lastPairResult))
pairs := make([]MissionControlPairSnapshot, 0, len(m.lastPairResult))
for v, h := range m.lastPairResult {
// Show probability assuming amount meets min
// penalization amount.
prob := m.getPairProbability(v.From, v.To, h.minPenalizeAmt)
for fromNode, fromPairs := range m.lastPairResult {
for toNode, result := range fromPairs {
pair := MissionControlPairSnapshot{
Pair: v,
MinPenalizeAmt: h.minPenalizeAmt,
Timestamp: h.timestamp,
SuccessProb: prob,
LastAttemptSuccessful: h.success,
pair := NewDirectedNodePair(fromNode, toNode)
pairSnapshot := MissionControlPairSnapshot{
Pair: pair,
MinPenalizeAmt: result.minPenalizeAmt,
Timestamp: result.timestamp,
LastAttemptSuccessful: result.success,
}
pairs = append(pairs, pairSnapshot)
}
pairs = append(pairs, pair)
}
snapshot := MissionControlSnapshot{
Nodes: nodes,
Pairs: pairs,
}
@ -463,11 +434,28 @@ func (m *MissionControl) applyPaymentResult(
}
}
// If there is a node-level failure, record a failure for every tried
// connection of that node. A node-level failure can be considered as a
// failure that would have occurred with any of the node's channels.
//
// Ideally we'd also record the failure for the untried connections of
// the node. Unfortunately this would require access to the graph and
// adding this dependency and db calls does not outweigh the benefits.
//
// Untried connections will fall back to the node probability. After the
// call to setAllPairResult below, the node probability will be equal to
// the probability of the tried channels except that the a priori
// probability is mixed in too. This effect is controlled by the
// aprioriWeight parameter. If that parameter isn't set to an extreme
// and there are a few known connections, there shouldn't be much of a
// difference. The largest difference occurs when aprioriWeight is 1. In
// that case, a node-level failure would not be applied to untried
// channels.
if i.nodeFailure != nil {
log.Debugf("Reporting node failure to Mission Control: "+
"node=%v", *i.nodeFailure)
m.lastNodeFailure[*i.nodeFailure] = result.timeReply
m.setAllFail(*i.nodeFailure, result.timeReply)
}
for pair, pairResult := range i.pairResults {
@ -480,10 +468,10 @@ func (m *MissionControl) applyPaymentResult(
pair, pairResult.minPenalizeAmt)
}
m.lastPairResult[pair] = timedPairResult{
m.setLastPairResult(pair.From, pair.To, timedPairResult{
timestamp: result.timeReply,
pairResult: pairResult,
}
})
}
return i.finalFailureReason

