_ 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::chain::keysinterface::{KeysManager, KeysInterface};
  24 //! # use lightning::util::logger::{Logger, Record};
  25 //! # use secp256k1::key::PublicKey;
  26 //! #
  27 //! # struct FakeLogger {};
  28 //! # impl Logger for FakeLogger {
  29 //! #     fn log(&self, record: &Record) { unimplemented!() }
  30 //! # }
  31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph) {
  32 //! # let logger = FakeLogger {};
  33 //! #
  34 //! // Use the default channel penalties.
  35 //! let params = ProbabilisticScoringParameters::default();
  36 //! let scorer = ProbabilisticScorer::new(params, &network_graph);
  37 //!
  38 //! // Or use custom channel penalties.
  39 //! let params = ProbabilisticScoringParameters {
  40 //!     liquidity_penalty_multiplier_msat: 2 * 1000,
  41 //!     ..ProbabilisticScoringParameters::default()
  42 //! };
  43 //! let scorer = ProbabilisticScorer::new(params, &network_graph);
  44 //! # let random_seed_bytes = [42u8; 32];
  45 //!
  46 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, &random_seed_bytes);
  47 //! # }
  48 //! ```
  49 //!
  50 //! # Note
  51 //!
  52 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
  53 //! different types and thus is undefined.
  54 //!
  55 //! [`find_route`]: crate::routing::router::find_route
  56
  57 use ln::msgs::DecodeError;
  58 use routing::network_graph::{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. For invoice hints, a capacity near
  91         /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
  92         /// Thus, implementations should be overflow-safe.
  93         fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64;
  94
  95         /// Handles updating channel penalties after failing to route through a channel.
  96         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64);
  97
  98         /// Handles updating channel penalties after successfully routing along a path.
  99         fn payment_path_successful(&mut self, path: &[&RouteHop]);
 100 }
 101
 102 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
 103         fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64 {
 104                 self.deref().channel_penalty_msat(short_channel_id, send_amt_msat, capacity_msat, source, target)
 105         }
 106
 107         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
 108                 self.deref_mut().payment_path_failed(path, short_channel_id)
 109         }
 110
 111         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
 112                 self.deref_mut().payment_path_successful(path)
 113         }
 114 }
 115 } }
 116
 117 #[cfg(c_bindings)]
 118 define_score!(Writeable);
 119 #[cfg(not(c_bindings))]
 120 define_score!();
 121
 122 /// A scorer that is accessed under a lock.
 123 ///
 124 /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
 125 /// having shared ownership of a scorer but without requiring internal locking in [`Score`]
 126 /// implementations. Internal locking would be detrimental to route finding performance and could
 127 /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
 128 ///
 129 /// [`find_route`]: crate::routing::router::find_route
 130 pub trait LockableScore<'a> {
 131         /// The locked [`Score`] type.
 132         type Locked: 'a + Score;
 133
 134         /// Returns the locked scorer.
 135         fn lock(&'a self) -> Self::Locked;
 136 }
 137
 138 /// (C-not exported)
 139 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
 140         type Locked = MutexGuard<'a, T>;
 141
 142         fn lock(&'a self) -> MutexGuard<'a, T> {
 143                 Mutex::lock(self).unwrap()
 144         }
 145 }
 146
 147 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
 148         type Locked = RefMut<'a, T>;
 149
 150         fn lock(&'a self) -> RefMut<'a, T> {
 151                 self.borrow_mut()
 152         }
 153 }
 154
 155 #[cfg(c_bindings)]
 156 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
 157 pub struct MultiThreadedLockableScore<S: Score> {
 158         score: Mutex<S>,
 159 }
 160 #[cfg(c_bindings)]
 161 /// (C-not exported)
 162 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
 163         type Locked = MutexGuard<'a, T>;
 164
 165         fn lock(&'a self) -> MutexGuard<'a, T> {
 166                 Mutex::lock(&self.score).unwrap()
 167         }
 168 }
 169
 170 #[cfg(c_bindings)]
 171 impl<T: Score> MultiThreadedLockableScore<T> {
 172         /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
 173         pub fn new(score: T) -> Self {
 174                 MultiThreadedLockableScore { score: Mutex::new(score) }
 175         }
 176 }
 177
 178 #[cfg(c_bindings)]
 179 /// (C-not exported)
 180 impl<'a, T: Writeable> Writeable for RefMut<'a, T> {
 181         fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
 182                 T::write(&**self, writer)
 183         }
 184 }
 185
 186 #[cfg(c_bindings)]
 187 /// (C-not exported)
 188 impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
 189         fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
 190                 S::write(&**self, writer)
 191         }
 192 }
 193
 194 #[derive(Clone)]
 195 /// [`Score`] implementation that uses a fixed penalty.
 196 pub struct FixedPenaltyScorer {
 197         penalty_msat: u64,
 198 }
 199
 200 impl FixedPenaltyScorer {
 201         /// Creates a new scorer using `penalty_msat`.
 202         pub fn with_penalty(penalty_msat: u64) -> Self {
 203                 Self { penalty_msat }
 204         }
 205 }
 206
 207 impl Score for FixedPenaltyScorer {
 208         fn channel_penalty_msat(&self, _: u64, _: u64, _: u64, _: &NodeId, _: &NodeId) -> u64 {
 209                 self.penalty_msat
 210         }
 211
 212         fn payment_path_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {}
 213
 214         fn payment_path_successful(&mut self, _path: &[&RouteHop]) {}
 215 }
 216
 217 impl Writeable for FixedPenaltyScorer {
 218         #[inline]
 219         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 220                 write_tlv_fields!(w, {});
 221                 Ok(())
 222         }
 223 }
 224
 225 impl ReadableArgs<u64> for FixedPenaltyScorer {
 226         #[inline]
 227         fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
 228                 read_tlv_fields!(r, {});
 229                 Ok(Self { penalty_msat })
 230         }
 231 }
 232
 233 /// [`Score`] implementation that provides reasonable default behavior.
 234 ///
 235 /// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
 236 /// slightly higher fees are available. Will further penalize channels that fail to relay payments.
 237 ///
 238 /// See [module-level documentation] for usage and [`ScoringParameters`] for customization.
 239 ///
 240 /// # Note
 241 ///
 242 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
 243 /// behavior.
 244 ///
 245 /// [module-level documentation]: crate::routing::scoring
 246 #[deprecated(
 247         since = "0.0.105",
 248         note = "ProbabilisticScorer should be used instead of Scorer.",
 249 )]
 250 pub type Scorer = ScorerUsingTime::<ConfiguredTime>;
 251
 252 #[cfg(not(feature = "no-std"))]
 253 type ConfiguredTime = std::time::Instant;
 254 #[cfg(feature = "no-std")]
 255 type ConfiguredTime = time::Eternity;
 256
 257 // Note that ideally we'd hide ScorerUsingTime from public view by sealing it as well, but rustdoc
 258 // doesn't handle this well - instead exposing a `Scorer` which has no trait implementation(s) or
 259 // methods at all.
 260
 261 /// [`Score`] implementation.
 262 ///
 263 /// (C-not exported) generally all users should use the [`Scorer`] type alias.
 264 pub struct ScorerUsingTime<T: Time> {
 265         params: ScoringParameters,
 266         // TODO: Remove entries of closed channels.
 267         channel_failures: HashMap<u64, ChannelFailure<T>>,
 268 }
 269
 270 #[derive(Clone)]
 271 /// Parameters for configuring [`Scorer`].
 272 pub struct ScoringParameters {
 273         /// A fixed penalty in msats to apply to each channel.
 274         ///
 275         /// Default value: 500 msat
 276         pub base_penalty_msat: u64,
 277
 278         /// A penalty in msats to apply to a channel upon failing to relay a payment.
 279         ///
 280         /// This accumulates for each failure but may be reduced over time based on
 281         /// [`failure_penalty_half_life`] or when successfully routing through a channel.
 282         ///
 283         /// Default value: 1,024,000 msat
 284         ///
 285         /// [`failure_penalty_half_life`]: Self::failure_penalty_half_life
 286         pub failure_penalty_msat: u64,
 287
 288         /// When the amount being sent over a channel is this many 1024ths of the total channel
 289         /// capacity, we begin applying [`overuse_penalty_msat_per_1024th`].
 290         ///
 291         /// Default value: 128 1024ths (i.e. begin penalizing when an HTLC uses 1/8th of a channel)
 292         ///
 293         /// [`overuse_penalty_msat_per_1024th`]: Self::overuse_penalty_msat_per_1024th
 294         pub overuse_penalty_start_1024th: u16,
 295
 296         /// A penalty applied, per whole 1024ths of the channel capacity which the amount being sent
 297         /// over the channel exceeds [`overuse_penalty_start_1024th`] by.
 298         ///
 299         /// Default value: 20 msat (i.e. 2560 msat penalty to use 1/4th of a channel, 7680 msat penalty
 300         ///                to use half a channel, and 12,560 msat penalty to use 3/4ths of a channel)
 301         ///
 302         /// [`overuse_penalty_start_1024th`]: Self::overuse_penalty_start_1024th
 303         pub overuse_penalty_msat_per_1024th: u64,
 304
 305         /// The time required to elapse before any accumulated [`failure_penalty_msat`] penalties are
 306         /// cut in half.
 307         ///
 308         /// Successfully routing through a channel will immediately cut the penalty in half as well.
 309         ///
 310         /// Default value: 1 hour
 311         ///
 312         /// # Note
 313         ///
 314         /// When built with the `no-std` feature, time will never elapse. Therefore, this penalty will
 315         /// never decay.
