_ 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, 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;
  93
  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);
  96
  97         /// Handles updating channel penalties after successfully routing along a path.
  98         fn payment_path_successful(&mut self, path: &[&RouteHop]);
  99 }
 100
 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)
 104         }
 105
 106         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
 107                 self.deref_mut().payment_path_failed(path, short_channel_id)
 108         }
 109
 110         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
 111                 self.deref_mut().payment_path_successful(path)
 112         }
 113 }
 114 } }
 115
 116 #[cfg(c_bindings)]
 117 define_score!(Writeable);
 118 #[cfg(not(c_bindings))]
 119 define_score!();
 120
 121 /// A scorer that is accessed under a lock.
 122 ///
 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.
 127 ///
 128 /// [`find_route`]: crate::routing::router::find_route
 129 pub trait LockableScore<'a> {
 130         /// The locked [`Score`] type.
 131         type Locked: 'a + Score;
 132
 133         /// Returns the locked scorer.
 134         fn lock(&'a self) -> Self::Locked;
 135 }
 136
 137 /// (C-not exported)
 138 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
 139         type Locked = MutexGuard<'a, T>;
 140
 141         fn lock(&'a self) -> MutexGuard<'a, T> {
 142                 Mutex::lock(self).unwrap()
 143         }
 144 }
 145
 146 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
 147         type Locked = RefMut<'a, T>;
 148
 149         fn lock(&'a self) -> RefMut<'a, T> {
 150                 self.borrow_mut()
 151         }
 152 }
 153
 154 #[cfg(c_bindings)]
 155 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
 156 pub struct MultiThreadedLockableScore<S: Score> {
 157         score: Mutex<S>,
 158 }
 159 #[cfg(c_bindings)]
 160 /// (C-not exported)
 161 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
 162         type Locked = MutexGuard<'a, T>;
 163
 164         fn lock(&'a self) -> MutexGuard<'a, T> {
 165                 Mutex::lock(&self.score).unwrap()
 166         }
 167 }
 168
 169 #[cfg(c_bindings)]
 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) }
 174         }
 175 }
 176
 177 #[cfg(c_bindings)]
 178 /// (C-not exported)
 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)
 182         }
 183 }
 184
 185 #[cfg(c_bindings)]
 186 /// (C-not exported)
 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)
 190         }
 191 }
 192
 193 /// [`Score`] implementation that provides reasonable default behavior.
 194 ///
 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.
 197 ///
 198 /// See [module-level documentation] for usage.
 199 ///
 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.
 204 ///
 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.
 207 ///
 208 /// See [module-level documentation] for usage and [`ScoringParameters`] for customization.
 209 ///
 210 /// [module-level documentation]: crate::routing::scoring
 211 #[cfg(feature = "no-std")]
 212 pub type Scorer = ScorerUsingTime::<time::Eternity>;
 213
 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
 216 // methods at all.
 217
 218 /// [`Score`] implementation.
 219 ///
 220 /// See [`Scorer`] for details.
 221 ///
 222 /// # Note
 223 ///
 224 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
 225 /// behavior.
 226 ///
 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>>,
 232 }
 233
 234 /// Parameters for configuring [`Scorer`].
 235 pub struct ScoringParameters {
 236         /// A fixed penalty in msats to apply to each channel.
 237         ///
 238         /// Default value: 500 msat
 239         pub base_penalty_msat: u64,
 240
 241         /// A penalty in msats to apply to a channel upon failing to relay a payment.
 242         ///
 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.
 245         ///
 246         /// Default value: 1,024,000 msat
 247         ///
 248         /// [`failure_penalty_half_life`]: Self::failure_penalty_half_life
 249         pub failure_penalty_msat: u64,
 250
 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`].
 253         ///
 254         /// Default value: 128 1024ths (i.e. begin penalizing when an HTLC uses 1/8th of a channel)
 255         ///
 256         /// [`overuse_penalty_msat_per_1024th`]: Self::overuse_penalty_msat_per_1024th
 257         pub overuse_penalty_start_1024th: u16,
 258
 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.
 261         ///
 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)
 264         ///
 265         /// [`overuse_penalty_start_1024th`]: Self::overuse_penalty_start_1024th
 266         pub overuse_penalty_msat_per_1024th: u64,
 267
 268         /// The time required to elapse before any accumulated [`failure_penalty_msat`] penalties are
 269         /// cut in half.
 270         ///
 271         /// Successfully routing through a channel will immediately cut the penalty in half as well.
