_ Git - rust-lightning/blob - lightning/src/routing/scoring.rs

   1 // This file is Copyright its original authors, visible in version control
   2 // history.
   3 //
   4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
   5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
   6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
   7 // You may not use this file except in accordance with one or both of these
   8 // licenses.
   9
  10 //! Utilities for scoring payment channels.
  11 //!
  12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
  13 //! finding when a custom [`Score`] implementation is not needed.
  14 //!
  15 //! # Example
  16 //!
  17 //! ```
  18 //! # extern crate secp256k1;
  19 //! #
  20 //! # use lightning::routing::network_graph::NetworkGraph;
  21 //! # use lightning::routing::router::{RouteParameters, find_route};
  22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringParameters, Scorer, ScoringParameters};
  23 //! # use lightning::util::logger::{Logger, Record};
  24 //! # use secp256k1::key::PublicKey;
  25 //! #
  26 //! # struct FakeLogger {};
  27 //! # impl Logger for FakeLogger {
  28 //! #     fn log(&self, record: &Record) { unimplemented!() }
  29 //! # }
  30 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph) {
  31 //! # let logger = FakeLogger {};
  32 //! #
  33 //! // Use the default channel penalties.
  34 //! let params = ProbabilisticScoringParameters::default();
  35 //! let scorer = ProbabilisticScorer::new(params, &payer, &network_graph);
  36 //!
  37 //! // Or use custom channel penalties.
  38 //! let params = ProbabilisticScoringParameters {
  39 //!     liquidity_penalty_multiplier_msat: 2 * 1000,
  40 //!     ..ProbabilisticScoringParameters::default()
  41 //! };
  42 //! let scorer = ProbabilisticScorer::new(params, &payer, &network_graph);
  43 //!
  44 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer);
  45 //! # }
  46 //! ```
  47 //!
  48 //! # Note
  49 //!
  50 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
  51 //! different types and thus is undefined.
  52 //!
  53 //! [`find_route`]: crate::routing::router::find_route
  54
  55 use bitcoin::secp256k1::key::PublicKey;
  56
  57 use ln::msgs::DecodeError;
  58 use routing::network_graph::{EffectiveCapacity, NetworkGraph, NodeId};
  59 use routing::router::RouteHop;
  60 use util::ser::{Readable, ReadableArgs, Writeable, Writer};
  61
  62 use prelude::*;
  63 use core::cell::{RefCell, RefMut};
  64 use core::ops::{Deref, DerefMut};
  65 use core::time::Duration;
  66 use io::{self, Read};
  67 use sync::{Mutex, MutexGuard};
  68
  69 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
  70 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
  71 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
  72 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
  73 ///
  74 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
  75 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
  76 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
  77 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
  78 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
  79 /// do here by defining `Score` differently for `cfg(c_bindings)`.
  80 macro_rules! define_score { ($($supertrait: path)*) => {
  81 /// An interface used to score payment channels for path finding.
  82 ///
  83 ///     Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
  84 pub trait Score $(: $supertrait)* {
  85         /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
  86         /// given channel in the direction from `source` to `target`.
  87         ///
  88         /// The channel's capacity (less any other MPP parts that are also being considered for use in
  89         /// the same payment) is given by `capacity_msat`. It may be determined from various sources
  90         /// such as a chain data, network gossip, or invoice hints, the latter indicating sufficient
  91         /// capacity (i.e., near [`u64::max_value`]). Thus, implementations should be overflow-safe.
  92         fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64;
  93
  94         /// Handles updating channel penalties after failing to route through a channel.
  95         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64);
  96
  97         /// Handles updating channel penalties after successfully routing along a path.
  98         fn payment_path_successful(&mut self, path: &[&RouteHop]);
  99 }
 100
 101 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
 102         fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64 {
 103                 self.deref().channel_penalty_msat(short_channel_id, send_amt_msat, capacity_msat, source, target)
 104         }
 105
 106         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
 107                 self.deref_mut().payment_path_failed(path, short_channel_id)
 108         }
 109
 110         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
 111                 self.deref_mut().payment_path_successful(path)
 112         }
 113 }
 114 } }
 115
 116 #[cfg(c_bindings)]
 117 define_score!(Writeable);
 118 #[cfg(not(c_bindings))]
 119 define_score!();
 120
 121 /// A scorer that is accessed under a lock.
 122 ///
 123 /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
 124 /// having shared ownership of a scorer but without requiring internal locking in [`Score`]
 125 /// implementations. Internal locking would be detrimental to route finding performance and could
 126 /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
 127 ///
 128 /// [`find_route`]: crate::routing::router::find_route
 129 pub trait LockableScore<'a> {
 130         /// The locked [`Score`] type.
 131         type Locked: 'a + Score;
 132
 133         /// Returns the locked scorer.
 134         fn lock(&'a self) -> Self::Locked;
 135 }
 136
 137 /// (C-not exported)
 138 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
 139         type Locked = MutexGuard<'a, T>;
 140
 141         fn lock(&'a self) -> MutexGuard<'a, T> {
 142                 Mutex::lock(self).unwrap()
 143         }
 144 }
 145
 146 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
 147         type Locked = RefMut<'a, T>;
 148
 149         fn lock(&'a self) -> RefMut<'a, T> {
 150                 self.borrow_mut()
 151         }
 152 }
 153
 154 #[cfg(c_bindings)]
 155 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
 156 pub struct MultiThreadedLockableScore<S: Score> {
 157         score: Mutex<S>,
 158 }
 159 #[cfg(c_bindings)]
 160 /// (C-not exported)
 161 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
 162         type Locked = MutexGuard<'a, T>;
 163
 164         fn lock(&'a self) -> MutexGuard<'a, T> {
 165                 Mutex::lock(&self.score).unwrap()
 166         }
 167 }
 168
 169 #[cfg(c_bindings)]
 170 impl<T: Score> MultiThreadedLockableScore<T> {
 171         /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
 172         pub fn new(score: T) -> Self {
 173                 MultiThreadedLockableScore { score: Mutex::new(score) }
 174         }
 175 }
 176
 177 #[cfg(c_bindings)]
 178 /// (C-not exported)
 179 impl<'a, T: Writeable> Writeable for RefMut<'a, T> {
 180         fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
 181                 T::write(&**self, writer)
 182         }
 183 }
 184
 185 #[cfg(c_bindings)]
 186 /// (C-not exported)
 187 impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
 188         fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
 189                 S::write(&**self, writer)
 190         }
 191 }
 192
 193 /// [`Score`] implementation that provides reasonable default behavior.
 194 ///
 195 /// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
 196 /// slightly higher fees are available. Will further penalize channels that fail to relay payments.
 197 ///
 198 /// See [module-level documentation] for usage and [`ScoringParameters`] for customization.
 199 ///
 200 /// [module-level documentation]: crate::routing::scoring
 201 pub type Scorer = ScorerUsingTime::<ConfiguredTime>;
 202
 203 #[cfg(not(feature = "no-std"))]
 204 type ConfiguredTime = std::time::Instant;
 205 #[cfg(feature = "no-std")]
 206 type ConfiguredTime = time::Eternity;
 207
 208 // Note that ideally we'd hide ScorerUsingTime from public view by sealing it as well, but rustdoc
 209 // doesn't handle this well - instead exposing a `Scorer` which has no trait implementation(s) or
 210 // methods at all.
 211
 212 /// [`Score`] implementation.
 213 ///
 214 /// # Note
 215 ///
 216 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
 217 /// behavior.
 218 ///
 219 /// (C-not exported) generally all users should use the [`Scorer`] type alias.
 220 #[doc(hidden)]
 221 pub struct ScorerUsingTime<T: Time> {
 222         params: ScoringParameters,
 223         // TODO: Remove entries of closed channels.
 224         channel_failures: HashMap<u64, ChannelFailure<T>>,
 225 }
 226
 227 /// Parameters for configuring [`Scorer`].
 228 pub struct ScoringParameters {
 229         /// A fixed penalty in msats to apply to each channel.
 230         ///
 231         /// Default value: 500 msat
 232         pub base_penalty_msat: u64,
 233
 234         /// A penalty in msats to apply to a channel upon failing to relay a payment.
