Merge pull request #1605 from TheBlueMatt/2022-07-smaller-mpp-parts

Avoid saturating channels before we split payments

Author: TheBlueMatt

lightning/src/ln/functional_tests.rs

@@ -1824,9 +1824,12 @@ fn test_channel_reserve_holding_cell_htlcs() {
 
 	// attempt to send amt_msat > their_max_htlc_value_in_flight_msat
 	{
-		let (mut route, our_payment_hash, _, our_payment_secret) = get_route_and_payment_hash!(nodes[0], nodes[2], recv_value_0);
+		let payment_params = PaymentParameters::from_node_id(nodes[2].node.get_our_node_id())
+			.with_features(InvoiceFeatures::known()).with_max_channel_saturation_power_of_half(0);
+		let (mut route, our_payment_hash, _, our_payment_secret) = get_route_and_payment_hash!(nodes[0], nodes[2], payment_params, recv_value_0, TEST_FINAL_CLTV);
 		route.paths[0].last_mut().unwrap().fee_msat += 1;
 		assert!(route.paths[0].iter().rev().skip(1).all(|h| h.fee_msat == feemsat));
+
 		unwrap_send_err!(nodes[0].node.send_payment(&route, our_payment_hash, &Some(our_payment_secret)), true, APIError::ChannelUnavailable { ref err },
 			assert!(regex::Regex::new(r"Cannot send value that would put us over the max HTLC value in flight our peer will accept \(\d+\)").unwrap().is_match(err)));
 		assert!(nodes[0].node.get_and_clear_pending_msg_events().is_empty());
@@ -1845,7 +1848,12 @@ fn test_channel_reserve_holding_cell_htlcs() {
 		if stat01.value_to_self_msat < stat01.channel_reserve_msat + commit_tx_fee_all_htlcs + ensure_htlc_amounts_above_dust_buffer + amt_msat {
 			break;
 		}
-		send_payment(&nodes[0], &vec![&nodes[1], &nodes[2]][..], recv_value_0);
+
+		let payment_params = PaymentParameters::from_node_id(nodes[2].node.get_our_node_id())
+			.with_features(InvoiceFeatures::known()).with_max_channel_saturation_power_of_half(0);
+		let route = get_route!(nodes[0], payment_params, recv_value_0, TEST_FINAL_CLTV).unwrap();
+		let (payment_preimage, ..) = send_along_route(&nodes[0], route, &[&nodes[1], &nodes[2]], recv_value_0);
+		claim_payment(&nodes[0], &[&nodes[1], &nodes[2]], payment_preimage);
 
 		let (stat01_, stat11_, stat12_, stat22_) = (
 			get_channel_value_stat!(nodes[0], chan_1.2),

lightning/src/ln/payment_tests.rs

@@ -942,7 +942,7 @@ fn failed_probe_yields_event() {
 
 	let payment_params = PaymentParameters::from_node_id(nodes[2].node.get_our_node_id());
 
-	let (route, _, _, _) = get_route_and_payment_hash!(&nodes[0], nodes[2], &payment_params, 9_999_000, 42);
+	let (route, _, _, _) = get_route_and_payment_hash!(&nodes[0], nodes[2], &payment_params, 9_998_000, 42);
 
 	let (payment_hash, payment_id) = nodes[0].node.send_probe(route.paths[0].clone()).unwrap();
 

lightning/src/routing/gossip.rs

@@ -816,10 +816,6 @@ impl<'a> DirectedChannelInfoWithUpdate<'a> {
 	/// Returns the [`EffectiveCapacity`] of the channel in the direction.
 	#[inline]
 	pub(super) fn effective_capacity(&self) -> EffectiveCapacity { self.inner.effective_capacity() }
-
-	/// Returns the maximum HTLC amount allowed over the channel in the direction.
-	#[inline]
-	pub(super) fn htlc_maximum_msat(&self) -> u64 { self.inner.htlc_maximum_msat() }
 }
 