 316         ///
 317         /// [`failure_penalty_msat`]: Self::failure_penalty_msat
 318         pub failure_penalty_half_life: Duration,
 319 }
 320
 321 impl_writeable_tlv_based!(ScoringParameters, {
 322         (0, base_penalty_msat, required),
 323         (1, overuse_penalty_start_1024th, (default_value, 128)),
 324         (2, failure_penalty_msat, required),
 325         (3, overuse_penalty_msat_per_1024th, (default_value, 20)),
 326         (4, failure_penalty_half_life, required),
 327 });
 328
 329 /// Accounting for penalties against a channel for failing to relay any payments.
 330 ///
 331 /// Penalties decay over time, though accumulate as more failures occur.
 332 struct ChannelFailure<T: Time> {
 333         /// Accumulated penalty in msats for the channel as of `last_updated`.
 334         undecayed_penalty_msat: u64,
 335
 336         /// Last time the channel either failed to route or successfully routed a payment. Used to decay
 337         /// `undecayed_penalty_msat`.
 338         last_updated: T,
 339 }
 340
 341 impl<T: Time> ScorerUsingTime<T> {
 342         /// Creates a new scorer using the given scoring parameters.
 343         pub fn new(params: ScoringParameters) -> Self {
 344                 Self {
 345                         params,
 346                         channel_failures: HashMap::new(),
 347                 }
 348         }
 349 }
 350
 351 impl<T: Time> ChannelFailure<T> {
 352         fn new(failure_penalty_msat: u64) -> Self {
 353                 Self {
 354                         undecayed_penalty_msat: failure_penalty_msat,
 355                         last_updated: T::now(),
 356                 }
 357         }
 358
 359         fn add_penalty(&mut self, failure_penalty_msat: u64, half_life: Duration) {
 360                 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) + failure_penalty_msat;
 361                 self.last_updated = T::now();
 362         }
 363
 364         fn reduce_penalty(&mut self, half_life: Duration) {
 365                 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) >> 1;
 366                 self.last_updated = T::now();
 367         }
 368
 369         fn decayed_penalty_msat(&self, half_life: Duration) -> u64 {
 370                 self.last_updated.elapsed().as_secs()
 371                         .checked_div(half_life.as_secs())
 372                         .and_then(|decays| self.undecayed_penalty_msat.checked_shr(decays as u32))
 373                         .unwrap_or(0)
 374         }
 375 }
 376
 377 impl<T: Time> Default for ScorerUsingTime<T> {
 378         fn default() -> Self {
 379                 Self::new(ScoringParameters::default())
 380         }
 381 }
 382
 383 impl Default for ScoringParameters {
 384         fn default() -> Self {
 385                 Self {
 386                         base_penalty_msat: 500,
 387                         failure_penalty_msat: 1024 * 1000,
 388                         failure_penalty_half_life: Duration::from_secs(3600),
 389                         overuse_penalty_start_1024th: 1024 / 8,
 390                         overuse_penalty_msat_per_1024th: 20,
 391                 }
 392         }
 393 }
 394
 395 impl<T: Time> Score for ScorerUsingTime<T> {
 396         fn channel_penalty_msat(
 397                 &self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, _source: &NodeId, _target: &NodeId
 398         ) -> u64 {
 399                 let failure_penalty_msat = self.channel_failures
 400                         .get(&short_channel_id)
 401                         .map_or(0, |value| value.decayed_penalty_msat(self.params.failure_penalty_half_life));
 402
 403                 let mut penalty_msat = self.params.base_penalty_msat + failure_penalty_msat;
 404                 let send_1024ths = send_amt_msat.checked_mul(1024).unwrap_or(u64::max_value()) / capacity_msat;
 405                 if send_1024ths > self.params.overuse_penalty_start_1024th as u64 {
 406                         penalty_msat = penalty_msat.checked_add(
 407                                         (send_1024ths - self.params.overuse_penalty_start_1024th as u64)
 408                                         .checked_mul(self.params.overuse_penalty_msat_per_1024th).unwrap_or(u64::max_value()))
 409                                 .unwrap_or(u64::max_value());
 410                 }
 411
 412                 penalty_msat
 413         }
 414
 415         fn payment_path_failed(&mut self, _path: &[&RouteHop], short_channel_id: u64) {
 416                 let failure_penalty_msat = self.params.failure_penalty_msat;
 417                 let half_life = self.params.failure_penalty_half_life;
 418                 self.channel_failures
 419                         .entry(short_channel_id)
 420                         .and_modify(|failure| failure.add_penalty(failure_penalty_msat, half_life))
 421                         .or_insert_with(|| ChannelFailure::new(failure_penalty_msat));
 422         }
 423
 424         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
 425                 let half_life = self.params.failure_penalty_half_life;
 426                 for hop in path.iter() {
 427                         self.channel_failures
 428                                 .entry(hop.short_channel_id)
 429                                 .and_modify(|failure| failure.reduce_penalty(half_life));
 430                 }
 431         }
 432 }
 433
 434 impl<T: Time> Writeable for ScorerUsingTime<T> {
 435         #[inline]
 436         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 437                 self.params.write(w)?;
 438                 self.channel_failures.write(w)?;
 439                 write_tlv_fields!(w, {});
 440                 Ok(())
 441         }
 442 }
 443
 444 impl<T: Time> Readable for ScorerUsingTime<T> {
 445         #[inline]
 446         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
 447                 let res = Ok(Self {
 448                         params: Readable::read(r)?,
 449                         channel_failures: Readable::read(r)?,
 450                 });
 451                 read_tlv_fields!(r, {});
 452                 res
 453         }
 454 }
 455
 456 impl<T: Time> Writeable for ChannelFailure<T> {
 457         #[inline]
 458         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 459                 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
 460                 write_tlv_fields!(w, {
 461                         (0, self.undecayed_penalty_msat, required),
 462                         (2, duration_since_epoch, required),
 463                 });
 464                 Ok(())
 465         }
 466 }
 467
 468 impl<T: Time> Readable for ChannelFailure<T> {
 469         #[inline]
 470         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
 471                 let mut undecayed_penalty_msat = 0;
 472                 let mut duration_since_epoch = Duration::from_secs(0);
 473                 read_tlv_fields!(r, {
 474                         (0, undecayed_penalty_msat, required),
 475                         (2, duration_since_epoch, required),
 476                 });
 477                 Ok(Self {
 478                         undecayed_penalty_msat,
 479                         last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
 480                 })
 481         }
 482 }
 483
 484 /// [`Score`] implementation using channel success probability distributions.
 485 ///
 486 /// Based on *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
 487 /// and Stefan Richter [[1]]. Given the uncertainty of channel liquidity balances, probability
 488 /// distributions are defined based on knowledge learned from successful and unsuccessful attempts.
 489 /// Then the negative `log10` of the success probability is used to determine the cost of routing a
 490 /// specific HTLC amount through a channel.
 491 ///
 492 /// Knowledge about channel liquidity balances takes the form of upper and lower bounds on the
 493 /// possible liquidity. Certainty of the bounds is decreased over time using a decay function. See
 494 /// [`ProbabilisticScoringParameters`] for details.
 495 ///
 496 /// Since the scorer aims to learn the current channel liquidity balances, it works best for nodes
 497 /// with high payment volume or that actively probe the [`NetworkGraph`]. Nodes with low payment
 498 /// volume are more likely to experience failed payment paths, which would need to be retried.
 499 ///
 500 /// # Note
 501 ///
 502 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
 503 /// behavior.
 504 ///
 505 /// [1]: https://arxiv.org/abs/2107.05322
 506 pub type ProbabilisticScorer<G> = ProbabilisticScorerUsingTime::<G, ConfiguredTime>;
 507
 508 /// Probabilistic [`Score`] implementation.
 509 ///
 510 /// (C-not exported) generally all users should use the [`ProbabilisticScorer`] type alias.
 511 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph>, T: Time> {
 512         params: ProbabilisticScoringParameters,
 513         network_graph: G,
 514         // TODO: Remove entries of closed channels.
 515         channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
 516 }
 517
 518 /// Parameters for configuring [`ProbabilisticScorer`].
 519 ///
 520 /// Used to configure a base penalty and a liquidity penalty, the sum of which is the channel
 521 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
 522 #[derive(Clone, Copy)]
 523 pub struct ProbabilisticScoringParameters {
 524         /// A fixed penalty in msats to apply to each channel.
 525         ///
 526         /// Default value: 500 msat
 527         pub base_penalty_msat: u64,
 528
 529         /// A multiplier used in conjunction with the negative `log10` of the channel's success
 530         /// probability for a payment to determine the liquidity penalty.
 531         ///
 532         /// The penalty is based in part by the knowledge learned from prior successful and unsuccessful
 533         /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
 534         /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat`.
 535         ///
 536         /// Default value: 10,000 msat
 537         ///
 538         /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life
 539         pub liquidity_penalty_multiplier_msat: u64,
 540
 541         /// The time required to elapse before any knowledge learned about channel liquidity balances is
 542         /// cut in half.
 543         ///
 544         /// The bounds are defined in terms of offsets and are initially zero. Increasing the offsets
 545         /// gives tighter bounds on the channel liquidity balance. Thus, halving the offsets decreases
 546         /// the certainty of the channel liquidity balance.
 547         ///
 548         /// Default value: 1 hour
 549         ///
 550         /// # Note
 551         ///
 552         /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
 553         /// liquidity knowledge will never decay except when the bounds cross.
 554         pub liquidity_offset_half_life: Duration,
 555 }
 556
 557 /// Accounting for channel liquidity balance uncertainty.
 558 ///
 559 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
 560 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
 561 /// offset fields gives the opposite direction.
 562 struct ChannelLiquidity<T: Time> {
 563         /// Lower channel liquidity bound in terms of an offset from zero.
 564         min_liquidity_offset_msat: u64,
 565
 566         /// Upper channel liquidity bound in terms of an offset from the effective capacity.
