1 // This file is Copyright its original authors, visible in version control
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
10 //! Utilities for scoring payment channels.
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`Score`] implementation is not needed.
18 //! # extern crate secp256k1;
20 //! # use lightning::routing::network_graph::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringParameters, Scorer, ScoringParameters};
23 //! # use lightning::util::logger::{Logger, Record};
24 //! # use secp256k1::key::PublicKey;
26 //! # struct FakeLogger {};
27 //! # impl Logger for FakeLogger {
28 //! # fn log(&self, record: &Record) { unimplemented!() }
30 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph) {
31 //! # let logger = FakeLogger {};
33 //! // Use the default channel penalties.
34 //! let params = ProbabilisticScoringParameters::default();
35 //! let scorer = ProbabilisticScorer::new(params, &payer, &network_graph);
37 //! // Or use custom channel penalties.
38 //! let params = ProbabilisticScoringParameters {
39 //! liquidity_penalty_multiplier_msat: 2 * 1000,
40 //! ..ProbabilisticScoringParameters::default()
42 //! let scorer = ProbabilisticScorer::new(params, &payer, &network_graph);
44 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer);
50 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
51 //! different types and thus is undefined.
53 //! [`find_route`]: crate::routing::router::find_route
55 use bitcoin::secp256k1::key::PublicKey;
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};
63 use core::cell::{RefCell, RefMut};
64 use core::ops::{Deref, DerefMut};
65 use core::time::Duration;
67 use sync::{Mutex, MutexGuard};
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`.
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.
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`.
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, the latter indicating sufficient
91 /// capacity (i.e., near [`u64::max_value`]). Thus, implementations should be overflow-safe.
92 fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64;
94 /// Handles updating channel penalties after failing to route through a channel.
95 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64);
97 /// Handles updating channel penalties after successfully routing along a path.
98 fn payment_path_successful(&mut self, path: &[&RouteHop]);
101 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
102 fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64 {
103 self.deref().channel_penalty_msat(short_channel_id, send_amt_msat, capacity_msat, source, target)
106 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
107 self.deref_mut().payment_path_failed(path, short_channel_id)
110 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
111 self.deref_mut().payment_path_successful(path)
117 define_score!(Writeable);
118 #[cfg(not(c_bindings))]
121 /// A scorer that is accessed under a lock.
123 /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
124 /// having shared ownership of a scorer but without requiring internal locking in [`Score`]
125 /// implementations. Internal locking would be detrimental to route finding performance and could
126 /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
128 /// [`find_route`]: crate::routing::router::find_route
129 pub trait LockableScore<'a> {
130 /// The locked [`Score`] type.
131 type Locked: 'a + Score;
133 /// Returns the locked scorer.
134 fn lock(&'a self) -> Self::Locked;
138 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
139 type Locked = MutexGuard<'a, T>;
141 fn lock(&'a self) -> MutexGuard<'a, T> {
142 Mutex::lock(self).unwrap()
146 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
147 type Locked = RefMut<'a, T>;
149 fn lock(&'a self) -> RefMut<'a, T> {
155 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
156 pub struct MultiThreadedLockableScore<S: Score> {
161 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
162 type Locked = MutexGuard<'a, T>;
164 fn lock(&'a self) -> MutexGuard<'a, T> {
165 Mutex::lock(&self.score).unwrap()
170 impl<T: Score> MultiThreadedLockableScore<T> {
171 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
172 pub fn new(score: T) -> Self {
173 MultiThreadedLockableScore { score: Mutex::new(score) }
179 impl<'a, T: Writeable> Writeable for RefMut<'a, T> {
180 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
181 T::write(&**self, writer)
187 impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
188 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
189 S::write(&**self, writer)
193 /// [`Score`] implementation that provides reasonable default behavior.
195 /// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
196 /// slightly higher fees are available. Will further penalize channels that fail to relay payments.
198 /// See [module-level documentation] for usage.
200 /// [module-level documentation]: crate::routing::scoring
201 #[cfg(not(feature = "no-std"))]
202 pub type Scorer = ScorerUsingTime::<std::time::Instant>;
203 /// [`Score`] implementation that provides reasonable default behavior.
205 /// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
206 /// slightly higher fees are available. Will further penalize channels that fail to relay payments.
208 /// See [module-level documentation] for usage and [`ScoringParameters`] for customization.
210 /// [module-level documentation]: crate::routing::scoring
211 #[cfg(feature = "no-std")]
212 pub type Scorer = ScorerUsingTime::<time::Eternity>;
214 // Note that ideally we'd hide ScorerUsingTime from public view by sealing it as well, but rustdoc
215 // doesn't handle this well - instead exposing a `Scorer` which has no trait implementation(s) or
218 /// [`Score`] implementation.
220 /// See [`Scorer`] for details.
224 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
227 /// (C-not exported) generally all users should use the [`Scorer`] type alias.
228 pub struct ScorerUsingTime<T: Time> {
229 params: ScoringParameters,
230 // TODO: Remove entries of closed channels.
231 channel_failures: HashMap<u64, ChannelFailure<T>>,
234 /// Parameters for configuring [`Scorer`].
235 pub struct ScoringParameters {
236 /// A fixed penalty in msats to apply to each channel.
238 /// Default value: 500 msat
239 pub base_penalty_msat: u64,
241 /// A penalty in msats to apply to a channel upon failing to relay a payment.
243 /// This accumulates for each failure but may be reduced over time based on
244 /// [`failure_penalty_half_life`] or when successfully routing through a channel.
246 /// Default value: 1,024,000 msat
248 /// [`failure_penalty_half_life`]: Self::failure_penalty_half_life
249 pub failure_penalty_msat: u64,
251 /// When the amount being sent over a channel is this many 1024ths of the total channel
252 /// capacity, we begin applying [`overuse_penalty_msat_per_1024th`].