 impl<'a> fmt::Debug for DirectedChannelInfoWithUpdate<'a> {

lightning/src/routing/router.rs

@@ -225,6 +225,21 @@ pub struct PaymentParameters {
 	/// The maximum number of paths that may be used by (MPP) payments.
 	/// Defaults to [`DEFAULT_MAX_PATH_COUNT`].
 	pub max_path_count: u8,
+
+	/// Selects the maximum share of a channel's total capacity which will be sent over a channel,
+	/// as a power of 1/2. A higher value prefers to send the payment using more MPP parts whereas
+	/// a lower value prefers to send larger MPP parts, potentially saturating channels and
+	/// increasing failure probability for those paths.
+	///
+	/// Note that this restriction will be relaxed during pathfinding after paths which meet this
+	/// restriction have been found. While paths which meet this criteria will be searched for, it
+	/// is ultimately up to the scorer to select them over other paths.
+	///
+	/// A value of 0 will allow payments up to and including a channel's total announced usable
+	/// capacity, a value of one will only use up to half its capacity, two 1/4, etc.
+	///
+	/// Default value: 1
+	pub max_channel_saturation_power_of_half: u8,
 }
 
 impl_writeable_tlv_based!(PaymentParameters, {
@@ -233,6 +248,7 @@ impl_writeable_tlv_based!(PaymentParameters, {
 	(2, features, option),
 	(3, max_path_count, (default_value, DEFAULT_MAX_PATH_COUNT)),
 	(4, route_hints, vec_type),
+	(5, max_channel_saturation_power_of_half, (default_value, 1)),
 	(6, expiry_time, option),
 });
 
@@ -246,6 +262,7 @@ impl PaymentParameters {
 			expiry_time: None,
 			max_total_cltv_expiry_delta: DEFAULT_MAX_TOTAL_CLTV_EXPIRY_DELTA,
 			max_path_count: DEFAULT_MAX_PATH_COUNT,
+			max_channel_saturation_power_of_half: 1,
 		}
 	}
 
@@ -288,6 +305,13 @@ impl PaymentParameters {
 	pub fn with_max_path_count(self, max_path_count: u8) -> Self {
 		Self { max_path_count, ..self }
 	}
+
+	/// Includes a limit for the maximum number of payment paths that may be used.
+	///
+	/// (C-not exported) since bindings don't support move semantics
+	pub fn with_max_channel_saturation_power_of_half(self, max_channel_saturation_power_of_half: u8) -> Self {
+		Self { max_channel_saturation_power_of_half, ..self }
+	}
 }
 
 /// A list of hops along a payment path terminating with a channel to the recipient.
@@ -433,16 +457,6 @@ impl<'a> CandidateRouteHop<'a> {
 		}
 	}
 
-	fn htlc_maximum_msat(&self) -> u64 {
-		match self {
-			CandidateRouteHop::FirstHop { details } => details.next_outbound_htlc_limit_msat,
-			CandidateRouteHop::PublicHop { info, .. } => info.htlc_maximum_msat(),
-			CandidateRouteHop::PrivateHop { hint } => {
-				hint.htlc_maximum_msat.unwrap_or(u64::max_value())
-			},
-		}
-	}
-
 	fn fees(&self) -> RoutingFees {
 		match self {
 			CandidateRouteHop::FirstHop { .. } => RoutingFees {
@@ -464,6 +478,33 @@ impl<'a> CandidateRouteHop<'a> {
 	}
 }
 
+#[inline]
+fn max_htlc_from_capacity(capacity: EffectiveCapacity, max_channel_saturation_power_of_half: u8) -> u64 {
+	let saturation_shift: u32 = max_channel_saturation_power_of_half as u32;
+	match capacity {
+		EffectiveCapacity::ExactLiquidity { liquidity_msat } => liquidity_msat,
+		EffectiveCapacity::Infinite => u64::max_value(),
+		EffectiveCapacity::Unknown => EffectiveCapacity::Unknown.as_msat(),
+		EffectiveCapacity::MaximumHTLC { amount_msat } =>
+			amount_msat.checked_shr(saturation_shift).unwrap_or(0),
+		EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: None } =>
+			capacity_msat.checked_shr(saturation_shift).unwrap_or(0),
+		EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: Some(htlc_max) } =>
+			cmp::min(capacity_msat.checked_shr(saturation_shift).unwrap_or(0), htlc_max),
+	}
+}
+
+fn iter_equal<I1: Iterator, I2: Iterator>(mut iter_a: I1, mut iter_b: I2)
+-> bool where I1::Item: PartialEq<I2::Item> {
+	loop {
+		let a = iter_a.next();
+		let b = iter_b.next();
+		if a.is_none() && b.is_none() { return true; }
+		if a.is_none() || b.is_none() { return false; }
+		if a.unwrap().ne(&b.unwrap()) { return false; }
+	}
+}
+
 /// It's useful to keep track of the hops associated with the fees required to use them,
 /// so that we can choose cheaper paths (as per Dijkstra's algorithm).
 /// Fee values should be updated only in the context of the whole path, see update_value_and_recompute_fees.
@@ -571,10 +612,9 @@ impl<'a> PaymentPath<'a> {
 	// to the fees being paid not lining up with the actual limits.
 	//
 	// Note that this function is not aware of the available_liquidity limit, and thus does not
-	// support increasing the value being transferred.
+	// support increasing the value being transferred beyond what was selected during the initial
+	// routing passes.
 	fn update_value_and_recompute_fees(&mut self, value_msat: u64) {
-		assert!(value_msat <= self.hops.last().unwrap().0.fee_msat);
-
 		let mut total_fee_paid_msat = 0 as u64;
 		for i in (0..self.hops.len()).rev() {
 			let last_hop = i == self.hops.len() - 1;
@@ -882,6 +922,11 @@ where L::Target: Logger {
 		final_value_msat
 	};
 