42
routing/missioncontrol_test.go
View File

@ -32,6 +32,10 @@ var (
mcTestTime = time.Date(2018, time.January, 9, 14, 00, 00, 0, time.UTC)
mcTestNode1 = mcTestRoute.Hops[0].PubKeyBytes
mcTestNode2 = mcTestRoute.Hops[1].PubKeyBytes
testPenaltyHalfLife = 30 * time.Minute
testAprioriHopProbability = 0.9
testAprioriWeight = 0.5
)
type mcTestContext struct {
@ -73,8 +77,9 @@ func (ctx *mcTestContext) restartMc() {
mc, err := NewMissionControl(
ctx.db,
&MissionControlConfig{
PenaltyHalfLife: 30 * time.Minute,
AprioriHopProbability: 0.8,
PenaltyHalfLife: testPenaltyHalfLife,
AprioriHopProbability: testAprioriHopProbability,
AprioriWeight: testAprioriWeight,
},
)
if err != nil {
@ -133,20 +138,23 @@ func TestMissionControl(t *testing.T) {
testTime := time.Date(2018, time.January, 9, 14, 00, 00, 0, time.UTC)
// Initial probability is expected to be 1.
ctx.expectP(1000, 0.8)
// Initial probability is expected to be the a priori.
ctx.expectP(1000, testAprioriHopProbability)
// Expect probability to be zero after reporting the edge as failed.
ctx.reportFailure(1000, lnwire.NewTemporaryChannelFailure(nil))
ctx.expectP(1000, 0)
// As we reported with a min penalization amt, a lower amt than reported
// should be unaffected.
ctx.expectP(500, 0.8)
// should return the node probability, which is the a priori
// probability.
ctx.expectP(500, testAprioriHopProbability)
// Edge decay started.
// Edge decay started. The node probability weighted average should now
// have shifted from 1:1 to 1:0.5 -> 60%. The connection probability is
// half way through the recovery, so we expect 30% here.
ctx.now = testTime.Add(30 * time.Minute)
ctx.expectP(1000, 0.4)
ctx.expectP(1000, 0.3)
// Edge fails again, this time without a min penalization amt. The edge
// should be penalized regardless of amount.
@ -156,26 +164,22 @@ func TestMissionControl(t *testing.T) {
// Edge decay started.
ctx.now = testTime.Add(60 * time.Minute)
ctx.expectP(1000, 0.4)
ctx.expectP(1000, 0.3)
// Restart mission control to test persistence.
ctx.restartMc()
ctx.expectP(1000, 0.4)
ctx.expectP(1000, 0.3)
// A node level failure should bring probability of every channel back
// to zero.
// A node level failure should bring probability of all known channels
// back to zero.
ctx.reportFailure(0, lnwire.NewExpiryTooSoon(lnwire.ChannelUpdate{}))
ctx.expectP(1000, 0)
// Check whether history snapshot looks sane.
history := ctx.mc.GetHistorySnapshot()
if len(history.Nodes) != 1 {
t.Fatalf("unexpected number of nodes: expected 1 got %v",
len(history.Nodes))
}
if len(history.Pairs) != 2 {
t.Fatalf("expected 2 pairs, but got %v", len(history.Pairs))
if len(history.Pairs) != 3 {
t.Fatalf("expected 3 pairs, but got %v", len(history.Pairs))
}
// Test reporting a success.
@ -192,7 +196,7 @@ func TestMissionControlChannelUpdate(t *testing.T) {
ctx.reportFailure(
0, lnwire.NewFeeInsufficient(0, lnwire.ChannelUpdate{}),
)
ctx.expectP(0, 0.8)
ctx.expectP(0, testAprioriHopProbability)
// Report another failure for the same channel. We expect it to be
// pruned.