 567         max_liquidity_offset_msat: u64,
 568
 569         /// Time when the liquidity bounds were last modified.
 570         last_updated: T,
 571 }
 572
 573 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
 574 /// decayed with a given half life.
 575 struct DirectedChannelLiquidity<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> {
 576         min_liquidity_offset_msat: L,
 577         max_liquidity_offset_msat: L,
 578         capacity_msat: u64,
 579         last_updated: U,
 580         now: T,
 581         half_life: Duration,
 582 }
 583
 584 impl<G: Deref<Target = NetworkGraph>, T: Time> ProbabilisticScorerUsingTime<G, T> {
 585         /// Creates a new scorer using the given scoring parameters for sending payments from a node
 586         /// through a network graph.
 587         pub fn new(params: ProbabilisticScoringParameters, network_graph: G) -> Self {
 588                 Self {
 589                         params,
 590                         network_graph,
 591                         channel_liquidities: HashMap::new(),
 592                 }
 593         }
 594
 595         #[cfg(test)]
 596         fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
 597                 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
 598                 self
 599         }
 600 }
 601
 602 impl Default for ProbabilisticScoringParameters {
 603         fn default() -> Self {
 604                 Self {
 605                         base_penalty_msat: 500,
 606                         liquidity_penalty_multiplier_msat: 10_000,
 607                         liquidity_offset_half_life: Duration::from_secs(3600),
 608                 }
 609         }
 610 }
 611
 612 impl<T: Time> ChannelLiquidity<T> {
 613         #[inline]
 614         fn new() -> Self {
 615                 Self {
 616                         min_liquidity_offset_msat: 0,
 617                         max_liquidity_offset_msat: 0,
 618                         last_updated: T::now(),
 619                 }
 620         }
 621
 622         /// Returns a view of the channel liquidity directed from `source` to `target` assuming
 623         /// `capacity_msat`.
 624         fn as_directed(
 625                 &self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
 626         ) -> DirectedChannelLiquidity<&u64, T, &T> {
 627                 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
 628                         (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat)
 629                 } else {
 630                         (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat)
 631                 };
 632
 633                 DirectedChannelLiquidity {
 634                         min_liquidity_offset_msat,
 635                         max_liquidity_offset_msat,
 636                         capacity_msat,
 637                         last_updated: &self.last_updated,
 638                         now: T::now(),
 639                         half_life,
 640                 }
 641         }
 642
 643         /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
 644         /// `capacity_msat`.
 645         fn as_directed_mut(
 646                 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
 647         ) -> DirectedChannelLiquidity<&mut u64, T, &mut T> {
 648                 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
 649                         (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat)
 650                 } else {
 651                         (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat)
 652                 };
 653
 654                 DirectedChannelLiquidity {
 655                         min_liquidity_offset_msat,
 656                         max_liquidity_offset_msat,
 657                         capacity_msat,
 658                         last_updated: &mut self.last_updated,
 659                         now: T::now(),
 660                         half_life,
 661                 }
 662         }
 663 }
 664
 665 impl<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity<L, T, U> {
 666         /// Returns a penalty for routing the given HTLC `amount_msat` through the channel in this
 667         /// direction.
 668         fn penalty_msat(&self, amount_msat: u64, liquidity_penalty_multiplier_msat: u64) -> u64 {
 669                 let max_liquidity_msat = self.max_liquidity_msat();
 670                 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
 671                 if amount_msat > max_liquidity_msat {
 672                         u64::max_value()
 673                 } else if amount_msat <= min_liquidity_msat {
 674                         0
 675                 } else {
 676                         let numerator = max_liquidity_msat + 1 - amount_msat;
 677                         let denominator = max_liquidity_msat + 1 - min_liquidity_msat;
 678                         approx::negative_log10_times_1024(numerator, denominator)
 679                                 .saturating_mul(liquidity_penalty_multiplier_msat) / 1024
 680                 }
 681                 // Upper bound the penalty to ensure some channel is selected.
 682                 .min(2 * liquidity_penalty_multiplier_msat)
 683         }
 684
 685         /// Returns the lower bound of the channel liquidity balance in this direction.
 686         fn min_liquidity_msat(&self) -> u64 {
 687                 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
 688         }
 689
 690         /// Returns the upper bound of the channel liquidity balance in this direction.
 691         fn max_liquidity_msat(&self) -> u64 {
 692                 self.capacity_msat
 693                         .checked_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
 694                         .unwrap_or(0)
 695         }
 696
 697         fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
 698                 self.now.duration_since(*self.last_updated).as_secs()
 699                         .checked_div(self.half_life.as_secs())
 700                         .and_then(|decays| offset_msat.checked_shr(decays as u32))
 701                         .unwrap_or(0)
 702         }
 703 }
 704
 705 impl<L: DerefMut<Target = u64>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, T, U> {
 706         /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
 707         fn failed_at_channel(&mut self, amount_msat: u64) {
 708                 if amount_msat < self.max_liquidity_msat() {
 709                         self.set_max_liquidity_msat(amount_msat);
 710                 }
 711         }
 712
 713         /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
 714         fn failed_downstream(&mut self, amount_msat: u64) {
 715                 if amount_msat > self.min_liquidity_msat() {
 716                         self.set_min_liquidity_msat(amount_msat);
 717                 }
 718         }
 719
 720         /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
 721         fn successful(&mut self, amount_msat: u64) {
 722                 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
 723                 self.set_max_liquidity_msat(max_liquidity_msat);
 724         }
 725
 726         /// Adjusts the lower bound of the channel liquidity balance in this direction.
 727         fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
 728                 *self.min_liquidity_offset_msat = amount_msat;
 729                 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
 730                         0
 731                 } else {
 732                         self.decayed_offset_msat(*self.max_liquidity_offset_msat)
 733                 };
 734                 *self.last_updated = self.now;
 735         }
 736
 737         /// Adjusts the upper bound of the channel liquidity balance in this direction.
 738         fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
 739                 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
 740                 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
 741                         0
 742                 } else {
 743                         self.decayed_offset_msat(*self.min_liquidity_offset_msat)
 744                 };
 745                 *self.last_updated = self.now;
 746         }
 747 }
 748
 749 impl<G: Deref<Target = NetworkGraph>, T: Time> Score for ProbabilisticScorerUsingTime<G, T> {
 750         fn channel_penalty_msat(
 751                 &self, short_channel_id: u64, amount_msat: u64, capacity_msat: u64, source: &NodeId,
 752                 target: &NodeId
 753         ) -> u64 {
 754                 let liquidity_penalty_multiplier_msat = self.params.liquidity_penalty_multiplier_msat;
 755                 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
 756                 self.channel_liquidities
 757                         .get(&short_channel_id)
 758                         .unwrap_or(&ChannelLiquidity::new())
 759                         .as_directed(source, target, capacity_msat, liquidity_offset_half_life)
 760                         .penalty_msat(amount_msat, liquidity_penalty_multiplier_msat)
 761                         .saturating_add(self.params.base_penalty_msat)
 762         }
 763
 764         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
 765                 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
 766                 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
 767                 let network_graph = self.network_graph.read_only();
 768                 for hop in path {
 769                         let target = NodeId::from_pubkey(&hop.pubkey);
 770                         let channel_directed_from_source = network_graph.channels()
 771                                 .get(&hop.short_channel_id)
 772                                 .and_then(|channel| channel.as_directed_to(&target));
 773
 774                         // Only score announced channels.
 775                         if let Some((channel, source)) = channel_directed_from_source {
 776                                 let capacity_msat = channel.effective_capacity().as_msat();
 777                                 if hop.short_channel_id == short_channel_id {
 778                                         self.channel_liquidities
 779                                                 .entry(hop.short_channel_id)
 780                                                 .or_insert_with(ChannelLiquidity::new)
 781                                                 .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
 782                                                 .failed_at_channel(amount_msat);
 783                                         break;
 784                                 }
 785
 786                                 self.channel_liquidities
 787                                         .entry(hop.short_channel_id)
 788                                         .or_insert_with(ChannelLiquidity::new)
 789                                         .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
 790                                         .failed_downstream(amount_msat);
 791                         }
 792                 }
 793         }
 794
 795         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
 796                 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
 797                 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
 798                 let network_graph = self.network_graph.read_only();
 799                 for hop in path {
 800                         let target = NodeId::from_pubkey(&hop.pubkey);
 801                         let channel_directed_from_source = network_graph.channels()
 802                                 .get(&hop.short_channel_id)
 803                                 .and_then(|channel| channel.as_directed_to(&target));
 804
 805                         // Only score announced channels.
