git.bitcoin.ninja 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 //! [`Scorer`] may be given to [`find_route`] to score payment channels during path finding when a
  13 //! 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::{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, params: RouteParameters, network_graph: NetworkGraph) {
  31 //! # let logger = FakeLogger {};
  32 //! #
  33 //! // Use the default channel penalties.
  34 //! let scorer = Scorer::default();
  35 //!
  36 //! // Or use custom channel penalties.
  37 //! let scorer = Scorer::new(ScoringParameters {
  38 //!     base_penalty_msat: 1000,
  39 //!     failure_penalty_msat: 2 * 1024 * 1000,
  40 //!     ..ScoringParameters::default()
  41 //! });
  42 //!
  43 //! let route = find_route(&payer, &params, &network_graph, None, &logger, &scorer);
  44 //! # }
  45 //! ```
  46 //!
  47 //! # Note
  48 //!
  49 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
  50 //! different types and thus is undefined.
  51 //!
  52 //! [`find_route`]: crate::routing::router::find_route
  53
  54 use bitcoin::secp256k1::key::PublicKey;
  55
  56 use ln::msgs::DecodeError;
  57 use routing::network_graph::{EffectiveCapacity, NetworkGraph, NodeId};
  58 use routing::router::RouteHop;
  59 use util::ser::{Readable, ReadableArgs, Writeable, Writer};
  60
  61 use prelude::*;
  62 use core::cell::{RefCell, RefMut};
  63 use core::ops::{Deref, DerefMut};
  64 use core::time::Duration;
  65 use io::{self, Read};
  66 use sync::{Mutex, MutexGuard};
  67
  68 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
  69 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
  70 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
  71 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
  72 ///
  73 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
  74 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
  75 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
  76 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
  77 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
  78 /// do here by defining `Score` differently for `cfg(c_bindings)`.
  79 macro_rules! define_score { ($($supertrait: path)*) => {
  80 /// An interface used to score payment channels for path finding.
  81 ///
  82 ///     Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
  83 pub trait Score $(: $supertrait)* {
  84         /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
  85         /// given channel in the direction from `source` to `target`.
  86         ///
  87         /// The channel's capacity (less any other MPP parts that are also being considered for use in
  88         /// the same payment) is given by `capacity_msat`. It may be determined from various sources
  89         /// such as a chain data, network gossip, or invoice hints, the latter indicating sufficient
  90         /// capacity (i.e., near [`u64::max_value`]). Thus, implementations should be overflow-safe.
  91         fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64;
  92
  93         /// Handles updating channel penalties after failing to route through a channel.
  94         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64);
  95
  96         /// Handles updating channel penalties after successfully routing along a path.
  97         fn payment_path_successful(&mut self, path: &[&RouteHop]);
  98 }
  99
 100 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
 101         fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64 {
 102                 self.deref().channel_penalty_msat(short_channel_id, send_amt_msat, capacity_msat, source, target)
 103         }
 104
 105         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
 106                 self.deref_mut().payment_path_failed(path, short_channel_id)
 107         }
 108
 109         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
 110                 self.deref_mut().payment_path_successful(path)
 111         }
 112 }
 113 } }
 114
 115 #[cfg(c_bindings)]
 116 define_score!(Writeable);
 117 #[cfg(not(c_bindings))]
 118 define_score!();
 119
 120 /// A scorer that is accessed under a lock.
 121 ///
 122 /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
 123 /// having shared ownership of a scorer but without requiring internal locking in [`Score`]
 124 /// implementations. Internal locking would be detrimental to route finding performance and could
 125 /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
 126 ///
 127 /// [`find_route`]: crate::routing::router::find_route
 128 pub trait LockableScore<'a> {
 129         /// The locked [`Score`] type.
 130         type Locked: 'a + Score;
 131
 132         /// Returns the locked scorer.
 133         fn lock(&'a self) -> Self::Locked;
 134 }
 135
 136 /// (C-not exported)
 137 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
 138         type Locked = MutexGuard<'a, T>;
 139
 140         fn lock(&'a self) -> MutexGuard<'a, T> {
 141                 Mutex::lock(self).unwrap()
 142         }
 143 }
 144
 145 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
 146         type Locked = RefMut<'a, T>;
 147
 148         fn lock(&'a self) -> RefMut<'a, T> {
 149                 self.borrow_mut()
 150         }
 151 }
 152
 153 #[cfg(c_bindings)]
 154 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
 155 pub struct MultiThreadedLockableScore<S: Score> {
 156         score: Mutex<S>,
 157 }
 158 #[cfg(c_bindings)]
 159 /// (C-not exported)
 160 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
 161         type Locked = MutexGuard<'a, T>;
 162
 163         fn lock(&'a self) -> MutexGuard<'a, T> {
 164                 Mutex::lock(&self.score).unwrap()
 165         }
 166 }
 167
 168 #[cfg(c_bindings)]
 169 impl<T: Score> MultiThreadedLockableScore<T> {
 170         /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
 171         pub fn new(score: T) -> Self {
 172                 MultiThreadedLockableScore { score: Mutex::new(score) }
 173         }
 174 }
 175
 176 #[cfg(c_bindings)]
 177 /// (C-not exported)
 178 impl<'a, T: Writeable> Writeable for RefMut<'a, T> {
 179         fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
 180                 T::write(&**self, writer)
 181         }
 182 }
 183
 184 #[cfg(c_bindings)]
 185 /// (C-not exported)
 186 impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
 187         fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
 188                 S::write(&**self, writer)
 189         }
 190 }
 191
 192 /// [`Score`] implementation that provides reasonable default behavior.
