_ 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 //! [`Scorer`] may be given to [`find_route`] to score payment channels during path finding when a
  13 //! 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::{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, params: RouteParameters, network_graph: NetworkGraph) {
  31 //! # let logger = FakeLogger {};
  32 //! #
  33 //! // Use the default channel penalties.
  34 //! let scorer = Scorer::default();
  35 //!
  36 //! // Or use custom channel penalties.
  37 //! let scorer = Scorer::new(ScoringParameters {
  38 //!     base_penalty_msat: 1000,
  39 //!     failure_penalty_msat: 2 * 1024 * 1000,
  40 //!     ..ScoringParameters::default()
  41 //! });
  42 //!
  43 //! let route = find_route(&payer, &params, &network_graph, None, &logger, &scorer);
  44 //! # }
  45 //! ```
  46 //!
  47 //! # Note
  48 //!
  49 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
  50 //! different types and thus is undefined.
  51 //!
  52 //! [`find_route`]: crate::routing::router::find_route
  53
  54 use bitcoin::secp256k1::key::PublicKey;
  55
  56 use ln::msgs::DecodeError;
  57 use routing::network_graph::{EffectiveCapacity, NetworkGraph, NodeId};
  58 use routing::router::RouteHop;
  59 use util::ser::{Readable, ReadableArgs, Writeable, Writer};
  60
  61 use prelude::*;
  62 use core::cell::{RefCell, RefMut};
  63 use core::ops::{Deref, DerefMut};
  64 use core::time::Duration;
  65 use io::{self, Read};
  66 use sync::{Mutex, MutexGuard};
  67
  68 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
  69 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
  70 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
  71 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
  72 ///
  73 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
  74 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
  75 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
  76 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
  77 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
  78 /// do here by defining `Score` differently for `cfg(c_bindings)`.
  79 macro_rules! define_score { ($($supertrait: path)*) => {
  80 /// An interface used to score payment channels for path finding.
  81 ///
  82 ///     Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
  83 pub trait Score $(: $supertrait)* {
  84         /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
  85         /// given channel in the direction from `source` to `target`.
  86         ///
  87         /// The channel's capacity (less any other MPP parts that are also being considered for use in
  88         /// the same payment) is given by `capacity_msat`. It may be determined from various sources
  89         /// such as a chain data, network gossip, or invoice hints, the latter indicating sufficient
  90         /// capacity (i.e., near [`u64::max_value`]). Thus, implementations should be overflow-safe.
  91         fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64;
  92
  93         /// Handles updating channel penalties after failing to route through a channel.
  94         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64);
  95
  96         /// Handles updating channel penalties after successfully routing along a path.
  97         fn payment_path_successful(&mut self, path: &[&RouteHop]);
  98 }
  99
 100 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
 101         fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64 {
 102                 self.deref().channel_penalty_msat(short_channel_id, send_amt_msat, capacity_msat, source, target)
 103         }
 104
 105         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
 106                 self.deref_mut().payment_path_failed(path, short_channel_id)
 107         }
 108
 109         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
 110                 self.deref_mut().payment_path_successful(path)
 111         }
 112 }
 113 } }
 114
 115 #[cfg(c_bindings)]
 116 define_score!(Writeable);
 117 #[cfg(not(c_bindings))]
 118 define_score!();
 119
 120 /// A scorer that is accessed under a lock.
 121 ///
 122 /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
 123 /// having shared ownership of a scorer but without requiring internal locking in [`Score`]
 124 /// implementations. Internal locking would be detrimental to route finding performance and could
 125 /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
 126 ///
 127 /// [`find_route`]: crate::routing::router::find_route
 128 pub trait LockableScore<'a> {
 129         /// The locked [`Score`] type.
 130         type Locked: 'a + Score;
 131
 132         /// Returns the locked scorer.
 133         fn lock(&'a self) -> Self::Locked;
 134 }
 135
 136 /// (C-not exported)
 137 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
 138         type Locked = MutexGuard<'a, T>;
 139
 140         fn lock(&'a self) -> MutexGuard<'a, T> {
 141                 Mutex::lock(self).unwrap()
 142         }
 143 }
 144
 145 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
 146         type Locked = RefMut<'a, T>;
 147
 148         fn lock(&'a self) -> RefMut<'a, T> {
 149                 self.borrow_mut()
 150         }
 151 }
 152
 153 #[cfg(c_bindings)]
 154 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
 155 pub struct MultiThreadedLockableScore<S: Score> {
 156         score: Mutex<S>,
 157 }
 158 #[cfg(c_bindings)]
 159 /// (C-not exported)
 160 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
 161         type Locked = MutexGuard<'a, T>;
 162
 163         fn lock(&'a self) -> MutexGuard<'a, T> {
 164                 Mutex::lock(&self.score).unwrap()
 165         }
 166 }
 167
 168 #[cfg(c_bindings)]
 169 impl<T: Score> MultiThreadedLockableScore<T> {
 170         /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
 171         pub fn new(score: T) -> Self {
 172                 MultiThreadedLockableScore { score: Mutex::new(score) }
 173         }
 174 }
 175
 176 #[cfg(c_bindings)]
 177 /// (C-not exported)
 178 impl<'a, T: Writeable> Writeable for RefMut<'a, T> {
 179         fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
 180                 T::write(&**self, writer)
 181         }
 182 }
 183
 184 #[cfg(c_bindings)]
 185 /// (C-not exported)
 186 impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
 187         fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
 188                 S::write(&**self, writer)
 189         }
 190 }
 191
 192 /// [`Score`] implementation that provides reasonable default behavior.
 193 ///
 194 /// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
 195 /// slightly higher fees are available. Will further penalize channels that fail to relay payments.
 196 ///
 197 /// See [module-level documentation] for usage.
 198 ///
 199 /// [module-level documentation]: crate::routing::scoring
 200 #[cfg(not(feature = "no-std"))]
 201 pub type Scorer = ScorerUsingTime::<std::time::Instant>;
 202 /// [`Score`] implementation that provides reasonable default behavior.
 203 ///
 204 /// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
 205 /// slightly higher fees are available. Will further penalize channels that fail to relay payments.
 206 ///
 207 /// See [module-level documentation] for usage and [`ScoringParameters`] for customization.
 208 ///
 209 /// [module-level documentation]: crate::routing::scoring
 210 #[cfg(feature = "no-std")]
 211 pub type Scorer = ScorerUsingTime::<time::Eternity>;
 212
 213 // Note that ideally we'd hide ScorerUsingTime from public view by sealing it as well, but rustdoc
 214 // doesn't handle this well - instead exposing a `Scorer` which has no trait implementation(s) or
 215 // methods at all.
 216
 217 /// [`Score`] implementation.
 218 ///
 219 /// See [`Scorer`] for details.
