Make route path selection optimize strictly for `cost / amount`
[rust-lightning] / lightning / src / routing / router.rs
index 88757e867c5255d45d017f38563e61afa704aa55..1114f9901837f15d2b4b8d603e95b86190a0ec80 100644 (file)
@@ -754,7 +754,7 @@ where L::Target: Logger, GL::Target: Logger {
 pub(crate) fn get_route<L: Deref, S: Score>(
        our_node_pubkey: &PublicKey, payment_params: &PaymentParameters, network_graph: &ReadOnlyNetworkGraph,
        first_hops: Option<&[&ChannelDetails]>, final_value_msat: u64, final_cltv_expiry_delta: u32,
-       logger: L, scorer: &S, random_seed_bytes: &[u8; 32]
+       logger: L, scorer: &S, _random_seed_bytes: &[u8; 32]
 ) -> Result<Route, LightningError>
 where L::Target: Logger {
        let payee_node_id = NodeId::from_pubkey(&payment_params.payee_pubkey);
@@ -796,11 +796,11 @@ where L::Target: Logger {
        // 4. See if we managed to collect paths which aggregately are able to transfer target value
        //    (not recommended value).
        // 5. If yes, proceed. If not, fail routing.
-       // 6. Randomly combine paths into routes having enough to fulfill the payment. (TODO: knapsack)
-       // 7. Of all the found paths, select only those with the lowest total fee.
-       // 8. The last path in every selected route is likely to be more than we need.
-       //    Reduce its value-to-transfer and recompute fees.
-       // 9. Choose the best route by the lowest total fee.
+       // 6. Select the paths which have the lowest cost (fee plus scorer penalty) per amount
+       //    transferred up to the transfer target value.
+       // 7. Reduce the value of the last path until we are sending only the target value.
+       // 8. If our maximum channel saturation limit caused us to pick two identical paths, combine
+       //    them so that we're not sending two HTLCs along the same path.
 
        // As for the actual search algorithm,
        // we do a payee-to-payer pseudo-Dijkstra's sorting by each node's distance from the payee
@@ -1655,96 +1655,55 @@ where L::Target: Logger {
                return Err(LightningError{err: "Failed to find a sufficient route to the given destination".to_owned(), action: ErrorAction::IgnoreError});
        }
 
-       // Sort by total fees and take the best paths.
-       payment_paths.sort_unstable_by_key(|path| path.get_total_fee_paid_msat());
-       if payment_paths.len() > 50 {
-               payment_paths.truncate(50);
-       }
+       // Step (6).
+       let mut selected_route = payment_paths;
 
-       // Draw multiple sufficient routes by randomly combining the selected paths.
-       let mut drawn_routes = Vec::new();
-       let mut prng = ChaCha20::new(random_seed_bytes, &[0u8; 12]);
-       let mut random_index_bytes = [0u8; ::core::mem::size_of::<usize>()];
+       debug_assert_eq!(selected_route.iter().map(|p| p.get_value_msat()).sum::<u64>(), already_collected_value_msat);
+       let mut overpaid_value_msat = already_collected_value_msat - final_value_msat;
 
-       let num_permutations = payment_paths.len();
-       for _ in 0..num_permutations {
-               let mut cur_route = Vec::<PaymentPath>::new();
-               let mut aggregate_route_value_msat = 0;
+       // First, sort by the cost-per-value of the path, dropping the paths that cost the most for
+       // the value they contribute towards the payment amount.
+       // We sort in descending order as we will remove from the front in `retain`, next.
+       selected_route.sort_unstable_by(|a, b|
+               (((b.get_cost_msat() as u128) << 64) / (b.get_value_msat() as u128))
+                       .cmp(&(((a.get_cost_msat() as u128) << 64) / (a.get_value_msat() as u128)))
+       );
 
-               // Step (6).
-               // Do a Fisher-Yates shuffle to create a random permutation of the payment paths
-               for cur_index in (1..payment_paths.len()).rev() {
-                       prng.process_in_place(&mut random_index_bytes);
-                       let random_index = usize::from_be_bytes(random_index_bytes).wrapping_rem(cur_index+1);
-                       payment_paths.swap(cur_index, random_index);
+       // We should make sure that at least 1 path left.
+       let mut paths_left = selected_route.len();
+       selected_route.retain(|path| {
+               if paths_left == 1 {
+                       return true
+               }
+               let path_value_msat = path.get_value_msat();
+               if path_value_msat <= overpaid_value_msat {
+                       overpaid_value_msat -= path_value_msat;
+                       paths_left -= 1;
+                       return false;
                }
+               true
+       });
+       debug_assert!(selected_route.len() > 0);
 