 193 ///
 194 /// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
 195 /// slightly higher fees are available. Will further penalize channels that fail to relay payments.
 196 ///
 197 /// See [module-level documentation] for usage.
 198 ///
 199 /// [module-level documentation]: crate::routing::scoring
 200 #[cfg(not(feature = "no-std"))]
 201 pub type Scorer = ScorerUsingTime::<std::time::Instant>;
 202 /// [`Score`] implementation that provides reasonable default behavior.
 203 ///
 204 /// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
 205 /// slightly higher fees are available. Will further penalize channels that fail to relay payments.
 206 ///
 207 /// See [module-level documentation] for usage and [`ScoringParameters`] for customization.
 208 ///
 209 /// [module-level documentation]: crate::routing::scoring
 210 #[cfg(feature = "no-std")]
 211 pub type Scorer = ScorerUsingTime::<time::Eternity>;
 212
 213 // Note that ideally we'd hide ScorerUsingTime from public view by sealing it as well, but rustdoc
 214 // doesn't handle this well - instead exposing a `Scorer` which has no trait implementation(s) or
 215 // methods at all.
 216
 217 /// [`Score`] implementation.
 218 ///
 219 /// See [`Scorer`] for details.
 220 ///
 221 /// # Note
 222 ///
 223 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
 224 /// behavior.
 225 ///
 226 /// (C-not exported) generally all users should use the [`Scorer`] type alias.
 227 pub struct ScorerUsingTime<T: Time> {
 228         params: ScoringParameters,
 229         // TODO: Remove entries of closed channels.
 230         channel_failures: HashMap<u64, ChannelFailure<T>>,
 231 }
 232
 233 /// Parameters for configuring [`Scorer`].
 234 pub struct ScoringParameters {
 235         /// A fixed penalty in msats to apply to each channel.
 236         ///
 237         /// Default value: 500 msat
 238         pub base_penalty_msat: u64,
 239
 240         /// A penalty in msats to apply to a channel upon failing to relay a payment.
 241         ///
 242         /// This accumulates for each failure but may be reduced over time based on
 243         /// [`failure_penalty_half_life`] or when successfully routing through a channel.
 244         ///
 245         /// Default value: 1,024,000 msat
 246         ///
 247         /// [`failure_penalty_half_life`]: Self::failure_penalty_half_life
 248         pub failure_penalty_msat: u64,
 249
 250         /// When the amount being sent over a channel is this many 1024ths of the total channel
 251         /// capacity, we begin applying [`overuse_penalty_msat_per_1024th`].
 252         ///
 253         /// Default value: 128 1024ths (i.e. begin penalizing when an HTLC uses 1/8th of a channel)
 254         ///
 255         /// [`overuse_penalty_msat_per_1024th`]: Self::overuse_penalty_msat_per_1024th
 256         pub overuse_penalty_start_1024th: u16,
 257
 258         /// A penalty applied, per whole 1024ths of the channel capacity which the amount being sent
 259         /// over the channel exceeds [`overuse_penalty_start_1024th`] by.
 260         ///
 261         /// Default value: 20 msat (i.e. 2560 msat penalty to use 1/4th of a channel, 7680 msat penalty
 262         ///                to use half a channel, and 12,560 msat penalty to use 3/4ths of a channel)
 263         ///
 264         /// [`overuse_penalty_start_1024th`]: Self::overuse_penalty_start_1024th
 265         pub overuse_penalty_msat_per_1024th: u64,
 266
 267         /// The time required to elapse before any accumulated [`failure_penalty_msat`] penalties are
 268         /// cut in half.
 269         ///
 270         /// Successfully routing through a channel will immediately cut the penalty in half as well.
 271         ///
 272         /// # Note
 273         ///
 274         /// When built with the `no-std` feature, time will never elapse. Therefore, this penalty will
 275         /// never decay.
 276         ///
 277         /// [`failure_penalty_msat`]: Self::failure_penalty_msat
 278         pub failure_penalty_half_life: Duration,
 279 }
 280
 281 impl_writeable_tlv_based!(ScoringParameters, {
 282         (0, base_penalty_msat, required),
 283         (1, overuse_penalty_start_1024th, (default_value, 128)),
 284         (2, failure_penalty_msat, required),
 285         (3, overuse_penalty_msat_per_1024th, (default_value, 20)),
 286         (4, failure_penalty_half_life, required),
 287 });
 288
 289 /// Accounting for penalties against a channel for failing to relay any payments.
 290 ///
 291 /// Penalties decay over time, though accumulate as more failures occur.
 292 struct ChannelFailure<T: Time> {
 293         /// Accumulated penalty in msats for the channel as of `last_updated`.
