package routing import ( "container/heap" "errors" "fmt" "math" "time" sphinx "github.com/lightningnetwork/lightning-onion" "github.com/lightningnetwork/lnd/channeldb" "github.com/lightningnetwork/lnd/feature" "github.com/lightningnetwork/lnd/lnwire" "github.com/lightningnetwork/lnd/record" "github.com/lightningnetwork/lnd/routing/route" ) const ( // infinity is used as a starting distance in our shortest path search. infinity = math.MaxInt64 // RiskFactorBillionths controls the influence of time lock delta // of a channel on route selection. It is expressed as billionths // of msat per msat sent through the channel per time lock delta // block. See edgeWeight function below for more details. // The chosen value is based on the previous incorrect weight function // 1 + timelock + fee * fee. In this function, the fee penalty // diminishes the time lock penalty for all but the smallest amounts. // To not change the behaviour of path finding too drastically, a // relatively small value is chosen which is still big enough to give // some effect with smaller time lock values. The value may need // tweaking and/or be made configurable in the future. RiskFactorBillionths = 15 // estimatedNodeCount is used to preallocate the path finding structures // to avoid resizing and copies. It should be number on the same order as // the number of active nodes in the network. estimatedNodeCount = 10000 ) // pathFinder defines the interface of a path finding algorithm. type pathFinder = func(g *graphParams, r *RestrictParams, cfg *PathFindingConfig, source, target route.Vertex, amt lnwire.MilliSatoshi, finalHtlcExpiry int32) ( []*channeldb.ChannelEdgePolicy, error) var ( // DefaultPaymentAttemptPenalty is the virtual cost in path finding weight // units of executing a payment attempt that fails. It is used to trade // off potentially better routes against their probability of // succeeding. DefaultPaymentAttemptPenalty = lnwire.NewMSatFromSatoshis(100) // DefaultMinRouteProbability is the default minimum probability for routes // returned from findPath. DefaultMinRouteProbability = float64(0.01) // DefaultAprioriHopProbability is the default a priori probability for // a hop. DefaultAprioriHopProbability = float64(0.6) // errNoTlvPayload is returned when the destination hop does not support // a tlv payload. errNoTlvPayload = errors.New("destination hop doesn't " + "understand new TLV payloads") // errNoPaymentAddr is returned when the destination hop does not // support payment addresses. errNoPaymentAddr = errors.New("destination hop doesn't " + "understand payment addresses") // errNoPathFound is returned when a path to the target destination does // not exist in the graph. errNoPathFound = errors.New("unable to find a path to destination") // errInsufficientLocalBalance is returned when none of the local // channels have enough balance for the payment. errInsufficientBalance = errors.New("insufficient local balance") ) // edgePolicyWithSource is a helper struct to keep track of the source node // of a channel edge. ChannelEdgePolicy only contains to destination node // of the edge. type edgePolicyWithSource struct { sourceNode route.Vertex edge *channeldb.ChannelEdgePolicy } // finalHopParams encapsulates various parameters for route construction that // apply to the final hop in a route. These features include basic payment data // such as amounts and cltvs, as well as more complex features like destination // custom records and payment address. type finalHopParams struct { amt lnwire.MilliSatoshi cltvDelta uint16 records record.CustomSet paymentAddr *[32]byte } // newRoute constructs a route using the provided path and final hop constraints. // Any destination specific fields from the final hop params will be attached // assuming the destination's feature vector signals support, otherwise this // method will fail. If the route is too long, or the selected path cannot // support the fully payment including fees, then a non-nil error is returned. // // NOTE: The passed slice of ChannelHops MUST be sorted in forward order: from // the source to the target node of the path finding attempt. It is assumed that // any feature vectors on all hops have been validated for transitive // dependencies. func newRoute(sourceVertex route.Vertex, pathEdges []*channeldb.ChannelEdgePolicy, currentHeight