_ 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 #[cfg(not(feature = "no-std"))]
 234 /// [`Score`] implementation that provides reasonable default behavior.
 235 ///
 236 /// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
 237 /// slightly higher fees are available. Will further penalize channels that fail to relay payments.
 238 ///
 239 /// See [module-level documentation] for usage and [`ScoringParameters`] for customization.
 240 ///
 241 /// # Note
 242 ///
 243 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
 244 /// behavior.
 245 ///
 246 /// [module-level documentation]: crate::routing::scoring
 247 #[deprecated(
 248         since = "0.0.105",
 249         note = "ProbabilisticScorer should be used instead of Scorer.",
 250 )]
 251 pub type Scorer = ScorerUsingTime::<std::time::Instant>;
 252 #[cfg(feature = "no-std")]
 253 /// [`Score`] implementation that provides reasonable default behavior.
 254 ///
 255 /// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
 256 /// slightly higher fees are available. Will further penalize channels that fail to relay payments.
 257 ///
 258 /// See [module-level documentation] for usage and [`ScoringParameters`] for customization.
 259 ///
 260 /// # Note
 261 ///
 262 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
 263 /// behavior.
 264 ///
 265 /// [module-level documentation]: crate::routing::scoring
 266 pub type Scorer = ScorerUsingTime::<time::Eternity>;
 267
 268 // Note that ideally we'd hide ScorerUsingTime from public view by sealing it as well, but rustdoc
 269 // doesn't handle this well - instead exposing a `Scorer` which has no trait implementation(s) or
 270 // methods at all.
 271
 272 /// [`Score`] implementation.
 273 ///
 274 /// (C-not exported) generally all users should use the [`Scorer`] type alias.
 275 pub struct ScorerUsingTime<T: Time> {
 276         params: ScoringParameters,
 277         // TODO: Remove entries of closed channels.
 278         channel_failures: HashMap<u64, ChannelFailure<T>>,
 279 }
 280
 281 #[derive(Clone)]
 282 /// Parameters for configuring [`Scorer`].
 283 pub struct ScoringParameters {
 284         /// A fixed penalty in msats to apply to each channel.
 285         ///
 286         /// Default value: 500 msat
 287         pub base_penalty_msat: u64,
 288
 289         /// A penalty in msats to apply to a channel upon failing to relay a payment.
 290         ///
 291         /// This accumulates for each failure but may be reduced over time based on
 292         /// [`failure_penalty_half_life`] or when successfully routing through a channel.
 293         ///
 294         /// Default value: 1,024,000 msat
 295         ///
 296         /// [`failure_penalty_half_life`]: Self::failure_penalty_half_life
 297         pub failure_penalty_msat: u64,
 298
 299         /// When the amount being sent over a channel is this many 1024ths of the total channel
 300         /// capacity, we begin applying [`overuse_penalty_msat_per_1024th`].
 301         ///
 302         /// Default value: 128 1024ths (i.e. begin penalizing when an HTLC uses 1/8th of a channel)
 303         ///
 304         /// [`overuse_penalty_msat_per_1024th`]: Self::overuse_penalty_msat_per_1024th
 305         pub overuse_penalty_start_1024th: u16,
 306
 307         /// A penalty applied, per whole 1024ths of the channel capacity which the amount being sent
 308         /// over the channel exceeds [`overuse_penalty_start_1024th`] by.
 309         ///
 310         /// Default value: 20 msat (i.e. 2560 msat penalty to use 1/4th of a channel, 7680 msat penalty
 311         ///                to use half a channel, and 12,560 msat penalty to use 3/4ths of a channel)
 312         ///
 313         /// [`overuse_penalty_start_1024th`]: Self::overuse_penalty_start_1024th
 314         pub overuse_penalty_msat_per_1024th: u64,
 315
 316         /// The time required to elapse before any accumulated [`failure_penalty_msat`] penalties are
 317         /// cut in half.
 318         ///
 319         /// Successfully routing through a channel will immediately cut the penalty in half as well.
 320         ///
 321         /// Default value: 1 hour
 322         ///
 323         /// # Note
 324         ///
 325         /// When built with the `no-std` feature, time will never elapse. Therefore, this penalty will
 326         /// never decay.
 327         ///
 328         /// [`failure_penalty_msat`]: Self::failure_penalty_msat
 329         pub failure_penalty_half_life: Duration,
 330 }
 331
 332 impl_writeable_tlv_based!(ScoringParameters, {
 333         (0, base_penalty_msat, required),
 334         (1, overuse_penalty_start_1024th, (default_value, 128)),
 335         (2, failure_penalty_msat, required),
 336         (3, overuse_penalty_msat_per_1024th, (default_value, 20)),
 337         (4, failure_penalty_half_life, required),
 338 });
 339
 340 /// Accounting for penalties against a channel for failing to relay any payments.
 341 ///
 342 /// Penalties decay over time, though accumulate as more failures occur.
 343 struct ChannelFailure<T: Time> {
 344         /// Accumulated penalty in msats for the channel as of `last_updated`.
 345         undecayed_penalty_msat: u64,
 346
 347         /// Last time the channel either failed to route or successfully routed a payment. Used to decay
 348         /// `undecayed_penalty_msat`.
 349         last_updated: T,
 350 }
 351
 352 impl<T: Time> ScorerUsingTime<T> {
 353         /// Creates a new scorer using the given scoring parameters.
 354         pub fn new(params: ScoringParameters) -> Self {
 355                 Self {
 356                         params,
 357                         channel_failures: HashMap::new(),
 358                 }
 359         }
 360 }
 361
 362 impl<T: Time> ChannelFailure<T> {
 363         fn new(failure_penalty_msat: u64) -> Self {
 364                 Self {
 365                         undecayed_penalty_msat: failure_penalty_msat,
 366                         last_updated: T::now(),
 367                 }
 368         }
 369
 370         fn add_penalty(&mut self, failure_penalty_msat: u64, half_life: Duration) {
 371                 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) + failure_penalty_msat;
 372                 self.last_updated = T::now();
 373         }
 374
 375         fn reduce_penalty(&mut self, half_life: Duration) {
 376                 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) >> 1;
 377                 self.last_updated = T::now();
 378         }
 379
 380         fn decayed_penalty_msat(&self, half_life: Duration) -> u64 {
 381                 self.last_updated.elapsed().as_secs()
 382                         .checked_div(half_life.as_secs())
 383                         .and_then(|decays| self.undecayed_penalty_msat.checked_shr(decays as u32))
 384                         .unwrap_or(0)
 385         }
 386 }
 387
 388 impl<T: Time> Default for ScorerUsingTime<T> {
 389         fn default() -> Self {
 390                 Self::new(ScoringParameters::default())
 391         }
 392 }
 393
 394 impl Default for ScoringParameters {
 395         fn default() -> Self {
 396                 Self {
 397                         base_penalty_msat: 500,
 398                         failure_penalty_msat: 1024 * 1000,
 399                         failure_penalty_half_life: Duration::from_secs(3600),
 400                         overuse_penalty_start_1024th: 1024 / 8,
 401                         overuse_penalty_msat_per_1024th: 20,
 402                 }
 403         }
 404 }
 405
 406 impl<T: Time> Score for ScorerUsingTime<T> {
 407         fn channel_penalty_msat(
 408                 &self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, _source: &NodeId, _target: &NodeId
 409         ) -> u64 {
 410                 let failure_penalty_msat = self.channel_failures
 411                         .get(&short_channel_id)
 412                         .map_or(0, |value| value.decayed_penalty_msat(self.params.failure_penalty_half_life));
 413
 414                 let mut penalty_msat = self.params.base_penalty_msat + failure_penalty_msat;
 415                 let send_1024ths = send_amt_msat.checked_mul(1024).unwrap_or(u64::max_value()) / capacity_msat;
 416                 if send_1024ths > self.params.overuse_penalty_start_1024th as u64 {
 417                         penalty_msat = penalty_msat.checked_add(
 418                                         (send_1024ths - self.params.overuse_penalty_start_1024th as u64)
 419                                         .checked_mul(self.params.overuse_penalty_msat_per_1024th).unwrap_or(u64::max_value()))
 420                                 .unwrap_or(u64::max_value());
 421                 }
 422
 423                 penalty_msat
 424         }
 425
 426         fn payment_path_failed(&mut self, _path: &[&RouteHop], short_channel_id: u64) {
 427                 let failure_penalty_msat = self.params.failure_penalty_msat;
 428                 let half_life = self.params.failure_penalty_half_life;
 429                 self.channel_failures
 430                         .entry(short_channel_id)
 431                         .and_modify(|failure| failure.add_penalty(failure_penalty_msat, half_life))
 432                         .or_insert_with(|| ChannelFailure::new(failure_penalty_msat));
 433         }
 434
 435         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
 436                 let half_life = self.params.failure_penalty_half_life;
 437                 for hop in path.iter() {
 438                         self.channel_failures
 439                                 .entry(hop.short_channel_id)
 440                                 .and_modify(|failure| failure.reduce_penalty(half_life));
 441                 }
 442         }
 443 }
 444
 445 impl<T: Time> Writeable for ScorerUsingTime<T> {
 446         #[inline]
 447         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 448                 self.params.write(w)?;
 449                 self.channel_failures.write(w)?;
 450                 write_tlv_fields!(w, {});
 451                 Ok(())
 452         }
 453 }
 454
 455 impl<T: Time> Readable for ScorerUsingTime<T> {
 456         #[inline]
 457         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
 458                 let res = Ok(Self {
 459                         params: Readable::read(r)?,
 460                         channel_failures: Readable::read(r)?,
 461                 });
 462                 read_tlv_fields!(r, {});
 463                 res
 464         }
 465 }
 466
 467 impl<T: Time> Writeable for ChannelFailure<T> {
 468         #[inline]
 469         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 470                 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
 471                 write_tlv_fields!(w, {
 472                         (0, self.undecayed_penalty_msat, required),
 473                         (2, duration_since_epoch, required),
 474                 });
 475                 Ok(())
 476         }
 477 }
 478
 479 impl<T: Time> Readable for ChannelFailure<T> {
 480         #[inline]
 481         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
 482                 let mut undecayed_penalty_msat = 0;
 483                 let mut duration_since_epoch = Duration::from_secs(0);
 484                 read_tlv_fields!(r, {
 485                         (0, undecayed_penalty_msat, required),
 486                         (2, duration_since_epoch, required),
 487                 });
 488                 Ok(Self {
 489                         undecayed_penalty_msat,
 490                         last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
 491                 })
 492         }
 493 }
 494
 495 #[cfg(not(feature = "no-std"))]
 496 /// [`Score`] implementation using channel success probability distributions.