 294         undecayed_penalty_msat: u64,
 295
 296         /// Last time the channel either failed to route or successfully routed a payment. Used to decay
 297         /// `undecayed_penalty_msat`.
 298         last_updated: T,
 299 }
 300
 301 impl<T: Time> ScorerUsingTime<T> {
 302         /// Creates a new scorer using the given scoring parameters.
 303         pub fn new(params: ScoringParameters) -> Self {
 304                 Self {
 305                         params,
 306                         channel_failures: HashMap::new(),
 307                 }
 308         }
 309
 310         /// Creates a new scorer using `penalty_msat` as a fixed channel penalty.
 311         #[cfg(any(test, feature = "fuzztarget", feature = "_test_utils"))]
 312         pub fn with_fixed_penalty(penalty_msat: u64) -> Self {
 313                 Self::new(ScoringParameters {
 314                         base_penalty_msat: penalty_msat,
 315                         failure_penalty_msat: 0,
 316                         failure_penalty_half_life: Duration::from_secs(0),
 317                         overuse_penalty_start_1024th: 1024,
 318                         overuse_penalty_msat_per_1024th: 0,
 319                 })
 320         }
 321 }
 322
 323 impl<T: Time> ChannelFailure<T> {
 324         fn new(failure_penalty_msat: u64) -> Self {
 325                 Self {
 326                         undecayed_penalty_msat: failure_penalty_msat,
 327                         last_updated: T::now(),
 328                 }
 329         }
 330
 331         fn add_penalty(&mut self, failure_penalty_msat: u64, half_life: Duration) {
 332                 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) + failure_penalty_msat;
 333                 self.last_updated = T::now();
 334         }
 335
 336         fn reduce_penalty(&mut self, half_life: Duration) {
 337                 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) >> 1;
 338                 self.last_updated = T::now();
 339         }
 340
 341         fn decayed_penalty_msat(&self, half_life: Duration) -> u64 {
 342                 self.last_updated.elapsed().as_secs()
 343                         .checked_div(half_life.as_secs())
 344                         .and_then(|decays| self.undecayed_penalty_msat.checked_shr(decays as u32))
 345                         .unwrap_or(0)
 346         }
 347 }
 348
 349 impl<T: Time> Default for ScorerUsingTime<T> {
 350         fn default() -> Self {
 351                 Self::new(ScoringParameters::default())
 352         }
 353 }
 354
 355 impl Default for ScoringParameters {
 356         fn default() -> Self {
 357                 Self {
 358                         base_penalty_msat: 500,
 359                         failure_penalty_msat: 1024 * 1000,
 360                         failure_penalty_half_life: Duration::from_secs(3600),
 361                         overuse_penalty_start_1024th: 1024 / 8,
 362                         overuse_penalty_msat_per_1024th: 20,
 363                 }
 364         }
 365 }
 366
 367 impl<T: Time> Score for ScorerUsingTime<T> {
 368         fn channel_penalty_msat(
 369                 &self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, _source: &NodeId, _target: &NodeId
 370         ) -> u64 {
 371                 let failure_penalty_msat = self.channel_failures
 372                         .get(&short_channel_id)
 373                         .map_or(0, |value| value.decayed_penalty_msat(self.params.failure_penalty_half_life));
 374
 375                 let mut penalty_msat = self.params.base_penalty_msat + failure_penalty_msat;
 376                 let send_1024ths = send_amt_msat.checked_mul(1024).unwrap_or(u64::max_value()) / capacity_msat;
 377                 if send_1024ths > self.params.overuse_penalty_start_1024th as u64 {
 378                         penalty_msat = penalty_msat.checked_add(
 379                                         (send_1024ths - self.params.overuse_penalty_start_1024th as u64)
 380                                         .checked_mul(self.params.overuse_penalty_msat_per_1024th).unwrap_or(u64::max_value()))
 381                                 .unwrap_or(u64::max_value());
 382                 }
 383
 384                 penalty_msat
 385         }
 386
 387         fn payment_path_failed(&mut self, _path: &[&RouteHop], short_channel_id: u64) {
 388                 let failure_penalty_msat = self.params.failure_penalty_msat;
 389                 let half_life = self.params.failure_penalty_half_life;
 390                 self.channel_failures
 391                         .entry(short_channel_id)
 392                         .and_modify(|failure| failure.add_penalty(failure_penalty_msat, half_life))
 393                         .or_insert_with(|| ChannelFailure::new(failure_penalty_msat));
 394         }
 395
 396         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
 397                 let half_life = self.params.failure_penalty_half_life;
 398                 for hop in path.iter() {
 399                         self.channel_failures
 400                                 .entry(hop.short_channel_id)
 401                                 .and_modify(|failure| failure.reduce_penalty(half_life));
 402                 }
 403         }
 404 }
 405
 406 impl<T: Time> Writeable for ScorerUsingTime<T> {
 407         #[inline]
 408         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 409                 self.params.write(w)?;
 410                 self.channel_failures.write(w)?;
 411                 write_tlv_fields!(w, {});
 412                 Ok(())
 413         }
 414 }
 415
 416 impl<T: Time> Readable for ScorerUsingTime<T> {
 417         #[inline]
 418         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
 419                 let res = Ok(Self {
 420                         params: Readable::read(r)?,
 421                         channel_failures: Readable::read(r)?,
 422                 });
 423                 read_tlv_fields!(r, {});
 424                 res
 425         }
 426 }
 427
 428 impl<T: Time> Writeable for ChannelFailure<T> {
 429         #[inline]
 430         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 431                 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
 432                 write_tlv_fields!(w, {
 433                         (0, self.undecayed_penalty_msat, required),
 434                         (2, duration_since_epoch, required),
 435                 });
 436                 Ok(())
 437         }
 438 }
 439
 440 impl<T: Time> Readable for ChannelFailure<T> {
 441         #[inline]
 442         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
 443                 let mut undecayed_penalty_msat = 0;
 444                 let mut duration_since_epoch = Duration::from_secs(0);
 445                 read_tlv_fields!(r, {
 446                         (0, undecayed_penalty_msat, required),
 447                         (2, duration_since_epoch, required),
 448                 });
 449                 Ok(Self {
 450                         undecayed_penalty_msat,
 451                         last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
 452                 })
 453         }
 454 }
 455
 456 /// [`Score`] implementation using channel success probability distributions.
