/// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
/// slightly higher fees are available. Will further penalize channels that fail to relay payments.
///
-/// See [module-level documentation] for usage.
-///
-/// [module-level documentation]: crate::routing::scoring
-#[cfg(not(feature = "no-std"))]
-pub type Scorer = ScorerUsingTime::<std::time::Instant>;
-/// [`Score`] implementation that provides reasonable default behavior.
+/// See [module-level documentation] for usage and [`ScoringParameters`] for customization.
///
-/// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
-/// slightly higher fees are available. Will further penalize channels that fail to relay payments.
+/// # Note
///
-/// See [module-level documentation] for usage and [`ScoringParameters`] for customization.
+/// Mixing the `no-std` feature between serialization and deserialization results in undefined
+/// behavior.
///
/// [module-level documentation]: crate::routing::scoring
+pub type Scorer = ScorerUsingTime::<ConfiguredTime>;
+
+#[cfg(not(feature = "no-std"))]
+type ConfiguredTime = std::time::Instant;
#[cfg(feature = "no-std")]
-pub type Scorer = ScorerUsingTime::<time::Eternity>;
+type ConfiguredTime = time::Eternity;
// Note that ideally we'd hide ScorerUsingTime from public view by sealing it as well, but rustdoc
// doesn't handle this well - instead exposing a `Scorer` which has no trait implementation(s) or
/// [`Score`] implementation.
///
-/// See [`Scorer`] for details.
-///
-/// # Note
-///
-/// Mixing the `no-std` feature between serialization and deserialization results in undefined
-/// behavior.
-///
/// (C-not exported) generally all users should use the [`Scorer`] type alias.
+#[doc(hidden)]
pub struct ScorerUsingTime<T: Time> {
params: ScoringParameters,
// TODO: Remove entries of closed channels.
///
/// Successfully routing through a channel will immediately cut the penalty in half as well.
///
+ /// Default value: 1 hour
+ ///
/// # Note
///
/// When built with the `no-std` feature, time will never elapse. Therefore, this penalty will
/// Then the negative `log10` of the success probability is used to determine the cost of routing a
/// specific HTLC amount through a channel.
///
+/// Knowledge about channel liquidity balances takes the form of upper and lower bounds on the
+/// possible liquidity. Certainty of the bounds is decreased over time using a decay function. See
+/// [`ProbabilisticScoringParameters`] for details.
+///
+/// Since the scorer aims to learn the current channel liquidity balances, it works best for nodes
+/// with high payment volume or that actively probe the [`NetworkGraph`]. Nodes with low payment
+/// volume are more likely to experience failed payment paths, which would need to be retried.
+///
+/// # Note
+///
+/// Mixing the `no-std` feature between serialization and deserialization results in undefined
+/// behavior.
+///
/// [1]: https://arxiv.org/abs/2107.05322
-pub struct ProbabilisticScorer<G: Deref<Target = NetworkGraph>> {
+pub type ProbabilisticScorer<G> = ProbabilisticScorerUsingTime::<G, ConfiguredTime>;
+
+/// Probabilistic [`Score`] implementation.
+///
+/// (C-not exported) generally all users should use the [`ProbabilisticScorer`] type alias.
+#[doc(hidden)]
+pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph>, T: Time> {
params: ProbabilisticScoringParameters,
network_graph: G,
// TODO: Remove entries of closed channels.
- channel_liquidities: HashMap<u64, ChannelLiquidity>,
+ channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
}
/// Parameters for configuring [`ProbabilisticScorer`].
+#[derive(Clone, Copy)]
pub struct ProbabilisticScoringParameters {
- /// A penalty applied after multiplying by the negative `log10` of the channel's success
+ /// A multiplier used to determine the amount in msats willing to be paid to avoid routing
+ /// through a channel, as per multiplying by the negative `log10` of the channel's success
/// probability for a payment.
///
/// The success probability is determined by the effective channel capacity, the payment amount,
/// and knowledge learned from prior successful and unsuccessful payments. The lower bound of
/// the success probability is 0.01, effectively limiting the penalty to the range
- /// `0..=2*liquidity_penalty_multiplier_msat`.