 235         ///
 236         /// This accumulates for each failure but may be reduced over time based on
 237         /// [`failure_penalty_half_life`] or when successfully routing through a channel.
 238         ///
 239         /// Default value: 1,024,000 msat
 240         ///
 241         /// [`failure_penalty_half_life`]: Self::failure_penalty_half_life
 242         pub failure_penalty_msat: u64,
 243
 244         /// When the amount being sent over a channel is this many 1024ths of the total channel
 245         /// capacity, we begin applying [`overuse_penalty_msat_per_1024th`].
 246         ///
 247         /// Default value: 128 1024ths (i.e. begin penalizing when an HTLC uses 1/8th of a channel)
 248         ///
 249         /// [`overuse_penalty_msat_per_1024th`]: Self::overuse_penalty_msat_per_1024th
 250         pub overuse_penalty_start_1024th: u16,
 251
 252         /// A penalty applied, per whole 1024ths of the channel capacity which the amount being sent
 253         /// over the channel exceeds [`overuse_penalty_start_1024th`] by.
 254         ///
 255         /// Default value: 20 msat (i.e. 2560 msat penalty to use 1/4th of a channel, 7680 msat penalty
 256         ///                to use half a channel, and 12,560 msat penalty to use 3/4ths of a channel)
 257         ///
 258         /// [`overuse_penalty_start_1024th`]: Self::overuse_penalty_start_1024th
 259         pub overuse_penalty_msat_per_1024th: u64,
 260
 261         /// The time required to elapse before any accumulated [`failure_penalty_msat`] penalties are
 262         /// cut in half.
 263         ///
 264         /// Successfully routing through a channel will immediately cut the penalty in half as well.
 265         ///
 266         /// Default value: 1 hour
 267         ///
 268         /// # Note
 269         ///
 270         /// When built with the `no-std` feature, time will never elapse. Therefore, this penalty will
 271         /// never decay.
 272         ///
 273         /// [`failure_penalty_msat`]: Self::failure_penalty_msat
 274         pub failure_penalty_half_life: Duration,
 275 }
 276
 277 impl_writeable_tlv_based!(ScoringParameters, {
 278         (0, base_penalty_msat, required),
 279         (1, overuse_penalty_start_1024th, (default_value, 128)),
 280         (2, failure_penalty_msat, required),
 281         (3, overuse_penalty_msat_per_1024th, (default_value, 20)),
 282         (4, failure_penalty_half_life, required),
 283 });
 284
 285 /// Accounting for penalties against a channel for failing to relay any payments.
 286 ///
 287 /// Penalties decay over time, though accumulate as more failures occur.
 288 struct ChannelFailure<T: Time> {
 289         /// Accumulated penalty in msats for the channel as of `last_updated`.
 290         undecayed_penalty_msat: u64,
 291
 292         /// Last time the channel either failed to route or successfully routed a payment. Used to decay
 293         /// `undecayed_penalty_msat`.
 294         last_updated: T,
 295 }
 296
 297 impl<T: Time> ScorerUsingTime<T> {
 298         /// Creates a new scorer using the given scoring parameters.
 299         pub fn new(params: ScoringParameters) -> Self {
 300                 Self {
 301                         params,
 302                         channel_failures: HashMap::new(),
 303                 }
 304         }
 305
 306         /// Creates a new scorer using `penalty_msat` as a fixed channel penalty.
 307         #[cfg(any(test, feature = "fuzztarget", feature = "_test_utils"))]
 308         pub fn with_fixed_penalty(penalty_msat: u64) -> Self {
 309                 Self::new(ScoringParameters {
 310                         base_penalty_msat: penalty_msat,
 311                         failure_penalty_msat: 0,
 312                         failure_penalty_half_life: Duration::from_secs(0),
 313                         overuse_penalty_start_1024th: 1024,
 314                         overuse_penalty_msat_per_1024th: 0,
 315                 })
 316         }
 317 }
 318
 319 impl<T: Time> ChannelFailure<T> {
 320         fn new(failure_penalty_msat: u64) -> Self {
 321                 Self {
 322                         undecayed_penalty_msat: failure_penalty_msat,
 323                         last_updated: T::now(),
 324                 }
 325         }
 326
 327         fn add_penalty(&mut self, failure_penalty_msat: u64, half_life: Duration) {
 328                 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) + failure_penalty_msat;
 329                 self.last_updated = T::now();
 330         }
 331
 332         fn reduce_penalty(&mut self, half_life: Duration) {
 333                 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) >> 1;
 334                 self.last_updated = T::now();
 335         }
 336
 337         fn decayed_penalty_msat(&self, half_life: Duration) -> u64 {
 338                 self.last_updated.elapsed().as_secs()
 339                         .checked_div(half_life.as_secs())
 340                         .and_then(|decays| self.undecayed_penalty_msat.checked_shr(decays as u32))
 341                         .unwrap_or(0)
 342         }
 343 }
 344
 345 impl<T: Time> Default for ScorerUsingTime<T> {
 346         fn default() -> Self {
 347                 Self::new(ScoringParameters::default())
 348         }
 349 }
 350
 351 impl Default for ScoringParameters {
 352         fn default() -> Self {
 353                 Self {
 354                         base_penalty_msat: 500,
 355                         failure_penalty_msat: 1024 * 1000,
 356                         failure_penalty_half_life: Duration::from_secs(3600),
 357                         overuse_penalty_start_1024th: 1024 / 8,
 358                         overuse_penalty_msat_per_1024th: 20,
 359                 }
 360         }
 361 }
 362
 363 impl<T: Time> Score for ScorerUsingTime<T> {
 364         fn channel_penalty_msat(
 365                 &self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, _source: &NodeId, _target: &NodeId
 366         ) -> u64 {
 367                 let failure_penalty_msat = self.channel_failures
 368                         .get(&short_channel_id)
 369                         .map_or(0, |value| value.decayed_penalty_msat(self.params.failure_penalty_half_life));
 370
 371                 let mut penalty_msat = self.params.base_penalty_msat + failure_penalty_msat;
 372                 let send_1024ths = send_amt_msat.checked_mul(1024).unwrap_or(u64::max_value()) / capacity_msat;
 373                 if send_1024ths > self.params.overuse_penalty_start_1024th as u64 {
 374                         penalty_msat = penalty_msat.checked_add(
 375                                         (send_1024ths - self.params.overuse_penalty_start_1024th as u64)
 376                                         .checked_mul(self.params.overuse_penalty_msat_per_1024th).unwrap_or(u64::max_value()))
 377                                 .unwrap_or(u64::max_value());
 378                 }
 379
 380                 penalty_msat
 381         }
 382
 383         fn payment_path_failed(&mut self, _path: &[&RouteHop], short_channel_id: u64) {
 384                 let failure_penalty_msat = self.params.failure_penalty_msat;
 385                 let half_life = self.params.failure_penalty_half_life;
 386                 self.channel_failures
 387                         .entry(short_channel_id)
 388                         .and_modify(|failure| failure.add_penalty(failure_penalty_msat, half_life))
 389                         .or_insert_with(|| ChannelFailure::new(failure_penalty_msat));
 390         }
 391
 392         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
 393                 let half_life = self.params.failure_penalty_half_life;
 394                 for hop in path.iter() {
 395                         self.channel_failures
 396                                 .entry(hop.short_channel_id)
 397                                 .and_modify(|failure| failure.reduce_penalty(half_life));
 398                 }
 399         }
 400 }
 401
 402 impl<T: Time> Writeable for ScorerUsingTime<T> {
 403         #[inline]
 404         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 405                 self.params.write(w)?;
 406                 self.channel_failures.write(w)?;
 407                 write_tlv_fields!(w, {});
 408                 Ok(())
 409         }
 410 }
 411
 412 impl<T: Time> Readable for ScorerUsingTime<T> {
 413         #[inline]
 414         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
 415                 let res = Ok(Self {
 416                         params: Readable::read(r)?,
 417                         channel_failures: Readable::read(r)?,
 418                 });
 419                 read_tlv_fields!(r, {});
 420                 res
 421         }
 422 }
 423
 424 impl<T: Time> Writeable for ChannelFailure<T> {
 425         #[inline]
 426         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 427                 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
 428                 write_tlv_fields!(w, {
 429                         (0, self.undecayed_penalty_msat, required),
 430                         (2, duration_since_epoch, required),
 431                 });
 432                 Ok(())
 433         }
 434 }
 435
 436 impl<T: Time> Readable for ChannelFailure<T> {
 437         #[inline]
 438         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
 439                 let mut undecayed_penalty_msat = 0;
 440                 let mut duration_since_epoch = Duration::from_secs(0);
 441                 read_tlv_fields!(r, {
 442                         (0, undecayed_penalty_msat, required),
 443                         (2, duration_since_epoch, required),
 444                 });
 445                 Ok(Self {
 446                         undecayed_penalty_msat,
 447                         last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
 448                 })
 449         }
 450 }
 451
 452 /// [`Score`] implementation using channel success probability distributions.