254 /// Default value: 128 1024ths (i.e. begin penalizing when an HTLC uses 1/8th of a channel)
256 /// [`overuse_penalty_msat_per_1024th`]: Self::overuse_penalty_msat_per_1024th
257 pub overuse_penalty_start_1024th: u16,
259 /// A penalty applied, per whole 1024ths of the channel capacity which the amount being sent
260 /// over the channel exceeds [`overuse_penalty_start_1024th`] by.
262 /// Default value: 20 msat (i.e. 2560 msat penalty to use 1/4th of a channel, 7680 msat penalty
263 /// to use half a channel, and 12,560 msat penalty to use 3/4ths of a channel)
265 /// [`overuse_penalty_start_1024th`]: Self::overuse_penalty_start_1024th
266 pub overuse_penalty_msat_per_1024th: u64,
268 /// The time required to elapse before any accumulated [`failure_penalty_msat`] penalties are
271 /// Successfully routing through a channel will immediately cut the penalty in half as well.
275 /// When built with the `no-std` feature, time will never elapse. Therefore, this penalty will
278 /// [`failure_penalty_msat`]: Self::failure_penalty_msat
279 pub failure_penalty_half_life: Duration,
282 impl_writeable_tlv_based!(ScoringParameters, {
283 (0, base_penalty_msat, required),
284 (1, overuse_penalty_start_1024th, (default_value, 128)),
285 (2, failure_penalty_msat, required),
286 (3, overuse_penalty_msat_per_1024th, (default_value, 20)),
287 (4, failure_penalty_half_life, required),
290 /// Accounting for penalties against a channel for failing to relay any payments.
292 /// Penalties decay over time, though accumulate as more failures occur.
293 struct ChannelFailure<T: Time> {
294 /// Accumulated penalty in msats for the channel as of `last_updated`.
295 undecayed_penalty_msat: u64,
297 /// Last time the channel either failed to route or successfully routed a payment. Used to decay
298 /// `undecayed_penalty_msat`.
302 impl<T: Time> ScorerUsingTime<T> {
303 /// Creates a new scorer using the given scoring parameters.
304 pub fn new(params: ScoringParameters) -> Self {
307 channel_failures: HashMap::new(),
311 /// Creates a new scorer using `penalty_msat` as a fixed channel penalty.
312 #[cfg(any(test, feature = "fuzztarget", feature = "_test_utils"))]
313 pub fn with_fixed_penalty(penalty_msat: u64) -> Self {
314 Self::new(ScoringParameters {
315 base_penalty_msat: penalty_msat,
316 failure_penalty_msat: 0,
317 failure_penalty_half_life: Duration::from_secs(0),
318 overuse_penalty_start_1024th: 1024,
319 overuse_penalty_msat_per_1024th: 0,
324 impl<T: Time> ChannelFailure<T> {
325 fn new(failure_penalty_msat: u64) -> Self {
327 undecayed_penalty_msat: failure_penalty_msat,
328 last_updated: T::now(),
332 fn add_penalty(&mut self, failure_penalty_msat: u64, half_life: Duration) {
333 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) + failure_penalty_msat;
334 self.last_updated = T::now();
337 fn reduce_penalty(&mut self, half_life: Duration) {
338 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) >> 1;
339 self.last_updated = T::now();
342 fn decayed_penalty_msat(&self, half_life: Duration) -> u64 {
343 self.last_updated.elapsed().as_secs()
344 .checked_div(half_life.as_secs())
345 .and_then(|decays| self.undecayed_penalty_msat.checked_shr(decays as u32))
350 impl<T: Time> Default for ScorerUsingTime<T> {
351 fn default() -> Self {
352 Self::new(ScoringParameters::default())
356 impl Default for ScoringParameters {
357 fn default() -> Self {
359 base_penalty_msat: 500,
360 failure_penalty_msat: 1024 * 1000,
361 failure_penalty_half_life: Duration::from_secs(3600),
362 overuse_penalty_start_1024th: 1024 / 8,
363 overuse_penalty_msat_per_1024th: 20,
368 impl<T: Time> Score for ScorerUsingTime<T> {
369 fn channel_penalty_msat(
370 &self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, _source: &NodeId, _target: &NodeId
372 let failure_penalty_msat = self.channel_failures
373 .get(&short_channel_id)
374 .map_or(0, |value| value.decayed_penalty_msat(self.params.failure_penalty_half_life));
376 let mut penalty_msat = self.params.base_penalty_msat + failure_penalty_msat;
377 let send_1024ths = send_amt_msat.checked_mul(1024).unwrap_or(u64::max_value()) / capacity_msat;
378 if send_1024ths > self.params.overuse_penalty_start_1024th as u64 {
379 penalty_msat = penalty_msat.checked_add(
380 (send_1024ths - self.params.overuse_penalty_start_1024th as u64)
381 .checked_mul(self.params.overuse_penalty_msat_per_1024th).unwrap_or(u64::max_value()))
382 .unwrap_or(u64::max_value());
388 fn payment_path_failed(&mut self, _path: &[&RouteHop], short_channel_id: u64) {
389 let failure_penalty_msat = self.params.failure_penalty_msat;
390 let half_life = self.params.failure_penalty_half_life;
391 self.channel_failures
392 .entry(short_channel_id)
393 .and_modify(|failure| failure.add_penalty(failure_penalty_msat, half_life))
394 .or_insert_with(|| ChannelFailure::new(failure_penalty_msat));
397 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
398 let half_life = self.params.failure_penalty_half_life;
399 for hop in path.iter() {
400 self.channel_failures
401 .entry(hop.short_channel_id)
402 .and_modify(|failure| failure.reduce_penalty(half_life));
407 impl<T: Time> Writeable for ScorerUsingTime<T> {
409 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
410 self.params.write(w)?;
411 self.channel_failures.write(w)?;
412 write_tlv_fields!(w, {});
417 impl<T: Time> Readable for ScorerUsingTime<T> {
419 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
421 params: Readable::read(r)?,
422 channel_failures: Readable::read(r)?,
424 read_tlv_fields!(r, {});
429 impl<T: Time> Writeable for ChannelFailure<T> {
431 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
432 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
433 write_tlv_fields!(w, {
434 (0, self.undecayed_penalty_msat, required),
435 (2, duration_since_epoch, required),
441 impl<T: Time> Readable for ChannelFailure<T> {
443 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
444 let mut undecayed_penalty_msat = 0;
445 let mut duration_since_epoch = Duration::from_secs(0);
446 read_tlv_fields!(r, {
447 (0, undecayed_penalty_msat, required),
448 (2, duration_since_epoch, required),
451 undecayed_penalty_msat,
452 last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
457 /// [`Score`] implementation using channel success probability distributions.
