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XRebalancer: request the full matched volume
Remove clboss-xrebalance-size-factor and its per-cycle lo:hi random sweep. The matched-pool cycle now requests the full matched volume that cleared the floor. Both purposes in the option's help text no longer apply: the per-channel band-edge caps in the request lists bound what each channel absorbs, and per-request askrene layers removed the accumulated route state the size sweep kept from staling. The focused cycle was already sized flat (target deficit). The clboss-xrebalance-view emulation drops --size-factor to match. Configs that set the option must drop it before starting this build (an unknown plugin option fails lightningd startup).
This commit is contained in:
Ken Sedgwick
parent
c6a45eae37
commit
166b4efbaf
2 changed files with 9 additions and 140 deletions
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@ -36,7 +36,6 @@ namespace {
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auto const opt_per_hour = std::string("clboss-xrebalance-per-hour");
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auto const opt_floor = std::string("clboss-xrebalance-route-cost-floor");
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auto const opt_size_factor = std::string("clboss-xrebalance-size-factor");
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auto const opt_window_days = std::string("clboss-xrebalance-earnings-window-days");
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auto const opt_fill_loc = std::string("clboss-xrebalance-fill-loc");
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auto const opt_drain_loc = std::string("clboss-xrebalance-drain-loc");
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@ -47,7 +46,6 @@ auto const opt_gain = std::string("clboss-xrebalance-gain");
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auto constexpr default_per_hour = double(12.0);
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auto constexpr default_floor = double(50.0);
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auto constexpr default_size_factor = double(0.1);
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auto constexpr default_window_days = double(90.0);
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/* Tier bands (Loc%); match clboss-xrebalance-view defaults. */
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auto constexpr default_fill_band = double(10.0);
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@ -88,8 +86,6 @@ private:
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double per_hour;
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double floor_ppm;
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double size_factor; /* lo bound, or the fixed value */
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double size_factor_hi; /* hi bound when size_factor is a lo:hi range */
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double window_days;
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double fill_band;
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double drain_band;
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@ -98,7 +94,6 @@ private:
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double grant_ppm; /* assumed prior rate (ppm of a capacity-turn) */
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double gain; /* NetPpm multiplier */
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bool floor_auto; /* floor option set to "auto" (sweep) */
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bool size_factor_range; /* size_factor set as lo:hi (per-cycle random) */
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/* Mode xrebalance2: execute through the external xrebalance
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* plugin instead of clboss-xmovefunds. Captured at cycle start;
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* cycles are serialized by the awaited loop, so one flag
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@ -129,8 +124,6 @@ private:
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void start() {
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per_hour = default_per_hour;
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floor_ppm = default_floor;
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size_factor = default_size_factor;
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size_factor_hi = default_size_factor;
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window_days = default_window_days;
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fill_band = default_fill_band;
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drain_band = default_drain_band;
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@ -139,7 +132,6 @@ private:
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grant_ppm = default_grant;
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gain = default_gain;
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floor_auto = false;
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size_factor_range = false;
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use_plugin = false;
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started = false;
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@ -163,19 +155,6 @@ private:
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"amount and the maxfee budget. Or \"auto\": "
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"each cycle picks a random rung of the derived "
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"floor ladder (sweep).")
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+ manifest_option(opt_size_factor, default_size_factor,
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"Multiplier (> 0) on the derived matched-pool "
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"amount requested per cycle. <1 requests a "
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"fraction (incremental fills); >1 over-fills "
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"past the band targets -- recoverable, the "
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"channel drifts back -- to make each of the "
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"maxparts parts larger so it amortizes the base "
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"fee and clears the per-part budget. Or a range "
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"\"lo:hi\" (e.g. 0.5:3.0): each cycle draws a fresh "
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"uniform-random multiplier in [lo,hi], sweeping the "
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"request size so askrene's accumulated route state "
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"does not stale into repeated 205/206 refusals the "
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"way a single fixed value eventually does.")
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+ manifest_option(opt_window_days, default_window_days,
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"Trailing window (days) over which per-channel "
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"NetPpm is measured for cycle selection.")
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@ -203,7 +182,7 @@ private:
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"and price maxfee at the target's NetPpm plus "
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"the minimum NetPpm of the offered pool. The "
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"remaining cycles run the matched-pool style "
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"(floor ladder / size-factor).")
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"(floor ladder).")
