Renepay const prob cost

plugins/renepay/flow.c

@@ -179,6 +179,15 @@ bool flowset_delivers(struct amount_msat *delivers, struct flow **flows)
 	return true;
 }
 
+/* FIXME: pass a pointer to const here */
+size_t flowset_size(struct flow **flows)
+{
+	size_t size = 0;
+	for (size_t i = 0; i < tal_count(flows); i++)
+		size += tal_count(flows[i]->path);
+	return size;
+}
+
 /* Checks if the flows satisfy the liquidity bounds imposed by the known maximum
  * liquidity and pending HTLCs.
  *

plugins/renepay/flow.h

@@ -55,6 +55,9 @@ bool flowset_fee(struct amount_msat *fee, struct flow **flows);
 
 bool flowset_delivers(struct amount_msat *delivers, struct flow **flows);
 
+/* how many channels are being used */
+size_t flowset_size(struct flow **flows);
+
 static inline struct amount_msat flow_delivers(const struct flow *flow)
 {
 	return flow->amount;

plugins/renepay/main.c

@@ -184,6 +184,11 @@ static struct command_result *json_pay(struct command *cmd, const char *buf,
 	u64 *riskfactor_millionths; // delay to proportional proportional fee
 	u64 *min_prob_success_millionths; // target probability
 
+	/* base probability of success, probability for a randomly picked
+	 * channel to be able to forward a payment request of amount greater
+	 * than zero. */
+	u64 *base_prob_success_millionths;
+
 	if (!param(cmd, buf, params,
 		   p_req("invstring", param_invstring, &invstr),
 		   p_opt("amount_msat", param_msat, &msat),
@@ -217,10 +222,19 @@ static struct command_result *json_pay(struct command *cmd, const char *buf,
 			     &riskfactor_millionths, 1), // default is 1e-6
 		   p_opt_dev("dev_min_prob_success", param_millionths,
 			     &min_prob_success_millionths,
-			     900000), // default is 0.9
+			     800000), // default is 0.8
+		   p_opt_dev("dev_base_prob_success", param_millionths,
+			     &base_prob_success_millionths,
+			     980000), // default is 0.98
 		   NULL))
 		return command_param_failed();
 
+	if (*base_prob_success_millionths == 0 ||
+	    *base_prob_success_millionths > 1000000)
+		return command_fail(cmd, JSONRPC2_INVALID_PARAMS,
+				    "Base probability should be a number "
+				    "greater than zero and no greater than 1.");
+
 	/* === Parse invoice === */
 
 	// FIXME: add support for bolt12 invoices
@@ -315,6 +329,7 @@ static struct command_result *json_pay(struct command *cmd, const char *buf,
 			*prob_cost_factor_millionths,
 			*riskfactor_millionths,
 			*min_prob_success_millionths,
+			*base_prob_success_millionths,
 			use_shadow,
 			cast_const2(const struct route_exclusion**, exclusions));
 
@@ -352,6 +367,7 @@ static struct command_result *json_pay(struct command *cmd, const char *buf,
 				    *prob_cost_factor_millionths,
 				    *riskfactor_millionths,
 				    *min_prob_success_millionths,
+				    *base_prob_success_millionths,
 				    use_shadow,
 				    cast_const2(const struct route_exclusion**, exclusions)))
 			return command_fail(

plugins/renepay/mcf.c

@@ -331,6 +331,7 @@ struct pay_parameters {
 
 	struct amount_msat max_fee;
 	double min_probability;
+	double base_probability;
 	double delay_feefactor;
 	double base_fee_penalty;
 	u32 prob_cost_factor;
@@ -501,15 +502,19 @@ static bool linearize_channel(const struct pay_parameters *params,
 
 	capacity[0]=a;
 	cost[0]=0;
+	assert(params->base_probability > 5e-7);
+	assert(params->base_probability <= 1.0);
+	const double base_prob_factor = -log(params->base_probability);
+
 	for(size_t i=1;i<CHANNEL_PARTS;++i)
 	{
 		capacity[i] = MIN(params->cap_fraction[i]*(b-a), cap_on_capacity);
 		cap_on_capacity -= capacity[i];
 		assert(cap_on_capacity>=0);
 
-		cost[i] = params->cost_fraction[i]
+		cost[i] = (params->cost_fraction[i]*1.0/(b-a) + base_prob_factor)
 		          *params->amount.millisatoshis /* Raw: linearize_channel */
-		          *params->prob_cost_factor*1.0/(b-a);
+		          *params->prob_cost_factor;
 	}
 	return true;
 }
@@ -1264,6 +1269,7 @@ get_flow_paths(const tal_t *ctx, const struct gossmap *gossmap,
 	       // how many msats in excess we paid for not having msat accuracy
 	       // in the MCF solver
 	       struct amount_msat excess,
+	       const double base_probability,
 
 	       // error message
 	       char **fail)
@@ -1437,8 +1443,10 @@ get_flow_paths(const tal_t *ctx, const struct gossmap *gossmap,
 			excess = amount_msat(0);
 			fp->amount = delivered;
 
