1 // This file is Copyright its original authors, visible in version control
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
10 //! Utilities for scoring payment channels.
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`Score`] implementation is not needed.
18 //! # extern crate secp256k1;
20 //! # use lightning::routing::network_graph::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringParameters, Scorer, ScoringParameters};
23 //! # use lightning::util::logger::{Logger, Record};
24 //! # use secp256k1::key::PublicKey;
26 //! # struct FakeLogger {};
27 //! # impl Logger for FakeLogger {
28 //! # fn log(&self, record: &Record) { unimplemented!() }
30 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph) {
31 //! # let logger = FakeLogger {};
33 //! // Use the default channel penalties.
34 //! let params = ProbabilisticScoringParameters::default();
35 //! let scorer = ProbabilisticScorer::new(params, &network_graph);
37 //! // Or use custom channel penalties.
38 //! let params = ProbabilisticScoringParameters {
39 //! liquidity_penalty_multiplier_msat: 2 * 1000,
40 //! ..ProbabilisticScoringParameters::default()
42 //! let scorer = ProbabilisticScorer::new(params, &network_graph);
44 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer);
50 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
51 //! different types and thus is undefined.
53 //! [`find_route`]: crate::routing::router::find_route
55 use ln::msgs::DecodeError;
56 use routing::network_graph::{NetworkGraph, NodeId};
57 use routing::router::RouteHop;
58 use util::ser::{Readable, ReadableArgs, Writeable, Writer};
61 use core::cell::{RefCell, RefMut};
62 use core::ops::{Deref, DerefMut};
63 use core::time::Duration;
65 use sync::{Mutex, MutexGuard};
67 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
68 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
69 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
70 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
72 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
73 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
74 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
75 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
76 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
77 /// do here by defining `Score` differently for `cfg(c_bindings)`.
78 macro_rules! define_score { ($($supertrait: path)*) => {
79 /// An interface used to score payment channels for path finding.
81 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
82 pub trait Score $(: $supertrait)* {
83 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
84 /// given channel in the direction from `source` to `target`.
86 /// The channel's capacity (less any other MPP parts that are also being considered for use in
87 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
88 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
89 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
90 /// Thus, implementations should be overflow-safe.
91 fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64;
93 /// Handles updating channel penalties after failing to route through a channel.
94 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64);
96 /// Handles updating channel penalties after successfully routing along a path.
97 fn payment_path_successful(&mut self, path: &[&RouteHop]);
100 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
101 fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64 {
102 self.deref().channel_penalty_msat(short_channel_id, send_amt_msat, capacity_msat, source, target)
105 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
106 self.deref_mut().payment_path_failed(path, short_channel_id)
109 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
110 self.deref_mut().payment_path_successful(path)
116 define_score!(Writeable);
117 #[cfg(not(c_bindings))]
120 /// A scorer that is accessed under a lock.
122 /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
123 /// having shared ownership of a scorer but without requiring internal locking in [`Score`]
124 /// implementations. Internal locking would be detrimental to route finding performance and could
125 /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
127 /// [`find_route`]: crate::routing::router::find_route
128 pub trait LockableScore<'a> {
129 /// The locked [`Score`] type.
130 type Locked: 'a + Score;
132 /// Returns the locked scorer.
133 fn lock(&'a self) -> Self::Locked;
137 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
138 type Locked = MutexGuard<'a, T>;
140 fn lock(&'a self) -> MutexGuard<'a, T> {
141 Mutex::lock(self).unwrap()
145 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
146 type Locked = RefMut<'a, T>;
148 fn lock(&'a self) -> RefMut<'a, T> {
154 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
155 pub struct MultiThreadedLockableScore<S: Score> {
160 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
161 type Locked = MutexGuard<'a, T>;
163 fn lock(&'a self) -> MutexGuard<'a, T> {
164 Mutex::lock(&self.score).unwrap()
169 impl<T: Score> MultiThreadedLockableScore<T> {
170 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
171 pub fn new(score: T) -> Self {
172 MultiThreadedLockableScore { score: Mutex::new(score) }
178 impl<'a, T: Writeable> Writeable for RefMut<'a, T> {
179 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
180 T::write(&**self, writer)
186 impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
187 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
188 S::write(&**self, writer)
192 /// [`Score`] implementation that uses a fixed penalty.
193 pub struct FixedPenaltyScorer {
197 impl_writeable_tlv_based!(FixedPenaltyScorer, {
198 (0, penalty_msat, required),
201 impl FixedPenaltyScorer {
202 /// Creates a new scorer using `penalty_msat`.
203 pub fn with_penalty(penalty_msat: u64) -> Self {
204 Self { penalty_msat }
208 impl Score for FixedPenaltyScorer {
209 fn channel_penalty_msat(&self, _: u64, _: u64, _: u64, _: &NodeId, _: &NodeId) -> u64 {
213 fn payment_path_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {}
215 fn payment_path_successful(&mut self, _path: &[&RouteHop]) {}
218 /// [`Score`] implementation that provides reasonable default behavior.
220 /// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
221 /// slightly higher fees are available. Will further penalize channels that fail to relay payments.
223 /// See [module-level documentation] for usage and [`ScoringParameters`] for customization.
227 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
230 /// [module-level documentation]: crate::routing::scoring
233 note = "ProbabilisticScorer should be used instead of Scorer.",
235 pub type Scorer = ScorerUsingTime::<ConfiguredTime>;
237 #[cfg(not(feature = "no-std"))]
238 type ConfiguredTime = std::time::Instant;
239 #[cfg(feature = "no-std")]
240 type ConfiguredTime = time::Eternity;
242 // Note that ideally we'd hide ScorerUsingTime from public view by sealing it as well, but rustdoc
243 // doesn't handle this well - instead exposing a `Scorer` which has no trait implementation(s) or
246 /// [`Score`] implementation.
248 /// (C-not exported) generally all users should use the [`Scorer`] type alias.
249 pub struct ScorerUsingTime<T: Time> {
250 params: ScoringParameters,
251 // TODO: Remove entries of closed channels.
252 channel_failures: HashMap<u64, ChannelFailure<T>>,
255 /// Parameters for configuring [`Scorer`].
256 pub struct ScoringParameters {
257 /// A fixed penalty in msats to apply to each channel.
259 /// Default value: 500 msat
260 pub base_penalty_msat: u64,
262 /// A penalty in msats to apply to a channel upon failing to relay a payment.
264 /// This accumulates for each failure but may be reduced over time based on
265 /// [`failure_penalty_half_life`] or when successfully routing through a channel.
267 /// Default value: 1,024,000 msat
269 /// [`failure_penalty_half_life`]: Self::failure_penalty_half_life
270 pub failure_penalty_msat: u64,
272 /// When the amount being sent over a channel is this many 1024ths of the total channel
273 /// capacity, we begin applying [`overuse_penalty_msat_per_1024th`].
275 /// Default value: 128 1024ths (i.e. begin penalizing when an HTLC uses 1/8th of a channel)
277 /// [`overuse_penalty_msat_per_1024th`]: Self::overuse_penalty_msat_per_1024th
278 pub overuse_penalty_start_1024th: u16,
280 /// A penalty applied, per whole 1024ths of the channel capacity which the amount being sent
281 /// over the channel exceeds [`overuse_penalty_start_1024th`] by.
283 /// Default value: 20 msat (i.e. 2560 msat penalty to use 1/4th of a channel, 7680 msat penalty
284 /// to use half a channel, and 12,560 msat penalty to use 3/4ths of a channel)
286 /// [`overuse_penalty_start_1024th`]: Self::overuse_penalty_start_1024th
287 pub overuse_penalty_msat_per_1024th: u64,
289 /// The time required to elapse before any accumulated [`failure_penalty_msat`] penalties are
292 /// Successfully routing through a channel will immediately cut the penalty in half as well.