+	// When we start collecting routes we enforce the max_channel_saturation_power_of_half
+	// requirement strictly. After we've collected enough (or if we fail to find new routes) we
+	// drop the requirement by setting this to 0.
+	let mut channel_saturation_pow_half = payment_params.max_channel_saturation_power_of_half;
+
 	// Keep track of how much liquidity has been used in selected channels. Used to determine
 	// if the channel can be used by additional MPP paths or to inform path finding decisions. It is
 	// aware of direction *only* to ensure that the correct htlc_maximum_msat value is used. Hence,
@@ -934,7 +979,8 @@ where L::Target: Logger {
 			// - for first and last hops early in get_route
 			if $src_node_id != $dest_node_id {
 				let short_channel_id = $candidate.short_channel_id();
-				let htlc_maximum_msat = $candidate.htlc_maximum_msat();
+				let effective_capacity = $candidate.effective_capacity();
+				let htlc_maximum_msat = max_htlc_from_capacity(effective_capacity, channel_saturation_pow_half);
 
 				// It is tricky to subtract $next_hops_fee_msat from available liquidity here.
 				// It may be misleading because we might later choose to reduce the value transferred
@@ -1084,7 +1130,7 @@ where L::Target: Logger {
 							let channel_usage = ChannelUsage {
 								amount_msat: amount_to_transfer_over_msat,
 								inflight_htlc_msat: used_liquidity_msat,
-								effective_capacity: $candidate.effective_capacity(),
+								effective_capacity,
 							};
 							let channel_penalty_msat = scorer.channel_penalty_msat(
 								short_channel_id, &$src_node_id, &$dest_node_id, channel_usage
@@ -1505,12 +1551,14 @@ where L::Target: Logger {
 						.entry((hop.candidate.short_channel_id(), *prev_hop < hop.node_id))
 						.and_modify(|used_liquidity_msat| *used_liquidity_msat += spent_on_hop_msat)
 						.or_insert(spent_on_hop_msat);
-					if *used_liquidity_msat == hop.candidate.htlc_maximum_msat() {
+					let hop_capacity = hop.candidate.effective_capacity();
+					let hop_max_msat = max_htlc_from_capacity(hop_capacity, channel_saturation_pow_half);
+					if *used_liquidity_msat == hop_max_msat {
 						// If this path used all of this channel's available liquidity, we know
 						// this path will not be selected again in the next loop iteration.
 						prevented_redundant_path_selection = true;
 					}
-					debug_assert!(*used_liquidity_msat <= hop.candidate.htlc_maximum_msat());
+					debug_assert!(*used_liquidity_msat <= hop_max_msat);
 				}
 				if !prevented_redundant_path_selection {
 					// If we weren't capped by hitting a liquidity limit on a channel in the path,
@@ -1551,6 +1599,10 @@ where L::Target: Logger {
 		}
 