 272         ///
 273         /// # Note
 274         ///
 275         /// When built with the `no-std` feature, time will never elapse. Therefore, this penalty will
 276         /// never decay.
 277         ///
 278         /// [`failure_penalty_msat`]: Self::failure_penalty_msat
 279         pub failure_penalty_half_life: Duration,
 280 }
 281
 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),
 288 });
 289
 290 /// Accounting for penalties against a channel for failing to relay any payments.
 291 ///
 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,
 296
 297         /// Last time the channel either failed to route or successfully routed a payment. Used to decay
 298         /// `undecayed_penalty_msat`.
 299         last_updated: T,
 300 }
 301
 302 impl<T: Time> ScorerUsingTime<T> {
 303         /// Creates a new scorer using the given scoring parameters.
 304         pub fn new(params: ScoringParameters) -> Self {
 305                 Self {
 306                         params,
 307                         channel_failures: HashMap::new(),
 308                 }
 309         }
 310
 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,
 320                 })
 321         }
 322 }
 323
 324 impl<T: Time> ChannelFailure<T> {
 325         fn new(failure_penalty_msat: u64) -> Self {
 326                 Self {
 327                         undecayed_penalty_msat: failure_penalty_msat,
 328                         last_updated: T::now(),
 329                 }
 330         }
 331
 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();
 335         }
 336
 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();
 340         }
 341
 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))
 346                         .unwrap_or(0)
 347         }
 348 }
 349
 350 impl<T: Time> Default for ScorerUsingTime<T> {
 351         fn default() -> Self {
 352                 Self::new(ScoringParameters::default())
 353         }
 354 }
 355
 356 impl Default for ScoringParameters {
 357         fn default() -> Self {
 358                 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,
 364                 }
 365         }
 366 }
 367
 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
 371         ) -> u64 {
 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));
 375
 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());
 383                 }
 384
 385                 penalty_msat
 386         }
 387
 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));
 395         }
 396
 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));
 403                 }
 404         }
 405 }
 406
 407 impl<T: Time> Writeable for ScorerUsingTime<T> {
 408         #[inline]
 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, {});
 413                 Ok(())
 414         }
 415 }
 416
 417 impl<T: Time> Readable for ScorerUsingTime<T> {
 418         #[inline]
 419         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
 420                 let res = Ok(Self {
 421                         params: Readable::read(r)?,
 422                         channel_failures: Readable::read(r)?,
 423                 });
 424                 read_tlv_fields!(r, {});
 425                 res
 426         }
 427 }
 428
 429 impl<T: Time> Writeable for ChannelFailure<T> {
 430         #[inline]
 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),
 436                 });
 437                 Ok(())
 438         }
 439 }
 440
 441 impl<T: Time> Readable for ChannelFailure<T> {
 442         #[inline]
 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),
 449                 });
 450                 Ok(Self {
 451                         undecayed_penalty_msat,
 452                         last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
 453                 })
 454         }
 455 }
 456
 457 /// [`Score`] implementation using channel success probability distributions.
 458 ///
 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.
 464 ///
 465 /// [1]: https://arxiv.org/abs/2107.05322
 466 pub struct ProbabilisticScorer<G: Deref<Target = NetworkGraph>> {
 467         params: ProbabilisticScoringParameters,
 468         node_id: NodeId,
 469         network_graph: G,
 470         // TODO: Remove entries of closed channels.
 471         channel_liquidities: HashMap<u64, ChannelLiquidity>,
 472 }
 473
 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
 477         /// a payment.
 478         ///
 479         /// The success probability is determined by the effective channel capacity, the payment amount,
 480         /// and knowledge learned from prior successful and unsuccessful payments.
 481         ///
 482         /// Default value: 1,000 msat
 483         pub liquidity_penalty_multiplier_msat: u64,
 484 }
 485
 486 impl_writeable_tlv_based!(ProbabilisticScoringParameters, {
 487         (0, liquidity_penalty_multiplier_msat, required),
 488 });
 489
 490 /// Accounting for channel liquidity balance uncertainty.
 491 ///
 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,
 498 }
 499
 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,
 504         capacity_msat: u64,
 505 }
 506
 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.