 497 ///
 498 /// Based on *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
 499 /// and Stefan Richter [[1]]. Given the uncertainty of channel liquidity balances, probability
 500 /// distributions are defined based on knowledge learned from successful and unsuccessful attempts.
 501 /// Then the negative `log10` of the success probability is used to determine the cost of routing a
 502 /// specific HTLC amount through a channel.
 503 ///
 504 /// Knowledge about channel liquidity balances takes the form of upper and lower bounds on the
 505 /// possible liquidity. Certainty of the bounds is decreased over time using a decay function. See
 506 /// [`ProbabilisticScoringParameters`] for details.
 507 ///
 508 /// Since the scorer aims to learn the current channel liquidity balances, it works best for nodes
 509 /// with high payment volume or that actively probe the [`NetworkGraph`]. Nodes with low payment
 510 /// volume are more likely to experience failed payment paths, which would need to be retried.
 511 ///
 512 /// # Note
 513 ///
 514 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
 515 /// behavior.
 516 ///
 517 /// [1]: https://arxiv.org/abs/2107.05322
 518 pub type ProbabilisticScorer<G> = ProbabilisticScorerUsingTime::<G, std::time::Instant>;
 519 #[cfg(feature = "no-std")]
 520 /// [`Score`] implementation using channel success probability distributions.
 521 ///
 522 /// Based on *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
 523 /// and Stefan Richter [[1]]. Given the uncertainty of channel liquidity balances, probability
 524 /// distributions are defined based on knowledge learned from successful and unsuccessful attempts.
 525 /// Then the negative `log10` of the success probability is used to determine the cost of routing a
 526 /// specific HTLC amount through a channel.
 527 ///
 528 /// Knowledge about channel liquidity balances takes the form of upper and lower bounds on the
 529 /// possible liquidity. Certainty of the bounds is decreased over time using a decay function. See
 530 /// [`ProbabilisticScoringParameters`] for details.
 531 ///
 532 /// Since the scorer aims to learn the current channel liquidity balances, it works best for nodes
 533 /// with high payment volume or that actively probe the [`NetworkGraph`]. Nodes with low payment
 534 /// volume are more likely to experience failed payment paths, which would need to be retried.
 535 ///
 536 /// # Note
 537 ///
 538 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
 539 /// behavior.
 540 ///
 541 /// [1]: https://arxiv.org/abs/2107.05322
 542 pub type ProbabilisticScorer<G> = ProbabilisticScorerUsingTime::<G, time::Eternity>;
 543
 544 /// Probabilistic [`Score`] implementation.
 545 ///
 546 /// (C-not exported) generally all users should use the [`ProbabilisticScorer`] type alias.
 547 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph>, T: Time> {
 548         params: ProbabilisticScoringParameters,
 549         network_graph: G,
 550         // TODO: Remove entries of closed channels.
 551         channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
 552 }
 553
 554 /// Parameters for configuring [`ProbabilisticScorer`].
 555 ///
 556 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
 557 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
 558 #[derive(Clone, Copy)]
 559 pub struct ProbabilisticScoringParameters {
 560         /// A fixed penalty in msats to apply to each channel.
 561         ///
 562         /// Default value: 500 msat
 563         pub base_penalty_msat: u64,
 564
 565         /// A multiplier used in conjunction with the negative `log10` of the channel's success
 566         /// probability for a payment to determine the liquidity penalty.
 567         ///
 568         /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
 569         /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
 570         /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
 571         /// lower bounding the success probability to `0.01`) when the amount falls within the
 572         /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
 573         /// result in a `u64::max_value` penalty, however.
 574         ///
 575         /// Default value: 40,000 msat
 576         ///
 577         /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life
 578         pub liquidity_penalty_multiplier_msat: u64,
 579
 580         /// The time required to elapse before any knowledge learned about channel liquidity balances is
 581         /// cut in half.
 582         ///
 583         /// The bounds are defined in terms of offsets and are initially zero. Increasing the offsets
 584         /// gives tighter bounds on the channel liquidity balance. Thus, halving the offsets decreases
 585         /// the certainty of the channel liquidity balance.
 586         ///
 587         /// Default value: 1 hour
 588         ///
 589         /// # Note
 590         ///
 591         /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
 592         /// liquidity knowledge will never decay except when the bounds cross.
 593         pub liquidity_offset_half_life: Duration,
 594
 595         /// A multiplier used in conjunction with a payment amount and the negative `log10` of the
 596         /// channel's success probability for the payment to determine the amount penalty.
 597         ///
 598         /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
 599         /// fees plus penalty) for large payments. The penalty is computed as the product of this
 600         /// multiplier and `2^20`ths of the payment amount, weighted by the negative `log10` of the
 601         /// success probability.
 602         ///
 603         /// `-log10(success_probability) * amount_penalty_multiplier_msat * amount_msat / 2^20`
 604         ///
 605         /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
 606         /// the amount will result in a penalty of the multiplier. And, as the success probability
 607         /// decreases, the negative `log10` weighting will increase dramatically. For higher success
 608         /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
 609         /// fall below `1`.
 610         ///
 611         /// Default value: 256 msat
 612         pub amount_penalty_multiplier_msat: u64,
 613 }
 614
 615 /// Accounting for channel liquidity balance uncertainty.
 616 ///
 617 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
 618 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
 619 /// offset fields gives the opposite direction.
 620 struct ChannelLiquidity<T: Time> {
 621         /// Lower channel liquidity bound in terms of an offset from zero.
 622         min_liquidity_offset_msat: u64,
 623
 624         /// Upper channel liquidity bound in terms of an offset from the effective capacity.
 625         max_liquidity_offset_msat: u64,
 626
 627         /// Time when the liquidity bounds were last modified.
 628         last_updated: T,
 629 }
 630
 631 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
 632 /// decayed with a given half life.
 633 struct DirectedChannelLiquidity<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> {
 634         min_liquidity_offset_msat: L,
 635         max_liquidity_offset_msat: L,
 636         capacity_msat: u64,
 637         last_updated: U,
 638         now: T,
 639         half_life: Duration,
 640 }
 641
 642 impl<G: Deref<Target = NetworkGraph>, T: Time> ProbabilisticScorerUsingTime<G, T> {
 643         /// Creates a new scorer using the given scoring parameters for sending payments from a node
 644         /// through a network graph.
 645         pub fn new(params: ProbabilisticScoringParameters, network_graph: G) -> Self {
 646                 Self {
 647                         params,
 648                         network_graph,
 649                         channel_liquidities: HashMap::new(),
 650                 }
 651         }
 652
 653         #[cfg(test)]
 654         fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
 655                 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
 656                 self
 657         }
 658 }
 659
 660 impl ProbabilisticScoringParameters {
 661         #[cfg(test)]
 662         fn zero_penalty() -> Self {
 663                 Self {
 664                         base_penalty_msat: 0,
 665                         liquidity_penalty_multiplier_msat: 0,
 666                         liquidity_offset_half_life: Duration::from_secs(3600),
 667                         amount_penalty_multiplier_msat: 0,
 668                 }
 669         }
 670 }
 671
 672 impl Default for ProbabilisticScoringParameters {
 673         fn default() -> Self {
 674                 Self {
 675                         base_penalty_msat: 500,
 676                         liquidity_penalty_multiplier_msat: 40_000,
 677                         liquidity_offset_half_life: Duration::from_secs(3600),
 678                         amount_penalty_multiplier_msat: 256,
 679                 }
 680         }
 681 }
 682
 683 impl<T: Time> ChannelLiquidity<T> {
 684         #[inline]
 685         fn new() -> Self {
 686                 Self {
 687                         min_liquidity_offset_msat: 0,
 688                         max_liquidity_offset_msat: 0,
 689                         last_updated: T::now(),
 690                 }
 691         }
 692
 693         /// Returns a view of the channel liquidity directed from `source` to `target` assuming
 694         /// `capacity_msat`.
 695         fn as_directed(
 696                 &self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
 697         ) -> DirectedChannelLiquidity<&u64, T, &T> {
 698                 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
 699                         (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat)
 700                 } else {
 701                         (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat)
 702                 };
 703
 704                 DirectedChannelLiquidity {
 705                         min_liquidity_offset_msat,
 706                         max_liquidity_offset_msat,
 707                         capacity_msat,
 708                         last_updated: &self.last_updated,
 709                         now: T::now(),
 710                         half_life,
 711                 }
 712         }
 713
 714         /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
 715         /// `capacity_msat`.
 716         fn as_directed_mut(
 717                 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
 718         ) -> DirectedChannelLiquidity<&mut u64, T, &mut T> {
 719                 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
 720                         (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat)
 721                 } else {
 722                         (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat)
 723                 };
 724
 725                 DirectedChannelLiquidity {
 726                         min_liquidity_offset_msat,
 727                         max_liquidity_offset_msat,
 728                         capacity_msat,
 729                         last_updated: &mut self.last_updated,
 730                         now: T::now(),
 731                         half_life,
 732                 }
 733         }
 734 }
 735
 736 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
 737 /// probabilities.
 738 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
 739
 740 /// The divisor used when computing the amount penalty.
 741 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
 742
 743 impl<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity<L, T, U> {
 744         /// Returns a penalty for routing the given HTLC `amount_msat` through the channel in this
 745         /// direction.