 		if !allow_mpp {
+			if !found_new_path && channel_saturation_pow_half != 0 {
+				channel_saturation_pow_half = 0;
+				continue 'paths_collection;
+			}
 			// If we don't support MPP, no use trying to gather more value ever.
 			break 'paths_collection;
 		}
@@ -1560,7 +1612,9 @@ where L::Target: Logger {
 		// iteration.
 		// In the latter case, making another path finding attempt won't help,
 		// because we deterministically terminated the search due to low liquidity.
-		if already_collected_value_msat >= recommended_value_msat || !found_new_path {
+		if !found_new_path && channel_saturation_pow_half != 0 {
+			channel_saturation_pow_half = 0;
+		} else if already_collected_value_msat >= recommended_value_msat || !found_new_path {
 			log_trace!(logger, "Have now collected {} msat (seeking {} msat) in paths. Last path loop {} a new path.",
 				already_collected_value_msat, recommended_value_msat, if found_new_path { "found" } else { "did not find" });
 			break 'paths_collection;
@@ -1676,8 +1730,32 @@ where L::Target: Logger {
 	// 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();
+
+	// 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
+	// across nodes.
+	selected_route.sort_unstable_by_key(|path| {
+		let mut key = [0u64; MAX_PATH_LENGTH_ESTIMATE as usize];
+		debug_assert!(path.hops.len() <= key.len());
+		for (scid, key) in path.hops.iter().map(|h| h.0.candidate.short_channel_id()).zip(key.iter_mut()) {
+			*key = scid;
+		}
+		key
+	});
+	for idx in 0..(selected_route.len() - 1) {
+		if idx + 1 >= selected_route.len() { break; }
+		if iter_equal(selected_route[idx    ].hops.iter().map(|h| (h.0.candidate.short_channel_id(), h.0.node_id)),
+		              selected_route[idx + 1].hops.iter().map(|h| (h.0.candidate.short_channel_id(), h.0.node_id))) {
+			let new_value = selected_route[idx].get_value_msat() + selected_route[idx + 1].get_value_msat();
+			selected_route[idx].update_value_and_recompute_fees(new_value);
+			selected_route.remove(idx + 1);
+		}
+	}
+
 	let mut selected_paths = Vec::<Vec<Result<RouteHop, LightningError>>>::new();
-	for payment_path in drawn_routes.first().unwrap() {
+	for payment_path in selected_route {
 		let mut path = payment_path.hops.iter().map(|(payment_hop, node_features)| {
 			Ok(RouteHop {
 				pubkey: PublicKey::from_slice(payment_hop.node_id.as_slice()).map_err(|_| LightningError{err: format!("Public key {:?} is invalid", &payment_hop.node_id), action: ErrorAction::IgnoreAndLog(Level::Trace)})?,
@@ -4763,17 +4841,18 @@ mod tests {
 
 		// Get a route for 100 sats and check that we found the MPP route no problem and didn't
 		// overpay at all.
-		let route = get_route(&our_id, &payment_params, &network_graph.read_only(), None, 100_000, 42, Arc::clone(&logger), &scorer, &random_seed_bytes).unwrap();
+		let mut route = get_route(&our_id, &payment_params, &network_graph.read_only(), None, 100_000, 42, Arc::clone(&logger), &scorer, &random_seed_bytes).unwrap();
 		assert_eq!(route.paths.len(), 2);
-		// Paths are somewhat randomly ordered, but:
-		// * the first is channel 2 (1 msat fee) -> channel 4 -> channel 42
-		// * the second is channel 1 (0 fee, but 99 sat maximum) -> channel 3 -> channel 42
-		assert_eq!(route.paths[0][0].short_channel_id, 2);
-		assert_eq!(route.paths[0][0].fee_msat, 1);
-		assert_eq!(route.paths[0][2].fee_msat, 1_000);
-		assert_eq!(route.paths[1][0].short_channel_id, 1);
-		assert_eq!(route.paths[1][0].fee_msat, 0);
-		assert_eq!(route.paths[1][2].fee_msat, 99_000);
+		route.paths.sort_by_key(|path| path[0].short_channel_id);
+		// Paths are manually ordered ordered by SCID, so:
+		// * the first is channel 1 (0 fee, but 99 sat maximum) -> channel 3 -> channel 42
+		// * the second is channel 2 (1 msat fee) -> channel 4 -> channel 42
+		assert_eq!(route.paths[0][0].short_channel_id, 1);
+		assert_eq!(route.paths[0][0].fee_msat, 0);
+		assert_eq!(route.paths[0][2].fee_msat, 99_000);
+		assert_eq!(route.paths[1][0].short_channel_id, 2);
+		assert_eq!(route.paths[1][0].fee_msat, 1);
+		assert_eq!(route.paths[1][2].fee_msat, 1_000);
 		assert_eq!(route.get_total_fees(), 1);
 		assert_eq!(route.get_total_amount(), 100_000);
 	}
@@ -4787,7 +4866,8 @@ mod tests {
 		let scorer = test_utils::TestScorer::with_penalty(0);
 		let keys_manager = test_utils::TestKeysInterface::new(&[0u8; 32], Network::Testnet);
 		let random_seed_bytes = keys_manager.get_secure_random_bytes();
-		let payment_params = PaymentParameters::from_node_id(nodes[2]).with_features(InvoiceFeatures::known());
+		let payment_params = PaymentParameters::from_node_id(nodes[2]).with_features(InvoiceFeatures::known())
+			.with_max_channel_saturation_power_of_half(0);
 