155
routing/probability_estimator.go Normal file
View File

@ -0,0 +1,155 @@
package routing
import (
"math"
"time"
"github.com/lightningnetwork/lnd/lnwire"
"github.com/lightningnetwork/lnd/routing/route"
)
// probabilityEstimator returns node and pair probabilities based on historical
// payment results.
type probabilityEstimator struct {
// penaltyHalfLife defines after how much time a penalized node or
// channel is back at 50% probability.
penaltyHalfLife time.Duration
// aprioriHopProbability is the assumed success probability of a hop in
// a route when no other information is available.
aprioriHopProbability float64
// aprioriWeight is a value in the range [0, 1] that defines to what
// extent historical results should be extrapolated to untried
// connections. Setting it to one will completely ignore historical
// results and always assume the configured a priori probability for
// untried connections. A value of zero will ignore the a priori
// probability completely and only base the probability on historical
// results, unless there are none available.
aprioriWeight float64
// prevSuccessProbability is the assumed probability for node pairs that
// successfully relayed the previous attempt.
prevSuccessProbability float64
}
// getNodeProbability calculates the probability for connections from a node
// that have not been tried before. The results parameter is a list of last
// payment results for that node.
func (p *probabilityEstimator) getNodeProbability(now time.Time,
results NodeResults, amt lnwire.MilliSatoshi) float64 {
// If the channel history is not to be taken into account, we can return
// early here with the configured a priori probability.
if p.aprioriWeight == 1 {
return p.aprioriHopProbability
}
// If there is no channel history, our best estimate is still the a
// priori probability.
if len(results) == 0 {
return p.aprioriHopProbability
}
// The value of the apriori weight is in the range [0, 1]. Convert it to
// a factor that properly expresses the intention of the weight in the
// following weight average calculation. When the apriori weight is 0,
// the apriori factor is also 0. This means it won't have any effect on
// the weighted average calculation below. When the apriori weight
// approaches 1, the apriori factor goes to infinity. It will heavily
// outweigh any observations that have been collected.
aprioriFactor := 1/(1-p.aprioriWeight) - 1
// Calculate a weighted average consisting of the apriori probability
// and historical observations. This is the part that incentivizes nodes
// to make sure that all (not just some) of their channels are in good
// shape. Senders will steer around nodes that have shown a few
// failures, even though there may be many channels still untried.
//
// If there is just a single observation and the apriori weight is 0,
// this single observation will totally determine the node probability.
// The node probability is returned for all other channels of the node.
// This means that one failure will lead to the success probability
// estimates for all other channels being 0 too. The probability for the
// channel that was tried will not even recover, because it is
// recovering to the node probability (which is zero). So one failure
// effectively prunes all channels of the node forever. This is the most
// aggressive way in which we can penalize nodes and unlikely to yield
// good results in a real network.
probabilitiesTotal := p.aprioriHopProbability * aprioriFactor
totalWeight := aprioriFactor
for _, result := range results {
age := now.Sub(result.timestamp)
switch {
// Weigh success with a constant high weight of 1. There is no
// decay.
case result.success:
totalWeight++
probabilitiesTotal += p.prevSuccessProbability
// Weigh failures in accordance with their age. The base
// probability of a failure is considered zero, so nothing needs
// to be added to probabilitiesTotal.
case amt >= result.minPenalizeAmt:
totalWeight += p.getWeight(age)
}
}
return probabilitiesTotal / totalWeight
}
// getWeight calculates a weight in the range [0, 1] that should be assigned to
// a payment result. Weight follows an exponential curve that starts at 1 when
// the result is fresh and asymptotically approaches zero over time. The rate at
// which this happens is controlled by the penaltyHalfLife parameter.
func (p *probabilityEstimator) getWeight(age time.Duration) float64 {
exp := -age.Hours() / p.penaltyHalfLife.Hours()
return math.Pow(2, exp)
}
// getPairProbability estimates the probability of successfully traversing to
// toNode based on historical payment outcomes for the from node. Those outcomes
// are passed in via the results parameter.
func (p *probabilityEstimator) getPairProbability(
now time.Time, results NodeResults,
toNode route.Vertex, amt lnwire.MilliSatoshi) float64 {
// Retrieve the last pair outcome.
lastPairResult, ok := results[toNode]
// If there is no history for this pair, return the node probability
// that is a probability estimate for untried channel.
if !ok {
return p.getNodeProbability(now, results, amt)
}
// For successes, we have a fixed (high) probability. Those pairs
// will be assumed good until proven otherwise.
if lastPairResult.success {
return p.prevSuccessProbability
}
nodeProbability := p.getNodeProbability(now, results, amt)
// Take into account a minimum penalize amount. For balance errors, a
// failure may be reported with such a minimum to prevent too aggressive
// penalization. If the current amount is smaller than the amount that
// previously triggered a failure, we act as if this is an untried
// channel.
if amt < lastPairResult.minPenalizeAmt {
return nodeProbability
}
timeSinceLastFailure := now.Sub(lastPairResult.timestamp)
// Calculate success probability based on the weight of the last
// failure. When the failure is fresh, its weight is 1 and we'll return
// probability 0. Over time the probability recovers to the node
// probability. It would be as if this channel was never tried before.
weight := p.getWeight(timeSinceLastFailure)
probability := nodeProbability * (1 - weight)
return probability
}