 457 ///
 458 /// Based on *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
 459 /// and Stefan Richter [[1]]. Given the uncertainty of channel liquidity balances, probability
 460 /// distributions are defined based on knowledge learned from successful and unsuccessful attempts.
 461 /// Then the negative log of the success probability is used to determine the cost of routing a
 462 /// specific HTLC amount through a channel.
 463 ///
 464 /// [1]: https://arxiv.org/abs/2107.05322
 465 pub struct ProbabilisticScorer<G: Deref<Target = NetworkGraph>> {
 466         params: ProbabilisticScoringParameters,
 467         node_id: NodeId,
 468         network_graph: G,
 469         // TODO: Remove entries of closed channels.
 470         channel_liquidities: HashMap<u64, ChannelLiquidity>,
 471 }
 472
 473 /// Parameters for configuring [`ProbabilisticScorer`].
 474 pub struct ProbabilisticScoringParameters {
 475         /// A penalty applied after multiplying by the negative log of channel's success probability for
 476         /// a payment.
 477         ///
 478         /// The success probability is determined by the effective channel capacity, the payment amount,
 479         /// and knowledge learned from prior successful and unsuccessful payments.
 480         ///
 481         /// Default value: 1,000 msat
 482         pub liquidity_penalty_multiplier_msat: u64,
 483 }
 484
 485 impl_writeable_tlv_based!(ProbabilisticScoringParameters, {
 486         (0, liquidity_penalty_multiplier_msat, required),
 487 });
 488
 489 /// Accounting for channel liquidity balance uncertainty.
 490 ///
 491 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
 492 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
 493 /// offset fields gives the opposite direction.
 494 struct ChannelLiquidity {
 495         min_liquidity_offset_msat: u64,
 496         max_liquidity_offset_msat: u64,
 497 }
 498
 499 /// A view of [`ChannelLiquidity`] in one direction assuming a certain channel capacity.
 500 struct DirectedChannelLiquidity<L: Deref<Target = u64>> {
 501         min_liquidity_offset_msat: L,
 502         max_liquidity_offset_msat: L,
 503         capacity_msat: u64,
 504 }
 505
 506 /// The likelihood of an event occurring.
 507 enum Probability {
 508         Zero,
 509         One,
 510         Ratio { numerator: u64, denominator: u64 },
 511 }
 512
 513 impl<G: Deref<Target = NetworkGraph>> ProbabilisticScorer<G> {
 514         /// Creates a new scorer using the given scoring parameters for sending payments from a node
 515         /// through a network graph.
 516         pub fn new(
 517                 params: ProbabilisticScoringParameters, node_pubkey: PublicKey, network_graph: G
 518         ) -> Self {
 519                 Self {
 520                         params,
 521                         node_id: NodeId::from_pubkey(&node_pubkey),
 522                         network_graph,
 523                         channel_liquidities: HashMap::new(),
 524                 }
 525         }
 526
 527         #[cfg(test)]
 528         fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity) -> Self {
 529                 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
 530                 self
 531         }
 532 }
 533
 534 impl Default for ProbabilisticScoringParameters {
 535         fn default() -> Self {
 536                 Self {
 537                         liquidity_penalty_multiplier_msat: 1000,
 538                 }
 539         }
 540 }
 541
 542 impl ChannelLiquidity {
 543         #[inline]
 544         fn new() -> Self {
 545                 Self {
 546                         min_liquidity_offset_msat: 0,
 547                         max_liquidity_offset_msat: 0,
 548                 }
 549         }
 550
 551         /// Returns a view of the channel liquidity directed from `source` to `target` assuming
 552         /// `capacity_msat`.
 553         fn as_directed(
 554                 &self, source: &NodeId, target: &NodeId, capacity_msat: u64
 555         ) -> DirectedChannelLiquidity<&u64> {
 556                 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
 557                         (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat)
 558                 } else {
 559                         (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat)
 560                 };
 561
 562                 DirectedChannelLiquidity {
 563                         min_liquidity_offset_msat,
 564                         max_liquidity_offset_msat,
 565                         capacity_msat,
 566                 }
 567         }
 568
 569         /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
 570         /// `capacity_msat`.