459 /// Based on *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
460 /// and Stefan Richter [[1]]. Given the uncertainty of channel liquidity balances, probability
461 /// distributions are defined based on knowledge learned from successful and unsuccessful attempts.
462 /// Then the negative log of the success probability is used to determine the cost of routing a
463 /// specific HTLC amount through a channel.
465 /// [1]: https://arxiv.org/abs/2107.05322
466 pub struct ProbabilisticScorer<G: Deref<Target = NetworkGraph>> {
467 params: ProbabilisticScoringParameters,
470 // TODO: Remove entries of closed channels.
471 channel_liquidities: HashMap<u64, ChannelLiquidity>,
474 /// Parameters for configuring [`ProbabilisticScorer`].
475 pub struct ProbabilisticScoringParameters {
476 /// A penalty applied after multiplying by the negative log of channel's success probability for
479 /// The success probability is determined by the effective channel capacity, the payment amount,
480 /// and knowledge learned from prior successful and unsuccessful payments.
482 /// Default value: 1,000 msat
483 pub liquidity_penalty_multiplier_msat: u64,
486 impl_writeable_tlv_based!(ProbabilisticScoringParameters, {
487 (0, liquidity_penalty_multiplier_msat, required),
490 /// Accounting for channel liquidity balance uncertainty.
492 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
493 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
494 /// offset fields gives the opposite direction.
495 struct ChannelLiquidity {
496 min_liquidity_offset_msat: u64,
497 max_liquidity_offset_msat: u64,
500 /// A view of [`ChannelLiquidity`] in one direction assuming a certain channel capacity.
501 struct DirectedChannelLiquidity<L: Deref<Target = u64>> {
502 min_liquidity_offset_msat: L,
503 max_liquidity_offset_msat: L,
507 impl<G: Deref<Target = NetworkGraph>> ProbabilisticScorer<G> {
508 /// Creates a new scorer using the given scoring parameters for sending payments from a node
509 /// through a network graph.
511 params: ProbabilisticScoringParameters, node_pubkey: &PublicKey, network_graph: G
515 node_id: NodeId::from_pubkey(node_pubkey),
517 channel_liquidities: HashMap::new(),
522 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity) -> Self {
523 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
528 impl Default for ProbabilisticScoringParameters {
529 fn default() -> Self {
531 liquidity_penalty_multiplier_msat: 1000,
536 impl ChannelLiquidity {
540 min_liquidity_offset_msat: 0,
541 max_liquidity_offset_msat: 0,
545 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
548 &self, source: &NodeId, target: &NodeId, capacity_msat: u64
549 ) -> DirectedChannelLiquidity<&u64> {
550 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
551 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat)
553 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat)
556 DirectedChannelLiquidity {
557 min_liquidity_offset_msat,
558 max_liquidity_offset_msat,
563 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
566 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64
567 ) -> DirectedChannelLiquidity<&mut u64> {
568 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
569 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat)
571 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat)
574 DirectedChannelLiquidity {
575 min_liquidity_offset_msat,
576 max_liquidity_offset_msat,
582 impl<L: Deref<Target = u64>> DirectedChannelLiquidity<L> {
583 /// Returns the success probability of routing the given HTLC `amount_msat` through the channel
584 /// in this direction.
585 fn success_probability(&self, amount_msat: u64) -> f64 {
586 let max_liquidity_msat = self.max_liquidity_msat();
587 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
588 if amount_msat > max_liquidity_msat {
590 } else if amount_msat <= min_liquidity_msat {
593 let numerator = max_liquidity_msat + 1 - amount_msat;
594 let denominator = max_liquidity_msat + 1 - min_liquidity_msat;
595 numerator as f64 / denominator as f64
599 /// Returns the lower bound of the channel liquidity balance in this direction.
600 fn min_liquidity_msat(&self) -> u64 {
601 *self.min_liquidity_offset_msat
604 /// Returns the upper bound of the channel liquidity balance in this direction.
605 fn max_liquidity_msat(&self) -> u64 {
606 self.capacity_msat.checked_sub(*self.max_liquidity_offset_msat).unwrap_or(0)
610 impl<L: DerefMut<Target = u64>> DirectedChannelLiquidity<L> {
611 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
612 fn failed_at_channel(&mut self, amount_msat: u64) {
613 if amount_msat < self.max_liquidity_msat() {
614 self.set_max_liquidity_msat(amount_msat);
618 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
619 fn failed_downstream(&mut self, amount_msat: u64) {
620 if amount_msat > self.min_liquidity_msat() {
621 self.set_min_liquidity_msat(amount_msat);
625 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
626 fn successful(&mut self, amount_msat: u64) {
627 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
628 self.set_max_liquidity_msat(max_liquidity_msat);
631 /// Adjusts the lower bound of the channel liquidity balance in this direction.
632 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
633 *self.min_liquidity_offset_msat = amount_msat;
635 if amount_msat > self.max_liquidity_msat() {
636 *self.max_liquidity_offset_msat = 0;
640 /// Adjusts the upper bound of the channel liquidity balance in this direction.
