1 // This file is Copyright its original authors, visible in version control
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
10 //! Utilities for scoring payment channels.
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`ScoreLookUp`] implementation is not needed.
18 //! # extern crate bitcoin;
20 //! # use lightning::routing::gossip::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters};
23 //! # use lightning::sign::KeysManager;
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use bitcoin::secp256k1::PublicKey;
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! # fn log(&self, record: Record) { unimplemented!() }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
32 //! # let logger = FakeLogger {};
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringFeeParameters::default();
36 //! let decay_params = ProbabilisticScoringDecayParameters::default();
37 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
39 //! // Or use custom channel penalties.
40 //! let params = ProbabilisticScoringFeeParameters {
41 //! liquidity_penalty_multiplier_msat: 2 * 1000,
42 //! ..ProbabilisticScoringFeeParameters::default()
44 //! let decay_params = ProbabilisticScoringDecayParameters::default();
45 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
46 //! # let random_seed_bytes = [42u8; 32];
48 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, ¶ms, &random_seed_bytes);
54 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
55 //! different types and thus is undefined.
57 //! [`find_route`]: crate::routing::router::find_route
59 use crate::ln::msgs::DecodeError;
60 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
61 use crate::routing::router::{Path, CandidateRouteHop};
62 use crate::routing::log_approx;
63 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
64 use crate::util::logger::Logger;
66 use crate::prelude::*;
68 use core::cell::{RefCell, RefMut, Ref};
69 use core::convert::TryInto;
70 use core::ops::{Deref, DerefMut};
71 use core::time::Duration;
72 use crate::io::{self, Read};
73 use crate::sync::{Mutex, MutexGuard, RwLock, RwLockReadGuard, RwLockWriteGuard};
75 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
76 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
77 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
78 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
80 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
81 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
82 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
83 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
84 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
85 /// do here by defining `Score` differently for `cfg(c_bindings)`.
86 macro_rules! define_score { ($($supertrait: path)*) => {
87 /// An interface used to score payment channels for path finding.
89 /// `ScoreLookUp` is used to determine the penalty for a given channel.
91 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
92 pub trait ScoreLookUp {
93 /// A configurable type which should contain various passed-in parameters for configuring the scorer,
94 /// on a per-routefinding-call basis through to the scorer methods,
95 /// which are used to determine the parameters for the suitability of channels for use.
97 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
98 /// given channel in the direction from `source` to `target`.
100 /// The channel's capacity (less any other MPP parts that are also being considered for use in
101 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
102 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
103 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
104 /// Thus, implementations should be overflow-safe.
105 fn channel_penalty_msat(
106 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
110 /// `ScoreUpdate` is used to update the scorer's internal state after a payment attempt.
111 pub trait ScoreUpdate {
112 /// Handles updating channel penalties after failing to route through a channel.
113 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration);
115 /// Handles updating channel penalties after successfully routing along a path.
116 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration);
118 /// Handles updating channel penalties after a probe over the given path failed.
119 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration);
121 /// Handles updating channel penalties after a probe over the given path succeeded.
122 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration);
124 /// Scorers may wish to reduce their certainty of channel liquidity information over time.
125 /// Thus, this method is provided to allow scorers to observe the passage of time - the holder
126 /// of this object should call this method regularly (generally via the
127 /// `lightning-background-processor` crate).
128 fn decay_liquidity_certainty(&mut self, duration_since_epoch: Duration);
131 /// A trait which can both lookup and update routing channel penalty scores.
133 /// This is used in places where both bounds are required and implemented for all types which
134 /// implement [`ScoreLookUp`] and [`ScoreUpdate`].
136 /// Bindings users may need to manually implement this for their custom scoring implementations.
137 pub trait Score : ScoreLookUp + ScoreUpdate $(+ $supertrait)* {}
139 #[cfg(not(c_bindings))]
140 impl<T: ScoreLookUp + ScoreUpdate $(+ $supertrait)*> Score for T {}
142 #[cfg(not(c_bindings))]
143 impl<S: ScoreLookUp, T: Deref<Target=S>> ScoreLookUp for T {
144 type ScoreParams = S::ScoreParams;
145 fn channel_penalty_msat(
146 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
148 self.deref().channel_penalty_msat(candidate, usage, score_params)
152 #[cfg(not(c_bindings))]
153 impl<S: ScoreUpdate, T: DerefMut<Target=S>> ScoreUpdate for T {
154 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
155 self.deref_mut().payment_path_failed(path, short_channel_id, duration_since_epoch)
158 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
159 self.deref_mut().payment_path_successful(path, duration_since_epoch)
162 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
163 self.deref_mut().probe_failed(path, short_channel_id, duration_since_epoch)
166 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
167 self.deref_mut().probe_successful(path, duration_since_epoch)
170 fn decay_liquidity_certainty(&mut self, duration_since_epoch: Duration) {
171 self.deref_mut().decay_liquidity_certainty(duration_since_epoch)
177 define_score!(Writeable);
179 #[cfg(not(c_bindings))]
182 /// A scorer that is accessed under a lock.
184 /// Needed so that calls to [`ScoreLookUp::channel_penalty_msat`] in [`find_route`] can be made while
185 /// having shared ownership of a scorer but without requiring internal locking in [`ScoreUpdate`]
186 /// implementations. Internal locking would be detrimental to route finding performance and could
187 /// result in [`ScoreLookUp::channel_penalty_msat`] returning a different value for the same channel.
189 /// [`find_route`]: crate::routing::router::find_route
190 pub trait LockableScore<'a> {
191 /// The [`ScoreUpdate`] type.
192 type ScoreUpdate: 'a + ScoreUpdate;
193 /// The [`ScoreLookUp`] type.
194 type ScoreLookUp: 'a + ScoreLookUp;
196 /// The write locked [`ScoreUpdate`] type.
197 type WriteLocked: DerefMut<Target = Self::ScoreUpdate> + Sized;
199 /// The read locked [`ScoreLookUp`] type.
200 type ReadLocked: Deref<Target = Self::ScoreLookUp> + Sized;
202 /// Returns read locked scorer.
203 fn read_lock(&'a self) -> Self::ReadLocked;
205 /// Returns write locked scorer.
206 fn write_lock(&'a self) -> Self::WriteLocked;
209 /// Refers to a scorer that is accessible under lock and also writeable to disk
211 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
212 /// use the Persister to persist it.
213 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
215 #[cfg(not(c_bindings))]
216 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
217 #[cfg(not(c_bindings))]
218 impl<'a, T: Score + 'a> LockableScore<'a> for Mutex<T> {
219 type ScoreUpdate = T;
220 type ScoreLookUp = T;
222 type WriteLocked = MutexGuard<'a, Self::ScoreUpdate>;
223 type ReadLocked = MutexGuard<'a, Self::ScoreLookUp>;
225 fn read_lock(&'a self) -> Self::ReadLocked {
226 Mutex::lock(self).unwrap()
229 fn write_lock(&'a self) -> Self::WriteLocked {
230 Mutex::lock(self).unwrap()
234 #[cfg(not(c_bindings))]
235 impl<'a, T: Score + 'a> LockableScore<'a> for RefCell<T> {
236 type ScoreUpdate = T;
237 type ScoreLookUp = T;
239 type WriteLocked = RefMut<'a, Self::ScoreUpdate>;
240 type ReadLocked = Ref<'a, Self::ScoreLookUp>;
242 fn write_lock(&'a self) -> Self::WriteLocked {
246 fn read_lock(&'a self) -> Self::ReadLocked {
251 #[cfg(not(c_bindings))]
252 impl<'a, T: Score + 'a> LockableScore<'a> for RwLock<T> {
253 type ScoreUpdate = T;
254 type ScoreLookUp = T;
256 type WriteLocked = RwLockWriteGuard<'a, Self::ScoreLookUp>;
257 type ReadLocked = RwLockReadGuard<'a, Self::ScoreUpdate>;
259 fn read_lock(&'a self) -> Self::ReadLocked {
260 RwLock::read(self).unwrap()
263 fn write_lock(&'a self) -> Self::WriteLocked {
264 RwLock::write(self).unwrap()
269 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
270 pub struct MultiThreadedLockableScore<T: Score> {
275 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
276 type ScoreUpdate = T;
277 type ScoreLookUp = T;
278 type WriteLocked = MultiThreadedScoreLockWrite<'a, Self::ScoreUpdate>;
279 type ReadLocked = MultiThreadedScoreLockRead<'a, Self::ScoreLookUp>;
281 fn read_lock(&'a self) -> Self::ReadLocked {
282 MultiThreadedScoreLockRead(self.score.read().unwrap())
285 fn write_lock(&'a self) -> Self::WriteLocked {
286 MultiThreadedScoreLockWrite(self.score.write().unwrap())
291 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
292 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
293 self.score.read().unwrap().write(writer)
298 impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
301 impl<T: Score> MultiThreadedLockableScore<T> {
302 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
303 pub fn new(score: T) -> Self {
304 MultiThreadedLockableScore { score: RwLock::new(score) }
309 /// A locked `MultiThreadedLockableScore`.
310 pub struct MultiThreadedScoreLockRead<'a, T: Score>(RwLockReadGuard<'a, T>);
313 /// A locked `MultiThreadedLockableScore`.
314 pub struct MultiThreadedScoreLockWrite<'a, T: Score>(RwLockWriteGuard<'a, T>);
317 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockRead<'a, T> {
320 fn deref(&self) -> &Self::Target {
326 impl<'a, T: Score> ScoreLookUp for MultiThreadedScoreLockRead<'a, T> {
327 type ScoreParams = T::ScoreParams;
328 fn channel_penalty_msat(&self, candidate:&CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
330 self.0.channel_penalty_msat(candidate, usage, score_params)
335 impl<'a, T: Score> Writeable for MultiThreadedScoreLockWrite<'a, T> {
336 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
342 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockWrite<'a, T> {
345 fn deref(&self) -> &Self::Target {
351 impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLockWrite<'a, T> {
352 fn deref_mut(&mut self) -> &mut Self::Target {
358 impl<'a, T: Score> ScoreUpdate for MultiThreadedScoreLockWrite<'a, T> {
359 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
360 self.0.payment_path_failed(path, short_channel_id, duration_since_epoch)
363 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
364 self.0.payment_path_successful(path, duration_since_epoch)
367 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
368 self.0.probe_failed(path, short_channel_id, duration_since_epoch)
371 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
372 self.0.probe_successful(path, duration_since_epoch)
375 fn decay_liquidity_certainty(&mut self, duration_since_epoch: Duration) {
376 self.0.decay_liquidity_certainty(duration_since_epoch)
381 /// Proposed use of a channel passed as a parameter to [`ScoreLookUp::channel_penalty_msat`].
382 #[derive(Clone, Copy, Debug, PartialEq)]
383 pub struct ChannelUsage {
384 /// The amount to send through the channel, denominated in millisatoshis.
385 pub amount_msat: u64,
387 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
388 /// as part of a multi-path payment.
389 pub inflight_htlc_msat: u64,
391 /// The effective capacity of the channel.
392 pub effective_capacity: EffectiveCapacity,
396 /// [`ScoreLookUp`] implementation that uses a fixed penalty.
397 pub struct FixedPenaltyScorer {
401 impl FixedPenaltyScorer {
402 /// Creates a new scorer using `penalty_msat`.
403 pub fn with_penalty(penalty_msat: u64) -> Self {
404 Self { penalty_msat }
408 impl ScoreLookUp for FixedPenaltyScorer {
409 type ScoreParams = ();
410 fn channel_penalty_msat(&self, _: &CandidateRouteHop, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
415 impl ScoreUpdate for FixedPenaltyScorer {
416 fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
418 fn payment_path_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
420 fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
422 fn probe_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
424 fn decay_liquidity_certainty(&mut self, _duration_since_epoch: Duration) {}
427 impl Writeable for FixedPenaltyScorer {
429 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
430 write_tlv_fields!(w, {});
435 impl ReadableArgs<u64> for FixedPenaltyScorer {
437 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
438 read_tlv_fields!(r, {});
439 Ok(Self { penalty_msat })
443 /// [`ScoreLookUp`] implementation using channel success probability distributions.
445 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
446 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
447 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
448 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
450 /// These bounds are then used to determine a success probability using the formula from
451 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
452 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
454 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
455 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
456 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
457 /// terms of the entire path's success probability. This allows the router to directly compare
458 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
460 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
462 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
463 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
464 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
465 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
468 /// [1]: https://arxiv.org/abs/2107.05322
469 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
470 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
471 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
472 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
473 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
474 pub struct ProbabilisticScorer<G: Deref<Target = NetworkGraph<L>>, L: Deref>
475 where L::Target: Logger {
476 decay_params: ProbabilisticScoringDecayParameters,
479 channel_liquidities: HashMap<u64, ChannelLiquidity>,
482 /// Parameters for configuring [`ProbabilisticScorer`].
484 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
485 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
487 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
490 pub struct ProbabilisticScoringFeeParameters {
491 /// A fixed penalty in msats to apply to each channel.
493 /// Default value: 500 msat
494 pub base_penalty_msat: u64,
496 /// A multiplier used with the total amount flowing over a channel to calculate a fixed penalty
497 /// applied to each channel, in excess of the [`base_penalty_msat`].
499 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
500 /// fees plus penalty) for large payments. The penalty is computed as the product of this
501 /// multiplier and `2^30`ths of the total amount flowing over a channel (i.e. the payment
502 /// amount plus the amount of any other HTLCs flowing we sent over the same channel).