 453 ///
 454 /// Based on *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
 455 /// and Stefan Richter [[1]]. Given the uncertainty of channel liquidity balances, probability
 456 /// distributions are defined based on knowledge learned from successful and unsuccessful attempts.
 457 /// Then the negative log of the success probability is used to determine the cost of routing a
 458 /// specific HTLC amount through a channel.
 459 ///
 460 /// Knowledge about channel liquidity balances takes the form of upper and lower bounds on the
 461 /// possible liquidity. Certainty of the bounds is decreased over time using a decay function. See
 462 /// [`ProbabilisticScoringParameters`] for details.
 463 ///
 464 /// [1]: https://arxiv.org/abs/2107.05322
 465 pub type ProbabilisticScorer<G> = ProbabilisticScorerUsingTime::<G, ConfiguredTime>;
 466
 467 /// Probabilistic [`Score`] implementation.
 468 ///
 469 /// # Note
 470 ///
 471 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
 472 /// behavior.
 473 ///
 474 /// (C-not exported) generally all users should use the [`ProbabilisticScorer`] type alias.
 475 #[doc(hidden)]
 476 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph>, T: Time> {
 477         params: ProbabilisticScoringParameters,
 478         node_id: NodeId,
 479         network_graph: G,
 480         // TODO: Remove entries of closed channels.
 481         channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
 482 }
 483
 484 /// Parameters for configuring [`ProbabilisticScorer`].
 485 pub struct ProbabilisticScoringParameters {
 486         /// A penalty applied after multiplying by the negative log of channel's success probability for
 487         /// a payment.
 488         ///
 489         /// The success probability is determined by the effective channel capacity, the payment amount,
 490         /// and knowledge learned from prior successful and unsuccessful payments. The knowledge learned
 491         /// is reduced over time based on [`liquidity_offset_half_life`].
 492         ///
 493         /// Default value: 1,000 msat
 494         ///
 495         /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life
 496         pub liquidity_penalty_multiplier_msat: u64,
 497
 498         /// The time required to elapse before any knowledge learned about channel liquidity balances is
 499         /// cut in half.
 500         ///
 501         /// The bounds are defined in terms offsets and are initially zero. Increasing the offsets gives
 502         /// tighter bounds on the channel liquidity balance. Thus, halving the offsets decreases the
 503         /// certainty of the channel liquidity balance.
 504         ///
 505         /// Default value: 1 hour
 506         ///
 507         /// # Note
 508         ///
 509         /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
 510         /// liquidity knowledge will never decay except when the bounds cross.
 511         pub liquidity_offset_half_life: Duration,
 512 }
 513
 514 impl_writeable_tlv_based!(ProbabilisticScoringParameters, {
 515         (0, liquidity_penalty_multiplier_msat, required),
 516         (2, liquidity_offset_half_life, required),
 517 });
 518
 519 /// Accounting for channel liquidity balance uncertainty.
 520 ///
 521 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
 522 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
 523 /// offset fields gives the opposite direction.
 524 struct ChannelLiquidity<T: Time> {
 525         min_liquidity_offset_msat: u64,
 526         max_liquidity_offset_msat: u64,
 527         last_updated: T,
 528 }
 529
 530 /// A view of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and decayed
 531 /// with a given half life.
 532 struct DirectedChannelLiquidity<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> {
 533         min_liquidity_offset_msat: L,
 534         max_liquidity_offset_msat: L,
 535         capacity_msat: u64,
 536         last_updated: U,
 537         now: T,
 538         half_life: Duration,
 539 }
 540
 541 impl<G: Deref<Target = NetworkGraph>, T: Time> ProbabilisticScorerUsingTime<G, T> {
 542         /// Creates a new scorer using the given scoring parameters for sending payments from a node
 543         /// through a network graph.
 544         pub fn new(
 545                 params: ProbabilisticScoringParameters, node_pubkey: &PublicKey, network_graph: G
 546         ) -> Self {
 547                 Self {
 548                         params,
 549                         node_id: NodeId::from_pubkey(node_pubkey),
 550                         network_graph,
 551                         channel_liquidities: HashMap::new(),
 552                 }
 553         }
 554
 555         #[cfg(test)]
 556         fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
 557                 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
 558                 self
 559         }
 560 }
 561
 562 impl Default for ProbabilisticScoringParameters {
 563         fn default() -> Self {
 564                 Self {
 565                         liquidity_penalty_multiplier_msat: 1000,
 566                         liquidity_offset_half_life: Duration::from_secs(3600),
 567                 }
 568         }
 569 }
 570
 571 impl<T: Time> ChannelLiquidity<T> {
 572         #[inline]
 573         fn new() -> Self {
 574                 Self {
 575                         min_liquidity_offset_msat: 0,
 576                         max_liquidity_offset_msat: 0,
 577                         last_updated: T::now(),
 578                 }
 579         }
 580
 581         /// Returns a view of the channel liquidity directed from `source` to `target` assuming
 582         /// `capacity_msat`.
 583         fn as_directed(
 584                 &self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
 585         ) -> DirectedChannelLiquidity<&u64, T, &T> {
 586                 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
 587                         (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat)
 588                 } else {
 589                         (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat)
 590                 };
 591
 592                 DirectedChannelLiquidity {
 593                         min_liquidity_offset_msat,
 594                         max_liquidity_offset_msat,
 595                         capacity_msat,
 596                         last_updated: &self.last_updated,
 597                         now: T::now(),
 598                         half_life,
 599                 }
 600         }
 601
 602         /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
 603         /// `capacity_msat`.
 604         fn as_directed_mut(
 605                 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
 606         ) -> DirectedChannelLiquidity<&mut u64, T, &mut T> {
 607                 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
 608                         (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat)
 609                 } else {
 610                         (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat)
 611                 };
 612
 613                 DirectedChannelLiquidity {
 614                         min_liquidity_offset_msat,
 615                         max_liquidity_offset_msat,
 616                         capacity_msat,
 617                         last_updated: &mut self.last_updated,
 618                         now: T::now(),
 619                         half_life,
 620                 }
 621         }
 622 }
 623
 624 impl<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity<L, T, U> {
 625         /// Returns the success probability of routing the given HTLC `amount_msat` through the channel
 626         /// in this direction.
 627         fn success_probability(&self, amount_msat: u64) -> f64 {
 628                 let max_liquidity_msat = self.max_liquidity_msat();
 629                 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
 630                 if amount_msat > max_liquidity_msat {
 631                         0.0
 632                 } else if amount_msat <= min_liquidity_msat {
 633                         1.0
 634                 } else {
 635                         let numerator = max_liquidity_msat + 1 - amount_msat;
 636                         let denominator = max_liquidity_msat + 1 - min_liquidity_msat;
 637                         numerator as f64 / denominator as f64
 638                 }
 639         }
 640
 641         /// Returns the lower bound of the channel liquidity balance in this direction.
 642         fn min_liquidity_msat(&self) -> u64 {
 643                 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
 644         }
 645
 646         /// Returns the upper bound of the channel liquidity balance in this direction.