 220 ///
 221 /// # Note
 222 ///
 223 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
 224 /// behavior.
 225 ///
 226 /// (C-not exported) generally all users should use the [`Scorer`] type alias.
 227 pub struct ScorerUsingTime<T: Time> {
 228         params: ScoringParameters,
 229         // TODO: Remove entries of closed channels.
 230         channel_failures: HashMap<u64, ChannelFailure<T>>,
 231 }
 232
 233 /// Parameters for configuring [`Scorer`].
 234 pub struct ScoringParameters {
 235         /// A fixed penalty in msats to apply to each channel.
 236         ///
 237         /// Default value: 500 msat
 238         pub base_penalty_msat: u64,
 239
 240         /// A penalty in msats to apply to a channel upon failing to relay a payment.
 241         ///
 242         /// This accumulates for each failure but may be reduced over time based on
 243         /// [`failure_penalty_half_life`] or when successfully routing through a channel.
 244         ///
 245         /// Default value: 1,024,000 msat
 246         ///
 247         /// [`failure_penalty_half_life`]: Self::failure_penalty_half_life
 248         pub failure_penalty_msat: u64,
 249
 250         /// When the amount being sent over a channel is this many 1024ths of the total channel
 251         /// capacity, we begin applying [`overuse_penalty_msat_per_1024th`].
 252         ///
 253         /// Default value: 128 1024ths (i.e. begin penalizing when an HTLC uses 1/8th of a channel)
 254         ///
 255         /// [`overuse_penalty_msat_per_1024th`]: Self::overuse_penalty_msat_per_1024th
 256         pub overuse_penalty_start_1024th: u16,
 257
 258         /// A penalty applied, per whole 1024ths of the channel capacity which the amount being sent
 259         /// over the channel exceeds [`overuse_penalty_start_1024th`] by.
 260         ///
 261         /// Default value: 20 msat (i.e. 2560 msat penalty to use 1/4th of a channel, 7680 msat penalty
 262         ///                to use half a channel, and 12,560 msat penalty to use 3/4ths of a channel)
 263         ///
 264         /// [`overuse_penalty_start_1024th`]: Self::overuse_penalty_start_1024th
 265         pub overuse_penalty_msat_per_1024th: u64,
 266
 267         /// The time required to elapse before any accumulated [`failure_penalty_msat`] penalties are
 268         /// cut in half.
 269         ///
 270         /// Successfully routing through a channel will immediately cut the penalty in half as well.
 271         ///
 272         /// # Note
 273         ///
 274         /// When built with the `no-std` feature, time will never elapse. Therefore, this penalty will
 275         /// never decay.
 276         ///
 277         /// [`failure_penalty_msat`]: Self::failure_penalty_msat
 278         pub failure_penalty_half_life: Duration,
 279 }
 280
 281 impl_writeable_tlv_based!(ScoringParameters, {
 282         (0, base_penalty_msat, required),
 283         (1, overuse_penalty_start_1024th, (default_value, 128)),
 284         (2, failure_penalty_msat, required),
 285         (3, overuse_penalty_msat_per_1024th, (default_value, 20)),
 286         (4, failure_penalty_half_life, required),
 287 });
 288
 289 /// Accounting for penalties against a channel for failing to relay any payments.
 290 ///
 291 /// Penalties decay over time, though accumulate as more failures occur.
 292 struct ChannelFailure<T: Time> {
 293         /// Accumulated penalty in msats for the channel as of `last_updated`.
 294         undecayed_penalty_msat: u64,
 295
 296         /// Last time the channel either failed to route or successfully routed a payment. Used to decay
 297         /// `undecayed_penalty_msat`.
 298         last_updated: T,
 299 }
 300
 301 impl<T: Time> ScorerUsingTime<T> {
 302         /// Creates a new scorer using the given scoring parameters.
 303         pub fn new(params: ScoringParameters) -> Self {
 304                 Self {
 305                         params,
 306                         channel_failures: HashMap::new(),
 307                 }
 308         }
 309
 310         /// Creates a new scorer using `penalty_msat` as a fixed channel penalty.
 311         #[cfg(any(test, feature = "fuzztarget", feature = "_test_utils"))]
 312         pub fn with_fixed_penalty(penalty_msat: u64) -> Self {
 313                 Self::new(ScoringParameters {
 314                         base_penalty_msat: penalty_msat,
 315                         failure_penalty_msat: 0,
 316                         failure_penalty_half_life: Duration::from_secs(0),
 317                         overuse_penalty_start_1024th: 1024,
 318                         overuse_penalty_msat_per_1024th: 0,
 319                 })
 320         }
 321 }
 322
 323 impl<T: Time> ChannelFailure<T> {
 324         fn new(failure_penalty_msat: u64) -> Self {
 325                 Self {
 326                         undecayed_penalty_msat: failure_penalty_msat,
 327                         last_updated: T::now(),
 328                 }
 329         }
 330
 331         fn add_penalty(&mut self, failure_penalty_msat: u64, half_life: Duration) {
 332                 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) + failure_penalty_msat;
 333                 self.last_updated = T::now();
 334         }
 335
 336         fn reduce_penalty(&mut self, half_life: Duration) {
 337                 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) >> 1;
 338                 self.last_updated = T::now();
 339         }
 340
 341         fn decayed_penalty_msat(&self, half_life: Duration) -> u64 {
 342                 self.last_updated.elapsed().as_secs()
 343                         .checked_div(half_life.as_secs())
 344                         .and_then(|decays| self.undecayed_penalty_msat.checked_shr(decays as u32))
 345                         .unwrap_or(0)
 346         }
 347 }
 348
 349 impl<T: Time> Default for ScorerUsingTime<T> {
 350         fn default() -> Self {
 351                 Self::new(ScoringParameters::default())
 352         }
 353 }
 354
 355 impl Default for ScoringParameters {
 356         fn default() -> Self {
 357                 Self {
 358                         base_penalty_msat: 500,
 359                         failure_penalty_msat: 1024 * 1000,
 360                         failure_penalty_half_life: Duration::from_secs(3600),
 361                         overuse_penalty_start_1024th: 1024 / 8,
 362                         overuse_penalty_msat_per_1024th: 20,
 363                 }
 364         }
 365 }
 366
 367 impl<T: Time> Score for ScorerUsingTime<T> {
 368         fn channel_penalty_msat(
 369                 &self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, _source: &NodeId, _target: &NodeId
 370         ) -> u64 {
 371                 let failure_penalty_msat = self.channel_failures
 372                         .get(&short_channel_id)
 373                         .map_or(0, |value| value.decayed_penalty_msat(self.params.failure_penalty_half_life));
 374
 375                 let mut penalty_msat = self.params.base_penalty_msat + failure_penalty_msat;
 376                 let send_1024ths = send_amt_msat.checked_mul(1024).unwrap_or(u64::max_value()) / capacity_msat;
 377                 if send_1024ths > self.params.overuse_penalty_start_1024th as u64 {
 378                         penalty_msat = penalty_msat.checked_add(
 379                                         (send_1024ths - self.params.overuse_penalty_start_1024th as u64)