294 /// Default value: 1 hour
298 /// When built with the `no-std` feature, time will never elapse. Therefore, this penalty will
301 /// [`failure_penalty_msat`]: Self::failure_penalty_msat
302 pub failure_penalty_half_life: Duration,
305 impl_writeable_tlv_based!(ScoringParameters, {
306 (0, base_penalty_msat, required),
307 (1, overuse_penalty_start_1024th, (default_value, 128)),
308 (2, failure_penalty_msat, required),
309 (3, overuse_penalty_msat_per_1024th, (default_value, 20)),
310 (4, failure_penalty_half_life, required),
313 /// Accounting for penalties against a channel for failing to relay any payments.
315 /// Penalties decay over time, though accumulate as more failures occur.
316 struct ChannelFailure<T: Time> {
317 /// Accumulated penalty in msats for the channel as of `last_updated`.
318 undecayed_penalty_msat: u64,
320 /// Last time the channel either failed to route or successfully routed a payment. Used to decay
321 /// `undecayed_penalty_msat`.
325 impl<T: Time> ScorerUsingTime<T> {
326 /// Creates a new scorer using the given scoring parameters.
327 pub fn new(params: ScoringParameters) -> Self {
330 channel_failures: HashMap::new(),
335 impl<T: Time> ChannelFailure<T> {
336 fn new(failure_penalty_msat: u64) -> Self {
338 undecayed_penalty_msat: failure_penalty_msat,
339 last_updated: T::now(),
343 fn add_penalty(&mut self, failure_penalty_msat: u64, half_life: Duration) {
344 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) + failure_penalty_msat;
345 self.last_updated = T::now();
348 fn reduce_penalty(&mut self, half_life: Duration) {
349 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) >> 1;
350 self.last_updated = T::now();
353 fn decayed_penalty_msat(&self, half_life: Duration) -> u64 {
354 self.last_updated.elapsed().as_secs()
355 .checked_div(half_life.as_secs())
356 .and_then(|decays| self.undecayed_penalty_msat.checked_shr(decays as u32))
361 impl<T: Time> Default for ScorerUsingTime<T> {
362 fn default() -> Self {
363 Self::new(ScoringParameters::default())
367 impl Default for ScoringParameters {
368 fn default() -> Self {
370 base_penalty_msat: 500,
371 failure_penalty_msat: 1024 * 1000,
372 failure_penalty_half_life: Duration::from_secs(3600),
373 overuse_penalty_start_1024th: 1024 / 8,
374 overuse_penalty_msat_per_1024th: 20,
379 impl<T: Time> Score for ScorerUsingTime<T> {
380 fn channel_penalty_msat(
381 &self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, _source: &NodeId, _target: &NodeId
383 let failure_penalty_msat = self.channel_failures
384 .get(&short_channel_id)
385 .map_or(0, |value| value.decayed_penalty_msat(self.params.failure_penalty_half_life));
387 let mut penalty_msat = self.params.base_penalty_msat + failure_penalty_msat;
388 let send_1024ths = send_amt_msat.checked_mul(1024).unwrap_or(u64::max_value()) / capacity_msat;
389 if send_1024ths > self.params.overuse_penalty_start_1024th as u64 {
390 penalty_msat = penalty_msat.checked_add(
391 (send_1024ths - self.params.overuse_penalty_start_1024th as u64)
392 .checked_mul(self.params.overuse_penalty_msat_per_1024th).unwrap_or(u64::max_value()))
393 .unwrap_or(u64::max_value());
399 fn payment_path_failed(&mut self, _path: &[&RouteHop], short_channel_id: u64) {
400 let failure_penalty_msat = self.params.failure_penalty_msat;
401 let half_life = self.params.failure_penalty_half_life;
402 self.channel_failures
403 .entry(short_channel_id)
404 .and_modify(|failure| failure.add_penalty(failure_penalty_msat, half_life))
405 .or_insert_with(|| ChannelFailure::new(failure_penalty_msat));
408 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
409 let half_life = self.params.failure_penalty_half_life;
410 for hop in path.iter() {
411 self.channel_failures
412 .entry(hop.short_channel_id)
413 .and_modify(|failure| failure.reduce_penalty(half_life));
418 impl<T: Time> Writeable for ScorerUsingTime<T> {
420 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
421 self.params.write(w)?;
422 self.channel_failures.write(w)?;
423 write_tlv_fields!(w, {});
428 impl<T: Time> Readable for ScorerUsingTime<T> {
430 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
432 params: Readable::read(r)?,
433 channel_failures: Readable::read(r)?,
435 read_tlv_fields!(r, {});
440 impl<T: Time> Writeable for ChannelFailure<T> {
442 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
443 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
444 write_tlv_fields!(w, {
445 (0, self.undecayed_penalty_msat, required),
446 (2, duration_since_epoch, required),
452 impl<T: Time> Readable for ChannelFailure<T> {
454 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
455 let mut undecayed_penalty_msat = 0;
456 let mut duration_since_epoch = Duration::from_secs(0);
457 read_tlv_fields!(r, {
458 (0, undecayed_penalty_msat, required),
459 (2, duration_since_epoch, required),
462 undecayed_penalty_msat,
463 last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
468 /// [`Score`] implementation using channel success probability distributions.
470 /// Based on *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
471 /// and Stefan Richter [[1]]. Given the uncertainty of channel liquidity balances, probability
472 /// distributions are defined based on knowledge learned from successful and unsuccessful attempts.
473 /// Then the negative `log10` of the success probability is used to determine the cost of routing a
474 /// specific HTLC amount through a channel.
476 /// Knowledge about channel liquidity balances takes the form of upper and lower bounds on the
477 /// possible liquidity. Certainty of the bounds is decreased over time using a decay function. See
478 /// [`ProbabilisticScoringParameters`] for details.
480 /// Since the scorer aims to learn the current channel liquidity balances, it works best for nodes
481 /// with high payment volume or that actively probe the [`NetworkGraph`]. Nodes with low payment
482 /// volume are more likely to experience failed payment paths, which would need to be retried.
486 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
489 /// [1]: https://arxiv.org/abs/2107.05322
490 pub type ProbabilisticScorer<G> = ProbabilisticScorerUsingTime::<G, ConfiguredTime>;
492 /// Probabilistic [`Score`] implementation.
494 /// (C-not exported) generally all users should use the [`ProbabilisticScorer`] type alias.
495 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph>, T: Time> {
496 params: ProbabilisticScoringParameters,
498 // TODO: Remove entries of closed channels.
499 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
502 /// Parameters for configuring [`ProbabilisticScorer`].
503 #[derive(Clone, Copy)]
504 pub struct ProbabilisticScoringParameters {
505 /// A multiplier used to determine the amount in msats willing to be paid to avoid routing
506 /// through a channel, as per multiplying by the negative `log10` of the channel's success
507 /// probability for a payment.
509 /// The success probability is determined by the effective channel capacity, the payment amount,
510 /// and knowledge learned from prior successful and unsuccessful payments. The lower bound of
511 /// the success probability is 0.01, effectively limiting the penalty to the range
512 /// `0..=2*liquidity_penalty_multiplier_msat`. The knowledge learned is decayed over time based
513 /// on [`liquidity_offset_half_life`].
515 /// Default value: 10,000 msat
517 /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life
518 pub liquidity_penalty_multiplier_msat: u64,
520 /// The time required to elapse before any knowledge learned about channel liquidity balances is
523 /// The bounds are defined in terms of offsets and are initially zero. Increasing the offsets
524 /// gives tighter bounds on the channel liquidity balance. Thus, halving the offsets decreases
525 /// the certainty of the channel liquidity balance.
527 /// Default value: 1 hour
531 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
532 /// liquidity knowledge will never decay except when the bounds cross.
533 pub liquidity_offset_half_life: Duration,
536 impl_writeable_tlv_based!(ProbabilisticScoringParameters, {
537 (0, liquidity_penalty_multiplier_msat, required),
538 (2, liquidity_offset_half_life, required),
541 /// Accounting for channel liquidity balance uncertainty.
543 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
544 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
545 /// offset fields gives the opposite direction.
546 struct ChannelLiquidity<T: Time> {
547 /// Lower channel liquidity bound in terms of an offset from zero.
548 min_liquidity_offset_msat: u64,
550 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
551 max_liquidity_offset_msat: u64,
553 /// Time when the liquidity bounds were last modified.
557 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
558 /// decayed with a given half life.