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+ manifest_option(opt_grant, default_grant,
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"Assumed prior earnings rate (ppm), credited "
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"to every channeled peer on both sides as if "
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@ -266,48 +245,6 @@ private:
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}
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if (o.name == opt_floor)
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floor_auto = false;
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/* size-factor also accepts a "lo:hi" range (e.g. 0.5:3.0):
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* instead of one fixed multiplier, each cycle draws a fresh
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* uniform-random value in [lo,hi] (see plan_and_log). Sweeping
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* the size keeps the request varying so askrene's accumulated
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* route state does not stale into repeated 205/206 refusals the
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* way a fixed value eventually does. A plain number clears
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* range mode and falls through to the numeric path below. */
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if (o.name == opt_size_factor) {
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auto s = std::string(o.value);
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auto colon = s.find(':');
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if (colon != std::string::npos) {
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auto lo = double(0.0);
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auto hi = double(0.0);
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try {
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lo = std::stod(s.substr(0, colon));
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hi = std::stod(s.substr(colon + 1));
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} catch (std::exception const&) {
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o.reject(o.name + ": invalid range");
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return Boss::log( bus, Error
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, "XRebalancer: ignoring invalid "
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"%s range \"%s\"."
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, o.name.c_str(), s.c_str() );
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}
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if (!(lo > 0.0) || !(hi > 0.0)) {
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o.reject( o.name + ": range bounds "
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"must be > 0");
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return Boss::log( bus, Error
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, "XRebalancer: %s range bounds "
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"must be > 0; ignoring \"%s\"."
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, o.name.c_str(), s.c_str() );
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}
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if (hi < lo) { auto t = lo; lo = hi; hi = t; }
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size_factor = lo;
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size_factor_hi = hi;
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size_factor_range = true;
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return Boss::log( bus, Info
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, "XRebalancer: %s set to range "
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"%.3g:%.3g (per-cycle random)."
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, o.name.c_str(), lo, hi );
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}
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size_factor_range = false;
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}
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/* maxparts is an integer count, not a continuous knob, so it
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* gets dedicated handling: parse, round, floor at 1 (askrene
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* requires >= 1), and store as an integer. */
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@ -339,7 +276,6 @@ private:
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double* target = nullptr;
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if (o.name == opt_per_hour) target = &per_hour;
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else if (o.name == opt_floor) target = &floor_ppm;
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else if (o.name == opt_size_factor) target = &size_factor;
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else if (o.name == opt_window_days)target = &window_days;
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else if (o.name == opt_fill_loc) target = &fill_band;
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else if (o.name == opt_drain_loc) target = &drain_band;
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@ -365,7 +301,7 @@ private:
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, o.name.c_str(), s.c_str()
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);
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}
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if (o.name == opt_size_factor || o.name == opt_gain) {
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if (o.name == opt_gain) {
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if (!(v > 0.0)) {
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o.reject(o.name + ": must be > 0");
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return Boss::log( bus, Error
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@ -929,38 +865,21 @@ private:
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auto dest_caps = pick(fill); /* fill = where funds land */
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auto source_caps = pick(drain); /* drain = where funds leave */
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/* size_factor may be a "lo:hi" range; draw a fresh multiplier
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* each cycle so the requested size sweeps (see handle_option). */
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auto effective_size_factor = size_factor;
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auto sf_note = std::string();
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if (size_factor_range) {
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auto dist = std::uniform_real_distribution<double>(
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size_factor, size_factor_hi);
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effective_size_factor = dist(Boss::random_engine);
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auto os = std::ostringstream();
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os << " (rand " << size_factor << ":" << size_factor_hi << ")";
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sf_note = os.str();
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}
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auto requested = std::int64_t(
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std::max<double>(1.0, std::llround(double(best_n)
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* effective_size_factor)));
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/* Request the full matched volume; the per-channel caps in
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* the request lists bound what each channel absorbs. */
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auto requested = best_n;
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auto maxfee = std::uint32_t(std::llround(best_joint));
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return Boss::log( bus, Info, "%s", levels_str.c_str() )
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+ Boss::log( bus, Info
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, "XRebalancer: cycle [matched] floor=%.1f%s window=%.0fd "
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"-> derived N=%s sat, joint=%.1f ppm "
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"(fill>=%.1f + drain>=%.1f); size_factor=%.3g%s "
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"-> request=%s sat (maxfee %u ppm); "
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"-> request=%s sat (matched volume), joint=%.1f ppm "
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"(fill>=%.1f + drain>=%.1f), maxfee %u ppm; "
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"sources=%zu dests=%zu; executing."
