Merge pull request #2146 from valentinewallace/2023-03-blinded-pathfinding-groundwork
[rust-lightning] / lightning / src / routing / scoring.rs
index 4d342562bea75afbe091af9244584dcbb2124ffb..e60e4879b3d5e25ca121ed6d1a543b120317282f 100644 (file)
@@ -56,7 +56,7 @@
 
 use crate::ln::msgs::DecodeError;
 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
-use crate::routing::router::RouteHop;
+use crate::routing::router::Path;
 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
 use crate::util::logger::Logger;
 use crate::util::time::Time;
@@ -99,16 +99,16 @@ pub trait Score $(: $supertrait)* {
        ) -> u64;
 
        /// Handles updating channel penalties after failing to route through a channel.
-       fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64);
+       fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64);
 
        /// Handles updating channel penalties after successfully routing along a path.
-       fn payment_path_successful(&mut self, path: &[&RouteHop]);
+       fn payment_path_successful(&mut self, path: &Path);
 
        /// Handles updating channel penalties after a probe over the given path failed.
-       fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64);
+       fn probe_failed(&mut self, path: &Path, short_channel_id: u64);
 
        /// Handles updating channel penalties after a probe over the given path succeeded.
-       fn probe_successful(&mut self, path: &[&RouteHop]);
+       fn probe_successful(&mut self, path: &Path);
 }
 
 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
@@ -118,19 +118,19 @@ impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
                self.deref().channel_penalty_msat(short_channel_id, source, target, usage)
        }
 
-       fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
+       fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
                self.deref_mut().payment_path_failed(path, short_channel_id)
        }
 
-       fn payment_path_successful(&mut self, path: &[&RouteHop]) {
+       fn payment_path_successful(&mut self, path: &Path) {
                self.deref_mut().payment_path_successful(path)
        }
 
-       fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
+       fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
                self.deref_mut().probe_failed(path, short_channel_id)
        }
 
-       fn probe_successful(&mut self, path: &[&RouteHop]) {
+       fn probe_successful(&mut self, path: &Path) {
                self.deref_mut().probe_successful(path)
        }
 }
@@ -195,16 +195,16 @@ impl<'a, T: Score + 'a> Score for MultiThreadedScoreLock<'a, T> {
        fn channel_penalty_msat(&self, scid: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage) -> u64 {
                self.0.channel_penalty_msat(scid, source, target, usage)
        }
-       fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
+       fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
                self.0.payment_path_failed(path, short_channel_id)
        }
-       fn payment_path_successful(&mut self, path: &[&RouteHop]) {
+       fn payment_path_successful(&mut self, path: &Path) {
                self.0.payment_path_successful(path)
        }
-       fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
+       fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
                self.0.probe_failed(path, short_channel_id)
        }
-       fn probe_successful(&mut self, path: &[&RouteHop]) {
+       fn probe_successful(&mut self, path: &Path) {
                self.0.probe_successful(path)
        }
 }
@@ -290,13 +290,13 @@ impl Score for FixedPenaltyScorer {
                self.penalty_msat
        }
 
-       fn payment_path_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {}
+       fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
 
-       fn payment_path_successful(&mut self, _path: &[&RouteHop]) {}
+       fn payment_path_successful(&mut self, _path: &Path) {}
 
-       fn probe_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {}
+       fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
 
-       fn probe_successful(&mut self, _path: &[&RouteHop]) {}
+       fn probe_successful(&mut self, _path: &Path) {}
 }
 
 impl Writeable for FixedPenaltyScorer {
@@ -1233,11 +1233,11 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for Probabilis
                        .saturating_add(base_penalty_msat)
        }
 
-       fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
-               let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
+       fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
+               let amount_msat = path.final_value_msat();
                log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
                let network_graph = self.network_graph.read_only();
-               for (hop_idx, hop) in path.iter().enumerate() {
+               for (hop_idx, hop) in path.hops.iter().enumerate() {
                        let target = NodeId::from_pubkey(&hop.pubkey);
                        let channel_directed_from_source = network_graph.channels()
                                .get(&hop.short_channel_id)
@@ -1272,12 +1272,12 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for Probabilis
                }
        }
 
-       fn payment_path_successful(&mut self, path: &[&RouteHop]) {
-               let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
+       fn payment_path_successful(&mut self, path: &Path) {
+               let amount_msat = path.final_value_msat();
                log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
-                       path.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
+                       path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
                let network_graph = self.network_graph.read_only();
-               for hop in path {
+               for hop in &path.hops {
                        let target = NodeId::from_pubkey(&hop.pubkey);
                        let channel_directed_from_source = network_graph.channels()
                                .get(&hop.short_channel_id)
@@ -1298,11 +1298,11 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for Probabilis
                }
        }
 