559 struct DirectedChannelLiquidity<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> {
560 min_liquidity_offset_msat: L,
561 max_liquidity_offset_msat: L,
568 impl<G: Deref<Target = NetworkGraph>, T: Time> ProbabilisticScorerUsingTime<G, T> {
569 /// Creates a new scorer using the given scoring parameters for sending payments from a node
570 /// through a network graph.
571 pub fn new(params: ProbabilisticScoringParameters, network_graph: G) -> Self {
575 channel_liquidities: HashMap::new(),
580 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
581 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
586 impl Default for ProbabilisticScoringParameters {
587 fn default() -> Self {
589 liquidity_penalty_multiplier_msat: 10_000,
590 liquidity_offset_half_life: Duration::from_secs(3600),
595 impl<T: Time> ChannelLiquidity<T> {
599 min_liquidity_offset_msat: 0,
600 max_liquidity_offset_msat: 0,
601 last_updated: T::now(),
605 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
608 &self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
609 ) -> DirectedChannelLiquidity<&u64, T, &T> {
610 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
611 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat)
613 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat)
616 DirectedChannelLiquidity {
617 min_liquidity_offset_msat,
618 max_liquidity_offset_msat,
620 last_updated: &self.last_updated,
626 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
629 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
630 ) -> DirectedChannelLiquidity<&mut u64, T, &mut T> {
631 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
632 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat)
634 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat)
637 DirectedChannelLiquidity {
638 min_liquidity_offset_msat,
639 max_liquidity_offset_msat,
641 last_updated: &mut self.last_updated,
648 impl<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity<L, T, U> {
649 /// Returns a penalty for routing the given HTLC `amount_msat` through the channel in this
651 fn penalty_msat(&self, amount_msat: u64, liquidity_penalty_multiplier_msat: u64) -> u64 {
652 let max_liquidity_msat = self.max_liquidity_msat();
653 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
654 if amount_msat > max_liquidity_msat {
656 } else if amount_msat <= min_liquidity_msat {
659 let numerator = max_liquidity_msat + 1 - amount_msat;
660 let denominator = max_liquidity_msat + 1 - min_liquidity_msat;
661 approx::negative_log10_times_1024(numerator, denominator)
662 .saturating_mul(liquidity_penalty_multiplier_msat) / 1024
664 // Upper bound the penalty to ensure some channel is selected.
665 .min(2 * liquidity_penalty_multiplier_msat)
668 /// Returns the lower bound of the channel liquidity balance in this direction.
669 fn min_liquidity_msat(&self) -> u64 {
670 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
673 /// Returns the upper bound of the channel liquidity balance in this direction.
674 fn max_liquidity_msat(&self) -> u64 {
676 .checked_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
680 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
681 self.now.duration_since(*self.last_updated).as_secs()
682 .checked_div(self.half_life.as_secs())
683 .and_then(|decays| offset_msat.checked_shr(decays as u32))
688 impl<L: DerefMut<Target = u64>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, T, U> {
689 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
690 fn failed_at_channel(&mut self, amount_msat: u64) {
691 if amount_msat < self.max_liquidity_msat() {
692 self.set_max_liquidity_msat(amount_msat);
696 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
697 fn failed_downstream(&mut self, amount_msat: u64) {
698 if amount_msat > self.min_liquidity_msat() {
699 self.set_min_liquidity_msat(amount_msat);
703 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
704 fn successful(&mut self, amount_msat: u64) {
705 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
706 self.set_max_liquidity_msat(max_liquidity_msat);
709 /// Adjusts the lower bound of the channel liquidity balance in this direction.
710 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
711 *self.min_liquidity_offset_msat = amount_msat;
712 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
715 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
717 *self.last_updated = self.now;
720 /// Adjusts the upper bound of the channel liquidity balance in this direction.
721 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
722 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
723 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
726 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
728 *self.last_updated = self.now;
732 impl<G: Deref<Target = NetworkGraph>, T: Time> Score for ProbabilisticScorerUsingTime<G, T> {
733 fn channel_penalty_msat(
734 &self, short_channel_id: u64, amount_msat: u64, capacity_msat: u64, source: &NodeId,
737 let liquidity_penalty_multiplier_msat = self.params.liquidity_penalty_multiplier_msat;
738 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
739 self.channel_liquidities
740 .get(&short_channel_id)
741 .unwrap_or(&ChannelLiquidity::new())
742 .as_directed(source, target, capacity_msat, liquidity_offset_half_life)
743 .penalty_msat(amount_msat, liquidity_penalty_multiplier_msat)
746 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
747 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
748 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
749 let network_graph = self.network_graph.read_only();
751 let target = NodeId::from_pubkey(&hop.pubkey);
752 let channel_directed_from_source = network_graph.channels()
753 .get(&hop.short_channel_id)
754 .and_then(|channel| channel.as_directed_to(&target));
756 // Only score announced channels.
757 if let Some((channel, source)) = channel_directed_from_source {
758 let capacity_msat = channel.effective_capacity().as_msat();
759 if hop.short_channel_id == short_channel_id {
760 self.channel_liquidities
761 .entry(hop.short_channel_id)
762 .or_insert_with(ChannelLiquidity::new)
763 .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
764 .failed_at_channel(amount_msat);
768 self.channel_liquidities
769 .entry(hop.short_channel_id)
770 .or_insert_with(ChannelLiquidity::new)
771 .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
772 .failed_downstream(amount_msat);
777 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
778 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
779 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
780 let network_graph = self.network_graph.read_only();
782 let target = NodeId::from_pubkey(&hop.pubkey);
783 let channel_directed_from_source = network_graph.channels()
784 .get(&hop.short_channel_id)
785 .and_then(|channel| channel.as_directed_to(&target));
787 // Only score announced channels.
788 if let Some((channel, source)) = channel_directed_from_source {
789 let capacity_msat = channel.effective_capacity().as_msat();
790 self.channel_liquidities
791 .entry(hop.short_channel_id)
792 .or_insert_with(ChannelLiquidity::new)
793 .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
794 .successful(amount_msat);
801 const BITS: u32 = 64;
802 const HIGHEST_BIT: u32 = BITS - 1;
803 const LOWER_BITS: u32 = 4;
804 const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