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, effective_floor, picked_note.c_str(), window_days
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, Util::Str::group_digits(
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std::int64_t(best_n)).c_str(), best_joint
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std::int64_t(requested)).c_str(), best_joint
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, best_fill_ppm, best_drain_ppm
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, effective_size_factor, sf_note.c_str()
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, Util::Str::group_digits(
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std::int64_t(requested)).c_str()
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, (unsigned)maxfee
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, source_caps.size(), dest_caps.size()
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).then([this, source_caps, dest_caps]() {
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@ -132,7 +132,6 @@ def read_live_config(lightning_dir, network_option):
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("drain_loc", "clboss-xrebalance-drain-loc"),
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("days", "clboss-xrebalance-earnings-window-days"),
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("route_cost_floor", "clboss-xrebalance-route-cost-floor"),
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("size_factor", "clboss-xrebalance-size-factor"),
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("maxparts", "clboss-xrebalance-maxparts"),
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("grant", "clboss-xrebalance-grant"),
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("gain", "clboss-xrebalance-gain"),
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@ -412,19 +411,6 @@ def main():
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"(a live value of \"auto\" means the driver sweeps a ladder; the "
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"full joint(N) staircase below shows every rung regardless)."
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)
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parser.add_argument(
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"--size-factor", type=float, default=None, metavar="MULT",
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help="Multiplier (> 0) on the derived matched-pool amount in the "
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"emitted command. The full economic picture (bold set, "
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"thresholds, budget) is still computed on the derived amount; "
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"only the emitted amount_msat is scaled. <1 requests a fraction "
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"(incremental -- the matched pool may pile into one endpoint, and "
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"the rebalancer converges over many cycles). >1 over-fills past "
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"the band targets (recoverable -- the channel drifts back) to "
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"make each part larger so it amortizes the base fee. Default: "
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"1.0."
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)
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args = parser.parse_args()
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# Reconcile network option (lightning-cli wants 'bitcoin' for mainnet)
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@ -511,31 +497,6 @@ def main():
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args.route_cost_floor = 50.0
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settings.append(("route-cost-floor", "50", "default"))
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# --size-factor scales only the emitted amount. A live "lo:hi" is a
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# per-cycle uniform sweep; emit at the mean (its expected value) and note
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# the range.
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if args.size_factor is not None:
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settings.append(("size-factor", f"{args.size_factor:g}", "arg"))
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elif live.get("size_factor") is not None \
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and ":" in str(live["size_factor"]):
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lo, hi = (str(live["size_factor"]).split(":", 1) + [""])[:2]
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lo, hi = _num(lo), _num(hi)
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if lo is not None and hi is not None and lo > 0 and hi > 0:
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args.size_factor = (lo + hi) / 2.0
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settings.append(("size-factor",
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f"{args.size_factor:g} (live sweeps "
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f"{live['size_factor']}; emitted at the mean)",
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"live"))
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else:
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args.size_factor = 1.0
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settings.append(("size-factor", "1", "default"))
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elif _num(live.get("size_factor")) is not None:
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args.size_factor = _num(live["size_factor"])
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settings.append(("size-factor", f"{args.size_factor:g}", "live"))
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else:
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args.size_factor = 1.0
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settings.append(("size-factor", "1", "default"))
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# grant / gain: strictness benders, same semantics as the driver's
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# clboss-xrebalance-grant / -gain. Overriding them on the command
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# line previews a combo before setconfig-ing it live.
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@ -567,9 +528,6 @@ def main():
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maxparts = int(_num(live["maxparts"]))
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settings.append(("maxparts", str(maxparts), "live"))
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if not (args.size_factor > 0.0):
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sys.exit("--size-factor must be > 0")
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# The matched-pool cycle analysis (and its bands) always runs now, so
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# default to the tier sort that visualizes it: extreme bands ranked by
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# the relevant NetPpm (the In/OutNetPpm headers bold, and the most
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@ -1441,15 +1399,7 @@ def main():
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if r["scid"] in bold_scids
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for s in peer_scids[r["peer_id"]]]
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if source_picks and dest_picks:
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# Scale the requested amount: the bold set / budget above
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# reflect the full matched-pool economics; the emitted amount
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# is scaled by size_factor (<1 incremental, >1 over-fills).
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requested_sat = max(1, round(args.transfer_size
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* args.size_factor))
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if args.size_factor != 1.0:
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print(f"# size_factor {args.size_factor:g}: requesting "
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f"{requested_sat:_} of {args.transfer_size:_} sat "
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f"derived (budget unchanged at {int(joint)} ppm).")
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requested_sat = max(1, round(args.transfer_size))
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cmd = build_xmovefunds_command(
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network_option, lightning_dir,
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source_picks, dest_picks,
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