_ Git - rust-lightning/blob - lightning/src/routing/scoring.rs

   1 // This file is Copyright its original authors, visible in version control
   2 // history.
   3 //
   4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
   5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
   6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
   7 // You may not use this file except in accordance with one or both of these
   8 // licenses.
   9
  10 //! Utilities for scoring payment channels.
  11 //!
  12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
  13 //! finding when a custom [`Score`] implementation is not needed.
  14 //!
  15 //! # Example
  16 //!
  17 //! ```
  18 //! # extern crate secp256k1;
  19 //! #
  20 //! # use lightning::routing::network_graph::NetworkGraph;
  21 //! # use lightning::routing::router::{RouteParameters, find_route};
  22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringParameters, Scorer, ScoringParameters};
  23 //! # use lightning::util::logger::{Logger, Record};
  24 //! # use secp256k1::key::PublicKey;
  25 //! #
  26 //! # struct FakeLogger {};
  27 //! # impl Logger for FakeLogger {
  28 //! #     fn log(&self, record: &Record) { unimplemented!() }
  29 //! # }
  30 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph) {
  31 //! # let logger = FakeLogger {};
  32 //! #
  33 //! // Use the default channel penalties.
  34 //! let params = ProbabilisticScoringParameters::default();
  35 //! let scorer = ProbabilisticScorer::new(params, &network_graph);
  36 //!
  37 //! // Or use custom channel penalties.
  38 //! let params = ProbabilisticScoringParameters {
  39 //!     liquidity_penalty_multiplier_msat: 2 * 1000,
  40 //!     ..ProbabilisticScoringParameters::default()
  41 //! };
  42 //! let scorer = ProbabilisticScorer::new(params, &network_graph);
  43 //!
  44 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer);
  45 //! # }
  46 //! ```
  47 //!
  48 //! # Note
  49 //!
  50 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
  51 //! different types and thus is undefined.
  52 //!
  53 //! [`find_route`]: crate::routing::router::find_route
  54
  55 use ln::msgs::DecodeError;
  56 use routing::network_graph::{NetworkGraph, NodeId};
  57 use routing::router::RouteHop;
  58 use util::ser::{Readable, ReadableArgs, Writeable, Writer};
  59
  60 use prelude::*;
  61 use core::cell::{RefCell, RefMut};
  62 use core::ops::{Deref, DerefMut};
  63 use core::time::Duration;
  64 use io::{self, Read};
  65 use sync::{Mutex, MutexGuard};
  66
  67 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
  68 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
  69 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
  70 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
  71 ///
  72 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
  73 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
  74 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
  75 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
  76 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
  77 /// do here by defining `Score` differently for `cfg(c_bindings)`.
  78 macro_rules! define_score { ($($supertrait: path)*) => {
  79 /// An interface used to score payment channels for path finding.
  80 ///
  81 ///     Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
  82 pub trait Score $(: $supertrait)* {
  83         /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
  84         /// given channel in the direction from `source` to `target`.
  85         ///
  86         /// The channel's capacity (less any other MPP parts that are also being considered for use in
  87         /// the same payment) is given by `capacity_msat`. It may be determined from various sources
  88         /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
  89         /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
  90         /// Thus, implementations should be overflow-safe.
  91         fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64;
  92
  93         /// Handles updating channel penalties after failing to route through a channel.
  94         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64);
  95
  96         /// Handles updating channel penalties after successfully routing along a path.
  97         fn payment_path_successful(&mut self, path: &[&RouteHop]);
  98 }
  99
 100 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
 101         fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64 {
 102                 self.deref().channel_penalty_msat(short_channel_id, send_amt_msat, capacity_msat, source, target)
 103         }
 104
 105         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
 106                 self.deref_mut().payment_path_failed(path, short_channel_id)
 107         }
 108
 109         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
 110                 self.deref_mut().payment_path_successful(path)
 111         }
 112 }
 113 } }
 114
 115 #[cfg(c_bindings)]
 116 define_score!(Writeable);
 117 #[cfg(not(c_bindings))]
 118 define_score!();
 119
 120 /// A scorer that is accessed under a lock.
 121 ///
 122 /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
 123 /// having shared ownership of a scorer but without requiring internal locking in [`Score`]
 124 /// implementations. Internal locking would be detrimental to route finding performance and could
 125 /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
 126 ///
 127 /// [`find_route`]: crate::routing::router::find_route
 128 pub trait LockableScore<'a> {
 129         /// The locked [`Score`] type.
 130         type Locked: 'a + Score;
 131
 132         /// Returns the locked scorer.
 133         fn lock(&'a self) -> Self::Locked;
 134 }
 135
 136 /// (C-not exported)
 137 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
 138         type Locked = MutexGuard<'a, T>;
 139
 140         fn lock(&'a self) -> MutexGuard<'a, T> {
 141                 Mutex::lock(self).unwrap()
 142         }
 143 }
 144
 145 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
 146         type Locked = RefMut<'a, T>;
 147
 148         fn lock(&'a self) -> RefMut<'a, T> {
 149                 self.borrow_mut()
 150         }
 151 }
 152
 153 #[cfg(c_bindings)]
 154 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
 155 pub struct MultiThreadedLockableScore<S: Score> {
 156         score: Mutex<S>,
 157 }
 158 #[cfg(c_bindings)]
 159 /// (C-not exported)
 160 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
 161         type Locked = MutexGuard<'a, T>;
 162
 163         fn lock(&'a self) -> MutexGuard<'a, T> {
 164                 Mutex::lock(&self.score).unwrap()
 165         }
 166 }
 167
 168 #[cfg(c_bindings)]
 169 impl<T: Score> MultiThreadedLockableScore<T> {
 170         /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
 171         pub fn new(score: T) -> Self {
 172                 MultiThreadedLockableScore { score: Mutex::new(score) }
 173         }
 174 }
 175
 176 #[cfg(c_bindings)]
 177 /// (C-not exported)
 178 impl<'a, T: Writeable> Writeable for RefMut<'a, T> {
 179         fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
 180                 T::write(&**self, writer)
 181         }
 182 }
 183
 184 #[cfg(c_bindings)]
 185 /// (C-not exported)
 186 impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
 187         fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
 188                 S::write(&**self, writer)
 189         }
 190 }
 191
 192 /// [`Score`] implementation that uses a fixed penalty.
 193 pub struct FixedPenaltyScorer {
 194         penalty_msat: u64,
 195 }
 196
 197 impl_writeable_tlv_based!(FixedPenaltyScorer, {
 198         (0, penalty_msat, required),
 199 });
 200
 201 impl FixedPenaltyScorer {
 202         /// Creates a new scorer using `penalty_msat`.
 203         pub fn with_penalty(penalty_msat: u64) -> Self {
 204                 Self { penalty_msat }
 205         }
 206 }
 207
 208 impl Score for FixedPenaltyScorer {
 209         fn channel_penalty_msat(&self, _: u64, _: u64, _: u64, _: &NodeId, _: &NodeId) -> u64 {
 210                 self.penalty_msat
 211         }
 212
 213         fn payment_path_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {}
 214
 215         fn payment_path_successful(&mut self, _path: &[&RouteHop]) {}
 216 }
 217
 218 #[cfg(not(feature = "no-std"))]
 219 /// [`Score`] implementation that provides reasonable default behavior.
 220 ///
 221 /// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
 222 /// slightly higher fees are available. Will further penalize channels that fail to relay payments.
 223 ///
 224 /// See [module-level documentation] for usage and [`ScoringParameters`] for customization.
 225 ///
 226 /// # Note
 227 ///
 228 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
 229 /// behavior.
 230 ///
 231 /// [module-level documentation]: crate::routing::scoring
 232 #[deprecated(
 233         since = "0.0.105",
 234         note = "ProbabilisticScorer should be used instead of Scorer.",
 235 )]
 236 pub type Scorer = ScorerUsingTime::<std::time::Instant>;
 237 #[cfg(feature = "no-std")]
 238 /// [`Score`] implementation that provides reasonable default behavior.
 239 ///
 240 /// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
 241 /// slightly higher fees are available. Will further penalize channels that fail to relay payments.
 242 ///
 243 /// See [module-level documentation] for usage and [`ScoringParameters`] for customization.
 244 ///
 245 /// # Note
 246 ///
 247 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
 248 /// behavior.
 249 ///
 250 /// [module-level documentation]: crate::routing::scoring
 251 pub type Scorer = ScorerUsingTime::<time::Eternity>;
 252
 253 // Note that ideally we'd hide ScorerUsingTime from public view by sealing it as well, but rustdoc
 254 // doesn't handle this well - instead exposing a `Scorer` which has no trait implementation(s) or
 255 // methods at all.
