[WIP] askrene: refactor the caller of the MCF solver

We use a wrapper around the MCF solver that takes care of finding the
best linearization parameters and fixing the flow values to meet the
htlc_min and htlc_max constraints.
We have refactored the current implementation and made it a bit more
similar to renepay's version. It should handle more cornercases...

Changelog-None

Signed-off-by: Lagrang3 <lagrang3@protonmail.com>

Author: Lagrang3

plugins/askrene/mcf.c

@@ -1256,6 +1256,13 @@ struct flow **single_path_flow(const tal_t *ctx, const struct route_query *rq,
 	return NULL;
 }
 
+/* FIXME: add extra constraint maximum route length, use an activation
+ * probability cost for each channel. Recall that every activation cost, eg.
+ * base fee and activation probability can only be properly added modifying the
+ * graph topology by creating an activation node for every half channel. */
+/* FIXME: add extra constraint maximum number of routes, fixes issue 8331. */
+/* FIXME: add a boolean option to make recipient pay for fees, fixes issue 8353.
+ */
 static const char *
 linear_routes(const tal_t *ctx, struct route_query *rq,
 	      const struct gossmap_node *srcnode,
@@ -1267,133 +1274,183 @@ linear_routes(const tal_t *ctx, struct route_query *rq,
 				      const struct gossmap_node *,
 				      struct amount_msat, u32, double))
 {
-	*flows = NULL;
-	const char *ret;
-	double delay_feefactor = 1.0 / 1000000;
-
-	/* First up, don't care about fees (well, just enough to tiebreak!) */
+	const tal_t *working_ctx = tal(ctx, tal_t);
+	const char *error_message;
+	struct amount_msat amount_to_deliver = amount;
+	struct amount_msat feebudget = maxfee;
+
+	/* FIXME: mu is an integer from 0 to MU_MAX that we use to combine fees
+	 * and probability costs, but I think we can make it a real number from
+	 * 0 to 1. */
 	u32 mu = 1;
-	tal_free(*flows);
-	*flows = solver(ctx, rq, srcnode, dstnode, amount, mu, delay_feefactor);
-	if (!*flows) {
-		ret = explain_failure(ctx, rq, srcnode, dstnode, amount);
-		goto fail;
-	}
+	/* we start at 1e-6 and increase it exponentially (x2) up to 10. */
+	double delay_feefactor = 1e-6;
+
+	struct flow **new_flows = NULL;
+
+	*flows = tal_arr(working_ctx, struct flow *, 0);
+
+	/* Re-use the reservation system to make flows aware of each other. */
+	struct reserve_hop *reservations = new_reservations(working_ctx, rq);
+
+	while (!amount_msat_is_zero(amount_to_deliver)) {
+		new_flows = tal_free(new_flows);
 
-	/* Too much delay? */
-	while (finalcltv + flows_worst_delay(*flows) > maxdelay) {
-		delay_feefactor *= 2;
-		rq_log(tmpctx, rq, LOG_UNUSUAL,
-		       "The worst flow delay is %" PRIu64
-		       " (> %i), retrying with delay_feefactor %f...",
-		       flows_worst_delay(*flows), maxdelay - finalcltv,
-		       delay_feefactor);
-		tal_free(*flows);
-		*flows = solver(ctx, rq, srcnode, dstnode, amount, mu,
-				delay_feefactor);
-		if (!*flows || delay_feefactor > 10) {
-			ret = rq_log(
-			    ctx, rq, LOG_UNUSUAL,
-			    "Could not find route without excessive delays");
+		new_flows = solver(working_ctx, rq, srcnode, dstnode,
+				   amount_to_deliver, mu, delay_feefactor);
+		if (!new_flows) {
+			error_message = explain_failure(
+			    ctx, rq, srcnode, dstnode, amount_to_deliver);
 			goto fail;
 		}
-	}
 