+ /// `0..=2*liquidity_penalty_multiplier_msat`. The knowledge learned is decayed over time based
+ /// on [`liquidity_offset_half_life`].
///
/// Default value: 10,000 msat
+ ///
+ /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life
pub liquidity_penalty_multiplier_msat: u64,
+
+ /// The time required to elapse before any knowledge learned about channel liquidity balances is
+ /// cut in half.
+ ///
+ /// The bounds are defined in terms of offsets and are initially zero. Increasing the offsets
+ /// gives tighter bounds on the channel liquidity balance. Thus, halving the offsets decreases
+ /// the certainty of the channel liquidity balance.
+ ///
+ /// Default value: 1 hour
+ ///
+ /// # Note
+ ///
+ /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
+ /// liquidity knowledge will never decay except when the bounds cross.
+ pub liquidity_offset_half_life: Duration,
}
impl_writeable_tlv_based!(ProbabilisticScoringParameters, {
(0, liquidity_penalty_multiplier_msat, required),
+ (2, liquidity_offset_half_life, required),
});
/// Accounting for channel liquidity balance uncertainty.
/// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
/// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
/// offset fields gives the opposite direction.
-struct ChannelLiquidity {
+struct ChannelLiquidity<T: Time> {
/// Lower channel liquidity bound in terms of an offset from zero.
min_liquidity_offset_msat: u64,
/// Upper channel liquidity bound in terms of an offset from the effective capacity.
max_liquidity_offset_msat: u64,
+
+ /// Time when the liquidity bounds were last modified.
+ last_updated: T,
}
-/// A view of [`ChannelLiquidity`] in one direction assuming a certain channel capacity.
-struct DirectedChannelLiquidity<L: Deref<Target = u64>> {
+/// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
+/// decayed with a given half life.
+struct DirectedChannelLiquidity<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> {
min_liquidity_offset_msat: L,
max_liquidity_offset_msat: L,
capacity_msat: u64,
+ last_updated: U,
+ now: T,
+ half_life: Duration,
}
-impl<G: Deref<Target = NetworkGraph>> ProbabilisticScorer<G> {
+impl<G: Deref<Target = NetworkGraph>, T: Time> ProbabilisticScorerUsingTime<G, T> {
/// Creates a new scorer using the given scoring parameters for sending payments from a node
/// through a network graph.
pub fn new(params: ProbabilisticScoringParameters, network_graph: G) -> Self {
}
#[cfg(test)]
- fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity) -> Self {
+ fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
self
}
fn default() -> Self {
Self {
liquidity_penalty_multiplier_msat: 10_000,
+ liquidity_offset_half_life: Duration::from_secs(3600),
}
}
}
-impl ChannelLiquidity {
+impl<T: Time> ChannelLiquidity<T> {
#[inline]
fn new() -> Self {
Self {
min_liquidity_offset_msat: 0,
max_liquidity_offset_msat: 0,
+ last_updated: T::now(),
}
}
/// Returns a view of the channel liquidity directed from `source` to `target` assuming
/// `capacity_msat`.
fn as_directed(
- &self, source: &NodeId, target: &NodeId, capacity_msat: u64
- ) -> DirectedChannelLiquidity<&u64> {
+ &self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
+ ) -> DirectedChannelLiquidity<&u64, T, &T> {
let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
(&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat)
} else {
min_liquidity_offset_msat,
max_liquidity_offset_msat,
capacity_msat,
+ last_updated: &self.last_updated,
+ now: T::now(),
+ half_life,
}
}
/// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
/// `capacity_msat`.
fn as_directed_mut(
- &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64
- ) -> DirectedChannelLiquidity<&mut u64> {
+ &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
+ ) -> DirectedChannelLiquidity<&mut u64, T, &mut T> {
let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
(&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat)
} else {
min_liquidity_offset_msat,
max_liquidity_offset_msat,
capacity_msat,
+ last_updated: &mut self.last_updated,
+ now: T::now(),
+ half_life,
}
}
}
-impl<L: Deref<Target = u64>> DirectedChannelLiquidity<L> {
+impl<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity<L, T, U> {
/// Returns the success probability of routing the given HTLC `amount_msat` through the channel
/// in this direction.