uint32, finalHop finalHopParams) (*route.Route, error) { var ( hops []*route.Hop // totalTimeLock will accumulate the cumulative time lock // across the entire route. This value represents how long the // sender will need to wait in the *worst* case. totalTimeLock = currentHeight // nextIncomingAmount is the amount that will need to flow into // the *next* hop. Since we're going to be walking the route // backwards below, this next hop gets closer and closer to the // sender of the payment. nextIncomingAmount lnwire.MilliSatoshi ) pathLength := len(pathEdges) for i := pathLength - 1; i >= 0; i-- { // Now we'll start to calculate the items within the per-hop // payload for the hop this edge is leading to. edge := pathEdges[i] // We'll calculate the amounts, timelocks, and fees for each hop // in the route. The base case is the final hop which includes // their amount and timelocks. These values will accumulate // contributions from the preceding hops back to the sender as // we compute the route in reverse. var ( amtToForward lnwire.MilliSatoshi fee lnwire.MilliSatoshi outgoingTimeLock uint32 tlvPayload bool customRecords record.CustomSet mpp *record.MPP ) // Define a helper function that checks this edge's feature // vector for support for a given feature. We assume at this // point that the feature vectors transitive dependencies have // been validated. supports := edge.Node.Features.HasFeature // We start by assuming the node doesn't support TLV. We'll now // inspect the node's feature vector to see if we can promote // the hop. We assume already that the feature vector's // transitive dependencies have already been validated by path // finding or some other means. tlvPayload = supports(lnwire.TLVOnionPayloadOptional) if i == len(pathEdges)-1 { // If this is the last hop, then the hop payload will // contain the exact amount. In BOLT #4: Onion Routing // Protocol / "Payload for the Last Node", this is // detailed. amtToForward = finalHop.amt // Fee is not part of the hop payload, but only used for // reporting through RPC. Set to zero for the final hop. fee = lnwire.MilliSatoshi(0) // As this is the last hop, we'll use the specified // final CLTV delta value instead of the value from the // last link in the route. totalTimeLock += uint32(finalHop.cltvDelta) outgoingTimeLock = totalTimeLock // Attach any custom records to the final hop if the // receiver supports TLV. if !tlvPayload && finalHop.records != nil { return nil, errors.New("cannot attach " + "custom records") } customRecords = finalHop.records // If we're attaching a payment addr but the receiver // doesn't support both TLV and payment addrs, fail. payAddr := supports(lnwire.PaymentAddrOptional) if !payAddr && finalHop.paymentAddr != nil { return nil, errors.New("cannot attach " + "payment addr") } // Otherwise attach the mpp record if it exists. if finalHop.paymentAddr != nil { mpp = record.NewMPP( finalHop.amt, *finalHop.paymentAddr, ) } } else { // The amount that the current hop needs to forward is // equal to the incoming amount of the next hop. amtToForward = nextIncomingAmount // The fee that needs to be paid to the current hop is // based on the amount that this hop needs to forward // and its policy for the outgoing channel. This policy // is stored as part of the incoming channel of // the next hop. fee = pathEdges[i+1].ComputeFee(amtToForward) // We'll take the total timelock of the preceding hop as // the outgoing timelock or this hop. Then we'll // increment the total timelock incurred by this hop. outgoingTimeLock = totalTimeLock totalTimeLock += uint32(pathEdges[i+1].TimeLockDelta) } // Since we're traversing the path backwards atm, we prepend // each new hop such that, the final slice of hops will be in // the forwards order. currentHop := &route.Hop{ PubKeyBytes: edge.Node.PubKeyBytes, ChannelID: edge.ChannelID, AmtToForward: amtToForward, OutgoingTimeLock: outgoingTimeLock, LegacyPayload: !tlvPayload, CustomRecords: customRecords, MPP: mpp, } hops = append([]*route.Hop{currentHop}, hops...) // Finally, we update the amount that needs to flow into the // *next* hop, which is the amount this hop needs to forward, // accounting for the fee that it takes. nextIncomingAmount = amtToForward + fee } // With the base routing data expressed as hops, build the full