504 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
506 /// Default value: 8,192 msat
508 /// [`base_penalty_msat`]: Self::base_penalty_msat
509 pub base_penalty_amount_multiplier_msat: u64,
511 /// A multiplier used in conjunction with the negative `log10` of the channel's success
512 /// probability for a payment, as determined by our latest estimates of the channel's
513 /// liquidity, to determine the liquidity penalty.
515 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
516 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
517 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
518 /// lower bounding the success probability to `0.01`) when the amount falls within the
519 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
520 /// result in a `u64::max_value` penalty, however.
522 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
524 /// Default value: 30,000 msat
526 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
527 pub liquidity_penalty_multiplier_msat: u64,
529 /// A multiplier used in conjunction with the total amount flowing over a channel and the
530 /// negative `log10` of the channel's success probability for the payment, as determined by our
531 /// latest estimates of the channel's liquidity, to determine the amount penalty.
533 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
534 /// fees plus penalty) for large payments. The penalty is computed as the product of this
535 /// multiplier and `2^20`ths of the amount flowing over this channel, weighted by the negative
536 /// `log10` of the success probability.
538 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
540 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
541 /// the amount will result in a penalty of the multiplier. And, as the success probability
542 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
543 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
546 /// Default value: 192 msat
547 pub liquidity_penalty_amount_multiplier_msat: u64,
549 /// A multiplier used in conjunction with the negative `log10` of the channel's success
550 /// probability for the payment, as determined based on the history of our estimates of the
551 /// channel's available liquidity, to determine a penalty.
553 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
554 /// only our latest estimate for the current liquidity available in the channel, it estimates
555 /// success probability based on the estimated liquidity available in the channel through
556 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
557 /// track which of several buckets those bounds fall into, exponentially decaying the
558 /// probability of each bucket as new samples are added.
560 /// Default value: 10,000 msat
562 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
563 pub historical_liquidity_penalty_multiplier_msat: u64,
565 /// A multiplier used in conjunction with the total amount flowing over a channel and the
566 /// negative `log10` of the channel's success probability for the payment, as determined based
567 /// on the history of our estimates of the channel's available liquidity, to determine a
570 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
571 /// large payments. The penalty is computed as the product of this multiplier and `2^20`ths
572 /// of the amount flowing over this channel, weighted by the negative `log10` of the success
575 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
576 /// of using only our latest estimate for the current liquidity available in the channel, it
577 /// estimates success probability based on the estimated liquidity available in the channel
578 /// through history. Specifically, every time we update our liquidity bounds on a given
579 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
580 /// the probability of each bucket as new samples are added.
582 /// Default value: 64 msat
584 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
585 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
587 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
588 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
589 /// considered during path finding.
591 /// This is not exported to bindings users
592 pub manual_node_penalties: HashMap<NodeId, u64>,
594 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
595 /// channel's capacity, (ie. htlc_maximum_msat >= 0.5 * channel_capacity) which makes us
596 /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
597 /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
598 /// to restrict `htlc_maximum_msat` and improve privacy.
600 /// Default value: 250 msat
601 pub anti_probing_penalty_msat: u64,
603 /// This penalty is applied when the total amount flowing over a channel exceeds our current
604 /// estimate of the channel's available liquidity. The total amount is the amount of the
605 /// current HTLC plus any HTLCs which we've sent over the same channel.
607 /// Note that in this case all other penalties, including the
608 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
609 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
610 /// applicable, are still included in the overall penalty.
612 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
613 /// `u64::max_value()` will guarantee that.
615 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
617 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
618 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
619 /// [`base_penalty_msat`]: Self::base_penalty_msat
620 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
621 pub considered_impossible_penalty_msat: u64,
623 /// In order to calculate most of the scores above, we must first convert a lower and upper
624 /// bound on the available liquidity in a channel into the probability that we think a payment
625 /// will succeed. That probability is derived from a Probability Density Function for where we
626 /// think the liquidity in a channel likely lies, given such bounds.
628 /// If this flag is set, that PDF is simply a constant - we assume that the actual available
629 /// liquidity in a channel is just as likely to be at any point between our lower and upper
632 /// If this flag is *not* set, that PDF is `(x - 0.5*capacity) ^ 2`. That is, we use an
633 /// exponential curve which expects the liquidity of a channel to lie "at the edges". This
634 /// matches experimental results - most routing nodes do not aggressively rebalance their
635 /// channels and flows in the network are often unbalanced, leaving liquidity usually
638 /// Thus, for the "best" routes, leave this flag `false`. However, the flag does imply a number
639 /// of floating-point multiplications in the hottest routing code, which may lead to routing
640 /// performance degradation on some machines.
642 /// Default value: false
643 pub linear_success_probability: bool,
646 impl Default for ProbabilisticScoringFeeParameters {
647 fn default() -> Self {
649 base_penalty_msat: 500,
650 base_penalty_amount_multiplier_msat: 8192,
651 liquidity_penalty_multiplier_msat: 30_000,
652 liquidity_penalty_amount_multiplier_msat: 192,
653 manual_node_penalties: HashMap::new(),
654 anti_probing_penalty_msat: 250,
655 considered_impossible_penalty_msat: 1_0000_0000_000,
656 historical_liquidity_penalty_multiplier_msat: 10_000,
657 historical_liquidity_penalty_amount_multiplier_msat: 64,
658 linear_success_probability: false,
663 impl ProbabilisticScoringFeeParameters {
664 /// Marks the node with the given `node_id` as banned,
665 /// i.e it will be avoided during path finding.
666 pub fn add_banned(&mut self, node_id: &NodeId) {
667 self.manual_node_penalties.insert(*node_id, u64::max_value());
670 /// Marks all nodes in the given list as banned, i.e.,
671 /// they will be avoided during path finding.
672 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
674 self.manual_node_penalties.insert(id, u64::max_value());
678 /// Removes the node with the given `node_id` from the list of nodes to avoid.
679 pub fn remove_banned(&mut self, node_id: &NodeId) {
680 self.manual_node_penalties.remove(node_id);
683 /// Sets a manual penalty for the given node.
684 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
685 self.manual_node_penalties.insert(*node_id, penalty);
688 /// Removes the node with the given `node_id` from the list of manual penalties.
689 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
690 self.manual_node_penalties.remove(node_id);
693 /// Clears the list of manual penalties that are applied during path finding.
694 pub fn clear_manual_penalties(&mut self) {
695 self.manual_node_penalties = HashMap::new();
700 impl ProbabilisticScoringFeeParameters {
701 fn zero_penalty() -> Self {
703 base_penalty_msat: 0,
704 base_penalty_amount_multiplier_msat: 0,
705 liquidity_penalty_multiplier_msat: 0,
706 liquidity_penalty_amount_multiplier_msat: 0,
707 historical_liquidity_penalty_multiplier_msat: 0,
708 historical_liquidity_penalty_amount_multiplier_msat: 0,
709 manual_node_penalties: HashMap::new(),
710 anti_probing_penalty_msat: 0,
711 considered_impossible_penalty_msat: 0,
712 linear_success_probability: true,
717 /// Parameters for configuring [`ProbabilisticScorer`].
719 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
720 /// these decay parameters affect the score of the channel penalty and are not changed on a
721 /// per-route penalty cost call.
722 #[derive(Copy, Clone)]
723 pub struct ProbabilisticScoringDecayParameters {
724 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
725 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
726 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
728 /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
730 /// Note that after 16 or more half lives all historical data will be completely gone.
732 /// Default value: 14 days
734 /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorer::historical_estimated_channel_liquidity_probabilities
735 pub historical_no_updates_half_life: Duration,
737 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
738 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
739 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
742 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
743 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
744 /// struct documentation for more info on the way the liquidity bounds are used.
746 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
747 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
748 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
750 /// Default value: 6 hours
754 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
755 /// liquidity knowledge will never decay except when the bounds cross.
756 pub liquidity_offset_half_life: Duration,
759 impl Default for ProbabilisticScoringDecayParameters {
760 fn default() -> Self {
762 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
763 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
769 impl ProbabilisticScoringDecayParameters {
770 fn zero_penalty() -> Self {
772 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
773 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
778 /// Accounting for channel liquidity balance uncertainty.
780 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
781 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
782 /// offset fields gives the opposite direction.
783 struct ChannelLiquidity {
784 /// Lower channel liquidity bound in terms of an offset from zero.
785 min_liquidity_offset_msat: u64,
787 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
788 max_liquidity_offset_msat: u64,
790 liquidity_history: HistoricalLiquidityTracker,
792 /// Time when the liquidity bounds were last modified as an offset since the unix epoch.
793 last_updated: Duration,
795 /// Time when the historical liquidity bounds were last modified as an offset against the unix
797 offset_history_last_updated: Duration,
800 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
801 /// decayed with a given half life.
802 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Deref<Target = Duration>> {
803 min_liquidity_offset_msat: L,
804 max_liquidity_offset_msat: L,
805 liquidity_history: HistoricalMinMaxBuckets<BRT>,
808 offset_history_last_updated: T,
811 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> ProbabilisticScorer<G, L> where L::Target: Logger {
812 /// Creates a new scorer using the given scoring parameters for sending payments from a node
813 /// through a network graph.
814 pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
819 channel_liquidities: HashMap::new(),
824 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity) -> Self {
825 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
829 /// Dump the contents of this scorer into the configured logger.
831 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
832 /// which may be a substantial amount of log output.
833 pub fn debug_log_liquidity_stats(&self) {
834 let graph = self.network_graph.read_only();
835 for (scid, liq) in self.channel_liquidities.iter() {
836 if let Some(chan_debug) = graph.channels().get(scid) {
837 let log_direction = |source, target| {
838 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
839 let amt = directed_info.effective_capacity().as_msat();
840 let dir_liq = liq.as_directed(source, target, amt);
842 let min_buckets = &dir_liq.liquidity_history.min_liquidity_offset_history.buckets;
843 let max_buckets = &dir_liq.liquidity_history.max_liquidity_offset_history.buckets;
845 log_debug!(self.logger, core::concat!(
846 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
847 "\tHistorical min liquidity bucket relative probabilities:\n",
848 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}\n",
849 "\tHistorical max liquidity bucket relative probabilities:\n",
850 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}"),
851 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
852 min_buckets[ 0], min_buckets[ 1], min_buckets[ 2], min_buckets[ 3],
853 min_buckets[ 4], min_buckets[ 5], min_buckets[ 6], min_buckets[ 7],
854 min_buckets[ 8], min_buckets[ 9], min_buckets[10], min_buckets[11],
855 min_buckets[12], min_buckets[13], min_buckets[14], min_buckets[15],
856 min_buckets[16], min_buckets[17], min_buckets[18], min_buckets[19],
857 min_buckets[20], min_buckets[21], min_buckets[22], min_buckets[23],
858 min_buckets[24], min_buckets[25], min_buckets[26], min_buckets[27],
859 min_buckets[28], min_buckets[29], min_buckets[30], min_buckets[31],
860 // Note that the liquidity buckets are an offset from the edge, so we
861 // inverse the max order to get the probabilities from zero.
862 max_buckets[31], max_buckets[30], max_buckets[29], max_buckets[28],
863 max_buckets[27], max_buckets[26], max_buckets[25], max_buckets[24],
864 max_buckets[23], max_buckets[22], max_buckets[21], max_buckets[20],
865 max_buckets[19], max_buckets[18], max_buckets[17], max_buckets[16],
866 max_buckets[15], max_buckets[14], max_buckets[13], max_buckets[12],
867 max_buckets[11], max_buckets[10], max_buckets[ 9], max_buckets[ 8],
868 max_buckets[ 7], max_buckets[ 6], max_buckets[ 5], max_buckets[ 4],
869 max_buckets[ 3], max_buckets[ 2], max_buckets[ 1], max_buckets[ 0]);
871 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
875 log_direction(&chan_debug.node_one, &chan_debug.node_two);
876 log_direction(&chan_debug.node_two, &chan_debug.node_one);
878 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
883 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
884 /// channel with `scid` towards the given `target` node.
885 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
886 let graph = self.network_graph.read_only();
888 if let Some(chan) = graph.channels().get(&scid) {
889 if let Some(liq) = self.channel_liquidities.get(&scid) {
890 if let Some((directed_info, source)) = chan.as_directed_to(target) {
891 let amt = directed_info.effective_capacity().as_msat();
892 let dir_liq = liq.as_directed(source, target, amt);
893 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
900 /// Query the historical estimated minimum and maximum liquidity available for sending a
901 /// payment over the channel with `scid` towards the given `target` node.
903 /// Returns two sets of 32 buckets. The first set describes the lower-bound liquidity history,
904 /// the second set describes the upper-bound liquidity history. Each bucket describes the
905 /// relative frequency at which we've seen a liquidity bound in the bucket's range relative to
906 /// the channel's total capacity, on an arbitrary scale. Because the values are slowly decayed,
907 /// more recent data points are weighted more heavily than older datapoints.
909 /// Note that the range of each bucket varies by its location to provide more granular results
910 /// at the edges of a channel's capacity, where it is more likely to sit.
912 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given bucket
913 /// is calculated by dividing that bucket's value with the total value of all buckets.
915 /// For example, using a lower bucket count for illustrative purposes, a value of
916 /// `[0, 0, 0, ..., 0, 32]` indicates that we believe the probability of a bound being very
917 /// close to the channel's capacity to be 100%, and have never (recently) seen it in any other
918 /// bucket. A value of `[31, 0, 0, ..., 0, 0, 32]` indicates we've seen the bound being both
919 /// in the top and bottom bucket, and roughly with similar (recent) frequency.
921 /// Because the datapoints are decayed slowly over time, values will eventually return to
922 /// `Some(([0; 32], [0; 32]))` or `None` if no data remains for a channel.