+
 			fp->success_prob =
-			    flow_probability(fp, gossmap, chan_extra_map);
+			    flow_probability(fp, gossmap, chan_extra_map)
+			    * pow(base_probability, tal_count(fp->path));
 			if (fp->success_prob < 0) {
 				if (fail)
 					*fail =
@@ -1603,6 +1611,7 @@ struct flow **minflow(const tal_t *ctx, struct gossmap *gossmap,
 		      struct chan_extra_map *chan_extra_map,
 		      const bitmap *disabled, struct amount_msat amount,
 		      struct amount_msat max_fee, double min_probability,
+		      double base_probability,
 		      double delay_feefactor, double base_fee_penalty,
 		      u32 prob_cost_factor, char **fail)
 {
@@ -1647,6 +1656,7 @@ struct flow **minflow(const tal_t *ctx, struct gossmap *gossmap,
 	params->delay_feefactor = delay_feefactor;
 	params->base_fee_penalty = base_fee_penalty;
 	params->prob_cost_factor = prob_cost_factor;
+	params->base_probability = base_probability;
 
 	// build the uncertainty network with linearization and residual arcs
 	struct linear_network *linear_network= init_linear_network(this_ctx, params, &errmsg);
@@ -1709,7 +1719,8 @@ struct flow **minflow(const tal_t *ctx, struct gossmap *gossmap,
 	// first flow found
 	best_flow_paths = get_flow_paths(
 	    this_ctx, params->gossmap, params->disabled, params->chan_extra_map,
-	    linear_network, residual_network, excess, &errmsg);
+	    linear_network, residual_network, excess, params->base_probability,
+	    &errmsg);
 	if (!best_flow_paths) {
 		if (fail)
 		*fail =
@@ -1720,7 +1731,8 @@ struct flow **minflow(const tal_t *ctx, struct gossmap *gossmap,
 
 	best_prob_success =
 	    flowset_probability(this_ctx, best_flow_paths, params->gossmap,
-				params->chan_extra_map, &errmsg);
+				params->chan_extra_map, &errmsg)
+	    * pow(params->base_probability, flowset_size(best_flow_paths));
 	if (best_prob_success < 0) {
 		if (fail)
 		*fail =
@@ -1764,7 +1776,8 @@ struct flow **minflow(const tal_t *ctx, struct gossmap *gossmap,
 		flow_paths =
 		    get_flow_paths(this_ctx, params->gossmap, params->disabled,
 				   params->chan_extra_map, linear_network,
-				   residual_network, excess, &errmsg);
+				   residual_network, excess, params->base_probability,
+				   &errmsg);
 		if(!flow_paths)
 		{
 			// get_flow_paths doesn't fail unless there is a bug.
@@ -1776,7 +1789,8 @@ struct flow **minflow(const tal_t *ctx, struct gossmap *gossmap,
 
 		double prob_success =
 		    flowset_probability(this_ctx, flow_paths, params->gossmap,
-					params->chan_extra_map, &errmsg);
+					params->chan_extra_map, &errmsg)
+		    * pow(params->base_probability, flowset_size(flow_paths));
 		if (prob_success < 0) {
 			// flowset_probability doesn't fail unless there is a bug.
 			if (fail)

plugins/renepay/mcf.h

@@ -61,6 +61,7 @@ struct flow **minflow(const tal_t *ctx, struct gossmap *gossmap,
 		      struct chan_extra_map *chan_extra_map,
 		      const bitmap *disabled, struct amount_msat amount,
 		      struct amount_msat max_fee, double min_probability,
+		      double base_probability,
 		      double delay_feefactor, double base_fee_penalty,
 		      u32 prob_cost_factor, char **fail);
 #endif /* LIGHTNING_PLUGINS_RENEPAY_MCF_H */

plugins/renepay/payment.c

@@ -32,6 +32,7 @@ struct payment *payment_new(
 	    u64 prob_cost_factor_millionths,
 	    u64 riskfactor_millionths,
 	    u64 min_prob_success_millionths,
+	    u64 base_prob_success_millionths,
 	    bool use_shadow,
 	    const struct route_exclusion **exclusions)
 {
@@ -81,6 +82,7 @@ struct payment *payment_new(
 	pinfo->prob_cost_factor = prob_cost_factor_millionths / 1e6;
 	pinfo->delay_feefactor = riskfactor_millionths / 1e6;
 	pinfo->min_prob_success = min_prob_success_millionths / 1e6;
+	pinfo->base_prob_success = base_prob_success_millionths / 1e6;
 	pinfo->use_shadow = use_shadow;
 
 
@@ -146,6 +148,7 @@ bool payment_update(
 		u64 prob_cost_factor_millionths,
 		u64 riskfactor_millionths,
 		u64 min_prob_success_millionths,
+		u64 base_prob_success_millionths,
 		bool use_shadow,
 		const struct route_exclusion **exclusions)
 {
@@ -170,6 +173,7 @@ bool payment_update(
 	pinfo->prob_cost_factor = prob_cost_factor_millionths / 1e6;
 	pinfo->delay_feefactor = riskfactor_millionths / 1e6;
 	pinfo->min_prob_success = min_prob_success_millionths / 1e6;
+	pinfo->base_prob_success = base_prob_success_millionths / 1e6;
 	pinfo->use_shadow = use_shadow;
 