route newRoute, err := route.NewRouteFromHops( nextIncomingAmount, totalTimeLock, route.Vertex(sourceVertex), hops, ) if err != nil { return nil, err } return newRoute, nil } // edgeWeight computes the weight of an edge. This value is used when searching // for the shortest path within the channel graph between two nodes. Weight is // is the fee itself plus a time lock penalty added to it. This benefits // channels with shorter time lock deltas and shorter (hops) routes in general. // RiskFactor controls the influence of time lock on route selection. This is // currently a fixed value, but might be configurable in the future. func edgeWeight(lockedAmt lnwire.MilliSatoshi, fee lnwire.MilliSatoshi, timeLockDelta uint16) int64 { // timeLockPenalty is the penalty for the time lock delta of this channel. // It is controlled by RiskFactorBillionths and scales proportional // to the amount that will pass through channel. Rationale is that it if // a twice as large amount gets locked up, it is twice as bad. timeLockPenalty := int64(lockedAmt) * int64(timeLockDelta) * RiskFactorBillionths / 1000000000 return int64(fee) + timeLockPenalty } // graphParams wraps the set of graph parameters passed to findPath. type graphParams struct { // graph is the ChannelGraph to be used during path finding. graph *channeldb.ChannelGraph // additionalEdges is an optional set of edges that should be // considered during path finding, that is not already found in the // channel graph. additionalEdges map[route.Vertex][]*channeldb.ChannelEdgePolicy // bandwidthHints is an optional map from channels to bandwidths that // can be populated if the caller has a better estimate of the current // channel bandwidth than what is found in the graph. If set, it will // override the capacities and disabled flags found in the graph for // local channels when doing path finding. In particular, it should be // set to the current available sending bandwidth for active local // channels, and 0 for inactive channels. bandwidthHints map[uint64]lnwire.MilliSatoshi } // RestrictParams wraps the set of restrictions passed to findPath that the // found path must adhere to. type RestrictParams struct { // ProbabilitySource is a callback that is expected to return the // success probability of traversing the channel from the node. ProbabilitySource func(route.Vertex, route.Vertex, lnwire.MilliSatoshi) float64 // FeeLimit is a maximum fee amount allowed to be used on the path from // the source to the target. FeeLimit lnwire.MilliSatoshi // OutgoingChannelID is the channel that needs to be taken to the first // hop. If nil, any channel may be used. OutgoingChannelID *uint64 // LastHop is the pubkey of the last node before the final destination // is reached. If nil, any node may be used. LastHop *route.Vertex // CltvLimit is the maximum time lock of the route excluding the final // ctlv. After path finding is complete, the caller needs to increase // all cltv expiry heights with the required final cltv delta. CltvLimit uint32 // DestCustomRecords contains the custom records to drop off at the // final hop, if any. DestCustomRecords record.CustomSet // DestFeatures is a feature vector describing what the final hop // supports. If none are provided, pathfinding will try to inspect any // features on the node announcement instead. DestFeatures *lnwire.FeatureVector // PaymentAddr is a random 32-byte value generated by the receiver to // mitigate probing vectors and payment sniping attacks on overpaid // invoices. PaymentAddr *[32]byte } // PathFindingConfig defines global parameters that control the trade-off in // path finding between fees and probabiity. type PathFindingConfig struct { // PaymentAttemptPenalty is the virtual cost in path finding weight // units of executing a payment attempt that fails. It is used to trade // off potentially better routes against their probability of // succeeding. PaymentAttemptPenalty lnwire.MilliSatoshi // MinProbability defines the minimum success probability of the // returned route. MinProbability float64 } // getMaxOutgoingAmt returns the maximum available balance in any of the // channels of the given node. func getMaxOutgoingAmt(node route.Vertex, outgoingChan *uint64, bandwidthHints map[uint64]lnwire.MilliSatoshi, g routingGraph) (lnwire.MilliSatoshi, error) { var max