 647         fn max_liquidity_msat(&self) -> u64 {
 648                 self.capacity_msat
 649                         .checked_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
 650                         .unwrap_or(0)
 651         }
 652
 653         fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
 654                 self.now.duration_since(*self.last_updated).as_secs()
 655                         .checked_div(self.half_life.as_secs())
 656                         .and_then(|decays| offset_msat.checked_shr(decays as u32))
 657                         .unwrap_or(0)
 658         }
 659 }
 660
 661 impl<L: DerefMut<Target = u64>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, T, U> {
 662         /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
 663         fn failed_at_channel(&mut self, amount_msat: u64) {
 664                 if amount_msat < self.max_liquidity_msat() {
 665                         self.set_max_liquidity_msat(amount_msat);
 666                 }
 667         }
 668
 669         /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
 670         fn failed_downstream(&mut self, amount_msat: u64) {
 671                 if amount_msat > self.min_liquidity_msat() {
 672                         self.set_min_liquidity_msat(amount_msat);
 673                 }
 674         }
 675
 676         /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
 677         fn successful(&mut self, amount_msat: u64) {
 678                 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
 679                 self.set_max_liquidity_msat(max_liquidity_msat);
 680         }
 681
 682         /// Adjusts the lower bound of the channel liquidity balance in this direction.
 683         fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
 684                 *self.min_liquidity_offset_msat = amount_msat;
 685                 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
 686                         0
 687                 } else {
 688                         self.decayed_offset_msat(*self.max_liquidity_offset_msat)
 689                 };
 690                 *self.last_updated = self.now;
 691         }
 692
 693         /// Adjusts the upper bound of the channel liquidity balance in this direction.
 694         fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
 695                 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
 696                 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
 697                         0
 698                 } else {
 699                         self.decayed_offset_msat(*self.min_liquidity_offset_msat)
 700                 };
 701                 *self.last_updated = self.now;
 702         }
 703 }
 704
 705 impl<G: Deref<Target = NetworkGraph>, T: Time> Score for ProbabilisticScorerUsingTime<G, T> {
 706         fn channel_penalty_msat(
 707                 &self, short_channel_id: u64, amount_msat: u64, capacity_msat: u64, source: &NodeId,
 708                 target: &NodeId
 709         ) -> u64 {
 710                 if *source == self.node_id || *target == self.node_id {
 711                         return 0;
 712                 }
 713
 714                 let liquidity_penalty_multiplier_msat = self.params.liquidity_penalty_multiplier_msat;
 715                 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
 716                 let success_probability = self.channel_liquidities
 717                         .get(&short_channel_id)
 718                         .unwrap_or(&ChannelLiquidity::new())
 719                         .as_directed(source, target, capacity_msat, liquidity_offset_half_life)
 720                         .success_probability(amount_msat);
 721                 if success_probability == 0.0 {
 722                         u64::max_value()
 723                 } else if success_probability == 1.0 {
 724                         0
 725                 } else {
 726                         (-(success_probability.log10()) * liquidity_penalty_multiplier_msat as f64) as u64
 727                 }
 728         }
 729
 730         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
 731                 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
 732                 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
 733                 let network_graph = self.network_graph.read_only();
 734                 let hop_sources = core::iter::once(self.node_id)
 735                         .chain(path.iter().map(|hop| NodeId::from_pubkey(&hop.pubkey)));
 736                 for (source, hop) in hop_sources.zip(path.iter()) {
 737                         let target = NodeId::from_pubkey(&hop.pubkey);
 738                         if source == self.node_id || target == self.node_id {
 739                                 continue;
 740                         }
 741
 742                         let capacity_msat = network_graph.channels()
 743                                 .get(&hop.short_channel_id)
 744                                 .and_then(|channel| channel.as_directed_to(&target).map(|d| d.effective_capacity()))
 745                                 .unwrap_or(EffectiveCapacity::Unknown)
 746                                 .as_msat();
 747
 748                         if hop.short_channel_id == short_channel_id {
 749                                 self.channel_liquidities
 750                                         .entry(hop.short_channel_id)
 751                                         .or_insert_with(|| ChannelLiquidity::new())
 752                                         .as_directed_mut(&source, &target, capacity_msat, liquidity_offset_half_life)
 753                                         .failed_at_channel(amount_msat);
 754                                 break;
 755                         }
 756
 757                         self.channel_liquidities
 758                                 .entry(hop.short_channel_id)
 759                                 .or_insert_with(|| ChannelLiquidity::new())
 760                                 .as_directed_mut(&source, &target, capacity_msat, liquidity_offset_half_life)
 761                                 .failed_downstream(amount_msat);
 762                 }
 763         }
 764
 765         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
 766                 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
 767                 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
 768                 let network_graph = self.network_graph.read_only();
 769                 let hop_sources = core::iter::once(self.node_id)
 770                         .chain(path.iter().map(|hop| NodeId::from_pubkey(&hop.pubkey)));
 771                 for (source, hop) in hop_sources.zip(path.iter()) {
 772                         let target = NodeId::from_pubkey(&hop.pubkey);
 773                         if source == self.node_id || target == self.node_id {
 774                                 continue;
 775                         }
 776
 777                         let capacity_msat = network_graph.channels()
 778                                 .get(&hop.short_channel_id)
 779                                 .and_then(|channel| channel.as_directed_to(&target).map(|d| d.effective_capacity()))
 780                                 .unwrap_or(EffectiveCapacity::Unknown)
 781                                 .as_msat();
 782
 783                         self.channel_liquidities
 784                                 .entry(hop.short_channel_id)
 785                                 .or_insert_with(|| ChannelLiquidity::new())
 786                                 .as_directed_mut(&source, &target, capacity_msat, liquidity_offset_half_life)
 787                                 .successful(amount_msat);
 788                 }
 789         }
 790 }
 791
 792 impl<G: Deref<Target = NetworkGraph>, T: Time> Writeable for ProbabilisticScorerUsingTime<G, T> {
 793         #[inline]
 794         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 795                 self.params.write(w)?;
 796                 self.channel_liquidities.write(w)?;
 797                 write_tlv_fields!(w, {});
 798                 Ok(())
 799         }
 800 }
 801
 802 impl<G: Deref<Target = NetworkGraph>, T: Time> ReadableArgs<(&PublicKey, G)> for ProbabilisticScorerUsingTime<G, T> {
 803         #[inline]
 804         fn read<R: Read>(r: &mut R, args: (&PublicKey, G)) -> Result<Self, DecodeError> {
 805                 let (node_pubkey, network_graph) = args;
 806                 let res = Ok(Self {
 807                         params: Readable::read(r)?,
 808                         node_id: NodeId::from_pubkey(node_pubkey),
 809                         network_graph,
 810                         channel_liquidities: Readable::read(r)?,
 811                 });
 812                 read_tlv_fields!(r, {});
 813                 res
 814         }
 815 }
 816
 817 impl<T: Time> Writeable for ChannelLiquidity<T> {
 818         #[inline]
 819         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 820                 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
 821                 write_tlv_fields!(w, {
 822                         (0, self.min_liquidity_offset_msat, required),
 823                         (2, self.max_liquidity_offset_msat, required),
 824                         (4, duration_since_epoch, required),
 825                 });
 826                 Ok(())
 827         }
 828 }
 829
 830 impl<T: Time> Readable for ChannelLiquidity<T> {
 831         #[inline]
 832         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
 833                 let mut min_liquidity_offset_msat = 0;
 834                 let mut max_liquidity_offset_msat = 0;
 835                 let mut duration_since_epoch = Duration::from_secs(0);
 836                 read_tlv_fields!(r, {
 837                         (0, min_liquidity_offset_msat, required),
 838                         (2, max_liquidity_offset_msat, required),
 839                         (4, duration_since_epoch, required),
 840                 });
 841                 Ok(Self {
 842                         min_liquidity_offset_msat,
 843                         max_liquidity_offset_msat,
 844                         last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
 845                 })
 846         }
 847 }
 848
 849 pub(crate) mod time {
 850         use core::ops::Sub;
 851         use core::time::Duration;
 852         /// A measurement of time.
 853         pub trait Time: Copy + Sub<Duration, Output = Self> where Self: Sized {
 854                 /// Returns an instance corresponding to the current moment.
 855                 fn now() -> Self;
 856
 857                 /// Returns the amount of time elapsed since `self` was created.
 858                 fn elapsed(&self) -> Duration;
 859
 860                 /// Returns the amount of time passed between `earlier` and `self`.
 861                 fn duration_since(&self, earlier: Self) -> Duration;
 862
 863                 /// Returns the amount of time passed since the beginning of [`Time`].