 380                                         .checked_mul(self.params.overuse_penalty_msat_per_1024th).unwrap_or(u64::max_value()))
 381                                 .unwrap_or(u64::max_value());
 382                 }
 383
 384                 penalty_msat
 385         }
 386
 387         fn payment_path_failed(&mut self, _path: &[&RouteHop], short_channel_id: u64) {
 388                 let failure_penalty_msat = self.params.failure_penalty_msat;
 389                 let half_life = self.params.failure_penalty_half_life;
 390                 self.channel_failures
 391                         .entry(short_channel_id)
 392                         .and_modify(|failure| failure.add_penalty(failure_penalty_msat, half_life))
 393                         .or_insert_with(|| ChannelFailure::new(failure_penalty_msat));
 394         }
 395
 396         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
 397                 let half_life = self.params.failure_penalty_half_life;
 398                 for hop in path.iter() {
 399                         self.channel_failures
 400                                 .entry(hop.short_channel_id)
 401                                 .and_modify(|failure| failure.reduce_penalty(half_life));
 402                 }
 403         }
 404 }
 405
 406 impl<T: Time> Writeable for ScorerUsingTime<T> {
 407         #[inline]
 408         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 409                 self.params.write(w)?;
 410                 self.channel_failures.write(w)?;
 411                 write_tlv_fields!(w, {});
 412                 Ok(())
 413         }
 414 }
 415
 416 impl<T: Time> Readable for ScorerUsingTime<T> {
 417         #[inline]
 418         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
 419                 let res = Ok(Self {
 420                         params: Readable::read(r)?,
 421                         channel_failures: Readable::read(r)?,
 422                 });
 423                 read_tlv_fields!(r, {});
 424                 res
 425         }
 426 }
 427
 428 impl<T: Time> Writeable for ChannelFailure<T> {
 429         #[inline]
 430         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 431                 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
 432                 write_tlv_fields!(w, {
 433                         (0, self.undecayed_penalty_msat, required),
 434                         (2, duration_since_epoch, required),
 435                 });
 436                 Ok(())
 437         }
 438 }
 439
 440 impl<T: Time> Readable for ChannelFailure<T> {
 441         #[inline]
 442         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
 443                 let mut undecayed_penalty_msat = 0;
 444                 let mut duration_since_epoch = Duration::from_secs(0);
 445                 read_tlv_fields!(r, {
 446                         (0, undecayed_penalty_msat, required),
 447                         (2, duration_since_epoch, required),
 448                 });
 449                 Ok(Self {
 450                         undecayed_penalty_msat,
 451                         last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
 452                 })
 453         }
 454 }
 455
 456 /// [`Score`] implementation using channel success probability distributions.
 457 ///
 458 /// Based on *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
 459 /// and Stefan Richter [[1]]. Given the uncertainty of channel liquidity balances, probability
 460 /// distributions are defined based on knowledge learned from successful and unsuccessful attempts.
 461 /// Then the negative log of the success probability is used to determine the cost of routing a
 462 /// specific HTLC amount through a channel.
 463 ///
 464 /// [1]: https://arxiv.org/abs/2107.05322
 465 pub struct ProbabilisticScorer<G: Deref<Target = NetworkGraph>> {
 466         _params: ProbabilisticScoringParameters,
 467         node_id: NodeId,
 468         network_graph: G,
 469         // TODO: Remove entries of closed channels.
 470         channel_liquidities: HashMap<u64, ChannelLiquidity>,
 471 }
 472
 473 /// Parameters for configuring [`ProbabilisticScorer`].
 474 pub struct ProbabilisticScoringParameters;
 475
 476 impl_writeable_tlv_based!(ProbabilisticScoringParameters, {
 477 });
 478
 479 /// Accounting for channel liquidity balance uncertainty.
 480 ///
 481 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
 482 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
 483 /// offset fields gives the opposite direction.
 484 struct ChannelLiquidity {
 485         min_liquidity_offset_msat: u64,
 486         max_liquidity_offset_msat: u64,
 487 }
 488
 489 /// A view of [`ChannelLiquidity`] in one direction assuming a certain channel capacity.
 490 struct DirectedChannelLiquidity<L: Deref<Target = u64>> {
 491         min_liquidity_offset_msat: L,
 492         max_liquidity_offset_msat: L,
 493         capacity_msat: u64,
 494 }
 495
 496 /// The likelihood of an event occurring.
 497 enum Probability {
 498         Zero,
 499         One,
 500         Ratio { numerator: u64, denominator: u64 },
 501 }
 502
 503 impl<G: Deref<Target = NetworkGraph>> ProbabilisticScorer<G> {
 504         /// Creates a new scorer using the given scoring parameters for sending payments from a node
 505         /// through a network graph.
 506         pub fn new(
 507                 _params: ProbabilisticScoringParameters, node_pubkey: PublicKey, network_graph: G
 508         ) -> Self {
 509                 Self {
 510                         _params,
 511                         node_id: NodeId::from_pubkey(&node_pubkey),
 512                         network_graph,
 513                         channel_liquidities: HashMap::new(),
 514                 }
 515         }
 516
 517         #[cfg(test)]
 518         fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity) -> Self {
 519                 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
 520                 self
 521         }
 522 }
 523
 524 impl Default for ProbabilisticScoringParameters {
 525         fn default() -> Self {
 526                 Self
 527         }
 528 }
 529
 530 impl ChannelLiquidity {
 531         #[inline]
 532         fn new() -> Self {
 533                 Self {
 534                         min_liquidity_offset_msat: 0,
 535                         max_liquidity_offset_msat: 0,
 536                 }
 537         }
 538
 539         /// Returns a view of the channel liquidity directed from `source` to `target` assuming
 540         /// `capacity_msat`.
 541         fn as_directed(
 542                 &self, source: &NodeId, target: &NodeId, capacity_msat: u64
 543         ) -> DirectedChannelLiquidity<&u64> {
 544                 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
 545                         (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat)
 546                 } else {
 547                         (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat)
 548                 };
 549
 550                 DirectedChannelLiquidity {
 551                         min_liquidity_offset_msat,
 552                         max_liquidity_offset_msat,
 553                         capacity_msat,
 554                 }
 555         }
 556
 557         /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
 558         /// `capacity_msat`.