 806                         if let Some((channel, source)) = channel_directed_from_source {
 807                                 let capacity_msat = channel.effective_capacity().as_msat();
 808                                 self.channel_liquidities
 809                                         .entry(hop.short_channel_id)
 810                                         .or_insert_with(ChannelLiquidity::new)
 811                                         .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
 812                                         .successful(amount_msat);
 813                         }
 814                 }
 815         }
 816 }
 817
 818 mod approx {
 819         const BITS: u32 = 64;
 820         const HIGHEST_BIT: u32 = BITS - 1;
 821         const LOWER_BITS: u32 = 4;
 822         const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
 823         const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
 824
 825         /// Look-up table for `log10(x) * 1024` where row `i` is used for each `x` having `i` as the
 826         /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
 827         const LOG10_TIMES_1024: [[u16; LOWER_BITS_BOUND as usize]; BITS as usize] = [
 828                 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
 829                 [308, 308, 308, 308, 308, 308, 308, 308, 489, 489, 489, 489, 489, 489, 489, 489],
 830                 [617, 617, 617, 617, 716, 716, 716, 716, 797, 797, 797, 797, 865, 865, 865, 865],
 831                 [925, 925, 977, 977, 1024, 1024, 1066, 1066, 1105, 1105, 1141, 1141, 1174, 1174, 1204, 1204],
 832                 [1233, 1260, 1285, 1309, 1332, 1354, 1375, 1394, 1413, 1431, 1449, 1466, 1482, 1497, 1513, 1527],
 833                 [1541, 1568, 1594, 1618, 1641, 1662, 1683, 1703, 1722, 1740, 1757, 1774, 1790, 1806, 1821, 1835],
 834                 [1850, 1876, 1902, 1926, 1949, 1970, 1991, 2011, 2030, 2048, 2065, 2082, 2098, 2114, 2129, 2144],
 835                 [2158, 2185, 2210, 2234, 2257, 2279, 2299, 2319, 2338, 2356, 2374, 2390, 2407, 2422, 2437, 2452],
 836                 [2466, 2493, 2518, 2542, 2565, 2587, 2608, 2627, 2646, 2665, 2682, 2699, 2715, 2731, 2746, 2760],
 837                 [2774, 2801, 2827, 2851, 2874, 2895, 2916, 2936, 2955, 2973, 2990, 3007, 3023, 3039, 3054, 3068],
 838                 [3083, 3110, 3135, 3159, 3182, 3203, 3224, 3244, 3263, 3281, 3298, 3315, 3331, 3347, 3362, 3377],
 839                 [3391, 3418, 3443, 3467, 3490, 3512, 3532, 3552, 3571, 3589, 3607, 3623, 3640, 3655, 3670, 3685],
 840                 [3699, 3726, 3751, 3775, 3798, 3820, 3841, 3860, 3879, 3898, 3915, 3932, 3948, 3964, 3979, 3993],
 841                 [4007, 4034, 4060, 4084, 4107, 4128, 4149, 4169, 4188, 4206, 4223, 4240, 4256, 4272, 4287, 4301],
 842                 [4316, 4343, 4368, 4392, 4415, 4436, 4457, 4477, 4496, 4514, 4531, 4548, 4564, 4580, 4595, 4610],
 843                 [4624, 4651, 4676, 4700, 4723, 4745, 4765, 4785, 4804, 4822, 4840, 4857, 4873, 4888, 4903, 4918],
 844                 [4932, 4959, 4984, 5009, 5031, 5053, 5074, 5093, 5112, 5131, 5148, 5165, 5181, 5197, 5212, 5226],
 845                 [5240, 5267, 5293, 5317, 5340, 5361, 5382, 5402, 5421, 5439, 5456, 5473, 5489, 5505, 5520, 5534],
 846                 [5549, 5576, 5601, 5625, 5648, 5670, 5690, 5710, 5729, 5747, 5764, 5781, 5797, 5813, 5828, 5843],
 847                 [5857, 5884, 5909, 5933, 5956, 5978, 5998, 6018, 6037, 6055, 6073, 6090, 6106, 6121, 6136, 6151],
 848                 [6165, 6192, 6217, 6242, 6264, 6286, 6307, 6326, 6345, 6364, 6381, 6398, 6414, 6430, 6445, 6459],
 849                 [6473, 6500, 6526, 6550, 6573, 6594, 6615, 6635, 6654, 6672, 6689, 6706, 6722, 6738, 6753, 6767],
 850                 [6782, 6809, 6834, 6858, 6881, 6903, 6923, 6943, 6962, 6980, 6998, 7014, 7030, 7046, 7061, 7076],
 851                 [7090, 7117, 7142, 7166, 7189, 7211, 7231, 7251, 7270, 7288, 7306, 7323, 7339, 7354, 7369, 7384],
 852                 [7398, 7425, 7450, 7475, 7497, 7519, 7540, 7560, 7578, 7597, 7614, 7631, 7647, 7663, 7678, 7692],
 853                 [7706, 7733, 7759, 7783, 7806, 7827, 7848, 7868, 7887, 7905, 7922, 7939, 7955, 7971, 7986, 8001],
 854                 [8015, 8042, 8067, 8091, 8114, 8136, 8156, 8176, 8195, 8213, 8231, 8247, 8263, 8279, 8294, 8309],
 855                 [8323, 8350, 8375, 8399, 8422, 8444, 8464, 8484, 8503, 8521, 8539, 8556, 8572, 8587, 8602, 8617],
 856                 [8631, 8658, 8684, 8708, 8730, 8752, 8773, 8793, 8811, 8830, 8847, 8864, 8880, 8896, 8911, 8925],
 857                 [8939, 8966, 8992, 9016, 9039, 9060, 9081, 9101, 9120, 9138, 9155, 9172, 9188, 9204, 9219, 9234],
 858                 [9248, 9275, 9300, 9324, 9347, 9369, 9389, 9409, 9428, 9446, 9464, 9480, 9497, 9512, 9527, 9542],
 859                 [9556, 9583, 9608, 9632, 9655, 9677, 9698, 9717, 9736, 9754, 9772, 9789, 9805, 9820, 9835, 9850],
 860                 [9864, 9891, 9917, 9941, 9963, 9985, 10006, 10026, 10044, 10063, 10080, 10097, 10113, 10129, 10144, 10158],
 861                 [10172, 10199, 10225, 10249, 10272, 10293, 10314, 10334, 10353, 10371, 10388, 10405, 10421, 10437, 10452, 10467],
 862                 [10481, 10508, 10533, 10557, 10580, 10602, 10622, 10642, 10661, 10679, 10697, 10713, 10730, 10745, 10760, 10775],
 863                 [10789, 10816, 10841, 10865, 10888, 10910, 10931, 10950, 10969, 10987, 11005, 11022, 11038, 11053, 11068, 11083],
 864                 [11097, 11124, 11150, 11174, 11196, 11218, 11239, 11259, 11277, 11296, 11313, 11330, 11346, 11362, 11377, 11391],
 865                 [11405, 11432, 11458, 11482, 11505, 11526, 11547, 11567, 11586, 11604, 11621, 11638, 11654, 11670, 11685, 11700],
 866                 [11714, 11741, 11766, 11790, 11813, 11835, 11855, 11875, 11894, 11912, 11930, 11946, 11963, 11978, 11993, 12008],
 867                 [12022, 12049, 12074, 12098, 12121, 12143, 12164, 12183, 12202, 12220, 12238, 12255, 12271, 12286, 12301, 12316],
 868                 [12330, 12357, 12383, 12407, 12429, 12451, 12472, 12492, 12511, 12529, 12546, 12563, 12579, 12595, 12610, 12624],
 869                 [12638, 12665, 12691, 12715, 12738, 12759, 12780, 12800, 12819, 12837, 12854, 12871, 12887, 12903, 12918, 12933],
 870                 [12947, 12974, 12999, 13023, 13046, 13068, 13088, 13108, 13127, 13145, 13163, 13179, 13196, 13211, 13226, 13241],
 871                 [13255, 13282, 13307, 13331, 13354, 13376, 13397, 13416, 13435, 13453, 13471, 13488, 13504, 13519, 13535, 13549],
 872                 [13563, 13590, 13616, 13640, 13662, 13684, 13705, 13725, 13744, 13762, 13779, 13796, 13812, 13828, 13843, 13857],
 873                 [13871, 13898, 13924, 13948, 13971, 13992, 14013, 14033, 14052, 14070, 14087, 14104, 14120, 14136, 14151, 14166],
 874                 [14180, 14207, 14232, 14256, 14279, 14301, 14321, 14341, 14360, 14378, 14396, 14412, 14429, 14444, 14459, 14474],
 875                 [14488, 14515, 14540, 14564, 14587, 14609, 14630, 14649, 14668, 14686, 14704, 14721, 14737, 14752, 14768, 14782],
 876                 [14796, 14823, 14849, 14873, 14895, 14917, 14938, 14958, 14977, 14995, 15012, 15029, 15045, 15061, 15076, 15090],
 877                 [15104, 15131, 15157, 15181, 15204, 15225, 15246, 15266, 15285, 15303, 15320, 15337, 15353, 15369, 15384, 15399],
 878                 [15413, 15440, 15465, 15489, 15512, 15534, 15554, 15574, 15593, 15611, 15629, 15645, 15662, 15677, 15692, 15707],
 879                 [15721, 15748, 15773, 15797, 15820, 15842, 15863, 15882, 15901, 15919, 15937, 15954, 15970, 15985, 16001, 16015],
 880                 [16029, 16056, 16082, 16106, 16128, 16150, 16171, 16191, 16210, 16228, 16245, 16262, 16278, 16294, 16309, 16323],
 881                 [16337, 16364, 16390, 16414, 16437, 16458, 16479, 16499, 16518, 16536, 16553, 16570, 16586, 16602, 16617, 16632],
 882                 [16646, 16673, 16698, 16722, 16745, 16767, 16787, 16807, 16826, 16844, 16862, 16878, 16895, 16910, 16925, 16940],
 883                 [16954, 16981, 17006, 17030, 17053, 17075, 17096, 17115, 17134, 17152, 17170, 17187, 17203, 17218, 17234, 17248],
 884                 [17262, 17289, 17315, 17339, 17361, 17383, 17404, 17424, 17443, 17461, 17478, 17495, 17511, 17527, 17542, 17556],
 885                 [17571, 17597, 17623, 17647, 17670, 17691, 17712, 17732, 17751, 17769, 17786, 17803, 17819, 17835, 17850, 17865],
 886                 [17879, 17906, 17931, 17955, 17978, 18000, 18020, 18040, 18059, 18077, 18095, 18111, 18128, 18143, 18158, 18173],
 887                 [18187, 18214, 18239, 18263, 18286, 18308, 18329, 18348, 18367, 18385, 18403, 18420, 18436, 18452, 18467, 18481],
 888                 [18495, 18522, 18548, 18572, 18595, 18616, 18637, 18657, 18676, 18694, 18711, 18728, 18744, 18760, 18775, 18789],
 889                 [18804, 18830, 18856, 18880, 18903, 18924, 18945, 18965, 18984, 19002, 19019, 19036, 19052, 19068, 19083, 19098],
 890                 [19112, 19139, 19164, 19188, 19211, 19233, 19253, 19273, 19292, 19310, 19328, 19344, 19361, 19376, 19391, 19406],
 891                 [19420, 19447, 19472, 19496, 19519, 19541, 19562, 19581, 19600, 19619, 19636, 19653, 19669, 19685, 19700, 19714],
 892         ];
 893
 894         /// Approximate `log10(numerator / denominator) * 1024` using a look-up table.