924 /// In order to fetch a single success probability from the buckets provided here, as used in
925 /// the scoring model, see [`Self::historical_estimated_payment_success_probability`].
926 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
927 -> Option<([u16; 32], [u16; 32])> {
928 let graph = self.network_graph.read_only();
930 if let Some(chan) = graph.channels().get(&scid) {
931 if let Some(liq) = self.channel_liquidities.get(&scid) {
932 if let Some((directed_info, source)) = chan.as_directed_to(target) {
933 let amt = directed_info.effective_capacity().as_msat();
934 let dir_liq = liq.as_directed(source, target, amt);
936 let min_buckets = dir_liq.liquidity_history.min_liquidity_offset_history.buckets;
937 let mut max_buckets = dir_liq.liquidity_history.max_liquidity_offset_history.buckets;
939 // Note that the liquidity buckets are an offset from the edge, so we inverse
940 // the max order to get the probabilities from zero.
941 max_buckets.reverse();
942 return Some((min_buckets, max_buckets));
949 /// Query the probability of payment success sending the given `amount_msat` over the channel
950 /// with `scid` towards the given `target` node, based on the historical estimated liquidity
953 /// These are the same bounds as returned by
954 /// [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
955 /// [`Self::estimated_channel_liquidity_range`]).
956 pub fn historical_estimated_payment_success_probability(
957 &self, scid: u64, target: &NodeId, amount_msat: u64, params: &ProbabilisticScoringFeeParameters)
959 let graph = self.network_graph.read_only();
961 if let Some(chan) = graph.channels().get(&scid) {
962 if let Some(liq) = self.channel_liquidities.get(&scid) {
963 if let Some((directed_info, source)) = chan.as_directed_to(target) {
964 let capacity_msat = directed_info.effective_capacity().as_msat();
965 let dir_liq = liq.as_directed(source, target, capacity_msat);
967 return dir_liq.liquidity_history.calculate_success_probability_times_billion(
968 ¶ms, amount_msat, capacity_msat
969 ).map(|p| p as f64 / (1024 * 1024 * 1024) as f64);
977 impl ChannelLiquidity {
978 fn new(last_updated: Duration) -> Self {
980 min_liquidity_offset_msat: 0,
981 max_liquidity_offset_msat: 0,
982 liquidity_history: HistoricalLiquidityTracker::new(),
984 offset_history_last_updated: last_updated,
988 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
991 &self, source: &NodeId, target: &NodeId, capacity_msat: u64,
992 ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, &Duration> {
993 let source_less_than_target = source < target;
994 let (min_liquidity_offset_msat, max_liquidity_offset_msat) =
995 if source_less_than_target {
996 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat)
998 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat)
1001 DirectedChannelLiquidity {
1002 min_liquidity_offset_msat,
1003 max_liquidity_offset_msat,
1004 liquidity_history: self.liquidity_history.as_directed(source_less_than_target),
1006 last_updated: &self.last_updated,
1007 offset_history_last_updated: &self.offset_history_last_updated,
1011 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
1012 /// `capacity_msat`.
1014 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64,
1015 ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, &mut Duration> {
1016 let source_less_than_target = source < target;
1017 let (min_liquidity_offset_msat, max_liquidity_offset_msat) =
1018 if source_less_than_target {
1019 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat)
1021 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat)
1024 DirectedChannelLiquidity {
1025 min_liquidity_offset_msat,
1026 max_liquidity_offset_msat,
1027 liquidity_history: self.liquidity_history.as_directed_mut(source_less_than_target),
1029 last_updated: &mut self.last_updated,
1030 offset_history_last_updated: &mut self.offset_history_last_updated,
1034 fn decayed_offset(&self, offset: u64, duration_since_epoch: Duration,
1035 decay_params: ProbabilisticScoringDecayParameters
1037 let half_life = decay_params.liquidity_offset_half_life.as_secs_f64();
1038 if half_life != 0.0 {
1039 let elapsed_time = duration_since_epoch.saturating_sub(self.last_updated).as_secs_f64();
1040 ((offset as f64) * powf64(0.5, elapsed_time / half_life)) as u64
1047 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
1049 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
1051 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
1052 /// ratio, as X in 1/X.
1053 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = log_approx::LOWER_BITS_BOUND;
1055 /// The divisor used when computing the amount penalty.
1056 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
1057 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
1059 /// Raises three `f64`s to the 3rd power, without `powi` because it requires `std` (dunno why).
1061 fn three_f64_pow_3(a: f64, b: f64, c: f64) -> (f64, f64, f64) {
1062 (a * a * a, b * b * b, c * c * c)
1065 /// Given liquidity bounds, calculates the success probability (in the form of a numerator and
1066 /// denominator) of an HTLC. This is a key assumption in our scoring models.
1068 /// Must not return a numerator or denominator greater than 2^31 for arguments less than 2^31.
1070 /// min_zero_implies_no_successes signals that a `min_liquidity_msat` of 0 means we've not
1071 /// (recently) seen an HTLC successfully complete over this channel.
1073 fn success_probability(
1074 amount_msat: u64, min_liquidity_msat: u64, max_liquidity_msat: u64, capacity_msat: u64,
1075 params: &ProbabilisticScoringFeeParameters, min_zero_implies_no_successes: bool,
1077 debug_assert!(min_liquidity_msat <= amount_msat);
1078 debug_assert!(amount_msat < max_liquidity_msat);
1079 debug_assert!(max_liquidity_msat <= capacity_msat);
1081 let (numerator, mut denominator) =
1082 if params.linear_success_probability {
1083 (max_liquidity_msat - amount_msat,
1084 (max_liquidity_msat - min_liquidity_msat).saturating_add(1))
1086 let capacity = capacity_msat as f64;
1087 let min = (min_liquidity_msat as f64) / capacity;
1088 let max = (max_liquidity_msat as f64) / capacity;
1089 let amount = (amount_msat as f64) / capacity;
1091 // Assume the channel has a probability density function of (x - 0.5)^2 for values from
1092 // 0 to 1 (where 1 is the channel's full capacity). The success probability given some
1093 // liquidity bounds is thus the integral under the curve from the amount to maximum
1094 // estimated liquidity, divided by the same integral from the minimum to the maximum
1095 // estimated liquidity bounds.
1097 // Because the integral from x to y is simply (y - 0.5)^3 - (x - 0.5)^3, we can
1098 // calculate the cumulative density function between the min/max bounds trivially. Note
1099 // that we don't bother to normalize the CDF to total to 1, as it will come out in the
1100 // division of num / den.
1101 let (max_pow, amt_pow, min_pow) = three_f64_pow_3(max - 0.5, amount - 0.5, min - 0.5);
1102 let num = max_pow - amt_pow;
1103 let den = max_pow - min_pow;
1105 // Because our numerator and denominator max out at 0.5^3 we need to multiply them by
1106 // quite a large factor to get something useful (ideally in the 2^30 range).
1107 const BILLIONISH: f64 = 1024.0 * 1024.0 * 1024.0;
1108 let numerator = (num * BILLIONISH) as u64 + 1;
1109 let denominator = (den * BILLIONISH) as u64 + 1;
1110 debug_assert!(numerator <= 1 << 30, "Got large numerator ({}) from float {}.", numerator, num);
1111 debug_assert!(denominator <= 1 << 30, "Got large denominator ({}) from float {}.", denominator, den);
1112 (numerator, denominator)
1115 if min_zero_implies_no_successes && min_liquidity_msat == 0 &&
1116 denominator < u64::max_value() / 21
1118 // If we have no knowledge of the channel, scale probability down by ~75%
1119 // Note that we prefer to increase the denominator rather than decrease the numerator as
1120 // the denominator is more likely to be larger and thus provide greater precision. This is
1121 // mostly an overoptimization but makes a large difference in tests.
1122 denominator = denominator * 21 / 16
1125 (numerator, denominator)
1128 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Deref<Target = Duration>>
1129 DirectedChannelLiquidity< L, BRT, T> {
1130 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
1132 fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
1133 let available_capacity = self.capacity_msat;
1134 let max_liquidity_msat = self.max_liquidity_msat();
1135 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
1137 let mut res = if amount_msat <= min_liquidity_msat {
1139 } else if amount_msat >= max_liquidity_msat {
1140 // Equivalent to hitting the else clause below with the amount equal to the effective
1141 // capacity and without any certainty on the liquidity upper bound, plus the
1142 // impossibility penalty.
1143 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
1144 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1145 score_params.liquidity_penalty_multiplier_msat,
1146 score_params.liquidity_penalty_amount_multiplier_msat)
1147 .saturating_add(score_params.considered_impossible_penalty_msat)
1149 let (numerator, denominator) = success_probability(amount_msat,
1150 min_liquidity_msat, max_liquidity_msat, available_capacity, score_params, false);
1151 if denominator - numerator < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
1152 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
1153 // don't bother trying to use the log approximation as it gets too noisy to be
1154 // particularly helpful, instead just round down to 0.
1157 let negative_log10_times_2048 =
1158 log_approx::negative_log10_times_2048(numerator, denominator);
1159 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1160 score_params.liquidity_penalty_multiplier_msat,
1161 score_params.liquidity_penalty_amount_multiplier_msat)
1165 if amount_msat >= available_capacity {
1166 // We're trying to send more than the capacity, use a max penalty.
1167 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1168 NEGATIVE_LOG10_UPPER_BOUND * 2048,
1169 score_params.historical_liquidity_penalty_multiplier_msat,
1170 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1174 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
1175 score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
1176 if let Some(cumulative_success_prob_times_billion) = self.liquidity_history
1177 .calculate_success_probability_times_billion(
1178 score_params, amount_msat, self.capacity_msat)
1180 let historical_negative_log10_times_2048 =
1181 log_approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
1182 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1183 historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
1184 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1186 // If we don't have any valid points (or, once decayed, we have less than a full
1187 // point), redo the non-historical calculation with no liquidity bounds tracked and
1188 // the historical penalty multipliers.
1189 let (numerator, denominator) = success_probability(amount_msat, 0,
1190 available_capacity, available_capacity, score_params, true);
1191 let negative_log10_times_2048 =
1192 log_approx::negative_log10_times_2048(numerator, denominator);
1193 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1194 score_params.historical_liquidity_penalty_multiplier_msat,
1195 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1202 /// Computes the liquidity penalty from the penalty multipliers.
1204 fn combined_penalty_msat(amount_msat: u64, mut negative_log10_times_2048: u64,
1205 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1207 negative_log10_times_2048 =
1208 negative_log10_times_2048.min(NEGATIVE_LOG10_UPPER_BOUND * 2048);
1210 // Upper bound the liquidity penalty to ensure some channel is selected.
1211 let liquidity_penalty_msat = negative_log10_times_2048
1212 .saturating_mul(liquidity_penalty_multiplier_msat) / 2048;
1213 let amount_penalty_msat = negative_log10_times_2048
1214 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1215 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1217 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1220 /// Returns the lower bound of the channel liquidity balance in this direction.
1222 fn min_liquidity_msat(&self) -> u64 {
1223 *self.min_liquidity_offset_msat
1226 /// Returns the upper bound of the channel liquidity balance in this direction.
1228 fn max_liquidity_msat(&self) -> u64 {
1230 .saturating_sub(*self.max_liquidity_offset_msat)
1234 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: DerefMut<Target = Duration>>
1235 DirectedChannelLiquidity<L, BRT, T> {
1236 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1237 fn failed_at_channel<Log: Deref>(
1238 &mut self, amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log
1239 ) where Log::Target: Logger {
1240 let existing_max_msat = self.max_liquidity_msat();
1241 if amount_msat < existing_max_msat {
1242 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1243 self.set_max_liquidity_msat(amount_msat, duration_since_epoch);
1245 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1246 chan_descr, existing_max_msat, amount_msat);
1248 self.update_history_buckets(0, duration_since_epoch);
1251 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1252 fn failed_downstream<Log: Deref>(
1253 &mut self, amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log
1254 ) where Log::Target: Logger {
1255 let existing_min_msat = self.min_liquidity_msat();
1256 if amount_msat > existing_min_msat {
1257 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1258 self.set_min_liquidity_msat(amount_msat, duration_since_epoch);
1260 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1261 chan_descr, existing_min_msat, amount_msat);
1263 self.update_history_buckets(0, duration_since_epoch);
1266 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1267 fn successful<Log: Deref>(&mut self,
1268 amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log
1269 ) where Log::Target: Logger {
1270 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1271 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1272 self.set_max_liquidity_msat(max_liquidity_msat, duration_since_epoch);
1273 self.update_history_buckets(amount_msat, duration_since_epoch);
1276 /// Updates the history buckets for this channel. Because the history buckets track what we now
1277 /// know about the channel's state *prior to our payment* (i.e. what we assume is "steady
1278 /// state"), we allow the caller to set an offset applied to our liquidity bounds which
1279 /// represents the amount of the successful payment we just made.
