electrum

Electrum Bitcoin wallet
git clone https://git.parazyd.org/electrum
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commit cdb72509a7a1db6bdc8305582ffe917c3f59d2a7
parent 367d30d6c0585e9e270ad312c5f79105d3d77dc5
Author: SomberNight <somber.night@protonmail.com>
Date:   Tue,  3 Mar 2020 02:12:42 +0100

lnrouter: change edge cost estimate (distance metric)

Old estimate was heavily biased towards simply minimising CLTV sum.
(fees had a too low weight; typically they were ~noise)
Now also take payment_amount into account.

Diffstat:
Melectrum/lnrouter.py | 22+++++++++++++++-------
Melectrum/tests/test_lnrouter.py | 4+---
2 files changed, 16 insertions(+), 10 deletions(-)

diff --git a/electrum/lnrouter.py b/electrum/lnrouter.py @@ -131,7 +131,7 @@ class LNPathFinder(Logger): def _edge_cost(self, short_channel_id: bytes, start_node: bytes, end_node: bytes, payment_amt_msat: int, ignore_costs=False, is_mine=False, *, my_channels: Dict[ShortChannelID, 'Channel'] = None) -> Tuple[float, int]: - """Heuristic cost of going through a channel. + """Heuristic cost (distance metric) of going through a channel. Returns (heuristic_cost, fee_for_edge_msat). """ channel_info = self.channel_db.get_channel_info(short_channel_id, my_channels=my_channels) @@ -157,12 +157,20 @@ class LNPathFinder(Logger): return float('inf'), 0 # payment amount too large if not route_edge.is_sane_to_use(payment_amt_msat): return float('inf'), 0 # thanks but no thanks - fee_msat = route_edge.fee_for_edge(payment_amt_msat) if not ignore_costs else 0 - # TODO revise - # paying 10 more satoshis ~ waiting one more block - fee_cost = fee_msat / 1000 / 10 - cltv_cost = route_edge.cltv_expiry_delta if not ignore_costs else 0 - return cltv_cost + fee_cost + 1, fee_msat + + # Distance metric notes: # TODO constants are ad-hoc + # ( somewhat based on https://github.com/lightningnetwork/lnd/pull/1358 ) + # - Edges have a base cost. (more edges -> less likely none will fail) + # - The larger the payment amount, and the longer the CLTV, + # the more irritating it is if the HTLC gets stuck. + # - Paying lower fees is better. :) + base_cost = 500 # one more edge ~ paying 500 msat more fees + if ignore_costs: + return base_cost, 0 + fee_msat = route_edge.fee_for_edge(payment_amt_msat) + cltv_cost = route_edge.cltv_expiry_delta * payment_amt_msat * 15 / 1_000_000_000 + overall_cost = base_cost + fee_msat + cltv_cost + return overall_cost, fee_msat @profiler def find_path_for_payment(self, nodeA: bytes, nodeB: bytes, diff --git a/electrum/tests/test_lnrouter.py b/electrum/tests/test_lnrouter.py @@ -96,9 +96,7 @@ class Test_LNRouter(TestCaseForTestnet): cdb.add_channel_update({'short_channel_id': bfh('0000000000000006'), 'message_flags': b'\x00', 'channel_flags': b'\x01', 'cltv_expiry_delta': o(10), 'htlc_minimum_msat': o(250), 'fee_base_msat': o(100), 'fee_proportional_millionths': o(150), 'chain_hash': BitcoinTestnet.rev_genesis_bytes(), 'timestamp': b'\x00\x00\x00\x00'}) path = path_finder.find_path_for_payment(b'\x02aaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaa', b'\x02eeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee', 100000) self.assertEqual([(b'\x02bbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb', b'\x00\x00\x00\x00\x00\x00\x00\x03'), - (b'\x02cccccccccccccccccccccccccccccccc', b'\x00\x00\x00\x00\x00\x00\x00\x01'), - (b'\x02dddddddddddddddddddddddddddddddd', b'\x00\x00\x00\x00\x00\x00\x00\x04'), - (b'\x02eeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee', b'\x00\x00\x00\x00\x00\x00\x00\x05') + (b'\x02eeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee', b'\x00\x00\x00\x00\x00\x00\x00\x02'), ], path) start_node = b'\x02bbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb' route = path_finder.create_route_from_path(path, start_node)