lnwire.MilliSatoshi cb := func(edgeInfo *channeldb.ChannelEdgeInfo, outEdge, _ *channeldb.ChannelEdgePolicy) error { if outEdge == nil { return nil } chanID := outEdge.ChannelID // Enforce outgoing channel restriction. if outgoingChan != nil && chanID != *outgoingChan { return nil } bandwidth, ok := bandwidthHints[chanID] // If the bandwidth is not available for whatever reason, don't // fail the pathfinding early. if !ok { max = lnwire.MaxMilliSatoshi return nil } if bandwidth > max { max = bandwidth } return nil } // Iterate over all channels of the to node. err := g.forEachNodeChannel(node, cb) if err != nil { return 0, err } return max, err } // findPath attempts to find a path from the source node within the ChannelGraph // to the target node that's capable of supporting a payment of `amt` value. The // current approach implemented is modified version of Dijkstra's algorithm to // find a single shortest path between the source node and the destination. The // distance metric used for edges is related to the time-lock+fee costs along a // particular edge. If a path is found, this function returns a slice of // ChannelHop structs which encoded the chosen path from the target to the // source. The search is performed backwards from destination node back to // source. This is to properly accumulate fees that need to be paid along the // path and accurately check the amount to forward at every node against the // available bandwidth. func findPath(g *graphParams, r *RestrictParams, cfg *PathFindingConfig, source, target route.Vertex, amt lnwire.MilliSatoshi, finalHtlcExpiry int32) ( []*channeldb.ChannelEdgePolicy, error) { routingTx, err := newDbRoutingTx(g.graph) if err != nil { return nil, err } defer func() { err := routingTx.close() if err != nil { log.Errorf("Error closing db tx: %v", err) } }() return findPathInternal( g.additionalEdges, g.bandwidthHints, routingTx, r, cfg, source, target, amt, finalHtlcExpiry, ) } // findPathInternal is the internal implementation of findPath. func findPathInternal( additionalEdges map[route.Vertex][]*channeldb.ChannelEdgePolicy, bandwidthHints map[uint64]lnwire.MilliSatoshi, graph routingGraph, r *RestrictParams, cfg *PathFindingConfig, source, target route.Vertex, amt lnwire.MilliSatoshi, finalHtlcExpiry int32) ( []*channeldb.ChannelEdgePolicy, error) { // Pathfinding can be a significant portion of the total payment // latency, especially on low-powered devices. Log several metrics to // aid in the analysis performance problems in this area. start := time.Now() nodesVisited := 0 edgesExpanded := 0 defer func() { timeElapsed := time.Since(start) log.Debugf("Pathfinding perf metrics: nodes=%v, edges=%v, "+ "time=%v", nodesVisited, edgesExpanded, timeElapsed) }() // If no destination features are provided, we will load what features // we have for the target node from our graph. features := r.DestFeatures if features == nil { var err error features, err = graph.fetchNodeFeatures(target) if err != nil { return nil, err } } // Ensure that the destination's features don't include unknown // required features. err := feature.ValidateRequired(features) if err != nil { return nil, err } // Ensure that all transitive dependencies are set. err = feature.ValidateDeps(features) if err != nil { return nil, err } // Now that we know the feature vector is well formed, we'll proceed in // checking that it supports the features we need, given our // restrictions on the final hop. // If the caller needs to send custom records, check that our // destination feature vector supports TLV. if len(r.DestCustomRecords) > 0 && !features.HasFeature(lnwire.TLVOnionPayloadOptional) { return nil, errNoTlvPayload } // If the caller has a payment address to attach, check that our // destination feature vector supports them. if r.PaymentAddr != nil && !features.HasFeature(lnwire.PaymentAddrOptional) { return nil, errNoPaymentAddr } // If we are routing from ourselves, check that we have enough local // balance available. self := graph.sourceNode() if source == self { max, err := getMaxOutgoingAmt( self, r.OutgoingChannelID, bandwidthHints, graph, ) if err != nil { return nil, err } if max < amt { return nil, errInsufficientBalance } } // First we'll initialize an empty heap which'll help us to quickly // locate the next edge we should visit next