lnrouter: add inflight htlcs to liquidity hints

electrum/lnrouter.py

@@ -183,6 +183,8 @@ class LiquidityHint:
         self._cannot_send_backward = None
         self.blacklist_timestamp = 0
         self.hint_timestamp = 0
+        self._inflight_htlcs_forward = 0
+        self._inflight_htlcs_backward = 0
 
     def is_hint_invalid(self) -> bool:
         now = int(time.time())
@@ -273,10 +275,28 @@ class LiquidityHint:
         else:
             self.cannot_send_backward = amount
 
+    def inflight_htlcs(self, is_forward_direction: bool):
+        if is_forward_direction:
+            return self._inflight_htlcs_forward
+        else:
+            return self._inflight_htlcs_backward
+
+    def add_htlc(self, is_forward_direction: bool):
+        if is_forward_direction:
+            self._inflight_htlcs_forward += 1
+        else:
+            self._inflight_htlcs_backward += 1
+
+    def remove_htlc(self, is_forward_direction: bool):
+        if is_forward_direction:
+            self._inflight_htlcs_forward = max(0, self._inflight_htlcs_forward - 1)
+        else:
+            self._inflight_htlcs_backward = max(0, self._inflight_htlcs_forward - 1)
+
     def __repr__(self):
         is_blacklisted = False if not self.blacklist_timestamp else int(time.time()) - self.blacklist_timestamp < BLACKLIST_DURATION
-        return f"forward: can send: {self._can_send_forward} msat, cannot send: {self._cannot_send_forward} msat, \n" \
+        return f"forward: can send: {self._can_send_forward} msat, cannot send: {self._cannot_send_forward} msat, htlcs: {self._inflight_htlcs_forward}\n" \
-               f"backward: can send: {self._can_send_backward} msat, cannot send: {self._cannot_send_backward} msat, \n" \
+               f"backward: can send: {self._can_send_backward} msat, cannot send: {self._cannot_send_backward} msat, htlcs: {self._inflight_htlcs_backward}\n" \
                f"blacklisted: {is_blacklisted}"
 
 
@@ -288,15 +308,13 @@ class LiquidityHintMgr:
     algorithm that favors channels which can route payments and penalizes
     channels that cannot.
     """
-    # TODO: incorporate in-flight htlcs
-    # TODO: use timestamps for can/not_send to make them None after some time?
     # TODO: hints based on node pairs only (shadow channels, non-strict forwarding)?
     def __init__(self):
         self.lock = RLock()
         self._liquidity_hints: Dict[ShortChannelID, LiquidityHint] = {}
 
     @with_lock
-    def get_hint(self, channel_id: ShortChannelID):
+    def get_hint(self, channel_id: ShortChannelID) -> LiquidityHint:
         hint = self._liquidity_hints.get(channel_id)
         if not hint:
             hint = LiquidityHint()
@@ -313,6 +331,16 @@ class LiquidityHintMgr:
         hint = self.get_hint(channel_id)
         hint.update_cannot_send(node_from < node_to, amount)
 
+    @with_lock
+    def add_htlc(self, node_from: bytes, node_to: bytes, channel_id: ShortChannelID):
+        hint = self.get_hint(channel_id)
+        hint.add_htlc(node_from < node_to)
+
+    @with_lock
+    def remove_htlc(self, node_from: bytes, node_to: bytes, channel_id: ShortChannelID):
+        hint = self.get_hint(channel_id)
+        hint.remove_htlc(node_from < node_to)
+
     def penalty(self, node_from: bytes, node_to: bytes, channel_id: ShortChannelID, amount: int) -> float:
         """Gives a penalty when sending from node1 to node2 over channel_id with an
         amount in units of millisatoshi.
@@ -337,16 +365,19 @@ class LiquidityHintMgr:
         # we only evaluate hints here, so use dict get (to not create many hints with self.get_hint)
         hint = self._liquidity_hints.get(channel_id)
         if not hint:
-            can_send, cannot_send = None, None
+            can_send, cannot_send, inflight_htlcs = None, None, 0
         else:
             can_send = hint.can_send(node_from < node_to)
             cannot_send = hint.cannot_send(node_from < node_to)
+            inflight_htlcs = hint.inflight_htlcs(node_from < node_to)
 
         if cannot_send is not None and amount >= cannot_send:
             return inf
         if can_send is not None and amount <= can_send:
             return 0
-        return fee_for_edge_msat(amount, DEFAULT_PENALTY_BASE_MSAT, DEFAULT_PENALTY_PROPORTIONAL_MILLIONTH)
+        success_fee = fee_for_edge_msat(amount, DEFAULT_PENALTY_BASE_MSAT, DEFAULT_PENALTY_PROPORTIONAL_MILLIONTH)
+        inflight_htlc_fee = inflight_htlcs * success_fee
+        return success_fee + inflight_htlc_fee
 
     @with_lock
     def add_to_blacklist(self, channel_id: ShortChannelID):
@@ -403,6 +434,14 @@ class LNPathFinder(Logger):
                 self.liquidity_hints.update_cannot_send(r.start_node, r.end_node, r.short_channel_id, amount_msat)
                 break
 