 256
 257 /// [`Score`] implementation.
 258 ///
 259 /// (C-not exported) generally all users should use the [`Scorer`] type alias.
 260 pub struct ScorerUsingTime<T: Time> {
 261         params: ScoringParameters,
 262         // TODO: Remove entries of closed channels.
 263         channel_failures: HashMap<u64, ChannelFailure<T>>,
 264 }
 265
 266 /// Parameters for configuring [`Scorer`].
 267 pub struct ScoringParameters {
 268         /// A fixed penalty in msats to apply to each channel.
 269         ///
 270         /// Default value: 500 msat
 271         pub base_penalty_msat: u64,
 272
 273         /// A penalty in msats to apply to a channel upon failing to relay a payment.
 274         ///
 275         /// This accumulates for each failure but may be reduced over time based on
 276         /// [`failure_penalty_half_life`] or when successfully routing through a channel.
 277         ///
 278         /// Default value: 1,024,000 msat
 279         ///
 280         /// [`failure_penalty_half_life`]: Self::failure_penalty_half_life
 281         pub failure_penalty_msat: u64,
 282
 283         /// When the amount being sent over a channel is this many 1024ths of the total channel
 284         /// capacity, we begin applying [`overuse_penalty_msat_per_1024th`].
 285         ///
 286         /// Default value: 128 1024ths (i.e. begin penalizing when an HTLC uses 1/8th of a channel)
 287         ///
 288         /// [`overuse_penalty_msat_per_1024th`]: Self::overuse_penalty_msat_per_1024th
 289         pub overuse_penalty_start_1024th: u16,
 290
 291         /// A penalty applied, per whole 1024ths of the channel capacity which the amount being sent
 292         /// over the channel exceeds [`overuse_penalty_start_1024th`] by.
 293         ///
 294         /// Default value: 20 msat (i.e. 2560 msat penalty to use 1/4th of a channel, 7680 msat penalty
 295         ///                to use half a channel, and 12,560 msat penalty to use 3/4ths of a channel)
 296         ///
 297         /// [`overuse_penalty_start_1024th`]: Self::overuse_penalty_start_1024th
 298         pub overuse_penalty_msat_per_1024th: u64,
 299
 300         /// The time required to elapse before any accumulated [`failure_penalty_msat`] penalties are
 301         /// cut in half.
 302         ///
 303         /// Successfully routing through a channel will immediately cut the penalty in half as well.
 304         ///
 305         /// Default value: 1 hour
 306         ///
 307         /// # Note
 308         ///
 309         /// When built with the `no-std` feature, time will never elapse. Therefore, this penalty will
 310         /// never decay.
 311         ///
 312         /// [`failure_penalty_msat`]: Self::failure_penalty_msat
 313         pub failure_penalty_half_life: Duration,
 314 }
 315
 316 impl_writeable_tlv_based!(ScoringParameters, {
 317         (0, base_penalty_msat, required),
 318         (1, overuse_penalty_start_1024th, (default_value, 128)),
 319         (2, failure_penalty_msat, required),
 320         (3, overuse_penalty_msat_per_1024th, (default_value, 20)),
 321         (4, failure_penalty_half_life, required),
 322 });
 323
 324 /// Accounting for penalties against a channel for failing to relay any payments.
 325 ///
 326 /// Penalties decay over time, though accumulate as more failures occur.
 327 struct ChannelFailure<T: Time> {
 328         /// Accumulated penalty in msats for the channel as of `last_updated`.
 329         undecayed_penalty_msat: u64,
 330
 331         /// Last time the channel either failed to route or successfully routed a payment. Used to decay
 332         /// `undecayed_penalty_msat`.
 333         last_updated: T,
 334 }
 335
 336 impl<T: Time> ScorerUsingTime<T> {
 337         /// Creates a new scorer using the given scoring parameters.
 338         pub fn new(params: ScoringParameters) -> Self {
 339                 Self {
 340                         params,
 341                         channel_failures: HashMap::new(),
 342                 }
 343         }
 344 }
 345
 346 impl<T: Time> ChannelFailure<T> {
 347         fn new(failure_penalty_msat: u64) -> Self {
 348                 Self {
 349                         undecayed_penalty_msat: failure_penalty_msat,
 350                         last_updated: T::now(),
 351                 }
 352         }
 353
 354         fn add_penalty(&mut self, failure_penalty_msat: u64, half_life: Duration) {
 355                 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) + failure_penalty_msat;
 356                 self.last_updated = T::now();
 357         }
 358
 359         fn reduce_penalty(&mut self, half_life: Duration) {
 360                 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) >> 1;
 361                 self.last_updated = T::now();
 362         }
 363
 364         fn decayed_penalty_msat(&self, half_life: Duration) -> u64 {
 365                 self.last_updated.elapsed().as_secs()
 366                         .checked_div(half_life.as_secs())
 367                         .and_then(|decays| self.undecayed_penalty_msat.checked_shr(decays as u32))
 368                         .unwrap_or(0)
 369         }
 370 }
 371
 372 impl<T: Time> Default for ScorerUsingTime<T> {
 373         fn default() -> Self {
 374                 Self::new(ScoringParameters::default())
 375         }
 376 }
 377
 378 impl Default for ScoringParameters {
 379         fn default() -> Self {
 380                 Self {
 381                         base_penalty_msat: 500,
 382                         failure_penalty_msat: 1024 * 1000,
 383                         failure_penalty_half_life: Duration::from_secs(3600),
 384                         overuse_penalty_start_1024th: 1024 / 8,
 385                         overuse_penalty_msat_per_1024th: 20,
 386                 }
 387         }
 388 }
 389
 390 impl<T: Time> Score for ScorerUsingTime<T> {
 391         fn channel_penalty_msat(
 392                 &self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, _source: &NodeId, _target: &NodeId
 393         ) -> u64 {
 394                 let failure_penalty_msat = self.channel_failures
 395                         .get(&short_channel_id)
 396                         .map_or(0, |value| value.decayed_penalty_msat(self.params.failure_penalty_half_life));
 397
 398                 let mut penalty_msat = self.params.base_penalty_msat + failure_penalty_msat;
 399                 let send_1024ths = send_amt_msat.checked_mul(1024).unwrap_or(u64::max_value()) / capacity_msat;
 400                 if send_1024ths > self.params.overuse_penalty_start_1024th as u64 {
 401                         penalty_msat = penalty_msat.checked_add(
 402                                         (send_1024ths - self.params.overuse_penalty_start_1024th as u64)
 403                                         .checked_mul(self.params.overuse_penalty_msat_per_1024th).unwrap_or(u64::max_value()))
 404                                 .unwrap_or(u64::max_value());
 405                 }
 406
 407                 penalty_msat
 408         }
 409
 410         fn payment_path_failed(&mut self, _path: &[&RouteHop], short_channel_id: u64) {
 411                 let failure_penalty_msat = self.params.failure_penalty_msat;
 412                 let half_life = self.params.failure_penalty_half_life;
 413                 self.channel_failures
 414                         .entry(short_channel_id)
 415                         .and_modify(|failure| failure.add_penalty(failure_penalty_msat, half_life))
 416                         .or_insert_with(|| ChannelFailure::new(failure_penalty_msat));
 417         }
 418
 419         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
 420                 let half_life = self.params.failure_penalty_half_life;
 421                 for hop in path.iter() {
 422                         self.channel_failures
 423                                 .entry(hop.short_channel_id)
 424                                 .and_modify(|failure| failure.reduce_penalty(half_life));
 425                 }
 426         }
 427 }
 428
 429 impl<T: Time> Writeable for ScorerUsingTime<T> {
 430         #[inline]
 431         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 432                 self.params.write(w)?;
 433                 self.channel_failures.write(w)?;
 434                 write_tlv_fields!(w, {});
 435                 Ok(())
 436         }
 437 }
 438
 439 impl<T: Time> Readable for ScorerUsingTime<T> {
 440         #[inline]
 441         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
 442                 let res = Ok(Self {
 443                         params: Readable::read(r)?,
 444                         channel_failures: Readable::read(r)?,
 445                 });
 446                 read_tlv_fields!(r, {});
 447                 res
 448         }
 449 }
 450
 451 impl<T: Time> Writeable for ChannelFailure<T> {
 452         #[inline]
 453         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 454                 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
 455                 write_tlv_fields!(w, {
 456                         (0, self.undecayed_penalty_msat, required),
 457                         (2, duration_since_epoch, required),
 458                 });
 459                 Ok(())
 460         }
 461 }
 462
 463 impl<T: Time> Readable for ChannelFailure<T> {
 464         #[inline]
 465         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
 466                 let mut undecayed_penalty_msat = 0;
 467                 let mut duration_since_epoch = Duration::from_secs(0);
 468                 read_tlv_fields!(r, {
 469                         (0, undecayed_penalty_msat, required),
 470                         (2, duration_since_epoch, required),
 471                 });
 472                 Ok(Self {
 473                         undecayed_penalty_msat,
 474                         last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
 475                 })
 476         }
 477 }
 478
 479 #[cfg(not(feature = "no-std"))]
 480 /// [`Score`] implementation using channel success probability distributions.
