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