805 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
807 /// Look-up table for `log10(x) * 1024` where row `i` is used for each `x` having `i` as the
808 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
809 const LOG10_TIMES_1024: [[u16; LOWER_BITS_BOUND as usize]; BITS as usize] = [
810 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
811 [308, 308, 308, 308, 308, 308, 308, 308, 489, 489, 489, 489, 489, 489, 489, 489],
812 [617, 617, 617, 617, 716, 716, 716, 716, 797, 797, 797, 797, 865, 865, 865, 865],
813 [925, 925, 977, 977, 1024, 1024, 1066, 1066, 1105, 1105, 1141, 1141, 1174, 1174, 1204, 1204],
814 [1233, 1260, 1285, 1309, 1332, 1354, 1375, 1394, 1413, 1431, 1449, 1466, 1482, 1497, 1513, 1527],
815 [1541, 1568, 1594, 1618, 1641, 1662, 1683, 1703, 1722, 1740, 1757, 1774, 1790, 1806, 1821, 1835],
816 [1850, 1876, 1902, 1926, 1949, 1970, 1991, 2011, 2030, 2048, 2065, 2082, 2098, 2114, 2129, 2144],
817 [2158, 2185, 2210, 2234, 2257, 2279, 2299, 2319, 2338, 2356, 2374, 2390, 2407, 2422, 2437, 2452],
818 [2466, 2493, 2518, 2542, 2565, 2587, 2608, 2627, 2646, 2665, 2682, 2699, 2715, 2731, 2746, 2760],
819 [2774, 2801, 2827, 2851, 2874, 2895, 2916, 2936, 2955, 2973, 2990, 3007, 3023, 3039, 3054, 3068],
820 [3083, 3110, 3135, 3159, 3182, 3203, 3224, 3244, 3263, 3281, 3298, 3315, 3331, 3347, 3362, 3377],
821 [3391, 3418, 3443, 3467, 3490, 3512, 3532, 3552, 3571, 3589, 3607, 3623, 3640, 3655, 3670, 3685],
822 [3699, 3726, 3751, 3775, 3798, 3820, 3841, 3860, 3879, 3898, 3915, 3932, 3948, 3964, 3979, 3993],
823 [4007, 4034, 4060, 4084, 4107, 4128, 4149, 4169, 4188, 4206, 4223, 4240, 4256, 4272, 4287, 4301],
824 [4316, 4343, 4368, 4392, 4415, 4436, 4457, 4477, 4496, 4514, 4531, 4548, 4564, 4580, 4595, 4610],
825 [4624, 4651, 4676, 4700, 4723, 4745, 4765, 4785, 4804, 4822, 4840, 4857, 4873, 4888, 4903, 4918],
826 [4932, 4959, 4984, 5009, 5031, 5053, 5074, 5093, 5112, 5131, 5148, 5165, 5181, 5197, 5212, 5226],
827 [5240, 5267, 5293, 5317, 5340, 5361, 5382, 5402, 5421, 5439, 5456, 5473, 5489, 5505, 5520, 5534],
828 [5549, 5576, 5601, 5625, 5648, 5670, 5690, 5710, 5729, 5747, 5764, 5781, 5797, 5813, 5828, 5843],
829 [5857, 5884, 5909, 5933, 5956, 5978, 5998, 6018, 6037, 6055, 6073, 6090, 6106, 6121, 6136, 6151],
830 [6165, 6192, 6217, 6242, 6264, 6286, 6307, 6326, 6345, 6364, 6381, 6398, 6414, 6430, 6445, 6459],
831 [6473, 6500, 6526, 6550, 6573, 6594, 6615, 6635, 6654, 6672, 6689, 6706, 6722, 6738, 6753, 6767],
832 [6782, 6809, 6834, 6858, 6881, 6903, 6923, 6943, 6962, 6980, 6998, 7014, 7030, 7046, 7061, 7076],
833 [7090, 7117, 7142, 7166, 7189, 7211, 7231, 7251, 7270, 7288, 7306, 7323, 7339, 7354, 7369, 7384],
834 [7398, 7425, 7450, 7475, 7497, 7519, 7540, 7560, 7578, 7597, 7614, 7631, 7647, 7663, 7678, 7692],
835 [7706, 7733, 7759, 7783, 7806, 7827, 7848, 7868, 7887, 7905, 7922, 7939, 7955, 7971, 7986, 8001],
836 [8015, 8042, 8067, 8091, 8114, 8136, 8156, 8176, 8195, 8213, 8231, 8247, 8263, 8279, 8294, 8309],
837 [8323, 8350, 8375, 8399, 8422, 8444, 8464, 8484, 8503, 8521, 8539, 8556, 8572, 8587, 8602, 8617],
838 [8631, 8658, 8684, 8708, 8730, 8752, 8773, 8793, 8811, 8830, 8847, 8864, 8880, 8896, 8911, 8925],
839 [8939, 8966, 8992, 9016, 9039, 9060, 9081, 9101, 9120, 9138, 9155, 9172, 9188, 9204, 9219, 9234],
840 [9248, 9275, 9300, 9324, 9347, 9369, 9389, 9409, 9428, 9446, 9464, 9480, 9497, 9512, 9527, 9542],
841 [9556, 9583, 9608, 9632, 9655, 9677, 9698, 9717, 9736, 9754, 9772, 9789, 9805, 9820, 9835, 9850],
842 [9864, 9891, 9917, 9941, 9963, 9985, 10006, 10026, 10044, 10063, 10080, 10097, 10113, 10129, 10144, 10158],
843 [10172, 10199, 10225, 10249, 10272, 10293, 10314, 10334, 10353, 10371, 10388, 10405, 10421, 10437, 10452, 10467],
844 [10481, 10508, 10533, 10557, 10580, 10602, 10622, 10642, 10661, 10679, 10697, 10713, 10730, 10745, 10760, 10775],
845 [10789, 10816, 10841, 10865, 10888, 10910, 10931, 10950, 10969, 10987, 11005, 11022, 11038, 11053, 11068, 11083],
846 [11097, 11124, 11150, 11174, 11196, 11218, 11239, 11259, 11277, 11296, 11313, 11330, 11346, 11362, 11377, 11391],
847 [11405, 11432, 11458, 11482, 11505, 11526, 11547, 11567, 11586, 11604, 11621, 11638, 11654, 11670, 11685, 11700],
848 [11714, 11741, 11766, 11790, 11813, 11835, 11855, 11875, 11894, 11912, 11930, 11946, 11963, 11978, 11993, 12008],
849 [12022, 12049, 12074, 12098, 12121, 12143, 12164, 12183, 12202, 12220, 12238, 12255, 12271, 12286, 12301, 12316],
850 [12330, 12357, 12383, 12407, 12429, 12451, 12472, 12492, 12511, 12529, 12546, 12563, 12579, 12595, 12610, 12624],
851 [12638, 12665, 12691, 12715, 12738, 12759, 12780, 12800, 12819, 12837, 12854, 12871, 12887, 12903, 12918, 12933],
852 [12947, 12974, 12999, 13023, 13046, 13068, 13088, 13108, 13127, 13145, 13163, 13179, 13196, 13211, 13226, 13241],
853 [13255, 13282, 13307, 13331, 13354, 13376, 13397, 13416, 13435, 13453, 13471, 13488, 13504, 13519, 13535, 13549],
854 [13563, 13590, 13616, 13640, 13662, 13684, 13705, 13725, 13744, 13762, 13779, 13796, 13812, 13828, 13843, 13857],
855 [13871, 13898, 13924, 13948, 13971, 13992, 14013, 14033, 14052, 14070, 14087, 14104, 14120, 14136, 14151, 14166],
856 [14180, 14207, 14232, 14256, 14279, 14301, 14321, 14341, 14360, 14378, 14396, 14412, 14429, 14444, 14459, 14474],
857 [14488, 14515, 14540, 14564, 14587, 14609, 14630, 14649, 14668, 14686, 14704, 14721, 14737, 14752, 14768, 14782],
858 [14796, 14823, 14849, 14873, 14895, 14917, 14938, 14958, 14977, 14995, 15012, 15029, 15045, 15061, 15076, 15090],
859 [15104, 15131, 15157, 15181, 15204, 15225, 15246, 15266, 15285, 15303, 15320, 15337, 15353, 15369, 15384, 15399],
860 [15413, 15440, 15465, 15489, 15512, 15534, 15554, 15574, 15593, 15611, 15629, 15645, 15662, 15677, 15692, 15707],
861 [15721, 15748, 15773, 15797, 15820, 15842, 15863, 15882, 15901, 15919, 15937, 15954, 15970, 15985, 16001, 16015],
862 [16029, 16056, 16082, 16106, 16128, 16150, 16171, 16191, 16210, 16228, 16245, 16262, 16278, 16294, 16309, 16323],
863 [16337, 16364, 16390, 16414, 16437, 16458, 16479, 16499, 16518, 16536, 16553, 16570, 16586, 16602, 16617, 16632],
864 [16646, 16673, 16698, 16722, 16745, 16767, 16787, 16807, 16826, 16844, 16862, 16878, 16895, 16910, 16925, 16940],
865 [16954, 16981, 17006, 17030, 17053, 17075, 17096, 17115, 17134, 17152, 17170, 17187, 17203, 17218, 17234, 17248],
866 [17262, 17289, 17315, 17339, 17361, 17383, 17404, 17424, 17443, 17461, 17478, 17495, 17511, 17527, 17542, 17556],
867 [17571, 17597, 17623, 17647, 17670, 17691, 17712, 17732, 17751, 17769, 17786, 17803, 17819, 17835, 17850, 17865],
868 [17879, 17906, 17931, 17955, 17978, 18000, 18020, 18040, 18059, 18077, 18095, 18111, 18128, 18143, 18158, 18173],
869 [18187, 18214, 18239, 18263, 18286, 18308, 18329, 18348, 18367, 18385, 18403, 18420, 18436, 18452, 18467, 18481],
870 [18495, 18522, 18548, 18572, 18595, 18616, 18637, 18657, 18676, 18694, 18711, 18728, 18744, 18760, 18775, 18789],
871 [18804, 18830, 18856, 18880, 18903, 18924, 18945, 18965, 18984, 19002, 19019, 19036, 19052, 19068, 19083, 19098],
872 [19112, 19139, 19164, 19188, 19211, 19233, 19253, 19273, 19292, 19310, 19328, 19344, 19361, 19376, 19391, 19406],
873 [19420, 19447, 19472, 19496, 19519, 19541, 19562, 19581, 19600, 19619, 19636, 19653, 19669, 19685, 19700, 19714],
876 /// Approximate `log10(numerator / denominator) * 1024` using a look-up table.