 559         fn as_directed_mut(
 560                 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64
 561         ) -> DirectedChannelLiquidity<&mut u64> {
 562                 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
 563                         (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat)
 564                 } else {
 565                         (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat)
 566                 };
 567
 568                 DirectedChannelLiquidity {
 569                         min_liquidity_offset_msat,
 570                         max_liquidity_offset_msat,
 571                         capacity_msat,
 572                 }
 573         }
 574 }
 575
 576 impl<L: Deref<Target = u64>> DirectedChannelLiquidity<L> {
 577         /// Returns the success probability of routing the given HTLC `amount_msat` through the channel
 578         /// in this direction.
 579         fn success_probability(&self, amount_msat: u64) -> Probability {
 580                 let max_liquidity_msat = self.max_liquidity_msat();
 581                 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
 582                 if amount_msat > max_liquidity_msat {
 583                         Probability::Zero
 584                 } else if amount_msat < min_liquidity_msat {
 585                         Probability::One
 586                 } else {
 587                         let numerator = max_liquidity_msat + 1 - amount_msat;
 588                         let denominator = max_liquidity_msat + 1 - min_liquidity_msat;
 589                         if numerator == denominator {
 590                                 Probability::One
 591                         } else {
 592                                 Probability::Ratio { numerator, denominator }
 593                         }
 594                 }
 595         }
 596
 597         /// Returns the lower bound of the channel liquidity balance in this direction.
 598         fn min_liquidity_msat(&self) -> u64 {
 599                 *self.min_liquidity_offset_msat
 600         }
 601
 602         /// Returns the upper bound of the channel liquidity balance in this direction.
 603         fn max_liquidity_msat(&self) -> u64 {
 604                 self.capacity_msat.checked_sub(*self.max_liquidity_offset_msat).unwrap_or(0)
 605         }
 606 }
 607
 608 impl<L: DerefMut<Target = u64>> DirectedChannelLiquidity<L> {
 609         /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
 610         fn failed_at_channel(&mut self, amount_msat: u64) {
 611                 if amount_msat < self.max_liquidity_msat() {
 612                         self.set_max_liquidity_msat(amount_msat);
 613                 }
 614         }
 615
 616         /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
 617         fn failed_downstream(&mut self, amount_msat: u64) {
 618                 if amount_msat > self.min_liquidity_msat() {
 619                         self.set_min_liquidity_msat(amount_msat);
 620                 }
 621         }
 622
 623         /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
 624         fn successful(&mut self, amount_msat: u64) {
 625                 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
 626                 self.set_max_liquidity_msat(max_liquidity_msat);
 627         }
 628
 629         /// Adjusts the lower bound of the channel liquidity balance in this direction.
 630         fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
 631                 *self.min_liquidity_offset_msat = amount_msat;
 632
 633                 if amount_msat > self.max_liquidity_msat() {
 634                         *self.max_liquidity_offset_msat = 0;
 635                 }
 636         }
 637
 638         /// Adjusts the upper bound of the channel liquidity balance in this direction.
 639         fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
 640                 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
 641
 642                 if amount_msat < self.min_liquidity_msat() {
 643                         *self.min_liquidity_offset_msat = 0;
 644                 }
 645         }
 646 }
 647
 648 impl<G: Deref<Target = NetworkGraph>> Score for ProbabilisticScorer<G> {
 649         fn channel_penalty_msat(
 650                 &self, short_channel_id: u64, amount_msat: u64, capacity_msat: u64, source: &NodeId,
 651                 target: &NodeId
 652         ) -> u64 {
 653                 if *source == self.node_id || *target == self.node_id {
 654                         return 0;
 655                 }
 656
 657                 let success_probability = self.channel_liquidities
 658                         .get(&short_channel_id)
 659                         .unwrap_or(&ChannelLiquidity::new())
 660                         .as_directed(source, target, capacity_msat)
 661                         .success_probability(amount_msat);
 662                 match success_probability {
 663                         Probability::Zero => u64::max_value(),
 664                         Probability::One => 0,
 665                         Probability::Ratio { numerator, denominator } => {
 666                                 let success_probability = numerator as f64 / denominator as f64;
 667                                 (-(success_probability.log10()) * amount_msat as f64) as u64
 668                         },
 669                 }
 670         }
 671
 672         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
 673                 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
 674                 let network_graph = self.network_graph.read_only();
 675                 let hop_sources = core::iter::once(self.node_id)
 676                         .chain(path.iter().map(|hop| NodeId::from_pubkey(&hop.pubkey)));
 677                 for (source, hop) in hop_sources.zip(path.iter()) {
 678                         let target = NodeId::from_pubkey(&hop.pubkey);
 679                         if source == self.node_id || target == self.node_id {
 680                                 continue;
 681                         }
 682
 683                         let capacity_msat = network_graph.channels()
 684                                 .get(&hop.short_channel_id)
 685                                 .and_then(|channel| channel.as_directed_to(&target).map(|d| d.effective_capacity()))
 686                                 .unwrap_or(EffectiveCapacity::Unknown)
 687                                 .as_msat();
 688
 689                         if hop.short_channel_id == short_channel_id {
 690                                 self.channel_liquidities
 691                                         .entry(hop.short_channel_id)
 692                                         .or_insert_with(|| ChannelLiquidity::new())
 693                                         .as_directed_mut(&source, &target, capacity_msat)
 694                                         .failed_at_channel(amount_msat);
 695                                 break;
 696                         }
 697
 698                         self.channel_liquidities
 699                                 .entry(hop.short_channel_id)
 700                                 .or_insert_with(|| ChannelLiquidity::new())
 701                                 .as_directed_mut(&source, &target, capacity_msat)
 702                                 .failed_downstream(amount_msat);
 703                 }
 704         }
 705
 706         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
 707                 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
 708                 let network_graph = self.network_graph.read_only();
 709                 let hop_sources = core::iter::once(self.node_id)
 710                         .chain(path.iter().map(|hop| NodeId::from_pubkey(&hop.pubkey)));
 711                 for (source, hop) in hop_sources.zip(path.iter()) {
 712                         let target = NodeId::from_pubkey(&hop.pubkey);
 713                         if source == self.node_id || target == self.node_id {
 714                                 continue;
 715                         }
 716
 717                         let capacity_msat = network_graph.channels()
 718                                 .get(&hop.short_channel_id)
 719                                 .and_then(|channel| channel.as_directed_to(&target).map(|d| d.effective_capacity()))
 720                                 .unwrap_or(EffectiveCapacity::Unknown)
 721                                 .as_msat();
 722
 723                         self.channel_liquidities
 724                                 .entry(hop.short_channel_id)
 725                                 .or_insert_with(|| ChannelLiquidity::new())
 726                                 .as_directed_mut(&source, &target, capacity_msat)
 727                                 .successful(amount_msat);
 728                 }
 729         }
 730 }
 731
 732 impl<G: Deref<Target = NetworkGraph>> Writeable for ProbabilisticScorer<G> {
 733         #[inline]
 734         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 735                 self._params.write(w)?;
 736                 self.node_id.write(w)?;
 737                 self.channel_liquidities.write(w)?;
 738                 write_tlv_fields!(w, {});
 739                 Ok(())
 740         }
 741 }
 742
 743 impl<G: Deref<Target = NetworkGraph>> ReadableArgs<G> for ProbabilisticScorer<G> {
 744         #[inline]
 745         fn read<R: Read>(r: &mut R, args: G) -> Result<Self, DecodeError> {
 746                 let res = Ok(Self {
 747                         _params: Readable::read(r)?,
 748                         node_id: Readable::read(r)?,
 749                         network_graph: args,
 750                         channel_liquidities: Readable::read(r)?,
 751                 });
 752                 read_tlv_fields!(r, {});
 753                 res
 754         }
 755 }
 756
 757 impl Writeable for ChannelLiquidity {
 758         #[inline]
 759         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 760                 write_tlv_fields!(w, {
 761                         (0, self.min_liquidity_offset_msat, required),
 762                         (2, self.max_liquidity_offset_msat, required),
 763                 });
 764                 Ok(())
 765         }
 766 }
 767
 768 impl Readable for ChannelLiquidity {
 769         #[inline]
 770         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
 771                 let mut min_liquidity_offset_msat = 0;
 772                 let mut max_liquidity_offset_msat = 0;
 773                 read_tlv_fields!(r, {
 774                         (0, min_liquidity_offset_msat, required),
 775                         (2, max_liquidity_offset_msat, required),
 776                 });
 777                 Ok(Self {
 778                         min_liquidity_offset_msat,
 779                         max_liquidity_offset_msat
 780                 })
 781         }
 782 }
 783
 784 pub(crate) mod time {
 785         use core::ops::Sub;
 786         use core::time::Duration;
 787         /// A measurement of time.