 510         pub fn new(
 511                 params: ProbabilisticScoringParameters, node_pubkey: &PublicKey, network_graph: G
 512         ) -> Self {
 513                 Self {
 514                         params,
 515                         node_id: NodeId::from_pubkey(node_pubkey),
 516                         network_graph,
 517                         channel_liquidities: HashMap::new(),
 518                 }
 519         }
 520
 521         #[cfg(test)]
 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());
 524                 self
 525         }
 526 }
 527
 528 impl Default for ProbabilisticScoringParameters {
 529         fn default() -> Self {
 530                 Self {
 531                         liquidity_penalty_multiplier_msat: 1000,
 532                 }
 533         }
 534 }
 535
 536 impl ChannelLiquidity {
 537         #[inline]
 538         fn new() -> Self {
 539                 Self {
 540                         min_liquidity_offset_msat: 0,
 541                         max_liquidity_offset_msat: 0,
 542                 }
 543         }
 544
 545         /// Returns a view of the channel liquidity directed from `source` to `target` assuming
 546         /// `capacity_msat`.
 547         fn as_directed(
 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)
 552                 } else {
 553                         (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat)
 554                 };
 555
 556                 DirectedChannelLiquidity {
 557                         min_liquidity_offset_msat,
 558                         max_liquidity_offset_msat,
 559                         capacity_msat,
 560                 }
 561         }
 562
 563         /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
 564         /// `capacity_msat`.
 565         fn as_directed_mut(
 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)
 570                 } else {
 571                         (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat)
 572                 };
 573
 574                 DirectedChannelLiquidity {
 575                         min_liquidity_offset_msat,
 576                         max_liquidity_offset_msat,
 577                         capacity_msat,
 578                 }
 579         }
 580 }
 581
 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 {
 589                         0.0
 590                 } else if amount_msat <= min_liquidity_msat {
 591                         1.0
 592                 } else {
 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
 596                 }
 597         }
 598
 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
 602         }
 603
 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)
 607         }
 608 }
 609
 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);
 615                 }
 616         }
 617
 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);
 622                 }
 623         }
 624
 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);
 629         }
 630
 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;
 634
 635                 if amount_msat > self.max_liquidity_msat() {
 636                         *self.max_liquidity_offset_msat = 0;
 637                 }
 638         }
 639
 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);
 643
 644                 if amount_msat < self.min_liquidity_msat() {
 645                         *self.min_liquidity_offset_msat = 0;
 646                 }
 647         }
 648 }
 649
 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,
 653                 target: &NodeId
 654         ) -> u64 {
 655                 if *source == self.node_id || *target == self.node_id {
 656                         return 0;
 657                 }
 658
 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 {
 666                         u64::max_value()
 667                 } else if success_probability == 1.0 {
 668                         0
 669                 } else {
 670                         (-(success_probability.log10()) * liquidity_penalty_multiplier_msat as f64) as u64
 671                 }
 672         }
 673
 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 {
 682                                 continue;
 683                         }
 684
 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)
 689                                 .as_msat();
 690
 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);
 697                                 break;
 698                         }
 699
 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);
 705                 }
 706         }
 707
 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 {
 716                                 continue;
 717                         }
 718
 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)
 723                                 .as_msat();
 724
 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);
 730                 }
 731         }
 732 }
 733
 734 impl<G: Deref<Target = NetworkGraph>> Writeable for ProbabilisticScorer<G> {
 735         #[inline]
 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, {});
 740                 Ok(())
 741         }
 742 }
 743
 744 impl<G: Deref<Target = NetworkGraph>> ReadableArgs<(&PublicKey, G)> for ProbabilisticScorer<G> {
 745         #[inline]
 746         fn read<R: Read>(r: &mut R, args: (&PublicKey, G)) -> Result<Self, DecodeError> {
 747                 let (node_pubkey, network_graph) = args;
 748                 let res = Ok(Self {
 749                         params: Readable::read(r)?,
 750                         node_id: NodeId::from_pubkey(node_pubkey),
 751                         network_graph,
 752                         channel_liquidities: Readable::read(r)?,
 753                 });
 754                 read_tlv_fields!(r, {});
 755                 res
 756         }
 757 }
 758
 759 impl Writeable for ChannelLiquidity {
 760         #[inline]
 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),
 765                 });
 766                 Ok(())
 767         }
 768 }
 769
 770 impl Readable for ChannelLiquidity {
 771         #[inline]
 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),
 778                 });
 779                 Ok(Self {
 780                         min_liquidity_offset_msat,
 781                         max_liquidity_offset_msat
 782                 })
 783         }
 784 }
 785
 786 pub(crate) mod time {
 787         use core::ops::Sub;
 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.
 792                 fn now() -> Self;
 793
 794                 /// Returns the amount of time elapsed since `self` was created.