 571         fn as_directed_mut(
 572                 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64
 573         ) -> DirectedChannelLiquidity<&mut u64> {
 574                 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
 575                         (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat)
 576                 } else {
 577                         (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat)
 578                 };
 579
 580                 DirectedChannelLiquidity {
 581                         min_liquidity_offset_msat,
 582                         max_liquidity_offset_msat,
 583                         capacity_msat,
 584                 }
 585         }
 586 }
 587
 588 impl<L: Deref<Target = u64>> DirectedChannelLiquidity<L> {
 589         /// Returns the success probability of routing the given HTLC `amount_msat` through the channel
 590         /// in this direction.
 591         fn success_probability(&self, amount_msat: u64) -> Probability {
 592                 let max_liquidity_msat = self.max_liquidity_msat();
 593                 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
 594                 if amount_msat > max_liquidity_msat {
 595                         Probability::Zero
 596                 } else if amount_msat < min_liquidity_msat {
 597                         Probability::One
 598                 } else {
 599                         let numerator = max_liquidity_msat + 1 - amount_msat;
 600                         let denominator = max_liquidity_msat + 1 - min_liquidity_msat;
 601                         if numerator == denominator {
 602                                 Probability::One
 603                         } else {
 604                                 Probability::Ratio { numerator, denominator }
 605                         }
 606                 }
 607         }
 608
 609         /// Returns the lower bound of the channel liquidity balance in this direction.
 610         fn min_liquidity_msat(&self) -> u64 {
 611                 *self.min_liquidity_offset_msat
 612         }
 613
 614         /// Returns the upper bound of the channel liquidity balance in this direction.
 615         fn max_liquidity_msat(&self) -> u64 {
 616                 self.capacity_msat.checked_sub(*self.max_liquidity_offset_msat).unwrap_or(0)
 617         }
 618 }
 619
 620 impl<L: DerefMut<Target = u64>> DirectedChannelLiquidity<L> {
 621         /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
 622         fn failed_at_channel(&mut self, amount_msat: u64) {
 623                 if amount_msat < self.max_liquidity_msat() {
 624                         self.set_max_liquidity_msat(amount_msat);
 625                 }
 626         }
 627
 628         /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
 629         fn failed_downstream(&mut self, amount_msat: u64) {
 630                 if amount_msat > self.min_liquidity_msat() {
 631                         self.set_min_liquidity_msat(amount_msat);
 632                 }
 633         }
 634
 635         /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
 636         fn successful(&mut self, amount_msat: u64) {
 637                 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
 638                 self.set_max_liquidity_msat(max_liquidity_msat);
 639         }
 640
 641         /// Adjusts the lower bound of the channel liquidity balance in this direction.
 642         fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
 643                 *self.min_liquidity_offset_msat = amount_msat;
 644
 645                 if amount_msat > self.max_liquidity_msat() {
 646                         *self.max_liquidity_offset_msat = 0;
 647                 }
 648         }
 649
 650         /// Adjusts the upper bound of the channel liquidity balance in this direction.
 651         fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
 652                 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
 653
 654                 if amount_msat < self.min_liquidity_msat() {
 655                         *self.min_liquidity_offset_msat = 0;
 656                 }
 657         }
 658 }
 659
 660 impl<G: Deref<Target = NetworkGraph>> Score for ProbabilisticScorer<G> {
 661         fn channel_penalty_msat(
 662                 &self, short_channel_id: u64, amount_msat: u64, capacity_msat: u64, source: &NodeId,
 663                 target: &NodeId
 664         ) -> u64 {
 665                 if *source == self.node_id || *target == self.node_id {
 666                         return 0;
 667                 }
 668
 669                 let liquidity_penalty_multiplier_msat = self.params.liquidity_penalty_multiplier_msat;
 670                 let success_probability = self.channel_liquidities
 671                         .get(&short_channel_id)
 672                         .unwrap_or(&ChannelLiquidity::new())
 673                         .as_directed(source, target, capacity_msat)
 674                         .success_probability(amount_msat);
 675                 match success_probability {
 676                         Probability::Zero => u64::max_value(),
 677                         Probability::One => 0,
 678                         Probability::Ratio { numerator, denominator } => {
 679                                 let success_probability = numerator as f64 / denominator as f64;
 680                                 (-(success_probability.log10()) * liquidity_penalty_multiplier_msat as f64) as u64
 681                         },
 682                 }
 683         }
 684
 685         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
 686                 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
 687                 let network_graph = self.network_graph.read_only();
 688                 let hop_sources = core::iter::once(self.node_id)
 689                         .chain(path.iter().map(|hop| NodeId::from_pubkey(&hop.pubkey)));