 788         pub trait Time: Sub<Duration, Output = Self> where Self: Sized {
 789                 /// Returns an instance corresponding to the current moment.
 790                 fn now() -> Self;
 791
 792                 /// Returns the amount of time elapsed since `self` was created.
 793                 fn elapsed(&self) -> Duration;
 794
 795                 /// Returns the amount of time passed since the beginning of [`Time`].
 796                 ///
 797                 /// Used during (de-)serialization.
 798                 fn duration_since_epoch() -> Duration;
 799         }
 800
 801         /// A state in which time has no meaning.
 802         #[derive(Debug, PartialEq, Eq)]
 803         pub struct Eternity;
 804
 805         #[cfg(not(feature = "no-std"))]
 806         impl Time for std::time::Instant {
 807                 fn now() -> Self {
 808                         std::time::Instant::now()
 809                 }
 810
 811                 fn duration_since_epoch() -> Duration {
 812                         use std::time::SystemTime;
 813                         SystemTime::now().duration_since(SystemTime::UNIX_EPOCH).unwrap()
 814                 }
 815
 816                 fn elapsed(&self) -> Duration {
 817                         std::time::Instant::elapsed(self)
 818                 }
 819         }
 820
 821         impl Time for Eternity {
 822                 fn now() -> Self {
 823                         Self
 824                 }
 825
 826                 fn duration_since_epoch() -> Duration {
 827                         Duration::from_secs(0)
 828                 }
 829
 830                 fn elapsed(&self) -> Duration {
 831                         Duration::from_secs(0)
 832                 }
 833         }
 834
 835         impl Sub<Duration> for Eternity {
 836                 type Output = Self;
 837
 838                 fn sub(self, _other: Duration) -> Self {
 839                         self
 840                 }
 841         }
 842 }
 843
 844 pub(crate) use self::time::Time;
 845
 846 #[cfg(test)]
 847 mod tests {
 848         use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorer, ScoringParameters, ScorerUsingTime, Time};
 849         use super::time::Eternity;
 850
 851         use ln::features::{ChannelFeatures, NodeFeatures};
 852         use ln::msgs::{ChannelAnnouncement, ChannelUpdate, OptionalField, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
 853         use routing::scoring::Score;
 854         use routing::network_graph::{NetworkGraph, NodeId};
 855         use routing::router::RouteHop;
 856         use util::ser::{Readable, Writeable};
 857
 858         use bitcoin::blockdata::constants::genesis_block;
 859         use bitcoin::hashes::Hash;
 860         use bitcoin::hashes::sha256d::Hash as Sha256dHash;
 861         use bitcoin::network::constants::Network;
 862         use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
 863         use core::cell::Cell;
 864         use core::ops::Sub;
 865         use core::time::Duration;
 866         use io;
 867
 868         // `Time` tests
 869
 870         /// Time that can be advanced manually in tests.
 871         #[derive(Debug, PartialEq, Eq)]
 872         struct SinceEpoch(Duration);
 873
 874         impl SinceEpoch {
 875                 thread_local! {
 876                         static ELAPSED: Cell<Duration> = core::cell::Cell::new(Duration::from_secs(0));
 877                 }
 878
 879                 fn advance(duration: Duration) {
 880                         Self::ELAPSED.with(|elapsed| elapsed.set(elapsed.get() + duration))
 881                 }
 882         }
 883
 884         impl Time for SinceEpoch {
 885                 fn now() -> Self {
 886                         Self(Self::duration_since_epoch())
 887                 }
 888
 889                 fn duration_since_epoch() -> Duration {
 890                         Self::ELAPSED.with(|elapsed| elapsed.get())
 891                 }
 892
 893                 fn elapsed(&self) -> Duration {
 894                         Self::duration_since_epoch() - self.0
 895                 }
 896         }
 897
 898         impl Sub<Duration> for SinceEpoch {
 899                 type Output = Self;
 900
 901                 fn sub(self, other: Duration) -> Self {
 902                         Self(self.0 - other)
 903                 }
 904         }
 905
 906         #[test]
 907         fn time_passes_when_advanced() {
 908                 let now = SinceEpoch::now();
 909                 assert_eq!(now.elapsed(), Duration::from_secs(0));
 910
 911                 SinceEpoch::advance(Duration::from_secs(1));
 912                 SinceEpoch::advance(Duration::from_secs(1));
 913
 914                 let elapsed = now.elapsed();
 915                 let later = SinceEpoch::now();
 916
 917                 assert_eq!(elapsed, Duration::from_secs(2));
 918                 assert_eq!(later - elapsed, now);
 919         }
 920
 921         #[test]
 922         fn time_never_passes_in_an_eternity() {
 923                 let now = Eternity::now();
 924                 let elapsed = now.elapsed();
 925                 let later = Eternity::now();
 926
 927                 assert_eq!(now.elapsed(), Duration::from_secs(0));
 928                 assert_eq!(later - elapsed, now);
 929         }
 930
 931         // `Scorer` tests
 932
 933         /// A scorer for testing with time that can be manually advanced.