fn success_probability(&self, amount_msat: u64) -> f64 {
/// Returns the lower bound of the channel liquidity balance in this direction.
fn min_liquidity_msat(&self) -> u64 {
- *self.min_liquidity_offset_msat
+ self.decayed_offset_msat(*self.min_liquidity_offset_msat)
}
/// Returns the upper bound of the channel liquidity balance in this direction.
fn max_liquidity_msat(&self) -> u64 {
- self.capacity_msat.checked_sub(*self.max_liquidity_offset_msat).unwrap_or(0)
+ self.capacity_msat
+ .checked_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
+ .unwrap_or(0)
+ }
+
+ fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
+ self.now.duration_since(*self.last_updated).as_secs()
+ .checked_div(self.half_life.as_secs())
+ .and_then(|decays| offset_msat.checked_shr(decays as u32))
+ .unwrap_or(0)
}
}
-impl<L: DerefMut<Target = u64>> DirectedChannelLiquidity<L> {
+impl<L: DerefMut<Target = u64>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, T, U> {
/// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
fn failed_at_channel(&mut self, amount_msat: u64) {
if amount_msat < self.max_liquidity_msat() {
/// Adjusts the lower bound of the channel liquidity balance in this direction.
fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
*self.min_liquidity_offset_msat = amount_msat;
-
- if amount_msat > self.max_liquidity_msat() {
- *self.max_liquidity_offset_msat = 0;
- }
+ *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
+ 0
+ } else {
+ self.decayed_offset_msat(*self.max_liquidity_offset_msat)
+ };
+ *self.last_updated = self.now;
}
/// Adjusts the upper bound of the channel liquidity balance in this direction.
fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
*self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
-
- if amount_msat < self.min_liquidity_msat() {
- *self.min_liquidity_offset_msat = 0;
- }
+ *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
+ 0
+ } else {
+ self.decayed_offset_msat(*self.min_liquidity_offset_msat)
+ };
+ *self.last_updated = self.now;
}
}
-impl<G: Deref<Target = NetworkGraph>> Score for ProbabilisticScorer<G> {
+impl<G: Deref<Target = NetworkGraph>, T: Time> Score for ProbabilisticScorerUsingTime<G, T> {
fn channel_penalty_msat(
&self, short_channel_id: u64, amount_msat: u64, capacity_msat: u64, source: &NodeId,
target: &NodeId
) -> u64 {
let liquidity_penalty_multiplier_msat = self.params.liquidity_penalty_multiplier_msat;
+ let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
let success_probability = self.channel_liquidities
.get(&short_channel_id)
.unwrap_or(&ChannelLiquidity::new())
- .as_directed(source, target, capacity_msat)
+ .as_directed(source, target, capacity_msat, liquidity_offset_half_life)
.success_probability(amount_msat);
// NOTE: If success_probability is ever changed to return 0.0, log10 is undefined so return
// u64::max_value instead.