163
routing/probability_estimator_test.go Normal file
View File

@ -0,0 +1,163 @@
package routing
import (
"testing"
"time"
"github.com/lightningnetwork/lnd/lnwire"
"github.com/lightningnetwork/lnd/routing/route"
)
const (
// Define node identifiers
node1 = 1
node2 = 2
node3 = 3
// untriedNode is a node id for which we don't record any results in
// this test. This can be used to assert the probability for untried
// ndoes.
untriedNode = 255
// Define test estimator parameters.
aprioriHopProb = 0.6
aprioriWeight = 0.75
aprioriPrevSucProb = 0.95
)
type estimatorTestContext struct {
t *testing.T
estimator *probabilityEstimator
// results contains a list of last results. Every element in the list
// corresponds to the last result towards a node. The list index equals
// the node id. So the first element in the list is the result towards
// node 0.
results map[int]timedPairResult
}
func newEstimatorTestContext(t *testing.T) *estimatorTestContext {
return &estimatorTestContext{
t: t,
estimator: &probabilityEstimator{
aprioriHopProbability: aprioriHopProb,
aprioriWeight: aprioriWeight,
penaltyHalfLife: time.Hour,
prevSuccessProbability: aprioriPrevSucProb,
},
}
}
// assertPairProbability asserts that the calculated success probability is
// correct.
func (c *estimatorTestContext) assertPairProbability(now time.Time,
toNode byte, amt lnwire.MilliSatoshi, expectedProb float64) {
c.t.Helper()
results := make(NodeResults)
for i, r := range c.results {
results[route.Vertex{byte(i)}] = r
}
const tolerance = 0.01
p := c.estimator.getPairProbability(now, results, route.Vertex{toNode}, amt)
diff := p - expectedProb
if diff > tolerance || diff < -tolerance {
c.t.Fatalf("expected probability %v for node %v, but got %v",
expectedProb, toNode, p)
}
}
// TestProbabilityEstimatorNoResults tests the probability estimation when no
// results are available.
func TestProbabilityEstimatorNoResults(t *testing.T) {
ctx := newEstimatorTestContext(t)
ctx.assertPairProbability(testTime, 0, 0, aprioriHopProb)
}
// TestProbabilityEstimatorOneSuccess tests the probability estimation for nodes
// that have a single success result.
func TestProbabilityEstimatorOneSuccess(t *testing.T) {
ctx := newEstimatorTestContext(t)
ctx.results = map[int]timedPairResult{
node1: {
timestamp: testTime.Add(-time.Hour),
pairResult: successPairResult(),
},
}
// Because of the previous success, this channel keep reporting a high
// probability.
ctx.assertPairProbability(
testTime, node1, 100, aprioriPrevSucProb,
)
// Untried channels are also influenced by the success. With a
// aprioriWeight of 0.75, the a priori probability is assigned weight 3.
expectedP := (3*aprioriHopProb + 1*aprioriPrevSucProb) / 4
ctx.assertPairProbability(testTime, untriedNode, 100, expectedP)
}
// TestProbabilityEstimatorOneFailure tests the probability estimation for nodes
// that have a single failure.
func TestProbabilityEstimatorOneFailure(t *testing.T) {
ctx := newEstimatorTestContext(t)
ctx.results = map[int]timedPairResult{
node1: {
timestamp: testTime.Add(-time.Hour),
pairResult: failPairResult(0),
},
}
// For an untried node, we expected the node probability. The weight for
// the failure after one hour is 0.5. This makes the node probability
// 0.51:
expectedNodeProb := (3*aprioriHopProb + 0.5*0) / 3.5
ctx.assertPairProbability(testTime, untriedNode, 100, expectedNodeProb)
// The pair probability decays back to the node probability. With the
// weight at 0.5, we expected a pair probability of 0.5 * 0.51 = 0.25.
ctx.assertPairProbability(testTime, node1, 100, expectedNodeProb/2)
}
// TestProbabilityEstimatorMix tests the probability estimation for nodes for
// which a mix of successes and failures is recorded.
func TestProbabilityEstimatorMix(t *testing.T) {
ctx := newEstimatorTestContext(t)
ctx.results = map[int]timedPairResult{
node1: {
timestamp: testTime.Add(-time.Hour),
pairResult: successPairResult(),
},
node2: {
timestamp: testTime.Add(-2 * time.Hour),
pairResult: failPairResult(0),
},
node3: {
timestamp: testTime.Add(-3 * time.Hour),
pairResult: failPairResult(0),
},
}
// We expect the probability for a previously successful channel to
// remain high.
ctx.assertPairProbability(testTime, node1, 100, prevSuccessProbability)
// For an untried node, we expected the node probability to be returned.
// This is a weighted average of the results above and the a priori
// probability: 0.62.
expectedNodeProb := (3*aprioriHopProb + 1*prevSuccessProbability) /
(3 + 1 + 0.25 + 0.125)
ctx.assertPairProbability(testTime, untriedNode, 100, expectedNodeProb)
// For the previously failed connection with node 1, we expect 0.75 *
// the node probability = 0.47.
ctx.assertPairProbability(testTime, node2, 100, expectedNodeProb*0.75)
}