 795                 fn elapsed(&self) -> Duration;
 796
 797                 /// Returns the amount of time passed since the beginning of [`Time`].
 798                 ///
 799                 /// Used during (de-)serialization.
 800                 fn duration_since_epoch() -> Duration;
 801         }
 802
 803         /// A state in which time has no meaning.
 804         #[derive(Debug, PartialEq, Eq)]
 805         pub struct Eternity;
 806
 807         #[cfg(not(feature = "no-std"))]
 808         impl Time for std::time::Instant {
 809                 fn now() -> Self {
 810                         std::time::Instant::now()
 811                 }
 812
 813                 fn duration_since_epoch() -> Duration {
 814                         use std::time::SystemTime;
 815                         SystemTime::now().duration_since(SystemTime::UNIX_EPOCH).unwrap()
 816                 }
 817
 818                 fn elapsed(&self) -> Duration {
 819                         std::time::Instant::elapsed(self)
 820                 }
 821         }
 822
 823         impl Time for Eternity {
 824                 fn now() -> Self {
 825                         Self
 826                 }
 827
 828                 fn duration_since_epoch() -> Duration {
 829                         Duration::from_secs(0)
 830                 }
 831
 832                 fn elapsed(&self) -> Duration {
 833                         Duration::from_secs(0)
 834                 }
 835         }
 836
 837         impl Sub<Duration> for Eternity {
 838                 type Output = Self;
 839
 840                 fn sub(self, _other: Duration) -> Self {
 841                         self
 842                 }
 843         }
 844 }
 845
 846 pub(crate) use self::time::Time;
 847
 848 #[cfg(test)]
 849 mod tests {
 850         use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorer, ScoringParameters, ScorerUsingTime, Time};
 851         use super::time::Eternity;
 852
 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};
 859
 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;
 866         use core::ops::Sub;
 867         use core::time::Duration;
 868         use io;
 869
 870         // `Time` tests
 871
 872         /// Time that can be advanced manually in tests.
 873         #[derive(Debug, PartialEq, Eq)]
 874         struct SinceEpoch(Duration);
 875
 876         impl SinceEpoch {
 877                 thread_local! {
 878                         static ELAPSED: Cell<Duration> = core::cell::Cell::new(Duration::from_secs(0));
 879                 }
 880
 881                 fn advance(duration: Duration) {
 882                         Self::ELAPSED.with(|elapsed| elapsed.set(elapsed.get() + duration))
 883                 }
 884         }
 885
 886         impl Time for SinceEpoch {
 887                 fn now() -> Self {
 888                         Self(Self::duration_since_epoch())
 889                 }
 890
 891                 fn duration_since_epoch() -> Duration {
 892                         Self::ELAPSED.with(|elapsed| elapsed.get())
 893                 }
 894
 895                 fn elapsed(&self) -> Duration {
 896                         Self::duration_since_epoch() - self.0
 897                 }
 898         }
 899
 900         impl Sub<Duration> for SinceEpoch {
 901                 type Output = Self;
 902
 903                 fn sub(self, other: Duration) -> Self {
 904                         Self(self.0 - other)
 905                 }
 906         }
 907
 908         #[test]
 909         fn time_passes_when_advanced() {
 910                 let now = SinceEpoch::now();
 911                 assert_eq!(now.elapsed(), Duration::from_secs(0));
 912
 913                 SinceEpoch::advance(Duration::from_secs(1));
 914                 SinceEpoch::advance(Duration::from_secs(1));
 915
 916                 let elapsed = now.elapsed();
 917                 let later = SinceEpoch::now();
 918
 919                 assert_eq!(elapsed, Duration::from_secs(2));
 920                 assert_eq!(later - elapsed, now);
 921         }
 922
 923         #[test]
 924         fn time_never_passes_in_an_eternity() {
 925                 let now = Eternity::now();
 926                 let elapsed = now.elapsed();
 927                 let later = Eternity::now();
 928
 929                 assert_eq!(now.elapsed(), Duration::from_secs(0));
 930                 assert_eq!(later - elapsed, now);
 931         }
 932
 933         // `Scorer` tests
 934
 935         /// A scorer for testing with time that can be manually advanced.