 746         fn penalty_msat(&self, amount_msat: u64, params: ProbabilisticScoringParameters) -> u64 {
 747                 let max_liquidity_msat = self.max_liquidity_msat();
 748                 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
 749                 if amount_msat <= min_liquidity_msat {
 750                         0
 751                 } else if amount_msat >= max_liquidity_msat {
 752                         if amount_msat > max_liquidity_msat {
 753                                 u64::max_value()
 754                         } else if max_liquidity_msat != self.capacity_msat {
 755                                 // Avoid using the failed channel on retry.
 756                                 u64::max_value()
 757                         } else {
 758                                 // Equivalent to hitting the else clause below with the amount equal to the
 759                                 // effective capacity and without any certainty on the liquidity upper bound.
 760                                 let negative_log10_times_1024 = NEGATIVE_LOG10_UPPER_BOUND * 1024;
 761                                 self.combined_penalty_msat(amount_msat, negative_log10_times_1024, params)
 762                         }
 763                 } else {
 764                         let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
 765                         let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
 766                         let negative_log10_times_1024 =
 767                                 approx::negative_log10_times_1024(numerator, denominator);
 768                         self.combined_penalty_msat(amount_msat, negative_log10_times_1024, params)
 769                 }
 770         }
 771
 772         /// Computes the liquidity and amount penalties and adds them to the base penalty.
 773         #[inline(always)]
 774         fn combined_penalty_msat(
 775                 &self, amount_msat: u64, negative_log10_times_1024: u64,
 776                 params: ProbabilisticScoringParameters
 777         ) -> u64 {
 778                 let liquidity_penalty_msat = {
 779                         // Upper bound the liquidity penalty to ensure some channel is selected.
 780                         let multiplier_msat = params.liquidity_penalty_multiplier_msat;
 781                         let max_penalty_msat = multiplier_msat.saturating_mul(NEGATIVE_LOG10_UPPER_BOUND);
 782                         (negative_log10_times_1024.saturating_mul(multiplier_msat) / 1024).min(max_penalty_msat)
 783                 };
 784                 let amount_penalty_msat = negative_log10_times_1024
 785                         .saturating_mul(params.amount_penalty_multiplier_msat)
 786                         .saturating_mul(amount_msat) / 1024 / AMOUNT_PENALTY_DIVISOR;
 787
 788                 params.base_penalty_msat
 789                         .saturating_add(liquidity_penalty_msat)
 790                         .saturating_add(amount_penalty_msat)
 791         }
 792
 793         /// Returns the lower bound of the channel liquidity balance in this direction.
 794         fn min_liquidity_msat(&self) -> u64 {
 795                 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
 796         }
 797
 798         /// Returns the upper bound of the channel liquidity balance in this direction.
 799         fn max_liquidity_msat(&self) -> u64 {
 800                 self.capacity_msat
 801                         .checked_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
 802                         .unwrap_or(0)
 803         }
 804
 805         fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
 806                 self.now.duration_since(*self.last_updated).as_secs()
 807                         .checked_div(self.half_life.as_secs())
 808                         .and_then(|decays| offset_msat.checked_shr(decays as u32))
 809                         .unwrap_or(0)
 810         }
 811 }
 812
 813 impl<L: DerefMut<Target = u64>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, T, U> {
 814         /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
 815         fn failed_at_channel(&mut self, amount_msat: u64) {
 816                 if amount_msat < self.max_liquidity_msat() {
 817                         self.set_max_liquidity_msat(amount_msat);
 818                 }
 819         }
 820
 821         /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
 822         fn failed_downstream(&mut self, amount_msat: u64) {
 823                 if amount_msat > self.min_liquidity_msat() {
 824                         self.set_min_liquidity_msat(amount_msat);
 825                 }
 826         }
 827
 828         /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
 829         fn successful(&mut self, amount_msat: u64) {
 830                 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
 831                 self.set_max_liquidity_msat(max_liquidity_msat);
 832         }
 833
 834         /// Adjusts the lower bound of the channel liquidity balance in this direction.
 835         fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
 836                 *self.min_liquidity_offset_msat = amount_msat;
 837                 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
 838                         0
 839                 } else {
 840                         self.decayed_offset_msat(*self.max_liquidity_offset_msat)
 841                 };
 842                 *self.last_updated = self.now;
 843         }
 844
 845         /// Adjusts the upper bound of the channel liquidity balance in this direction.
 846         fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
 847                 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
 848                 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
 849                         0
 850                 } else {
 851                         self.decayed_offset_msat(*self.min_liquidity_offset_msat)
 852                 };
 853                 *self.last_updated = self.now;
 854         }
 855 }
 856
 857 impl<G: Deref<Target = NetworkGraph>, T: Time> Score for ProbabilisticScorerUsingTime<G, T> {
 858         fn channel_penalty_msat(
 859                 &self, short_channel_id: u64, amount_msat: u64, capacity_msat: u64, source: &NodeId,
 860                 target: &NodeId
 861         ) -> u64 {
 862                 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
 863                 self.channel_liquidities
 864                         .get(&short_channel_id)
 865                         .unwrap_or(&ChannelLiquidity::new())
 866                         .as_directed(source, target, capacity_msat, liquidity_offset_half_life)
 867                         .penalty_msat(amount_msat, self.params)
 868         }
 869
 870         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
 871                 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
 872                 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
 873                 let network_graph = self.network_graph.read_only();
 874                 for hop in path {
 875                         let target = NodeId::from_pubkey(&hop.pubkey);
 876                         let channel_directed_from_source = network_graph.channels()
 877                                 .get(&hop.short_channel_id)
 878                                 .and_then(|channel| channel.as_directed_to(&target));
 879
 880                         // Only score announced channels.
 881                         if let Some((channel, source)) = channel_directed_from_source {
 882                                 let capacity_msat = channel.effective_capacity().as_msat();
 883                                 if hop.short_channel_id == short_channel_id {
 884                                         self.channel_liquidities
 885                                                 .entry(hop.short_channel_id)
 886                                                 .or_insert_with(ChannelLiquidity::new)
 887                                                 .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
 888                                                 .failed_at_channel(amount_msat);
 889                                         break;
 890                                 }
 891
 892                                 self.channel_liquidities
 893                                         .entry(hop.short_channel_id)
 894                                         .or_insert_with(ChannelLiquidity::new)
 895                                         .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
 896                                         .failed_downstream(amount_msat);
 897                         }
 898                 }
 899         }
 900
 901         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
 902                 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
 903                 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
 904                 let network_graph = self.network_graph.read_only();
 905                 for hop in path {
 906                         let target = NodeId::from_pubkey(&hop.pubkey);
 907                         let channel_directed_from_source = network_graph.channels()
 908                                 .get(&hop.short_channel_id)
 909                                 .and_then(|channel| channel.as_directed_to(&target));
 910
 911                         // Only score announced channels.
