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@Lagrang3 Lagrang3 commented May 19, 2025

With this PR I want to include an internal API to askrene to compute optimally reliable
single path payments. It uses the same costs functions as the minimum cost flow solver
but with the additional constraint that only a single path solution will be considered.
In practice this is solved with the execution of Dijkstra best path algorithm therefore it is likely
to produce orders of magnitude (~x100?) faster run times.

This option can be activated by calling getroutes with the layer auto.no_mpp_support
or with the developer flag --dev_algorithm=single-path.

We used to compute single path routes by first doing a MCF computation and then
discarding all but one path which is computationally expensive and not even optimal.

We may use this single path computation with small payment amounts or situations for which MPP
is not supported or if time to solution is a concern.

Depends on #8163 and #7932.

TODO:

  • documentation
  • tests
  • benchmarks

Lagrang3 added 5 commits May 19, 2025 06:15
Add log information about the runtime of getroutes.

Changelog-None: askrene: add runtime of getroutes to the logs

Signed-off-by: Lagrang3 <lagrang3@protonmail.com>
Move the feature tuning algorithm to mcf.c, ie. the loops for searching
a good mu and delay_feefactor to satisfy the problem constraints.

We are looking to set the stage for an execution logic that allows for
multiple choices of routing algorithms, mainly for experimenting without
breaking the default working code.

Changelog-None

Signed-off-by: Lagrang3 <lagrang3@protonmail.com>
Prefer the following programming pattern:

do_getroutes(){
        do_something1();
        do_something2();
        do_something3();
}

rather than

get_routes(){
        do_something1();
        do_something2();
}

do_getroutes(){
        get_routes();
        do_something3();
}

Changelog-None

Signed-off-by: Lagrang3 <lagrang3@protonmail.com>
Changelog-None

Signed-off-by: Lagrang3 <lagrang3@protonmail.com>
Refactor MCF solver: remove structs linear_network and residual_network.
Prefer passing raw data to the helper functions.

Changelog-None

Signed-off-by: Lagrang3 <lagrang3@protonmail.com>
@Lagrang3 Lagrang3 force-pushed the askrene-single-path-solver branch from 0d0c36d to 444524a Compare May 28, 2025 07:54
@Lagrang3 Lagrang3 requested a review from renepickhardt May 28, 2025 08:05
@Lagrang3 Lagrang3 force-pushed the askrene-single-path-solver branch 3 times, most recently from 3f73b5a to f84f5ec Compare May 30, 2025 18:41
Lagrang3 added 4 commits June 2, 2025 08:39
The single path solver uses the same probability cost and fee cost
estimation of minflow. Single path routes computed this way are
suboptimal with respect to the MCF solution but still are optimal among
any other single path. Computationally is way faster than MCF, therefore
for some trivial payments it should be prefered.

Changelog-None.

Signed-off-by: Lagrang3 <lagrang3@protonmail.com>
Changelog-Added: askrene: an optimal single-path solver has been added, it can be called using the developer option --dev_algorithm=single-path or by adding the layer "auto.no_mpp_support"

Signed-off-by: Lagrang3 <lagrang3@protonmail.com>
Changelog-None.

Signed-off-by: Lagrang3 <lagrang3@protonmail.com>
Changelog-None

Signed-off-by: Lagrang3 <lagrang3@protonmail.com>
@Lagrang3 Lagrang3 force-pushed the askrene-single-path-solver branch from f84f5ec to 6bc2ba4 Compare June 2, 2025 07:40
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Lagrang3 commented Jun 2, 2025

I benchmarked the single path solver in comparison to the MPP default solver
on the compressed gossmap "./tests/data/gossip-store-2024-09-22.compressed"
by simulating a payment from node 3301 to the first ordered 500 nodes,
the amount is 1M sat and maximum fee set to 1k sat.

The success rate for MPP is 82% while single path is 77%.

bench

@Lagrang3 Lagrang3 changed the title [WIP] Askrene single path solver Askrene single path solver Jun 2, 2025
@Lagrang3 Lagrang3 requested a review from rustyrussell June 2, 2025 10:26
@Lagrang3 Lagrang3 marked this pull request as ready for review June 2, 2025 10:26
@Lagrang3 Lagrang3 requested a review from cdecker as a code owner June 2, 2025 10:26
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