From 957f93f4e5d8228f40a6727d506ce8b85bd7c408 Mon Sep 17 00:00:00 2001 From: Matt Corallo Date: Sat, 23 Nov 2024 20:57:17 +0000 Subject: [PATCH] Add `probing_diversity_penalty_msat` to the scorer parameters When doing background probing, its important to get a diverse view of the network graph to ensure you have as many options when pathfinding as possible. Sadly, the naive probing we currently recommend users do does not accomplish that - using the same success-optimized pathfinder when sending as when probing results in always testing the same (good) path over and over and over again. Instead, here, we add a `probing_diversity_penalty_msat` parameter to the scorer, allowing us to penalize channels for which we already have recent data. It applies a penalty which scales with the square of the inverse time since the channel was last updated, up to one day. --- lightning/src/routing/scoring.rs | 90 ++++++++++++++++++++++++++++++-- 1 file changed, 87 insertions(+), 3 deletions(-) diff --git a/lightning/src/routing/scoring.rs b/lightning/src/routing/scoring.rs index 1140bc837..996ed1648 100644 --- a/lightning/src/routing/scoring.rs +++ b/lightning/src/routing/scoring.rs @@ -475,6 +475,9 @@ where L::Target: Logger { network_graph: G, logger: L, channel_liquidities: HashMap, + /// The last time we were given via a [`ScoreUpdate`] method. This does not imply that we've + /// decayed every liquidity bound up to that time. + last_duration_since_epoch: Duration, } /// Parameters for configuring [`ProbabilisticScorer`]. @@ -637,6 +640,22 @@ pub struct ProbabilisticScoringFeeParameters { /// /// Default value: false pub linear_success_probability: bool, + + /// In order to ensure we have knowledge for as many paths as possible, when probing it makes + /// sense to bias away from channels for which we have very recent data. + /// + /// This value is a penalty that is applied based on the last time that we updated the bounds + /// on the available liquidity in a channel. The specified value is the maximum penalty that + /// will be applied. + /// + /// It obviously does not make sense to assign a non-0 value here unless you are using the + /// pathfinding result for background probing. + /// + /// Specifically, the following penalty is applied + /// `probing_diversity_penalty_msat * max(0, (86400 - current time + last update))^2 / 86400^2` is + /// + /// Default value: 0 + pub probing_diversity_penalty_msat: u64, } impl Default for ProbabilisticScoringFeeParameters { @@ -652,6 +671,7 @@ impl Default for ProbabilisticScoringFeeParameters { historical_liquidity_penalty_multiplier_msat: 10_000, historical_liquidity_penalty_amount_multiplier_msat: 64, linear_success_probability: false, + probing_diversity_penalty_msat: 0, } } } @@ -706,6 +726,7 @@ impl ProbabilisticScoringFeeParameters { anti_probing_penalty_msat: 0, considered_impossible_penalty_msat: 0, linear_success_probability: true, + probing_diversity_penalty_msat: 0, } } } @@ -850,6 +871,7 @@ impl>, L: Deref> ProbabilisticScorer whe network_graph, logger, channel_liquidities: new_hash_map(), + last_duration_since_epoch: Duration::from_secs(0), } } @@ -1172,7 +1194,7 @@ DirectedChannelLiquidity< L, HT, T> { /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in /// this direction. fn penalty_msat( - &self, amount_msat: u64, inflight_htlc_msat: u64, + &self, amount_msat: u64, inflight_htlc_msat: u64, last_duration_since_epoch: Duration, score_params: &ProbabilisticScoringFeeParameters, ) -> u64 { let total_inflight_amount_msat = amount_msat.saturating_add(inflight_htlc_msat); @@ -1247,6 +1269,13 @@ DirectedChannelLiquidity< L, HT, T> { } } + if score_params.probing_diversity_penalty_msat != 0 { + let time_since_update = last_duration_since_epoch.saturating_sub(*self.last_datapoint); + let mul = Duration::from_secs(60 * 60 * 24).saturating_sub(time_since_update).as_secs(); + let penalty = score_params.probing_diversity_penalty_msat.saturating_mul(mul * mul); + res = res.saturating_add(penalty / ((60 * 60 * 24) * (60 * 60 * 24))); + } + res } @@ -1398,11 +1427,12 @@ impl>, L: Deref> ScoreLookUp for Probabilistic } let capacity_msat = usage.effective_capacity.as_msat(); + let time = self.last_duration_since_epoch; self.channel_liquidities .get(scid) .unwrap_or(&ChannelLiquidity::new(Duration::ZERO)) .as_directed(&source, &target, capacity_msat) - .penalty_msat(usage.amount_msat, usage.inflight_htlc_msat, score_params) + .penalty_msat(usage.amount_msat, usage.inflight_htlc_msat, time, score_params) .saturating_add(anti_probing_penalty_msat) .saturating_add(base_penalty_msat) } @@ -1448,6 +1478,7 @@ impl>, L: Deref> ScoreUpdate for Probabilistic } if at_failed_channel { break; } } + self.last_duration_since_epoch = duration_since_epoch; } fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) { @@ -1475,6 +1506,7 @@ impl>, L: Deref> ScoreUpdate for Probabilistic hop.short_channel_id); } } + self.last_duration_since_epoch = duration_since_epoch; } fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) { @@ -1506,6 +1538,7 @@ impl>, L: Deref> ScoreUpdate for Probabilistic liquidity.min_liquidity_offset_msat != 0 || liquidity.max_liquidity_offset_msat != 0 || liquidity.liquidity_history.has_datapoints() }); + self.last_duration_since_epoch = duration_since_epoch; } } @@ -1939,15 +1972,20 @@ ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScore r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L) ) -> Result { let (decay_params, network_graph, logger) = args; - let mut channel_liquidities = new_hash_map(); + let mut channel_liquidities: HashMap = new_hash_map(); read_tlv_fields!(r, { (0, channel_liquidities, required), }); + let mut last_duration_since_epoch = Duration::from_secs(0); + for (_, liq) in channel_liquidities.iter() { + last_duration_since_epoch = cmp::max(last_duration_since_epoch, liq.last_updated); + } Ok(Self { decay_params, network_graph, logger, channel_liquidities, + last_duration_since_epoch, }) } } @@ -3542,6 +3580,52 @@ mod tests { assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms), Some(0.0)); } + + #[test] + fn probes_for_diversity() { + // Tests the probing_diversity_penalty_msat is applied + let logger = TestLogger::new(); + let network_graph = network_graph(&logger); + let params = ProbabilisticScoringFeeParameters { + probing_diversity_penalty_msat: 1_000_000, + ..ProbabilisticScoringFeeParameters::zero_penalty() + }; + let decay_params = ProbabilisticScoringDecayParameters { + liquidity_offset_half_life: Duration::from_secs(10), + ..ProbabilisticScoringDecayParameters::zero_penalty() + }; + let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger); + let source = source_node_id(); + + let usage = ChannelUsage { + amount_msat: 512, + inflight_htlc_msat: 0, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 }, + }; + let channel = network_graph.read_only().channel(42).unwrap().to_owned(); + let (info, _) = channel.as_directed_from(&source).unwrap(); + let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate { + info, + short_channel_id: 42, + }); + + // Apply some update to set the last-update time to now + scorer.payment_path_failed(&payment_path_for_amount(1000), 42, Duration::ZERO); + + // If no time has passed, we get the full probing_diversity_penalty_msat + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_000_000); + + // As time passes the penalty decreases. + scorer.time_passed(Duration::from_secs(1)); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 999_976); + + scorer.time_passed(Duration::from_secs(2)); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 999_953); + + // Once we've gotten halfway through the day our penalty is 1/4 the configured value. + scorer.time_passed(Duration::from_secs(86400/2)); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 250_000); + } } #[cfg(ldk_bench)] -- 2.39.5