 481 ///
 482 /// Based on *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
 483 /// and Stefan Richter [[1]]. Given the uncertainty of channel liquidity balances, probability
 484 /// distributions are defined based on knowledge learned from successful and unsuccessful attempts.
 485 /// Then the negative `log10` of the success probability is used to determine the cost of routing a
 486 /// specific HTLC amount through a channel.
 487 ///
 488 /// Knowledge about channel liquidity balances takes the form of upper and lower bounds on the
 489 /// possible liquidity. Certainty of the bounds is decreased over time using a decay function. See
 490 /// [`ProbabilisticScoringParameters`] for details.
 491 ///
 492 /// Since the scorer aims to learn the current channel liquidity balances, it works best for nodes
 493 /// with high payment volume or that actively probe the [`NetworkGraph`]. Nodes with low payment
 494 /// volume are more likely to experience failed payment paths, which would need to be retried.
 495 ///
 496 /// # Note
 497 ///
 498 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
 499 /// behavior.
 500 ///
 501 /// [1]: https://arxiv.org/abs/2107.05322
 502 pub type ProbabilisticScorer<G> = ProbabilisticScorerUsingTime::<G, std::time::Instant>;
 503 #[cfg(feature = "no-std")]
 504 /// [`Score`] implementation using channel success probability distributions.
 505 ///
 506 /// Based on *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
 507 /// and Stefan Richter [[1]]. Given the uncertainty of channel liquidity balances, probability
 508 /// distributions are defined based on knowledge learned from successful and unsuccessful attempts.
 509 /// Then the negative `log10` of the success probability is used to determine the cost of routing a
 510 /// specific HTLC amount through a channel.
 511 ///
 512 /// Knowledge about channel liquidity balances takes the form of upper and lower bounds on the
 513 /// possible liquidity. Certainty of the bounds is decreased over time using a decay function. See
 514 /// [`ProbabilisticScoringParameters`] for details.
 515 ///
 516 /// Since the scorer aims to learn the current channel liquidity balances, it works best for nodes
 517 /// with high payment volume or that actively probe the [`NetworkGraph`]. Nodes with low payment
 518 /// volume are more likely to experience failed payment paths, which would need to be retried.
 519 ///
 520 /// # Note
 521 ///
 522 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
 523 /// behavior.
 524 ///
 525 /// [1]: https://arxiv.org/abs/2107.05322
 526 pub type ProbabilisticScorer<G> = ProbabilisticScorerUsingTime::<G, time::Eternity>;
 527
 528 /// Probabilistic [`Score`] implementation.
 529 ///
 530 /// (C-not exported) generally all users should use the [`ProbabilisticScorer`] type alias.
 531 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph>, T: Time> {
 532         params: ProbabilisticScoringParameters,
 533         network_graph: G,
 534         // TODO: Remove entries of closed channels.
 535         channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
 536 }
 537
 538 /// Parameters for configuring [`ProbabilisticScorer`].
 539 #[derive(Clone, Copy)]
 540 pub struct ProbabilisticScoringParameters {
 541         /// A multiplier used to determine the amount in msats willing to be paid to avoid routing
 542         /// through a channel, as per multiplying by the negative `log10` of the channel's success
 543         /// probability for a payment.
 544         ///
 545         /// The success probability is determined by the effective channel capacity, the payment amount,
 546         /// and knowledge learned from prior successful and unsuccessful payments. The lower bound of
 547         /// the success probability is 0.01, effectively limiting the penalty to the range
 548         /// `0..=2*liquidity_penalty_multiplier_msat`. The knowledge learned is decayed over time based
 549         /// on [`liquidity_offset_half_life`].
 550         ///
 551         /// Default value: 10,000 msat
 552         ///
 553         /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life
 554         pub liquidity_penalty_multiplier_msat: u64,
 555
 556         /// The time required to elapse before any knowledge learned about channel liquidity balances is
 557         /// cut in half.
 558         ///
 559         /// The bounds are defined in terms of offsets and are initially zero. Increasing the offsets
 560         /// gives tighter bounds on the channel liquidity balance. Thus, halving the offsets decreases
 561         /// the certainty of the channel liquidity balance.
 562         ///
 563         /// Default value: 1 hour
 564         ///
 565         /// # Note
 566         ///
 567         /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
 568         /// liquidity knowledge will never decay except when the bounds cross.
 569         pub liquidity_offset_half_life: Duration,
 570 }
 571
 572 impl_writeable_tlv_based!(ProbabilisticScoringParameters, {
 573         (0, liquidity_penalty_multiplier_msat, required),
 574         (2, liquidity_offset_half_life, required),
 575 });
 576
 577 /// Accounting for channel liquidity balance uncertainty.
 578 ///
 579 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
 580 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
 581 /// offset fields gives the opposite direction.
 582 struct ChannelLiquidity<T: Time> {
 583         /// Lower channel liquidity bound in terms of an offset from zero.
 584         min_liquidity_offset_msat: u64,
 585
 586         /// Upper channel liquidity bound in terms of an offset from the effective capacity.
 587         max_liquidity_offset_msat: u64,
 588
 589         /// Time when the liquidity bounds were last modified.
 590         last_updated: T,
 591 }
 592
 593 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
 594 /// decayed with a given half life.
 595 struct DirectedChannelLiquidity<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> {
 596         min_liquidity_offset_msat: L,
 597         max_liquidity_offset_msat: L,
 598         capacity_msat: u64,
 599         last_updated: U,
 600         now: T,
 601         half_life: Duration,
 602 }
 603
 604 impl<G: Deref<Target = NetworkGraph>, T: Time> ProbabilisticScorerUsingTime<G, T> {
 605         /// Creates a new scorer using the given scoring parameters for sending payments from a node
 606         /// through a network graph.
 607         pub fn new(params: ProbabilisticScoringParameters, network_graph: G) -> Self {
 608                 Self {
 609                         params,
 610                         network_graph,
 611                         channel_liquidities: HashMap::new(),
 612                 }
 613         }
 614
 615         #[cfg(test)]
 616         fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
 617                 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
 618                 self
 619         }
 620 }
 621
 622 impl Default for ProbabilisticScoringParameters {
 623         fn default() -> Self {
 624                 Self {
 625                         liquidity_penalty_multiplier_msat: 10_000,
 626                         liquidity_offset_half_life: Duration::from_secs(3600),
 627                 }
 628         }
 629 }
 630
 631 impl<T: Time> ChannelLiquidity<T> {
 632         #[inline]
 633         fn new() -> Self {
 634                 Self {
 635                         min_liquidity_offset_msat: 0,
 636                         max_liquidity_offset_msat: 0,
 637                         last_updated: T::now(),
 638                 }
 639         }
 640
 641         /// Returns a view of the channel liquidity directed from `source` to `target` assuming
 642         /// `capacity_msat`.
 643         fn as_directed(
 644                 &self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
 645         ) -> DirectedChannelLiquidity<&u64, T, &T> {
 646                 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
 647                         (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat)
 648                 } else {
 649                         (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat)
 650                 };
 651
 652                 DirectedChannelLiquidity {
 653                         min_liquidity_offset_msat,
 654                         max_liquidity_offset_msat,
 655                         capacity_msat,
 656                         last_updated: &self.last_updated,
 657                         now: T::now(),
 658                         half_life,
 659                 }
 660         }
 661
 662         /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
 663         /// `capacity_msat`.
 664         fn as_directed_mut(
 665                 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
 666         ) -> DirectedChannelLiquidity<&mut u64, T, &mut T> {
 667                 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
 668                         (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat)
 669                 } else {
 670                         (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat)
 671                 };
 672
 673                 DirectedChannelLiquidity {
 674                         min_liquidity_offset_msat,
 675                         max_liquidity_offset_msat,
 676                         capacity_msat,
 677                         last_updated: &mut self.last_updated,
 678                         now: T::now(),
 679                         half_life,
 680                 }
 681         }
 682 }
 683
 684 impl<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity<L, T, U> {
 685         /// Returns the success probability of routing the given HTLC `amount_msat` through the channel
 686         /// in this direction.