 864                 ///
 865                 /// Used during (de-)serialization.
 866                 fn duration_since_epoch() -> Duration;
 867         }
 868
 869         /// A state in which time has no meaning.
 870         #[derive(Clone, Copy, Debug, PartialEq, Eq)]
 871         pub struct Eternity;
 872
 873         #[cfg(not(feature = "no-std"))]
 874         impl Time for std::time::Instant {
 875                 fn now() -> Self {
 876                         std::time::Instant::now()
 877                 }
 878
 879                 fn duration_since(&self, earlier: Self) -> Duration {
 880                         self.duration_since(earlier)
 881                 }
 882
 883                 fn duration_since_epoch() -> Duration {
 884                         use std::time::SystemTime;
 885                         SystemTime::now().duration_since(SystemTime::UNIX_EPOCH).unwrap()
 886                 }
 887
 888                 fn elapsed(&self) -> Duration {
 889                         std::time::Instant::elapsed(self)
 890                 }
 891         }
 892
 893         impl Time for Eternity {
 894                 fn now() -> Self {
 895                         Self
 896                 }
 897
 898                 fn duration_since(&self, _earlier: Self) -> Duration {
 899                         Duration::from_secs(0)
 900                 }
 901
 902                 fn duration_since_epoch() -> Duration {
 903                         Duration::from_secs(0)
 904                 }
 905
 906                 fn elapsed(&self) -> Duration {
 907                         Duration::from_secs(0)
 908                 }
 909         }
 910
 911         impl Sub<Duration> for Eternity {
 912                 type Output = Self;
 913
 914                 fn sub(self, _other: Duration) -> Self {
 915                         self
 916                 }
 917         }
 918 }
 919
 920 pub(crate) use self::time::Time;
 921
 922 #[cfg(test)]
 923 mod tests {
 924         use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime, ScoringParameters, ScorerUsingTime, Time};
 925         use super::time::Eternity;
 926
 927         use ln::features::{ChannelFeatures, NodeFeatures};
 928         use ln::msgs::{ChannelAnnouncement, ChannelUpdate, OptionalField, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
 929         use routing::scoring::Score;
 930         use routing::network_graph::{NetworkGraph, NodeId};
 931         use routing::router::RouteHop;
 932         use util::ser::{Readable, Writeable};
 933
 934         use bitcoin::blockdata::constants::genesis_block;
 935         use bitcoin::hashes::Hash;
 936         use bitcoin::hashes::sha256d::Hash as Sha256dHash;
 937         use bitcoin::network::constants::Network;
 938         use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
 939         use core::cell::Cell;
 940         use core::ops::Sub;
 941         use core::time::Duration;
 942         use io;
 943
 944         // `Time` tests
 945
 946         /// Time that can be advanced manually in tests.
 947         #[derive(Clone, Copy, Debug, PartialEq, Eq)]
 948         struct SinceEpoch(Duration);
 949
 950         impl SinceEpoch {
 951                 thread_local! {
 952                         static ELAPSED: Cell<Duration> = core::cell::Cell::new(Duration::from_secs(0));
 953                 }
 954
 955                 fn advance(duration: Duration) {
 956                         Self::ELAPSED.with(|elapsed| elapsed.set(elapsed.get() + duration))
 957                 }
 958         }
 959
 960         impl Time for SinceEpoch {
 961                 fn now() -> Self {
 962                         Self(Self::duration_since_epoch())
 963                 }
 964
 965                 fn duration_since(&self, earlier: Self) -> Duration {
 966                         self.0 - earlier.0
 967                 }
 968
 969                 fn duration_since_epoch() -> Duration {
 970                         Self::ELAPSED.with(|elapsed| elapsed.get())
 971                 }
 972
 973                 fn elapsed(&self) -> Duration {
 974                         Self::duration_since_epoch() - self.0
 975                 }
 976         }
 977
 978         impl Sub<Duration> for SinceEpoch {
 979                 type Output = Self;
 980
 981                 fn sub(self, other: Duration) -> Self {
 982                         Self(self.0 - other)
 983                 }
 984         }
 985
 986         #[test]
 987         fn time_passes_when_advanced() {
 988                 let now = SinceEpoch::now();
 989                 assert_eq!(now.elapsed(), Duration::from_secs(0));
 990
 991                 SinceEpoch::advance(Duration::from_secs(1));
 992                 SinceEpoch::advance(Duration::from_secs(1));
 993
 994                 let elapsed = now.elapsed();
 995                 let later = SinceEpoch::now();
 996
 997                 assert_eq!(elapsed, Duration::from_secs(2));
 998                 assert_eq!(later - elapsed, now);
 999         }
1000
1001         #[test]
1002         fn time_never_passes_in_an_eternity() {
1003                 let now = Eternity::now();
1004                 let elapsed = now.elapsed();
1005                 let later = Eternity::now();
1006
1007                 assert_eq!(now.elapsed(), Duration::from_secs(0));
1008                 assert_eq!(later - elapsed, now);
1009         }
1010
1011         // `Scorer` tests
1012
1013         /// A scorer for testing with time that can be manually advanced.
1014         type Scorer = ScorerUsingTime::<SinceEpoch>;
1015
1016         fn source_privkey() -> SecretKey {
1017                 SecretKey::from_slice(&[42; 32]).unwrap()
1018         }
1019
1020         fn target_privkey() -> SecretKey {
1021                 SecretKey::from_slice(&[43; 32]).unwrap()
1022         }
1023
1024         fn source_pubkey() -> PublicKey {
1025                 let secp_ctx = Secp256k1::new();
1026                 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1027         }
1028
1029         fn target_pubkey() -> PublicKey {
1030                 let secp_ctx = Secp256k1::new();
1031                 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1032         }
1033
1034         fn source_node_id() -> NodeId {
1035                 NodeId::from_pubkey(&source_pubkey())
1036         }
1037
1038         fn target_node_id() -> NodeId {
1039                 NodeId::from_pubkey(&target_pubkey())
1040         }
1041
1042         #[test]
1043         fn penalizes_without_channel_failures() {
1044                 let scorer = Scorer::new(ScoringParameters {
1045                         base_penalty_msat: 1_000,
1046                         failure_penalty_msat: 512,
1047                         failure_penalty_half_life: Duration::from_secs(1),
1048                         overuse_penalty_start_1024th: 1024,
1049                         overuse_penalty_msat_per_1024th: 0,
1050                 });
1051                 let source = source_node_id();
1052                 let target = target_node_id();
1053                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1054
1055                 SinceEpoch::advance(Duration::from_secs(1));
1056                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1057         }
1058
1059         #[test]
1060         fn accumulates_channel_failure_penalties() {
1061                 let mut scorer = Scorer::new(ScoringParameters {
1062                         base_penalty_msat: 1_000,
1063                         failure_penalty_msat: 64,
1064                         failure_penalty_half_life: Duration::from_secs(10),
1065                         overuse_penalty_start_1024th: 1024,
1066                         overuse_penalty_msat_per_1024th: 0,
1067                 });
1068                 let source = source_node_id();
1069                 let target = target_node_id();
1070                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1071
1072                 scorer.payment_path_failed(&[], 42);
1073                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1074
1075                 scorer.payment_path_failed(&[], 42);
1076                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1077
1078                 scorer.payment_path_failed(&[], 42);
1079                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_192);
1080         }
1081
1082         #[test]
1083         fn decays_channel_failure_penalties_over_time() {
1084                 let mut scorer = Scorer::new(ScoringParameters {
1085                         base_penalty_msat: 1_000,
1086                         failure_penalty_msat: 512,
1087                         failure_penalty_half_life: Duration::from_secs(10),
1088                         overuse_penalty_start_1024th: 1024,
1089                         overuse_penalty_msat_per_1024th: 0,
1090                 });
1091                 let source = source_node_id();
1092                 let target = target_node_id();
1093                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1094
1095                 scorer.payment_path_failed(&[], 42);
1096                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1097
1098                 SinceEpoch::advance(Duration::from_secs(9));
1099                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1100
1101                 SinceEpoch::advance(Duration::from_secs(1));
1102                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1103
1104                 SinceEpoch::advance(Duration::from_secs(10 * 8));
1105                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_001);
1106
1107                 SinceEpoch::advance(Duration::from_secs(10));
1108                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1109
1110                 SinceEpoch::advance(Duration::from_secs(10));
1111                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1112         }
1113
1114         #[test]
1115         fn decays_channel_failure_penalties_without_shift_overflow() {
1116                 let mut scorer = Scorer::new(ScoringParameters {
1117                         base_penalty_msat: 1_000,
1118                         failure_penalty_msat: 512,
1119                         failure_penalty_half_life: Duration::from_secs(10),
1120                         overuse_penalty_start_1024th: 1024,
1121                         overuse_penalty_msat_per_1024th: 0,
1122                 });
1123                 let source = source_node_id();
1124                 let target = target_node_id();
1125                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1126
1127                 scorer.payment_path_failed(&[], 42);
1128                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1129
1130                 // An unchecked right shift 64 bits or more in ChannelFailure::decayed_penalty_msat would
1131                 // cause an overflow.