878 pub fn negative_log10_times_1024(numerator: u64, denominator: u64) -> u64 {
879 // Multiply the -1 through to avoid needing to use signed numbers.
880 (log10_times_1024(denominator) - log10_times_1024(numerator)) as u64
884 fn log10_times_1024(x: u64) -> u16 {
885 debug_assert_ne!(x, 0);
886 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
887 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
888 LOG10_TIMES_1024[most_significant_bit as usize][lower_bits as usize]
896 fn prints_negative_log10_times_1024_lookup_table() {
898 for i in 0..LOWER_BITS_BOUND {
899 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
900 let log10_times_1024 = ((x as f64).log10() * 1024.0).round() as u16;
901 assert_eq!(log10_times_1024, LOG10_TIMES_1024[msb as usize][i as usize]);
903 if i % LOWER_BITS_BOUND == 0 {
904 print!("\t\t[{}, ", log10_times_1024);
905 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
906 println!("{}],", log10_times_1024);
908 print!("{}, ", log10_times_1024);
916 impl<G: Deref<Target = NetworkGraph>, T: Time> Writeable for ProbabilisticScorerUsingTime<G, T> {
918 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
919 write_tlv_fields!(w, {
920 (0, self.channel_liquidities, required)
926 impl<G, T> ReadableArgs<(ProbabilisticScoringParameters, G)> for ProbabilisticScorerUsingTime<G, T>
928 G: Deref<Target = NetworkGraph>,
933 r: &mut R, args: (ProbabilisticScoringParameters, G)
934 ) -> Result<Self, DecodeError> {
935 let (params, network_graph) = args;
936 let mut channel_liquidities = HashMap::new();
937 read_tlv_fields!(r, {
938 (0, channel_liquidities, required)
948 impl<T: Time> Writeable for ChannelLiquidity<T> {
950 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
951 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
952 write_tlv_fields!(w, {
953 (0, self.min_liquidity_offset_msat, required),
954 (2, self.max_liquidity_offset_msat, required),
955 (4, duration_since_epoch, required),
961 impl<T: Time> Readable for ChannelLiquidity<T> {
963 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
964 let mut min_liquidity_offset_msat = 0;
965 let mut max_liquidity_offset_msat = 0;
966 let mut duration_since_epoch = Duration::from_secs(0);
967 read_tlv_fields!(r, {
968 (0, min_liquidity_offset_msat, required),
969 (2, max_liquidity_offset_msat, required),
970 (4, duration_since_epoch, required),
973 min_liquidity_offset_msat,
974 max_liquidity_offset_msat,
975 last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
980 pub(crate) mod time {
982 use core::time::Duration;
983 /// A measurement of time.
984 pub trait Time: Copy + Sub<Duration, Output = Self> where Self: Sized {
985 /// Returns an instance corresponding to the current moment.
988 /// Returns the amount of time elapsed since `self` was created.
989 fn elapsed(&self) -> Duration;
991 /// Returns the amount of time passed between `earlier` and `self`.
992 fn duration_since(&self, earlier: Self) -> Duration;
994 /// Returns the amount of time passed since the beginning of [`Time`].
996 /// Used during (de-)serialization.
997 fn duration_since_epoch() -> Duration;
1000 /// A state in which time has no meaning.
1001 #[derive(Clone, Copy, Debug, PartialEq, Eq)]
1002 pub struct Eternity;
1004 #[cfg(not(feature = "no-std"))]
1005 impl Time for std::time::Instant {
1007 std::time::Instant::now()
1010 fn duration_since(&self, earlier: Self) -> Duration {
1011 self.duration_since(earlier)
1014 fn duration_since_epoch() -> Duration {
1015 use std::time::SystemTime;
1016 SystemTime::now().duration_since(SystemTime::UNIX_EPOCH).unwrap()
1019 fn elapsed(&self) -> Duration {
1020 std::time::Instant::elapsed(self)
1024 impl Time for Eternity {
1029 fn duration_since(&self, _earlier: Self) -> Duration {
1030 Duration::from_secs(0)
1033 fn duration_since_epoch() -> Duration {
1034 Duration::from_secs(0)
1037 fn elapsed(&self) -> Duration {
1038 Duration::from_secs(0)
1042 impl Sub<Duration> for Eternity {
1045 fn sub(self, _other: Duration) -> Self {
1051 pub(crate) use self::time::Time;
1055 use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime, ScoringParameters, ScorerUsingTime, Time};
1056 use super::time::Eternity;
1058 use ln::features::{ChannelFeatures, NodeFeatures};
1059 use ln::msgs::{ChannelAnnouncement, ChannelUpdate, OptionalField, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
1060 use routing::scoring::Score;
1061 use routing::network_graph::{NetworkGraph, NodeId};
1062 use routing::router::RouteHop;
1063 use util::ser::{Readable, ReadableArgs, Writeable};
1065 use bitcoin::blockdata::constants::genesis_block;
1066 use bitcoin::hashes::Hash;
1067 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
1068 use bitcoin::network::constants::Network;
1069 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
1070 use core::cell::Cell;
1072 use core::time::Duration;
1077 /// Time that can be advanced manually in tests.
1078 #[derive(Clone, Copy, Debug, PartialEq, Eq)]
1079 struct SinceEpoch(Duration);
1083 static ELAPSED: Cell<Duration> = core::cell::Cell::new(Duration::from_secs(0));
1086 fn advance(duration: Duration) {
1087 Self::ELAPSED.with(|elapsed| elapsed.set(elapsed.get() + duration))
1091 impl Time for SinceEpoch {
1093 Self(Self::duration_since_epoch())
1096 fn duration_since(&self, earlier: Self) -> Duration {
1100 fn duration_since_epoch() -> Duration {
1101 Self::ELAPSED.with(|elapsed| elapsed.get())
1104 fn elapsed(&self) -> Duration {
1105 Self::duration_since_epoch() - self.0
1109 impl Sub<Duration> for SinceEpoch {
1112 fn sub(self, other: Duration) -> Self {
1113 Self(self.0 - other)
1118 fn time_passes_when_advanced() {
1119 let now = SinceEpoch::now();
1120 assert_eq!(now.elapsed(), Duration::from_secs(0));
1122 SinceEpoch::advance(Duration::from_secs(1));
1123 SinceEpoch::advance(Duration::from_secs(1));
1125 let elapsed = now.elapsed();
1126 let later = SinceEpoch::now();
1128 assert_eq!(elapsed, Duration::from_secs(2));
1129 assert_eq!(later - elapsed, now);
1133 fn time_never_passes_in_an_eternity() {
1134 let now = Eternity::now();
1135 let elapsed = now.elapsed();
1136 let later = Eternity::now();
1138 assert_eq!(now.elapsed(), Duration::from_secs(0));
1139 assert_eq!(later - elapsed, now);
1144 /// A scorer for testing with time that can be manually advanced.