 690                 for (source, hop) in hop_sources.zip(path.iter()) {
 691                         let target = NodeId::from_pubkey(&hop.pubkey);
 692                         if source == self.node_id || target == self.node_id {
 693                                 continue;
 694                         }
 695
 696                         let capacity_msat = network_graph.channels()
 697                                 .get(&hop.short_channel_id)
 698                                 .and_then(|channel| channel.as_directed_to(&target).map(|d| d.effective_capacity()))
 699                                 .unwrap_or(EffectiveCapacity::Unknown)
 700                                 .as_msat();
 701
 702                         if hop.short_channel_id == short_channel_id {
 703                                 self.channel_liquidities
 704                                         .entry(hop.short_channel_id)
 705                                         .or_insert_with(|| ChannelLiquidity::new())
 706                                         .as_directed_mut(&source, &target, capacity_msat)
 707                                         .failed_at_channel(amount_msat);
 708                                 break;
 709                         }
 710
 711                         self.channel_liquidities
 712                                 .entry(hop.short_channel_id)
 713                                 .or_insert_with(|| ChannelLiquidity::new())
 714                                 .as_directed_mut(&source, &target, capacity_msat)
 715                                 .failed_downstream(amount_msat);
 716                 }
 717         }
 718
 719         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
 720                 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
 721                 let network_graph = self.network_graph.read_only();
 722                 let hop_sources = core::iter::once(self.node_id)
 723                         .chain(path.iter().map(|hop| NodeId::from_pubkey(&hop.pubkey)));
 724                 for (source, hop) in hop_sources.zip(path.iter()) {
 725                         let target = NodeId::from_pubkey(&hop.pubkey);
 726                         if source == self.node_id || target == self.node_id {
 727                                 continue;
 728                         }
 729
 730                         let capacity_msat = network_graph.channels()
 731                                 .get(&hop.short_channel_id)
 732                                 .and_then(|channel| channel.as_directed_to(&target).map(|d| d.effective_capacity()))
 733                                 .unwrap_or(EffectiveCapacity::Unknown)
 734                                 .as_msat();
 735
 736                         self.channel_liquidities
 737                                 .entry(hop.short_channel_id)
 738                                 .or_insert_with(|| ChannelLiquidity::new())
 739                                 .as_directed_mut(&source, &target, capacity_msat)
 740                                 .successful(amount_msat);
 741                 }
 742         }
 743 }
 744
 745 impl<G: Deref<Target = NetworkGraph>> Writeable for ProbabilisticScorer<G> {
 746         #[inline]
 747         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 748                 self.params.write(w)?;
 749                 self.node_id.write(w)?;
 750                 self.channel_liquidities.write(w)?;
 751                 write_tlv_fields!(w, {});
 752                 Ok(())
 753         }
 754 }
 755
 756 impl<G: Deref<Target = NetworkGraph>> ReadableArgs<G> for ProbabilisticScorer<G> {
 757         #[inline]
 758         fn read<R: Read>(r: &mut R, args: G) -> Result<Self, DecodeError> {
 759                 let res = Ok(Self {
 760                         params: Readable::read(r)?,
 761                         node_id: Readable::read(r)?,
 762                         network_graph: args,
 763                         channel_liquidities: Readable::read(r)?,
 764                 });
 765                 read_tlv_fields!(r, {});
 766                 res
 767         }
 768 }
 769
 770 impl Writeable for ChannelLiquidity {
 771         #[inline]
 772         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 773                 write_tlv_fields!(w, {
 774                         (0, self.min_liquidity_offset_msat, required),
 775                         (2, self.max_liquidity_offset_msat, required),
 776                 });
 777                 Ok(())
 778         }
 779 }
 780
 781 impl Readable for ChannelLiquidity {
 782         #[inline]
 783         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
 784                 let mut min_liquidity_offset_msat = 0;
 785                 let mut max_liquidity_offset_msat = 0;
 786                 read_tlv_fields!(r, {
 787                         (0, min_liquidity_offset_msat, required),
 788                         (2, max_liquidity_offset_msat, required),
 789                 });
 790                 Ok(Self {
 791                         min_liquidity_offset_msat,
 792                         max_liquidity_offset_msat
 793                 })
 794         }
 795 }
 796
 797 pub(crate) mod time {
 798         use core::ops::Sub;
 799         use core::time::Duration;
 800         /// A measurement of time.
 801         pub trait Time: Sub<Duration, Output = Self> where Self: Sized {
 802                 /// Returns an instance corresponding to the current moment.
 803                 fn now() -> Self;
 804
 805                 /// Returns the amount of time elapsed since `self` was created.
 806                 fn elapsed(&self) -> Duration;
 807
 808                 /// Returns the amount of time passed since the beginning of [`Time`].
 809                 ///
 810                 /// Used during (de-)serialization.
 811                 fn duration_since_epoch() -> Duration;
 812         }
 813
 814         /// A state in which time has no meaning.