 895         #[inline]
 896         pub fn negative_log10_times_1024(numerator: u64, denominator: u64) -> u64 {
 897                 // Multiply the -1 through to avoid needing to use signed numbers.
 898                 (log10_times_1024(denominator) - log10_times_1024(numerator)) as u64
 899         }
 900
 901         #[inline]
 902         fn log10_times_1024(x: u64) -> u16 {
 903                 debug_assert_ne!(x, 0);
 904                 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
 905                 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
 906                 LOG10_TIMES_1024[most_significant_bit as usize][lower_bits as usize]
 907         }
 908
 909         #[cfg(test)]
 910         mod tests {
 911                 use super::*;
 912
 913                 #[test]
 914                 fn prints_negative_log10_times_1024_lookup_table() {
 915                         for msb in 0..BITS {
 916                                 for i in 0..LOWER_BITS_BOUND {
 917                                         let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
 918                                         let log10_times_1024 = ((x as f64).log10() * 1024.0).round() as u16;
 919                                         assert_eq!(log10_times_1024, LOG10_TIMES_1024[msb as usize][i as usize]);
 920
 921                                         if i % LOWER_BITS_BOUND == 0 {
 922                                                 print!("\t\t[{}, ", log10_times_1024);
 923                                         } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
 924                                                 println!("{}],", log10_times_1024);
 925                                         } else {
 926                                                 print!("{}, ", log10_times_1024);
 927                                         }
 928                                 }
 929                         }
 930                 }
 931         }
 932 }
 933
 934 impl<G: Deref<Target = NetworkGraph>, T: Time> Writeable for ProbabilisticScorerUsingTime<G, T> {
 935         #[inline]
 936         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 937                 write_tlv_fields!(w, {
 938                         (0, self.channel_liquidities, required)
 939                 });
 940                 Ok(())
 941         }
 942 }
 943
 944 impl<G: Deref<Target = NetworkGraph>, T: Time>
 945 ReadableArgs<(ProbabilisticScoringParameters, G)> for ProbabilisticScorerUsingTime<G, T> {
 946         #[inline]
 947         fn read<R: Read>(
 948                 r: &mut R, args: (ProbabilisticScoringParameters, G)
 949         ) -> Result<Self, DecodeError> {
 950                 let (params, network_graph) = args;
 951                 let mut channel_liquidities = HashMap::new();
 952                 read_tlv_fields!(r, {
 953                         (0, channel_liquidities, required)
 954                 });
 955                 Ok(Self {
 956                         params,
 957                         network_graph,
 958                         channel_liquidities,
 959                 })
 960         }
 961 }
 962
 963 impl<T: Time> Writeable for ChannelLiquidity<T> {
 964         #[inline]
 965         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 966                 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
 967                 write_tlv_fields!(w, {
 968                         (0, self.min_liquidity_offset_msat, required),
 969                         (2, self.max_liquidity_offset_msat, required),
 970                         (4, duration_since_epoch, required),
 971                 });
 972                 Ok(())
 973         }
 974 }
 975
 976 impl<T: Time> Readable for ChannelLiquidity<T> {
 977         #[inline]
 978         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
 979                 let mut min_liquidity_offset_msat = 0;
 980                 let mut max_liquidity_offset_msat = 0;
 981                 let mut duration_since_epoch = Duration::from_secs(0);
 982                 read_tlv_fields!(r, {
 983                         (0, min_liquidity_offset_msat, required),
 984                         (2, max_liquidity_offset_msat, required),
 985                         (4, duration_since_epoch, required),
 986                 });
 987                 Ok(Self {
 988                         min_liquidity_offset_msat,
 989                         max_liquidity_offset_msat,
 990                         last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
 991                 })
 992         }
 993 }
 994
 995 pub(crate) mod time {
 996         use core::ops::Sub;
 997         use core::time::Duration;
 998         /// A measurement of time.
 999         pub trait Time: Copy + Sub<Duration, Output = Self> where Self: Sized {
1000                 /// Returns an instance corresponding to the current moment.
1001                 fn now() -> Self;
1002
1003                 /// Returns the amount of time elapsed since `self` was created.
1004                 fn elapsed(&self) -> Duration;
1005
1006                 /// Returns the amount of time passed between `earlier` and `self`.
1007                 fn duration_since(&self, earlier: Self) -> Duration;
1008
1009                 /// Returns the amount of time passed since the beginning of [`Time`].
1010                 ///
1011                 /// Used during (de-)serialization.
1012                 fn duration_since_epoch() -> Duration;
1013         }
1014
1015         /// A state in which time has no meaning.
1016         #[derive(Clone, Copy, Debug, PartialEq, Eq)]
1017         pub struct Eternity;
1018
1019         #[cfg(not(feature = "no-std"))]
1020         impl Time for std::time::Instant {
1021                 fn now() -> Self {
1022                         std::time::Instant::now()
1023                 }
1024
1025                 fn duration_since(&self, earlier: Self) -> Duration {
1026                         self.duration_since(earlier)
1027                 }
1028
1029                 fn duration_since_epoch() -> Duration {
1030                         use std::time::SystemTime;
1031                         SystemTime::now().duration_since(SystemTime::UNIX_EPOCH).unwrap()
1032                 }
1033
1034                 fn elapsed(&self) -> Duration {
1035                         std::time::Instant::elapsed(self)
1036                 }
1037         }
1038
1039         impl Time for Eternity {
1040                 fn now() -> Self {
1041                         Self
1042                 }
1043
1044                 fn duration_since(&self, _earlier: Self) -> Duration {
1045                         Duration::from_secs(0)
1046                 }
1047
1048                 fn duration_since_epoch() -> Duration {
1049                         Duration::from_secs(0)
1050                 }
1051
1052                 fn elapsed(&self) -> Duration {
1053                         Duration::from_secs(0)
1054                 }
1055         }
1056
1057         impl Sub<Duration> for Eternity {
1058                 type Output = Self;
1059
1060                 fn sub(self, _other: Duration) -> Self {
1061                         self
1062                 }
1063         }
1064 }
1065
1066 pub(crate) use self::time::Time;
1067
1068 #[cfg(test)]
1069 mod tests {
1070         use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime, ScoringParameters, ScorerUsingTime, Time};
1071         use super::time::Eternity;
1072
1073         use ln::features::{ChannelFeatures, NodeFeatures};
1074         use ln::msgs::{ChannelAnnouncement, ChannelUpdate, OptionalField, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
1075         use routing::scoring::Score;
1076         use routing::network_graph::{NetworkGraph, NodeId};
1077         use routing::router::RouteHop;
1078         use util::ser::{Readable, ReadableArgs, Writeable};
1079
1080         use bitcoin::blockdata::constants::genesis_block;
1081         use bitcoin::hashes::Hash;
1082         use bitcoin::hashes::sha256d::Hash as Sha256dHash;
1083         use bitcoin::network::constants::Network;
1084         use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
1085         use core::cell::Cell;
1086         use core::ops::Sub;
1087         use core::time::Duration;
1088         use io;
1089
1090         // `Time` tests
1091
1092         /// Time that can be advanced manually in tests.
1093         #[derive(Clone, Copy, Debug, PartialEq, Eq)]
1094         struct SinceEpoch(Duration);
1095
1096         impl SinceEpoch {
1097                 thread_local! {
1098                         static ELAPSED: Cell<Duration> = core::cell::Cell::new(Duration::from_secs(0));
1099                 }
1100
1101                 fn advance(duration: Duration) {
1102                         Self::ELAPSED.with(|elapsed| elapsed.set(elapsed.get() + duration))
1103                 }
1104         }
1105
1106         impl Time for SinceEpoch {
1107                 fn now() -> Self {
1108                         Self(Self::duration_since_epoch())
1109                 }
1110
1111                 fn duration_since(&self, earlier: Self) -> Duration {
1112                         self.0 - earlier.0
1113                 }
1114
1115                 fn duration_since_epoch() -> Duration {
1116                         Self::ELAPSED.with(|elapsed| elapsed.get())
1117                 }
1118
1119                 fn elapsed(&self) -> Duration {
1120                         Self::duration_since_epoch() - self.0
1121                 }
1122         }
1123
1124         impl Sub<Duration> for SinceEpoch {
1125                 type Output = Self;
1126
1127                 fn sub(self, other: Duration) -> Self {
1128                         Self(self.0 - other)
1129                 }
1130         }
1131
1132         #[test]
1133         fn time_passes_when_advanced() {
1134                 let now = SinceEpoch::now();
1135                 assert_eq!(now.elapsed(), Duration::from_secs(0));
1136
1137                 SinceEpoch::advance(Duration::from_secs(1));
1138                 SinceEpoch::advance(Duration::from_secs(1));
1139
1140                 let elapsed = now.elapsed();
1141                 let later = SinceEpoch::now();
1142
1143                 assert_eq!(elapsed, Duration::from_secs(2));
1144                 assert_eq!(later - elapsed, now);
1145         }
1146
1147         #[test]
1148         fn time_never_passes_in_an_eternity() {
1149                 let now = Eternity::now();
1150                 let elapsed = now.elapsed();
1151                 let later = Eternity::now();
1152
1153                 assert_eq!(now.elapsed(), Duration::from_secs(0));
1154                 assert_eq!(later - elapsed, now);
1155         }
1156
1157         // `Scorer` tests
1158
1159         /// A scorer for testing with time that can be manually advanced.