1145 type Scorer = ScorerUsingTime::<SinceEpoch>;
1147 fn source_privkey() -> SecretKey {
1148 SecretKey::from_slice(&[42; 32]).unwrap()
1151 fn target_privkey() -> SecretKey {
1152 SecretKey::from_slice(&[43; 32]).unwrap()
1155 fn source_pubkey() -> PublicKey {
1156 let secp_ctx = Secp256k1::new();
1157 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1160 fn target_pubkey() -> PublicKey {
1161 let secp_ctx = Secp256k1::new();
1162 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1165 fn source_node_id() -> NodeId {
1166 NodeId::from_pubkey(&source_pubkey())
1169 fn target_node_id() -> NodeId {
1170 NodeId::from_pubkey(&target_pubkey())
1174 fn penalizes_without_channel_failures() {
1175 let scorer = Scorer::new(ScoringParameters {
1176 base_penalty_msat: 1_000,
1177 failure_penalty_msat: 512,
1178 failure_penalty_half_life: Duration::from_secs(1),
1179 overuse_penalty_start_1024th: 1024,
1180 overuse_penalty_msat_per_1024th: 0,
1182 let source = source_node_id();
1183 let target = target_node_id();
1184 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1186 SinceEpoch::advance(Duration::from_secs(1));
1187 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1191 fn accumulates_channel_failure_penalties() {
1192 let mut scorer = Scorer::new(ScoringParameters {
1193 base_penalty_msat: 1_000,
1194 failure_penalty_msat: 64,
1195 failure_penalty_half_life: Duration::from_secs(10),
1196 overuse_penalty_start_1024th: 1024,
1197 overuse_penalty_msat_per_1024th: 0,
1199 let source = source_node_id();
1200 let target = target_node_id();
1201 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1203 scorer.payment_path_failed(&[], 42);
1204 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1206 scorer.payment_path_failed(&[], 42);
1207 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1209 scorer.payment_path_failed(&[], 42);
1210 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_192);
1214 fn decays_channel_failure_penalties_over_time() {
1215 let mut scorer = Scorer::new(ScoringParameters {
1216 base_penalty_msat: 1_000,
1217 failure_penalty_msat: 512,
1218 failure_penalty_half_life: Duration::from_secs(10),
1219 overuse_penalty_start_1024th: 1024,
1220 overuse_penalty_msat_per_1024th: 0,
1222 let source = source_node_id();
1223 let target = target_node_id();
1224 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1226 scorer.payment_path_failed(&[], 42);
1227 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1229 SinceEpoch::advance(Duration::from_secs(9));
1230 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1232 SinceEpoch::advance(Duration::from_secs(1));
1233 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1235 SinceEpoch::advance(Duration::from_secs(10 * 8));
1236 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_001);
1238 SinceEpoch::advance(Duration::from_secs(10));
1239 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1241 SinceEpoch::advance(Duration::from_secs(10));
1242 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1246 fn decays_channel_failure_penalties_without_shift_overflow() {
1247 let mut scorer = Scorer::new(ScoringParameters {
1248 base_penalty_msat: 1_000,
1249 failure_penalty_msat: 512,
1250 failure_penalty_half_life: Duration::from_secs(10),
1251 overuse_penalty_start_1024th: 1024,
1252 overuse_penalty_msat_per_1024th: 0,
1254 let source = source_node_id();
1255 let target = target_node_id();
1256 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1258 scorer.payment_path_failed(&[], 42);
1259 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1261 // An unchecked right shift 64 bits or more in ChannelFailure::decayed_penalty_msat would
1262 // cause an overflow.
1263 SinceEpoch::advance(Duration::from_secs(10 * 64));
1264 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1266 SinceEpoch::advance(Duration::from_secs(10));
1267 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1271 fn accumulates_channel_failure_penalties_after_decay() {
1272 let mut scorer = Scorer::new(ScoringParameters {
1273 base_penalty_msat: 1_000,
1274 failure_penalty_msat: 512,
1275 failure_penalty_half_life: Duration::from_secs(10),
1276 overuse_penalty_start_1024th: 1024,
1277 overuse_penalty_msat_per_1024th: 0,
1279 let source = source_node_id();
1280 let target = target_node_id();
1281 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1283 scorer.payment_path_failed(&[], 42);
1284 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1286 SinceEpoch::advance(Duration::from_secs(10));
1287 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1289 scorer.payment_path_failed(&[], 42);
1290 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_768);
1292 SinceEpoch::advance(Duration::from_secs(10));
1293 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_384);
1297 fn reduces_channel_failure_penalties_after_success() {
1298 let mut scorer = Scorer::new(ScoringParameters {
1299 base_penalty_msat: 1_000,
1300 failure_penalty_msat: 512,
1301 failure_penalty_half_life: Duration::from_secs(10),
1302 overuse_penalty_start_1024th: 1024,
1303 overuse_penalty_msat_per_1024th: 0,
1305 let source = source_node_id();
1306 let target = target_node_id();
1307 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1309 scorer.payment_path_failed(&[], 42);
1310 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1312 SinceEpoch::advance(Duration::from_secs(10));
1313 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1315 let hop = RouteHop {
1316 pubkey: PublicKey::from_slice(target.as_slice()).unwrap(),
1317 node_features: NodeFeatures::known(),
1318 short_channel_id: 42,
1319 channel_features: ChannelFeatures::known(),
1321 cltv_expiry_delta: 18,
1323 scorer.payment_path_successful(&[&hop]);
1324 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1326 SinceEpoch::advance(Duration::from_secs(10));
1327 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1331 fn restores_persisted_channel_failure_penalties() {
1332 let mut scorer = Scorer::new(ScoringParameters {
1333 base_penalty_msat: 1_000,
1334 failure_penalty_msat: 512,
1335 failure_penalty_half_life: Duration::from_secs(10),
1336 overuse_penalty_start_1024th: 1024,
1337 overuse_penalty_msat_per_1024th: 0,
1339 let source = source_node_id();
1340 let target = target_node_id();
1342 scorer.payment_path_failed(&[], 42);
1343 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1345 SinceEpoch::advance(Duration::from_secs(10));
1346 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1348 scorer.payment_path_failed(&[], 43);
1349 assert_eq!(scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1351 let mut serialized_scorer = Vec::new();
1352 scorer.write(&mut serialized_scorer).unwrap();
1354 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1355 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1356 assert_eq!(deserialized_scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1360 fn decays_persisted_channel_failure_penalties() {
1361 let mut scorer = Scorer::new(ScoringParameters {
1362 base_penalty_msat: 1_000,
1363 failure_penalty_msat: 512,
1364 failure_penalty_half_life: Duration::from_secs(10),
1365 overuse_penalty_start_1024th: 1024,
1366 overuse_penalty_msat_per_1024th: 0,
1368 let source = source_node_id();
1369 let target = target_node_id();
1371 scorer.payment_path_failed(&[], 42);
1372 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1374 let mut serialized_scorer = Vec::new();
1375 scorer.write(&mut serialized_scorer).unwrap();
1377 SinceEpoch::advance(Duration::from_secs(10));
1379 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1380 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1382 SinceEpoch::advance(Duration::from_secs(10));
1383 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1387 fn charges_per_1024th_penalty() {
1388 let scorer = Scorer::new(ScoringParameters {
1389 base_penalty_msat: 0,
1390 failure_penalty_msat: 0,
1391 failure_penalty_half_life: Duration::from_secs(0),
1392 overuse_penalty_start_1024th: 256,
1393 overuse_penalty_msat_per_1024th: 100,
1395 let source = source_node_id();
1396 let target = target_node_id();
1398 assert_eq!(scorer.channel_penalty_msat(42, 1_000, 1_024_000, &source, &target), 0);
1399 assert_eq!(scorer.channel_penalty_msat(42, 256_999, 1_024_000, &source, &target), 0);
1400 assert_eq!(scorer.channel_penalty_msat(42, 257_000, 1_024_000, &source, &target), 100);
1401 assert_eq!(scorer.channel_penalty_msat(42, 258_000, 1_024_000, &source, &target), 200);
1402 assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 256 * 100);
1405 // `ProbabilisticScorer` tests
1407 /// A probabilistic scorer for testing with time that can be manually advanced.