-       fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
+       fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
                self.payment_path_failed(path, short_channel_id)
        }
 
-       fn probe_successful(&mut self, path: &[&RouteHop]) {
+       fn probe_successful(&mut self, path: &Path) {
                self.payment_path_failed(path, u64::max_value())
        }
 }
@@ -1702,6 +1702,7 @@ impl<T: Time> Readable for ChannelLiquidity<T> {
 #[cfg(test)]
 mod tests {
        use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime};
+       use crate::blinded_path::{BlindedHop, BlindedPath};
        use crate::util::config::UserConfig;
        use crate::util::time::Time;
        use crate::util::time::tests::SinceEpoch;
@@ -1709,10 +1710,10 @@ mod tests {
        use crate::ln::channelmanager;
        use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
        use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
-       use crate::routing::router::RouteHop;
+       use crate::routing::router::{BlindedTail, Path, RouteHop};
        use crate::routing::scoring::{ChannelUsage, Score};
        use crate::util::ser::{ReadableArgs, Writeable};
-       use crate::util::test_utils::TestLogger;
+       use crate::util::test_utils::{self, TestLogger};
 
        use bitcoin::blockdata::constants::genesis_block;
        use bitcoin::hashes::Hash;
@@ -1858,12 +1859,14 @@ mod tests {
                }
        }
 
-       fn payment_path_for_amount(amount_msat: u64) -> Vec<RouteHop> {
-               vec![
-                       path_hop(source_pubkey(), 41, 1),
-                       path_hop(target_pubkey(), 42, 2),
-                       path_hop(recipient_pubkey(), 43, amount_msat),
-               ]
+       fn payment_path_for_amount(amount_msat: u64) -> Path {
+               Path {
+                       hops: vec![
+                               path_hop(source_pubkey(), 41, 1),
+                               path_hop(target_pubkey(), 42, 2),
+                               path_hop(recipient_pubkey(), 43, amount_msat),
+                       ], blinded_tail: None,
+               }
        }
 
        #[test]
@@ -2161,10 +2164,10 @@ mod tests {
 
                assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 301);
 
-               scorer.payment_path_failed(&failed_path.iter().collect::<Vec<_>>(), 41);
+               scorer.payment_path_failed(&failed_path, 41);
                assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 301);
 
-               scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
+               scorer.payment_path_successful(&successful_path);
                assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 301);
        }
 
@@ -2192,7 +2195,7 @@ mod tests {
                let usage = ChannelUsage { amount_msat: 750, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 602);
 
-               scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
+               scorer.payment_path_failed(&path, 43);
 
                let usage = ChannelUsage { amount_msat: 250, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
@@ -2227,7 +2230,7 @@ mod tests {
                let usage = ChannelUsage { amount_msat: 750, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 602);
 
-               scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
+               scorer.payment_path_failed(&path, 42);
 
                let usage = ChannelUsage { amount_msat: 250, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
@@ -2287,7 +2290,7 @@ mod tests {
                assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage), 128);
                assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage), 128);
 
-               scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
+               scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43);
 
                assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage), 80);
                // Note that a default liquidity bound is used for B -> C as no channel exists
@@ -2313,13 +2316,12 @@ mod tests {
                        inflight_htlc_msat: 0,
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
                };
-               let path = payment_path_for_amount(500);
 
                assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 128);
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128);
                assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage), 128);
 
-               scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
+               scorer.payment_path_successful(&payment_path_for_amount(500));
 
                assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 128);
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
@@ -2349,8 +2351,8 @@ mod tests {
                let usage = ChannelUsage { amount_msat: 1_023, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);
 
-               scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
-               scorer.payment_path_failed(&payment_path_for_amount(128).iter().collect::<Vec<_>>(), 43);
+               scorer.payment_path_failed(&payment_path_for_amount(768), 42);
+               scorer.payment_path_failed(&payment_path_for_amount(128), 43);
 
                let usage = ChannelUsage { amount_msat: 128, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
@@ -2425,7 +2427,7 @@ mod tests {
                };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125);
 
-               scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::<Vec<_>>(), 42);
+               scorer.payment_path_failed(&payment_path_for_amount(512), 42);
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 281);
 
                // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
@@ -2458,8 +2460,8 @@ mod tests {
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
 
                // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
-               scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
-               scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
+               scorer.payment_path_failed(&payment_path_for_amount(768), 42);
+               scorer.payment_path_failed(&payment_path_for_amount(256), 43);
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 281);
 
                // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
@@ -2468,12 +2470,12 @@ mod tests {
 
                // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
                // is closer to the upper bound, meaning a higher penalty.
-               scorer.payment_path_successful(&payment_path_for_amount(64).iter().collect::<Vec<_>>());
+               scorer.payment_path_successful(&payment_path_for_amount(64));
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 331);
 
                // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
                // is closer to the lower bound, meaning a lower penalty.
-               scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
+               scorer.payment_path_failed(&payment_path_for_amount(256), 43);
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 245);
 
                // Further decaying affects the lower bound more than the upper bound (128, 928).
@@ -2500,13 +2502,13 @@ mod tests {
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
                };
 
-               scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
+               scorer.payment_path_failed(&payment_path_for_amount(500), 42);
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
 
                SinceEpoch::advance(Duration::from_secs(10));
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 473);
 
-               scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
+               scorer.payment_path_failed(&payment_path_for_amount(250), 43);
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
 
                let mut serialized_scorer = Vec::new();
@@ -2537,7 +2539,7 @@ mod tests {
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
                };
 
-               scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
+               scorer.payment_path_failed(&payment_path_for_amount(500), 42);
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
 
                let mut serialized_scorer = Vec::new();
@@ -2550,7 +2552,7 @@ mod tests {
                        <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph, &logger)).unwrap();
                assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage), 473);
 
-               scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
+               scorer.payment_path_failed(&payment_path_for_amount(250), 43);
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
 
                SinceEpoch::advance(Duration::from_secs(10));
@@ -2773,7 +2775,7 @@ mod tests {
                assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
                        None);
 
-               scorer.payment_path_failed(&payment_path_for_amount(1).iter().collect::<Vec<_>>(), 42);
+               scorer.payment_path_failed(&payment_path_for_amount(1), 42);
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2048);
                // The "it failed" increment is 32, where the probability should lie fully in the first
                // octile.
@@ -2782,7 +2784,7 @@ mod tests {
 
                // Even after we tell the scorer we definitely have enough available liquidity, it will
                // still remember that there was some failure in the past, and assign a non-0 penalty.
-               scorer.payment_path_failed(&payment_path_for_amount(1000).iter().collect::<Vec<_>>(), 43);
+               scorer.payment_path_failed(&payment_path_for_amount(1000), 43);
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 198);
                // The first octile should be decayed just slightly and the last octile has a new point.
                assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
@@ -2802,7 +2804,7 @@ mod tests {
                        inflight_htlc_msat: 1024,
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
                };
-               scorer.payment_path_failed(&payment_path_for_amount(1).iter().collect::<Vec<_>>(), 42);
+               scorer.payment_path_failed(&payment_path_for_amount(1), 42);
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 409);
 
                let usage = ChannelUsage {
@@ -2822,7 +2824,7 @@ mod tests {
                        path_hop(source_pubkey(), 42, 1),
                        path_hop(sender_pubkey(), 41, 0),
                ];
-               scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
+               scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42);
        }
 
        #[test]
@@ -2869,4 +2871,54 @@ mod tests {
                };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
        }
+
+       #[test]
+       fn scores_with_blinded_path() {
+               // Make sure we'll account for a blinded path's final_value_msat in scoring
+               let logger = TestLogger::new();
+               let network_graph = network_graph(&logger);
+               let params = ProbabilisticScoringParameters {
+                       liquidity_penalty_multiplier_msat: 1_000,
+                       liquidity_offset_half_life: Duration::from_secs(10),
+                       ..ProbabilisticScoringParameters::zero_penalty()
+               };
+               let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
+               let source = source_node_id();
+               let target = target_node_id();
+               let usage = ChannelUsage {
+                       amount_msat: 512,
+                       inflight_htlc_msat: 0,
+                       effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
+               };
+               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
+
+               let mut path = payment_path_for_amount(768);
+               let recipient_hop = path.hops.pop().unwrap();
+               let blinded_path = BlindedPath {
+                       introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
+                       blinding_point: test_utils::pubkey(42),
+                       blinded_hops: vec![
+                               BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
+                       ],
+               };
+               path.blinded_tail = Some(BlindedTail {
+                       hops: blinded_path.blinded_hops,
+                       blinding_point: blinded_path.blinding_point,
+                       excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
+                       final_value_msat: recipient_hop.fee_msat,
+               });
+
+               // Check the liquidity before and after scoring payment failures to ensure the blinded path's
+               // final value is taken into account.
+               assert!(scorer.channel_liquidities.get(&42).is_none());
+
+               scorer.payment_path_failed(&path, 42);
+               path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
+               scorer.payment_path_failed(&path, 43);
+
+               let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+                       .as_directed(&source, &target, 0, 1_000, &scorer.params);
+               assert_eq!(liquidity.min_liquidity_msat(), 256);
+               assert_eq!(liquidity.max_liquidity_msat(), 768);
+       }
 }