 687         fn success_probability(&self, amount_msat: u64) -> f64 {
 688                 let max_liquidity_msat = self.max_liquidity_msat();
 689                 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
 690                 if amount_msat > max_liquidity_msat {
 691                         0.0
 692                 } else if amount_msat <= min_liquidity_msat {
 693                         1.0
 694                 } else {
 695                         let numerator = max_liquidity_msat + 1 - amount_msat;
 696                         let denominator = max_liquidity_msat + 1 - min_liquidity_msat;
 697                         numerator as f64 / denominator as f64
 698                 }.max(0.01) // Lower bound the success probability to ensure some channel is selected.
 699         }
 700
 701         /// Returns the lower bound of the channel liquidity balance in this direction.
 702         fn min_liquidity_msat(&self) -> u64 {
 703                 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
 704         }
 705
 706         /// Returns the upper bound of the channel liquidity balance in this direction.
 707         fn max_liquidity_msat(&self) -> u64 {
 708                 self.capacity_msat
 709                         .checked_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
 710                         .unwrap_or(0)
 711         }
 712
 713         fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
 714                 self.now.duration_since(*self.last_updated).as_secs()
 715                         .checked_div(self.half_life.as_secs())
 716                         .and_then(|decays| offset_msat.checked_shr(decays as u32))
 717                         .unwrap_or(0)
 718         }
 719 }
 720
 721 impl<L: DerefMut<Target = u64>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, T, U> {
 722         /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
 723         fn failed_at_channel(&mut self, amount_msat: u64) {
 724                 if amount_msat < self.max_liquidity_msat() {
 725                         self.set_max_liquidity_msat(amount_msat);
 726                 }
 727         }
 728
 729         /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
 730         fn failed_downstream(&mut self, amount_msat: u64) {
 731                 if amount_msat > self.min_liquidity_msat() {
 732                         self.set_min_liquidity_msat(amount_msat);
 733                 }
 734         }
 735
 736         /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
 737         fn successful(&mut self, amount_msat: u64) {
 738                 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
 739                 self.set_max_liquidity_msat(max_liquidity_msat);
 740         }
 741
 742         /// Adjusts the lower bound of the channel liquidity balance in this direction.
 743         fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
 744                 *self.min_liquidity_offset_msat = amount_msat;
 745                 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
 746                         0
 747                 } else {
 748                         self.decayed_offset_msat(*self.max_liquidity_offset_msat)
 749                 };
 750                 *self.last_updated = self.now;
 751         }
 752
 753         /// Adjusts the upper bound of the channel liquidity balance in this direction.
 754         fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
 755                 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
 756                 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
 757                         0
 758                 } else {
 759                         self.decayed_offset_msat(*self.min_liquidity_offset_msat)
 760                 };
 761                 *self.last_updated = self.now;
 762         }
 763 }
 764
 765 impl<G: Deref<Target = NetworkGraph>, T: Time> Score for ProbabilisticScorerUsingTime<G, T> {
 766         fn channel_penalty_msat(
 767                 &self, short_channel_id: u64, amount_msat: u64, capacity_msat: u64, source: &NodeId,
 768                 target: &NodeId
 769         ) -> u64 {
 770                 let liquidity_penalty_multiplier_msat = self.params.liquidity_penalty_multiplier_msat;
 771                 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
 772                 let success_probability = self.channel_liquidities
 773                         .get(&short_channel_id)
 774                         .unwrap_or(&ChannelLiquidity::new())
 775                         .as_directed(source, target, capacity_msat, liquidity_offset_half_life)
 776                         .success_probability(amount_msat);
 777                 // NOTE: If success_probability is ever changed to return 0.0, log10 is undefined so return
 778                 // u64::max_value instead.
 779                 debug_assert!(success_probability > core::f64::EPSILON);
 780                 (-(success_probability.log10()) * liquidity_penalty_multiplier_msat as f64) as u64
 781         }
 782
 783         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
 784                 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
 785                 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
 786                 let network_graph = self.network_graph.read_only();
 787                 for hop in path {
 788                         let target = NodeId::from_pubkey(&hop.pubkey);
 789                         let channel_directed_from_source = network_graph.channels()
 790                                 .get(&hop.short_channel_id)
 791                                 .and_then(|channel| channel.as_directed_to(&target));
 792
 793                         // Only score announced channels.
 794                         if let Some((channel, source)) = channel_directed_from_source {
 795                                 let capacity_msat = channel.effective_capacity().as_msat();
 796                                 if hop.short_channel_id == short_channel_id {
 797                                         self.channel_liquidities
 798                                                 .entry(hop.short_channel_id)
 799                                                 .or_insert_with(ChannelLiquidity::new)
 800                                                 .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
 801                                                 .failed_at_channel(amount_msat);
 802                                         break;
 803                                 }
 804
 805                                 self.channel_liquidities
 806                                         .entry(hop.short_channel_id)
 807                                         .or_insert_with(ChannelLiquidity::new)
 808                                         .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
 809                                         .failed_downstream(amount_msat);
 810                         }
 811                 }
 812         }
 813
 814         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
 815                 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
 816                 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
 817                 let network_graph = self.network_graph.read_only();
 818                 for hop in path {
 819                         let target = NodeId::from_pubkey(&hop.pubkey);
 820                         let channel_directed_from_source = network_graph.channels()
 821                                 .get(&hop.short_channel_id)
 822                                 .and_then(|channel| channel.as_directed_to(&target));
 823
 824                         // Only score announced channels.
 825                         if let Some((channel, source)) = channel_directed_from_source {
 826                                 let capacity_msat = channel.effective_capacity().as_msat();
 827                                 self.channel_liquidities
 828                                         .entry(hop.short_channel_id)
 829                                         .or_insert_with(ChannelLiquidity::new)
 830                                         .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
 831                                         .successful(amount_msat);
 832                         }
 833                 }
 834         }
 835 }
 836
 837 impl<G: Deref<Target = NetworkGraph>, T: Time> Writeable for ProbabilisticScorerUsingTime<G, T> {
 838         #[inline]
 839         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 840                 write_tlv_fields!(w, {
 841                         (0, self.channel_liquidities, required)
 842                 });
 843                 Ok(())
 844         }
 845 }
 846
 847 impl<G: Deref<Target = NetworkGraph>, T: Time>
 848 ReadableArgs<(ProbabilisticScoringParameters, G)> for ProbabilisticScorerUsingTime<G, T> {
 849         #[inline]
 850         fn read<R: Read>(
 851                 r: &mut R, args: (ProbabilisticScoringParameters, G)
 852         ) -> Result<Self, DecodeError> {
 853                 let (params, network_graph) = args;
 854                 let mut channel_liquidities = HashMap::new();
 855                 read_tlv_fields!(r, {
 856                         (0, channel_liquidities, required)
 857                 });
 858                 Ok(Self {
 859                         params,
 860                         network_graph,
 861                         channel_liquidities,
 862                 })
 863         }
 864 }
 865
 866 impl<T: Time> Writeable for ChannelLiquidity<T> {
 867         #[inline]
 868         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 869                 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
 870                 write_tlv_fields!(w, {
 871                         (0, self.min_liquidity_offset_msat, required),
 872                         (2, self.max_liquidity_offset_msat, required),
 873                         (4, duration_since_epoch, required),
 874                 });
 875                 Ok(())
 876         }
 877 }
 878
 879 impl<T: Time> Readable for ChannelLiquidity<T> {
 880         #[inline]
 881         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
 882                 let mut min_liquidity_offset_msat = 0;
 883                 let mut max_liquidity_offset_msat = 0;
 884                 let mut duration_since_epoch = Duration::from_secs(0);
 885                 read_tlv_fields!(r, {
 886                         (0, min_liquidity_offset_msat, required),
 887                         (2, max_liquidity_offset_msat, required),
 888                         (4, duration_since_epoch, required),
 889                 });
 890                 Ok(Self {
 891                         min_liquidity_offset_msat,
 892                         max_liquidity_offset_msat,
 893                         last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
 894                 })
 895         }
 896 }
 897
 898 pub(crate) mod time {
 899         use core::ops::Sub;
 900         use core::time::Duration;
 901         /// A measurement of time.
 902         pub trait Time: Copy + Sub<Duration, Output = Self> where Self: Sized {
 903                 /// Returns an instance corresponding to the current moment.
 904                 fn now() -> Self;
 905
 906                 /// Returns the amount of time elapsed since `self` was created.
