From: Jeffrey Czyz Date: Wed, 5 Jan 2022 00:15:59 +0000 (-0600) Subject: Decay channel liquidity balance offsets X-Git-Url: http://git.bitcoin.ninja/?a=commitdiff_plain;h=273fa79a4566ff617b714ebc1993c4933ef38393;p=rust-lightning Decay channel liquidity balance offsets ProbabilisticScorer uses successful and unsuccessful payments to gain more certainty of a channel's liquidity balance. Decay this knowledge over time to indicate decreasing certainty about the liquidity balance. --- diff --git a/lightning/src/routing/scoring.rs b/lightning/src/routing/scoring.rs index 8e9a002dd..2d534fa31 100644 --- a/lightning/src/routing/scoring.rs +++ b/lightning/src/routing/scoring.rs @@ -190,16 +190,6 @@ impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> { } } -/// [`Score`] implementation that provides reasonable default behavior. -/// -/// 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::; /// [`Score`] implementation that provides reasonable default behavior. /// /// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with @@ -208,8 +198,12 @@ pub type Scorer = ScorerUsingTime::; /// See [module-level documentation] for usage and [`ScoringParameters`] for customization. /// /// [module-level documentation]: crate::routing::scoring +pub type Scorer = ScorerUsingTime::; + +#[cfg(not(feature = "no-std"))] +type ConfiguredTime = std::time::Instant; #[cfg(feature = "no-std")] -pub type Scorer = ScorerUsingTime::; +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 @@ -270,6 +264,8 @@ pub struct ScoringParameters { /// /// 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 @@ -462,13 +458,29 @@ impl Readable for ChannelFailure { /// Then the negative log 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. +/// /// [1]: https://arxiv.org/abs/2107.05322 -pub struct ProbabilisticScorer> { +pub type ProbabilisticScorer = ProbabilisticScorerUsingTime::; + +/// Probabilistic [`Score`] implementation. +/// +/// See [`ProbabilisticScorer`] 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 [`ProbabilisticScorer`] type alias. +pub struct ProbabilisticScorerUsingTime, T: Time> { params: ProbabilisticScoringParameters, node_id: NodeId, network_graph: G, // TODO: Remove entries of closed channels. - channel_liquidities: HashMap, + channel_liquidities: HashMap>, } /// Parameters for configuring [`ProbabilisticScorer`]. @@ -477,14 +489,33 @@ pub struct ProbabilisticScoringParameters { /// a payment. /// /// The success probability is determined by the effective channel capacity, the payment amount, - /// and knowledge learned from prior successful and unsuccessful payments. + /// and knowledge learned from prior successful and unsuccessful payments. The knowledge learned + /// is reduced over time based on [`liquidity_offset_half_life`]. /// /// Default value: 1,000 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 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. @@ -492,19 +523,24 @@ impl_writeable_tlv_based!(ProbabilisticScoringParameters, { /// 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 { min_liquidity_offset_msat: u64, max_liquidity_offset_msat: u64, + last_updated: T, } -/// A view of [`ChannelLiquidity`] in one direction assuming a certain channel capacity. -struct DirectedChannelLiquidity> { +/// A view of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and decayed +/// with a given half life. +struct DirectedChannelLiquidity, T: Time, U: Deref> { min_liquidity_offset_msat: L, max_liquidity_offset_msat: L, capacity_msat: u64, + last_updated: U, + now: T, + half_life: Duration, } -impl> ProbabilisticScorer { +impl, T: Time> ProbabilisticScorerUsingTime { /// Creates a new scorer using the given scoring parameters for sending payments from a node /// through a network graph. pub fn new( @@ -519,7 +555,7 @@ impl> ProbabilisticScorer { } #[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) -> Self { assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none()); self } @@ -529,24 +565,26 @@ impl Default for ProbabilisticScoringParameters { fn default() -> Self { Self { liquidity_penalty_multiplier_msat: 1000, + liquidity_offset_half_life: Duration::from_secs(3600), } } } -impl ChannelLiquidity { +impl ChannelLiquidity { #[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 { @@ -557,14 +595,17 @@ impl ChannelLiquidity { 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 { @@ -575,11 +616,14 @@ impl ChannelLiquidity { min_liquidity_offset_msat, max_liquidity_offset_msat, capacity_msat, + last_updated: &mut self.last_updated, + now: T::now(), + half_life, } } } -impl> DirectedChannelLiquidity { +impl, T: Time, U: Deref> DirectedChannelLiquidity { /// 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 { @@ -598,16 +642,25 @@ impl> DirectedChannelLiquidity { /// 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> DirectedChannelLiquidity { +impl, T: Time, U: DerefMut> DirectedChannelLiquidity { /// 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() { @@ -630,24 +683,28 @@ impl> DirectedChannelLiquidity { /// Adjusts the lower bound of the channel liquidity balance in this direction. fn set_min_liquidity_msat(&mut self, amount_msat: u64) { + *self.last_updated = self.now; *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) + }; } /// Adjusts the upper bound of the channel liquidity balance in this direction. fn set_max_liquidity_msat(&mut self, amount_msat: u64) { + *self.last_updated = self.now; *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) } } } -impl> Score for ProbabilisticScorer { +impl, T: Time> Score for ProbabilisticScorerUsingTime { fn channel_penalty_msat( &self, short_channel_id: u64, amount_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId @@ -657,10 +714,11 @@ impl> Score for ProbabilisticScorer { } 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); if success_probability == 0.0 { u64::max_value() @@ -673,6 +731,7 @@ impl> Score for ProbabilisticScorer { 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(); let hop_sources = core::iter::once(self.node_id) .chain(path.iter().map(|hop| NodeId::from_pubkey(&hop.pubkey))); @@ -692,7 +751,7 @@ impl> Score for ProbabilisticScorer { 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; } @@ -700,13 +759,14 @@ impl> Score for ProbabilisticScorer { 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(); let hop_sources = core::iter::once(self.node_id) .chain(path.iter().map(|hop| NodeId::from_pubkey(&hop.pubkey))); @@ -725,13 +785,13 @@ impl> Score for ProbabilisticScorer { 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> Writeable for ProbabilisticScorer { +impl, T: Time> Writeable for ProbabilisticScorerUsingTime { #[inline] fn write(&self, w: &mut W) -> Result<(), io::Error> { self.params.write(w)?; @@ -741,7 +801,7 @@ impl> Writeable for ProbabilisticScorer { } } -impl> ReadableArgs<(&PublicKey, G)> for ProbabilisticScorer { +impl, T: Time> ReadableArgs<(&PublicKey, G)> for ProbabilisticScorerUsingTime { #[inline] fn read(r: &mut R, args: (&PublicKey, G)) -> Result { let (node_pubkey, network_graph) = args; @@ -756,29 +816,34 @@ impl> ReadableArgs<(&PublicKey, G)> for Probabil } } -impl Writeable for ChannelLiquidity { +impl Writeable for ChannelLiquidity { #[inline] fn write(&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 Readable for ChannelLiquidity { #[inline] fn read(r: &mut R) -> Result { 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), }) } } @@ -787,13 +852,16 @@ pub(crate) mod time { use core::ops::Sub; use core::time::Duration; /// A measurement of time. - pub trait Time: Sub where Self: Sized { + pub trait Time: Copy + Sub 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. @@ -801,7 +869,7 @@ pub(crate) mod time { } /// 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"))] @@ -810,6 +878,10 @@ pub(crate) mod time { 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() @@ -825,6 +897,10 @@ pub(crate) mod time { Self } + fn duration_since(&self, _earlier: Self) -> Duration { + Duration::from_secs(0) + } + fn duration_since_epoch() -> Duration { Duration::from_secs(0) } @@ -847,7 +923,7 @@ pub(crate) use self::time::Time; #[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}; @@ -870,7 +946,7 @@ mod tests { // `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 { @@ -888,6 +964,10 @@ mod tests { 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()) } @@ -1195,6 +1275,9 @@ mod tests { // `ProbabilisticScorer` tests + /// A probabilistic scorer for testing with time that can be manually advanced. + type ProbabilisticScorer = ProbabilisticScorerUsingTime::; + fn sender_privkey() -> SecretKey { SecretKey::from_slice(&[41; 32]).unwrap() } @@ -1320,154 +1403,188 @@ mod tests { #[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, &sender_pubkey(), &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, &sender_pubkey(), &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, &sender_pubkey(), &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); } @@ -1496,11 +1613,14 @@ mod tests { #[test] fn constant_penalty_outside_liquidity_bounds() { + let last_updated = SinceEpoch::now(); let network_graph = network_graph(); let params = ProbabilisticScoringParameters::default(); let scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &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(); @@ -1590,4 +1710,8 @@ mod tests { 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); } + + // TODO: Add test coverage for offset decay + + // TODO: Add test coverage for serialization }