 815         #[derive(Debug, PartialEq, Eq)]
 816         pub struct Eternity;
 817
 818         #[cfg(not(feature = "no-std"))]
 819         impl Time for std::time::Instant {
 820                 fn now() -> Self {
 821                         std::time::Instant::now()
 822                 }
 823
 824                 fn duration_since_epoch() -> Duration {
 825                         use std::time::SystemTime;
 826                         SystemTime::now().duration_since(SystemTime::UNIX_EPOCH).unwrap()
 827                 }
 828
 829                 fn elapsed(&self) -> Duration {
 830                         std::time::Instant::elapsed(self)
 831                 }
 832         }
 833
 834         impl Time for Eternity {
 835                 fn now() -> Self {
 836                         Self
 837                 }
 838
 839                 fn duration_since_epoch() -> Duration {
 840                         Duration::from_secs(0)
 841                 }
 842
 843                 fn elapsed(&self) -> Duration {
 844                         Duration::from_secs(0)
 845                 }
 846         }
 847
 848         impl Sub<Duration> for Eternity {
 849                 type Output = Self;
 850
 851                 fn sub(self, _other: Duration) -> Self {
 852                         self
 853                 }
 854         }
 855 }
 856
 857 pub(crate) use self::time::Time;
 858
 859 #[cfg(test)]
 860 mod tests {
 861         use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorer, ScoringParameters, ScorerUsingTime, Time};
 862         use super::time::Eternity;
 863
 864         use ln::features::{ChannelFeatures, NodeFeatures};
 865         use ln::msgs::{ChannelAnnouncement, ChannelUpdate, OptionalField, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
 866         use routing::scoring::Score;
 867         use routing::network_graph::{NetworkGraph, NodeId};
 868         use routing::router::RouteHop;
 869         use util::ser::{Readable, Writeable};
 870
 871         use bitcoin::blockdata::constants::genesis_block;
 872         use bitcoin::hashes::Hash;
 873         use bitcoin::hashes::sha256d::Hash as Sha256dHash;
 874         use bitcoin::network::constants::Network;
 875         use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
 876         use core::cell::Cell;
 877         use core::ops::Sub;
 878         use core::time::Duration;
 879         use io;
 880
 881         // `Time` tests
 882
 883         /// Time that can be advanced manually in tests.
 884         #[derive(Debug, PartialEq, Eq)]
 885         struct SinceEpoch(Duration);
 886
 887         impl SinceEpoch {
 888                 thread_local! {
 889                         static ELAPSED: Cell<Duration> = core::cell::Cell::new(Duration::from_secs(0));
 890                 }
 891
 892                 fn advance(duration: Duration) {
 893                         Self::ELAPSED.with(|elapsed| elapsed.set(elapsed.get() + duration))
 894                 }
 895         }
 896
 897         impl Time for SinceEpoch {
 898                 fn now() -> Self {
 899                         Self(Self::duration_since_epoch())
 900                 }
 901
 902                 fn duration_since_epoch() -> Duration {
 903                         Self::ELAPSED.with(|elapsed| elapsed.get())
 904                 }
 905
 906                 fn elapsed(&self) -> Duration {
 907                         Self::duration_since_epoch() - self.0
 908                 }
 909         }
 910
 911         impl Sub<Duration> for SinceEpoch {
 912                 type Output = Self;
 913
 914                 fn sub(self, other: Duration) -> Self {
 915                         Self(self.0 - other)
 916                 }
 917         }
 918
 919         #[test]
 920         fn time_passes_when_advanced() {
 921                 let now = SinceEpoch::now();
 922                 assert_eq!(now.elapsed(), Duration::from_secs(0));
 923
 924                 SinceEpoch::advance(Duration::from_secs(1));
 925                 SinceEpoch::advance(Duration::from_secs(1));
 926
 927                 let elapsed = now.elapsed();
 928                 let later = SinceEpoch::now();
 929
 930                 assert_eq!(elapsed, Duration::from_secs(2));
 931                 assert_eq!(later - elapsed, now);
 932         }
 933
 934         #[test]
 935         fn time_never_passes_in_an_eternity() {
 936                 let now = Eternity::now();
 937                 let elapsed = now.elapsed();
 938                 let later = Eternity::now();
 939
 940                 assert_eq!(now.elapsed(), Duration::from_secs(0));
 941                 assert_eq!(later - elapsed, now);
 942         }
 943
 944         // `Scorer` tests
 945
 946         /// A scorer for testing with time that can be manually advanced.