1280 fn update_history_buckets(&mut self, bucket_offset_msat: u64, duration_since_epoch: Duration) {
1281 self.liquidity_history.min_liquidity_offset_history.track_datapoint(
1282 *self.min_liquidity_offset_msat + bucket_offset_msat, self.capacity_msat
1284 self.liquidity_history.max_liquidity_offset_history.track_datapoint(
1285 self.max_liquidity_offset_msat.saturating_sub(bucket_offset_msat), self.capacity_msat
1287 *self.offset_history_last_updated = duration_since_epoch;
1290 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1291 fn set_min_liquidity_msat(&mut self, amount_msat: u64, duration_since_epoch: Duration) {
1292 *self.min_liquidity_offset_msat = amount_msat;
1293 if amount_msat > self.max_liquidity_msat() {
1294 *self.max_liquidity_offset_msat = 0;
1296 *self.last_updated = duration_since_epoch;
1299 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1300 fn set_max_liquidity_msat(&mut self, amount_msat: u64, duration_since_epoch: Duration) {
1301 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1302 if amount_msat < *self.min_liquidity_offset_msat {
1303 *self.min_liquidity_offset_msat = 0;
1305 *self.last_updated = duration_since_epoch;
1309 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> ScoreLookUp for ProbabilisticScorer<G, L> where L::Target: Logger {
1310 type ScoreParams = ProbabilisticScoringFeeParameters;
1311 fn channel_penalty_msat(
1312 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1314 let (scid, target) = match candidate {
1315 CandidateRouteHop::PublicHop { info, short_channel_id } => {
1316 (short_channel_id, info.target())
1320 let source = candidate.source();
1321 if let Some(penalty) = score_params.manual_node_penalties.get(&target) {
1325 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1326 score_params.base_penalty_amount_multiplier_msat
1327 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1329 let mut anti_probing_penalty_msat = 0;
1330 match usage.effective_capacity {
1331 EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
1332 EffectiveCapacity::HintMaxHTLC { amount_msat } =>
1334 if usage.amount_msat > amount_msat {
1335 return u64::max_value();
1337 return base_penalty_msat;
1340 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1341 if htlc_maximum_msat >= capacity_msat/2 {
1342 anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1348 let amount_msat = usage.amount_msat.saturating_add(usage.inflight_htlc_msat);
1349 let capacity_msat = usage.effective_capacity.as_msat();
1350 self.channel_liquidities
1352 .unwrap_or(&ChannelLiquidity::new(Duration::ZERO))
1353 .as_directed(&source, &target, capacity_msat)
1354 .penalty_msat(amount_msat, score_params)
1355 .saturating_add(anti_probing_penalty_msat)
1356 .saturating_add(base_penalty_msat)
1360 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> ScoreUpdate for ProbabilisticScorer<G, L> where L::Target: Logger {
1361 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
1362 let amount_msat = path.final_value_msat();
1363 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1364 let network_graph = self.network_graph.read_only();
1365 for (hop_idx, hop) in path.hops.iter().enumerate() {
1366 let target = NodeId::from_pubkey(&hop.pubkey);
1367 let channel_directed_from_source = network_graph.channels()
1368 .get(&hop.short_channel_id)
1369 .and_then(|channel| channel.as_directed_to(&target));
1371 let at_failed_channel = hop.short_channel_id == short_channel_id;
1372 if at_failed_channel && hop_idx == 0 {
1373 log_warn!(self.logger, "Payment failed at the first hop - we do not attempt to learn channel info in such cases as we can directly observe local state.\n\tBecause we know the local state, we should generally not see failures here - this may be an indication that your channel peer on channel {} is broken and you may wish to close the channel.", hop.short_channel_id);
1376 // Only score announced channels.
1377 if let Some((channel, source)) = channel_directed_from_source {
1378 let capacity_msat = channel.effective_capacity().as_msat();
1379 if at_failed_channel {
1380 self.channel_liquidities
1381 .entry(hop.short_channel_id)
1382 .or_insert_with(|| ChannelLiquidity::new(duration_since_epoch))
1383 .as_directed_mut(source, &target, capacity_msat)
1384 .failed_at_channel(amount_msat, duration_since_epoch,
1385 format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1387 self.channel_liquidities
1388 .entry(hop.short_channel_id)
1389 .or_insert_with(|| ChannelLiquidity::new(duration_since_epoch))
1390 .as_directed_mut(source, &target, capacity_msat)
1391 .failed_downstream(amount_msat, duration_since_epoch,
1392 format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1395 log_debug!(self.logger, "Not able to penalize channel with SCID {} as we do not have graph info for it (likely a route-hint last-hop).",
1396 hop.short_channel_id);
1398 if at_failed_channel { break; }
1402 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
1403 let amount_msat = path.final_value_msat();
1404 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1405 path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1406 let network_graph = self.network_graph.read_only();
1407 for hop in &path.hops {
1408 let target = NodeId::from_pubkey(&hop.pubkey);
1409 let channel_directed_from_source = network_graph.channels()
1410 .get(&hop.short_channel_id)
1411 .and_then(|channel| channel.as_directed_to(&target));
1413 // Only score announced channels.
1414 if let Some((channel, source)) = channel_directed_from_source {
1415 let capacity_msat = channel.effective_capacity().as_msat();
1416 self.channel_liquidities
1417 .entry(hop.short_channel_id)
1418 .or_insert_with(|| ChannelLiquidity::new(duration_since_epoch))
1419 .as_directed_mut(source, &target, capacity_msat)
1420 .successful(amount_msat, duration_since_epoch,
1421 format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1423 log_debug!(self.logger, "Not able to learn for channel with SCID {} as we do not have graph info for it (likely a route-hint last-hop).",
1424 hop.short_channel_id);
1429 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
1430 self.payment_path_failed(path, short_channel_id, duration_since_epoch)
1433 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
1434 self.payment_path_failed(path, u64::max_value(), duration_since_epoch)
1437 fn decay_liquidity_certainty(&mut self, duration_since_epoch: Duration) {
1438 let decay_params = self.decay_params;
1439 self.channel_liquidities.retain(|_scid, liquidity| {
1440 liquidity.min_liquidity_offset_msat =
1441 liquidity.decayed_offset(liquidity.min_liquidity_offset_msat, duration_since_epoch, decay_params);
1442 liquidity.max_liquidity_offset_msat =
1443 liquidity.decayed_offset(liquidity.max_liquidity_offset_msat, duration_since_epoch, decay_params);
1444 liquidity.last_updated = duration_since_epoch;
1447 duration_since_epoch.saturating_sub(liquidity.offset_history_last_updated);
1448 if elapsed_time > decay_params.historical_no_updates_half_life {
1449 let half_life = decay_params.historical_no_updates_half_life.as_secs_f64();
1450 if half_life != 0.0 {
1451 let divisor = powf64(2048.0, elapsed_time.as_secs_f64() / half_life) as u64;
1452 for bucket in liquidity.liquidity_history.min_liquidity_offset_history.buckets.iter_mut() {
1453 *bucket = ((*bucket as u64) * 1024 / divisor) as u16;
1455 for bucket in liquidity.liquidity_history.max_liquidity_offset_history.buckets.iter_mut() {
1456 *bucket = ((*bucket as u64) * 1024 / divisor) as u16;
1458 liquidity.offset_history_last_updated = duration_since_epoch;
1461 liquidity.min_liquidity_offset_msat != 0 || liquidity.max_liquidity_offset_msat != 0 ||
1462 liquidity.liquidity_history.min_liquidity_offset_history.buckets != [0; 32] ||
1463 liquidity.liquidity_history.max_liquidity_offset_history.buckets != [0; 32]
1469 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> Score for ProbabilisticScorer<G, L>
1470 where L::Target: Logger {}
1472 #[cfg(feature = "std")]
1474 fn powf64(n: f64, exp: f64) -> f64 {
1477 #[cfg(not(feature = "std"))]
1478 fn powf64(n: f64, exp: f64) -> f64 {
1479 libm::powf(n as f32, exp as f32) as f64
1482 mod bucketed_history {
1485 // Because liquidity is often skewed heavily in one direction, we store historical state
1486 // distribution in buckets of different size. For backwards compatibility, buckets of size 1/8th
1487 // must fit evenly into the buckets here.
1489 // The smallest bucket is 2^-14th of the channel, for each of our 32 buckets here we define the
1490 // width of the bucket in 2^14'ths of the channel. This increases exponentially until we reach
1491 // a full 16th of the channel's capacity, which is reapeated a few times for backwards
1492 // compatibility. The four middle buckets represent full octiles of the channel's capacity.
1494 // For a 1 BTC channel, this let's us differentiate between failures in the bottom 6k sats, or
1495 // between the 12,000th sat and 24,000th sat, while only needing to store and operate on 32
1496 // buckets in total.
1498 const BUCKET_START_POS: [u16; 33] = [
1499 0, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 2048, 3072, 4096, 6144, 8192, 10240, 12288,
1500 13312, 14336, 15360, 15872, 16128, 16256, 16320, 16352, 16368, 16376, 16380, 16382, 16383, 16384,
1503 const LEGACY_TO_BUCKET_RANGE: [(u8, u8); 8] = [
1504 (0, 12), (12, 14), (14, 15), (15, 16), (16, 17), (17, 18), (18, 20), (20, 32)
1507 const POSITION_TICKS: u16 = 1 << 14;
1509 fn pos_to_bucket(pos: u16) -> usize {
1510 for bucket in 0..32 {
1511 if pos < BUCKET_START_POS[bucket + 1] {
1515 debug_assert!(false);
1521 fn check_bucket_maps() {
1522 const BUCKET_WIDTH_IN_16384S: [u16; 32] = [
1523 1, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 1024, 1024, 2048, 2048,
1524 2048, 2048, 1024, 1024, 1024, 512, 256, 128, 64, 32, 16, 8, 4, 2, 1, 1];
1526 let mut min_size_iter = 0;
1527 let mut legacy_bucket_iter = 0;
1528 for (bucket, width) in BUCKET_WIDTH_IN_16384S.iter().enumerate() {
1529 assert_eq!(BUCKET_START_POS[bucket], min_size_iter);
1530 for i in 0..*width {
1531 assert_eq!(pos_to_bucket(min_size_iter + i) as usize, bucket);
1533 min_size_iter += *width;
1534 if min_size_iter % (POSITION_TICKS / 8) == 0 {
1535 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter].1 as usize, bucket + 1);
1536 if legacy_bucket_iter + 1 < 8 {
1537 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter + 1].0 as usize, bucket + 1);
1539 legacy_bucket_iter += 1;
1542 assert_eq!(BUCKET_START_POS[32], POSITION_TICKS);
1543 assert_eq!(min_size_iter, POSITION_TICKS);
1547 fn amount_to_pos(amount_msat: u64, capacity_msat: u64) -> u16 {
1548 let pos = if amount_msat < u64::max_value() / (POSITION_TICKS as u64) {
1549 (amount_msat * (POSITION_TICKS as u64) / capacity_msat.saturating_add(1))
1550 .try_into().unwrap_or(POSITION_TICKS)
1552 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1553 // division. This branch should only be hit in fuzz testing since the amount would
1554 // need to be over 2.88 million BTC in practice.
1555 ((amount_msat as u128) * (POSITION_TICKS as u128)
1556 / (capacity_msat as u128).saturating_add(1))
1557 .try_into().unwrap_or(POSITION_TICKS)
1559 // If we are running in a client that doesn't validate gossip, its possible for a channel's
1560 // capacity to change due to a `channel_update` message which, if received while a payment
1561 // is in-flight, could cause this to fail. Thus, we only assert in test.
1563 debug_assert!(pos < POSITION_TICKS);
1567 /// Prior to LDK 0.0.117 we used eight buckets which were split evenly across the either
1568 /// octiles. This was changed to use 32 buckets for accuracy reasons in 0.0.117, however we
1569 /// support reading the legacy values here for backwards compatibility.
1570 pub(super) struct LegacyHistoricalBucketRangeTracker {
1574 impl LegacyHistoricalBucketRangeTracker {
1575 pub(crate) fn into_current(&self) -> HistoricalBucketRangeTracker {
1576 let mut buckets = [0; 32];
1577 for (idx, legacy_bucket) in self.buckets.iter().enumerate() {
1578 let mut new_val = *legacy_bucket;
1579 let (start, end) = LEGACY_TO_BUCKET_RANGE[idx];
1580 new_val /= (end - start) as u16;
1581 for i in start..end {
1582 buckets[i as usize] = new_val;
1585 HistoricalBucketRangeTracker { buckets }
1589 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
1590 /// in each of 32 buckets.
1591 #[derive(Clone, Copy)]
1592 pub(super) struct HistoricalBucketRangeTracker {
1593 pub(super) buckets: [u16; 32],
1596 /// Buckets are stored in fixed point numbers with a 5 bit fractional part. Thus, the value
1597 /// "one" is 32, or this constant.
1598 pub const BUCKET_FIXED_POINT_ONE: u16 = 32;
1600 impl HistoricalBucketRangeTracker {
1601 pub(super) fn new() -> Self { Self { buckets: [0; 32] } }
1602 pub(super) fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
1603 // We have 32 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
1604 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
1606 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
1607 // the buckets for the current min and max liquidity offset positions.
1609 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
1610 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
1611 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
1613 // In total, this allows us to track data for the last 8,000 or so payments across a given
1616 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
1617 // and need to balance having more bits in the decimal part (to ensure decay isn't too
1618 // non-linear) with having too few bits in the mantissa, causing us to not store very many
1621 // The constants were picked experimentally, selecting a decay amount that restricts us
1622 // from overflowing buckets without having to cap them manually.