 934         type Scorer = ScorerUsingTime::<SinceEpoch>;
 935
 936         fn source_privkey() -> SecretKey {
 937                 SecretKey::from_slice(&[42; 32]).unwrap()
 938         }
 939
 940         fn target_privkey() -> SecretKey {
 941                 SecretKey::from_slice(&[43; 32]).unwrap()
 942         }
 943
 944         fn source_pubkey() -> PublicKey {
 945                 let secp_ctx = Secp256k1::new();
 946                 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
 947         }
 948
 949         fn target_pubkey() -> PublicKey {
 950                 let secp_ctx = Secp256k1::new();
 951                 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
 952         }
 953
 954         fn source_node_id() -> NodeId {
 955                 NodeId::from_pubkey(&source_pubkey())
 956         }
 957
 958         fn target_node_id() -> NodeId {
 959                 NodeId::from_pubkey(&target_pubkey())
 960         }
 961
 962         #[test]
 963         fn penalizes_without_channel_failures() {
 964                 let scorer = Scorer::new(ScoringParameters {
 965                         base_penalty_msat: 1_000,
 966                         failure_penalty_msat: 512,
 967                         failure_penalty_half_life: Duration::from_secs(1),
 968                         overuse_penalty_start_1024th: 1024,
 969                         overuse_penalty_msat_per_1024th: 0,
 970                 });
 971                 let source = source_node_id();
 972                 let target = target_node_id();
 973                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
 974
 975                 SinceEpoch::advance(Duration::from_secs(1));
 976                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
 977         }
 978
 979         #[test]
 980         fn accumulates_channel_failure_penalties() {
 981                 let mut scorer = Scorer::new(ScoringParameters {
 982                         base_penalty_msat: 1_000,
 983                         failure_penalty_msat: 64,
 984                         failure_penalty_half_life: Duration::from_secs(10),
 985                         overuse_penalty_start_1024th: 1024,
 986                         overuse_penalty_msat_per_1024th: 0,
 987                 });
 988                 let source = source_node_id();
 989                 let target = target_node_id();
 990                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
 991
 992                 scorer.payment_path_failed(&[], 42);
 993                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
 994
 995                 scorer.payment_path_failed(&[], 42);
 996                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
 997
 998                 scorer.payment_path_failed(&[], 42);
 999                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_192);
1000         }
1001
1002         #[test]
1003         fn decays_channel_failure_penalties_over_time() {
1004                 let mut scorer = Scorer::new(ScoringParameters {
1005                         base_penalty_msat: 1_000,
1006                         failure_penalty_msat: 512,
1007                         failure_penalty_half_life: Duration::from_secs(10),
1008                         overuse_penalty_start_1024th: 1024,
1009                         overuse_penalty_msat_per_1024th: 0,
1010                 });
1011                 let source = source_node_id();
1012                 let target = target_node_id();
1013                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1014
1015                 scorer.payment_path_failed(&[], 42);
1016                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1017
1018                 SinceEpoch::advance(Duration::from_secs(9));
1019                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1020
1021                 SinceEpoch::advance(Duration::from_secs(1));
1022                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1023
1024                 SinceEpoch::advance(Duration::from_secs(10 * 8));
1025                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_001);
1026
1027                 SinceEpoch::advance(Duration::from_secs(10));
1028                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1029
1030                 SinceEpoch::advance(Duration::from_secs(10));
1031                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1032         }
1033
1034         #[test]
1035         fn decays_channel_failure_penalties_without_shift_overflow() {
1036                 let mut scorer = Scorer::new(ScoringParameters {
1037                         base_penalty_msat: 1_000,
1038                         failure_penalty_msat: 512,
1039                         failure_penalty_half_life: Duration::from_secs(10),
1040                         overuse_penalty_start_1024th: 1024,
1041                         overuse_penalty_msat_per_1024th: 0,
1042                 });
1043                 let source = source_node_id();
1044                 let target = target_node_id();
1045                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1046
1047                 scorer.payment_path_failed(&[], 42);
1048                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1049
1050                 // An unchecked right shift 64 bits or more in ChannelFailure::decayed_penalty_msat would
1051                 // cause an overflow.
1052                 SinceEpoch::advance(Duration::from_secs(10 * 64));
1053                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1054
1055                 SinceEpoch::advance(Duration::from_secs(10));
1056                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1057         }
1058
1059         #[test]
1060         fn accumulates_channel_failure_penalties_after_decay() {
1061                 let mut scorer = Scorer::new(ScoringParameters {
1062                         base_penalty_msat: 1_000,
1063                         failure_penalty_msat: 512,
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_512);
1074
1075                 SinceEpoch::advance(Duration::from_secs(10));
1076                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1077
1078                 scorer.payment_path_failed(&[], 42);
1079                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_768);
1080
1081                 SinceEpoch::advance(Duration::from_secs(10));
1082                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_384);
1083         }
1084
1085         #[test]
1086         fn reduces_channel_failure_penalties_after_success() {
1087                 let mut scorer = Scorer::new(ScoringParameters {
1088                         base_penalty_msat: 1_000,
1089                         failure_penalty_msat: 512,
1090                         failure_penalty_half_life: Duration::from_secs(10),
1091                         overuse_penalty_start_1024th: 1024,
1092                         overuse_penalty_msat_per_1024th: 0,
1093                 });
1094                 let source = source_node_id();
1095                 let target = target_node_id();
1096                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1097
1098                 scorer.payment_path_failed(&[], 42);
1099                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1100
1101                 SinceEpoch::advance(Duration::from_secs(10));
1102                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1103
1104                 let hop = RouteHop {
1105                         pubkey: PublicKey::from_slice(target.as_slice()).unwrap(),
1106                         node_features: NodeFeatures::known(),
1107                         short_channel_id: 42,
1108                         channel_features: ChannelFeatures::known(),
1109                         fee_msat: 1,
1110                         cltv_expiry_delta: 18,
1111                 };
1112                 scorer.payment_path_successful(&[&hop]);
1113                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1114
1115                 SinceEpoch::advance(Duration::from_secs(10));
1116                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1117         }
1118
1119         #[test]
1120         fn restores_persisted_channel_failure_penalties() {
1121                 let mut scorer = Scorer::new(ScoringParameters {
1122                         base_penalty_msat: 1_000,
1123                         failure_penalty_msat: 512,
1124                         failure_penalty_half_life: Duration::from_secs(10),
1125                         overuse_penalty_start_1024th: 1024,