 936         type Scorer = ScorerUsingTime::<SinceEpoch>;
 937
 938         fn source_privkey() -> SecretKey {
 939                 SecretKey::from_slice(&[42; 32]).unwrap()
 940         }
 941
 942         fn target_privkey() -> SecretKey {
 943                 SecretKey::from_slice(&[43; 32]).unwrap()
 944         }
 945
 946         fn source_pubkey() -> PublicKey {
 947                 let secp_ctx = Secp256k1::new();
 948                 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
 949         }
 950
 951         fn target_pubkey() -> PublicKey {
 952                 let secp_ctx = Secp256k1::new();
 953                 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
 954         }
 955
 956         fn source_node_id() -> NodeId {
 957                 NodeId::from_pubkey(&source_pubkey())
 958         }
 959
 960         fn target_node_id() -> NodeId {
 961                 NodeId::from_pubkey(&target_pubkey())
 962         }
 963
 964         #[test]
 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,
 972                 });
 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);
 976
 977                 SinceEpoch::advance(Duration::from_secs(1));
 978                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
 979         }
 980
 981         #[test]
 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,
 989                 });
 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);
 993
 994                 scorer.payment_path_failed(&[], 42);
 995                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
 996
 997                 scorer.payment_path_failed(&[], 42);
 998                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
 999
1000                 scorer.payment_path_failed(&[], 42);
1001                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_192);
1002         }
1003
1004         #[test]
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,
1012                 });
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);
1016
1017                 scorer.payment_path_failed(&[], 42);
1018                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1019
1020                 SinceEpoch::advance(Duration::from_secs(9));
1021                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1022
1023                 SinceEpoch::advance(Duration::from_secs(1));
1024                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1025
1026                 SinceEpoch::advance(Duration::from_secs(10 * 8));
1027                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_001);
1028
1029                 SinceEpoch::advance(Duration::from_secs(10));
1030                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1031
1032                 SinceEpoch::advance(Duration::from_secs(10));
1033                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1034         }
1035
1036         #[test]
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,
1044                 });
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);
1048
1049                 scorer.payment_path_failed(&[], 42);
1050                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1051
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);
1056
1057                 SinceEpoch::advance(Duration::from_secs(10));
1058                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1059         }
1060
1061         #[test]
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,
1069                 });
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);
1073
1074                 scorer.payment_path_failed(&[], 42);
1075                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1076
1077                 SinceEpoch::advance(Duration::from_secs(10));
1078                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1079
1080                 scorer.payment_path_failed(&[], 42);
1081                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_768);
1082
1083                 SinceEpoch::advance(Duration::from_secs(10));
1084                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_384);
1085         }
1086
1087         #[test]
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,
1095                 });
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);
1099
1100                 scorer.payment_path_failed(&[], 42);
1101                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1102
1103                 SinceEpoch::advance(Duration::from_secs(10));
1104                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1105
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(),
1111                         fee_msat: 1,
1112                         cltv_expiry_delta: 18,
1113                 };
1114                 scorer.payment_path_successful(&[&hop]);
1115                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1116
1117                 SinceEpoch::advance(Duration::from_secs(10));
1118                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1119         }
1120
1121         #[test]
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,
1129                 });
1130                 let source = source_node_id();
1131                 let target = target_node_id();
1132
1133                 scorer.payment_path_failed(&[], 42);
1134                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1135
1136                 SinceEpoch::advance(Duration::from_secs(10));
1137                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1138
1139                 scorer.payment_path_failed(&[], 43);
1140                 assert_eq!(scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1141
1142                 let mut serialized_scorer = Vec::new();
1143                 scorer.write(&mut serialized_scorer).unwrap();
1144
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);
1148         }
1149
1150         #[test]
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,
1158                 });
1159                 let source = source_node_id();
1160                 let target = target_node_id();
1161
1162                 scorer.payment_path_failed(&[], 42);
1163                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1164
1165                 let mut serialized_scorer = Vec::new();
1166                 scorer.write(&mut serialized_scorer).unwrap();
1167
1168                 SinceEpoch::advance(Duration::from_secs(10));
1169
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);
1172
1173                 SinceEpoch::advance(Duration::from_secs(10));
1174                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1175         }
1176
1177         #[test]
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,
1185                 });
1186                 let source = source_node_id();
1187                 let target = target_node_id();
1188
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);
1194         }
1195
1196         // `ProbabilisticScorer` tests
1197
1198         fn sender_privkey() -> SecretKey {
1199                 SecretKey::from_slice(&[41; 32]).unwrap()
1200         }
1201
1202         fn recipient_privkey() -> SecretKey {
1203                 SecretKey::from_slice(&[45; 32]).unwrap()
1204         }
1205
1206         fn sender_pubkey() -> PublicKey {
1207                 let secp_ctx = Secp256k1::new();
1208                 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1209         }
1210
1211         fn recipient_pubkey() -> PublicKey {
1212                 let secp_ctx = Secp256k1::new();
1213                 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1214         }
1215
1216         fn sender_node_id() -> NodeId {
1217                 NodeId::from_pubkey(&sender_pubkey())