during our graph // traversal. nodeHeap := newDistanceHeap(estimatedNodeCount) // Holds the current best distance for a given node. distance := make(map[route.Vertex]*nodeWithDist, estimatedNodeCount) additionalEdgesWithSrc := make(map[route.Vertex][]*edgePolicyWithSource) for vertex, outgoingEdgePolicies := range additionalEdges { // Build reverse lookup to find incoming edges. Needed because // search is taken place from target to source. for _, outgoingEdgePolicy := range outgoingEdgePolicies { toVertex := outgoingEdgePolicy.Node.PubKeyBytes incomingEdgePolicy := &edgePolicyWithSource{ sourceNode: vertex, edge: outgoingEdgePolicy, } additionalEdgesWithSrc[toVertex] = append(additionalEdgesWithSrc[toVertex], incomingEdgePolicy) } } // Build a preliminary destination hop structure to obtain the payload // size. var mpp *record.MPP if r.PaymentAddr != nil { mpp = record.NewMPP(amt, *r.PaymentAddr) } finalHop := route.Hop{ AmtToForward: amt, OutgoingTimeLock: uint32(finalHtlcExpiry), CustomRecords: r.DestCustomRecords, LegacyPayload: !features.HasFeature( lnwire.TLVOnionPayloadOptional, ), MPP: mpp, } // We can't always assume that the end destination is publicly // advertised to the network so we'll manually include the target node. // The target node charges no fee. Distance is set to 0, because this is // the starting point of the graph traversal. We are searching backwards // to get the fees first time right and correctly match channel // bandwidth. // // Don't record the initial partial path in the distance map and reserve // that key for the source key in the case we route to ourselves. partialPath := &nodeWithDist{ dist: 0, weight: 0, node: target, amountToReceive: amt, incomingCltv: finalHtlcExpiry, probability: 1, routingInfoSize: finalHop.PayloadSize(0), } // Calculate the absolute cltv limit. Use uint64 to prevent an overflow // if the cltv limit is MaxUint32. absoluteCltvLimit := uint64(r.CltvLimit) + uint64(finalHtlcExpiry) // processEdge is a helper closure that will be used to make sure edges // satisfy our specific requirements. processEdge := func(fromVertex route.Vertex, fromFeatures *lnwire.FeatureVector, edge *channeldb.ChannelEdgePolicy, toNodeDist *nodeWithDist) { edgesExpanded++ // Calculate amount that the candidate node would have to send // out. amountToSend := toNodeDist.amountToReceive // Request the success probability for this edge. edgeProbability := r.ProbabilitySource( fromVertex, toNodeDist.node, amountToSend, ) log.Trace(newLogClosure(func() string { return fmt.Sprintf("path finding probability: fromnode=%v,"+ " tonode=%v, amt=%v, probability=%v", fromVertex, toNodeDist.node, amountToSend, edgeProbability) })) // If the probability is zero, there is no point in trying. if edgeProbability == 0 { return } // Compute fee that fromVertex is charging. It is based on the // amount that needs to be sent to the next node in the route. // // Source node has no predecessor to pay a fee. Therefore set // fee to zero, because it should not be included in the fee // limit check and edge weight. // // Also determine the time lock delta that will be added to the // route if fromVertex is selected. If fromVertex is the source // node, no additional timelock is required. var fee lnwire.MilliSatoshi var timeLockDelta uint16 if fromVertex != source { fee = edge.ComputeFee(amountToSend) timeLockDelta = edge.TimeLockDelta } incomingCltv := toNodeDist.incomingCltv + int32(timeLockDelta) // Check that we are within our CLTV limit. if uint64(incomingCltv) > absoluteCltvLimit { return } // amountToReceive is the amount that the node that is added to // the distance map needs to receive from a (to be found) // previous node in the route. That previous node will need to // pay the amount that this node forwards plus the fee it // charges. amountToReceive := amountToSend + fee // Check if accumulated fees would exceed fee limit when this // node would be added to the path. totalFee := amountToReceive - amt if totalFee > r.FeeLimit { return } // Calculate total probability of successfully reaching target // by multiplying the probabilities. Both this edge and the rest // of the route must succeed. probability := toNodeDist.probability * edgeProbability // If the probability is below the specified lower bound, we can // abandon this direction. Adding