1126                         overuse_penalty_msat_per_1024th: 0,
1127                 });
1128                 let source = source_node_id();
1129                 let target = target_node_id();
1130
1131                 scorer.payment_path_failed(&[], 42);
1132                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1133
1134                 SinceEpoch::advance(Duration::from_secs(10));
1135                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1136
1137                 scorer.payment_path_failed(&[], 43);
1138                 assert_eq!(scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1139
1140                 let mut serialized_scorer = Vec::new();
1141                 scorer.write(&mut serialized_scorer).unwrap();
1142
1143                 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1144                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1145                 assert_eq!(deserialized_scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1146         }
1147
1148         #[test]
1149         fn decays_persisted_channel_failure_penalties() {
1150                 let mut scorer = Scorer::new(ScoringParameters {
1151                         base_penalty_msat: 1_000,
1152                         failure_penalty_msat: 512,
1153                         failure_penalty_half_life: Duration::from_secs(10),
1154                         overuse_penalty_start_1024th: 1024,
1155                         overuse_penalty_msat_per_1024th: 0,
1156                 });
1157                 let source = source_node_id();
1158                 let target = target_node_id();
1159
1160                 scorer.payment_path_failed(&[], 42);
1161                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1162
1163                 let mut serialized_scorer = Vec::new();
1164                 scorer.write(&mut serialized_scorer).unwrap();
1165
1166                 SinceEpoch::advance(Duration::from_secs(10));
1167
1168                 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1169                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1170
1171                 SinceEpoch::advance(Duration::from_secs(10));
1172                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1173         }
1174
1175         #[test]
1176         fn charges_per_1024th_penalty() {
1177                 let scorer = Scorer::new(ScoringParameters {
1178                         base_penalty_msat: 0,
1179                         failure_penalty_msat: 0,
1180                         failure_penalty_half_life: Duration::from_secs(0),
1181                         overuse_penalty_start_1024th: 256,
1182                         overuse_penalty_msat_per_1024th: 100,
1183                 });
1184                 let source = source_node_id();
1185                 let target = target_node_id();
1186
1187                 assert_eq!(scorer.channel_penalty_msat(42, 1_000, 1_024_000, &source, &target), 0);
1188                 assert_eq!(scorer.channel_penalty_msat(42, 256_999, 1_024_000, &source, &target), 0);
1189                 assert_eq!(scorer.channel_penalty_msat(42, 257_000, 1_024_000, &source, &target), 100);
1190                 assert_eq!(scorer.channel_penalty_msat(42, 258_000, 1_024_000, &source, &target), 200);
1191                 assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 256 * 100);
1192         }
1193
1194         // `ProbabilisticScorer` tests
1195
1196         fn sender_privkey() -> SecretKey {
1197                 SecretKey::from_slice(&[41; 32]).unwrap()
1198         }
1199
1200         fn recipient_privkey() -> SecretKey {
1201                 SecretKey::from_slice(&[45; 32]).unwrap()
1202         }
1203
1204         fn sender_pubkey() -> PublicKey {
1205                 let secp_ctx = Secp256k1::new();
1206                 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1207         }
1208
1209         fn recipient_pubkey() -> PublicKey {
1210                 let secp_ctx = Secp256k1::new();
1211                 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1212         }
1213
1214         fn sender_node_id() -> NodeId {
1215                 NodeId::from_pubkey(&sender_pubkey())
1216         }
1217
1218         fn recipient_node_id() -> NodeId {
1219                 NodeId::from_pubkey(&recipient_pubkey())
1220         }
1221
1222         fn network_graph() -> NetworkGraph {
1223                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1224                 let mut network_graph = NetworkGraph::new(genesis_hash);
1225                 add_channel(&mut network_graph, 41, sender_privkey(), source_privkey());
1226                 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1227                 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1228
1229                 network_graph
1230         }
1231
1232         fn add_channel(
1233                 network_graph: &mut NetworkGraph, short_channel_id: u64, node_1_key: SecretKey,
1234                 node_2_key: SecretKey
1235         ) {
1236                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1237                 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1238                 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1239                 let secp_ctx = Secp256k1::new();
1240                 let unsigned_announcement = UnsignedChannelAnnouncement {
1241                         features: ChannelFeatures::known(),
1242                         chain_hash: genesis_hash,
1243                         short_channel_id,
1244                         node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key),
1245                         node_id_2: PublicKey::from_secret_key(&secp_ctx, &node_2_key),
1246                         bitcoin_key_1: PublicKey::from_secret_key(&secp_ctx, &node_1_secret),
1247                         bitcoin_key_2: PublicKey::from_secret_key(&secp_ctx, &node_2_secret),
1248                         excess_data: Vec::new(),
1249                 };
1250                 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1251                 let signed_announcement = ChannelAnnouncement {
1252                         node_signature_1: secp_ctx.sign(&msghash, &node_1_key),
1253                         node_signature_2: secp_ctx.sign(&msghash, &node_2_key),
1254                         bitcoin_signature_1: secp_ctx.sign(&msghash, &node_1_secret),
1255                         bitcoin_signature_2: secp_ctx.sign(&msghash, &node_2_secret),
1256                         contents: unsigned_announcement,
1257                 };
1258                 let chain_source: Option<&::util::test_utils::TestChainSource> = None;
1259                 network_graph.update_channel_from_announcement(
1260                         &signed_announcement, &chain_source, &secp_ctx).unwrap();
1261                 update_channel(network_graph, short_channel_id, node_1_key, 0);
1262                 update_channel(network_graph, short_channel_id, node_2_key, 1);
1263         }
1264
1265         fn update_channel(
1266                 network_graph: &mut NetworkGraph, short_channel_id: u64, node_key: SecretKey, flags: u8
1267         ) {
1268                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1269                 let secp_ctx = Secp256k1::new();
1270                 let unsigned_update = UnsignedChannelUpdate {
1271                         chain_hash: genesis_hash,
1272                         short_channel_id,
1273                         timestamp: 100,
1274                         flags,
1275                         cltv_expiry_delta: 18,
1276                         htlc_minimum_msat: 0,
1277                         htlc_maximum_msat: OptionalField::Present(1_000),
1278                         fee_base_msat: 1,
1279                         fee_proportional_millionths: 0,
1280                         excess_data: Vec::new(),
1281                 };
1282                 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1283                 let signed_update = ChannelUpdate {
1284                         signature: secp_ctx.sign(&msghash, &node_key),
1285                         contents: unsigned_update,
1286                 };
1287                 network_graph.update_channel(&signed_update, &secp_ctx).unwrap();
1288         }
1289
1290         fn payment_path(amount_msat: u64) -> Vec<RouteHop> {
1291                 vec![
1292                         RouteHop {
1293                                 pubkey: source_pubkey(),
1294                                 node_features: NodeFeatures::known(),