50
routing/result_interpretation.go
View File

@ -26,6 +26,20 @@ type pairResult struct {
success bool
}
// failPairResult creates a new result struct for a failure.
func failPairResult(minPenalizeAmt lnwire.MilliSatoshi) pairResult {
return pairResult{
minPenalizeAmt: minPenalizeAmt,
}
}
// successPairResult creates a new result struct for a success.
func successPairResult() pairResult {
return pairResult{
success: true,
}
}
// String returns the human-readable representation of a pair result.
func (p pairResult) String() string {
if p.success {
@ -364,10 +378,30 @@ func (i *interpretedResult) processPaymentOutcomeUnknown(route *route.Route) {
i.failPairRange(route, 0, n-1)
}
// failNode marks the node indicated by idx in the route as failed. This
// function intentionally panics when the self node is failed.
// failNode marks the node indicated by idx in the route as failed. It also
// marks the incoming and outgoing channels of the node as failed. This function
// intentionally panics when the self node is failed.
func (i *interpretedResult) failNode(rt *route.Route, idx int) {
// Mark the node as failing.
i.nodeFailure = &rt.Hops[idx-1].PubKeyBytes
// Mark the incoming connection as failed for the node. We intent to
// penalize as much as we can for a node level failure, including future
// outgoing traffic for this connection. The pair as it is returned by
// getPair is directed towards the failed node. Therefore we first
// reverse the pair. We don't want to affect the score of the node
// sending towards the failing node.
incomingChannelIdx := idx - 1
inPair, _ := getPair(rt, incomingChannelIdx)
i.pairResults[inPair.Reverse()] = failPairResult(0)
// If not the ultimate node, mark the outgoing connection as failed for
// the node.
if idx < len(rt.Hops) {
outgoingChannelIdx := idx
outPair, _ := getPair(rt, outgoingChannelIdx)
i.pairResults[outPair] = failPairResult(0)
}
}
// failPairRange marks the node pairs from node fromIdx to node toIdx as failed
@ -387,8 +421,8 @@ func (i *interpretedResult) failPair(
pair, _ := getPair(rt, idx)
// Report pair in both directions without a minimum penalization amount.
i.pairResults[pair] = pairResult{}
i.pairResults[pair.Reverse()] = pairResult{}
i.pairResults[pair] = failPairResult(0)
i.pairResults[pair.Reverse()] = failPairResult(0)
}
// failPairBalance marks a pair as failed with a minimum penalization amount.
@ -397,9 +431,7 @@ func (i *interpretedResult) failPairBalance(
pair, amt := getPair(rt, channelIdx)
i.pairResults[pair] = pairResult{
minPenalizeAmt: amt,
}
i.pairResults[pair] = failPairResult(amt)
}
// successPairRange marks the node pairs from node fromIdx to node toIdx as
@ -410,9 +442,7 @@ func (i *interpretedResult) successPairRange(
for idx := fromIdx; idx <= toIdx; idx++ {
pair, _ := getPair(rt, idx)
i.pairResults[pair] = pairResult{
success: true,
}
i.pairResults[pair] = successPairResult()
}
}