641 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
642 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
644 if amount_msat < self.min_liquidity_msat() {
645 *self.min_liquidity_offset_msat = 0;
650 impl<G: Deref<Target = NetworkGraph>> Score for ProbabilisticScorer<G> {
651 fn channel_penalty_msat(
652 &self, short_channel_id: u64, amount_msat: u64, capacity_msat: u64, source: &NodeId,
655 if *source == self.node_id || *target == self.node_id {
659 let liquidity_penalty_multiplier_msat = self.params.liquidity_penalty_multiplier_msat;
660 let success_probability = self.channel_liquidities
661 .get(&short_channel_id)
662 .unwrap_or(&ChannelLiquidity::new())
663 .as_directed(source, target, capacity_msat)
664 .success_probability(amount_msat);
665 if success_probability == 0.0 {
667 } else if success_probability == 1.0 {
670 (-(success_probability.log10()) * liquidity_penalty_multiplier_msat as f64) as u64
674 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
675 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
676 let network_graph = self.network_graph.read_only();
677 let hop_sources = core::iter::once(self.node_id)
678 .chain(path.iter().map(|hop| NodeId::from_pubkey(&hop.pubkey)));
679 for (source, hop) in hop_sources.zip(path.iter()) {
680 let target = NodeId::from_pubkey(&hop.pubkey);
681 if source == self.node_id || target == self.node_id {
685 let capacity_msat = network_graph.channels()
686 .get(&hop.short_channel_id)
687 .and_then(|channel| channel.as_directed_to(&target).map(|d| d.effective_capacity()))
688 .unwrap_or(EffectiveCapacity::Unknown)
691 if hop.short_channel_id == short_channel_id {
692 self.channel_liquidities
693 .entry(hop.short_channel_id)
694 .or_insert_with(|| ChannelLiquidity::new())
695 .as_directed_mut(&source, &target, capacity_msat)
696 .failed_at_channel(amount_msat);
700 self.channel_liquidities
701 .entry(hop.short_channel_id)
702 .or_insert_with(|| ChannelLiquidity::new())
703 .as_directed_mut(&source, &target, capacity_msat)
704 .failed_downstream(amount_msat);
708 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
709 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
710 let network_graph = self.network_graph.read_only();
711 let hop_sources = core::iter::once(self.node_id)
712 .chain(path.iter().map(|hop| NodeId::from_pubkey(&hop.pubkey)));
713 for (source, hop) in hop_sources.zip(path.iter()) {
714 let target = NodeId::from_pubkey(&hop.pubkey);
715 if source == self.node_id || target == self.node_id {
719 let capacity_msat = network_graph.channels()
720 .get(&hop.short_channel_id)
721 .and_then(|channel| channel.as_directed_to(&target).map(|d| d.effective_capacity()))
722 .unwrap_or(EffectiveCapacity::Unknown)
725 self.channel_liquidities
726 .entry(hop.short_channel_id)
727 .or_insert_with(|| ChannelLiquidity::new())
728 .as_directed_mut(&source, &target, capacity_msat)
729 .successful(amount_msat);
734 impl<G: Deref<Target = NetworkGraph>> Writeable for ProbabilisticScorer<G> {
736 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
737 self.params.write(w)?;
738 self.channel_liquidities.write(w)?;
739 write_tlv_fields!(w, {});
744 impl<G: Deref<Target = NetworkGraph>> ReadableArgs<(&PublicKey, G)> for ProbabilisticScorer<G> {
746 fn read<R: Read>(r: &mut R, args: (&PublicKey, G)) -> Result<Self, DecodeError> {
747 let (node_pubkey, network_graph) = args;
749 params: Readable::read(r)?,
750 node_id: NodeId::from_pubkey(node_pubkey),
752 channel_liquidities: Readable::read(r)?,
754 read_tlv_fields!(r, {});
759 impl Writeable for ChannelLiquidity {
761 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
762 write_tlv_fields!(w, {
763 (0, self.min_liquidity_offset_msat, required),
764 (2, self.max_liquidity_offset_msat, required),
770 impl Readable for ChannelLiquidity {
772 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
773 let mut min_liquidity_offset_msat = 0;
774 let mut max_liquidity_offset_msat = 0;
775 read_tlv_fields!(r, {
776 (0, min_liquidity_offset_msat, required),
777 (2, max_liquidity_offset_msat, required),
780 min_liquidity_offset_msat,
781 max_liquidity_offset_msat
786 pub(crate) mod time {
788 use core::time::Duration;
789 /// A measurement of time.
790 pub trait Time: Sub<Duration, Output = Self> where Self: Sized {
791 /// Returns an instance corresponding to the current moment.
794 /// Returns the amount of time elapsed since `self` was created.
795 fn elapsed(&self) -> Duration;
797 /// Returns the amount of time passed since the beginning of [`Time`].
799 /// Used during (de-)serialization.
800 fn duration_since_epoch() -> Duration;
803 /// A state in which time has no meaning.
804 #[derive(Debug, PartialEq, Eq)]
807 #[cfg(not(feature = "no-std"))]
808 impl Time for std::time::Instant {
810 std::time::Instant::now()
813 fn duration_since_epoch() -> Duration {
814 use std::time::SystemTime;
815 SystemTime::now().duration_since(SystemTime::UNIX_EPOCH).unwrap()
818 fn elapsed(&self) -> Duration {
819 std::time::Instant::elapsed(self)
823 impl Time for Eternity {
828 fn duration_since_epoch() -> Duration {
829 Duration::from_secs(0)
832 fn elapsed(&self) -> Duration {
833 Duration::from_secs(0)
837 impl Sub<Duration> for Eternity {
840 fn sub(self, _other: Duration) -> Self {
846 pub(crate) use self::time::Time;
850 use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorer, ScoringParameters, ScorerUsingTime, Time};
851 use super::time::Eternity;
853 use ln::features::{ChannelFeatures, NodeFeatures};
854 use ln::msgs::{ChannelAnnouncement, ChannelUpdate, OptionalField, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
855 use routing::scoring::Score;
856 use routing::network_graph::{NetworkGraph, NodeId};
857 use routing::router::RouteHop;
858 use util::ser::{Readable, Writeable};
860 use bitcoin::blockdata::constants::genesis_block;
861 use bitcoin::hashes::Hash;
862 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
863 use bitcoin::network::constants::Network;
864 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
865 use core::cell::Cell;
867 use core::time::Duration;
872 /// Time that can be advanced manually in tests.