 907                 fn elapsed(&self) -> Duration;
 908
 909                 /// Returns the amount of time passed between `earlier` and `self`.
 910                 fn duration_since(&self, earlier: Self) -> Duration;
 911
 912                 /// Returns the amount of time passed since the beginning of [`Time`].
 913                 ///
 914                 /// Used during (de-)serialization.
 915                 fn duration_since_epoch() -> Duration;
 916         }
 917
 918         /// A state in which time has no meaning.
 919         #[derive(Clone, Copy, Debug, PartialEq, Eq)]
 920         pub struct Eternity;
 921
 922         #[cfg(not(feature = "no-std"))]
 923         impl Time for std::time::Instant {
 924                 fn now() -> Self {
 925                         std::time::Instant::now()
 926                 }
 927
 928                 fn duration_since(&self, earlier: Self) -> Duration {
 929                         self.duration_since(earlier)
 930                 }
 931
 932                 fn duration_since_epoch() -> Duration {
 933                         use std::time::SystemTime;
 934                         SystemTime::now().duration_since(SystemTime::UNIX_EPOCH).unwrap()
 935                 }
 936
 937                 fn elapsed(&self) -> Duration {
 938                         std::time::Instant::elapsed(self)
 939                 }
 940         }
 941
 942         impl Time for Eternity {
 943                 fn now() -> Self {
 944                         Self
 945                 }
 946
 947                 fn duration_since(&self, _earlier: Self) -> Duration {
 948                         Duration::from_secs(0)
 949                 }
 950
 951                 fn duration_since_epoch() -> Duration {
 952                         Duration::from_secs(0)
 953                 }
 954
 955                 fn elapsed(&self) -> Duration {
 956                         Duration::from_secs(0)
 957                 }
 958         }
 959
 960         impl Sub<Duration> for Eternity {
 961                 type Output = Self;
 962
 963                 fn sub(self, _other: Duration) -> Self {
 964                         self
 965                 }
 966         }
 967 }
 968
 969 pub(crate) use self::time::Time;
 970
 971 #[cfg(test)]
 972 mod tests {
 973         use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime, ScoringParameters, ScorerUsingTime, Time};
 974         use super::time::Eternity;
 975
 976         use ln::features::{ChannelFeatures, NodeFeatures};
 977         use ln::msgs::{ChannelAnnouncement, ChannelUpdate, OptionalField, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
 978         use routing::scoring::Score;
 979         use routing::network_graph::{NetworkGraph, NodeId};
 980         use routing::router::RouteHop;
 981         use util::ser::{Readable, ReadableArgs, Writeable};
 982
 983         use bitcoin::blockdata::constants::genesis_block;
 984         use bitcoin::hashes::Hash;
 985         use bitcoin::hashes::sha256d::Hash as Sha256dHash;
 986         use bitcoin::network::constants::Network;
 987         use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
 988         use core::cell::Cell;
 989         use core::ops::Sub;
 990         use core::time::Duration;
 991         use io;
 992
 993         // `Time` tests
 994
 995         /// Time that can be advanced manually in tests.
 996         #[derive(Clone, Copy, Debug, PartialEq, Eq)]
 997         struct SinceEpoch(Duration);
 998
 999         impl SinceEpoch {
1000                 thread_local! {
1001                         static ELAPSED: Cell<Duration> = core::cell::Cell::new(Duration::from_secs(0));
1002                 }
1003
1004                 fn advance(duration: Duration) {
1005                         Self::ELAPSED.with(|elapsed| elapsed.set(elapsed.get() + duration))
1006                 }
1007         }
1008
1009         impl Time for SinceEpoch {
1010                 fn now() -> Self {
1011                         Self(Self::duration_since_epoch())
1012                 }
1013
1014                 fn duration_since(&self, earlier: Self) -> Duration {
1015                         self.0 - earlier.0
1016                 }
1017
1018                 fn duration_since_epoch() -> Duration {
1019                         Self::ELAPSED.with(|elapsed| elapsed.get())
1020                 }
1021
1022                 fn elapsed(&self) -> Duration {
1023                         Self::duration_since_epoch() - self.0
1024                 }
1025         }
1026
1027         impl Sub<Duration> for SinceEpoch {
1028                 type Output = Self;
1029
1030                 fn sub(self, other: Duration) -> Self {
1031                         Self(self.0 - other)
1032                 }
1033         }
1034
1035         #[test]
1036         fn time_passes_when_advanced() {
1037                 let now = SinceEpoch::now();
1038                 assert_eq!(now.elapsed(), Duration::from_secs(0));
1039
1040                 SinceEpoch::advance(Duration::from_secs(1));
1041                 SinceEpoch::advance(Duration::from_secs(1));
1042
1043                 let elapsed = now.elapsed();
1044                 let later = SinceEpoch::now();
1045
1046                 assert_eq!(elapsed, Duration::from_secs(2));
1047                 assert_eq!(later - elapsed, now);
1048         }
1049
1050         #[test]
1051         fn time_never_passes_in_an_eternity() {
1052                 let now = Eternity::now();
1053                 let elapsed = now.elapsed();
1054                 let later = Eternity::now();
1055
1056                 assert_eq!(now.elapsed(), Duration::from_secs(0));
1057                 assert_eq!(later - elapsed, now);
1058         }
1059
1060         // `Scorer` tests
1061
1062         /// A scorer for testing with time that can be manually advanced.
1063         type Scorer = ScorerUsingTime::<SinceEpoch>;
1064
1065         fn source_privkey() -> SecretKey {
1066                 SecretKey::from_slice(&[42; 32]).unwrap()
1067         }
1068
1069         fn target_privkey() -> SecretKey {
1070                 SecretKey::from_slice(&[43; 32]).unwrap()
1071         }
1072
1073         fn source_pubkey() -> PublicKey {
1074                 let secp_ctx = Secp256k1::new();
1075                 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1076         }
1077
1078         fn target_pubkey() -> PublicKey {
1079                 let secp_ctx = Secp256k1::new();
1080                 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1081         }
1082
1083         fn source_node_id() -> NodeId {
1084                 NodeId::from_pubkey(&source_pubkey())
1085         }
1086
1087         fn target_node_id() -> NodeId {
1088                 NodeId::from_pubkey(&target_pubkey())
1089         }
1090
1091         #[test]
1092         fn penalizes_without_channel_failures() {
1093                 let scorer = Scorer::new(ScoringParameters {
1094                         base_penalty_msat: 1_000,
1095                         failure_penalty_msat: 512,
1096                         failure_penalty_half_life: Duration::from_secs(1),
1097                         overuse_penalty_start_1024th: 1024,
1098                         overuse_penalty_msat_per_1024th: 0,
1099                 });
1100                 let source = source_node_id();
1101                 let target = target_node_id();
1102                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1103
1104                 SinceEpoch::advance(Duration::from_secs(1));
1105                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1106         }
1107
1108         #[test]
1109         fn accumulates_channel_failure_penalties() {
1110                 let mut scorer = Scorer::new(ScoringParameters {
1111                         base_penalty_msat: 1_000,
1112                         failure_penalty_msat: 64,
1113                         failure_penalty_half_life: Duration::from_secs(10),
1114                         overuse_penalty_start_1024th: 1024,
1115                         overuse_penalty_msat_per_1024th: 0,
1116                 });
1117                 let source = source_node_id();
1118                 let target = target_node_id();
1119                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1120
1121                 scorer.payment_path_failed(&[], 42);
1122                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1123
1124                 scorer.payment_path_failed(&[], 42);
1125                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1126
1127                 scorer.payment_path_failed(&[], 42);
1128                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_192);
1129         }
1130
1131         #[test]
1132         fn decays_channel_failure_penalties_over_time() {
1133                 let mut scorer = Scorer::new(ScoringParameters {
1134                         base_penalty_msat: 1_000,
1135                         failure_penalty_msat: 512,
1136                         failure_penalty_half_life: Duration::from_secs(10),
1137                         overuse_penalty_start_1024th: 1024,
1138                         overuse_penalty_msat_per_1024th: 0,
1139                 });
1140                 let source = source_node_id();
1141                 let target = target_node_id();
1142                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1143
1144                 scorer.payment_path_failed(&[], 42);
1145                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1146
1147                 SinceEpoch::advance(Duration::from_secs(9));
1148                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1149
1150                 SinceEpoch::advance(Duration::from_secs(1));
1151                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1152
1153                 SinceEpoch::advance(Duration::from_secs(10 * 8));
1154                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_001);
1155
1156                 SinceEpoch::advance(Duration::from_secs(10));
1157                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1158
1159                 SinceEpoch::advance(Duration::from_secs(10));
1160                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1161         }
1162
1163         #[test]
1164         fn decays_channel_failure_penalties_without_shift_overflow() {
1165                 let mut scorer = Scorer::new(ScoringParameters {
1166                         base_penalty_msat: 1_000,
1167                         failure_penalty_msat: 512,
1168                         failure_penalty_half_life: Duration::from_secs(10),
1169                         overuse_penalty_start_1024th: 1024,
1170                         overuse_penalty_msat_per_1024th: 0,
1171                 });
1172                 let source = source_node_id();
1173                 let target = target_node_id();
1174                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1175
1176                 scorer.payment_path_failed(&[], 42);
1177                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1178
1179                 // An unchecked right shift 64 bits or more in ChannelFailure::decayed_penalty_msat would
1180                 // cause an overflow.