1624 let pos: u16 = amount_to_pos(liquidity_offset_msat, capacity_msat);
1625 if pos < POSITION_TICKS {
1626 for e in self.buckets.iter_mut() {
1627 *e = ((*e as u32) * 2047 / 2048) as u16;
1629 let bucket = pos_to_bucket(pos);
1630 self.buckets[bucket] = self.buckets[bucket].saturating_add(BUCKET_FIXED_POINT_ONE);
1635 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
1636 impl_writeable_tlv_based!(LegacyHistoricalBucketRangeTracker, { (0, buckets, required) });
1639 #[derive(Clone, Copy)]
1640 pub(super) struct HistoricalLiquidityTracker {
1641 pub(super) min_liquidity_offset_history: HistoricalBucketRangeTracker,
1642 pub(super) max_liquidity_offset_history: HistoricalBucketRangeTracker,
1645 impl HistoricalLiquidityTracker {
1646 pub(super) fn new() -> HistoricalLiquidityTracker {
1647 HistoricalLiquidityTracker {
1648 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1649 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1653 pub(super) fn from_min_max(
1654 min_liquidity_offset_history: HistoricalBucketRangeTracker,
1655 max_liquidity_offset_history: HistoricalBucketRangeTracker,
1656 ) -> HistoricalLiquidityTracker {
1657 HistoricalLiquidityTracker {
1658 min_liquidity_offset_history,
1659 max_liquidity_offset_history,
1663 pub(super) fn as_directed<'a>(&'a self, source_less_than_target: bool)
1664 -> HistoricalMinMaxBuckets<&'a HistoricalBucketRangeTracker> {
1665 let (min_liquidity_offset_history, max_liquidity_offset_history) =
1666 if source_less_than_target {
1667 (&self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
1669 (&self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
1671 HistoricalMinMaxBuckets { min_liquidity_offset_history, max_liquidity_offset_history }
1674 pub(super) fn as_directed_mut<'a>(&'a mut self, source_less_than_target: bool)
1675 -> HistoricalMinMaxBuckets<&'a mut HistoricalBucketRangeTracker> {
1676 let (min_liquidity_offset_history, max_liquidity_offset_history) =
1677 if source_less_than_target {
1678 (&mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
1680 (&mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
1682 HistoricalMinMaxBuckets { min_liquidity_offset_history, max_liquidity_offset_history }
1686 /// A set of buckets representing the history of where we've seen the minimum- and maximum-
1687 /// liquidity bounds for a given channel.
1688 pub(super) struct HistoricalMinMaxBuckets<D: Deref<Target = HistoricalBucketRangeTracker>> {
1689 /// Buckets tracking where and how often we've seen the minimum liquidity bound for a
1691 pub(super) min_liquidity_offset_history: D,
1692 /// Buckets tracking where and how often we've seen the maximum liquidity bound for a
1694 pub(super) max_liquidity_offset_history: D,
1697 impl<D: Deref<Target = HistoricalBucketRangeTracker>> HistoricalMinMaxBuckets<D> {
1699 pub(super) fn calculate_success_probability_times_billion(
1700 &self, params: &ProbabilisticScoringFeeParameters, amount_msat: u64,
1703 // If historical penalties are enabled, we try to calculate a probability of success
1704 // given our historical distribution of min- and max-liquidity bounds in a channel.
1705 // To do so, we walk the set of historical liquidity bucket (min, max) combinations
1706 // (where min_idx < max_idx, as having a minimum above our maximum is an invalid
1707 // state). For each pair, we calculate the probability as if the bucket's corresponding
1708 // min- and max- liquidity bounds were our current liquidity bounds and then multiply
1709 // that probability by the weight of the selected buckets.
1710 let payment_pos = amount_to_pos(amount_msat, capacity_msat);
1711 if payment_pos >= POSITION_TICKS { return None; }
1713 let mut total_valid_points_tracked = 0;
1714 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
1715 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(32 - min_idx) {
1716 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
1720 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme),
1721 // treat it as if we were fully decayed.
1722 const FULLY_DECAYED: u16 = BUCKET_FIXED_POINT_ONE * BUCKET_FIXED_POINT_ONE;
1723 if total_valid_points_tracked < FULLY_DECAYED.into() {
1727 let mut cumulative_success_prob_times_billion = 0;
1728 // Special-case the 0th min bucket - it generally means we failed a payment, so only
1729 // consider the highest (i.e. largest-offset-from-max-capacity) max bucket for all
1730 // points against the 0th min bucket. This avoids the case where we fail to route
1731 // increasingly lower values over a channel, but treat each failure as a separate
1732 // datapoint, many of which may have relatively high maximum-available-liquidity
1733 // values, which will result in us thinking we have some nontrivial probability of
1734 // routing up to that amount.
1735 if self.min_liquidity_offset_history.buckets[0] != 0 {
1736 let mut highest_max_bucket_with_points = 0; // The highest max-bucket with any data
1737 let mut total_max_points = 0; // Total points in max-buckets to consider
1738 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate() {
1739 if *max_bucket >= BUCKET_FIXED_POINT_ONE {
1740 highest_max_bucket_with_points = cmp::max(highest_max_bucket_with_points, max_idx);
1742 total_max_points += *max_bucket as u64;
1744 let max_bucket_end_pos = BUCKET_START_POS[32 - highest_max_bucket_with_points] - 1;
1745 if payment_pos < max_bucket_end_pos {
1746 let (numerator, denominator) = success_probability(payment_pos as u64, 0,
1747 max_bucket_end_pos as u64, POSITION_TICKS as u64 - 1, params, true);
1748 let bucket_prob_times_billion =
1749 (self.min_liquidity_offset_history.buckets[0] as u64) * total_max_points
1750 * 1024 * 1024 * 1024 / total_valid_points_tracked;
1751 cumulative_success_prob_times_billion += bucket_prob_times_billion *
1752 numerator / denominator;
1756 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate().skip(1) {
1757 let min_bucket_start_pos = BUCKET_START_POS[min_idx];
1758 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(32 - min_idx) {
1759 let max_bucket_end_pos = BUCKET_START_POS[32 - max_idx] - 1;
1760 // Note that this multiply can only barely not overflow - two 16 bit ints plus
1761 // 30 bits is 62 bits.
1762 let bucket_prob_times_billion = (*min_bucket as u64) * (*max_bucket as u64)
1763 * 1024 * 1024 * 1024 / total_valid_points_tracked;
1764 if payment_pos >= max_bucket_end_pos {
1765 // Success probability 0, the payment amount may be above the max liquidity
1767 } else if payment_pos < min_bucket_start_pos {
1768 cumulative_success_prob_times_billion += bucket_prob_times_billion;
1770 let (numerator, denominator) = success_probability(payment_pos as u64,
1771 min_bucket_start_pos as u64, max_bucket_end_pos as u64,
1772 POSITION_TICKS as u64 - 1, params, true);
1773 cumulative_success_prob_times_billion += bucket_prob_times_billion *
1774 numerator / denominator;
1779 Some(cumulative_success_prob_times_billion)
1783 use bucketed_history::{LegacyHistoricalBucketRangeTracker, HistoricalBucketRangeTracker, HistoricalMinMaxBuckets, HistoricalLiquidityTracker};
1785 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> Writeable for ProbabilisticScorer<G, L> where L::Target: Logger {
1787 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1788 write_tlv_fields!(w, {
1789 (0, self.channel_liquidities, required),
1795 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref>
1796 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorer<G, L> where L::Target: Logger {
1799 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
1800 ) -> Result<Self, DecodeError> {
1801 let (decay_params, network_graph, logger) = args;
1802 let mut channel_liquidities = HashMap::new();
1803 read_tlv_fields!(r, {
1804 (0, channel_liquidities, required),
1810 channel_liquidities,
1815 impl Writeable for ChannelLiquidity {
1817 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1818 write_tlv_fields!(w, {
1819 (0, self.min_liquidity_offset_msat, required),
1820 // 1 was the min_liquidity_offset_history in octile form
1821 (2, self.max_liquidity_offset_msat, required),
1822 // 3 was the max_liquidity_offset_history in octile form
1823 (4, self.last_updated, required),
1824 (5, self.liquidity_history.min_liquidity_offset_history, required),
1825 (7, self.liquidity_history.max_liquidity_offset_history, required),
1826 (9, self.offset_history_last_updated, required),
1832 impl Readable for ChannelLiquidity {
1834 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
1835 let mut min_liquidity_offset_msat = 0;
1836 let mut max_liquidity_offset_msat = 0;
1837 let mut legacy_min_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
1838 let mut legacy_max_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
1839 let mut min_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
1840 let mut max_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
1841 let mut last_updated = Duration::from_secs(0);
1842 let mut offset_history_last_updated = None;
1843 read_tlv_fields!(r, {
1844 (0, min_liquidity_offset_msat, required),
1845 (1, legacy_min_liq_offset_history, option),
1846 (2, max_liquidity_offset_msat, required),
1847 (3, legacy_max_liq_offset_history, option),
1848 (4, last_updated, required),
1849 (5, min_liquidity_offset_history, option),
1850 (7, max_liquidity_offset_history, option),
1851 (9, offset_history_last_updated, option),
1854 if min_liquidity_offset_history.is_none() {
1855 if let Some(legacy_buckets) = legacy_min_liq_offset_history {
1856 min_liquidity_offset_history = Some(legacy_buckets.into_current());
1858 min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1861 if max_liquidity_offset_history.is_none() {
1862 if let Some(legacy_buckets) = legacy_max_liq_offset_history {
1863 max_liquidity_offset_history = Some(legacy_buckets.into_current());
1865 max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1869 min_liquidity_offset_msat,
1870 max_liquidity_offset_msat,
1871 liquidity_history: HistoricalLiquidityTracker::from_min_max(
1872 min_liquidity_offset_history.unwrap(), max_liquidity_offset_history.unwrap()
1875 offset_history_last_updated: offset_history_last_updated.unwrap_or(last_updated),
1882 use super::{ChannelLiquidity, HistoricalLiquidityTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorer};
1883 use crate::blinded_path::{BlindedHop, BlindedPath};
1884 use crate::util::config::UserConfig;
1886 use crate::ln::channelmanager;
1887 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
1888 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
1889 use crate::routing::router::{BlindedTail, Path, RouteHop, CandidateRouteHop};
1890 use crate::routing::scoring::{ChannelUsage, ScoreLookUp, ScoreUpdate};
1891 use crate::util::ser::{ReadableArgs, Writeable};
1892 use crate::util::test_utils::{self, TestLogger};
1894 use bitcoin::blockdata::constants::ChainHash;
1895 use bitcoin::hashes::Hash;
1896 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
1897 use bitcoin::network::constants::Network;
1898 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
1899 use core::time::Duration;
1902 fn source_privkey() -> SecretKey {
1903 SecretKey::from_slice(&[42; 32]).unwrap()
1906 fn target_privkey() -> SecretKey {
1907 SecretKey::from_slice(&[43; 32]).unwrap()
1910 fn source_pubkey() -> PublicKey {
1911 let secp_ctx = Secp256k1::new();
1912 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1915 fn target_pubkey() -> PublicKey {
1916 let secp_ctx = Secp256k1::new();
1917 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1920 fn source_node_id() -> NodeId {
1921 NodeId::from_pubkey(&source_pubkey())
1924 fn target_node_id() -> NodeId {
1925 NodeId::from_pubkey(&target_pubkey())
1928 // `ProbabilisticScorer` tests
1930 fn sender_privkey() -> SecretKey {
1931 SecretKey::from_slice(&[41; 32]).unwrap()
1934 fn recipient_privkey() -> SecretKey {
1935 SecretKey::from_slice(&[45; 32]).unwrap()
1938 fn sender_pubkey() -> PublicKey {
1939 let secp_ctx = Secp256k1::new();
1940 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1943 fn recipient_pubkey() -> PublicKey {
1944 let secp_ctx = Secp256k1::new();
1945 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1948 fn recipient_node_id() -> NodeId {
1949 NodeId::from_pubkey(&recipient_pubkey())
1952 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
1953 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
1954 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1955 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1961 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
1962 node_2_key: SecretKey
1964 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
1965 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1966 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1967 let secp_ctx = Secp256k1::new();
1968 let unsigned_announcement = UnsignedChannelAnnouncement {
1969 features: channelmanager::provided_channel_features(&UserConfig::default()),
1970 chain_hash: genesis_hash,
1972 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
1973 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
1974 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
1975 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
1976 excess_data: Vec::new(),
1978 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1979 let signed_announcement = ChannelAnnouncement {
1980 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
1981 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
1982 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
1983 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
1984 contents: unsigned_announcement,
1986 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
1987 network_graph.update_channel_from_announcement(
1988 &signed_announcement, &chain_source).unwrap();
1989 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000, 100);
1990 update_channel(network_graph, short_channel_id, node_2_key, 1, 0, 100);
1994 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
1995 flags: u8, htlc_maximum_msat: u64, timestamp: u32,
1997 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
1998 let secp_ctx = Secp256k1::new();
1999 let unsigned_update = UnsignedChannelUpdate {
2000 chain_hash: genesis_hash,
2004 cltv_expiry_delta: 18,
2005 htlc_minimum_msat: 0,
2008 fee_proportional_millionths: 0,
2009 excess_data: Vec::new(),
2011 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
2012 let signed_update = ChannelUpdate {
2013 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
2014 contents: unsigned_update,
2016 network_graph.update_channel(&signed_update).unwrap();
2019 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
2020 let config = UserConfig::default();
2023 node_features: channelmanager::provided_node_features(&config),
2025 channel_features: channelmanager::provided_channel_features(&config),
2027 cltv_expiry_delta: 18,
2028 maybe_announced_channel: true,
2032 fn payment_path_for_amount(amount_msat: u64) -> Path {
2035 path_hop(source_pubkey(), 41, 1),
2036 path_hop(target_pubkey(), 42, 2),
2037 path_hop(recipient_pubkey(), 43, amount_msat),
2038 ], blinded_tail: None,
2043 fn liquidity_bounds_directed_from_lowest_node_id() {
2044 let logger = TestLogger::new();
2045 let last_updated = Duration::ZERO;
2046 let offset_history_last_updated = Duration::ZERO;
2047 let network_graph = network_graph(&logger);
2048 let decay_params = ProbabilisticScoringDecayParameters::default();
2049 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2052 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
2053 last_updated, offset_history_last_updated,
2054 liquidity_history: HistoricalLiquidityTracker::new(),
2058 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
2059 last_updated, offset_history_last_updated,
2060 liquidity_history: HistoricalLiquidityTracker::new(),
2062 let source = source_node_id();
2063 let target = target_node_id();
2064 let recipient = recipient_node_id();
2065 assert!(source > target);
2066 assert!(target < recipient);
2068 // Update minimum liquidity.