 

plugins/renepay/payment.h

@@ -117,6 +117,7 @@ struct payment *payment_new(
 	u64 prob_cost_factor_millionths,
 	u64 riskfactor_millionths,
 	u64 min_prob_success_millionths,
+	u64 base_prob_success_millionths,
 	bool use_shadow,
 	const struct route_exclusion **exclusions);
 
@@ -131,6 +132,7 @@ bool payment_update(
 	u64 prob_cost_factor_millionths,
 	u64 riskfactor_millionths,
 	u64 min_prob_success_millionths,
+	u64 base_prob_success_millionths,
 	bool use_shadow,
 	const struct route_exclusion **exclusions);
 

plugins/renepay/payment_info.h

@@ -61,6 +61,10 @@ struct payment_info {
 	double prob_cost_factor;
 	/* prob. cost = - prob_cost_factor * log prob. */
 
+	/* The probability for a channel to be able to forward an amount
+	 * greater than zero. */
+	double base_prob_success;
+
 	/* Penalty for CLTV delays */
 	double delay_feefactor;
 

plugins/renepay/routebuilder.c

@@ -151,6 +151,7 @@ struct route **get_routes(const tal_t *ctx,
 	struct route **routes = tal_arr(ctx, struct route *, 0);
 
 	double probability_budget = payment_info->min_prob_success;
+	const double base_probability = payment_info->base_prob_success;
 	double delay_feefactor = payment_info->delay_feefactor;
 	const double base_fee_penalty = payment_info->base_fee_penalty;
 	const double prob_cost_factor = payment_info->prob_cost_factor;
@@ -215,8 +216,11 @@ struct route **get_routes(const tal_t *ctx,
 		    minflow(this_ctx, gossmap, src, dst,
 			    uncertainty_get_chan_extra_map(uncertainty),
 			    disabled_bitmap, amount_to_deliver, feebudget,
-			    probability_budget, delay_feefactor,
-			    base_fee_penalty, prob_cost_factor, &errmsg);
+			    probability_budget,
+			    base_probability,
+			    delay_feefactor,
+			    base_fee_penalty,
+			    prob_cost_factor, &errmsg);
 		delay_feefactor_updated = false;
 
 		if (!flows) {

plugins/renepay/test/run-bottleneck.c

@@ -202,6 +202,7 @@ int main(int argc, char *argv[])
  		    AMOUNT_MSAT(100 * 1000 * 1000),
  		    /* max_fee = */ AMOUNT_MSAT(20 * 1000 * 1000),
  		    /* min probability = */ 0.9,
+		    /* base probability = */ 1.0,
  		    /* delay fee factor = */ 1e-6,
  		    /* base fee penalty */ 10,
  		    /* prob cost factor = */ 10, &errmsg);
@@ -239,6 +240,7 @@ int main(int argc, char *argv[])
 	pinfo.prob_cost_factor = 1e-5;
 	pinfo.delay_feefactor = 1e-6;
 	pinfo.min_prob_success = 0.9;
+	pinfo.base_prob_success = 1.0;
 	pinfo.use_shadow = false;
 
 	randombytes_buf(&preimage, sizeof(preimage));

plugins/renepay/test/run-mcf-diamond.c

@@ -194,6 +194,7 @@ int main(int argc, char *argv[])
 			AMOUNT_MSAT(1000000), // 1000 sats
 			 /* max_fee = */ AMOUNT_MSAT(10000), // 10 sats
 			 /* min probability = */ 0.8, // 80%
+			 /* base probability = */ 1.0,
 			 /* delay fee factor = */ 0,
 			 /* base fee penalty */ 0,
 			 /* prob cost factor = */ 1,

plugins/renepay/test/run-mcf.c

@@ -399,6 +399,7 @@ int main(int argc, char *argv[])
 			AMOUNT_MSAT(500000000),
 			 /* max_fee = */ AMOUNT_MSAT(1000000), // 1k sats
 			 /* min probability = */ 0.1,
+			 /* base probability = */ 1.0,
 			 /* delay fee factor = */ 1,
 			 /* base fee penalty */ 1,
 			 /* prob cost factor = */ 10,
@@ -564,6 +565,7 @@ int main(int argc, char *argv[])
 			 /* amount = */ AMOUNT_MSAT(500000000), //500k sats
 			 /* max_fee = */ AMOUNT_MSAT(1000000), // 1k sats
 			 /* min probability = */ 0.1, // 10%
+			 /* base probability = */ 1.0,
 			 /* delay fee factor = */ 1,
 			 /* base fee penalty */ 1,
 			 /* prob cost factor = */ 10,

plugins/renepay/test/run-missingcapacity.c

@@ -133,6 +133,7 @@ int main(int argc, char *argv[])
 	pinfo.prob_cost_factor = 1e-5;
 	pinfo.delay_feefactor = 1e-6;
 	pinfo.min_prob_success = 0.9;
+	pinfo.base_prob_success = 1.0;
 	pinfo.use_shadow = false;
 
 	randombytes_buf(&preimage, sizeof(preimage));