873 #[derive(Debug, PartialEq, Eq)]
874 struct SinceEpoch(Duration);
878 static ELAPSED: Cell<Duration> = core::cell::Cell::new(Duration::from_secs(0));
881 fn advance(duration: Duration) {
882 Self::ELAPSED.with(|elapsed| elapsed.set(elapsed.get() + duration))
886 impl Time for SinceEpoch {
888 Self(Self::duration_since_epoch())
891 fn duration_since_epoch() -> Duration {
892 Self::ELAPSED.with(|elapsed| elapsed.get())
895 fn elapsed(&self) -> Duration {
896 Self::duration_since_epoch() - self.0
900 impl Sub<Duration> for SinceEpoch {
903 fn sub(self, other: Duration) -> Self {
909 fn time_passes_when_advanced() {
910 let now = SinceEpoch::now();
911 assert_eq!(now.elapsed(), Duration::from_secs(0));
913 SinceEpoch::advance(Duration::from_secs(1));
914 SinceEpoch::advance(Duration::from_secs(1));
916 let elapsed = now.elapsed();
917 let later = SinceEpoch::now();
919 assert_eq!(elapsed, Duration::from_secs(2));
920 assert_eq!(later - elapsed, now);
924 fn time_never_passes_in_an_eternity() {
925 let now = Eternity::now();
926 let elapsed = now.elapsed();
927 let later = Eternity::now();
929 assert_eq!(now.elapsed(), Duration::from_secs(0));
930 assert_eq!(later - elapsed, now);
935 /// A scorer for testing with time that can be manually advanced.
936 type Scorer = ScorerUsingTime::<SinceEpoch>;
938 fn source_privkey() -> SecretKey {
939 SecretKey::from_slice(&[42; 32]).unwrap()
942 fn target_privkey() -> SecretKey {
943 SecretKey::from_slice(&[43; 32]).unwrap()
946 fn source_pubkey() -> PublicKey {
947 let secp_ctx = Secp256k1::new();
948 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
951 fn target_pubkey() -> PublicKey {
952 let secp_ctx = Secp256k1::new();
953 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
956 fn source_node_id() -> NodeId {
957 NodeId::from_pubkey(&source_pubkey())
960 fn target_node_id() -> NodeId {
961 NodeId::from_pubkey(&target_pubkey())
965 fn penalizes_without_channel_failures() {
966 let scorer = Scorer::new(ScoringParameters {
967 base_penalty_msat: 1_000,
968 failure_penalty_msat: 512,
969 failure_penalty_half_life: Duration::from_secs(1),
970 overuse_penalty_start_1024th: 1024,
971 overuse_penalty_msat_per_1024th: 0,
973 let source = source_node_id();
974 let target = target_node_id();
975 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
977 SinceEpoch::advance(Duration::from_secs(1));
978 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
982 fn accumulates_channel_failure_penalties() {
983 let mut scorer = Scorer::new(ScoringParameters {
984 base_penalty_msat: 1_000,
985 failure_penalty_msat: 64,
986 failure_penalty_half_life: Duration::from_secs(10),
987 overuse_penalty_start_1024th: 1024,
988 overuse_penalty_msat_per_1024th: 0,
990 let source = source_node_id();
991 let target = target_node_id();
992 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
994 scorer.payment_path_failed(&[], 42);
995 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
997 scorer.payment_path_failed(&[], 42);
998 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1000 scorer.payment_path_failed(&[], 42);
1001 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_192);
1005 fn decays_channel_failure_penalties_over_time() {
1006 let mut scorer = Scorer::new(ScoringParameters {
1007 base_penalty_msat: 1_000,
1008 failure_penalty_msat: 512,
1009 failure_penalty_half_life: Duration::from_secs(10),
1010 overuse_penalty_start_1024th: 1024,
1011 overuse_penalty_msat_per_1024th: 0,
1013 let source = source_node_id();
1014 let target = target_node_id();
1015 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1017 scorer.payment_path_failed(&[], 42);
1018 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1020 SinceEpoch::advance(Duration::from_secs(9));
1021 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1023 SinceEpoch::advance(Duration::from_secs(1));
1024 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1026 SinceEpoch::advance(Duration::from_secs(10 * 8));
1027 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_001);
1029 SinceEpoch::advance(Duration::from_secs(10));
1030 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1032 SinceEpoch::advance(Duration::from_secs(10));
1033 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1037 fn decays_channel_failure_penalties_without_shift_overflow() {
1038 let mut scorer = Scorer::new(ScoringParameters {
1039 base_penalty_msat: 1_000,
1040 failure_penalty_msat: 512,
1041 failure_penalty_half_life: Duration::from_secs(10),
1042 overuse_penalty_start_1024th: 1024,
1043 overuse_penalty_msat_per_1024th: 0,
1045 let source = source_node_id();
1046 let target = target_node_id();
1047 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1049 scorer.payment_path_failed(&[], 42);
1050 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1052 // An unchecked right shift 64 bits or more in ChannelFailure::decayed_penalty_msat would
1053 // cause an overflow.