 912                         if let Some((channel, source)) = channel_directed_from_source {
 913                                 let capacity_msat = channel.effective_capacity().as_msat();
 914                                 self.channel_liquidities
 915                                         .entry(hop.short_channel_id)
 916                                         .or_insert_with(ChannelLiquidity::new)
 917                                         .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
 918                                         .successful(amount_msat);
 919                         }
 920                 }
 921         }
 922 }
 923
 924 mod approx {
 925         const BITS: u32 = 64;
 926         const HIGHEST_BIT: u32 = BITS - 1;
 927         const LOWER_BITS: u32 = 4;
 928         const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
 929         const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
 930
 931         /// Look-up table for `log10(x) * 1024` where row `i` is used for each `x` having `i` as the
 932         /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
 933         const LOG10_TIMES_1024: [[u16; LOWER_BITS_BOUND as usize]; BITS as usize] = [
 934                 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
 935                 [308, 308, 308, 308, 308, 308, 308, 308, 489, 489, 489, 489, 489, 489, 489, 489],
 936                 [617, 617, 617, 617, 716, 716, 716, 716, 797, 797, 797, 797, 865, 865, 865, 865],
 937                 [925, 925, 977, 977, 1024, 1024, 1066, 1066, 1105, 1105, 1141, 1141, 1174, 1174, 1204, 1204],
 938                 [1233, 1260, 1285, 1309, 1332, 1354, 1375, 1394, 1413, 1431, 1449, 1466, 1482, 1497, 1513, 1527],
 939                 [1541, 1568, 1594, 1618, 1641, 1662, 1683, 1703, 1722, 1740, 1757, 1774, 1790, 1806, 1821, 1835],
 940                 [1850, 1876, 1902, 1926, 1949, 1970, 1991, 2011, 2030, 2048, 2065, 2082, 2098, 2114, 2129, 2144],
 941                 [2158, 2185, 2210, 2234, 2257, 2279, 2299, 2319, 2338, 2356, 2374, 2390, 2407, 2422, 2437, 2452],
 942                 [2466, 2493, 2518, 2542, 2565, 2587, 2608, 2627, 2646, 2665, 2682, 2699, 2715, 2731, 2746, 2760],
 943                 [2774, 2801, 2827, 2851, 2874, 2895, 2916, 2936, 2955, 2973, 2990, 3007, 3023, 3039, 3054, 3068],
 944                 [3083, 3110, 3135, 3159, 3182, 3203, 3224, 3244, 3263, 3281, 3298, 3315, 3331, 3347, 3362, 3377],
 945                 [3391, 3418, 3443, 3467, 3490, 3512, 3532, 3552, 3571, 3589, 3607, 3623, 3640, 3655, 3670, 3685],
 946                 [3699, 3726, 3751, 3775, 3798, 3820, 3841, 3860, 3879, 3898, 3915, 3932, 3948, 3964, 3979, 3993],
 947                 [4007, 4034, 4060, 4084, 4107, 4128, 4149, 4169, 4188, 4206, 4223, 4240, 4256, 4272, 4287, 4301],
 948                 [4316, 4343, 4368, 4392, 4415, 4436, 4457, 4477, 4496, 4514, 4531, 4548, 4564, 4580, 4595, 4610],
 949                 [4624, 4651, 4676, 4700, 4723, 4745, 4765, 4785, 4804, 4822, 4840, 4857, 4873, 4888, 4903, 4918],
 950                 [4932, 4959, 4984, 5009, 5031, 5053, 5074, 5093, 5112, 5131, 5148, 5165, 5181, 5197, 5212, 5226],
 951                 [5240, 5267, 5293, 5317, 5340, 5361, 5382, 5402, 5421, 5439, 5456, 5473, 5489, 5505, 5520, 5534],
 952                 [5549, 5576, 5601, 5625, 5648, 5670, 5690, 5710, 5729, 5747, 5764, 5781, 5797, 5813, 5828, 5843],
 953                 [5857, 5884, 5909, 5933, 5956, 5978, 5998, 6018, 6037, 6055, 6073, 6090, 6106, 6121, 6136, 6151],
 954                 [6165, 6192, 6217, 6242, 6264, 6286, 6307, 6326, 6345, 6364, 6381, 6398, 6414, 6430, 6445, 6459],
 955                 [6473, 6500, 6526, 6550, 6573, 6594, 6615, 6635, 6654, 6672, 6689, 6706, 6722, 6738, 6753, 6767],
 956                 [6782, 6809, 6834, 6858, 6881, 6903, 6923, 6943, 6962, 6980, 6998, 7014, 7030, 7046, 7061, 7076],
 957                 [7090, 7117, 7142, 7166, 7189, 7211, 7231, 7251, 7270, 7288, 7306, 7323, 7339, 7354, 7369, 7384],
 958                 [7398, 7425, 7450, 7475, 7497, 7519, 7540, 7560, 7578, 7597, 7614, 7631, 7647, 7663, 7678, 7692],
 959                 [7706, 7733, 7759, 7783, 7806, 7827, 7848, 7868, 7887, 7905, 7922, 7939, 7955, 7971, 7986, 8001],
 960                 [8015, 8042, 8067, 8091, 8114, 8136, 8156, 8176, 8195, 8213, 8231, 8247, 8263, 8279, 8294, 8309],
 961                 [8323, 8350, 8375, 8399, 8422, 8444, 8464, 8484, 8503, 8521, 8539, 8556, 8572, 8587, 8602, 8617],
 962                 [8631, 8658, 8684, 8708, 8730, 8752, 8773, 8793, 8811, 8830, 8847, 8864, 8880, 8896, 8911, 8925],
 963                 [8939, 8966, 8992, 9016, 9039, 9060, 9081, 9101, 9120, 9138, 9155, 9172, 9188, 9204, 9219, 9234],
 964                 [9248, 9275, 9300, 9324, 9347, 9369, 9389, 9409, 9428, 9446, 9464, 9480, 9497, 9512, 9527, 9542],
 965                 [9556, 9583, 9608, 9632, 9655, 9677, 9698, 9717, 9736, 9754, 9772, 9789, 9805, 9820, 9835, 9850],
 966                 [9864, 9891, 9917, 9941, 9963, 9985, 10006, 10026, 10044, 10063, 10080, 10097, 10113, 10129, 10144, 10158],
 967                 [10172, 10199, 10225, 10249, 10272, 10293, 10314, 10334, 10353, 10371, 10388, 10405, 10421, 10437, 10452, 10467],
 968                 [10481, 10508, 10533, 10557, 10580, 10602, 10622, 10642, 10661, 10679, 10697, 10713, 10730, 10745, 10760, 10775],
 969                 [10789, 10816, 10841, 10865, 10888, 10910, 10931, 10950, 10969, 10987, 11005, 11022, 11038, 11053, 11068, 11083],
 970                 [11097, 11124, 11150, 11174, 11196, 11218, 11239, 11259, 11277, 11296, 11313, 11330, 11346, 11362, 11377, 11391],
 971                 [11405, 11432, 11458, 11482, 11505, 11526, 11547, 11567, 11586, 11604, 11621, 11638, 11654, 11670, 11685, 11700],
 972                 [11714, 11741, 11766, 11790, 11813, 11835, 11855, 11875, 11894, 11912, 11930, 11946, 11963, 11978, 11993, 12008],
 973                 [12022, 12049, 12074, 12098, 12121, 12143, 12164, 12183, 12202, 12220, 12238, 12255, 12271, 12286, 12301, 12316],
 974                 [12330, 12357, 12383, 12407, 12429, 12451, 12472, 12492, 12511, 12529, 12546, 12563, 12579, 12595, 12610, 12624],
 975                 [12638, 12665, 12691, 12715, 12738, 12759, 12780, 12800, 12819, 12837, 12854, 12871, 12887, 12903, 12918, 12933],
 976                 [12947, 12974, 12999, 13023, 13046, 13068, 13088, 13108, 13127, 13145, 13163, 13179, 13196, 13211, 13226, 13241],
 977                 [13255, 13282, 13307, 13331, 13354, 13376, 13397, 13416, 13435, 13453, 13471, 13488, 13504, 13519, 13535, 13549],
 978                 [13563, 13590, 13616, 13640, 13662, 13684, 13705, 13725, 13744, 13762, 13779, 13796, 13812, 13828, 13843, 13857],
 979                 [13871, 13898, 13924, 13948, 13971, 13992, 14013, 14033, 14052, 14070, 14087, 14104, 14120, 14136, 14151, 14166],
 980                 [14180, 14207, 14232, 14256, 14279, 14301, 14321, 14341, 14360, 14378, 14396, 14412, 14429, 14444, 14459, 14474],
 981                 [14488, 14515, 14540, 14564, 14587, 14609, 14630, 14649, 14668, 14686, 14704, 14721, 14737, 14752, 14768, 14782],
 982                 [14796, 14823, 14849, 14873, 14895, 14917, 14938, 14958, 14977, 14995, 15012, 15029, 15045, 15061, 15076, 15090],
 983                 [15104, 15131, 15157, 15181, 15204, 15225, 15246, 15266, 15285, 15303, 15320, 15337, 15353, 15369, 15384, 15399],
 984                 [15413, 15440, 15465, 15489, 15512, 15534, 15554, 15574, 15593, 15611, 15629, 15645, 15662, 15677, 15692, 15707],
 985                 [15721, 15748, 15773, 15797, 15820, 15842, 15863, 15882, 15901, 15919, 15937, 15954, 15970, 15985, 16001, 16015],
 986                 [16029, 16056, 16082, 16106, 16128, 16150, 16171, 16191, 16210, 16228, 16245, 16262, 16278, 16294, 16309, 16323],
 987                 [16337, 16364, 16390, 16414, 16437, 16458, 16479, 16499, 16518, 16536, 16553, 16570, 16586, 16602, 16617, 16632],
 988                 [16646, 16673, 16698, 16722, 16745, 16767, 16787, 16807, 16826, 16844, 16862, 16878, 16895, 16910, 16925, 16940],
 989                 [16954, 16981, 17006, 17030, 17053, 17075, 17096, 17115, 17134, 17152, 17170, 17187, 17203, 17218, 17234, 17248],
 990                 [17262, 17289, 17315, 17339, 17361, 17383, 17404, 17424, 17443, 17461, 17478, 17495, 17511, 17527, 17542, 17556],
 991                 [17571, 17597, 17623, 17647, 17670, 17691, 17712, 17732, 17751, 17769, 17786, 17803, 17819, 17835, 17850, 17865],
 992                 [17879, 17906, 17931, 17955, 17978, 18000, 18020, 18040, 18059, 18077, 18095, 18111, 18128, 18143, 18158, 18173],
 993                 [18187, 18214, 18239, 18263, 18286, 18308, 18329, 18348, 18367, 18385, 18403, 18420, 18436, 18452, 18467, 18481],
 994                 [18495, 18522, 18548, 18572, 18595, 18616, 18637, 18657, 18676, 18694, 18711, 18728, 18744, 18760, 18775, 18789],
 995                 [18804, 18830, 18856, 18880, 18903, 18924, 18945, 18965, 18984, 19002, 19019, 19036, 19052, 19068, 19083, 19098],
 996                 [19112, 19139, 19164, 19188, 19211, 19233, 19253, 19273, 19292, 19310, 19328, 19344, 19361, 19376, 19391, 19406],
 997                 [19420, 19447, 19472, 19496, 19519, 19541, 19562, 19581, 19600, 19619, 19636, 19653, 19669, 19685, 19700, 19714],
 998         ];
 999
1000         /// Approximate `log10(numerator / denominator) * 1024` using a look-up table.
1001         #[inline]
1002         pub fn negative_log10_times_1024(numerator: u64, denominator: u64) -> u64 {
1003                 // Multiply the -1 through to avoid needing to use signed numbers.
