askrene: fix base fee.

I noticed this in the logs:

	plugin-cln-askrene: notify msg unusual: The flows had a fee of 151950msat, greater than max of 53697msat, retrying with mu of 10%...
	plugin-cln-askrene: notify msg unusual: The flows had a fee of 220126msat, greater than max of 53697msat, retrying with mu of 20%...

We would expect increasing mu to *reduce* the fee!

Turns out that our linear fee is a bad terrible approximation, because I
was using base_fee_penalty of 10.0.

 |
 |          /   __ <- real fee, with base: fee = base + propfee * amount.
 |         / __/
 |       _//
 |    __/
 | __/_/
 |/  _/
 | _/ <- linearized fee: fee = linear * amount
 |/
 +-----------------------------------

These cross over where linear = propfee + base / amount.  Assume we split the
payment into 10 parts, this implies that the base_fee_penalty should be 10 / amount
(this gives a slight penalty to the normal case, but that's ok).

This gives better results, too: we get down to 650099 sats in fees, vs 801613
before.

Signed-off-by: Rusty Russell <[email protected]>

Author: rustyrussell

plugins/askrene/askrene.c

@@ -284,7 +284,6 @@ static const char *get_routes(const tal_t *ctx,
 	struct flow **flows;
 	const struct gossmap_node *srcnode, *dstnode;
 	double delay_feefactor;
-	double base_fee_penalty;
 	u32 mu;
 	const char *ret;
 
@@ -349,12 +348,11 @@ static const char *get_routes(const tal_t *ctx,
 	}
 
 	delay_feefactor = 1.0/1000000;
-	base_fee_penalty = 10.0;
 
 	/* First up, don't care about fees.   */
 	mu = 0;
 	flows = minflow(rq, rq, srcnode, dstnode, amount,
-			mu, delay_feefactor, base_fee_penalty);
+			mu, delay_feefactor);
 	if (!flows) {
 		ret = explain_failure(ctx, rq, srcnode, dstnode, amount);
 		goto fail;
@@ -374,7 +372,7 @@ static const char *get_routes(const tal_t *ctx,
 		       "The worst flow delay is %zu (> %i), retrying with delay_feefactor %f...",
 		       flows_worst_delay(flows), 2016 - finalcltv, delay_feefactor);
 		flows = minflow(rq, rq, srcnode, dstnode, amount,
-				mu, delay_feefactor, base_fee_penalty);
+				mu, delay_feefactor);
 		if (!flows || delay_feefactor > 10) {
 			ret = rq_log(ctx, rq, LOG_UNUSUAL,
 				     "Could not find route without excessive delays");
@@ -392,7 +390,7 @@ static const char *get_routes(const tal_t *ctx,
 		       fmt_amount_msat(tmpctx, maxfee),
 		       mu);
 		flows = minflow(rq, rq, srcnode, dstnode, amount,
-				mu > 100 ? 100 : mu, delay_feefactor, base_fee_penalty);
+				mu > 100 ? 100 : mu, delay_feefactor);
 		if (!flows || mu >= 100) {
 			ret = rq_log(ctx, rq, LOG_UNUSUAL,
 				     "Could not find route without excessive cost");

plugins/askrene/mcf.c

@@ -541,6 +541,14 @@ static s64 linear_fee_cost(u32 base_fee, u32 proportional_fee, u16 cltv_delta,
 	return pfee + bfee* base_fee_penalty+ delay*delay_feefactor;
 }
 
+/* This is inversely proportional to the amount we expect to send.  Let's
+ * assume we will send ~10th of the total amount per path.  But note
+ * that it converts to parts per million! */
+static double base_fee_penalty_estimate(struct amount_msat amount)
+{
+	return amount_msat_ratio(AMOUNT_MSAT(10000000), amount);
+}
+
 static struct linear_network *
 init_linear_network(const tal_t *ctx, const struct pay_parameters *params)
 {
@@ -1249,7 +1257,7 @@ struct flow **minflow(const tal_t *ctx,
 		      const struct gossmap_node *target,
 		      struct amount_msat amount,
 		      u32 mu,
-		      double delay_feefactor, double base_fee_penalty)
+		      double delay_feefactor)
 {
 	struct flow **flow_paths;
 	/* We allocate everything off this, and free it at the end,
@@ -1278,7 +1286,7 @@ struct flow **minflow(const tal_t *ctx,
 	}
 
 	params->delay_feefactor = delay_feefactor;
-	params->base_fee_penalty = base_fee_penalty;
+	params->base_fee_penalty = base_fee_penalty_estimate(amount);
 	params->k_factor = 8.0;
 
 	// build the uncertainty network with linearization and residual arcs

plugins/askrene/mcf.h

@@ -21,12 +21,6 @@ struct route_query;
  * fee.  So if a CLTV delay on a node is 5 blocks, that's treated as if it
  * were a fee of 5 * @delay_feefactor.
  *
- * @base_fee_penalty: factor to compute additional proportional cost from each
- * unit of base fee. So #base_fee_penalty will be added to the effective
- * proportional fee for each msat of base fee.
- *
- * 	effective_ppm = proportional_fee + base_fee_msat * base_fee_penalty
- *
  * Return a series of subflows which deliver amount to target, or NULL.
  */
 struct flow **minflow(const tal_t *ctx,
@@ -35,6 +29,5 @@ struct flow **minflow(const tal_t *ctx,
 		      const struct gossmap_node *target,
 		      struct amount_msat amount,
 		      u32 mu,
-		      double delay_feefactor,
-		      double base_fee_penalty);
+		      double delay_feefactor);
 #endif /* LIGHTNING_PLUGINS_ASKRENE_MCF_H */

tests/test_askrene.py

@@ -992,4 +992,4 @@ def test_real_data(node_factory, bitcoind):
         if len(fees[n]) > len(fees[best]):
             best = n
 
-    assert (len(fees[best]), len(improved), total_first_fee, total_final_fee, percent_fee_reduction) == (10, 96, 19969585, 801613, 96)
+    assert (len(fees[best]), len(improved), total_first_fee, total_final_fee, percent_fee_reduction) == (9, 96, 19961361, 650099, 97)