1181                 SinceEpoch::advance(Duration::from_secs(10 * 64));
1182                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1183
1184                 SinceEpoch::advance(Duration::from_secs(10));
1185                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1186         }
1187
1188         #[test]
1189         fn accumulates_channel_failure_penalties_after_decay() {
1190                 let mut scorer = Scorer::new(ScoringParameters {
1191                         base_penalty_msat: 1_000,
1192                         failure_penalty_msat: 512,
1193                         failure_penalty_half_life: Duration::from_secs(10),
1194                         overuse_penalty_start_1024th: 1024,
1195                         overuse_penalty_msat_per_1024th: 0,
1196                 });
1197                 let source = source_node_id();
1198                 let target = target_node_id();
1199                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1200
1201                 scorer.payment_path_failed(&[], 42);
1202                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1203
1204                 SinceEpoch::advance(Duration::from_secs(10));
1205                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1206
1207                 scorer.payment_path_failed(&[], 42);
1208                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_768);
1209
1210                 SinceEpoch::advance(Duration::from_secs(10));
1211                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_384);
1212         }
1213
1214         #[test]
1215         fn reduces_channel_failure_penalties_after_success() {
1216                 let mut scorer = Scorer::new(ScoringParameters {
1217                         base_penalty_msat: 1_000,
1218                         failure_penalty_msat: 512,
1219                         failure_penalty_half_life: Duration::from_secs(10),
1220                         overuse_penalty_start_1024th: 1024,
1221                         overuse_penalty_msat_per_1024th: 0,
1222                 });
1223                 let source = source_node_id();
1224                 let target = target_node_id();
1225                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1226
1227                 scorer.payment_path_failed(&[], 42);
1228                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1229
1230                 SinceEpoch::advance(Duration::from_secs(10));
1231                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1232
1233                 let hop = RouteHop {
1234                         pubkey: PublicKey::from_slice(target.as_slice()).unwrap(),
1235                         node_features: NodeFeatures::known(),
1236                         short_channel_id: 42,
1237                         channel_features: ChannelFeatures::known(),
1238                         fee_msat: 1,
1239                         cltv_expiry_delta: 18,
1240                 };
1241                 scorer.payment_path_successful(&[&hop]);
1242                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1243
1244                 SinceEpoch::advance(Duration::from_secs(10));
1245                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1246         }
1247
1248         #[test]
1249         fn restores_persisted_channel_failure_penalties() {
1250                 let mut scorer = Scorer::new(ScoringParameters {
1251                         base_penalty_msat: 1_000,
1252                         failure_penalty_msat: 512,
1253                         failure_penalty_half_life: Duration::from_secs(10),
1254                         overuse_penalty_start_1024th: 1024,
1255                         overuse_penalty_msat_per_1024th: 0,
1256                 });
1257                 let source = source_node_id();
1258                 let target = target_node_id();
1259
1260                 scorer.payment_path_failed(&[], 42);
1261                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1262
1263                 SinceEpoch::advance(Duration::from_secs(10));
1264                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1265
1266                 scorer.payment_path_failed(&[], 43);
1267                 assert_eq!(scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1268
1269                 let mut serialized_scorer = Vec::new();
1270                 scorer.write(&mut serialized_scorer).unwrap();
1271
1272                 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1273                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1274                 assert_eq!(deserialized_scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1275         }
1276
1277         #[test]
1278         fn decays_persisted_channel_failure_penalties() {
1279                 let mut scorer = Scorer::new(ScoringParameters {
1280                         base_penalty_msat: 1_000,
1281                         failure_penalty_msat: 512,
1282                         failure_penalty_half_life: Duration::from_secs(10),
1283                         overuse_penalty_start_1024th: 1024,
1284                         overuse_penalty_msat_per_1024th: 0,
1285                 });
1286                 let source = source_node_id();
1287                 let target = target_node_id();
1288
1289                 scorer.payment_path_failed(&[], 42);
1290                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1291
1292                 let mut serialized_scorer = Vec::new();
1293                 scorer.write(&mut serialized_scorer).unwrap();
1294
1295                 SinceEpoch::advance(Duration::from_secs(10));
1296
1297                 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1298                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1299
1300                 SinceEpoch::advance(Duration::from_secs(10));
1301                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1302         }
1303
1304         #[test]
1305         fn charges_per_1024th_penalty() {
1306                 let scorer = Scorer::new(ScoringParameters {
1307                         base_penalty_msat: 0,
1308                         failure_penalty_msat: 0,
1309                         failure_penalty_half_life: Duration::from_secs(0),
1310                         overuse_penalty_start_1024th: 256,
1311                         overuse_penalty_msat_per_1024th: 100,
1312                 });
1313                 let source = source_node_id();
1314                 let target = target_node_id();
1315
1316                 assert_eq!(scorer.channel_penalty_msat(42, 1_000, 1_024_000, &source, &target), 0);
1317                 assert_eq!(scorer.channel_penalty_msat(42, 256_999, 1_024_000, &source, &target), 0);
1318                 assert_eq!(scorer.channel_penalty_msat(42, 257_000, 1_024_000, &source, &target), 100);
1319                 assert_eq!(scorer.channel_penalty_msat(42, 258_000, 1_024_000, &source, &target), 200);
1320                 assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 256 * 100);
1321         }
1322
1323         // `ProbabilisticScorer` tests
1324
1325         /// A probabilistic scorer for testing with time that can be manually advanced.