2070 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2071 .as_directed(&source, &target, 1_000);
2072 assert_eq!(liquidity.min_liquidity_msat(), 100);
2073 assert_eq!(liquidity.max_liquidity_msat(), 300);
2075 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2076 .as_directed(&target, &source, 1_000);
2077 assert_eq!(liquidity.min_liquidity_msat(), 700);
2078 assert_eq!(liquidity.max_liquidity_msat(), 900);
2080 scorer.channel_liquidities.get_mut(&42).unwrap()
2081 .as_directed_mut(&source, &target, 1_000)
2082 .set_min_liquidity_msat(200, Duration::ZERO);
2084 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2085 .as_directed(&source, &target, 1_000);
2086 assert_eq!(liquidity.min_liquidity_msat(), 200);
2087 assert_eq!(liquidity.max_liquidity_msat(), 300);
2089 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2090 .as_directed(&target, &source, 1_000);
2091 assert_eq!(liquidity.min_liquidity_msat(), 700);
2092 assert_eq!(liquidity.max_liquidity_msat(), 800);
2094 // Update maximum liquidity.
2096 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2097 .as_directed(&target, &recipient, 1_000);
2098 assert_eq!(liquidity.min_liquidity_msat(), 700);
2099 assert_eq!(liquidity.max_liquidity_msat(), 900);
2101 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2102 .as_directed(&recipient, &target, 1_000);
2103 assert_eq!(liquidity.min_liquidity_msat(), 100);
2104 assert_eq!(liquidity.max_liquidity_msat(), 300);
2106 scorer.channel_liquidities.get_mut(&43).unwrap()
2107 .as_directed_mut(&target, &recipient, 1_000)
2108 .set_max_liquidity_msat(200, Duration::ZERO);
2110 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2111 .as_directed(&target, &recipient, 1_000);
2112 assert_eq!(liquidity.min_liquidity_msat(), 0);
2113 assert_eq!(liquidity.max_liquidity_msat(), 200);
2115 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2116 .as_directed(&recipient, &target, 1_000);
2117 assert_eq!(liquidity.min_liquidity_msat(), 800);
2118 assert_eq!(liquidity.max_liquidity_msat(), 1000);
2122 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
2123 let logger = TestLogger::new();
2124 let last_updated = Duration::ZERO;
2125 let offset_history_last_updated = Duration::ZERO;
2126 let network_graph = network_graph(&logger);
2127 let decay_params = ProbabilisticScoringDecayParameters::default();
2128 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2131 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
2132 last_updated, offset_history_last_updated,
2133 liquidity_history: HistoricalLiquidityTracker::new(),
2135 let source = source_node_id();
2136 let target = target_node_id();
2137 assert!(source > target);
2139 // Check initial bounds.
2140 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2141 .as_directed(&source, &target, 1_000);
2142 assert_eq!(liquidity.min_liquidity_msat(), 400);
2143 assert_eq!(liquidity.max_liquidity_msat(), 800);
2145 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2146 .as_directed(&target, &source, 1_000);
2147 assert_eq!(liquidity.min_liquidity_msat(), 200);
2148 assert_eq!(liquidity.max_liquidity_msat(), 600);
2150 // Reset from source to target.
2151 scorer.channel_liquidities.get_mut(&42).unwrap()
2152 .as_directed_mut(&source, &target, 1_000)
2153 .set_min_liquidity_msat(900, Duration::ZERO);
2155 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2156 .as_directed(&source, &target, 1_000);
2157 assert_eq!(liquidity.min_liquidity_msat(), 900);
2158 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2160 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2161 .as_directed(&target, &source, 1_000);
2162 assert_eq!(liquidity.min_liquidity_msat(), 0);
2163 assert_eq!(liquidity.max_liquidity_msat(), 100);
2165 // Reset from target to source.
2166 scorer.channel_liquidities.get_mut(&42).unwrap()
2167 .as_directed_mut(&target, &source, 1_000)
2168 .set_min_liquidity_msat(400, Duration::ZERO);
2170 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2171 .as_directed(&source, &target, 1_000);
2172 assert_eq!(liquidity.min_liquidity_msat(), 0);
2173 assert_eq!(liquidity.max_liquidity_msat(), 600);
2175 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2176 .as_directed(&target, &source, 1_000);
2177 assert_eq!(liquidity.min_liquidity_msat(), 400);
2178 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2182 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2183 let logger = TestLogger::new();
2184 let last_updated = Duration::ZERO;
2185 let offset_history_last_updated = Duration::ZERO;
2186 let network_graph = network_graph(&logger);
2187 let decay_params = ProbabilisticScoringDecayParameters::default();
2188 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2191 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
2192 last_updated, offset_history_last_updated,
2193 liquidity_history: HistoricalLiquidityTracker::new(),
2195 let source = source_node_id();
2196 let target = target_node_id();
2197 assert!(source > target);
2199 // Check initial bounds.
2200 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2201 .as_directed(&source, &target, 1_000);
2202 assert_eq!(liquidity.min_liquidity_msat(), 400);
2203 assert_eq!(liquidity.max_liquidity_msat(), 800);
2205 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2206 .as_directed(&target, &source, 1_000);
2207 assert_eq!(liquidity.min_liquidity_msat(), 200);
2208 assert_eq!(liquidity.max_liquidity_msat(), 600);
2210 // Reset from source to target.
2211 scorer.channel_liquidities.get_mut(&42).unwrap()
2212 .as_directed_mut(&source, &target, 1_000)
2213 .set_max_liquidity_msat(300, Duration::ZERO);
2215 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2216 .as_directed(&source, &target, 1_000);
2217 assert_eq!(liquidity.min_liquidity_msat(), 0);
2218 assert_eq!(liquidity.max_liquidity_msat(), 300);
2220 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2221 .as_directed(&target, &source, 1_000);
2222 assert_eq!(liquidity.min_liquidity_msat(), 700);
2223 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2225 // Reset from target to source.
2226 scorer.channel_liquidities.get_mut(&42).unwrap()
2227 .as_directed_mut(&target, &source, 1_000)
2228 .set_max_liquidity_msat(600, Duration::ZERO);
2230 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2231 .as_directed(&source, &target, 1_000);
2232 assert_eq!(liquidity.min_liquidity_msat(), 400);
2233 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2235 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2236 .as_directed(&target, &source, 1_000);
2237 assert_eq!(liquidity.min_liquidity_msat(), 0);
2238 assert_eq!(liquidity.max_liquidity_msat(), 600);
2242 fn increased_penalty_nearing_liquidity_upper_bound() {
2243 let logger = TestLogger::new();
2244 let network_graph = network_graph(&logger);
2245 let params = ProbabilisticScoringFeeParameters {
2246 liquidity_penalty_multiplier_msat: 1_000,
2247 ..ProbabilisticScoringFeeParameters::zero_penalty()
2249 let decay_params = ProbabilisticScoringDecayParameters::default();
2250 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2251 let source = source_node_id();
2253 let usage = ChannelUsage {
2255 inflight_htlc_msat: 0,
2256 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2258 let network_graph = network_graph.read_only();
2259 let channel = network_graph.channel(42).unwrap();
2260 let (info, _) = channel.as_directed_from(&source).unwrap();
2261 let candidate = CandidateRouteHop::PublicHop {
2263 short_channel_id: 42,
2265 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2266 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2267 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2268 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2269 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 47);
2270 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2271 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2273 let usage = ChannelUsage {
2275 inflight_htlc_msat: 0,
2276 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2278 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
2279 let usage = ChannelUsage { amount_msat: 256, ..usage };
2280 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
2281 let usage = ChannelUsage { amount_msat: 374, ..usage };
2282 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 198);
2283 let usage = ChannelUsage { amount_msat: 512, ..usage };
2284 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2285 let usage = ChannelUsage { amount_msat: 640, ..usage };
2286 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 425);
2287 let usage = ChannelUsage { amount_msat: 768, ..usage };
2288 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2289 let usage = ChannelUsage { amount_msat: 896, ..usage };
2290 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 902);
2294 fn constant_penalty_outside_liquidity_bounds() {
2295 let logger = TestLogger::new();
2296 let last_updated = Duration::ZERO;
2297 let offset_history_last_updated = Duration::ZERO;
2298 let network_graph = network_graph(&logger);
2299 let params = ProbabilisticScoringFeeParameters {
2300 liquidity_penalty_multiplier_msat: 1_000,
2301 considered_impossible_penalty_msat: u64::max_value(),
2302 ..ProbabilisticScoringFeeParameters::zero_penalty()
2304 let decay_params = ProbabilisticScoringDecayParameters {
2305 ..ProbabilisticScoringDecayParameters::zero_penalty()
2307 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2310 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40,
2311 last_updated, offset_history_last_updated,
2312 liquidity_history: HistoricalLiquidityTracker::new(),
2314 let source = source_node_id();
2316 let usage = ChannelUsage {
2318 inflight_htlc_msat: 0,
2319 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2321 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2322 let (info, _) = channel.as_directed_from(&source).unwrap();
2323 let candidate = CandidateRouteHop::PublicHop {
2325 short_channel_id: 42,
2327 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2328 let usage = ChannelUsage { amount_msat: 50, ..usage };
2329 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2330 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2331 let usage = ChannelUsage { amount_msat: 61, ..usage };
2332 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2336 fn does_not_further_penalize_own_channel() {
2337 let logger = TestLogger::new();
2338 let network_graph = network_graph(&logger);
2339 let params = ProbabilisticScoringFeeParameters {
2340 liquidity_penalty_multiplier_msat: 1_000,
2341 ..ProbabilisticScoringFeeParameters::zero_penalty()
2343 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2344 let source = source_node_id();
2345 let usage = ChannelUsage {
2347 inflight_htlc_msat: 0,
2348 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2350 let failed_path = payment_path_for_amount(500);
2351 let successful_path = payment_path_for_amount(200);
2352 let channel = &network_graph.read_only().channel(42).unwrap().to_owned();
2353 let (info, _) = channel.as_directed_from(&source).unwrap();
2354 let candidate = CandidateRouteHop::PublicHop {
2356 short_channel_id: 41,
2359 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2361 scorer.payment_path_failed(&failed_path, 41, Duration::ZERO);
2362 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2364 scorer.payment_path_successful(&successful_path, Duration::ZERO);
2365 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2369 fn sets_liquidity_lower_bound_on_downstream_failure() {
2370 let logger = TestLogger::new();
2371 let network_graph = network_graph(&logger);
2372 let params = ProbabilisticScoringFeeParameters {
2373 liquidity_penalty_multiplier_msat: 1_000,
2374 ..ProbabilisticScoringFeeParameters::zero_penalty()
2376 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2377 let source = source_node_id();
2378 let path = payment_path_for_amount(500);
2380 let usage = ChannelUsage {
2382 inflight_htlc_msat: 0,
2383 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2385 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2386 let (info, _) = channel.as_directed_from(&source).unwrap();
2387 let candidate = CandidateRouteHop::PublicHop {
2389 short_channel_id: 42,
2391 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2392 let usage = ChannelUsage { amount_msat: 500, ..usage };
2393 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2394 let usage = ChannelUsage { amount_msat: 750, ..usage };
2395 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2397 scorer.payment_path_failed(&path, 43, Duration::ZERO);
2399 let usage = ChannelUsage { amount_msat: 250, ..usage };
2400 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2401 let usage = ChannelUsage { amount_msat: 500, ..usage };
2402 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2403 let usage = ChannelUsage { amount_msat: 750, ..usage };
2404 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2408 fn sets_liquidity_upper_bound_on_failure() {
2409 let logger = TestLogger::new();
2410 let network_graph = network_graph(&logger);
2411 let params = ProbabilisticScoringFeeParameters {
2412 liquidity_penalty_multiplier_msat: 1_000,
2413 considered_impossible_penalty_msat: u64::max_value(),
2414 ..ProbabilisticScoringFeeParameters::zero_penalty()
2416 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2417 let source = source_node_id();
2418 let path = payment_path_for_amount(500);
2420 let usage = ChannelUsage {
2422 inflight_htlc_msat: 0,
2423 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2425 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2426 let (info, _) = channel.as_directed_from(&source).unwrap();
2427 let candidate = CandidateRouteHop::PublicHop {
2429 short_channel_id: 42,
2431 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2432 let usage = ChannelUsage { amount_msat: 500, ..usage };
2433 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2434 let usage = ChannelUsage { amount_msat: 750, ..usage };
2435 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2437 scorer.payment_path_failed(&path, 42, Duration::ZERO);
2439 let usage = ChannelUsage { amount_msat: 250, ..usage };
2440 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2441 let usage = ChannelUsage { amount_msat: 500, ..usage };
2442 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2443 let usage = ChannelUsage { amount_msat: 750, ..usage };
2444 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2448 fn ignores_channels_after_removed_failed_channel() {
2449 // Previously, if we'd tried to send over a channel which was removed from the network
2450 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2451 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2452 // channels in the route, even ones which they payment never reached. This tests to ensure
2453 // we do not score such channels.
2454 let secp_ctx = Secp256k1::new();
2455 let logger = TestLogger::new();
2456 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2457 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2458 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2459 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2460 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2461 add_channel(&mut network_graph, 42, secret_a, secret_b);
2462 // Don't add the channel from B -> C.