1004                 (log10_times_1024(denominator) - log10_times_1024(numerator)) as u64
1005         }
1006
1007         #[inline]
1008         fn log10_times_1024(x: u64) -> u16 {
1009                 debug_assert_ne!(x, 0);
1010                 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1011                 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1012                 LOG10_TIMES_1024[most_significant_bit as usize][lower_bits as usize]
1013         }
1014
1015         #[cfg(test)]
1016         mod tests {
1017                 use super::*;
1018
1019                 #[test]
1020                 fn prints_negative_log10_times_1024_lookup_table() {
1021                         for msb in 0..BITS {
1022                                 for i in 0..LOWER_BITS_BOUND {
1023                                         let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1024                                         let log10_times_1024 = ((x as f64).log10() * 1024.0).round() as u16;
1025                                         assert_eq!(log10_times_1024, LOG10_TIMES_1024[msb as usize][i as usize]);
1026
1027                                         if i % LOWER_BITS_BOUND == 0 {
1028                                                 print!("\t\t[{}, ", log10_times_1024);
1029                                         } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1030                                                 println!("{}],", log10_times_1024);
1031                                         } else {
1032                                                 print!("{}, ", log10_times_1024);
1033                                         }
1034                                 }
1035                         }
1036                 }
1037         }
1038 }
1039
1040 impl<G: Deref<Target = NetworkGraph>, T: Time> Writeable for ProbabilisticScorerUsingTime<G, T> {
1041         #[inline]
1042         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1043                 write_tlv_fields!(w, {
1044                         (0, self.channel_liquidities, required)
1045                 });
1046                 Ok(())
1047         }
1048 }
1049
1050 impl<G: Deref<Target = NetworkGraph>, T: Time>
1051 ReadableArgs<(ProbabilisticScoringParameters, G)> for ProbabilisticScorerUsingTime<G, T> {
1052         #[inline]
1053         fn read<R: Read>(
1054                 r: &mut R, args: (ProbabilisticScoringParameters, G)
1055         ) -> Result<Self, DecodeError> {
1056                 let (params, network_graph) = args;
1057                 let mut channel_liquidities = HashMap::new();
1058                 read_tlv_fields!(r, {
1059                         (0, channel_liquidities, required)
1060                 });
1061                 Ok(Self {
1062                         params,
1063                         network_graph,
1064                         channel_liquidities,
1065                 })
1066         }
1067 }
1068
1069 impl<T: Time> Writeable for ChannelLiquidity<T> {
1070         #[inline]
1071         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1072                 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
1073                 write_tlv_fields!(w, {
1074                         (0, self.min_liquidity_offset_msat, required),
1075                         (2, self.max_liquidity_offset_msat, required),
1076                         (4, duration_since_epoch, required),
1077                 });
1078                 Ok(())
1079         }
1080 }
1081
1082 impl<T: Time> Readable for ChannelLiquidity<T> {
1083         #[inline]
1084         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
1085                 let mut min_liquidity_offset_msat = 0;
1086                 let mut max_liquidity_offset_msat = 0;
1087                 let mut duration_since_epoch = Duration::from_secs(0);
1088                 read_tlv_fields!(r, {
1089                         (0, min_liquidity_offset_msat, required),
1090                         (2, max_liquidity_offset_msat, required),
1091                         (4, duration_since_epoch, required),
1092                 });
1093                 Ok(Self {
1094                         min_liquidity_offset_msat,
1095                         max_liquidity_offset_msat,
1096                         last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
1097                 })
1098         }
1099 }
1100
1101 pub(crate) mod time {
1102         use core::ops::Sub;
1103         use core::time::Duration;
1104         /// A measurement of time.
1105         pub trait Time: Copy + Sub<Duration, Output = Self> where Self: Sized {
1106                 /// Returns an instance corresponding to the current moment.
1107                 fn now() -> Self;
1108
1109                 /// Returns the amount of time elapsed since `self` was created.
1110                 fn elapsed(&self) -> Duration;
1111
1112                 /// Returns the amount of time passed between `earlier` and `self`.
1113                 fn duration_since(&self, earlier: Self) -> Duration;
1114
1115                 /// Returns the amount of time passed since the beginning of [`Time`].
1116                 ///
1117                 /// Used during (de-)serialization.
1118                 fn duration_since_epoch() -> Duration;
1119         }
1120
1121         /// A state in which time has no meaning.
1122         #[derive(Clone, Copy, Debug, PartialEq, Eq)]
1123         pub struct Eternity;
1124
1125         #[cfg(not(feature = "no-std"))]
1126         impl Time for std::time::Instant {
1127                 fn now() -> Self {
1128                         std::time::Instant::now()
1129                 }
1130
1131                 fn duration_since(&self, earlier: Self) -> Duration {
1132                         self.duration_since(earlier)
1133                 }
1134
1135                 fn duration_since_epoch() -> Duration {
1136                         use std::time::SystemTime;
1137                         SystemTime::now().duration_since(SystemTime::UNIX_EPOCH).unwrap()
1138                 }
1139
1140                 fn elapsed(&self) -> Duration {
1141                         std::time::Instant::elapsed(self)
1142                 }
1143         }
1144
1145         impl Time for Eternity {
1146                 fn now() -> Self {
1147                         Self
1148                 }
1149
1150                 fn duration_since(&self, _earlier: Self) -> Duration {
1151                         Duration::from_secs(0)
1152                 }
1153
1154                 fn duration_since_epoch() -> Duration {
1155                         Duration::from_secs(0)
1156                 }
1157
1158                 fn elapsed(&self) -> Duration {
1159                         Duration::from_secs(0)
1160                 }
1161         }
1162
1163         impl Sub<Duration> for Eternity {
1164                 type Output = Self;
1165
1166                 fn sub(self, _other: Duration) -> Self {
1167                         self
1168                 }
1169         }
1170 }
1171
1172 pub(crate) use self::time::Time;
1173
1174 #[cfg(test)]
1175 mod tests {
1176         use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime, ScoringParameters, ScorerUsingTime, Time};
1177         use super::time::Eternity;
1178
1179         use ln::features::{ChannelFeatures, NodeFeatures};
1180         use ln::msgs::{ChannelAnnouncement, ChannelUpdate, OptionalField, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
1181         use routing::scoring::Score;
1182         use routing::network_graph::{NetworkGraph, NodeId};
1183         use routing::router::RouteHop;
1184         use util::ser::{Readable, ReadableArgs, Writeable};
1185
1186         use bitcoin::blockdata::constants::genesis_block;
1187         use bitcoin::hashes::Hash;
1188         use bitcoin::hashes::sha256d::Hash as Sha256dHash;
1189         use bitcoin::network::constants::Network;
1190         use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
1191         use core::cell::Cell;
1192         use core::ops::Sub;
1193         use core::time::Duration;
1194         use io;
1195
1196         // `Time` tests
1197
1198         /// Time that can be advanced manually in tests.
1199         #[derive(Clone, Copy, Debug, PartialEq, Eq)]
1200         struct SinceEpoch(Duration);
1201
1202         impl SinceEpoch {
1203                 thread_local! {
1204                         static ELAPSED: Cell<Duration> = core::cell::Cell::new(Duration::from_secs(0));
1205                 }
1206
1207                 fn advance(duration: Duration) {
1208                         Self::ELAPSED.with(|elapsed| elapsed.set(elapsed.get() + duration))
1209                 }
1210         }
1211
1212         impl Time for SinceEpoch {
1213                 fn now() -> Self {
1214                         Self(Self::duration_since_epoch())
1215                 }
1216
1217                 fn duration_since(&self, earlier: Self) -> Duration {
1218                         self.0 - earlier.0
1219                 }
1220
1221                 fn duration_since_epoch() -> Duration {
1222                         Self::ELAPSED.with(|elapsed| elapsed.get())
1223                 }
1224
1225                 fn elapsed(&self) -> Duration {
1226                         Self::duration_since_epoch() - self.0
1227                 }
1228         }
1229
1230         impl Sub<Duration> for SinceEpoch {
1231                 type Output = Self;
1232
1233                 fn sub(self, other: Duration) -> Self {
1234                         Self(self.0 - other)
1235                 }
1236         }
1237
1238         #[test]
1239         fn time_passes_when_advanced() {
1240                 let now = SinceEpoch::now();
1241                 assert_eq!(now.elapsed(), Duration::from_secs(0));
1242
1243                 SinceEpoch::advance(Duration::from_secs(1));
1244                 SinceEpoch::advance(Duration::from_secs(1));
1245
1246                 let elapsed = now.elapsed();
1247                 let later = SinceEpoch::now();
1248
1249                 assert_eq!(elapsed, Duration::from_secs(2));
1250                 assert_eq!(later - elapsed, now);
1251         }
1252
1253         #[test]
1254         fn time_never_passes_in_an_eternity() {
1255                 let now = Eternity::now();
1256                 let elapsed = now.elapsed();
1257                 let later = Eternity::now();
1258
1259                 assert_eq!(now.elapsed(), Duration::from_secs(0));
1260                 assert_eq!(later - elapsed, now);
1261         }
1262
1263         // `Scorer` tests
1264
1265         /// A scorer for testing with time that can be manually advanced.
1266         type Scorer = ScorerUsingTime::<SinceEpoch>;
1267
1268         fn source_privkey() -> SecretKey {
1269                 SecretKey::from_slice(&[42; 32]).unwrap()
1270         }
1271
1272         fn target_privkey() -> SecretKey {
1273                 SecretKey::from_slice(&[43; 32]).unwrap()
1274         }
1275
1276         fn source_pubkey() -> PublicKey {
1277                 let secp_ctx = Secp256k1::new();
1278                 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1279         }
1280
1281         fn target_pubkey() -> PublicKey {
1282                 let secp_ctx = Secp256k1::new();
1283                 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1284         }
1285
1286         fn source_node_id() -> NodeId {
1287                 NodeId::from_pubkey(&source_pubkey())
1288         }
1289
1290         fn target_node_id() -> NodeId {
1291                 NodeId::from_pubkey(&target_pubkey())
1292         }
1293
1294         #[test]
1295         fn penalizes_without_channel_failures() {
1296                 let scorer = Scorer::new(ScoringParameters {
1297                         base_penalty_msat: 1_000,
1298                         failure_penalty_msat: 512,
1299                         failure_penalty_half_life: Duration::from_secs(1),
1300                         overuse_penalty_start_1024th: 1024,
1301                         overuse_penalty_msat_per_1024th: 0,
1302                 });
1303                 let source = source_node_id();
1304                 let target = target_node_id();
1305                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1306
1307                 SinceEpoch::advance(Duration::from_secs(1));
1308                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1309         }
1310
1311         #[test]
1312         fn accumulates_channel_failure_penalties() {
1313                 let mut scorer = Scorer::new(ScoringParameters {
1314                         base_penalty_msat: 1_000,
1315                         failure_penalty_msat: 64,
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_064);
1326
1327                 scorer.payment_path_failed(&[], 42);
1328                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1329
1330                 scorer.payment_path_failed(&[], 42);
1331                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_192);
1332         }
1333
1334         #[test]
1335         fn decays_channel_failure_penalties_over_time() {
1336                 let mut scorer = Scorer::new(ScoringParameters {
1337                         base_penalty_msat: 1_000,
1338                         failure_penalty_msat: 512,
1339                         failure_penalty_half_life: Duration::from_secs(10),
1340                         overuse_penalty_start_1024th: 1024,
1341                         overuse_penalty_msat_per_1024th: 0,
1342                 });
1343                 let source = source_node_id();
1344                 let target = target_node_id();
1345                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1346
1347                 scorer.payment_path_failed(&[], 42);
1348                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1349
1350                 SinceEpoch::advance(Duration::from_secs(9));
1351                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1352
1353                 SinceEpoch::advance(Duration::from_secs(1));
1354                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1355
1356                 SinceEpoch::advance(Duration::from_secs(10 * 8));
1357                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_001);
1358
1359                 SinceEpoch::advance(Duration::from_secs(10));
1360                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1361
1362                 SinceEpoch::advance(Duration::from_secs(10));
1363                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1364         }
1365
1366         #[test]
1367         fn decays_channel_failure_penalties_without_shift_overflow() {
1368                 let mut scorer = Scorer::new(ScoringParameters {
1369                         base_penalty_msat: 1_000,
1370                         failure_penalty_msat: 512,
1371                         failure_penalty_half_life: Duration::from_secs(10),
1372                         overuse_penalty_start_1024th: 1024,
1373                         overuse_penalty_msat_per_1024th: 0,
1374                 });
1375                 let source = source_node_id();
1376                 let target = target_node_id();
1377                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1378
1379                 scorer.payment_path_failed(&[], 42);
1380                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1381
1382                 // An unchecked right shift 64 bits or more in ChannelFailure::decayed_penalty_msat would
1383                 // cause an overflow.