1326         type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph, SinceEpoch>;
1327
1328         fn sender_privkey() -> SecretKey {
1329                 SecretKey::from_slice(&[41; 32]).unwrap()
1330         }
1331
1332         fn recipient_privkey() -> SecretKey {
1333                 SecretKey::from_slice(&[45; 32]).unwrap()
1334         }
1335
1336         fn sender_pubkey() -> PublicKey {
1337                 let secp_ctx = Secp256k1::new();
1338                 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1339         }
1340
1341         fn recipient_pubkey() -> PublicKey {
1342                 let secp_ctx = Secp256k1::new();
1343                 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1344         }
1345
1346         fn sender_node_id() -> NodeId {
1347                 NodeId::from_pubkey(&sender_pubkey())
1348         }
1349
1350         fn recipient_node_id() -> NodeId {
1351                 NodeId::from_pubkey(&recipient_pubkey())
1352         }
1353
1354         fn network_graph() -> NetworkGraph {
1355                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1356                 let mut network_graph = NetworkGraph::new(genesis_hash);
1357                 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1358                 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1359
1360                 network_graph
1361         }
1362
1363         fn add_channel(
1364                 network_graph: &mut NetworkGraph, short_channel_id: u64, node_1_key: SecretKey,
1365                 node_2_key: SecretKey
1366         ) {
1367                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1368                 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1369                 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1370                 let secp_ctx = Secp256k1::new();
1371                 let unsigned_announcement = UnsignedChannelAnnouncement {
1372                         features: ChannelFeatures::known(),
1373                         chain_hash: genesis_hash,
1374                         short_channel_id,
1375                         node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key),
1376                         node_id_2: PublicKey::from_secret_key(&secp_ctx, &node_2_key),
1377                         bitcoin_key_1: PublicKey::from_secret_key(&secp_ctx, &node_1_secret),
1378                         bitcoin_key_2: PublicKey::from_secret_key(&secp_ctx, &node_2_secret),
1379                         excess_data: Vec::new(),
1380                 };
1381                 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1382                 let signed_announcement = ChannelAnnouncement {
1383                         node_signature_1: secp_ctx.sign(&msghash, &node_1_key),
1384                         node_signature_2: secp_ctx.sign(&msghash, &node_2_key),
1385                         bitcoin_signature_1: secp_ctx.sign(&msghash, &node_1_secret),
1386                         bitcoin_signature_2: secp_ctx.sign(&msghash, &node_2_secret),
1387                         contents: unsigned_announcement,
1388                 };
1389                 let chain_source: Option<&::util::test_utils::TestChainSource> = None;
1390                 network_graph.update_channel_from_announcement(
1391                         &signed_announcement, &chain_source, &secp_ctx).unwrap();
1392                 update_channel(network_graph, short_channel_id, node_1_key, 0);
1393                 update_channel(network_graph, short_channel_id, node_2_key, 1);
1394         }
1395
1396         fn update_channel(
1397                 network_graph: &mut NetworkGraph, short_channel_id: u64, node_key: SecretKey, flags: u8
1398         ) {
1399                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1400                 let secp_ctx = Secp256k1::new();
1401                 let unsigned_update = UnsignedChannelUpdate {
1402                         chain_hash: genesis_hash,
1403                         short_channel_id,
1404                         timestamp: 100,
1405                         flags,
1406                         cltv_expiry_delta: 18,
1407                         htlc_minimum_msat: 0,
1408                         htlc_maximum_msat: OptionalField::Present(1_000),
1409                         fee_base_msat: 1,
1410                         fee_proportional_millionths: 0,
1411                         excess_data: Vec::new(),
1412                 };
1413                 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1414                 let signed_update = ChannelUpdate {
1415                         signature: secp_ctx.sign(&msghash, &node_key),
1416                         contents: unsigned_update,
1417                 };
1418                 network_graph.update_channel(&signed_update, &secp_ctx).unwrap();
1419         }
1420
1421         fn payment_path_for_amount(amount_msat: u64) -> Vec<RouteHop> {
1422                 vec![
1423                         RouteHop {
1424                                 pubkey: source_pubkey(),
1425                                 node_features: NodeFeatures::known(),
1426                                 short_channel_id: 41,
1427                                 channel_features: ChannelFeatures::known(),
1428                                 fee_msat: 1,
1429                                 cltv_expiry_delta: 18,
1430                         },
1431                         RouteHop {
1432                                 pubkey: target_pubkey(),
1433                                 node_features: NodeFeatures::known(),
1434                                 short_channel_id: 42,
1435                                 channel_features: ChannelFeatures::known(),
1436                                 fee_msat: 2,
1437                                 cltv_expiry_delta: 18,
1438                         },
1439                         RouteHop {
1440                                 pubkey: recipient_pubkey(),
1441                                 node_features: NodeFeatures::known(),
1442                                 short_channel_id: 43,
1443                                 channel_features: ChannelFeatures::known(),
1444                                 fee_msat: amount_msat,
1445                                 cltv_expiry_delta: 18,
1446                         },
1447                 ]
1448         }
1449
1450         #[test]
1451         fn liquidity_bounds_directed_from_lowest_node_id() {
1452                 let last_updated = SinceEpoch::now();
1453                 let network_graph = network_graph();
1454                 let params = ProbabilisticScoringParameters::default();
1455                 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1456                         .with_channel(42,
1457                                 ChannelLiquidity {
1458                                         min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
1459                                 })
1460                         .with_channel(43,
1461                                 ChannelLiquidity {
1462                                         min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
1463                                 });
1464                 let source = source_node_id();
1465                 let target = target_node_id();
1466                 let recipient = recipient_node_id();
1467                 assert!(source > target);
1468                 assert!(target < recipient);
1469
1470                 // Update minimum liquidity.
1471
1472                 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1473                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1474                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1475                 assert_eq!(liquidity.min_liquidity_msat(), 100);
1476                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1477
1478                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1479                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1480                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1481                 assert_eq!(liquidity.max_liquidity_msat(), 900);
1482
1483                 scorer.channel_liquidities.get_mut(&42).unwrap()
1484                         .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1485                         .set_min_liquidity_msat(200);
1486
1487                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1488                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1489                 assert_eq!(liquidity.min_liquidity_msat(), 200);
1490                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1491
1492                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1493                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1494                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1495                 assert_eq!(liquidity.max_liquidity_msat(), 800);
1496
1497                 // Update maximum liquidity.
1498
1499                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1500                         .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
1501                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1502                 assert_eq!(liquidity.max_liquidity_msat(), 900);
1503
1504                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1505                         .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
1506                 assert_eq!(liquidity.min_liquidity_msat(), 100);
1507                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1508
1509                 scorer.channel_liquidities.get_mut(&43).unwrap()
1510                         .as_directed_mut(&target, &recipient, 1_000, liquidity_offset_half_life)
1511                         .set_max_liquidity_msat(200);
1512
1513                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1514                         .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
1515                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1516                 assert_eq!(liquidity.max_liquidity_msat(), 200);
1517
1518                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1519                         .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
1520                 assert_eq!(liquidity.min_liquidity_msat(), 800);
1521                 assert_eq!(liquidity.max_liquidity_msat(), 1000);
1522         }
1523
1524         #[test]
1525         fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
1526                 let last_updated = SinceEpoch::now();
1527                 let network_graph = network_graph();
1528                 let params = ProbabilisticScoringParameters::default();
1529                 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1530                         .with_channel(42,
1531                                 ChannelLiquidity {
1532                                         min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
1533                                 });
1534                 let source = source_node_id();
1535                 let target = target_node_id();
1536                 assert!(source > target);
1537
1538                 // Check initial bounds.
1539                 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1540                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1541                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1542                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1543                 assert_eq!(liquidity.max_liquidity_msat(), 800);
1544
1545                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1546                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1547                 assert_eq!(liquidity.min_liquidity_msat(), 200);
1548                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1549
1550                 // Reset from source to target.
1551                 scorer.channel_liquidities.get_mut(&42).unwrap()
1552                         .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1553                         .set_min_liquidity_msat(900);
1554
1555                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1556                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1557                 assert_eq!(liquidity.min_liquidity_msat(), 900);
1558                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1559
1560                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1561                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1562                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1563                 assert_eq!(liquidity.max_liquidity_msat(), 100);
1564
1565                 // Reset from target to source.
1566                 scorer.channel_liquidities.get_mut(&42).unwrap()
1567                         .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
1568                         .set_min_liquidity_msat(400);
1569
1570                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1571                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1572                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1573                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1574
1575                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1576                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1577                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1578                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1579         }
1580
1581         #[test]
1582         fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
1583                 let last_updated = SinceEpoch::now();
1584                 let network_graph = network_graph();
1585                 let params = ProbabilisticScoringParameters::default();
1586                 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1587                         .with_channel(42,
1588                                 ChannelLiquidity {
1589                                         min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
1590                                 });
1591                 let source = source_node_id();
1592                 let target = target_node_id();
1593                 assert!(source > target);
1594
1595                 // Check initial bounds.
1596                 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1597                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1598                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1599                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1600                 assert_eq!(liquidity.max_liquidity_msat(), 800);
1601
1602                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1603                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1604                 assert_eq!(liquidity.min_liquidity_msat(), 200);
1605                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1606
1607                 // Reset from source to target.
1608                 scorer.channel_liquidities.get_mut(&42).unwrap()
1609                         .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1610                         .set_max_liquidity_msat(300);
1611
1612                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1613                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1614                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1615                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1616
1617                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1618                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1619                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1620                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1621
1622                 // Reset from target to source.