1054 SinceEpoch::advance(Duration::from_secs(10 * 64));
1055 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1057 SinceEpoch::advance(Duration::from_secs(10));
1058 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1062 fn accumulates_channel_failure_penalties_after_decay() {
1063 let mut scorer = Scorer::new(ScoringParameters {
1064 base_penalty_msat: 1_000,
1065 failure_penalty_msat: 512,
1066 failure_penalty_half_life: Duration::from_secs(10),
1067 overuse_penalty_start_1024th: 1024,
1068 overuse_penalty_msat_per_1024th: 0,
1070 let source = source_node_id();
1071 let target = target_node_id();
1072 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1074 scorer.payment_path_failed(&[], 42);
1075 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1077 SinceEpoch::advance(Duration::from_secs(10));
1078 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1080 scorer.payment_path_failed(&[], 42);
1081 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_768);
1083 SinceEpoch::advance(Duration::from_secs(10));
1084 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_384);
1088 fn reduces_channel_failure_penalties_after_success() {
1089 let mut scorer = Scorer::new(ScoringParameters {
1090 base_penalty_msat: 1_000,
1091 failure_penalty_msat: 512,
1092 failure_penalty_half_life: Duration::from_secs(10),
1093 overuse_penalty_start_1024th: 1024,
1094 overuse_penalty_msat_per_1024th: 0,
1096 let source = source_node_id();
1097 let target = target_node_id();
1098 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1100 scorer.payment_path_failed(&[], 42);
1101 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1103 SinceEpoch::advance(Duration::from_secs(10));
1104 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1106 let hop = RouteHop {
1107 pubkey: PublicKey::from_slice(target.as_slice()).unwrap(),
1108 node_features: NodeFeatures::known(),
1109 short_channel_id: 42,
1110 channel_features: ChannelFeatures::known(),
1112 cltv_expiry_delta: 18,
1114 scorer.payment_path_successful(&[&hop]);
1115 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1117 SinceEpoch::advance(Duration::from_secs(10));
1118 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1122 fn restores_persisted_channel_failure_penalties() {
1123 let mut scorer = Scorer::new(ScoringParameters {
1124 base_penalty_msat: 1_000,
1125 failure_penalty_msat: 512,
1126 failure_penalty_half_life: Duration::from_secs(10),
1127 overuse_penalty_start_1024th: 1024,
1128 overuse_penalty_msat_per_1024th: 0,
1130 let source = source_node_id();
1131 let target = target_node_id();
1133 scorer.payment_path_failed(&[], 42);
1134 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1136 SinceEpoch::advance(Duration::from_secs(10));
1137 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1139 scorer.payment_path_failed(&[], 43);
1140 assert_eq!(scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1142 let mut serialized_scorer = Vec::new();
1143 scorer.write(&mut serialized_scorer).unwrap();
1145 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1146 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1147 assert_eq!(deserialized_scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1151 fn decays_persisted_channel_failure_penalties() {
1152 let mut scorer = Scorer::new(ScoringParameters {
1153 base_penalty_msat: 1_000,
1154 failure_penalty_msat: 512,
1155 failure_penalty_half_life: Duration::from_secs(10),
1156 overuse_penalty_start_1024th: 1024,
1157 overuse_penalty_msat_per_1024th: 0,
1159 let source = source_node_id();
1160 let target = target_node_id();
1162 scorer.payment_path_failed(&[], 42);
1163 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1165 let mut serialized_scorer = Vec::new();
1166 scorer.write(&mut serialized_scorer).unwrap();
1168 SinceEpoch::advance(Duration::from_secs(10));
1170 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1171 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1173 SinceEpoch::advance(Duration::from_secs(10));
1174 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1178 fn charges_per_1024th_penalty() {
1179 let scorer = Scorer::new(ScoringParameters {
1180 base_penalty_msat: 0,
1181 failure_penalty_msat: 0,
1182 failure_penalty_half_life: Duration::from_secs(0),
1183 overuse_penalty_start_1024th: 256,
1184 overuse_penalty_msat_per_1024th: 100,
1186 let source = source_node_id();
1187 let target = target_node_id();
1189 assert_eq!(scorer.channel_penalty_msat(42, 1_000, 1_024_000, &source, &target), 0);
1190 assert_eq!(scorer.channel_penalty_msat(42, 256_999, 1_024_000, &source, &target), 0);
1191 assert_eq!(scorer.channel_penalty_msat(42, 257_000, 1_024_000, &source, &target), 100);
1192 assert_eq!(scorer.channel_penalty_msat(42, 258_000, 1_024_000, &source, &target), 200);
1193 assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 256 * 100);
1196 // `ProbabilisticScorer` tests
1198 fn sender_privkey() -> SecretKey {
1199 SecretKey::from_slice(&[41; 32]).unwrap()
1202 fn recipient_privkey() -> SecretKey {
1203 SecretKey::from_slice(&[45; 32]).unwrap()
1206 fn sender_pubkey() -> PublicKey {
1207 let secp_ctx = Secp256k1::new();
1208 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1211 fn recipient_pubkey() -> PublicKey {
1212 let secp_ctx = Secp256k1::new();
1213 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1216 fn sender_node_id() -> NodeId {
1217 NodeId::from_pubkey(&sender_pubkey())
1220 fn recipient_node_id() -> NodeId {
1221 NodeId::from_pubkey(&recipient_pubkey())
1224 fn network_graph() -> NetworkGraph {
1225 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1226 let mut network_graph = NetworkGraph::new(genesis_hash);
1227 add_channel(&mut network_graph, 41, sender_privkey(), source_privkey());
1228 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1229 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1235 network_graph: &mut NetworkGraph, short_channel_id: u64, node_1_key: SecretKey,
1236 node_2_key: SecretKey
1238 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1239 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1240 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1241 let secp_ctx = Secp256k1::new();
1242 let unsigned_announcement = UnsignedChannelAnnouncement {