+       if overpaid_value_msat != 0 {
                // Step (7).
-               for payment_path in &payment_paths {
-                       cur_route.push(payment_path.clone());
-                       aggregate_route_value_msat += payment_path.get_value_msat();
-                       if aggregate_route_value_msat > final_value_msat {
-                               // Last path likely overpaid. Substract it from the most expensive
-                               // (in terms of proportional fee) path in this route and recompute fees.
-                               // This might be not the most economically efficient way, but fewer paths
-                               // also makes routing more reliable.
-                               let mut overpaid_value_msat = aggregate_route_value_msat - final_value_msat;
-
-                               // First, we drop some expensive low-value paths entirely if possible, since fewer
-                               // paths is better: the payment is less likely to fail. In order to do so, we sort
-                               // by value and fall back to total fees paid, i.e., in case of equal values we
-                               // prefer lower cost paths.
-                               cur_route.sort_unstable_by(|a, b| {
-                                       a.get_value_msat().cmp(&b.get_value_msat())
-                                               // Reverse ordering for cost, so we drop higher-cost paths first
-                                               .then_with(|| b.get_cost_msat().cmp(&a.get_cost_msat()))
-                               });
-
-                               // We should make sure that at least 1 path left.
-                               let mut paths_left = cur_route.len();
-                               cur_route.retain(|path| {
-                                       if paths_left == 1 {
-                                               return true
-                                       }
-                                       let mut keep = true;
-                                       let path_value_msat = path.get_value_msat();
-                                       if path_value_msat <= overpaid_value_msat {
-                                               keep = false;
-                                               overpaid_value_msat -= path_value_msat;
-                                               paths_left -= 1;
-                                       }
-                                       keep
-                               });
-
-                               if overpaid_value_msat == 0 {
-                                       break;
-                               }
+               // Now, subtract the remaining overpaid value from the most-expensive path.
+               // TODO: this could also be optimized by also sorting by feerate_per_sat_routed,
+               // so that the sender pays less fees overall. And also htlc_minimum_msat.
+               selected_route.sort_unstable_by(|a, b| {
+                       let a_f = a.hops.iter().map(|hop| hop.0.candidate.fees().proportional_millionths as u64).sum::<u64>();
+                       let b_f = b.hops.iter().map(|hop| hop.0.candidate.fees().proportional_millionths as u64).sum::<u64>();
+                       a_f.cmp(&b_f).then_with(|| b.get_cost_msat().cmp(&a.get_cost_msat()))
+               });
+               let expensive_payment_path = selected_route.first_mut().unwrap();
 
-                               assert!(cur_route.len() > 0);
-
-                               // Step (8).
-                               // Now, subtract the overpaid value from the most-expensive path.
-                               // TODO: this could also be optimized by also sorting by feerate_per_sat_routed,
-                               // so that the sender pays less fees overall. And also htlc_minimum_msat.
-                               cur_route.sort_unstable_by_key(|path| { path.hops.iter().map(|hop| hop.0.candidate.fees().proportional_millionths as u64).sum::<u64>() });
-                               let expensive_payment_path = cur_route.first_mut().unwrap();
-
-                               // We already dropped all the small value paths above, meaning all the
-                               // remaining paths are larger than remaining overpaid_value_msat.
-                               // Thus, this can't be negative.
-                               let expensive_path_new_value_msat = expensive_payment_path.get_value_msat() - overpaid_value_msat;
-                               expensive_payment_path.update_value_and_recompute_fees(expensive_path_new_value_msat);
-                               break;
-                       }
-               }
-               drawn_routes.push(cur_route);
+               // We already dropped all the paths with value below `overpaid_value_msat` above, thus this
+               // can't go negative.
+               let expensive_path_new_value_msat = expensive_payment_path.get_value_msat() - overpaid_value_msat;
+               expensive_payment_path.update_value_and_recompute_fees(expensive_path_new_value_msat);
        }
 
-       // Step (9).
-       // Select the best route by lowest total cost.
-       drawn_routes.sort_unstable_by_key(|paths| paths.iter().map(|path| path.get_cost_msat()).sum::<u64>());
-       let selected_route = drawn_routes.first_mut().unwrap();
-
+       // Step (8).
        // Sort by the path itself and combine redundant paths.
        // Note that we sort by SCIDs alone as its simpler but when combining we have to ensure we
        // compare both SCIDs and NodeIds as individual nodes may use random aliases causing collisions