2463 add_channel(&mut network_graph, 44, secret_c, secret_d);
2465 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2466 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2467 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2468 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2471 path_hop(pub_b, 42, 1),
2472 path_hop(pub_c, 43, 2),
2473 path_hop(pub_d, 44, 100),
2476 let node_a = NodeId::from_pubkey(&pub_a);
2477 let node_b = NodeId::from_pubkey(&pub_b);
2478 let node_c = NodeId::from_pubkey(&pub_c);
2480 let params = ProbabilisticScoringFeeParameters {
2481 liquidity_penalty_multiplier_msat: 1_000,
2482 ..ProbabilisticScoringFeeParameters::zero_penalty()
2484 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2486 let usage = ChannelUsage {
2488 inflight_htlc_msat: 0,
2489 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2491 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2492 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2493 let candidate = CandidateRouteHop::PublicHop {
2495 short_channel_id: 42,
2497 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2498 // Note that a default liquidity bound is used for B -> C as no channel exists
2499 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2500 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2501 let candidate = CandidateRouteHop::PublicHop {
2503 short_channel_id: 43,
2505 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2506 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2507 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2508 let candidate = CandidateRouteHop::PublicHop {
2510 short_channel_id: 44,
2512 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2514 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43, Duration::ZERO);
2516 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2517 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2518 let candidate = CandidateRouteHop::PublicHop {
2520 short_channel_id: 42,
2522 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80);
2523 // Note that a default liquidity bound is used for B -> C as no channel exists
2524 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2525 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2526 let candidate = CandidateRouteHop::PublicHop {
2528 short_channel_id: 43,
2530 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2531 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2532 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2533 let candidate = CandidateRouteHop::PublicHop {
2535 short_channel_id: 44,
2537 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2541 fn reduces_liquidity_upper_bound_along_path_on_success() {
2542 let logger = TestLogger::new();
2543 let network_graph = network_graph(&logger);
2544 let params = ProbabilisticScoringFeeParameters {
2545 liquidity_penalty_multiplier_msat: 1_000,
2546 ..ProbabilisticScoringFeeParameters::zero_penalty()
2548 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2549 let source = source_node_id();
2550 let usage = ChannelUsage {
2552 inflight_htlc_msat: 0,
2553 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2555 let network_graph = network_graph.read_only().channels().clone();
2556 let channel_42 = network_graph.get(&42).unwrap();
2557 let channel_43 = network_graph.get(&43).unwrap();
2558 let (info, _) = channel_42.as_directed_from(&source).unwrap();
2559 let candidate_41 = CandidateRouteHop::PublicHop {
2561 short_channel_id: 41,
2563 let (info, target) = channel_42.as_directed_from(&source).unwrap();
2564 let candidate_42 = CandidateRouteHop::PublicHop {
2566 short_channel_id: 42,
2568 let (info, _) = channel_43.as_directed_from(&target).unwrap();
2569 let candidate_43 = CandidateRouteHop::PublicHop {
2571 short_channel_id: 43,
2573 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2574 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 128);
2575 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 128);
2577 scorer.payment_path_successful(&payment_path_for_amount(500), Duration::ZERO);
2579 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2580 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 300);
2581 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 300);
2585 fn decays_liquidity_bounds_over_time() {
2586 let logger = TestLogger::new();
2587 let network_graph = network_graph(&logger);
2588 let params = ProbabilisticScoringFeeParameters {
2589 liquidity_penalty_multiplier_msat: 1_000,
2590 considered_impossible_penalty_msat: u64::max_value(),
2591 ..ProbabilisticScoringFeeParameters::zero_penalty()
2593 let decay_params = ProbabilisticScoringDecayParameters {
2594 liquidity_offset_half_life: Duration::from_secs(10),
2595 ..ProbabilisticScoringDecayParameters::zero_penalty()
2597 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2598 let source = source_node_id();
2600 let usage = ChannelUsage {
2602 inflight_htlc_msat: 0,
2603 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2605 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2606 let (info, _) = channel.as_directed_from(&source).unwrap();
2607 let candidate = CandidateRouteHop::PublicHop {
2609 short_channel_id: 42,
2611 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2612 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2613 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2615 scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
2616 scorer.payment_path_failed(&payment_path_for_amount(128), 43, Duration::ZERO);
2618 // Initial penalties
2619 let usage = ChannelUsage { amount_msat: 128, ..usage };
2620 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2621 let usage = ChannelUsage { amount_msat: 256, ..usage };
2622 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 93);
2623 let usage = ChannelUsage { amount_msat: 768, ..usage };
2624 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_479);
2625 let usage = ChannelUsage { amount_msat: 896, ..usage };
2626 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2628 // Half decay (i.e., three-quarter life)
2629 scorer.decay_liquidity_certainty(Duration::from_secs(5));
2630 let usage = ChannelUsage { amount_msat: 128, ..usage };
2631 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 22);
2632 let usage = ChannelUsage { amount_msat: 256, ..usage };
2633 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 106);
2634 let usage = ChannelUsage { amount_msat: 768, ..usage };
2635 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 921);
2636 let usage = ChannelUsage { amount_msat: 896, ..usage };
2637 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2639 // One decay (i.e., half life)
2640 scorer.decay_liquidity_certainty(Duration::from_secs(10));
2641 let usage = ChannelUsage { amount_msat: 64, ..usage };
2642 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2643 let usage = ChannelUsage { amount_msat: 128, ..usage };
2644 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 34);
2645 let usage = ChannelUsage { amount_msat: 896, ..usage };
2646 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_970);
2647 let usage = ChannelUsage { amount_msat: 960, ..usage };
2648 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2650 // Fully decay liquidity lower bound.
2651 scorer.decay_liquidity_certainty(Duration::from_secs(10 * 8));
2652 let usage = ChannelUsage { amount_msat: 0, ..usage };
2653 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2654 let usage = ChannelUsage { amount_msat: 1, ..usage };
2655 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2656 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2657 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2658 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2659 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2661 // Fully decay liquidity upper bound.
2662 scorer.decay_liquidity_certainty(Duration::from_secs(10 * 9));
2663 let usage = ChannelUsage { amount_msat: 0, ..usage };
2664 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2665 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2666 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2668 scorer.decay_liquidity_certainty(Duration::from_secs(10 * 10));
2669 let usage = ChannelUsage { amount_msat: 0, ..usage };
2670 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2671 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2672 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2676 fn restricts_liquidity_bounds_after_decay() {
2677 let logger = TestLogger::new();
2678 let network_graph = network_graph(&logger);
2679 let params = ProbabilisticScoringFeeParameters {
2680 liquidity_penalty_multiplier_msat: 1_000,
2681 ..ProbabilisticScoringFeeParameters::zero_penalty()
2683 let decay_params = ProbabilisticScoringDecayParameters {
2684 liquidity_offset_half_life: Duration::from_secs(10),
2685 ..ProbabilisticScoringDecayParameters::default()
2687 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2688 let source = source_node_id();
2689 let usage = ChannelUsage {
2691 inflight_htlc_msat: 0,
2692 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2694 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2695 let (info, _) = channel.as_directed_from(&source).unwrap();
2696 let candidate = CandidateRouteHop::PublicHop {
2698 short_channel_id: 42,
2701 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2703 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2704 scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
2705 scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::ZERO);
2706 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
2708 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2709 scorer.decay_liquidity_certainty(Duration::from_secs(10));
2710 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 291);
2712 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2713 // is closer to the upper bound, meaning a higher penalty.
2714 scorer.payment_path_successful(&payment_path_for_amount(64), Duration::from_secs(10));
2715 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 331);
2717 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2718 // is closer to the lower bound, meaning a lower penalty.
2719 scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::from_secs(10));
2720 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 245);
2722 // Further decaying affects the lower bound more than the upper bound (128, 928).
2723 scorer.decay_liquidity_certainty(Duration::from_secs(20));
2724 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 280);
2728 fn restores_persisted_liquidity_bounds() {
2729 let logger = TestLogger::new();
2730 let network_graph = network_graph(&logger);
2731 let params = ProbabilisticScoringFeeParameters {
2732 liquidity_penalty_multiplier_msat: 1_000,
2733 considered_impossible_penalty_msat: u64::max_value(),
2734 ..ProbabilisticScoringFeeParameters::zero_penalty()
2736 let decay_params = ProbabilisticScoringDecayParameters {
2737 liquidity_offset_half_life: Duration::from_secs(10),
2738 ..ProbabilisticScoringDecayParameters::default()
2740 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2741 let source = source_node_id();
2742 let usage = ChannelUsage {
2744 inflight_htlc_msat: 0,
2745 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2748 scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
2749 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2750 let (info, _) = channel.as_directed_from(&source).unwrap();
2751 let candidate = CandidateRouteHop::PublicHop {
2753 short_channel_id: 42,
2755 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2757 scorer.decay_liquidity_certainty(Duration::from_secs(10));
2758 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
2760 scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
2761 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2763 let mut serialized_scorer = Vec::new();
2764 scorer.write(&mut serialized_scorer).unwrap();
2766 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2767 let deserialized_scorer =
2768 <ProbabilisticScorer<_, _>>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2769 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2772 fn do_decays_persisted_liquidity_bounds(decay_before_reload: bool) {
2773 let logger = TestLogger::new();
2774 let network_graph = network_graph(&logger);
2775 let params = ProbabilisticScoringFeeParameters {
2776 liquidity_penalty_multiplier_msat: 1_000,
2777 considered_impossible_penalty_msat: u64::max_value(),
2778 ..ProbabilisticScoringFeeParameters::zero_penalty()
2780 let decay_params = ProbabilisticScoringDecayParameters {
2781 liquidity_offset_half_life: Duration::from_secs(10),
2782 ..ProbabilisticScoringDecayParameters::zero_penalty()
2784 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2785 let source = source_node_id();
2786 let usage = ChannelUsage {
2788 inflight_htlc_msat: 0,
2789 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2792 scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
2793 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2794 let (info, _) = channel.as_directed_from(&source).unwrap();
2795 let candidate = CandidateRouteHop::PublicHop {
2797 short_channel_id: 42,
2799 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2801 if decay_before_reload {
2802 scorer.decay_liquidity_certainty(Duration::from_secs(10));
2805 let mut serialized_scorer = Vec::new();
2806 scorer.write(&mut serialized_scorer).unwrap();
2808 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2809 let mut deserialized_scorer =
2810 <ProbabilisticScorer<_, _>>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2811 if !decay_before_reload {
2812 scorer.decay_liquidity_certainty(Duration::from_secs(10));
2813 deserialized_scorer.decay_liquidity_certainty(Duration::from_secs(10));
2815 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
2817 scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
2818 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2820 deserialized_scorer.decay_liquidity_certainty(Duration::from_secs(20));
2821 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 370);
2825 fn decays_persisted_liquidity_bounds() {
2826 do_decays_persisted_liquidity_bounds(false);
2827 do_decays_persisted_liquidity_bounds(true);
2831 fn scores_realistic_payments() {
2832 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
2833 // 50k sat reserve).