1132                 SinceEpoch::advance(Duration::from_secs(10 * 64));
1133                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1134
1135                 SinceEpoch::advance(Duration::from_secs(10));
1136                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1137         }
1138
1139         #[test]
1140         fn accumulates_channel_failure_penalties_after_decay() {
1141                 let mut scorer = Scorer::new(ScoringParameters {
1142                         base_penalty_msat: 1_000,
1143                         failure_penalty_msat: 512,
1144                         failure_penalty_half_life: Duration::from_secs(10),
1145                         overuse_penalty_start_1024th: 1024,
1146                         overuse_penalty_msat_per_1024th: 0,
1147                 });
1148                 let source = source_node_id();
1149                 let target = target_node_id();
1150                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1151
1152                 scorer.payment_path_failed(&[], 42);
1153                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1154
1155                 SinceEpoch::advance(Duration::from_secs(10));
1156                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1157
1158                 scorer.payment_path_failed(&[], 42);
1159                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_768);
1160
1161                 SinceEpoch::advance(Duration::from_secs(10));
1162                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_384);
1163         }
1164
1165         #[test]
1166         fn reduces_channel_failure_penalties_after_success() {
1167                 let mut scorer = Scorer::new(ScoringParameters {
1168                         base_penalty_msat: 1_000,
1169                         failure_penalty_msat: 512,
1170                         failure_penalty_half_life: Duration::from_secs(10),
1171                         overuse_penalty_start_1024th: 1024,
1172                         overuse_penalty_msat_per_1024th: 0,
1173                 });
1174                 let source = source_node_id();
1175                 let target = target_node_id();
1176                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1177
1178                 scorer.payment_path_failed(&[], 42);
1179                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1180
1181                 SinceEpoch::advance(Duration::from_secs(10));
1182                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1183
1184                 let hop = RouteHop {
1185                         pubkey: PublicKey::from_slice(target.as_slice()).unwrap(),
1186                         node_features: NodeFeatures::known(),
1187                         short_channel_id: 42,
1188                         channel_features: ChannelFeatures::known(),
1189                         fee_msat: 1,
1190                         cltv_expiry_delta: 18,
1191                 };
1192                 scorer.payment_path_successful(&[&hop]);
1193                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1194
1195                 SinceEpoch::advance(Duration::from_secs(10));
1196                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1197         }
1198
1199         #[test]
1200         fn restores_persisted_channel_failure_penalties() {
1201                 let mut scorer = Scorer::new(ScoringParameters {
1202                         base_penalty_msat: 1_000,
1203                         failure_penalty_msat: 512,
1204                         failure_penalty_half_life: Duration::from_secs(10),
1205                         overuse_penalty_start_1024th: 1024,
1206                         overuse_penalty_msat_per_1024th: 0,
1207                 });
1208                 let source = source_node_id();
1209                 let target = target_node_id();
1210
1211                 scorer.payment_path_failed(&[], 42);
1212                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1213
1214                 SinceEpoch::advance(Duration::from_secs(10));
1215                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1216
1217                 scorer.payment_path_failed(&[], 43);
1218                 assert_eq!(scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1219
1220                 let mut serialized_scorer = Vec::new();
1221                 scorer.write(&mut serialized_scorer).unwrap();
1222
1223                 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1224                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1225                 assert_eq!(deserialized_scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1226         }
1227
1228         #[test]
1229         fn decays_persisted_channel_failure_penalties() {
1230                 let mut scorer = Scorer::new(ScoringParameters {
1231                         base_penalty_msat: 1_000,
1232                         failure_penalty_msat: 512,
1233                         failure_penalty_half_life: Duration::from_secs(10),
1234                         overuse_penalty_start_1024th: 1024,
1235                         overuse_penalty_msat_per_1024th: 0,
1236                 });
1237                 let source = source_node_id();
1238                 let target = target_node_id();
1239
1240                 scorer.payment_path_failed(&[], 42);
1241                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1242
1243                 let mut serialized_scorer = Vec::new();
1244                 scorer.write(&mut serialized_scorer).unwrap();
1245
1246                 SinceEpoch::advance(Duration::from_secs(10));
1247
1248                 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1249                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1250
1251                 SinceEpoch::advance(Duration::from_secs(10));
1252                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1253         }
1254
1255         #[test]
1256         fn charges_per_1024th_penalty() {
1257                 let scorer = Scorer::new(ScoringParameters {
1258                         base_penalty_msat: 0,
1259                         failure_penalty_msat: 0,
1260                         failure_penalty_half_life: Duration::from_secs(0),
1261                         overuse_penalty_start_1024th: 256,
1262                         overuse_penalty_msat_per_1024th: 100,
1263                 });
1264                 let source = source_node_id();
1265                 let target = target_node_id();
1266
1267                 assert_eq!(scorer.channel_penalty_msat(42, 1_000, 1_024_000, &source, &target), 0);
1268                 assert_eq!(scorer.channel_penalty_msat(42, 256_999, 1_024_000, &source, &target), 0);
1269                 assert_eq!(scorer.channel_penalty_msat(42, 257_000, 1_024_000, &source, &target), 100);
1270                 assert_eq!(scorer.channel_penalty_msat(42, 258_000, 1_024_000, &source, &target), 200);
1271                 assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 256 * 100);
1272         }
1273
1274         // `ProbabilisticScorer` tests
1275
1276         /// A probabilistic scorer for testing with time that can be manually advanced.