1408 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph, SinceEpoch>;
1410 fn sender_privkey() -> SecretKey {
1411 SecretKey::from_slice(&[41; 32]).unwrap()
1414 fn recipient_privkey() -> SecretKey {
1415 SecretKey::from_slice(&[45; 32]).unwrap()
1418 fn sender_pubkey() -> PublicKey {
1419 let secp_ctx = Secp256k1::new();
1420 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1423 fn recipient_pubkey() -> PublicKey {
1424 let secp_ctx = Secp256k1::new();
1425 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1428 fn sender_node_id() -> NodeId {
1429 NodeId::from_pubkey(&sender_pubkey())
1432 fn recipient_node_id() -> NodeId {
1433 NodeId::from_pubkey(&recipient_pubkey())
1436 fn network_graph() -> NetworkGraph {
1437 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1438 let mut network_graph = NetworkGraph::new(genesis_hash);
1439 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1440 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1446 network_graph: &mut NetworkGraph, short_channel_id: u64, node_1_key: SecretKey,
1447 node_2_key: SecretKey
1449 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1450 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1451 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1452 let secp_ctx = Secp256k1::new();
1453 let unsigned_announcement = UnsignedChannelAnnouncement {
1454 features: ChannelFeatures::known(),
1455 chain_hash: genesis_hash,
1457 node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key),
1458 node_id_2: PublicKey::from_secret_key(&secp_ctx, &node_2_key),
1459 bitcoin_key_1: PublicKey::from_secret_key(&secp_ctx, &node_1_secret),
1460 bitcoin_key_2: PublicKey::from_secret_key(&secp_ctx, &node_2_secret),
1461 excess_data: Vec::new(),
1463 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1464 let signed_announcement = ChannelAnnouncement {
1465 node_signature_1: secp_ctx.sign(&msghash, &node_1_key),
1466 node_signature_2: secp_ctx.sign(&msghash, &node_2_key),
1467 bitcoin_signature_1: secp_ctx.sign(&msghash, &node_1_secret),
1468 bitcoin_signature_2: secp_ctx.sign(&msghash, &node_2_secret),
1469 contents: unsigned_announcement,
1471 let chain_source: Option<&::util::test_utils::TestChainSource> = None;
1472 network_graph.update_channel_from_announcement(
1473 &signed_announcement, &chain_source, &secp_ctx).unwrap();
1474 update_channel(network_graph, short_channel_id, node_1_key, 0);
1475 update_channel(network_graph, short_channel_id, node_2_key, 1);
1479 network_graph: &mut NetworkGraph, short_channel_id: u64, node_key: SecretKey, flags: u8
1481 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1482 let secp_ctx = Secp256k1::new();
1483 let unsigned_update = UnsignedChannelUpdate {
1484 chain_hash: genesis_hash,
1488 cltv_expiry_delta: 18,
1489 htlc_minimum_msat: 0,
1490 htlc_maximum_msat: OptionalField::Present(1_000),
1492 fee_proportional_millionths: 0,
1493 excess_data: Vec::new(),
1495 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1496 let signed_update = ChannelUpdate {
1497 signature: secp_ctx.sign(&msghash, &node_key),
1498 contents: unsigned_update,
1500 network_graph.update_channel(&signed_update, &secp_ctx).unwrap();
1503 fn payment_path_for_amount(amount_msat: u64) -> Vec<RouteHop> {
1506 pubkey: source_pubkey(),
1507 node_features: NodeFeatures::known(),
1508 short_channel_id: 41,
1509 channel_features: ChannelFeatures::known(),
1511 cltv_expiry_delta: 18,
1514 pubkey: target_pubkey(),
1515 node_features: NodeFeatures::known(),
1516 short_channel_id: 42,
1517 channel_features: ChannelFeatures::known(),
1519 cltv_expiry_delta: 18,
1522 pubkey: recipient_pubkey(),
1523 node_features: NodeFeatures::known(),
1524 short_channel_id: 43,
1525 channel_features: ChannelFeatures::known(),
1526 fee_msat: amount_msat,
1527 cltv_expiry_delta: 18,
1533 fn liquidity_bounds_directed_from_lowest_node_id() {
1534 let last_updated = SinceEpoch::now();
1535 let network_graph = network_graph();
1536 let params = ProbabilisticScoringParameters::default();
1537 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1540 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
1544 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
1546 let source = source_node_id();
1547 let target = target_node_id();
1548 let recipient = recipient_node_id();
1549 assert!(source > target);
1550 assert!(target < recipient);
1552 // Update minimum liquidity.
1554 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1555 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1556 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1557 assert_eq!(liquidity.min_liquidity_msat(), 100);
1558 assert_eq!(liquidity.max_liquidity_msat(), 300);
1560 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1561 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1562 assert_eq!(liquidity.min_liquidity_msat(), 700);
1563 assert_eq!(liquidity.max_liquidity_msat(), 900);
1565 scorer.channel_liquidities.get_mut(&42).unwrap()
1566 .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1567 .set_min_liquidity_msat(200);
1569 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1570 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1571 assert_eq!(liquidity.min_liquidity_msat(), 200);
1572 assert_eq!(liquidity.max_liquidity_msat(), 300);
1574 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1575 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1576 assert_eq!(liquidity.min_liquidity_msat(), 700);
1577 assert_eq!(liquidity.max_liquidity_msat(), 800);
1579 // Update maximum liquidity.
1581 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1582 .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
1583 assert_eq!(liquidity.min_liquidity_msat(), 700);
1584 assert_eq!(liquidity.max_liquidity_msat(), 900);
1586 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1587 .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
1588 assert_eq!(liquidity.min_liquidity_msat(), 100);
1589 assert_eq!(liquidity.max_liquidity_msat(), 300);
1591 scorer.channel_liquidities.get_mut(&43).unwrap()
1592 .as_directed_mut(&target, &recipient, 1_000, liquidity_offset_half_life)
1593 .set_max_liquidity_msat(200);
1595 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1596 .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
1597 assert_eq!(liquidity.min_liquidity_msat(), 0);
1598 assert_eq!(liquidity.max_liquidity_msat(), 200);
1600 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1601 .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
1602 assert_eq!(liquidity.min_liquidity_msat(), 800);
1603 assert_eq!(liquidity.max_liquidity_msat(), 1000);
1607 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
1608 let last_updated = SinceEpoch::now();
1609 let network_graph = network_graph();
1610 let params = ProbabilisticScoringParameters::default();
1611 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1614 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
1616 let source = source_node_id();
1617 let target = target_node_id();
1618 assert!(source > target);
1620 // Check initial bounds.
1621 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1622 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1623 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1624 assert_eq!(liquidity.min_liquidity_msat(), 400);
1625 assert_eq!(liquidity.max_liquidity_msat(), 800);
1627 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1628 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1629 assert_eq!(liquidity.min_liquidity_msat(), 200);
1630 assert_eq!(liquidity.max_liquidity_msat(), 600);
1632 // Reset from source to target.
1633 scorer.channel_liquidities.get_mut(&42).unwrap()
1634 .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1635 .set_min_liquidity_msat(900);
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(), 900);
1640 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
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(), 0);
1645 assert_eq!(liquidity.max_liquidity_msat(), 100);
1647 // Reset from target to source.
1648 scorer.channel_liquidities.get_mut(&42).unwrap()
1649 .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
1650 .set_min_liquidity_msat(400);
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(), 0);
1655 assert_eq!(liquidity.max_liquidity_msat(), 600);
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(), 400);
1660 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1664 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
1665 let last_updated = SinceEpoch::now();
1666 let network_graph = network_graph();
1667 let params = ProbabilisticScoringParameters::default();
1668 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1671 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
1673 let source = source_node_id();
1674 let target = target_node_id();
1675 assert!(source > target);
1677 // Check initial bounds.
1678 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1679 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1680 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1681 assert_eq!(liquidity.min_liquidity_msat(), 400);
1682 assert_eq!(liquidity.max_liquidity_msat(), 800);
1684 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1685 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1686 assert_eq!(liquidity.min_liquidity_msat(), 200);
1687 assert_eq!(liquidity.max_liquidity_msat(), 600);
1689 // Reset from source to target.
1690 scorer.channel_liquidities.get_mut(&42).unwrap()
1691 .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1692 .set_max_liquidity_msat(300);
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(), 0);
1697 assert_eq!(liquidity.max_liquidity_msat(), 300);
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(), 700);
1702 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1704 // Reset from target to source.