1295                                 short_channel_id: 41,
1296                                 channel_features: ChannelFeatures::known(),
1297                                 fee_msat: 1,
1298                                 cltv_expiry_delta: 18,
1299                         },
1300                         RouteHop {
1301                                 pubkey: target_pubkey(),
1302                                 node_features: NodeFeatures::known(),
1303                                 short_channel_id: 42,
1304                                 channel_features: ChannelFeatures::known(),
1305                                 fee_msat: 2,
1306                                 cltv_expiry_delta: 18,
1307                         },
1308                         RouteHop {
1309                                 pubkey: recipient_pubkey(),
1310                                 node_features: NodeFeatures::known(),
1311                                 short_channel_id: 43,
1312                                 channel_features: ChannelFeatures::known(),
1313                                 fee_msat: amount_msat,
1314                                 cltv_expiry_delta: 18,
1315                         },
1316                 ]
1317         }
1318
1319         #[test]
1320         fn liquidity_bounds_directed_from_lowest_node_id() {
1321                 let network_graph = network_graph();
1322                 let params = ProbabilisticScoringParameters::default();
1323                 let mut scorer = ProbabilisticScorer::new(params, sender_pubkey(), &network_graph)
1324                         .with_channel(42,
1325                                 ChannelLiquidity {
1326                                         min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100
1327                                 })
1328                         .with_channel(43,
1329                                 ChannelLiquidity {
1330                                         min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100
1331                                 });
1332                 let source = source_node_id();
1333                 let target = target_node_id();
1334                 let recipient = recipient_node_id();
1335
1336                 let liquidity = scorer.channel_liquidities.get_mut(&42).unwrap();
1337                 assert!(source > target);
1338                 assert_eq!(liquidity.as_directed(&source, &target, 1_000).min_liquidity_msat(), 100);
1339                 assert_eq!(liquidity.as_directed(&source, &target, 1_000).max_liquidity_msat(), 300);
1340                 assert_eq!(liquidity.as_directed(&target, &source, 1_000).min_liquidity_msat(), 700);
1341                 assert_eq!(liquidity.as_directed(&target, &source, 1_000).max_liquidity_msat(), 900);
1342
1343                 liquidity.as_directed_mut(&source, &target, 1_000).set_min_liquidity_msat(200);
1344                 assert_eq!(liquidity.as_directed(&source, &target, 1_000).min_liquidity_msat(), 200);
1345                 assert_eq!(liquidity.as_directed(&source, &target, 1_000).max_liquidity_msat(), 300);
1346                 assert_eq!(liquidity.as_directed(&target, &source, 1_000).min_liquidity_msat(), 700);
1347                 assert_eq!(liquidity.as_directed(&target, &source, 1_000).max_liquidity_msat(), 800);
1348
1349                 let liquidity = scorer.channel_liquidities.get_mut(&43).unwrap();
1350                 assert!(target < recipient);
1351                 assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).min_liquidity_msat(), 700);
1352                 assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).max_liquidity_msat(), 900);
1353                 assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).min_liquidity_msat(), 100);
1354                 assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).max_liquidity_msat(), 300);
1355
1356                 liquidity.as_directed_mut(&target, &recipient, 1_000).set_max_liquidity_msat(200);
1357                 assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).min_liquidity_msat(), 0);
1358                 assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).max_liquidity_msat(), 200);
1359                 assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).min_liquidity_msat(), 800);
1360                 assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).max_liquidity_msat(), 1000);
1361         }
1362
1363         #[test]
1364         fn increased_penalty_nearing_liquidity_upper_bound() {
1365                 let network_graph = network_graph();
1366                 let params = ProbabilisticScoringParameters::default();
1367                 let scorer = ProbabilisticScorer::new(params, sender_pubkey(), &network_graph);
1368                 let source = source_node_id();
1369                 let target = target_node_id();
1370
1371                 assert_eq!(scorer.channel_penalty_msat(42, 100, 100_000, &source, &target), 0);
1372                 assert_eq!(scorer.channel_penalty_msat(42, 1_000, 100_000, &source, &target), 4);
1373                 assert_eq!(scorer.channel_penalty_msat(42, 10_000, 100_000, &source, &target), 457);
1374                 assert_eq!(scorer.channel_penalty_msat(42, 100_000, 100_000, &source, &target), 500_000);
1375
1376                 assert_eq!(scorer.channel_penalty_msat(42, 125, 1_000, &source, &target), 7);
1377                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 31);
1378                 assert_eq!(scorer.channel_penalty_msat(42, 375, 1_000, &source, &target), 76);
1379                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 150);
1380                 assert_eq!(scorer.channel_penalty_msat(42, 625, 1_000, &source, &target), 265);
1381                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 450);
1382                 assert_eq!(scorer.channel_penalty_msat(42, 875, 1_000, &source, &target), 787);
1383         }
1384
1385         #[test]
1386         fn constant_penalty_outside_liquidity_bounds() {
1387                 let network_graph = network_graph();
1388                 let params = ProbabilisticScoringParameters::default();
1389                 let scorer = ProbabilisticScorer::new(params, sender_pubkey(), &network_graph)
1390                         .with_channel(42,
1391                                 ChannelLiquidity { min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40 });
1392                 let source = source_node_id();
1393                 let target = target_node_id();
1394
1395                 assert_eq!(scorer.channel_penalty_msat(42, 39, 100, &source, &target), 0);
1396                 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 0);
1397                 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), u64::max_value());
1398                 assert_eq!(scorer.channel_penalty_msat(42, 61, 100, &source, &target), u64::max_value());
1399         }
1400
1401         #[test]
1402         fn reduces_liquidity_upper_bound_on_success() {
1403                 let network_graph = network_graph();
1404                 let params = ProbabilisticScoringParameters::default();
1405                 let mut scorer = ProbabilisticScorer::new(params, sender_pubkey(), &network_graph)
1406                         .with_channel(42,
1407                                 ChannelLiquidity { min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 0 })
1408                         .with_channel(43,
1409                                 ChannelLiquidity { min_liquidity_offset_msat: 0, max_liquidity_offset_msat: 400 });
1410                 let sender = sender_node_id();
1411                 let source = source_node_id();
1412                 let target = target_node_id();
1413                 let recipient = recipient_node_id();
1414                 let path = payment_path(200);
1415
1416                 assert_eq!(scorer.channel_penalty_msat(41, 200, 1_000, &sender, &source), 0);
1417                 assert_eq!(scorer.channel_penalty_msat(42, 200, 1_000, &source, &target), 94);
1418                 assert_eq!(scorer.channel_penalty_msat(43, 200, 1_000, &target, &recipient), 35);
1419
1420                 scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
1421
1422                 assert_eq!(scorer.channel_penalty_msat(41, 200, 1_000, &sender, &source), 0);
1423                 assert_eq!(scorer.channel_penalty_msat(42, 200, 1_000, &source, &target), u64::max_value());
1424                 assert_eq!(scorer.channel_penalty_msat(43, 200, 1_000, &target, &recipient), 59);
1425         }
1426
1427         // TODO: Add more test coverage
1428 }