1160         type Scorer = ScorerUsingTime::<SinceEpoch>;
1161
1162         fn source_privkey() -> SecretKey {
1163                 SecretKey::from_slice(&[42; 32]).unwrap()
1164         }
1165
1166         fn target_privkey() -> SecretKey {
1167                 SecretKey::from_slice(&[43; 32]).unwrap()
1168         }
1169
1170         fn source_pubkey() -> PublicKey {
1171                 let secp_ctx = Secp256k1::new();
1172                 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1173         }
1174
1175         fn target_pubkey() -> PublicKey {
1176                 let secp_ctx = Secp256k1::new();
1177                 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1178         }
1179
1180         fn source_node_id() -> NodeId {
1181                 NodeId::from_pubkey(&source_pubkey())
1182         }
1183
1184         fn target_node_id() -> NodeId {
1185                 NodeId::from_pubkey(&target_pubkey())
1186         }
1187
1188         #[test]
1189         fn penalizes_without_channel_failures() {
1190                 let scorer = Scorer::new(ScoringParameters {
1191                         base_penalty_msat: 1_000,
1192                         failure_penalty_msat: 512,
1193                         failure_penalty_half_life: Duration::from_secs(1),
1194                         overuse_penalty_start_1024th: 1024,
1195                         overuse_penalty_msat_per_1024th: 0,
1196                 });
1197                 let source = source_node_id();
1198                 let target = target_node_id();
1199                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1200
1201                 SinceEpoch::advance(Duration::from_secs(1));
1202                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1203         }
1204
1205         #[test]
1206         fn accumulates_channel_failure_penalties() {
1207                 let mut scorer = Scorer::new(ScoringParameters {
1208                         base_penalty_msat: 1_000,
1209                         failure_penalty_msat: 64,
1210                         failure_penalty_half_life: Duration::from_secs(10),
1211                         overuse_penalty_start_1024th: 1024,
1212                         overuse_penalty_msat_per_1024th: 0,
1213                 });
1214                 let source = source_node_id();
1215                 let target = target_node_id();
1216                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1217
1218                 scorer.payment_path_failed(&[], 42);
1219                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1220
1221                 scorer.payment_path_failed(&[], 42);
1222                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1223
1224                 scorer.payment_path_failed(&[], 42);
1225                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_192);
1226         }
1227
1228         #[test]
1229         fn decays_channel_failure_penalties_over_time() {
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                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1240
1241                 scorer.payment_path_failed(&[], 42);
1242                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1243
1244                 SinceEpoch::advance(Duration::from_secs(9));
1245                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1246
1247                 SinceEpoch::advance(Duration::from_secs(1));
1248                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1249
1250                 SinceEpoch::advance(Duration::from_secs(10 * 8));
1251                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_001);
1252
1253                 SinceEpoch::advance(Duration::from_secs(10));
1254                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1255
1256                 SinceEpoch::advance(Duration::from_secs(10));
1257                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1258         }
1259
1260         #[test]
1261         fn decays_channel_failure_penalties_without_shift_overflow() {
1262                 let mut scorer = Scorer::new(ScoringParameters {
1263                         base_penalty_msat: 1_000,
1264                         failure_penalty_msat: 512,
1265                         failure_penalty_half_life: Duration::from_secs(10),
1266                         overuse_penalty_start_1024th: 1024,
1267                         overuse_penalty_msat_per_1024th: 0,
1268                 });
1269                 let source = source_node_id();
1270                 let target = target_node_id();
1271                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1272
1273                 scorer.payment_path_failed(&[], 42);
1274                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1275
1276                 // An unchecked right shift 64 bits or more in ChannelFailure::decayed_penalty_msat would
1277                 // cause an overflow.
1278                 SinceEpoch::advance(Duration::from_secs(10 * 64));
1279                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1280
1281                 SinceEpoch::advance(Duration::from_secs(10));
1282                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1283         }
1284
1285         #[test]
1286         fn accumulates_channel_failure_penalties_after_decay() {
1287                 let mut scorer = Scorer::new(ScoringParameters {
1288                         base_penalty_msat: 1_000,
1289                         failure_penalty_msat: 512,
1290                         failure_penalty_half_life: Duration::from_secs(10),
1291                         overuse_penalty_start_1024th: 1024,
1292                         overuse_penalty_msat_per_1024th: 0,
1293                 });
1294                 let source = source_node_id();
1295                 let target = target_node_id();
1296                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1297
1298                 scorer.payment_path_failed(&[], 42);
1299                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1300
1301                 SinceEpoch::advance(Duration::from_secs(10));
1302                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1303
1304                 scorer.payment_path_failed(&[], 42);
1305                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_768);
1306
1307                 SinceEpoch::advance(Duration::from_secs(10));
1308                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_384);
1309         }
1310
1311         #[test]
1312         fn reduces_channel_failure_penalties_after_success() {
1313                 let mut scorer = Scorer::new(ScoringParameters {
1314                         base_penalty_msat: 1_000,
1315                         failure_penalty_msat: 512,
1316                         failure_penalty_half_life: Duration::from_secs(10),
1317                         overuse_penalty_start_1024th: 1024,
1318                         overuse_penalty_msat_per_1024th: 0,
1319                 });
1320                 let source = source_node_id();
1321                 let target = target_node_id();
1322                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1323
1324                 scorer.payment_path_failed(&[], 42);
1325                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1326
1327                 SinceEpoch::advance(Duration::from_secs(10));
1328                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1329
1330                 let hop = RouteHop {
1331                         pubkey: PublicKey::from_slice(target.as_slice()).unwrap(),
1332                         node_features: NodeFeatures::known(),
1333                         short_channel_id: 42,
1334                         channel_features: ChannelFeatures::known(),
1335                         fee_msat: 1,
1336                         cltv_expiry_delta: 18,
1337                 };
1338                 scorer.payment_path_successful(&[&hop]);
1339                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1340
1341                 SinceEpoch::advance(Duration::from_secs(10));
1342                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1343         }
1344
1345         #[test]
1346         fn restores_persisted_channel_failure_penalties() {
1347                 let mut scorer = Scorer::new(ScoringParameters {
1348                         base_penalty_msat: 1_000,
1349                         failure_penalty_msat: 512,
1350                         failure_penalty_half_life: Duration::from_secs(10),
1351                         overuse_penalty_start_1024th: 1024,
1352                         overuse_penalty_msat_per_1024th: 0,
1353                 });
1354                 let source = source_node_id();
1355                 let target = target_node_id();
1356
1357                 scorer.payment_path_failed(&[], 42);
1358                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1359
1360                 SinceEpoch::advance(Duration::from_secs(10));
1361                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1362
1363                 scorer.payment_path_failed(&[], 43);
1364                 assert_eq!(scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1365
1366                 let mut serialized_scorer = Vec::new();
1367                 scorer.write(&mut serialized_scorer).unwrap();
1368
1369                 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1370                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1371                 assert_eq!(deserialized_scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1372         }
1373
1374         #[test]
1375         fn decays_persisted_channel_failure_penalties() {
1376                 let mut scorer = Scorer::new(ScoringParameters {
1377                         base_penalty_msat: 1_000,
1378                         failure_penalty_msat: 512,
1379                         failure_penalty_half_life: Duration::from_secs(10),
1380                         overuse_penalty_start_1024th: 1024,
1381                         overuse_penalty_msat_per_1024th: 0,
1382                 });
1383                 let source = source_node_id();
1384                 let target = target_node_id();
1385
1386                 scorer.payment_path_failed(&[], 42);
1387                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1388
1389                 let mut serialized_scorer = Vec::new();
1390                 scorer.write(&mut serialized_scorer).unwrap();
1391
1392                 SinceEpoch::advance(Duration::from_secs(10));
1393
1394                 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1395                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1396
1397                 SinceEpoch::advance(Duration::from_secs(10));
1398                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1399         }
1400
1401         #[test]
1402         fn charges_per_1024th_penalty() {
1403                 let scorer = Scorer::new(ScoringParameters {
1404                         base_penalty_msat: 0,
1405                         failure_penalty_msat: 0,
1406                         failure_penalty_half_life: Duration::from_secs(0),
1407                         overuse_penalty_start_1024th: 256,
1408                         overuse_penalty_msat_per_1024th: 100,
1409                 });
1410                 let source = source_node_id();
1411                 let target = target_node_id();
1412
1413                 assert_eq!(scorer.channel_penalty_msat(42, 1_000, 1_024_000, &source, &target), 0);
1414                 assert_eq!(scorer.channel_penalty_msat(42, 256_999, 1_024_000, &source, &target), 0);
1415                 assert_eq!(scorer.channel_penalty_msat(42, 257_000, 1_024_000, &source, &target), 100);
1416                 assert_eq!(scorer.channel_penalty_msat(42, 258_000, 1_024_000, &source, &target), 200);
1417                 assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 256 * 100);
1418         }
1419
1420         // `ProbabilisticScorer` tests
1421
1422         /// A probabilistic scorer for testing with time that can be manually advanced.