 		// We need a route consisting of 3 paths:
 		// From our node to node2 via node0, node7, node1 (three paths one hop each).
@@ -5235,12 +5315,13 @@ mod tests {
 			assert_eq!(route.paths[0].len(), 1);
 			assert_eq!(route.paths[1].len(), 1);
 
+			assert!((route.paths[0][0].short_channel_id == 3 && route.paths[1][0].short_channel_id == 2) ||
+				(route.paths[0][0].short_channel_id == 2 && route.paths[1][0].short_channel_id == 3));
+
 			assert_eq!(route.paths[0][0].pubkey, nodes[0]);
-			assert_eq!(route.paths[0][0].short_channel_id, 3);
 			assert_eq!(route.paths[0][0].fee_msat, 50_000);
 
 			assert_eq!(route.paths[1][0].pubkey, nodes[0]);
-			assert_eq!(route.paths[1][0].short_channel_id, 2);
 			assert_eq!(route.paths[1][0].fee_msat, 50_000);
 		}
 
@@ -5641,6 +5722,50 @@ mod tests {
 		}
 	}
 
+	#[test]
+	fn avoids_saturating_channels() {
+		let (secp_ctx, network_graph, gossip_sync, _, logger) = build_graph();
+		let (_, our_id, privkeys, nodes) = get_nodes(&secp_ctx);
+
+		let scorer = ProbabilisticScorer::new(Default::default(), &*network_graph, Arc::clone(&logger));
+
+		// Set the fee on channel 13 to 100% to match channel 4 giving us two equivalent paths (us
+		// -> node 7 -> node2 and us -> node 1 -> node 2) which we should balance over.
+		update_channel(&gossip_sync, &secp_ctx, &privkeys[1], UnsignedChannelUpdate {
+			chain_hash: genesis_block(Network::Testnet).header.block_hash(),
+			short_channel_id: 4,
+			timestamp: 2,
+			flags: 0,
+			cltv_expiry_delta: (4 << 4) | 1,
+			htlc_minimum_msat: 0,
+			htlc_maximum_msat: OptionalField::Present(200_000_000),
+			fee_base_msat: 0,
+			fee_proportional_millionths: 0,
+			excess_data: Vec::new()
+		});
+		update_channel(&gossip_sync, &secp_ctx, &privkeys[7], UnsignedChannelUpdate {
+			chain_hash: genesis_block(Network::Testnet).header.block_hash(),
+			short_channel_id: 13,
+			timestamp: 2,
+			flags: 0,
+			cltv_expiry_delta: (13 << 4) | 1,
+			htlc_minimum_msat: 0,
+			htlc_maximum_msat: OptionalField::Present(200_000_000),
+			fee_base_msat: 0,
+			fee_proportional_millionths: 0,
+			excess_data: Vec::new()
+		});
+
+		let payment_params = PaymentParameters::from_node_id(nodes[2]).with_features(InvoiceFeatures::known());
+		let keys_manager = test_utils::TestKeysInterface::new(&[0u8; 32], Network::Testnet);
+		let random_seed_bytes = keys_manager.get_secure_random_bytes();
+		// 150,000 sat is less than the available liquidity on each channel, set above.
+		let route = get_route(&our_id, &payment_params, &network_graph.read_only(), None, 150_000_000, 42, Arc::clone(&logger), &scorer, &random_seed_bytes).unwrap();
+		assert_eq!(route.paths.len(), 2);
+		assert!((route.paths[0][1].short_channel_id == 4 && route.paths[1][1].short_channel_id == 13) ||
+			(route.paths[1][1].short_channel_id == 4 && route.paths[0][1].short_channel_id == 13));
+	}
+
 	#[cfg(not(feature = "no-std"))]
 	pub(super) fn random_init_seed() -> u64 {
 		// Because the default HashMap in std pulls OS randomness, we can use it as a (bad) RNG.