1243 features: ChannelFeatures::known(),
1244 chain_hash: genesis_hash,
1246 node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key),
1247 node_id_2: PublicKey::from_secret_key(&secp_ctx, &node_2_key),
1248 bitcoin_key_1: PublicKey::from_secret_key(&secp_ctx, &node_1_secret),
1249 bitcoin_key_2: PublicKey::from_secret_key(&secp_ctx, &node_2_secret),
1250 excess_data: Vec::new(),
1252 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1253 let signed_announcement = ChannelAnnouncement {
1254 node_signature_1: secp_ctx.sign(&msghash, &node_1_key),
1255 node_signature_2: secp_ctx.sign(&msghash, &node_2_key),
1256 bitcoin_signature_1: secp_ctx.sign(&msghash, &node_1_secret),
1257 bitcoin_signature_2: secp_ctx.sign(&msghash, &node_2_secret),
1258 contents: unsigned_announcement,
1260 let chain_source: Option<&::util::test_utils::TestChainSource> = None;
1261 network_graph.update_channel_from_announcement(
1262 &signed_announcement, &chain_source, &secp_ctx).unwrap();
1263 update_channel(network_graph, short_channel_id, node_1_key, 0);
1264 update_channel(network_graph, short_channel_id, node_2_key, 1);
1268 network_graph: &mut NetworkGraph, short_channel_id: u64, node_key: SecretKey, flags: u8
1270 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1271 let secp_ctx = Secp256k1::new();
1272 let unsigned_update = UnsignedChannelUpdate {
1273 chain_hash: genesis_hash,
1277 cltv_expiry_delta: 18,
1278 htlc_minimum_msat: 0,
1279 htlc_maximum_msat: OptionalField::Present(1_000),
1281 fee_proportional_millionths: 0,
1282 excess_data: Vec::new(),
1284 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1285 let signed_update = ChannelUpdate {
1286 signature: secp_ctx.sign(&msghash, &node_key),
1287 contents: unsigned_update,
1289 network_graph.update_channel(&signed_update, &secp_ctx).unwrap();
1292 fn payment_path_for_amount(amount_msat: u64) -> Vec<RouteHop> {
1295 pubkey: source_pubkey(),
1296 node_features: NodeFeatures::known(),
1297 short_channel_id: 41,
1298 channel_features: ChannelFeatures::known(),
1300 cltv_expiry_delta: 18,
1303 pubkey: target_pubkey(),
1304 node_features: NodeFeatures::known(),
1305 short_channel_id: 42,
1306 channel_features: ChannelFeatures::known(),
1308 cltv_expiry_delta: 18,
1311 pubkey: recipient_pubkey(),
1312 node_features: NodeFeatures::known(),
1313 short_channel_id: 43,
1314 channel_features: ChannelFeatures::known(),
1315 fee_msat: amount_msat,
1316 cltv_expiry_delta: 18,
1322 fn liquidity_bounds_directed_from_lowest_node_id() {
1323 let network_graph = network_graph();
1324 let params = ProbabilisticScoringParameters::default();
1325 let mut scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &network_graph)
1328 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100
1332 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100
1334 let source = source_node_id();
1335 let target = target_node_id();
1336 let recipient = recipient_node_id();
1338 let liquidity = scorer.channel_liquidities.get_mut(&42).unwrap();
1339 assert!(source > target);
1340 assert_eq!(liquidity.as_directed(&source, &target, 1_000).min_liquidity_msat(), 100);
1341 assert_eq!(liquidity.as_directed(&source, &target, 1_000).max_liquidity_msat(), 300);
1342 assert_eq!(liquidity.as_directed(&target, &source, 1_000).min_liquidity_msat(), 700);
1343 assert_eq!(liquidity.as_directed(&target, &source, 1_000).max_liquidity_msat(), 900);
1345 liquidity.as_directed_mut(&source, &target, 1_000).set_min_liquidity_msat(200);
1346 assert_eq!(liquidity.as_directed(&source, &target, 1_000).min_liquidity_msat(), 200);
1347 assert_eq!(liquidity.as_directed(&source, &target, 1_000).max_liquidity_msat(), 300);
1348 assert_eq!(liquidity.as_directed(&target, &source, 1_000).min_liquidity_msat(), 700);
1349 assert_eq!(liquidity.as_directed(&target, &source, 1_000).max_liquidity_msat(), 800);
1351 let liquidity = scorer.channel_liquidities.get_mut(&43).unwrap();
1352 assert!(target < recipient);
1353 assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).min_liquidity_msat(), 700);
1354 assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).max_liquidity_msat(), 900);
1355 assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).min_liquidity_msat(), 100);
1356 assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).max_liquidity_msat(), 300);
1358 liquidity.as_directed_mut(&target, &recipient, 1_000).set_max_liquidity_msat(200);
1359 assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).min_liquidity_msat(), 0);
1360 assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).max_liquidity_msat(), 200);
1361 assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).min_liquidity_msat(), 800);
1362 assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).max_liquidity_msat(), 1000);
1366 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
1367 let network_graph = network_graph();
1368 let params = ProbabilisticScoringParameters::default();
1369 let mut scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &network_graph)
1372 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400
1374 let source = source_node_id();
1375 let target = target_node_id();
1376 assert!(source > target);
1378 // Check initial bounds.
1379 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1380 .as_directed(&source, &target, 1_000);
1381 assert_eq!(liquidity.min_liquidity_msat(), 400);
1382 assert_eq!(liquidity.max_liquidity_msat(), 800);
1384 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1385 .as_directed(&target, &source, 1_000);
1386 assert_eq!(liquidity.min_liquidity_msat(), 200);
1387 assert_eq!(liquidity.max_liquidity_msat(), 600);
1389 // Reset from source to target.
1390 scorer.channel_liquidities.get_mut(&42).unwrap()
1391 .as_directed_mut(&source, &target, 1_000)
1392 .set_min_liquidity_msat(900);
1394 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1395 .as_directed(&source, &target, 1_000);
1396 assert_eq!(liquidity.min_liquidity_msat(), 900);
1397 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1399 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1400 .as_directed(&target, &source, 1_000);
1401 assert_eq!(liquidity.min_liquidity_msat(), 0);
1402 assert_eq!(liquidity.max_liquidity_msat(), 100);
1404 // Reset from target to source.