1423         type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph, SinceEpoch>;
1424
1425         fn sender_privkey() -> SecretKey {
1426                 SecretKey::from_slice(&[41; 32]).unwrap()
1427         }
1428
1429         fn recipient_privkey() -> SecretKey {
1430                 SecretKey::from_slice(&[45; 32]).unwrap()
1431         }
1432
1433         fn sender_pubkey() -> PublicKey {
1434                 let secp_ctx = Secp256k1::new();
1435                 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1436         }
1437
1438         fn recipient_pubkey() -> PublicKey {
1439                 let secp_ctx = Secp256k1::new();
1440                 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1441         }
1442
1443         fn sender_node_id() -> NodeId {
1444                 NodeId::from_pubkey(&sender_pubkey())
1445         }
1446
1447         fn recipient_node_id() -> NodeId {
1448                 NodeId::from_pubkey(&recipient_pubkey())
1449         }
1450
1451         fn network_graph() -> NetworkGraph {
1452                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1453                 let mut network_graph = NetworkGraph::new(genesis_hash);
1454                 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1455                 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1456
1457                 network_graph
1458         }
1459
1460         fn add_channel(
1461                 network_graph: &mut NetworkGraph, short_channel_id: u64, node_1_key: SecretKey,
1462                 node_2_key: SecretKey
1463         ) {
1464                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1465                 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1466                 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1467                 let secp_ctx = Secp256k1::new();
1468                 let unsigned_announcement = UnsignedChannelAnnouncement {
1469                         features: ChannelFeatures::known(),
1470                         chain_hash: genesis_hash,
1471                         short_channel_id,
1472                         node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key),
1473                         node_id_2: PublicKey::from_secret_key(&secp_ctx, &node_2_key),
1474                         bitcoin_key_1: PublicKey::from_secret_key(&secp_ctx, &node_1_secret),
1475                         bitcoin_key_2: PublicKey::from_secret_key(&secp_ctx, &node_2_secret),
1476                         excess_data: Vec::new(),
1477                 };
1478                 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1479                 let signed_announcement = ChannelAnnouncement {
1480                         node_signature_1: secp_ctx.sign(&msghash, &node_1_key),
1481                         node_signature_2: secp_ctx.sign(&msghash, &node_2_key),
1482                         bitcoin_signature_1: secp_ctx.sign(&msghash, &node_1_secret),
1483                         bitcoin_signature_2: secp_ctx.sign(&msghash, &node_2_secret),
1484                         contents: unsigned_announcement,
1485                 };
1486                 let chain_source: Option<&::util::test_utils::TestChainSource> = None;
1487                 network_graph.update_channel_from_announcement(
1488                         &signed_announcement, &chain_source, &secp_ctx).unwrap();
1489                 update_channel(network_graph, short_channel_id, node_1_key, 0);
1490                 update_channel(network_graph, short_channel_id, node_2_key, 1);
1491         }
1492
1493         fn update_channel(
1494                 network_graph: &mut NetworkGraph, short_channel_id: u64, node_key: SecretKey, flags: u8
1495         ) {
1496                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1497                 let secp_ctx = Secp256k1::new();
1498                 let unsigned_update = UnsignedChannelUpdate {
1499                         chain_hash: genesis_hash,
1500                         short_channel_id,
1501                         timestamp: 100,
1502                         flags,
1503                         cltv_expiry_delta: 18,
1504                         htlc_minimum_msat: 0,
1505                         htlc_maximum_msat: OptionalField::Present(1_000),
1506                         fee_base_msat: 1,
1507                         fee_proportional_millionths: 0,
1508                         excess_data: Vec::new(),
1509                 };
1510                 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1511                 let signed_update = ChannelUpdate {
1512                         signature: secp_ctx.sign(&msghash, &node_key),
1513                         contents: unsigned_update,
1514                 };
1515                 network_graph.update_channel(&signed_update, &secp_ctx).unwrap();
1516         }
1517
1518         fn payment_path_for_amount(amount_msat: u64) -> Vec<RouteHop> {
1519                 vec![
1520                         RouteHop {
1521                                 pubkey: source_pubkey(),
1522                                 node_features: NodeFeatures::known(),
1523                                 short_channel_id: 41,
1524                                 channel_features: ChannelFeatures::known(),
1525                                 fee_msat: 1,
1526                                 cltv_expiry_delta: 18,
1527                         },
1528                         RouteHop {
1529                                 pubkey: target_pubkey(),
1530                                 node_features: NodeFeatures::known(),
1531                                 short_channel_id: 42,
1532                                 channel_features: ChannelFeatures::known(),
1533                                 fee_msat: 2,
1534                                 cltv_expiry_delta: 18,
1535                         },
1536                         RouteHop {
1537                                 pubkey: recipient_pubkey(),
1538                                 node_features: NodeFeatures::known(),
1539                                 short_channel_id: 43,
1540                                 channel_features: ChannelFeatures::known(),
1541                                 fee_msat: amount_msat,
1542                                 cltv_expiry_delta: 18,
1543                         },
1544                 ]
1545         }
1546
1547         #[test]
1548         fn liquidity_bounds_directed_from_lowest_node_id() {
1549                 let last_updated = SinceEpoch::now();
1550                 let network_graph = network_graph();
1551                 let params = ProbabilisticScoringParameters::default();
1552                 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1553                         .with_channel(42,
1554                                 ChannelLiquidity {
1555                                         min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
1556                                 })
1557                         .with_channel(43,
1558                                 ChannelLiquidity {
1559                                         min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
1560                                 });
1561                 let source = source_node_id();
1562                 let target = target_node_id();
1563                 let recipient = recipient_node_id();
1564                 assert!(source > target);
1565                 assert!(target < recipient);
1566
1567                 // Update minimum liquidity.
1568
1569                 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1570                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1571                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1572                 assert_eq!(liquidity.min_liquidity_msat(), 100);
1573                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1574
1575                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1576                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1577                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1578                 assert_eq!(liquidity.max_liquidity_msat(), 900);
1579
1580                 scorer.channel_liquidities.get_mut(&42).unwrap()
1581                         .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1582                         .set_min_liquidity_msat(200);
1583
1584                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1585                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1586                 assert_eq!(liquidity.min_liquidity_msat(), 200);
1587                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1588
1589                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1590                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1591                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1592                 assert_eq!(liquidity.max_liquidity_msat(), 800);
1593
1594                 // Update maximum liquidity.
1595
1596                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1597                         .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
1598                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1599                 assert_eq!(liquidity.max_liquidity_msat(), 900);
1600
1601                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1602                         .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
1603                 assert_eq!(liquidity.min_liquidity_msat(), 100);
1604                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1605
1606                 scorer.channel_liquidities.get_mut(&43).unwrap()
1607                         .as_directed_mut(&target, &recipient, 1_000, liquidity_offset_half_life)
1608                         .set_max_liquidity_msat(200);
1609
1610                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1611                         .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
1612                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1613                 assert_eq!(liquidity.max_liquidity_msat(), 200);
1614
1615                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1616                         .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
1617                 assert_eq!(liquidity.min_liquidity_msat(), 800);
1618                 assert_eq!(liquidity.max_liquidity_msat(), 1000);
1619         }
1620
1621         #[test]
1622         fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
1623                 let last_updated = SinceEpoch::now();
1624                 let network_graph = network_graph();
1625                 let params = ProbabilisticScoringParameters::default();
1626                 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1627                         .with_channel(42,
1628                                 ChannelLiquidity {
1629                                         min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
1630                                 });
1631                 let source = source_node_id();
1632                 let target = target_node_id();
1633                 assert!(source > target);
1634
1635                 // Check initial bounds.
1636                 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1637                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1638                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1639                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1640                 assert_eq!(liquidity.max_liquidity_msat(), 800);
1641
1642                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1643                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1644                 assert_eq!(liquidity.min_liquidity_msat(), 200);
1645                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1646
1647                 // Reset from source to target.
1648                 scorer.channel_liquidities.get_mut(&42).unwrap()
1649                         .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1650                         .set_min_liquidity_msat(900);
1651
1652                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1653                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1654                 assert_eq!(liquidity.min_liquidity_msat(), 900);
1655                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1656
1657                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1658                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1659                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1660                 assert_eq!(liquidity.max_liquidity_msat(), 100);
1661
1662                 // Reset from target to source.
1663                 scorer.channel_liquidities.get_mut(&42).unwrap()
1664                         .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
1665                         .set_min_liquidity_msat(400);
1666
1667                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1668                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1669                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1670                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1671
1672                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1673                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1674                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1675                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1676         }
1677
1678         #[test]
1679         fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
1680                 let last_updated = SinceEpoch::now();
1681                 let network_graph = network_graph();
1682                 let params = ProbabilisticScoringParameters::default();
1683                 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1684                         .with_channel(42,
1685                                 ChannelLiquidity {
1686                                         min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
1687                                 });
1688                 let source = source_node_id();
1689                 let target = target_node_id();
1690                 assert!(source > target);
1691
1692                 // Check initial bounds.
1693                 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1694                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1695                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1696                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1697                 assert_eq!(liquidity.max_liquidity_msat(), 800);
1698
1699                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1700                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1701                 assert_eq!(liquidity.min_liquidity_msat(), 200);
1702                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1703
1704                 // Reset from source to target.
1705                 scorer.channel_liquidities.get_mut(&42).unwrap()
1706                         .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1707                         .set_max_liquidity_msat(300);
1708
1709                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1710                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1711                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1712                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1713
1714                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1715                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1716                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1717                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1718
1719                 // Reset from target to source.