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);
+ let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
let network_graph = self.network_graph.read_only();
for hop in path {
let target = NodeId::from_pubkey(&hop.pubkey);
self.channel_liquidities
.entry(hop.short_channel_id)
.or_insert_with(ChannelLiquidity::new)
- .as_directed_mut(source, &target, capacity_msat)
+ .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
.failed_at_channel(amount_msat);
break;
}
self.channel_liquidities
.entry(hop.short_channel_id)
.or_insert_with(ChannelLiquidity::new)
- .as_directed_mut(source, &target, capacity_msat)
+ .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
.failed_downstream(amount_msat);
}
}
fn payment_path_successful(&mut self, path: &[&RouteHop]) {
let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
+ let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
let network_graph = self.network_graph.read_only();
for hop in path {
let target = NodeId::from_pubkey(&hop.pubkey);
self.channel_liquidities
.entry(hop.short_channel_id)
.or_insert_with(ChannelLiquidity::new)
- .as_directed_mut(source, &target, capacity_msat)
+ .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
.successful(amount_msat);
}
}
}
}
-impl<G: Deref<Target = NetworkGraph>> Writeable for ProbabilisticScorer<G> {
+impl<G: Deref<Target = NetworkGraph>, T: Time> Writeable for ProbabilisticScorerUsingTime<G, T> {
#[inline]
fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
write_tlv_fields!(w, {
}
}
-impl<G: Deref<Target = NetworkGraph>> ReadableArgs<(ProbabilisticScoringParameters, G)>
-for ProbabilisticScorer<G> {
+impl<G, T> ReadableArgs<(ProbabilisticScoringParameters, G)> for ProbabilisticScorerUsingTime<G, T>
+where
+ G: Deref<Target = NetworkGraph>,
+ T: Time,
+{
#[inline]
fn read<R: Read>(
r: &mut R, args: (ProbabilisticScoringParameters, G)
}
}
-impl Writeable for ChannelLiquidity {
+impl<T: Time> Writeable for ChannelLiquidity<T> {
#[inline]
fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
+ let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
write_tlv_fields!(w, {
(0, self.min_liquidity_offset_msat, required),
(2, self.max_liquidity_offset_msat, required),
+ (4, duration_since_epoch, required),
});
Ok(())
}
}
-impl Readable for ChannelLiquidity {
+impl<T: Time> Readable for ChannelLiquidity<T> {
#[inline]
fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
let mut min_liquidity_offset_msat = 0;
let mut max_liquidity_offset_msat = 0;
+ let mut duration_since_epoch = Duration::from_secs(0);
read_tlv_fields!(r, {
(0, min_liquidity_offset_msat, required),
(2, max_liquidity_offset_msat, required),
+ (4, duration_since_epoch, required),
});
Ok(Self {
min_liquidity_offset_msat,
- max_liquidity_offset_msat
+ max_liquidity_offset_msat,
+ last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
})
}
}
use core::ops::Sub;
use core::time::Duration;
/// A measurement of time.
- pub trait Time: Sub<Duration, Output = Self> where Self: Sized {
+ pub trait Time: Copy + Sub<Duration, Output = Self> where Self: Sized {
/// Returns an instance corresponding to the current moment.
fn now() -> Self;
/// Returns the amount of time elapsed since `self` was created.
fn elapsed(&self) -> Duration;
+ /// Returns the amount of time passed between `earlier` and `self`.
+ fn duration_since(&self, earlier: Self) -> Duration;
+
/// Returns the amount of time passed since the beginning of [`Time`].
///
/// Used during (de-)serialization.
}
/// A state in which time has no meaning.
- #[derive(Debug, PartialEq, Eq)]
+ #[derive(Clone, Copy, Debug, PartialEq, Eq)]
pub struct Eternity;
#[cfg(not(feature = "no-std"))]
std::time::Instant::now()
}
+ fn duration_since(&self, earlier: Self) -> Duration {
+ self.duration_since(earlier)
+ }
+
fn duration_since_epoch() -> Duration {
use std::time::SystemTime;
SystemTime::now().duration_since(SystemTime::UNIX_EPOCH).unwrap()
Self
}
+ fn duration_since(&self, _earlier: Self) -> Duration {
+ Duration::from_secs(0)
+ }
+
fn duration_since_epoch() -> Duration {
Duration::from_secs(0)
}
#[cfg(test)]
mod tests {
- use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorer, ScoringParameters, ScorerUsingTime, Time};
+ use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime, ScoringParameters, ScorerUsingTime, Time};
use super::time::Eternity;
use ln::features::{ChannelFeatures, NodeFeatures};
use routing::scoring::Score;
use routing::network_graph::{NetworkGraph, NodeId};
use routing::router::RouteHop;
- use util::ser::{Readable, Writeable};
+ use util::ser::{Readable, ReadableArgs, Writeable};
use bitcoin::blockdata::constants::genesis_block;
use bitcoin::hashes::Hash;
// `Time` tests
/// Time that can be advanced manually in tests.
