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Concept ACK. The derivation in the comment is correct, and scaling both bounds by amount / (amount + maxfee) is the refinement suggested in #9380. Inline: one behaviour change for payments near the full balance of a local channel, a test gap, and four small items.
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Even if refine does the job of adjusting the fee+amount to fit the known_max in a channel, the flow probability computation does not consider the eventual fees that a flow might carry. Changelog-None Signed-off-by: Lagrang3 <lagrang3@protonmail.com>
When the known max and known min are about the same value, the probability cost of sending x=value is zero and MCF will try it. It doesn't take into account the possibility that when we hit that channel the actual flow is x+fees. We adjust the min/max bounds by a factor of x/(x+fee) which effectively introduces headroom for fees. Changelog-Fixed: askrene-getroutes: Account for fees in the flow amount when computing probability costs. Signed-off-by: Lagrang3 <lagrang3@protonmail.com>
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We modify the probability cost function to make it compute approximately the probability cost of
probability(flow + fees),previously we only did
probability(flow). The effects are: some capacity is reserved for fees and we obtain betternear optimal solutions.
This PR is the first part of #9380, because the change deserves its own PR.