-	/* Too expensive? */
-too_expensive:
-	while (amount_msat_greater(flowset_fee(rq->plugin, *flows), maxfee)) {
-		struct flow **new_flows;
-
-		if (mu == 1)
-			mu = 10;
-		else
-			mu += 10;
-		rq_log(tmpctx, rq, LOG_UNUSUAL,
-		       "The flows had a fee of %s, greater than max of %s, "
-		       "retrying with mu of %u%%...",
-		       fmt_amount_msat(tmpctx, flowset_fee(rq->plugin, *flows)),
-		       fmt_amount_msat(tmpctx, maxfee), mu);
-		new_flows = solver(ctx, rq, srcnode, dstnode, amount,
-				   mu > 100 ? 100 : mu, delay_feefactor);
-		if (!*flows || mu >= 100) {
-			ret = rq_log(
-			    ctx, rq, LOG_UNUSUAL,
-			    "Could not find route without excessive cost");
-			goto fail;
+		// TODO:
+		// trim flows to meet htlc_max constraints
+		// trim flows to deliver no more amount_to_deliver
+		//
+		// ? increase flows to deliver no less than amount_to_deliver,
+		// but
+		//      take max_deliverable into consideration
+		//
+		// remove flows that have htlc_min violations, disable the
+		//      culprit channel
+
+		// for each flow
+		//      compute amounts and adjust to htlc max
+		//      disable some channels to void violations of htlc_min
+		//      call refine_with_fees_and_limits?
+		//
+
+		/* we finished removing flows and excess */
+		const struct amount_msat all_deliver =
+		    flowset_delivers(rq->plugin, new_flows);
+		if (amount_msat_is_zero(all_deliver)) {
+			/* We removed all flows and we have not modified the
+			 * MCF parameters. We will not have an infinite loop
+			 * here because at least we have disabled some channels.
+			 */
+			continue;
 		}
 
-		/* This is possible, because MCF's linear fees are not the same.
-		 */
-		if (amount_msat_greater(flowset_fee(rq->plugin, new_flows),
-					flowset_fee(rq->plugin, *flows))) {
-			struct amount_msat old_cost =
-			    linear_flows_cost(*flows, amount, delay_feefactor);
-			struct amount_msat new_cost = linear_flows_cost(
-			    new_flows, amount, delay_feefactor);
-			if (amount_msat_greater_eq(new_cost, old_cost)) {
-				rq_log(tmpctx, rq, LOG_BROKEN,
-				       "Old flows cost %s:",
-				       fmt_amount_msat(tmpctx, old_cost));
-				for (size_t i = 0; i < tal_count(*flows); i++) {
-					rq_log(
-					    tmpctx, rq, LOG_BROKEN,
-					    "Flow %zu/%zu: %s (linear cost %s)",
-					    i, tal_count(*flows),
-					    fmt_flow_full(tmpctx, rq, (*flows)[i]),
-					    fmt_amount_msat(
-						tmpctx, linear_flow_cost(
-							    (*flows)[i], amount,
-							    delay_feefactor)));
-				}
-				rq_log(tmpctx, rq, LOG_BROKEN,
-				       "Old flows cost %s:",
-				       fmt_amount_msat(tmpctx, new_cost));
-				for (size_t i = 0; i < tal_count(new_flows);
-				     i++) {
-					rq_log(
-					    tmpctx, rq, LOG_BROKEN,
-					    "Flow %zu/%zu: %s (linear cost %s)",
-					    i, tal_count(new_flows),
-					    fmt_flow_full(tmpctx, rq,
-							  new_flows[i]),
-					    fmt_amount_msat(
-						tmpctx,
-						linear_flow_cost(
-						    new_flows[i], amount,
-						    delay_feefactor)));
-				}
+		/* We might want to overpay sometimes, eg. shadow routing, but
+		 * right now if all_deliver > amount_to_deliver means a bug. */
+		assert(amount_msat_greater_eq(amount_to_deliver, all_deliver));
+
+		/* Is this set of flows too expensive?
+		 * We can check if the new flows are within the fee budget,
+		 * however in some cases we have discarded some flows at this
+		 * point and the new flows do not deliver all the value we need
+		 * so that a further solver iteration is needed. Hence we
+		 * check if the fees paid by these new flows are below the
+		 * feebudget proportionally adjusted by the amount this set of
+		 * flows deliver with respect to the total remaining amount,
+		 * ie. we avoid "consuming" all the feebudget if we still need
+		 * to run MCF again for some remaining amount. */
+		const struct amount_msat all_fees =
+		    flowset_fee(rq->plugin, new_flows);
+		const double deliver_fraction =
+		    amount_msat_ratio(all_deliver, amount_to_deliver);
+		struct amount_msat partial_feebudget;
+		if (!amount_msat_scale(&partial_feebudget, feebudget,
+				       deliver_fraction)) {
+			error_message =
+			    rq_log(ctx, rq, LOG_BROKEN,
+				   "%s: failed to scale the fee budget (%s) by "
+				   "fraction (%ld)",
+				   __func__, fmt_amount_msat(tmpctx, feebudget),
+				   deliver_fraction);
+			goto fail;
+		}
+		if (amount_msat_greater(all_fees, partial_feebudget)) {
+			if (mu < MU_MAX) {
+				/* all_fees exceed the strong budget limit, try
+				 * to fix it increasing mu. */
+				if (mu == 1)
+					mu = 10;
+				else
+					mu += 10;
+				mu = MIN(mu, MU_MAX);
+				rq_log(
+				    tmpctx, rq, LOG_UNUSUAL,
+				    "The flows had a fee of %s, greater than "
+				    "max of %s, retrying with mu of %u%%...",
+				    fmt_amount_msat(tmpctx, all_fees),
+				    fmt_amount_msat(tmpctx, partial_feebudget),
+				    mu);
+				continue;
+			} else if (amount_msat_greater(all_fees, feebudget)) {
+				/* we cannot increase mu anymore and all_fees
+				 * already exceeds feebudget we fail. */
+				error_message =
+				    rq_log(ctx, rq, LOG_UNUSUAL,
+					   "Could not find route without "
+					   "excessive cost");
+				goto fail;
+			} else {
+				/* mu cannot be increased but at least all_fees
+				 * does not exceed feebudget, we give it a shot.
+				 */
+				rq_log(
+				    tmpctx, rq, LOG_UNUSUAL,
+				    "The flows had a fee of %s, greater than "
+				    "max of %s, but still within the fee "
+				    "budget %s, we accept those flows.",
+				    fmt_amount_msat(tmpctx, all_fees),
+				    fmt_amount_msat(tmpctx, partial_feebudget),
+				    fmt_amount_msat(tmpctx, feebudget));
 			}
 		}
-		tal_free(*flows);
-		*flows = new_flows;
-	}
 