1384                 SinceEpoch::advance(Duration::from_secs(10 * 64));
1385                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1386
1387                 SinceEpoch::advance(Duration::from_secs(10));
1388                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1389         }
1390
1391         #[test]
1392         fn accumulates_channel_failure_penalties_after_decay() {
1393                 let mut scorer = Scorer::new(ScoringParameters {
1394                         base_penalty_msat: 1_000,
1395                         failure_penalty_msat: 512,
1396                         failure_penalty_half_life: Duration::from_secs(10),
1397                         overuse_penalty_start_1024th: 1024,
1398                         overuse_penalty_msat_per_1024th: 0,
1399                 });
1400                 let source = source_node_id();
1401                 let target = target_node_id();
1402                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1403
1404                 scorer.payment_path_failed(&[], 42);
1405                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1406
1407                 SinceEpoch::advance(Duration::from_secs(10));
1408                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1409
1410                 scorer.payment_path_failed(&[], 42);
1411                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_768);
1412
1413                 SinceEpoch::advance(Duration::from_secs(10));
1414                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_384);
1415         }
1416
1417         #[test]
1418         fn reduces_channel_failure_penalties_after_success() {
1419                 let mut scorer = Scorer::new(ScoringParameters {
1420                         base_penalty_msat: 1_000,
1421                         failure_penalty_msat: 512,
1422                         failure_penalty_half_life: Duration::from_secs(10),
1423                         overuse_penalty_start_1024th: 1024,
1424                         overuse_penalty_msat_per_1024th: 0,
1425                 });
1426                 let source = source_node_id();
1427                 let target = target_node_id();
1428                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1429
1430                 scorer.payment_path_failed(&[], 42);
1431                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1432
1433                 SinceEpoch::advance(Duration::from_secs(10));
1434                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1435
1436                 let hop = RouteHop {
1437                         pubkey: PublicKey::from_slice(target.as_slice()).unwrap(),
1438                         node_features: NodeFeatures::known(),
1439                         short_channel_id: 42,
1440                         channel_features: ChannelFeatures::known(),
1441                         fee_msat: 1,
1442                         cltv_expiry_delta: 18,
1443                 };
1444                 scorer.payment_path_successful(&[&hop]);
1445                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1446
1447                 SinceEpoch::advance(Duration::from_secs(10));
1448                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1449         }
1450
1451         #[test]
1452         fn restores_persisted_channel_failure_penalties() {
1453                 let mut scorer = Scorer::new(ScoringParameters {
1454                         base_penalty_msat: 1_000,
1455                         failure_penalty_msat: 512,
1456                         failure_penalty_half_life: Duration::from_secs(10),
1457                         overuse_penalty_start_1024th: 1024,
1458                         overuse_penalty_msat_per_1024th: 0,
1459                 });
1460                 let source = source_node_id();
1461                 let target = target_node_id();
1462
1463                 scorer.payment_path_failed(&[], 42);
1464                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1465
1466                 SinceEpoch::advance(Duration::from_secs(10));
1467                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1468
1469                 scorer.payment_path_failed(&[], 43);
1470                 assert_eq!(scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1471
1472                 let mut serialized_scorer = Vec::new();
1473                 scorer.write(&mut serialized_scorer).unwrap();
1474
1475                 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1476                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1477                 assert_eq!(deserialized_scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1478         }
1479
1480         #[test]
1481         fn decays_persisted_channel_failure_penalties() {
1482                 let mut scorer = Scorer::new(ScoringParameters {
1483                         base_penalty_msat: 1_000,
1484                         failure_penalty_msat: 512,
1485                         failure_penalty_half_life: Duration::from_secs(10),
1486                         overuse_penalty_start_1024th: 1024,
1487                         overuse_penalty_msat_per_1024th: 0,
1488                 });
1489                 let source = source_node_id();
1490                 let target = target_node_id();
1491
1492                 scorer.payment_path_failed(&[], 42);
1493                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1494
1495                 let mut serialized_scorer = Vec::new();
1496                 scorer.write(&mut serialized_scorer).unwrap();
1497
1498                 SinceEpoch::advance(Duration::from_secs(10));
1499
1500                 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1501                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1502
1503                 SinceEpoch::advance(Duration::from_secs(10));
1504                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1505         }
1506
1507         #[test]
1508         fn charges_per_1024th_penalty() {
1509                 let scorer = Scorer::new(ScoringParameters {
1510                         base_penalty_msat: 0,
1511                         failure_penalty_msat: 0,
1512                         failure_penalty_half_life: Duration::from_secs(0),
1513                         overuse_penalty_start_1024th: 256,
1514                         overuse_penalty_msat_per_1024th: 100,
1515                 });
1516                 let source = source_node_id();
1517                 let target = target_node_id();
1518
1519                 assert_eq!(scorer.channel_penalty_msat(42, 1_000, 1_024_000, &source, &target), 0);
1520                 assert_eq!(scorer.channel_penalty_msat(42, 256_999, 1_024_000, &source, &target), 0);
1521                 assert_eq!(scorer.channel_penalty_msat(42, 257_000, 1_024_000, &source, &target), 100);
1522                 assert_eq!(scorer.channel_penalty_msat(42, 258_000, 1_024_000, &source, &target), 200);
1523                 assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 256 * 100);
1524         }
1525
1526         // `ProbabilisticScorer` tests
1527
1528         /// A probabilistic scorer for testing with time that can be manually advanced.
1529         type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph, SinceEpoch>;
1530
1531         fn sender_privkey() -> SecretKey {
1532                 SecretKey::from_slice(&[41; 32]).unwrap()
1533         }
1534
1535         fn recipient_privkey() -> SecretKey {
1536                 SecretKey::from_slice(&[45; 32]).unwrap()
1537         }
1538
1539         fn sender_pubkey() -> PublicKey {
1540                 let secp_ctx = Secp256k1::new();
1541                 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1542         }
1543
1544         fn recipient_pubkey() -> PublicKey {
1545                 let secp_ctx = Secp256k1::new();
1546                 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1547         }
1548
1549         fn sender_node_id() -> NodeId {
1550                 NodeId::from_pubkey(&sender_pubkey())
1551         }
1552
1553         fn recipient_node_id() -> NodeId {
1554                 NodeId::from_pubkey(&recipient_pubkey())
1555         }
1556
1557         fn network_graph() -> NetworkGraph {
1558                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1559                 let mut network_graph = NetworkGraph::new(genesis_hash);
1560                 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1561                 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1562
1563                 network_graph
1564         }
1565
1566         fn add_channel(
1567                 network_graph: &mut NetworkGraph, short_channel_id: u64, node_1_key: SecretKey,
1568                 node_2_key: SecretKey
1569         ) {
1570                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1571                 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1572                 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1573                 let secp_ctx = Secp256k1::new();
1574                 let unsigned_announcement = UnsignedChannelAnnouncement {
1575                         features: ChannelFeatures::known(),
1576                         chain_hash: genesis_hash,
1577                         short_channel_id,
1578                         node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key),
1579                         node_id_2: PublicKey::from_secret_key(&secp_ctx, &node_2_key),
1580                         bitcoin_key_1: PublicKey::from_secret_key(&secp_ctx, &node_1_secret),
1581                         bitcoin_key_2: PublicKey::from_secret_key(&secp_ctx, &node_2_secret),
1582                         excess_data: Vec::new(),
1583                 };
1584                 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1585                 let signed_announcement = ChannelAnnouncement {
1586                         node_signature_1: secp_ctx.sign(&msghash, &node_1_key),
1587                         node_signature_2: secp_ctx.sign(&msghash, &node_2_key),
1588                         bitcoin_signature_1: secp_ctx.sign(&msghash, &node_1_secret),
1589                         bitcoin_signature_2: secp_ctx.sign(&msghash, &node_2_secret),
1590                         contents: unsigned_announcement,
1591                 };
1592                 let chain_source: Option<&::util::test_utils::TestChainSource> = None;
1593                 network_graph.update_channel_from_announcement(
1594                         &signed_announcement, &chain_source, &secp_ctx).unwrap();
1595                 update_channel(network_graph, short_channel_id, node_1_key, 0);
1596                 update_channel(network_graph, short_channel_id, node_2_key, 1);
1597         }
1598
1599         fn update_channel(
1600                 network_graph: &mut NetworkGraph, short_channel_id: u64, node_key: SecretKey, flags: u8
1601         ) {
1602                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1603                 let secp_ctx = Secp256k1::new();
1604                 let unsigned_update = UnsignedChannelUpdate {
1605                         chain_hash: genesis_hash,
1606                         short_channel_id,
1607                         timestamp: 100,
1608                         flags,
1609                         cltv_expiry_delta: 18,
1610                         htlc_minimum_msat: 0,
1611                         htlc_maximum_msat: OptionalField::Present(1_000),
1612                         fee_base_msat: 1,
1613                         fee_proportional_millionths: 0,
1614                         excess_data: Vec::new(),
1615                 };
1616                 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1617                 let signed_update = ChannelUpdate {
1618                         signature: secp_ctx.sign(&msghash, &node_key),
1619                         contents: unsigned_update,
1620                 };
1621                 network_graph.update_channel(&signed_update, &secp_ctx).unwrap();
1622         }
1623
1624         fn payment_path_for_amount(amount_msat: u64) -> Vec<RouteHop> {
1625                 vec![
1626                         RouteHop {
1627                                 pubkey: source_pubkey(),
1628                                 node_features: NodeFeatures::known(),
1629                                 short_channel_id: 41,
1630                                 channel_features: ChannelFeatures::known(),
1631                                 fee_msat: 1,
1632                                 cltv_expiry_delta: 18,
1633                         },
1634                         RouteHop {
1635                                 pubkey: target_pubkey(),
1636                                 node_features: NodeFeatures::known(),
1637                                 short_channel_id: 42,
1638                                 channel_features: ChannelFeatures::known(),
1639                                 fee_msat: 2,
1640                                 cltv_expiry_delta: 18,
1641                         },
1642                         RouteHop {
1643                                 pubkey: recipient_pubkey(),
1644                                 node_features: NodeFeatures::known(),
1645                                 short_channel_id: 43,
1646                                 channel_features: ChannelFeatures::known(),
1647                                 fee_msat: amount_msat,
1648                                 cltv_expiry_delta: 18,
1649                         },
1650                 ]
1651         }
1652
1653         #[test]
1654         fn liquidity_bounds_directed_from_lowest_node_id() {
1655                 let last_updated = SinceEpoch::now();
1656                 let network_graph = network_graph();
1657                 let params = ProbabilisticScoringParameters::default();
1658                 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1659                         .with_channel(42,
1660                                 ChannelLiquidity {
1661                                         min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
1662                                 })
1663                         .with_channel(43,
1664                                 ChannelLiquidity {
1665                                         min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
1666                                 });
1667                 let source = source_node_id();
1668                 let target = target_node_id();
1669                 let recipient = recipient_node_id();
1670                 assert!(source > target);
1671                 assert!(target < recipient);
1672
1673                 // Update minimum liquidity.