47
routing/result_interpretation_test.go
View File

@ -68,12 +68,8 @@ var resultTestCases = []resultTestCase{
expectedResult: &interpretedResult{
pairResults: map[DirectedNodePair]pairResult{
getTestPair(0, 1): {
success: true,
},
getTestPair(1, 2): {
minPenalizeAmt: 99,
},
getTestPair(0, 1): successPairResult(),
getTestPair(1, 2): failPairResult(99),
},
},
},
@ -87,12 +83,12 @@ var resultTestCases = []resultTestCase{
expectedResult: &interpretedResult{
pairResults: map[DirectedNodePair]pairResult{
getTestPair(0, 1): {},
getTestPair(1, 0): {},
getTestPair(1, 2): {},
getTestPair(2, 1): {},
getTestPair(2, 3): {},
getTestPair(3, 2): {},
getTestPair(0, 1): failPairResult(0),
getTestPair(1, 0): failPairResult(0),
getTestPair(1, 2): failPairResult(0),
getTestPair(2, 1): failPairResult(0),
getTestPair(2, 3): failPairResult(0),
getTestPair(3, 2): failPairResult(0),
},
},
},
@ -107,12 +103,8 @@ var resultTestCases = []resultTestCase{
expectedResult: &interpretedResult{
pairResults: map[DirectedNodePair]pairResult{
getTestPair(0, 1): {
success: true,
},
getTestPair(1, 2): {
success: true,
},
getTestPair(0, 1): successPairResult(),
getTestPair(1, 2): successPairResult(),
},
finalFailureReason: &reasonIncorrectDetails,
},
@ -126,9 +118,7 @@ var resultTestCases = []resultTestCase{
expectedResult: &interpretedResult{
pairResults: map[DirectedNodePair]pairResult{
getTestPair(0, 1): {
success: true,
},
getTestPair(0, 1): successPairResult(),
},
},
},
@ -141,12 +131,8 @@ var resultTestCases = []resultTestCase{
expectedResult: &interpretedResult{
pairResults: map[DirectedNodePair]pairResult{
getTestPair(0, 1): {
success: true,
},
getTestPair(1, 2): {
success: true,
},
getTestPair(0, 1): successPairResult(),
getTestPair(1, 2): successPairResult(),
},
},
},
@ -160,6 +146,10 @@ var resultTestCases = []resultTestCase{
expectedResult: &interpretedResult{
nodeFailure: &hops[1],
pairResults: map[DirectedNodePair]pairResult{
getTestPair(1, 0): failPairResult(0),
getTestPair(1, 2): failPairResult(0),
},
},
},
@ -174,6 +164,9 @@ var resultTestCases = []resultTestCase{
expectedResult: &interpretedResult{
finalFailureReason: &reasonError,
nodeFailure: &hops[1],
pairResults: map[DirectedNodePair]pairResult{
getTestPair(1, 0): failPairResult(0),
},
},
},
}

1
routing/router_test.go
View File

@ -91,6 +91,7 @@ func createTestCtxFromGraphInstance(startingHeight uint32, graphInstance *testGr
mcConfig := &MissionControlConfig{
PenaltyHalfLife: time.Hour,
AprioriHopProbability: 0.9,
AprioriWeight: 0.5,
}
mc, err := NewMissionControl(

1
server.go
View File

@ -660,6 +660,7 @@ func newServer(listenAddrs []net.Addr, chanDB *channeldb.DB,
AprioriHopProbability: routingConfig.AprioriHopProbability,
PenaltyHalfLife: routingConfig.PenaltyHalfLife,
MaxMcHistory: routingConfig.MaxMcHistory,
AprioriWeight: routingConfig.AprioriWeight,
},
)
if err != nil {