1218         }
1219
1220         fn recipient_node_id() -> NodeId {
1221                 NodeId::from_pubkey(&recipient_pubkey())
1222         }
1223
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());
1230
1231                 network_graph
1232         }
1233
1234         fn add_channel(
1235                 network_graph: &mut NetworkGraph, short_channel_id: u64, node_1_key: SecretKey,
1236                 node_2_key: SecretKey
1237         ) {
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,
1245                         short_channel_id,
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(),
1251                 };
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,
1259                 };
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);
1265         }
1266
1267         fn update_channel(
1268                 network_graph: &mut NetworkGraph, short_channel_id: u64, node_key: SecretKey, flags: u8
1269         ) {
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,
1274                         short_channel_id,
1275                         timestamp: 100,
1276                         flags,
1277                         cltv_expiry_delta: 18,
1278                         htlc_minimum_msat: 0,
1279                         htlc_maximum_msat: OptionalField::Present(1_000),
1280                         fee_base_msat: 1,
1281                         fee_proportional_millionths: 0,
1282                         excess_data: Vec::new(),
1283                 };
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,
1288                 };
1289                 network_graph.update_channel(&signed_update, &secp_ctx).unwrap();
1290         }
1291
1292         fn payment_path_for_amount(amount_msat: u64) -> Vec<RouteHop> {
1293                 vec![
1294                         RouteHop {
1295                                 pubkey: source_pubkey(),
1296                                 node_features: NodeFeatures::known(),
1297                                 short_channel_id: 41,
1298                                 channel_features: ChannelFeatures::known(),
1299                                 fee_msat: 1,
1300                                 cltv_expiry_delta: 18,
1301                         },
1302                         RouteHop {
1303                                 pubkey: target_pubkey(),
1304                                 node_features: NodeFeatures::known(),
1305                                 short_channel_id: 42,
1306                                 channel_features: ChannelFeatures::known(),
1307                                 fee_msat: 2,
1308                                 cltv_expiry_delta: 18,
1309                         },
1310                         RouteHop {
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,
1317                         },
1318                 ]
1319         }
1320
1321         #[test]
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)
1326                         .with_channel(42,
1327                                 ChannelLiquidity {
1328                                         min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100
1329                                 })
1330                         .with_channel(43,
1331                                 ChannelLiquidity {
1332                                         min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100
1333                                 });
1334                 let source = source_node_id();
1335                 let target = target_node_id();
1336                 let recipient = recipient_node_id();
1337
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);
1344
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);
1350
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);
1357
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);
1363         }
1364
1365         #[test]
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)
1370                         .with_channel(42,
1371                                 ChannelLiquidity {
1372                                         min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400
1373                                 });
1374                 let source = source_node_id();
1375                 let target = target_node_id();
1376                 assert!(source > target);
1377
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);
1383
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);
1388
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);
1393
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);
1398
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);
1403
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);
1408
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);
1413
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);
1418         }
1419
1420         #[test]
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)
1425                         .with_channel(42,
1426                                 ChannelLiquidity {
1427                                         min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400
1428                                 });
1429                 let source = source_node_id();
1430                 let target = target_node_id();
1431                 assert!(source > target);
1432
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);
1438
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);
1443
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);
1448
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);
1453
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);
1458
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);
1463
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);
1468
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);
1473         }
1474
1475         #[test]
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();
1482
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);
1487
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);
1495         }
1496
1497         #[test]
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)
1502                         .with_channel(42,
1503                                 ChannelLiquidity { min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40 });
1504                 let source = source_node_id();
1505                 let target = target_node_id();
1506
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());
1511         }
1512
1513         #[test]
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);
1522
1523                 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 0);
1524
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);
1527
1528                 scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
1529                 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 0);
1530         }
1531
1532         #[test]
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);
1540
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);
1544
1545                 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
1546
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);
1550         }
1551
1552         #[test]
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);
1560
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);
1564
1565                 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
1566
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());
1570         }
1571
1572         #[test]
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);
1582
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);
1586
1587                 scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
1588
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);
1592         }
1593 }