2834 let logger = TestLogger::new();
2835 let network_graph = network_graph(&logger);
2836 let params = ProbabilisticScoringFeeParameters::default();
2837 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2838 let source = source_node_id();
2840 let usage = ChannelUsage {
2841 amount_msat: 100_000_000,
2842 inflight_htlc_msat: 0,
2843 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
2845 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2846 let (info, _) = channel.as_directed_from(&source).unwrap();
2847 let candidate = CandidateRouteHop::PublicHop {
2849 short_channel_id: 42,
2851 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 11497);
2852 let usage = ChannelUsage {
2853 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2855 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 7408);
2856 let usage = ChannelUsage {
2857 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2859 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 6151);
2860 let usage = ChannelUsage {
2861 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2863 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 5427);
2864 let usage = ChannelUsage {
2865 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2867 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4955);
2868 let usage = ChannelUsage {
2869 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2871 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4736);
2872 let usage = ChannelUsage {
2873 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2875 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
2876 let usage = ChannelUsage {
2877 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
2879 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
2880 let usage = ChannelUsage {
2881 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2883 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
2884 let usage = ChannelUsage {
2885 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2887 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
2888 let usage = ChannelUsage {
2889 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2891 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4044);
2895 fn adds_base_penalty_to_liquidity_penalty() {
2896 let logger = TestLogger::new();
2897 let network_graph = network_graph(&logger);
2898 let source = source_node_id();
2899 let usage = ChannelUsage {
2901 inflight_htlc_msat: 0,
2902 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2905 let params = ProbabilisticScoringFeeParameters {
2906 liquidity_penalty_multiplier_msat: 1_000,
2907 ..ProbabilisticScoringFeeParameters::zero_penalty()
2909 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2910 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2911 let (info, _) = channel.as_directed_from(&source).unwrap();
2912 let candidate = CandidateRouteHop::PublicHop {
2914 short_channel_id: 42,
2916 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
2918 let params = ProbabilisticScoringFeeParameters {
2919 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2920 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2922 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2923 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558);
2925 let params = ProbabilisticScoringFeeParameters {
2926 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2927 base_penalty_amount_multiplier_msat: (1 << 30),
2928 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2931 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2932 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558 + 128);
2936 fn adds_amount_penalty_to_liquidity_penalty() {
2937 let logger = TestLogger::new();
2938 let network_graph = network_graph(&logger);
2939 let source = source_node_id();
2940 let usage = ChannelUsage {
2941 amount_msat: 512_000,
2942 inflight_htlc_msat: 0,
2943 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2946 let params = ProbabilisticScoringFeeParameters {
2947 liquidity_penalty_multiplier_msat: 1_000,
2948 liquidity_penalty_amount_multiplier_msat: 0,
2949 ..ProbabilisticScoringFeeParameters::zero_penalty()
2951 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2952 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2953 let (info, _) = channel.as_directed_from(&source).unwrap();
2954 let candidate = CandidateRouteHop::PublicHop {
2956 short_channel_id: 42,
2958 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2960 let params = ProbabilisticScoringFeeParameters {
2961 liquidity_penalty_multiplier_msat: 1_000,
2962 liquidity_penalty_amount_multiplier_msat: 256,
2963 ..ProbabilisticScoringFeeParameters::zero_penalty()
2965 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2966 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 337);
2970 fn calculates_log10_without_overflowing_u64_max_value() {
2971 let logger = TestLogger::new();
2972 let network_graph = network_graph(&logger);
2973 let source = source_node_id();
2974 let usage = ChannelUsage {
2975 amount_msat: u64::max_value(),
2976 inflight_htlc_msat: 0,
2977 effective_capacity: EffectiveCapacity::Infinite,
2979 let params = ProbabilisticScoringFeeParameters {
2980 liquidity_penalty_multiplier_msat: 40_000,
2981 ..ProbabilisticScoringFeeParameters::zero_penalty()
2983 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
2984 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2985 let (info, _) = channel.as_directed_from(&source).unwrap();
2986 let candidate = CandidateRouteHop::PublicHop {
2988 short_channel_id: 42,
2990 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2991 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80_000);
2995 fn accounts_for_inflight_htlc_usage() {
2996 let logger = TestLogger::new();
2997 let network_graph = network_graph(&logger);
2998 let params = ProbabilisticScoringFeeParameters {
2999 considered_impossible_penalty_msat: u64::max_value(),
3000 ..ProbabilisticScoringFeeParameters::zero_penalty()
3002 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3003 let source = source_node_id();
3005 let usage = ChannelUsage {
3007 inflight_htlc_msat: 0,
3008 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3010 let network_graph = network_graph.read_only();
3011 let channel = network_graph.channel(42).unwrap();
3012 let (info, _) = channel.as_directed_from(&source).unwrap();
3013 let candidate = CandidateRouteHop::PublicHop {
3015 short_channel_id: 42,
3017 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3019 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
3020 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3024 fn removes_uncertainity_when_exact_liquidity_known() {
3025 let logger = TestLogger::new();
3026 let network_graph = network_graph(&logger);
3027 let params = ProbabilisticScoringFeeParameters::default();
3028 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3029 let source = source_node_id();
3031 let base_penalty_msat = params.base_penalty_msat;
3032 let usage = ChannelUsage {
3034 inflight_htlc_msat: 0,
3035 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
3037 let network_graph = network_graph.read_only();
3038 let channel = network_graph.channel(42).unwrap();
3039 let (info, _) = channel.as_directed_from(&source).unwrap();
3040 let candidate = CandidateRouteHop::PublicHop {
3042 short_channel_id: 42,
3044 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3046 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
3047 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3049 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
3050 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3054 fn remembers_historical_failures() {
3055 let logger = TestLogger::new();
3056 let network_graph = network_graph(&logger);
3057 let params = ProbabilisticScoringFeeParameters {
3058 historical_liquidity_penalty_multiplier_msat: 1024,
3059 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3060 ..ProbabilisticScoringFeeParameters::zero_penalty()
3062 let decay_params = ProbabilisticScoringDecayParameters {
3063 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3064 historical_no_updates_half_life: Duration::from_secs(10),
3066 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3067 let source = source_node_id();
3068 let target = target_node_id();
3070 let usage = ChannelUsage {
3072 inflight_htlc_msat: 0,
3073 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3075 let usage_1 = ChannelUsage {
3077 inflight_htlc_msat: 0,
3078 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3082 let network_graph = network_graph.read_only();
3083 let channel = network_graph.channel(42).unwrap();
3084 let (info, _) = channel.as_directed_from(&source).unwrap();
3085 let candidate = CandidateRouteHop::PublicHop {
3087 short_channel_id: 42,
3090 // With no historical data the normal liquidity penalty calculation is used.
3091 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3093 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3095 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3098 scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::ZERO);
3100 let network_graph = network_graph.read_only();
3101 let channel = network_graph.channel(42).unwrap();
3102 let (info, _) = channel.as_directed_from(&source).unwrap();
3103 let candidate = CandidateRouteHop::PublicHop {
3105 short_channel_id: 42,
3108 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3109 assert_eq!(scorer.channel_penalty_msat(&candidate, usage_1, ¶ms), 249);
3111 // The "it failed" increment is 32, where the probability should lie several buckets into
3112 // the first octile.
3113 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3114 Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3115 [0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3116 assert!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms)
3118 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms),
3121 // Even after we tell the scorer we definitely have enough available liquidity, it will
3122 // still remember that there was some failure in the past, and assign a non-0 penalty.
3123 scorer.payment_path_failed(&payment_path_for_amount(1000), 43, Duration::ZERO);
3125 let network_graph = network_graph.read_only();
3126 let channel = network_graph.channel(42).unwrap();
3127 let (info, _) = channel.as_directed_from(&source).unwrap();
3128 let candidate = CandidateRouteHop::PublicHop {
3130 short_channel_id: 42,
3133 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 105);
3135 // The first points should be decayed just slightly and the last bucket has a new point.
3136 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3137 Some(([31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0],
3138 [0, 0, 0, 0, 0, 0, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32])));
3140 // The exact success probability is a bit complicated and involves integer rounding, so we
3141 // simply check bounds here.
3142 let five_hundred_prob =
3143 scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms).unwrap();
3144 assert!(five_hundred_prob > 0.59);
3145 assert!(five_hundred_prob < 0.60);
3147 scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms).unwrap();
3148 assert!(one_prob < 0.85);
3149 assert!(one_prob > 0.84);
3151 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
3152 // gone), and check that we're back to where we started.
3153 scorer.decay_liquidity_certainty(Duration::from_secs(10 * 16));
3155 let network_graph = network_graph.read_only();
3156 let channel = network_graph.channel(42).unwrap();
3157 let (info, _) = channel.as_directed_from(&source).unwrap();
3158 let candidate = CandidateRouteHop::PublicHop {
3160 short_channel_id: 42,
3163 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3165 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
3166 // data entirely instead.
3167 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3168 Some(([0; 32], [0; 32])));
3169 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms), None);
3171 let mut usage = ChannelUsage {
3173 inflight_htlc_msat: 1024,
3174 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3176 scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::from_secs(10 * 16));
3178 let network_graph = network_graph.read_only();
3179 let channel = network_graph.channel(42).unwrap();
3180 let (info, _) = channel.as_directed_from(&source).unwrap();
3181 let candidate = CandidateRouteHop::PublicHop {
3183 short_channel_id: 42,
3186 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2050);
3188 let usage = ChannelUsage {
3190 inflight_htlc_msat: 0,
3191 effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
3193 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3196 // Advance to decay all liquidity offsets to zero.
3197 scorer.decay_liquidity_certainty(Duration::from_secs(10 * (16 + 60 * 60)));
3199 // Once even the bounds have decayed information about the channel should be removed
3201 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3204 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
3205 // ensure that the effective capacity is zero to test division-by-zero edge cases.
3207 path_hop(target_pubkey(), 43, 2),
3208 path_hop(source_pubkey(), 42, 1),
3209 path_hop(sender_pubkey(), 41, 0),
3211 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42, Duration::from_secs(10 * (16 + 60 * 60)));
3215 fn adds_anti_probing_penalty() {
3216 let logger = TestLogger::new();
3217 let network_graph = network_graph(&logger);
3218 let source = source_node_id();
3219 let params = ProbabilisticScoringFeeParameters {
3220 anti_probing_penalty_msat: 500,
3221 ..ProbabilisticScoringFeeParameters::zero_penalty()
3223 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3225 // Check we receive no penalty for a low htlc_maximum_msat.
3226 let usage = ChannelUsage {
3227 amount_msat: 512_000,
3228 inflight_htlc_msat: 0,
3229 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3231 let network_graph = network_graph.read_only();
3232 let channel = network_graph.channel(42).unwrap();
3233 let (info, _) = channel.as_directed_from(&source).unwrap();
3234 let candidate = CandidateRouteHop::PublicHop {
3236 short_channel_id: 42,
3238 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3240 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
3241 let usage = ChannelUsage {
3242 amount_msat: 512_000,
3243 inflight_htlc_msat: 0,
3244 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
3246 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3248 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
3249 let usage = ChannelUsage {
3250 amount_msat: 512_000,
3251 inflight_htlc_msat: 0,
3252 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
3254 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3256 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
3257 let usage = ChannelUsage {
3258 amount_msat: 512_000,
3259 inflight_htlc_msat: 0,
3260 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
3262 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3266 fn scores_with_blinded_path() {
3267 // Make sure we'll account for a blinded path's final_value_msat in scoring
3268 let logger = TestLogger::new();
3269 let network_graph = network_graph(&logger);
3270 let params = ProbabilisticScoringFeeParameters {
3271 liquidity_penalty_multiplier_msat: 1_000,
3272 ..ProbabilisticScoringFeeParameters::zero_penalty()
3274 let decay_params = ProbabilisticScoringDecayParameters::default();
3275 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3276 let source = source_node_id();
3277 let usage = ChannelUsage {
3279 inflight_htlc_msat: 0,
3280 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3282 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3283 let (info, target) = channel.as_directed_from(&source).unwrap();
3284 let candidate = CandidateRouteHop::PublicHop {
3286 short_channel_id: 42,
3288 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3290 let mut path = payment_path_for_amount(768);
3291 let recipient_hop = path.hops.pop().unwrap();
3292 let blinded_path = BlindedPath {
3293 introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
3294 blinding_point: test_utils::pubkey(42),
3296 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
3299 path.blinded_tail = Some(BlindedTail {
3300 hops: blinded_path.blinded_hops,
3301 blinding_point: blinded_path.blinding_point,
3302 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
3303 final_value_msat: recipient_hop.fee_msat,
3306 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
3307 // final value is taken into account.
3308 assert!(scorer.channel_liquidities.get(&42).is_none());
3310 scorer.payment_path_failed(&path, 42, Duration::ZERO);
3311 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
3312 scorer.payment_path_failed(&path, 43, Duration::ZERO);
3314 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
3315 .as_directed(&source, &target, 1_000);
3316 assert_eq!(liquidity.min_liquidity_msat(), 256);
3317 assert_eq!(liquidity.max_liquidity_msat(), 768);
3321 fn realistic_historical_failures() {
3322 // The motivation for the unequal sized buckets came largely from attempting to pay 10k
3323 // sats over a one bitcoin channel. This tests that case explicitly, ensuring that we score
3325 let logger = TestLogger::new();
3326 let mut network_graph = network_graph(&logger);
3327 let params = ProbabilisticScoringFeeParameters {
3328 historical_liquidity_penalty_multiplier_msat: 1024,
3329 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3330 ..ProbabilisticScoringFeeParameters::zero_penalty()
3332 let decay_params = ProbabilisticScoringDecayParameters {
3333 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3334 historical_no_updates_half_life: Duration::from_secs(10),
3335 ..ProbabilisticScoringDecayParameters::default()
3338 let capacity_msat = 100_000_000_000;
3339 update_channel(&mut network_graph, 42, source_privkey(), 0, capacity_msat, 200);
3340 update_channel(&mut network_graph, 42, target_privkey(), 1, capacity_msat, 200);
3342 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3343 let source = source_node_id();
3345 let mut amount_msat = 10_000_000;
3346 let usage = ChannelUsage {
3348 inflight_htlc_msat: 0,
3349 effective_capacity: EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: capacity_msat },
3351 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3352 let (info, target) = channel.as_directed_from(&source).unwrap();
3353 let candidate = CandidateRouteHop::PublicHop {
3355 short_channel_id: 42,
3357 // With no historical data the normal liquidity penalty calculation is used, which results
3358 // in a success probability of ~75%.
3359 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1269);
3360 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3362 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3365 // Fail to pay once, and then check the buckets and penalty.
3366 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
3367 // The penalty should be the maximum penalty, as the payment we're scoring is now in the
3368 // same bucket which is the only maximum datapoint.
3369 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms),
3370 2048 + 2048 * amount_msat / super::AMOUNT_PENALTY_DIVISOR);
3371 // The "it failed" increment is 32, which we should apply to the first upper-bound (between
3372 // 6k sats and 12k sats).
3373 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3374 Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3375 [0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3376 // The success probability estimate itself should be zero.
3377 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3380 // Now test again with the amount in the bottom bucket.
3382 // The new amount is entirely within the only minimum bucket with score, so the probability
3383 // we assign is 1/2.
3384 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3387 // ...but once we see a failure, we consider the payment to be substantially less likely,
3388 // even though not a probability of zero as we still look at the second max bucket which
3390 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
3391 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3392 Some(([63, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3393 [32, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3394 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3402 use criterion::Criterion;
3403 use crate::routing::router::{bench_utils, RouteHop};
3404 use crate::util::test_utils::TestLogger;
3405 use crate::ln::features::{ChannelFeatures, NodeFeatures};
3407 pub fn decay_100k_channel_bounds(bench: &mut Criterion) {
3408 let logger = TestLogger::new();
3409 let (network_graph, mut scorer) = bench_utils::read_graph_scorer(&logger).unwrap();
3410 let mut cur_time = Duration::ZERO;
3411 cur_time += Duration::from_millis(1);
3412 scorer.decay_liquidity_certainty(cur_time);
3413 bench.bench_function("decay_100k_channel_bounds", |b| b.iter(|| {
3414 cur_time += Duration::from_millis(1);
3415 scorer.decay_liquidity_certainty(cur_time);