+    def update_htlcs_liquidity_hints(self, route: LNPaymentRoute, add_htlcs: bool):
+        self.logger.info(f"{'Adding' if add_htlcs else 'Removing'} htlcs in liquidity hints.")
+        for r in route:
+            if add_htlcs:
+                self.liquidity_hints.add_htlc(r.start_node, r.end_node, r.short_channel_id)
+            else:
+                self.liquidity_hints.remove_htlc(r.start_node, r.end_node, r.short_channel_id)
+
     def _edge_cost(
             self,
             *,

electrum/lnworker.py

@@ -1196,12 +1196,14 @@ class LNWallet(LNWorker):
                 raise Exception(f"amount_inflight={amount_inflight} < 0")
             log.append(htlc_log)
             if htlc_log.success:
-                # TODO: report every route to liquidity hints for mpp
-                # even in the case of success, we report channels of the
-                # route as being able to send the same amount in the future,
-                # as we assume to not know the capacity
                 if self.network.path_finder:
+                    # TODO: report every route to liquidity hints for mpp
+                    # in the case of success, we report channels of the
+                    # route as being able to send the same amount in the future,
+                    # as we assume to not know the capacity
                     self.network.path_finder.update_liquidity_hints(htlc_log.route, htlc_log.amount_msat)
+                    # remove inflight htlcs from liquidity hints
+                    self.network.path_finder.update_htlcs_liquidity_hints(htlc_log.route, add_htlcs=False)
                 return
             # htlc failed
             if len(log) >= attempts:
@@ -1268,6 +1270,8 @@ class LNWallet(LNWorker):
             amount_sent, amount_failed = self.sent_buckets[payment_secret]
             amount_sent += amount_receiver_msat
             self.sent_buckets[payment_secret] = amount_sent, amount_failed
+        # add inflight htlcs to liquidity hints
+        self.network.path_finder.update_htlcs_liquidity_hints(route, add_htlcs=True)
         util.trigger_callback('htlc_added', chan, htlc, SENT)
 
     def handle_error_code_from_failed_htlc(
@@ -1333,6 +1337,8 @@ class LNWallet(LNWorker):
         # for errors that do not include a channel update
         else:
             self.network.path_finder.liquidity_hints.add_to_blacklist(fallback_channel)
+        # remove inflight htlcs from liquidity hints
+        self.network.path_finder.update_htlcs_liquidity_hints(route, add_htlcs=False)
 
     def _handle_chanupd_from_failed_htlc(self, payload, *, route, sender_idx) -> Tuple[bool, bool]:
         blacklist = False

electrum/tests/test_lnrouter.py

@@ -154,7 +154,7 @@ class Test_LNRouter(TestCaseForTestnet):
         self.cdb.stop()
         asyncio.run_coroutine_threadsafe(self.cdb.stopped_event.wait(), self.asyncio_loop).result()
 
-    def test_find_path_liquidity_hints_failure(self):
+    def test_find_path_liquidity_hints(self):
         self.prepare_graph()
         amount_to_send = 100000
 
@@ -197,7 +197,7 @@ class Test_LNRouter(TestCaseForTestnet):
         assume success over channel 4, D -> C
         A -3-> B |-2-> E
         A -6-> D |-5-> E
-        A -6-> D -4-> C -7-> E  <= chosen path
+        A -6-> D -4-> C -7-> E  <= smaller penalty: chosen path
         A -3-> B -1-> C -7-> E
         A -6-> D -4-> C -1-> B |-2-> E
         A -3-> B -1-> C -4-> D |-5-> E
@@ -211,6 +211,44 @@ class Test_LNRouter(TestCaseForTestnet):
         self.assertEqual(channel(4), path[1].short_channel_id)
         self.assertEqual(channel(7), path[2].short_channel_id)
 
+    def test_find_path_liquidity_hints_inflight_htlcs(self):
+        self.prepare_graph()
+        amount_to_send = 100000
+
+        """
+        add inflight htlc to channel 2, B -> E
+        A -3-> B -2(1)-> E
+        A -6-> D -5-> E <= chosen path
+        A -6-> D -4-> C -7-> E
+        A -3-> B -1-> C -7-> E
+        A -6-> D -4-> C -1-> B -2-> E
+        A -3-> B -1-> C -4-> D -5-> E
+        """
+        self.path_finder.liquidity_hints.add_htlc(node('b'), node('e'), channel(2))
+        path = self.path_finder.find_path_for_payment(
+            nodeA=node('a'),
+            nodeB=node('e'),
+            invoice_amount_msat=amount_to_send)
+        self.assertEqual(channel(6), path[0].short_channel_id)
+        self.assertEqual(channel(5), path[1].short_channel_id)
+
+        """
+        remove inflight htlc from channel 2, B -> E
+        A -3-> B -2(0)-> E <= chosen path
+        A -6-> D -5-> E
+        A -6-> D -4-> C -7-> E
+        A -3-> B -1-> C -7-> E
+        A -6-> D -4-> C -1-> B -2-> E
+        A -3-> B -1-> C -4-> D -5-> E
+        """
+        self.path_finder.liquidity_hints.remove_htlc(node('b'), node('e'), channel(2))
+        path = self.path_finder.find_path_for_payment(
+            nodeA=node('a'),
+            nodeB=node('e'),
+            invoice_amount_msat=amount_to_send)
+        self.assertEqual(channel(3), path[0].short_channel_id)
+        self.assertEqual(channel(2), path[1].short_channel_id)
+
         self.cdb.stop()
         asyncio.run_coroutine_threadsafe(self.cdb.stopped_event.wait(), self.asyncio_loop).result()
 
@@ -251,6 +289,12 @@ class Test_LNRouter(TestCaseForTestnet):
         self.assertEqual(3_000_000, hint.can_send(node_from < node_to))
         self.assertEqual(None, hint.cannot_send(node_from < node_to))
 
+        # test inflight htlc
+        liquidity_hints.reset_liquidity_hints()
+        liquidity_hints.add_htlc(node_from, node_to, channel_id)
+        liquidity_hints.get_hint(channel_id)
+        # we have got 600 (attempt) + 600 (inflight) penalty
+        self.assertEqual(1200, liquidity_hints.penalty(node_from, node_to, channel_id, 1_000_000))
 
     @needs_test_with_all_chacha20_implementations
     def test_new_onion_packet_legacy(self):