1405 scorer.channel_liquidities.get_mut(&42).unwrap()
1406 .as_directed_mut(&target, &source, 1_000)
1407 .set_min_liquidity_msat(400);
1409 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1410 .as_directed(&source, &target, 1_000);
1411 assert_eq!(liquidity.min_liquidity_msat(), 0);
1412 assert_eq!(liquidity.max_liquidity_msat(), 600);
1414 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1415 .as_directed(&target, &source, 1_000);
1416 assert_eq!(liquidity.min_liquidity_msat(), 400);
1417 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1421 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
1422 let network_graph = network_graph();
1423 let params = ProbabilisticScoringParameters::default();
1424 let mut scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &network_graph)
1427 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400
1429 let source = source_node_id();
1430 let target = target_node_id();
1431 assert!(source > target);
1433 // Check initial bounds.
1434 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1435 .as_directed(&source, &target, 1_000);
1436 assert_eq!(liquidity.min_liquidity_msat(), 400);
1437 assert_eq!(liquidity.max_liquidity_msat(), 800);
1439 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1440 .as_directed(&target, &source, 1_000);
1441 assert_eq!(liquidity.min_liquidity_msat(), 200);
1442 assert_eq!(liquidity.max_liquidity_msat(), 600);
1444 // Reset from source to target.
1445 scorer.channel_liquidities.get_mut(&42).unwrap()
1446 .as_directed_mut(&source, &target, 1_000)
1447 .set_max_liquidity_msat(300);
1449 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1450 .as_directed(&source, &target, 1_000);
1451 assert_eq!(liquidity.min_liquidity_msat(), 0);
1452 assert_eq!(liquidity.max_liquidity_msat(), 300);
1454 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1455 .as_directed(&target, &source, 1_000);
1456 assert_eq!(liquidity.min_liquidity_msat(), 700);
1457 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1459 // Reset from target to source.
1460 scorer.channel_liquidities.get_mut(&42).unwrap()
1461 .as_directed_mut(&target, &source, 1_000)
1462 .set_max_liquidity_msat(600);
1464 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1465 .as_directed(&source, &target, 1_000);
1466 assert_eq!(liquidity.min_liquidity_msat(), 400);
1467 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1469 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1470 .as_directed(&target, &source, 1_000);
1471 assert_eq!(liquidity.min_liquidity_msat(), 0);
1472 assert_eq!(liquidity.max_liquidity_msat(), 600);
1476 fn increased_penalty_nearing_liquidity_upper_bound() {
1477 let network_graph = network_graph();
1478 let params = ProbabilisticScoringParameters::default();
1479 let scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &network_graph);
1480 let source = source_node_id();
1481 let target = target_node_id();
1483 assert_eq!(scorer.channel_penalty_msat(42, 100, 100_000, &source, &target), 0);
1484 assert_eq!(scorer.channel_penalty_msat(42, 1_000, 100_000, &source, &target), 4);
1485 assert_eq!(scorer.channel_penalty_msat(42, 10_000, 100_000, &source, &target), 45);
1486 assert_eq!(scorer.channel_penalty_msat(42, 100_000, 100_000, &source, &target), 5_000);
1488 assert_eq!(scorer.channel_penalty_msat(42, 125, 1_000, &source, &target), 57);
1489 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
1490 assert_eq!(scorer.channel_penalty_msat(42, 375, 1_000, &source, &target), 203);
1491 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1492 assert_eq!(scorer.channel_penalty_msat(42, 625, 1_000, &source, &target), 425);
1493 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600);
1494 assert_eq!(scorer.channel_penalty_msat(42, 875, 1_000, &source, &target), 900);
1498 fn constant_penalty_outside_liquidity_bounds() {
1499 let network_graph = network_graph();
1500 let params = ProbabilisticScoringParameters::default();
1501 let scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &network_graph)
1503 ChannelLiquidity { min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40 });
1504 let source = source_node_id();
1505 let target = target_node_id();
1507 assert_eq!(scorer.channel_penalty_msat(42, 39, 100, &source, &target), 0);
1508 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 0);
1509 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), u64::max_value());
1510 assert_eq!(scorer.channel_penalty_msat(42, 61, 100, &source, &target), u64::max_value());
1514 fn does_not_penalize_own_channel() {
1515 let network_graph = network_graph();
1516 let params = ProbabilisticScoringParameters::default();
1517 let mut scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &network_graph);
1518 let sender = sender_node_id();
1519 let source = source_node_id();
1520 let failed_path = payment_path_for_amount(500);
1521 let successful_path = payment_path_for_amount(200);
1523 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 0);
1525 scorer.payment_path_failed(&failed_path.iter().collect::<Vec<_>>(), 41);
1526 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 0);
1528 scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
1529 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 0);
1533 fn sets_liquidity_lower_bound_on_downstream_failure() {
1534 let network_graph = network_graph();
1535 let params = ProbabilisticScoringParameters::default();
1536 let mut scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &network_graph);
1537 let source = source_node_id();
1538 let target = target_node_id();
1539 let path = payment_path_for_amount(500);
1541 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
1542 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1543 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600);
1545 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
1547 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 0);
1548 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 0);
1549 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 300);
1553 fn sets_liquidity_upper_bound_on_failure() {
1554 let network_graph = network_graph();
1555 let params = ProbabilisticScoringParameters::default();
1556 let mut scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &network_graph);
1557 let source = source_node_id();
1558 let target = target_node_id();
1559 let path = payment_path_for_amount(500);
1561 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
1562 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1563 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600);
1565 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
1567 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1568 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2699);
1569 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), u64::max_value());
1573 fn reduces_liquidity_upper_bound_along_path_on_success() {
1574 let network_graph = network_graph();
1575 let params = ProbabilisticScoringParameters::default();
1576 let mut scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &network_graph);
1577 let sender = sender_node_id();
1578 let source = source_node_id();
1579 let target = target_node_id();
1580 let recipient = recipient_node_id();
1581 let path = payment_path_for_amount(500);
1583 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 0);
1584 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
1585 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 124);
1587 scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
1589 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 0);
1590 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1591 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 300);