1277         type ProbabilisticScorer<G> = ProbabilisticScorerUsingTime::<G, SinceEpoch>;
1278
1279         fn sender_privkey() -> SecretKey {
1280                 SecretKey::from_slice(&[41; 32]).unwrap()
1281         }
1282
1283         fn recipient_privkey() -> SecretKey {
1284                 SecretKey::from_slice(&[45; 32]).unwrap()
1285         }
1286
1287         fn sender_pubkey() -> PublicKey {
1288                 let secp_ctx = Secp256k1::new();
1289                 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1290         }
1291
1292         fn recipient_pubkey() -> PublicKey {
1293                 let secp_ctx = Secp256k1::new();
1294                 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1295         }
1296
1297         fn sender_node_id() -> NodeId {
1298                 NodeId::from_pubkey(&sender_pubkey())
1299         }
1300
1301         fn recipient_node_id() -> NodeId {
1302                 NodeId::from_pubkey(&recipient_pubkey())
1303         }
1304
1305         fn network_graph() -> NetworkGraph {
1306                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1307                 let mut network_graph = NetworkGraph::new(genesis_hash);
1308                 add_channel(&mut network_graph, 41, sender_privkey(), source_privkey());
1309                 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1310                 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1311
1312                 network_graph
1313         }
1314
1315         fn add_channel(
1316                 network_graph: &mut NetworkGraph, short_channel_id: u64, node_1_key: SecretKey,
1317                 node_2_key: SecretKey
1318         ) {
1319                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1320                 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1321                 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1322                 let secp_ctx = Secp256k1::new();
1323                 let unsigned_announcement = UnsignedChannelAnnouncement {
1324                         features: ChannelFeatures::known(),
1325                         chain_hash: genesis_hash,
1326                         short_channel_id,
1327                         node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key),
1328                         node_id_2: PublicKey::from_secret_key(&secp_ctx, &node_2_key),
1329                         bitcoin_key_1: PublicKey::from_secret_key(&secp_ctx, &node_1_secret),
1330                         bitcoin_key_2: PublicKey::from_secret_key(&secp_ctx, &node_2_secret),
1331                         excess_data: Vec::new(),
1332                 };
1333                 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1334                 let signed_announcement = ChannelAnnouncement {
1335                         node_signature_1: secp_ctx.sign(&msghash, &node_1_key),
1336                         node_signature_2: secp_ctx.sign(&msghash, &node_2_key),
1337                         bitcoin_signature_1: secp_ctx.sign(&msghash, &node_1_secret),
1338                         bitcoin_signature_2: secp_ctx.sign(&msghash, &node_2_secret),
1339                         contents: unsigned_announcement,
1340                 };
1341                 let chain_source: Option<&::util::test_utils::TestChainSource> = None;
1342                 network_graph.update_channel_from_announcement(
1343                         &signed_announcement, &chain_source, &secp_ctx).unwrap();
1344                 update_channel(network_graph, short_channel_id, node_1_key, 0);
1345                 update_channel(network_graph, short_channel_id, node_2_key, 1);
1346         }
1347
1348         fn update_channel(
1349                 network_graph: &mut NetworkGraph, short_channel_id: u64, node_key: SecretKey, flags: u8
1350         ) {
1351                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1352                 let secp_ctx = Secp256k1::new();
1353                 let unsigned_update = UnsignedChannelUpdate {
1354                         chain_hash: genesis_hash,
1355                         short_channel_id,
1356                         timestamp: 100,
1357                         flags,
1358                         cltv_expiry_delta: 18,
1359                         htlc_minimum_msat: 0,
1360                         htlc_maximum_msat: OptionalField::Present(1_000),
1361                         fee_base_msat: 1,
1362                         fee_proportional_millionths: 0,
1363                         excess_data: Vec::new(),
1364                 };
1365                 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1366                 let signed_update = ChannelUpdate {
1367                         signature: secp_ctx.sign(&msghash, &node_key),
1368                         contents: unsigned_update,
1369                 };
1370                 network_graph.update_channel(&signed_update, &secp_ctx).unwrap();
1371         }
1372
1373         fn payment_path_for_amount(amount_msat: u64) -> Vec<RouteHop> {
1374                 vec![
1375                         RouteHop {
1376                                 pubkey: source_pubkey(),
1377                                 node_features: NodeFeatures::known(),
1378                                 short_channel_id: 41,
1379                                 channel_features: ChannelFeatures::known(),
1380                                 fee_msat: 1,
1381                                 cltv_expiry_delta: 18,
1382                         },
1383                         RouteHop {
1384                                 pubkey: target_pubkey(),
1385                                 node_features: NodeFeatures::known(),
1386                                 short_channel_id: 42,
1387                                 channel_features: ChannelFeatures::known(),
1388                                 fee_msat: 2,
1389                                 cltv_expiry_delta: 18,
1390                         },
1391                         RouteHop {
1392                                 pubkey: recipient_pubkey(),
1393                                 node_features: NodeFeatures::known(),
1394                                 short_channel_id: 43,
1395                                 channel_features: ChannelFeatures::known(),
1396                                 fee_msat: amount_msat,
1397                                 cltv_expiry_delta: 18,
1398                         },
1399                 ]
1400         }
1401
1402         #[test]
1403         fn liquidity_bounds_directed_from_lowest_node_id() {
1404                 let last_updated = SinceEpoch::now();
1405                 let network_graph = network_graph();
1406                 let params = ProbabilisticScoringParameters::default();
1407                 let mut scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &network_graph)
1408                         .with_channel(42,
1409                                 ChannelLiquidity {
1410                                         min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
1411                                 })
1412                         .with_channel(43,
1413                                 ChannelLiquidity {
1414                                         min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
1415                                 });
1416                 let source = source_node_id();
1417                 let target = target_node_id();
1418                 let recipient = recipient_node_id();
1419                 assert!(source > target);
1420                 assert!(target < recipient);
1421
1422                 // Update minimum liquidity.
1423
1424                 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1425                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1426                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1427                 assert_eq!(liquidity.min_liquidity_msat(), 100);
1428                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1429
1430                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1431                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1432                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1433                 assert_eq!(liquidity.max_liquidity_msat(), 900);
1434
1435                 scorer.channel_liquidities.get_mut(&42).unwrap()
1436                         .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1437                         .set_min_liquidity_msat(200);
1438
1439                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1440                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1441                 assert_eq!(liquidity.min_liquidity_msat(), 200);
1442                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1443
1444                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1445                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1446                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1447                 assert_eq!(liquidity.max_liquidity_msat(), 800);
1448
1449                 // Update maximum liquidity.
1450
1451                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1452                         .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
1453                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1454                 assert_eq!(liquidity.max_liquidity_msat(), 900);
1455
1456                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1457                         .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
1458                 assert_eq!(liquidity.min_liquidity_msat(), 100);
1459                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1460
1461                 scorer.channel_liquidities.get_mut(&43).unwrap()
1462                         .as_directed_mut(&target, &recipient, 1_000, liquidity_offset_half_life)
1463                         .set_max_liquidity_msat(200);
1464
1465                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1466                         .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
1467                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1468                 assert_eq!(liquidity.max_liquidity_msat(), 200);
1469
1470                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1471                         .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
1472                 assert_eq!(liquidity.min_liquidity_msat(), 800);
1473                 assert_eq!(liquidity.max_liquidity_msat(), 1000);
1474         }
1475
1476         #[test]
1477         fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
1478                 let last_updated = SinceEpoch::now();
1479                 let network_graph = network_graph();
1480                 let params = ProbabilisticScoringParameters::default();
1481                 let mut scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &network_graph)
1482                         .with_channel(42,
1483                                 ChannelLiquidity {
1484                                         min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
1485                                 });
1486                 let source = source_node_id();
1487                 let target = target_node_id();
1488                 assert!(source > target);
1489
1490                 // Check initial bounds.
1491                 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1492                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1493                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1494                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1495                 assert_eq!(liquidity.max_liquidity_msat(), 800);
1496
1497                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1498                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1499                 assert_eq!(liquidity.min_liquidity_msat(), 200);
1500                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1501
1502                 // Reset from source to target.
1503                 scorer.channel_liquidities.get_mut(&42).unwrap()
1504                         .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1505                         .set_min_liquidity_msat(900);
1506
1507                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1508                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1509                 assert_eq!(liquidity.min_liquidity_msat(), 900);
1510                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1511
1512                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1513                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1514                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1515                 assert_eq!(liquidity.max_liquidity_msat(), 100);
1516
1517                 // Reset from target to source.
1518                 scorer.channel_liquidities.get_mut(&42).unwrap()
1519                         .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
1520                         .set_min_liquidity_msat(400);
1521
1522                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1523                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1524                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1525                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1526
1527                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1528                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1529                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1530                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1531         }
1532
1533         #[test]
1534         fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
1535                 let last_updated = SinceEpoch::now();
1536                 let network_graph = network_graph();
1537                 let params = ProbabilisticScoringParameters::default();
1538                 let mut scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &network_graph)
1539                         .with_channel(42,
1540                                 ChannelLiquidity {
1541                                         min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
1542                                 });
1543                 let source = source_node_id();
1544                 let target = target_node_id();
1545                 assert!(source > target);
1546
1547                 // Check initial bounds.
1548                 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1549                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1550                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1551                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1552                 assert_eq!(liquidity.max_liquidity_msat(), 800);
1553
1554                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1555                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1556                 assert_eq!(liquidity.min_liquidity_msat(), 200);
1557                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1558
1559                 // Reset from source to target.
1560                 scorer.channel_liquidities.get_mut(&42).unwrap()
1561                         .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1562                         .set_max_liquidity_msat(300);
1563
1564                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1565                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1566                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1567                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1568
1569                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1570                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1571                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1572                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1573
1574                 // Reset from target to source.