1623                 scorer.channel_liquidities.get_mut(&42).unwrap()
1624                         .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
1625                         .set_max_liquidity_msat(600);
1626
1627                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1628                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1629                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1630                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1631
1632                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1633                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1634                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1635                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1636         }
1637
1638         #[test]
1639         fn increased_penalty_nearing_liquidity_upper_bound() {
1640                 let network_graph = network_graph();
1641                 let params = ProbabilisticScoringParameters {
1642                         liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1643                 };
1644                 let scorer = ProbabilisticScorer::new(params, &network_graph);
1645                 let source = source_node_id();
1646                 let target = target_node_id();
1647
1648                 assert_eq!(scorer.channel_penalty_msat(42, 100, 100_000, &source, &target), 0);
1649                 assert_eq!(scorer.channel_penalty_msat(42, 1_000, 100_000, &source, &target), 4);
1650                 assert_eq!(scorer.channel_penalty_msat(42, 10_000, 100_000, &source, &target), 45);
1651                 assert_eq!(scorer.channel_penalty_msat(42, 100_000, 100_000, &source, &target), 2_000);
1652
1653                 assert_eq!(scorer.channel_penalty_msat(42, 125, 1_000, &source, &target), 57);
1654                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
1655                 assert_eq!(scorer.channel_penalty_msat(42, 375, 1_000, &source, &target), 203);
1656                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1657                 assert_eq!(scorer.channel_penalty_msat(42, 625, 1_000, &source, &target), 425);
1658                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600);
1659                 assert_eq!(scorer.channel_penalty_msat(42, 875, 1_000, &source, &target), 900);
1660         }
1661
1662         #[test]
1663         fn constant_penalty_outside_liquidity_bounds() {
1664                 let last_updated = SinceEpoch::now();
1665                 let network_graph = network_graph();
1666                 let params = ProbabilisticScoringParameters {
1667                         liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1668                 };
1669                 let scorer = ProbabilisticScorer::new(params, &network_graph)
1670                         .with_channel(42,
1671                                 ChannelLiquidity {
1672                                         min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated
1673                                 });
1674                 let source = source_node_id();
1675                 let target = target_node_id();
1676
1677                 assert_eq!(scorer.channel_penalty_msat(42, 39, 100, &source, &target), 0);
1678                 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 0);
1679                 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 2_000);
1680                 assert_eq!(scorer.channel_penalty_msat(42, 61, 100, &source, &target), 2_000);
1681         }
1682
1683         #[test]
1684         fn does_not_further_penalize_own_channel() {
1685                 let network_graph = network_graph();
1686                 let params = ProbabilisticScoringParameters {
1687                         liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1688                 };
1689                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1690                 let sender = sender_node_id();
1691                 let source = source_node_id();
1692                 let failed_path = payment_path_for_amount(500);
1693                 let successful_path = payment_path_for_amount(200);
1694
1695                 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1696
1697                 scorer.payment_path_failed(&failed_path.iter().collect::<Vec<_>>(), 41);
1698                 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1699
1700                 scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
1701                 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1702         }
1703
1704         #[test]
1705         fn sets_liquidity_lower_bound_on_downstream_failure() {
1706                 let network_graph = network_graph();
1707                 let params = ProbabilisticScoringParameters {
1708                         liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1709                 };
1710                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1711                 let source = source_node_id();
1712                 let target = target_node_id();
1713                 let path = payment_path_for_amount(500);
1714
1715                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
1716                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1717                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600);
1718
1719                 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
1720
1721                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 0);
1722                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 0);
1723                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 300);
1724         }
1725
1726         #[test]
1727         fn sets_liquidity_upper_bound_on_failure() {
1728                 let network_graph = network_graph();
1729                 let params = ProbabilisticScoringParameters {
1730                         liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1731                 };
1732                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1733                 let source = source_node_id();
1734                 let target = target_node_id();
1735                 let path = payment_path_for_amount(500);
1736
1737                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
1738                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1739                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600);
1740
1741                 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
1742
1743                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1744                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
1745                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 2_000);
1746         }
1747
1748         #[test]
1749         fn reduces_liquidity_upper_bound_along_path_on_success() {
1750                 let network_graph = network_graph();
1751                 let params = ProbabilisticScoringParameters {
1752                         liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1753                 };
1754                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1755                 let sender = sender_node_id();
1756                 let source = source_node_id();
1757                 let target = target_node_id();
1758                 let recipient = recipient_node_id();
1759                 let path = payment_path_for_amount(500);
1760
1761                 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 124);
1762                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
1763                 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 124);
1764
1765                 scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
1766
1767                 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 124);
1768                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1769                 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 300);
1770         }
1771
1772         #[test]
1773         fn decays_liquidity_bounds_over_time() {
1774                 let network_graph = network_graph();
1775                 let params = ProbabilisticScoringParameters {
1776                         liquidity_penalty_multiplier_msat: 1_000,
1777                         liquidity_offset_half_life: Duration::from_secs(10),
1778                 };
1779                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1780                 let source = source_node_id();
1781                 let target = target_node_id();
1782
1783                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1784                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1785
1786                 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
1787                 scorer.payment_path_failed(&payment_path_for_amount(128).iter().collect::<Vec<_>>(), 43);
1788
1789                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
1790                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 92);
1791                 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_424);
1792                 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000);
1793
1794                 SinceEpoch::advance(Duration::from_secs(9));
1795                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
1796                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 92);
1797                 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_424);
1798                 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000);
1799
1800                 SinceEpoch::advance(Duration::from_secs(1));
1801                 assert_eq!(scorer.channel_penalty_msat(42, 64, 1_024, &source, &target), 0);
1802                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 34);
1803                 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 1_812);
1804                 assert_eq!(scorer.channel_penalty_msat(42, 960, 1_024, &source, &target), 2_000);
1805
1806                 // Fully decay liquidity lower bound.
1807                 SinceEpoch::advance(Duration::from_secs(10 * 7));
1808                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1809                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1_024, &source, &target), 0);
1810                 assert_eq!(scorer.channel_penalty_msat(42, 1_023, 1_024, &source, &target), 2_000);
1811                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1812
1813                 // Fully decay liquidity upper bound.
1814                 SinceEpoch::advance(Duration::from_secs(10));
1815                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1816                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1817
1818                 SinceEpoch::advance(Duration::from_secs(10));
1819                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1820                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1821         }
1822
1823         #[test]
1824         fn decays_liquidity_bounds_without_shift_overflow() {
1825                 let network_graph = network_graph();
1826                 let params = ProbabilisticScoringParameters {
1827                         liquidity_penalty_multiplier_msat: 1_000,
1828                         liquidity_offset_half_life: Duration::from_secs(10),
1829                 };
1830                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1831                 let source = source_node_id();
1832                 let target = target_node_id();
1833                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 124);
1834
1835                 scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::<Vec<_>>(), 42);
1836                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 281);
1837
1838                 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
1839                 // would cause an overflow.
1840                 SinceEpoch::advance(Duration::from_secs(10 * 64));
1841                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 124);
1842
1843                 SinceEpoch::advance(Duration::from_secs(10));
1844                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 124);
1845         }
1846
1847         #[test]
1848         fn restricts_liquidity_bounds_after_decay() {
1849                 let network_graph = network_graph();
1850                 let params = ProbabilisticScoringParameters {
1851                         liquidity_penalty_multiplier_msat: 1_000,
1852                         liquidity_offset_half_life: Duration::from_secs(10),
1853                 };
1854                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1855                 let source = source_node_id();
1856                 let target = target_node_id();
1857
1858                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 300);
1859
1860                 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
1861                 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
1862                 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
1863                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 281);
1864
1865                 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
1866                 SinceEpoch::advance(Duration::from_secs(10));
1867                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 293);
1868
1869                 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
1870                 // is closer to the upper bound, meaning a higher penalty.
1871                 scorer.payment_path_successful(&payment_path_for_amount(64).iter().collect::<Vec<_>>());
1872                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 333);
1873
1874                 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
1875                 // is closer to the lower bound, meaning a lower penalty.
1876                 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
1877                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 247);
1878
1879                 // Further decaying affects the lower bound more than the upper bound (128, 928).
1880                 SinceEpoch::advance(Duration::from_secs(10));
1881                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 280);
1882         }
1883
1884         #[test]
1885         fn restores_persisted_liquidity_bounds() {
1886                 let network_graph = network_graph();
1887                 let params = ProbabilisticScoringParameters {
1888                         liquidity_penalty_multiplier_msat: 1_000,
1889                         liquidity_offset_half_life: Duration::from_secs(10),
1890                 };
1891                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1892                 let source = source_node_id();
1893                 let target = target_node_id();
1894
1895                 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
1896                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
1897
1898                 SinceEpoch::advance(Duration::from_secs(10));
1899                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 475);
1900
1901                 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
1902                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1903
1904                 let mut serialized_scorer = Vec::new();
1905                 scorer.write(&mut serialized_scorer).unwrap();
1906
1907                 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
1908                 let deserialized_scorer =
1909                         <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
1910                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1911         }
1912
1913         #[test]
1914         fn decays_persisted_liquidity_bounds() {
1915                 let network_graph = network_graph();
1916                 let params = ProbabilisticScoringParameters {
1917                         liquidity_penalty_multiplier_msat: 1_000,
1918                         liquidity_offset_half_life: Duration::from_secs(10),
1919                 };
1920                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1921                 let source = source_node_id();
1922                 let target = target_node_id();
1923
1924                 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
1925                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
1926
1927                 let mut serialized_scorer = Vec::new();
1928                 scorer.write(&mut serialized_scorer).unwrap();
1929
1930                 SinceEpoch::advance(Duration::from_secs(10));
1931
1932                 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
1933                 let deserialized_scorer =
1934                         <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
1935                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 475);
1936
1937                 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
1938                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1939
1940                 SinceEpoch::advance(Duration::from_secs(10));
1941                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 367);
1942         }
1943 }