1674
1675                 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1676                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1677                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1678                 assert_eq!(liquidity.min_liquidity_msat(), 100);
1679                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1680
1681                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1682                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1683                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1684                 assert_eq!(liquidity.max_liquidity_msat(), 900);
1685
1686                 scorer.channel_liquidities.get_mut(&42).unwrap()
1687                         .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1688                         .set_min_liquidity_msat(200);
1689
1690                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1691                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1692                 assert_eq!(liquidity.min_liquidity_msat(), 200);
1693                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1694
1695                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1696                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1697                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1698                 assert_eq!(liquidity.max_liquidity_msat(), 800);
1699
1700                 // Update maximum liquidity.
1701
1702                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1703                         .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
1704                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1705                 assert_eq!(liquidity.max_liquidity_msat(), 900);
1706
1707                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1708                         .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
1709                 assert_eq!(liquidity.min_liquidity_msat(), 100);
1710                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1711
1712                 scorer.channel_liquidities.get_mut(&43).unwrap()
1713                         .as_directed_mut(&target, &recipient, 1_000, liquidity_offset_half_life)
1714                         .set_max_liquidity_msat(200);
1715
1716                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1717                         .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
1718                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1719                 assert_eq!(liquidity.max_liquidity_msat(), 200);
1720
1721                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1722                         .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
1723                 assert_eq!(liquidity.min_liquidity_msat(), 800);
1724                 assert_eq!(liquidity.max_liquidity_msat(), 1000);
1725         }
1726
1727         #[test]
1728         fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
1729                 let last_updated = SinceEpoch::now();
1730                 let network_graph = network_graph();
1731                 let params = ProbabilisticScoringParameters::default();
1732                 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1733                         .with_channel(42,
1734                                 ChannelLiquidity {
1735                                         min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
1736                                 });
1737                 let source = source_node_id();
1738                 let target = target_node_id();
1739                 assert!(source > target);
1740
1741                 // Check initial bounds.
1742                 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1743                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1744                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1745                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1746                 assert_eq!(liquidity.max_liquidity_msat(), 800);
1747
1748                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1749                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1750                 assert_eq!(liquidity.min_liquidity_msat(), 200);
1751                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1752
1753                 // Reset from source to target.
1754                 scorer.channel_liquidities.get_mut(&42).unwrap()
1755                         .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1756                         .set_min_liquidity_msat(900);
1757
1758                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1759                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1760                 assert_eq!(liquidity.min_liquidity_msat(), 900);
1761                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1762
1763                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1764                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1765                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1766                 assert_eq!(liquidity.max_liquidity_msat(), 100);
1767
1768                 // Reset from target to source.
1769                 scorer.channel_liquidities.get_mut(&42).unwrap()
1770                         .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
1771                         .set_min_liquidity_msat(400);
1772
1773                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1774                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1775                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1776                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1777
1778                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1779                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1780                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1781                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1782         }
1783
1784         #[test]
1785         fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
1786                 let last_updated = SinceEpoch::now();
1787                 let network_graph = network_graph();
1788                 let params = ProbabilisticScoringParameters::default();
1789                 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1790                         .with_channel(42,
1791                                 ChannelLiquidity {
1792                                         min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
1793                                 });
1794                 let source = source_node_id();
1795                 let target = target_node_id();
1796                 assert!(source > target);
1797
1798                 // Check initial bounds.
1799                 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1800                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1801                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1802                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1803                 assert_eq!(liquidity.max_liquidity_msat(), 800);
1804
1805                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1806                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1807                 assert_eq!(liquidity.min_liquidity_msat(), 200);
1808                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1809
1810                 // Reset from source to target.
1811                 scorer.channel_liquidities.get_mut(&42).unwrap()
1812                         .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1813                         .set_max_liquidity_msat(300);
1814
1815                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1816                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1817                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1818                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1819
1820                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1821                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1822                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1823                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1824
1825                 // Reset from target to source.
1826                 scorer.channel_liquidities.get_mut(&42).unwrap()
1827                         .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
1828                         .set_max_liquidity_msat(600);
1829
1830                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1831                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1832                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1833                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1834
1835                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1836                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1837                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1838                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1839         }
1840
1841         #[test]
1842         fn increased_penalty_nearing_liquidity_upper_bound() {
1843                 let network_graph = network_graph();
1844                 let params = ProbabilisticScoringParameters {
1845                         liquidity_penalty_multiplier_msat: 1_000,
1846                         ..ProbabilisticScoringParameters::zero_penalty()
1847                 };
1848                 let scorer = ProbabilisticScorer::new(params, &network_graph);
1849                 let source = source_node_id();
1850                 let target = target_node_id();
1851
1852                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024_000, &source, &target), 0);
1853                 assert_eq!(scorer.channel_penalty_msat(42, 10_240, 1_024_000, &source, &target), 14);
1854                 assert_eq!(scorer.channel_penalty_msat(42, 102_400, 1_024_000, &source, &target), 43);
1855                 assert_eq!(scorer.channel_penalty_msat(42, 1_024_000, 1_024_000, &source, &target), 2_000);
1856
1857                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 58);
1858                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
1859                 assert_eq!(scorer.channel_penalty_msat(42, 374, 1_024, &source, &target), 204);
1860                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
1861                 assert_eq!(scorer.channel_penalty_msat(42, 640, 1_024, &source, &target), 426);
1862                 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 602);
1863                 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 903);
1864         }
1865
1866         #[test]
1867         fn constant_penalty_outside_liquidity_bounds() {
1868                 let last_updated = SinceEpoch::now();
1869                 let network_graph = network_graph();
1870                 let params = ProbabilisticScoringParameters {
1871                         liquidity_penalty_multiplier_msat: 1_000,
1872                         ..ProbabilisticScoringParameters::zero_penalty()
1873                 };
1874                 let scorer = ProbabilisticScorer::new(params, &network_graph)
1875                         .with_channel(42,
1876                                 ChannelLiquidity {
1877                                         min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated
1878                                 });
1879                 let source = source_node_id();
1880                 let target = target_node_id();
1881
1882                 assert_eq!(scorer.channel_penalty_msat(42, 39, 100, &source, &target), 0);
1883                 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 0);
1884                 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), u64::max_value());
1885                 assert_eq!(scorer.channel_penalty_msat(42, 61, 100, &source, &target), u64::max_value());
1886         }
1887
1888         #[test]
1889         fn does_not_further_penalize_own_channel() {
1890                 let network_graph = network_graph();
1891                 let params = ProbabilisticScoringParameters {
1892                         liquidity_penalty_multiplier_msat: 1_000,
1893                         ..ProbabilisticScoringParameters::zero_penalty()
1894                 };
1895                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1896                 let sender = sender_node_id();
1897                 let source = source_node_id();
1898                 let failed_path = payment_path_for_amount(500);
1899                 let successful_path = payment_path_for_amount(200);
1900
1901                 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1902
1903                 scorer.payment_path_failed(&failed_path.iter().collect::<Vec<_>>(), 41);
1904                 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1905
1906                 scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
1907                 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1908         }
1909
1910         #[test]
1911         fn sets_liquidity_lower_bound_on_downstream_failure() {
1912                 let network_graph = network_graph();
1913                 let params = ProbabilisticScoringParameters {
1914                         liquidity_penalty_multiplier_msat: 1_000,
1915                         ..ProbabilisticScoringParameters::zero_penalty()
1916                 };
1917                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1918                 let source = source_node_id();
1919                 let target = target_node_id();
1920                 let path = payment_path_for_amount(500);
1921
1922                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
1923                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1924                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 601);
1925
1926                 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
1927
1928                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 0);
1929                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 0);
1930                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 300);
1931         }
1932
1933         #[test]
1934         fn sets_liquidity_upper_bound_on_failure() {
1935                 let network_graph = network_graph();
1936                 let params = ProbabilisticScoringParameters {
1937                         liquidity_penalty_multiplier_msat: 1_000,
1938                         ..ProbabilisticScoringParameters::zero_penalty()
1939                 };