- #[derive(Debug, PartialEq, Eq)]
+ #[derive(Clone, Copy, Debug, PartialEq, Eq)]
struct SinceEpoch(Duration);
impl SinceEpoch {
Self(Self::duration_since_epoch())
}
+ fn duration_since(&self, earlier: Self) -> Duration {
+ self.0 - earlier.0
+ }
+
fn duration_since_epoch() -> Duration {
Self::ELAPSED.with(|elapsed| elapsed.get())
}
// `ProbabilisticScorer` tests
+ /// A probabilistic scorer for testing with time that can be manually advanced.
+ type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph, SinceEpoch>;
+
fn sender_privkey() -> SecretKey {
SecretKey::from_slice(&[41; 32]).unwrap()
}
#[test]
fn liquidity_bounds_directed_from_lowest_node_id() {
+ let last_updated = SinceEpoch::now();
let network_graph = network_graph();
let params = ProbabilisticScoringParameters::default();
let mut scorer = ProbabilisticScorer::new(params, &network_graph)
.with_channel(42,
ChannelLiquidity {
- min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100
+ min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
})
.with_channel(43,
ChannelLiquidity {
- min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100
+ min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
});
let source = source_node_id();
let target = target_node_id();
let recipient = recipient_node_id();
-
- let liquidity = scorer.channel_liquidities.get_mut(&42).unwrap();
assert!(source > target);
- assert_eq!(liquidity.as_directed(&source, &target, 1_000).min_liquidity_msat(), 100);
- assert_eq!(liquidity.as_directed(&source, &target, 1_000).max_liquidity_msat(), 300);
- assert_eq!(liquidity.as_directed(&target, &source, 1_000).min_liquidity_msat(), 700);
- assert_eq!(liquidity.as_directed(&target, &source, 1_000).max_liquidity_msat(), 900);
-
- liquidity.as_directed_mut(&source, &target, 1_000).set_min_liquidity_msat(200);
- assert_eq!(liquidity.as_directed(&source, &target, 1_000).min_liquidity_msat(), 200);
- assert_eq!(liquidity.as_directed(&source, &target, 1_000).max_liquidity_msat(), 300);
- assert_eq!(liquidity.as_directed(&target, &source, 1_000).min_liquidity_msat(), 700);
- assert_eq!(liquidity.as_directed(&target, &source, 1_000).max_liquidity_msat(), 800);
-
- let liquidity = scorer.channel_liquidities.get_mut(&43).unwrap();
assert!(target < recipient);
- assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).min_liquidity_msat(), 700);
- assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).max_liquidity_msat(), 900);
- assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).min_liquidity_msat(), 100);
- assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).max_liquidity_msat(), 300);
- liquidity.as_directed_mut(&target, &recipient, 1_000).set_max_liquidity_msat(200);
- assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).min_liquidity_msat(), 0);
- assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).max_liquidity_msat(), 200);
- assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).min_liquidity_msat(), 800);
- assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).max_liquidity_msat(), 1000);
+ // Update minimum liquidity.
+
+ let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 100);
+ assert_eq!(liquidity.max_liquidity_msat(), 300);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 700);
+ assert_eq!(liquidity.max_liquidity_msat(), 900);
+
+ scorer.channel_liquidities.get_mut(&42).unwrap()
+ .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
+ .set_min_liquidity_msat(200);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 200);
+ assert_eq!(liquidity.max_liquidity_msat(), 300);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 700);
+ assert_eq!(liquidity.max_liquidity_msat(), 800);
+
+ // Update maximum liquidity.