1720                 scorer.channel_liquidities.get_mut(&42).unwrap()
1721                         .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
1722                         .set_max_liquidity_msat(600);
1723
1724                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1725                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1726                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1727                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1728
1729                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1730                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1731                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1732                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1733         }
1734
1735         #[test]
1736         fn increased_penalty_nearing_liquidity_upper_bound() {
1737                 let network_graph = network_graph();
1738                 let params = ProbabilisticScoringParameters {
1739                         base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1740                 };
1741                 let scorer = ProbabilisticScorer::new(params, &network_graph);
1742                 let source = source_node_id();
1743                 let target = target_node_id();
1744
1745                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024_000, &source, &target), 0);
1746                 assert_eq!(scorer.channel_penalty_msat(42, 10_240, 1_024_000, &source, &target), 14);
1747                 assert_eq!(scorer.channel_penalty_msat(42, 102_400, 1_024_000, &source, &target), 43);
1748                 assert_eq!(scorer.channel_penalty_msat(42, 1_024_000, 1_024_000, &source, &target), 2_000);
1749
1750                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 58);
1751                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
1752                 assert_eq!(scorer.channel_penalty_msat(42, 374, 1_024, &source, &target), 204);
1753                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
1754                 assert_eq!(scorer.channel_penalty_msat(42, 640, 1_024, &source, &target), 426);
1755                 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 602);
1756                 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 903);
1757         }
1758
1759         #[test]
1760         fn constant_penalty_outside_liquidity_bounds() {
1761                 let last_updated = SinceEpoch::now();
1762                 let network_graph = network_graph();
1763                 let params = ProbabilisticScoringParameters {
1764                         base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1765                 };
1766                 let scorer = ProbabilisticScorer::new(params, &network_graph)
1767                         .with_channel(42,
1768                                 ChannelLiquidity {
1769                                         min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated
1770                                 });
1771                 let source = source_node_id();
1772                 let target = target_node_id();
1773
1774                 assert_eq!(scorer.channel_penalty_msat(42, 39, 100, &source, &target), 0);
1775                 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 0);
1776                 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 2_000);
1777                 assert_eq!(scorer.channel_penalty_msat(42, 61, 100, &source, &target), 2_000);
1778         }
1779
1780         #[test]
1781         fn does_not_further_penalize_own_channel() {
1782                 let network_graph = network_graph();
1783                 let params = ProbabilisticScoringParameters {
1784                         base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1785                 };
1786                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1787                 let sender = sender_node_id();
1788                 let source = source_node_id();
1789                 let failed_path = payment_path_for_amount(500);
1790                 let successful_path = payment_path_for_amount(200);
1791
1792                 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1793
1794                 scorer.payment_path_failed(&failed_path.iter().collect::<Vec<_>>(), 41);
1795                 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1796
1797                 scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
1798                 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1799         }
1800
1801         #[test]
1802         fn sets_liquidity_lower_bound_on_downstream_failure() {
1803                 let network_graph = network_graph();
1804                 let params = ProbabilisticScoringParameters {
1805                         base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1806                 };
1807                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1808                 let source = source_node_id();
1809                 let target = target_node_id();
1810                 let path = payment_path_for_amount(500);
1811
1812                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
1813                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1814                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 601);
1815
1816                 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
1817
1818                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 0);
1819                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 0);
1820                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 300);
1821         }
1822
1823         #[test]
1824         fn sets_liquidity_upper_bound_on_failure() {
1825                 let network_graph = network_graph();
1826                 let params = ProbabilisticScoringParameters {
1827                         base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1828                 };
1829                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1830                 let source = source_node_id();
1831                 let target = target_node_id();
1832                 let path = payment_path_for_amount(500);
1833
1834                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
1835                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1836                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 601);
1837
1838                 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
1839
1840                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1841                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
1842                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 2_000);
1843         }
1844
1845         #[test]
1846         fn reduces_liquidity_upper_bound_along_path_on_success() {
1847                 let network_graph = network_graph();
1848                 let params = ProbabilisticScoringParameters {
1849                         base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1850                 };
1851                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1852                 let sender = sender_node_id();
1853                 let source = source_node_id();
1854                 let target = target_node_id();
1855                 let recipient = recipient_node_id();
1856                 let path = payment_path_for_amount(500);
1857
1858                 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 128);
1859                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
1860                 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 128);
1861
1862                 scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
1863
1864                 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 128);
1865                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1866                 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 300);
1867         }
1868
1869         #[test]
1870         fn decays_liquidity_bounds_over_time() {
1871                 let network_graph = network_graph();
1872                 let params = ProbabilisticScoringParameters {
1873                         base_penalty_msat: 0,
1874                         liquidity_penalty_multiplier_msat: 1_000,
1875                         liquidity_offset_half_life: Duration::from_secs(10),
1876                 };
1877                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1878                 let source = source_node_id();
1879                 let target = target_node_id();
1880
1881                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1882                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1883
1884                 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
1885                 scorer.payment_path_failed(&payment_path_for_amount(128).iter().collect::<Vec<_>>(), 43);
1886
1887                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
1888                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 97);
1889                 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_409);
1890                 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000);
1891
1892                 SinceEpoch::advance(Duration::from_secs(9));
1893                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
1894                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 97);
1895                 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_409);
1896                 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000);
1897
1898                 SinceEpoch::advance(Duration::from_secs(1));
1899                 assert_eq!(scorer.channel_penalty_msat(42, 64, 1_024, &source, &target), 0);
1900                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 34);
1901                 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 1_773);
1902                 assert_eq!(scorer.channel_penalty_msat(42, 960, 1_024, &source, &target), 2_000);
1903
1904                 // Fully decay liquidity lower bound.
1905                 SinceEpoch::advance(Duration::from_secs(10 * 7));
1906                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1907                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1_024, &source, &target), 0);
1908                 assert_eq!(scorer.channel_penalty_msat(42, 1_023, 1_024, &source, &target), 2_000);
1909                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1910
1911                 // Fully decay liquidity upper bound.
1912                 SinceEpoch::advance(Duration::from_secs(10));
1913                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1914                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1915
1916                 SinceEpoch::advance(Duration::from_secs(10));
1917                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1918                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1919         }
1920
1921         #[test]
1922         fn decays_liquidity_bounds_without_shift_overflow() {
1923                 let network_graph = network_graph();
1924                 let params = ProbabilisticScoringParameters {
1925                         base_penalty_msat: 0,
1926                         liquidity_penalty_multiplier_msat: 1_000,
1927                         liquidity_offset_half_life: Duration::from_secs(10),
1928                 };
1929                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1930                 let source = source_node_id();
1931                 let target = target_node_id();
1932                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
1933
1934                 scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::<Vec<_>>(), 42);
1935                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 274);
1936
1937                 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
1938                 // would cause an overflow.
1939                 SinceEpoch::advance(Duration::from_secs(10 * 64));
1940                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
1941
1942                 SinceEpoch::advance(Duration::from_secs(10));
1943                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
1944         }
1945
1946         #[test]
1947         fn restricts_liquidity_bounds_after_decay() {
1948                 let network_graph = network_graph();
1949                 let params = ProbabilisticScoringParameters {
1950                         base_penalty_msat: 0,
1951                         liquidity_penalty_multiplier_msat: 1_000,
1952                         liquidity_offset_half_life: Duration::from_secs(10),
1953                 };
1954                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1955                 let source = source_node_id();
1956                 let target = target_node_id();
1957
1958                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
1959
1960                 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
1961                 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
1962                 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
1963                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 274);
1964
1965                 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
1966                 SinceEpoch::advance(Duration::from_secs(10));
1967                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
1968
1969                 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
1970                 // is closer to the upper bound, meaning a higher penalty.
1971                 scorer.payment_path_successful(&payment_path_for_amount(64).iter().collect::<Vec<_>>());
1972                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 342);
1973
1974                 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
1975                 // is closer to the lower bound, meaning a lower penalty.
1976                 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
1977                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 255);
1978
1979                 // Further decaying affects the lower bound more than the upper bound (128, 928).
1980                 SinceEpoch::advance(Duration::from_secs(10));
1981                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 284);
1982         }
1983
1984         #[test]
1985         fn restores_persisted_liquidity_bounds() {
1986                 let network_graph = network_graph();
1987                 let params = ProbabilisticScoringParameters {
1988                         base_penalty_msat: 0,
1989                         liquidity_penalty_multiplier_msat: 1_000,
1990                         liquidity_offset_half_life: Duration::from_secs(10),
1991                 };
1992                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1993                 let source = source_node_id();
1994                 let target = target_node_id();
1995
1996                 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
1997                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
1998
1999                 SinceEpoch::advance(Duration::from_secs(10));
2000                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 472);
2001
2002                 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
2003                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
2004
2005                 let mut serialized_scorer = Vec::new();
2006                 scorer.write(&mut serialized_scorer).unwrap();
2007
2008                 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2009                 let deserialized_scorer =
2010                         <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
2011                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
2012         }
2013
2014         #[test]
2015         fn decays_persisted_liquidity_bounds() {
2016                 let network_graph = network_graph();
2017                 let params = ProbabilisticScoringParameters {
2018                         base_penalty_msat: 0,
2019                         liquidity_penalty_multiplier_msat: 1_000,
2020                         liquidity_offset_half_life: Duration::from_secs(10),
2021                 };
2022                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
2023                 let source = source_node_id();
2024                 let target = target_node_id();
2025
2026                 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
2027                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
2028
2029                 let mut serialized_scorer = Vec::new();
2030                 scorer.write(&mut serialized_scorer).unwrap();
2031
2032                 SinceEpoch::advance(Duration::from_secs(10));
2033
2034                 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2035                 let deserialized_scorer =
2036                         <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
2037                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 472);
2038
2039                 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
2040                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
2041
2042                 SinceEpoch::advance(Duration::from_secs(10));
2043                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 371);
2044         }
2045
2046         #[test]
2047         fn adds_base_penalty_to_liquidity_penalty() {
2048                 let network_graph = network_graph();
2049                 let source = source_node_id();
2050                 let target = target_node_id();
2051
2052                 let params = ProbabilisticScoringParameters {
2053                         base_penalty_msat: 0, ..Default::default()
2054                 };
2055                 let scorer = ProbabilisticScorer::new(params, &network_graph);
2056                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 585);
2057
2058                 let params = ProbabilisticScoringParameters {
2059                         base_penalty_msat: 500, ..Default::default()
2060                 };
2061                 let scorer = ProbabilisticScorer::new(params, &network_graph);
2062                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 1085);
2063         }
2064 }