1940                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1941                 let source = source_node_id();
1942                 let target = target_node_id();
1943                 let path = payment_path_for_amount(500);
1944
1945                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
1946                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1947                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 601);
1948
1949                 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
1950
1951                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1952                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), u64::max_value());
1953                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), u64::max_value());
1954         }
1955
1956         #[test]
1957         fn reduces_liquidity_upper_bound_along_path_on_success() {
1958                 let network_graph = network_graph();
1959                 let params = ProbabilisticScoringParameters {
1960                         liquidity_penalty_multiplier_msat: 1_000,
1961                         ..ProbabilisticScoringParameters::zero_penalty()
1962                 };
1963                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1964                 let sender = sender_node_id();
1965                 let source = source_node_id();
1966                 let target = target_node_id();
1967                 let recipient = recipient_node_id();
1968                 let path = payment_path_for_amount(500);
1969
1970                 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 128);
1971                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
1972                 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 128);
1973
1974                 scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
1975
1976                 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 128);
1977                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1978                 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 300);
1979         }
1980
1981         #[test]
1982         fn decays_liquidity_bounds_over_time() {
1983                 let network_graph = network_graph();
1984                 let params = ProbabilisticScoringParameters {
1985                         liquidity_penalty_multiplier_msat: 1_000,
1986                         liquidity_offset_half_life: Duration::from_secs(10),
1987                         ..ProbabilisticScoringParameters::zero_penalty()
1988                 };
1989                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1990                 let source = source_node_id();
1991                 let target = target_node_id();
1992
1993                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1994                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1995
1996                 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
1997                 scorer.payment_path_failed(&payment_path_for_amount(128).iter().collect::<Vec<_>>(), 43);
1998
1999                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
2000                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 97);
2001                 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_409);
2002                 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), u64::max_value());
2003
2004                 SinceEpoch::advance(Duration::from_secs(9));
2005                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
2006                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 97);
2007                 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_409);
2008                 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), u64::max_value());
2009
2010                 SinceEpoch::advance(Duration::from_secs(1));
2011                 assert_eq!(scorer.channel_penalty_msat(42, 64, 1_024, &source, &target), 0);
2012                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 34);
2013                 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 1_773);
2014                 assert_eq!(scorer.channel_penalty_msat(42, 960, 1_024, &source, &target), u64::max_value());
2015
2016                 // Fully decay liquidity lower bound.
2017                 SinceEpoch::advance(Duration::from_secs(10 * 7));
2018                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
2019                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1_024, &source, &target), 0);
2020                 assert_eq!(scorer.channel_penalty_msat(42, 1_023, 1_024, &source, &target), 2_000);
2021                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
2022
2023                 // Fully decay liquidity upper bound.
2024                 SinceEpoch::advance(Duration::from_secs(10));
2025                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
2026                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
2027
2028                 SinceEpoch::advance(Duration::from_secs(10));
2029                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
2030                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
2031         }
2032
2033         #[test]
2034         fn decays_liquidity_bounds_without_shift_overflow() {
2035                 let network_graph = network_graph();
2036                 let params = ProbabilisticScoringParameters {
2037                         liquidity_penalty_multiplier_msat: 1_000,
2038                         liquidity_offset_half_life: Duration::from_secs(10),
2039                         ..ProbabilisticScoringParameters::zero_penalty()
2040                 };
2041                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
2042                 let source = source_node_id();
2043                 let target = target_node_id();
2044                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
2045
2046                 scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::<Vec<_>>(), 42);
2047                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 274);
2048
2049                 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
2050                 // would cause an overflow.
2051                 SinceEpoch::advance(Duration::from_secs(10 * 64));
2052                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
2053
2054                 SinceEpoch::advance(Duration::from_secs(10));
2055                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
2056         }
2057
2058         #[test]
2059         fn restricts_liquidity_bounds_after_decay() {
2060                 let network_graph = network_graph();
2061                 let params = ProbabilisticScoringParameters {
2062                         liquidity_penalty_multiplier_msat: 1_000,
2063                         liquidity_offset_half_life: Duration::from_secs(10),
2064                         ..ProbabilisticScoringParameters::zero_penalty()
2065                 };
2066                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
2067                 let source = source_node_id();
2068                 let target = target_node_id();
2069
2070                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
2071
2072                 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2073                 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
2074                 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
2075                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 274);
2076
2077                 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2078                 SinceEpoch::advance(Duration::from_secs(10));
2079                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
2080
2081                 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2082                 // is closer to the upper bound, meaning a higher penalty.
2083                 scorer.payment_path_successful(&payment_path_for_amount(64).iter().collect::<Vec<_>>());
2084                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 342);
2085
2086                 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2087                 // is closer to the lower bound, meaning a lower penalty.
2088                 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
2089                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 255);
2090
2091                 // Further decaying affects the lower bound more than the upper bound (128, 928).
2092                 SinceEpoch::advance(Duration::from_secs(10));
2093                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 284);
2094         }
2095
2096         #[test]
2097         fn restores_persisted_liquidity_bounds() {
2098                 let network_graph = network_graph();
2099                 let params = ProbabilisticScoringParameters {
2100                         liquidity_penalty_multiplier_msat: 1_000,
2101                         liquidity_offset_half_life: Duration::from_secs(10),
2102                         ..ProbabilisticScoringParameters::zero_penalty()
2103                 };
2104                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
2105                 let source = source_node_id();
2106                 let target = target_node_id();
2107
2108                 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
2109                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), u64::max_value());
2110
2111                 SinceEpoch::advance(Duration::from_secs(10));
2112                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 472);
2113
2114                 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
2115                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
2116
2117                 let mut serialized_scorer = Vec::new();
2118                 scorer.write(&mut serialized_scorer).unwrap();
2119
2120                 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2121                 let deserialized_scorer =
2122                         <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
2123                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
2124         }
2125
2126         #[test]
2127         fn decays_persisted_liquidity_bounds() {
2128                 let network_graph = network_graph();
2129                 let params = ProbabilisticScoringParameters {
2130                         liquidity_penalty_multiplier_msat: 1_000,
2131                         liquidity_offset_half_life: Duration::from_secs(10),
2132                         ..ProbabilisticScoringParameters::zero_penalty()
2133                 };
2134                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
2135                 let source = source_node_id();
2136                 let target = target_node_id();
2137
2138                 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
2139                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), u64::max_value());
2140
2141                 let mut serialized_scorer = Vec::new();
2142                 scorer.write(&mut serialized_scorer).unwrap();
2143
2144                 SinceEpoch::advance(Duration::from_secs(10));
2145
2146                 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2147                 let deserialized_scorer =
2148                         <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
2149                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 472);
2150
2151                 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
2152                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
2153
2154                 SinceEpoch::advance(Duration::from_secs(10));
2155                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 371);
2156         }
2157
2158         #[test]
2159         fn adds_base_penalty_to_liquidity_penalty() {
2160                 let network_graph = network_graph();
2161                 let source = source_node_id();
2162                 let target = target_node_id();
2163
2164                 let params = ProbabilisticScoringParameters {
2165                         liquidity_penalty_multiplier_msat: 1_000,
2166                         ..ProbabilisticScoringParameters::zero_penalty()
2167                 };
2168                 let scorer = ProbabilisticScorer::new(params, &network_graph);
2169                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 58);
2170
2171                 let params = ProbabilisticScoringParameters {
2172                         base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
2173                 };
2174                 let scorer = ProbabilisticScorer::new(params, &network_graph);
2175                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 558);
2176         }
2177
2178         #[test]
2179         fn adds_amount_penalty_to_liquidity_penalty() {
2180                 let network_graph = network_graph();
2181                 let source = source_node_id();
2182                 let target = target_node_id();
2183
2184                 let params = ProbabilisticScoringParameters {
2185                         liquidity_penalty_multiplier_msat: 1_000,
2186                         amount_penalty_multiplier_msat: 0,
2187                         ..ProbabilisticScoringParameters::zero_penalty()
2188                 };
2189                 let scorer = ProbabilisticScorer::new(params, &network_graph);
2190                 assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 300);
2191
2192                 let params = ProbabilisticScoringParameters {
2193                         liquidity_penalty_multiplier_msat: 1_000,
2194                         amount_penalty_multiplier_msat: 256,
2195                         ..ProbabilisticScoringParameters::zero_penalty()
2196                 };
2197                 let scorer = ProbabilisticScorer::new(params, &network_graph);
2198                 assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 337);
2199         }
2200
2201         #[test]
2202         fn calculates_log10_without_overflowing_u64_max_value() {
2203                 let network_graph = network_graph();
2204                 let source = source_node_id();
2205                 let target = target_node_id();
2206
2207                 let params = ProbabilisticScoringParameters {
2208                         liquidity_penalty_multiplier_msat: 40_000,
2209                         ..ProbabilisticScoringParameters::zero_penalty()
2210                 };
2211                 let scorer = ProbabilisticScorer::new(params, &network_graph);
2212                 assert_eq!(
2213                         scorer.channel_penalty_msat(42, u64::max_value(), u64::max_value(), &source, &target),
2214                         80_000,
2215                 );
2216         }
2217 }