1705 scorer.channel_liquidities.get_mut(&42).unwrap()
1706 .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
1707 .set_max_liquidity_msat(600);
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(), 400);
1712 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
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(), 0);
1717 assert_eq!(liquidity.max_liquidity_msat(), 600);
1721 fn increased_penalty_nearing_liquidity_upper_bound() {
1722 let network_graph = network_graph();
1723 let params = ProbabilisticScoringParameters {
1724 liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1726 let scorer = ProbabilisticScorer::new(params, &network_graph);
1727 let source = source_node_id();
1728 let target = target_node_id();
1730 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024_000, &source, &target), 0);
1731 assert_eq!(scorer.channel_penalty_msat(42, 10_240, 1_024_000, &source, &target), 14);
1732 assert_eq!(scorer.channel_penalty_msat(42, 102_400, 1_024_000, &source, &target), 43);
1733 assert_eq!(scorer.channel_penalty_msat(42, 1_024_000, 1_024_000, &source, &target), 2_000);
1735 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 58);
1736 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
1737 assert_eq!(scorer.channel_penalty_msat(42, 374, 1_024, &source, &target), 204);
1738 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
1739 assert_eq!(scorer.channel_penalty_msat(42, 640, 1_024, &source, &target), 426);
1740 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 602);
1741 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 903);
1745 fn constant_penalty_outside_liquidity_bounds() {
1746 let last_updated = SinceEpoch::now();
1747 let network_graph = network_graph();
1748 let params = ProbabilisticScoringParameters {
1749 liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1751 let scorer = ProbabilisticScorer::new(params, &network_graph)
1754 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated
1756 let source = source_node_id();
1757 let target = target_node_id();
1759 assert_eq!(scorer.channel_penalty_msat(42, 39, 100, &source, &target), 0);
1760 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 0);
1761 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 2_000);
1762 assert_eq!(scorer.channel_penalty_msat(42, 61, 100, &source, &target), 2_000);
1766 fn does_not_further_penalize_own_channel() {
1767 let network_graph = network_graph();
1768 let params = ProbabilisticScoringParameters {
1769 liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1771 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1772 let sender = sender_node_id();
1773 let source = source_node_id();
1774 let failed_path = payment_path_for_amount(500);
1775 let successful_path = payment_path_for_amount(200);
1777 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1779 scorer.payment_path_failed(&failed_path.iter().collect::<Vec<_>>(), 41);
1780 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1782 scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
1783 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1787 fn sets_liquidity_lower_bound_on_downstream_failure() {
1788 let network_graph = network_graph();
1789 let params = ProbabilisticScoringParameters {
1790 liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1792 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1793 let source = source_node_id();
1794 let target = target_node_id();
1795 let path = payment_path_for_amount(500);
1797 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
1798 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1799 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 601);
1801 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
1803 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 0);
1804 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 0);
1805 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 300);
1809 fn sets_liquidity_upper_bound_on_failure() {
1810 let network_graph = network_graph();
1811 let params = ProbabilisticScoringParameters {
1812 liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1814 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1815 let source = source_node_id();
1816 let target = target_node_id();
1817 let path = payment_path_for_amount(500);
1819 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
1820 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1821 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 601);
1823 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
1825 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1826 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
1827 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 2_000);
1831 fn reduces_liquidity_upper_bound_along_path_on_success() {
1832 let network_graph = network_graph();
1833 let params = ProbabilisticScoringParameters {
1834 liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1836 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1837 let sender = sender_node_id();
1838 let source = source_node_id();
1839 let target = target_node_id();
1840 let recipient = recipient_node_id();
1841 let path = payment_path_for_amount(500);
1843 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 128);
1844 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
1845 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 128);
1847 scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
1849 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 128);
1850 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1851 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 300);
1855 fn decays_liquidity_bounds_over_time() {
1856 let network_graph = network_graph();
1857 let params = ProbabilisticScoringParameters {
1858 liquidity_penalty_multiplier_msat: 1_000,
1859 liquidity_offset_half_life: Duration::from_secs(10),
1861 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1862 let source = source_node_id();
1863 let target = target_node_id();
1865 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1866 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1868 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
1869 scorer.payment_path_failed(&payment_path_for_amount(128).iter().collect::<Vec<_>>(), 43);
1871 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
1872 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 97);
1873 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_409);
1874 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000);
1876 SinceEpoch::advance(Duration::from_secs(9));
1877 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
1878 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 97);
1879 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_409);
1880 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000);
1882 SinceEpoch::advance(Duration::from_secs(1));
1883 assert_eq!(scorer.channel_penalty_msat(42, 64, 1_024, &source, &target), 0);
1884 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 34);
1885 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 1_773);
1886 assert_eq!(scorer.channel_penalty_msat(42, 960, 1_024, &source, &target), 2_000);
1888 // Fully decay liquidity lower bound.
1889 SinceEpoch::advance(Duration::from_secs(10 * 7));
1890 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1891 assert_eq!(scorer.channel_penalty_msat(42, 1, 1_024, &source, &target), 0);
1892 assert_eq!(scorer.channel_penalty_msat(42, 1_023, 1_024, &source, &target), 2_000);
1893 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1895 // Fully decay liquidity upper bound.
1896 SinceEpoch::advance(Duration::from_secs(10));
1897 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1898 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1900 SinceEpoch::advance(Duration::from_secs(10));
1901 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1902 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1906 fn decays_liquidity_bounds_without_shift_overflow() {
1907 let network_graph = network_graph();
1908 let params = ProbabilisticScoringParameters {
1909 liquidity_penalty_multiplier_msat: 1_000,
1910 liquidity_offset_half_life: Duration::from_secs(10),
1912 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1913 let source = source_node_id();
1914 let target = target_node_id();
1915 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
1917 scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::<Vec<_>>(), 42);
1918 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 274);
1920 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
1921 // would cause an overflow.
1922 SinceEpoch::advance(Duration::from_secs(10 * 64));
1923 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
1925 SinceEpoch::advance(Duration::from_secs(10));
1926 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
1930 fn restricts_liquidity_bounds_after_decay() {
1931 let network_graph = network_graph();
1932 let params = ProbabilisticScoringParameters {
1933 liquidity_penalty_multiplier_msat: 1_000,
1934 liquidity_offset_half_life: Duration::from_secs(10),
1936 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1937 let source = source_node_id();
1938 let target = target_node_id();
1940 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
1942 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
1943 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
1944 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
1945 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 274);
1947 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
1948 SinceEpoch::advance(Duration::from_secs(10));
1949 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
1951 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
1952 // is closer to the upper bound, meaning a higher penalty.
1953 scorer.payment_path_successful(&payment_path_for_amount(64).iter().collect::<Vec<_>>());
1954 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 342);
1956 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
1957 // is closer to the lower bound, meaning a lower penalty.
1958 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
1959 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 255);
1961 // Further decaying affects the lower bound more than the upper bound (128, 928).
1962 SinceEpoch::advance(Duration::from_secs(10));
1963 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 284);
1967 fn restores_persisted_liquidity_bounds() {
1968 let network_graph = network_graph();
1969 let params = ProbabilisticScoringParameters {
1970 liquidity_penalty_multiplier_msat: 1_000,
1971 liquidity_offset_half_life: Duration::from_secs(10),
1973 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1974 let source = source_node_id();
1975 let target = target_node_id();
1977 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
1978 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
1980 SinceEpoch::advance(Duration::from_secs(10));
1981 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 472);
1983 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
1984 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1986 let mut serialized_scorer = Vec::new();
1987 scorer.write(&mut serialized_scorer).unwrap();
1989 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
1990 let deserialized_scorer =
1991 <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
1992 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1996 fn decays_persisted_liquidity_bounds() {
1997 let network_graph = network_graph();
1998 let params = ProbabilisticScoringParameters {
1999 liquidity_penalty_multiplier_msat: 1_000,
2000 liquidity_offset_half_life: Duration::from_secs(10),
2002 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
2003 let source = source_node_id();
2004 let target = target_node_id();
2006 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
2007 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
2009 let mut serialized_scorer = Vec::new();
2010 scorer.write(&mut serialized_scorer).unwrap();
2012 SinceEpoch::advance(Duration::from_secs(10));
2014 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2015 let deserialized_scorer =
2016 <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
2017 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 472);
2019 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
2020 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
2022 SinceEpoch::advance(Duration::from_secs(10));
2023 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 371);