1575                 scorer.channel_liquidities.get_mut(&42).unwrap()
1576                         .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
1577                         .set_max_liquidity_msat(600);
1578
1579                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1580                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1581                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1582                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1583
1584                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1585                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1586                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1587                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1588         }
1589
1590         #[test]
1591         fn increased_penalty_nearing_liquidity_upper_bound() {
1592                 let network_graph = network_graph();
1593                 let params = ProbabilisticScoringParameters::default();
1594                 let scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &network_graph);
1595                 let source = source_node_id();
1596                 let target = target_node_id();
1597
1598                 assert_eq!(scorer.channel_penalty_msat(42, 100, 100_000, &source, &target), 0);
1599                 assert_eq!(scorer.channel_penalty_msat(42, 1_000, 100_000, &source, &target), 4);
1600                 assert_eq!(scorer.channel_penalty_msat(42, 10_000, 100_000, &source, &target), 45);
1601                 assert_eq!(scorer.channel_penalty_msat(42, 100_000, 100_000, &source, &target), 5_000);
1602
1603                 assert_eq!(scorer.channel_penalty_msat(42, 125, 1_000, &source, &target), 57);
1604                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
1605                 assert_eq!(scorer.channel_penalty_msat(42, 375, 1_000, &source, &target), 203);
1606                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1607                 assert_eq!(scorer.channel_penalty_msat(42, 625, 1_000, &source, &target), 425);
1608                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600);
1609                 assert_eq!(scorer.channel_penalty_msat(42, 875, 1_000, &source, &target), 900);
1610         }
1611
1612         #[test]
1613         fn constant_penalty_outside_liquidity_bounds() {
1614                 let last_updated = SinceEpoch::now();
1615                 let network_graph = network_graph();
1616                 let params = ProbabilisticScoringParameters::default();
1617                 let scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &network_graph)
1618                         .with_channel(42,
1619                                 ChannelLiquidity {
1620                                         min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated
1621                                 });
1622                 let source = source_node_id();
1623                 let target = target_node_id();
1624
1625                 assert_eq!(scorer.channel_penalty_msat(42, 39, 100, &source, &target), 0);
1626                 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 0);
1627                 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), u64::max_value());
1628                 assert_eq!(scorer.channel_penalty_msat(42, 61, 100, &source, &target), u64::max_value());
1629         }
1630
1631         #[test]
1632         fn does_not_penalize_own_channel() {
1633                 let network_graph = network_graph();
1634                 let params = ProbabilisticScoringParameters::default();
1635                 let mut scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &network_graph);
1636                 let sender = sender_node_id();
1637                 let source = source_node_id();
1638                 let failed_path = payment_path_for_amount(500);
1639                 let successful_path = payment_path_for_amount(200);
1640
1641                 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 0);
1642
1643                 scorer.payment_path_failed(&failed_path.iter().collect::<Vec<_>>(), 41);
1644                 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 0);
1645
1646                 scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
1647                 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 0);
1648         }
1649
1650         #[test]
1651         fn sets_liquidity_lower_bound_on_downstream_failure() {
1652                 let network_graph = network_graph();
1653                 let params = ProbabilisticScoringParameters::default();
1654                 let mut scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &network_graph);
1655                 let source = source_node_id();
1656                 let target = target_node_id();
1657                 let path = payment_path_for_amount(500);
1658
1659                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
1660                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1661                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600);
1662
1663                 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
1664
1665                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 0);
1666                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 0);
1667                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 300);
1668         }
1669
1670         #[test]
1671         fn sets_liquidity_upper_bound_on_failure() {
1672                 let network_graph = network_graph();
1673                 let params = ProbabilisticScoringParameters::default();
1674                 let mut scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &network_graph);
1675                 let source = source_node_id();
1676                 let target = target_node_id();
1677                 let path = payment_path_for_amount(500);
1678
1679                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
1680                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1681                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600);
1682
1683                 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
1684
1685                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1686                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2699);
1687                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), u64::max_value());
1688         }
1689
1690         #[test]
1691         fn reduces_liquidity_upper_bound_along_path_on_success() {
1692                 let network_graph = network_graph();
1693                 let params = ProbabilisticScoringParameters::default();
1694                 let mut scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &network_graph);
1695                 let sender = sender_node_id();
1696                 let source = source_node_id();
1697                 let target = target_node_id();
1698                 let recipient = recipient_node_id();
1699                 let path = payment_path_for_amount(500);
1700
1701                 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 0);
1702                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
1703                 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 124);
1704
1705                 scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
1706
1707                 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 0);
1708                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1709                 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 300);
1710         }
1711
1712         #[test]
1713         fn decays_liquidity_bounds_over_time() {
1714                 let network_graph = network_graph();
1715                 let params = ProbabilisticScoringParameters {
1716                         liquidity_penalty_multiplier_msat: 1_000,
1717                         liquidity_offset_half_life: Duration::from_secs(10),
1718                 };
1719                 let mut scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &network_graph);
1720                 let source = source_node_id();
1721                 let target = target_node_id();
1722
1723                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1724                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 3_010);
1725
1726                 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
1727                 scorer.payment_path_failed(&payment_path_for_amount(128).iter().collect::<Vec<_>>(), 43);
1728
1729                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
1730                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 92);
1731                 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_424);
1732                 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), u64::max_value());
1733
1734                 SinceEpoch::advance(Duration::from_secs(9));
1735                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
1736                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 92);
1737                 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_424);
1738                 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), u64::max_value());
1739
1740                 SinceEpoch::advance(Duration::from_secs(1));
1741                 assert_eq!(scorer.channel_penalty_msat(42, 64, 1_024, &source, &target), 0);
1742                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 34);
1743                 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 1_812);
1744                 assert_eq!(scorer.channel_penalty_msat(42, 960, 1_024, &source, &target), u64::max_value());
1745
1746                 // Fully decay liquidity lower bound.
1747                 SinceEpoch::advance(Duration::from_secs(10 * 7));
1748                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1749                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1_024, &source, &target), 0);
1750                 assert_eq!(scorer.channel_penalty_msat(42, 1_023, 1_024, &source, &target), 2_709);
1751                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 3_010);
1752
1753                 // Fully decay liquidity upper bound.
1754                 SinceEpoch::advance(Duration::from_secs(10));
1755                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1756                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 3_010);
1757
1758                 SinceEpoch::advance(Duration::from_secs(10));
1759                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1760                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 3_010);
1761         }
1762
1763         #[test]
1764         fn decays_liquidity_bounds_without_shift_overflow() {
1765                 let network_graph = network_graph();
1766                 let params = ProbabilisticScoringParameters {
1767                         liquidity_penalty_multiplier_msat: 1_000,
1768                         liquidity_offset_half_life: Duration::from_secs(10),
1769                 };
1770                 let mut scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &network_graph);
1771                 let source = source_node_id();
1772                 let target = target_node_id();
1773                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 124);
1774
1775                 scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::<Vec<_>>(), 42);
1776                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 281);
1777
1778                 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
1779                 // would cause an overflow.
1780                 SinceEpoch::advance(Duration::from_secs(10 * 64));
1781                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 124);
1782
1783                 SinceEpoch::advance(Duration::from_secs(10));
1784                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 124);
1785         }
1786
1787         #[test]
1788         fn restricts_liquidity_bounds_after_decay() {
1789                 let network_graph = network_graph();
1790                 let params = ProbabilisticScoringParameters {
1791                         liquidity_penalty_multiplier_msat: 1_000,
1792                         liquidity_offset_half_life: Duration::from_secs(10),
1793                 };
1794                 let mut scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &network_graph);
1795                 let source = source_node_id();
1796                 let target = target_node_id();
1797
1798                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 300);
1799
1800                 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
1801                 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
1802                 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
1803                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 281);
1804
1805                 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
1806                 SinceEpoch::advance(Duration::from_secs(10));
1807                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 293);
1808
1809                 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
1810                 // is closer to the upper bound, meaning a higher penalty.
1811                 scorer.payment_path_successful(&payment_path_for_amount(64).iter().collect::<Vec<_>>());
1812                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 333);
1813
1814                 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
1815                 // is closer to the lower bound, meaning a lower penalty.
1816                 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
1817                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 247);
1818
1819                 // Further decaying affects the lower bound more than the upper bound (128, 928).
1820                 SinceEpoch::advance(Duration::from_secs(10));
1821                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 280);
1822         }
1823
1824         // TODO: Add test coverage for serialization
1825 }