further nodes can only lower // the probability more. if probability < cfg.MinProbability { return } // By adding fromVertex in the route, there will be an extra // weight composed of the fee that this node will charge and // the amount that will be locked for timeLockDelta blocks in // the HTLC that is handed out to fromVertex. weight := edgeWeight(amountToReceive, fee, timeLockDelta) // Compute the tentative weight to this new channel/edge // which is the weight from our toNode to the target node // plus the weight of this edge. tempWeight := toNodeDist.weight + weight // Add an extra factor to the weight to take into account the // probability. tempDist := getProbabilityBasedDist( tempWeight, probability, int64(cfg.PaymentAttemptPenalty), ) // If there is already a best route stored, compare this // candidate route with the best route so far. current, ok := distance[fromVertex] if ok { // If this route is worse than what we already found, // skip this route. if tempDist > current.dist { return } // If the route is equally good and the probability // isn't better, skip this route. It is important to // also return if both cost and probability are equal, // because otherwise the algorithm could run into an // endless loop. probNotBetter := probability <= current.probability if tempDist == current.dist && probNotBetter { return } } // Every edge should have a positive time lock delta. If we // encounter a zero delta, log a warning line. if edge.TimeLockDelta == 0 { log.Warnf("Channel %v has zero cltv delta", edge.ChannelID) } // Calculate the total routing info size if this hop were to be // included. If we are coming from the source hop, the payload // size is zero, because the original htlc isn't in the onion // blob. var payloadSize uint64 if fromVertex != source { supportsTlv := fromFeatures.HasFeature( lnwire.TLVOnionPayloadOptional, ) hop := route.Hop{ AmtToForward: amountToSend, OutgoingTimeLock: uint32( toNodeDist.incomingCltv, ), LegacyPayload: !supportsTlv, } payloadSize = hop.PayloadSize(edge.ChannelID) } routingInfoSize := toNodeDist.routingInfoSize + payloadSize // Skip paths that would exceed the maximum routing info size. if routingInfoSize > sphinx.MaxPayloadSize { return } // All conditions are met and this new tentative distance is // better than the current best known distance to this node. // The new better distance is recorded, and also our "next hop" // map is populated with this edge. withDist := &nodeWithDist{ dist: tempDist, weight: tempWeight, node: fromVertex, amountToReceive: amountToReceive, incomingCltv: incomingCltv, probability: probability, nextHop: edge, routingInfoSize: routingInfoSize, } distance[fromVertex] = withDist // Either push withDist onto the heap if the node // represented by fromVertex is not already on the heap OR adjust // its position within the heap via heap.Fix. nodeHeap.PushOrFix(withDist) } // TODO(roasbeef): also add path caching // * similar to route caching, but doesn't factor in the amount // Cache features because we visit nodes multiple times. featureCache := make(map[route.Vertex]*lnwire.FeatureVector) // getGraphFeatures returns (cached) node features from the graph. getGraphFeatures := func(node route.Vertex) (*lnwire.FeatureVector, error) { // Check cache for features of the fromNode. fromFeatures, ok := featureCache[node] if ok { return fromFeatures, nil } // Fetch node features fresh from the graph. fromFeatures, err := graph.fetchNodeFeatures(node) if err != nil { return nil, err } // Don't route through nodes that contain unknown required // features and mark as nil in the cache. err = feature.ValidateRequired(fromFeatures) if err != nil { featureCache[node] = nil return nil, nil } // Don't route through nodes that don't properly set all // transitive feature dependencies and mark as nil in the cache. err = feature.ValidateDeps(fromFeatures) if err != nil { featureCache[node] = nil return nil, nil } // Update cache. featureCache[node] = fromFeatures return fromFeatures, nil } routeToSelf := source == target for { nodesVisited++ pivot := partialPath.node // Create unified policies for all incoming connections. u := newUnifiedPolicies(self, pivot, r.OutgoingChannelID) err := u.addGraphPolicies(graph) if err != nil { return nil, err } for _, reverseEdge := range