+
+ let liquidity = scorer.channel_liquidities.get(&43).unwrap()
+ .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 700);
+ assert_eq!(liquidity.max_liquidity_msat(), 900);
+
+ let liquidity = scorer.channel_liquidities.get(&43).unwrap()
+ .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 100);
+ assert_eq!(liquidity.max_liquidity_msat(), 300);
+
+ scorer.channel_liquidities.get_mut(&43).unwrap()
+ .as_directed_mut(&target, &recipient, 1_000, liquidity_offset_half_life)
+ .set_max_liquidity_msat(200);
+
+ let liquidity = scorer.channel_liquidities.get(&43).unwrap()
+ .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 0);
+ assert_eq!(liquidity.max_liquidity_msat(), 200);
+
+ let liquidity = scorer.channel_liquidities.get(&43).unwrap()
+ .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 800);
+ assert_eq!(liquidity.max_liquidity_msat(), 1000);
}
#[test]
fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
+ let last_updated = SinceEpoch::now();
let network_graph = network_graph();
let params = ProbabilisticScoringParameters::default();
let mut scorer = ProbabilisticScorer::new(params, &network_graph)
.with_channel(42,
ChannelLiquidity {
- min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400
+ min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
});
let source = source_node_id();
let target = target_node_id();
assert!(source > target);
// Check initial bounds.
+ let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000);
+ .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
assert_eq!(liquidity.min_liquidity_msat(), 400);
assert_eq!(liquidity.max_liquidity_msat(), 800);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&target, &source, 1_000);
+ .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
assert_eq!(liquidity.min_liquidity_msat(), 200);
assert_eq!(liquidity.max_liquidity_msat(), 600);
// Reset from source to target.
scorer.channel_liquidities.get_mut(&42).unwrap()
- .as_directed_mut(&source, &target, 1_000)
+ .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
.set_min_liquidity_msat(900);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000);
+ .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
assert_eq!(liquidity.min_liquidity_msat(), 900);
assert_eq!(liquidity.max_liquidity_msat(), 1_000);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&target, &source, 1_000);
+ .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
assert_eq!(liquidity.min_liquidity_msat(), 0);
assert_eq!(liquidity.max_liquidity_msat(), 100);
// Reset from target to source.
scorer.channel_liquidities.get_mut(&42).unwrap()
- .as_directed_mut(&target, &source, 1_000)
+ .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
.set_min_liquidity_msat(400);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000);
+ .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
assert_eq!(liquidity.min_liquidity_msat(), 0);
assert_eq!(liquidity.max_liquidity_msat(), 600);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&target, &source, 1_000);
+ .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
assert_eq!(liquidity.min_liquidity_msat(), 400);
assert_eq!(liquidity.max_liquidity_msat(), 1_000);
}
#[test]
fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
+ let last_updated = SinceEpoch::now();
let network_graph = network_graph();
let params = ProbabilisticScoringParameters::default();
let mut scorer = ProbabilisticScorer::new(params, &network_graph)
.with_channel(42,
ChannelLiquidity {
- min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400
+ min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
});
let source = source_node_id();
let target = target_node_id();
assert!(source > target);
// Check initial bounds.
+ let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000);
+ .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
assert_eq!(liquidity.min_liquidity_msat(), 400);
assert_eq!(liquidity.max_liquidity_msat(), 800);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&target, &source, 1_000);
+ .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
assert_eq!(liquidity.min_liquidity_msat(), 200);
assert_eq!(liquidity.max_liquidity_msat(), 600);
// Reset from source to target.
scorer.channel_liquidities.get_mut(&42).unwrap()
- .as_directed_mut(&source, &target, 1_000)
+ .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
.set_max_liquidity_msat(300);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000);
+ .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
assert_eq!(liquidity.min_liquidity_msat(), 0);
assert_eq!(liquidity.max_liquidity_msat(), 300);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&target, &source, 1_000);
+ .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
assert_eq!(liquidity.min_liquidity_msat(), 700);
assert_eq!(liquidity.max_liquidity_msat(), 1_000);
// Reset from target to source.