-	if (finalcltv + flows_worst_delay(*flows) > maxdelay) {
-		ret = rq_log(
-		    ctx, rq, LOG_UNUSUAL,
-		    "Could not find route without excessive cost or delays");
-		goto fail;
-	}
+		/* Too much delay? */
+		if (finalcltv + flows_worst_delay(new_flows) > maxdelay) {
+			if (delay_feefactor > 10) {
+				error_message =
+				    rq_log(ctx, rq, LOG_UNUSUAL,
+					   "Could not find route without "
+					   "excessive delays");
+				goto fail;
+			}
 
-	/* The above did not take into account the extra funds to pay
-	 * fees, so we try to adjust now.  We could re-run MCF if this
-	 * fails, but failure basically never happens where payment is
-	 * still possible */
-	ret = refine_with_fees_and_limits(ctx, rq, amount, flows, probability);
-	if (ret)
-		goto fail;
+			delay_feefactor *= 2;
+			rq_log(tmpctx, rq, LOG_UNUSUAL,
+			       "The worst flow delay is %" PRIu64
+			       " (> %i), retrying with delay_feefactor %f...",
+			       flows_worst_delay(*flows), maxdelay - finalcltv,
+			       delay_feefactor);
+		}
+
+		/* add the new flows to the final solution */
+		for (size_t i = 0; i < tal_count(new_flows); i++) {
+			tal_arr_expand(flows, new_flows[i]);
+			tal_steal(flows, new_flows[i]);
+			create_flow_reservations(rq, &reservations,
+						 new_flows[i]);
+		}
 
-	/* Again, a tiny corner case: refine step can make us exceed maxfee */
-	if (amount_msat_greater(flowset_fee(rq->plugin, *flows), maxfee)) {
-		rq_log(tmpctx, rq, LOG_UNUSUAL,
-		       "After final refinement, fee was excessive: retrying");
-		goto too_expensive;
+		if (!amount_msat_sub(&feebudget, feebudget, all_fees) ||
+		    !amount_msat_sub(&amount_to_deliver, amount_to_deliver,
+				     all_deliver)) {
+			error_message =
+			    rq_log(ctx, rq, LOG_BROKEN,
+				   "%s: unexpected arithmetic operation "
+				   "failure on amount_msat",
+				   __func__);
+			goto fail;
+		}
 	}
 
+	/* transfer ownership */
+	*flows = tal_steal(ctx, *flows);
+
+	/* cleanup */
+	tal_free(working_ctx);
 	return NULL;
 fail:
-	assert(ret != NULL);
-	return ret;
+	/* cleanup */
+	tal_free(working_ctx);
+
+	assert(error_message != NULL);
+	return error_message;
 }
 
 const char *default_routes(const tal_t *ctx, struct route_query *rq,