additionalEdgesWithSrc[pivot] { u.addPolicy(reverseEdge.sourceNode, reverseEdge.edge, 0) } amtToSend := partialPath.amountToReceive // Expand all connections using the optimal policy for each // connection. for fromNode, unifiedPolicy := range u.policies { // The target node is not recorded in the distance map. // Therefore we need to have this check to prevent // creating a cycle. Only when we intend to route to // self, we allow this cycle to form. In that case we'll // also break out of the search loop below. if !routeToSelf && fromNode == target { continue } // Apply last hop restriction if set. if r.LastHop != nil && pivot == target && fromNode != *r.LastHop { continue } policy := unifiedPolicy.getPolicy( amtToSend, bandwidthHints, ) if policy == nil { continue } // Get feature vector for fromNode. fromFeatures, err := getGraphFeatures(fromNode) if err != nil { return nil, err } // If there are no valid features, skip this node. if fromFeatures == nil { continue } // Check if this candidate node is better than what we // already have. processEdge(fromNode, fromFeatures, policy, partialPath) } if nodeHeap.Len() == 0 { break } // Fetch the node within the smallest distance from our source // from the heap. partialPath = heap.Pop(&nodeHeap).(*nodeWithDist) // If we've reached our source (or we don't have any incoming // edges), then we're done here and can exit the graph // traversal early. if partialPath.node == source { break } } // Use the distance map to unravel the forward path from source to // target. var pathEdges []*channeldb.ChannelEdgePolicy currentNode := source for { // Determine the next hop forward using the next map. currentNodeWithDist, ok := distance[currentNode] if !ok { // If the node doesnt have a next hop it means we didn't find a path. return nil, errNoPathFound } // Add the next hop to the list of path edges. pathEdges = append(pathEdges, currentNodeWithDist.nextHop) // Advance current node. currentNode = currentNodeWithDist.nextHop.Node.PubKeyBytes // Check stop condition at the end of this loop. This prevents // breaking out too soon for self-payments that have target set // to source. if currentNode == target { break } } // For the final hop, we'll set the node features to those determined // above. These are either taken from the destination features, e.g. // virtual or invoice features, or loaded as a fallback from the graph. // The transitive dependencies were already validated above, so no need // to do so now. // // NOTE: This may overwrite features loaded from the graph if // destination features were provided. This is fine though, since our // route construction does not care where the features are actually // taken from. In the future we may wish to do route construction within // findPath, and avoid using ChannelEdgePolicy altogether. pathEdges[len(pathEdges)-1].Node.Features = features log.Debugf("Found route: probability=%v, hops=%v, fee=%v", distance[source].probability, len(pathEdges), distance[source].amountToReceive-amt) return pathEdges, nil } // getProbabilityBasedDist converts a weight into a distance that takes into // account the success probability and the (virtual) cost of a failed payment // attempt. // // Derivation: // // Suppose there are two routes A and B with fees Fa and Fb and success // probabilities Pa and Pb. // // Is the expected cost of trying route A first and then B lower than trying the // other way around? // // The expected cost of A-then-B is: Pa*Fa + (1-Pa)*Pb*(c+Fb) // // The expected cost of B-then-A is: Pb*Fb + (1-Pb)*Pa*(c+Fa) // // In these equations, the term representing the case where both A and B fail is // left out because its value would be the same in both cases. // // Pa*Fa + (1-Pa)*Pb*(c+Fb) < Pb*Fb + (1-Pb)*Pa*(c+Fa) // // Pa*Fa + Pb*c + Pb*Fb - Pa*Pb*c - Pa*Pb*Fb < Pb*Fb + Pa*c + Pa*Fa - Pa*Pb*c - Pa*Pb*Fa // // Removing terms that cancel out: // Pb*c - Pa*Pb*Fb < Pa*c - Pa*Pb*Fa // // Divide by Pa*Pb: // c/Pa - Fb < c/Pb - Fa // // Move terms around: // Fa + c/Pa < Fb + c/Pb // // So the value of F + c/P can be used to compare routes. func getProbabilityBasedDist(weight int64, probability float64, penalty int64) int64 { // Clamp probability to prevent overflow. const minProbability = 0.00001 if probability < minProbability { return infinity } return weight + int64(float64(penalty)/probability) }