scorer.channel_liquidities.get_mut(&42).unwrap()
- .as_directed_mut(&target, &source, 1_000)
+ .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
.set_max_liquidity_msat(600);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000);
+ .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
assert_eq!(liquidity.min_liquidity_msat(), 400);
assert_eq!(liquidity.max_liquidity_msat(), 1_000);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&target, &source, 1_000);
+ .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
assert_eq!(liquidity.min_liquidity_msat(), 0);
assert_eq!(liquidity.max_liquidity_msat(), 600);
}
#[test]
fn constant_penalty_outside_liquidity_bounds() {
+ let last_updated = SinceEpoch::now();
let network_graph = network_graph();
let params = ProbabilisticScoringParameters {
liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
};
let scorer = ProbabilisticScorer::new(params, &network_graph)
.with_channel(42,
- ChannelLiquidity { min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40 });
+ ChannelLiquidity {
+ min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated
+ });
let source = source_node_id();
let target = target_node_id();
assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 300);
}
+
+ #[test]
+ fn decays_liquidity_bounds_over_time() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ liquidity_offset_half_life: Duration::from_secs(10),
+ };
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph);
+ let source = source_node_id();
+ let target = target_node_id();
+
+ assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 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);
+
+ assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 92);
+ assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_424);
+ assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000);
+
+ SinceEpoch::advance(Duration::from_secs(9));
+ assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 92);
+ assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_424);
+ assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000);
+
+ SinceEpoch::advance(Duration::from_secs(1));
+ assert_eq!(scorer.channel_penalty_msat(42, 64, 1_024, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 34);
+ assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 1_812);
+ assert_eq!(scorer.channel_penalty_msat(42, 960, 1_024, &source, &target), 2_000);
+
+ // Fully decay liquidity lower bound.
+ SinceEpoch::advance(Duration::from_secs(10 * 7));
+ assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1_024, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 1_023, 1_024, &source, &target), 2_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
+
+ // Fully decay liquidity upper bound.
+ SinceEpoch::advance(Duration::from_secs(10));
+ assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
+
+ SinceEpoch::advance(Duration::from_secs(10));
+ assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
+ }
+
+ #[test]
+ fn decays_liquidity_bounds_without_shift_overflow() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ liquidity_offset_half_life: Duration::from_secs(10),
+ };
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph);
+ let source = source_node_id();
+ let target = target_node_id();
+ assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 124);
+
+ scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::<Vec<_>>(), 42);
+ assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 281);
+
+ // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
+ // would cause an overflow.
+ SinceEpoch::advance(Duration::from_secs(10 * 64));
+ assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 124);
+
+ SinceEpoch::advance(Duration::from_secs(10));
+ assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 124);
+ }
+
+ #[test]
+ fn restricts_liquidity_bounds_after_decay() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ liquidity_offset_half_life: Duration::from_secs(10),
+ };
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph);
+ let source = source_node_id();
+ let target = target_node_id();
+
+ assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 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);
+ assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 281);
+
+ // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
+ SinceEpoch::advance(Duration::from_secs(10));
+ assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 293);
+
+ // 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<_>>());
+ assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 333);
+
+ // 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);
+ assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 247);
+
+ // Further decaying affects the lower bound more than the upper bound (128, 928).
+ SinceEpoch::advance(Duration::from_secs(10));
+ assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 280);
+ }
+
+ #[test]
+ fn restores_persisted_liquidity_bounds() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ liquidity_offset_half_life: Duration::from_secs(10),
+ };
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph);
+ let source = source_node_id();
+ let target = target_node_id();
+
+ scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
+
+ SinceEpoch::advance(Duration::from_secs(10));
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 475);
+
+ scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
+
+ let mut serialized_scorer = Vec::new();
+ scorer.write(&mut serialized_scorer).unwrap();
+
+ let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
+ let deserialized_scorer =
+ <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
+ assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
+ }
+
+ #[test]
+ fn decays_persisted_liquidity_bounds() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ liquidity_offset_half_life: Duration::from_secs(10),
+ };
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph);
+ let source = source_node_id();
+ let target = target_node_id();
+
+ scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
+
+ let mut serialized_scorer = Vec::new();
+ scorer.write(&mut serialized_scorer).unwrap();
+
+ SinceEpoch::advance(Duration::from_secs(10));
+
+ let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
+ let deserialized_scorer =
+ <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
+ assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 475);
+
+ scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
+
+ SinceEpoch::advance(Duration::from_secs(10));
+ assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 367);
+ }
}
projects / rust-lightning / commitdiff