 947         type Scorer = ScorerUsingTime::<SinceEpoch>;
 948
 949         fn source_privkey() -> SecretKey {
 950                 SecretKey::from_slice(&[42; 32]).unwrap()
 951         }
 952
 953         fn target_privkey() -> SecretKey {
 954                 SecretKey::from_slice(&[43; 32]).unwrap()
 955         }
 956
 957         fn source_pubkey() -> PublicKey {
 958                 let secp_ctx = Secp256k1::new();
 959                 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
 960         }
 961
 962         fn target_pubkey() -> PublicKey {
 963                 let secp_ctx = Secp256k1::new();
 964                 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
 965         }
 966
 967         fn source_node_id() -> NodeId {
 968                 NodeId::from_pubkey(&source_pubkey())
 969         }
 970
 971         fn target_node_id() -> NodeId {
 972                 NodeId::from_pubkey(&target_pubkey())
 973         }
 974
 975         #[test]
 976         fn penalizes_without_channel_failures() {
 977                 let scorer = Scorer::new(ScoringParameters {
 978                         base_penalty_msat: 1_000,
 979                         failure_penalty_msat: 512,
 980                         failure_penalty_half_life: Duration::from_secs(1),
 981                         overuse_penalty_start_1024th: 1024,
 982                         overuse_penalty_msat_per_1024th: 0,
 983                 });
 984                 let source = source_node_id();
 985                 let target = target_node_id();
 986                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
 987
 988                 SinceEpoch::advance(Duration::from_secs(1));
 989                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
 990         }
 991
 992         #[test]
 993         fn accumulates_channel_failure_penalties() {
 994                 let mut scorer = Scorer::new(ScoringParameters {
 995                         base_penalty_msat: 1_000,
 996                         failure_penalty_msat: 64,
 997                         failure_penalty_half_life: Duration::from_secs(10),
 998                         overuse_penalty_start_1024th: 1024,
 999                         overuse_penalty_msat_per_1024th: 0,
1000                 });
1001                 let source = source_node_id();
1002                 let target = target_node_id();
1003                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1004
1005                 scorer.payment_path_failed(&[], 42);
1006                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1007
1008                 scorer.payment_path_failed(&[], 42);
1009                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1010
1011                 scorer.payment_path_failed(&[], 42);
1012                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_192);
1013         }
1014
1015         #[test]
1016         fn decays_channel_failure_penalties_over_time() {
1017                 let mut scorer = Scorer::new(ScoringParameters {
1018                         base_penalty_msat: 1_000,
1019                         failure_penalty_msat: 512,
1020                         failure_penalty_half_life: Duration::from_secs(10),
1021                         overuse_penalty_start_1024th: 1024,
1022                         overuse_penalty_msat_per_1024th: 0,
1023                 });
1024                 let source = source_node_id();
1025                 let target = target_node_id();
1026                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1027
1028                 scorer.payment_path_failed(&[], 42);
1029                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1030
1031                 SinceEpoch::advance(Duration::from_secs(9));
1032                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1033
1034                 SinceEpoch::advance(Duration::from_secs(1));
1035                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1036
1037                 SinceEpoch::advance(Duration::from_secs(10 * 8));
1038                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_001);
1039
1040                 SinceEpoch::advance(Duration::from_secs(10));
1041                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1042
1043                 SinceEpoch::advance(Duration::from_secs(10));
1044                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1045         }
1046
1047         #[test]
1048         fn decays_channel_failure_penalties_without_shift_overflow() {
1049                 let mut scorer = Scorer::new(ScoringParameters {
1050                         base_penalty_msat: 1_000,
1051                         failure_penalty_msat: 512,
1052                         failure_penalty_half_life: Duration::from_secs(10),
1053                         overuse_penalty_start_1024th: 1024,
1054                         overuse_penalty_msat_per_1024th: 0,
1055                 });
1056                 let source = source_node_id();
1057                 let target = target_node_id();
1058                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1059
1060                 scorer.payment_path_failed(&[], 42);
1061                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1062
1063                 // An unchecked right shift 64 bits or more in ChannelFailure::decayed_penalty_msat would
1064                 // cause an overflow.
1065                 SinceEpoch::advance(Duration::from_secs(10 * 64));
1066                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1067
1068                 SinceEpoch::advance(Duration::from_secs(10));
1069                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1070         }
1071
1072         #[test]
1073         fn accumulates_channel_failure_penalties_after_decay() {
1074                 let mut scorer = Scorer::new(ScoringParameters {
1075                         base_penalty_msat: 1_000,
1076                         failure_penalty_msat: 512,
1077                         failure_penalty_half_life: Duration::from_secs(10),
1078                         overuse_penalty_start_1024th: 1024,
1079                         overuse_penalty_msat_per_1024th: 0,
1080                 });
1081                 let source = source_node_id();
1082                 let target = target_node_id();
1083                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1084
1085                 scorer.payment_path_failed(&[], 42);
1086                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1087
1088                 SinceEpoch::advance(Duration::from_secs(10));
1089                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1090
1091                 scorer.payment_path_failed(&[], 42);
1092                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_768);
1093
1094                 SinceEpoch::advance(Duration::from_secs(10));
1095                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_384);
1096         }
1097
1098         #[test]
1099         fn reduces_channel_failure_penalties_after_success() {
1100                 let mut scorer = Scorer::new(ScoringParameters {
1101                         base_penalty_msat: 1_000,
1102                         failure_penalty_msat: 512,
1103                         failure_penalty_half_life: Duration::from_secs(10),
1104                         overuse_penalty_start_1024th: 1024,
1105                         overuse_penalty_msat_per_1024th: 0,
1106                 });
1107                 let source = source_node_id();
1108                 let target = target_node_id();
1109                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1110
1111                 scorer.payment_path_failed(&[], 42);
1112                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1113
1114                 SinceEpoch::advance(Duration::from_secs(10));
1115                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1116
1117                 let hop = RouteHop {
1118                         pubkey: PublicKey::from_slice(target.as_slice()).unwrap(),
1119                         node_features: NodeFeatures::known(),
1120                         short_channel_id: 42,
1121                         channel_features: ChannelFeatures::known(),
1122                         fee_msat: 1,
1123                         cltv_expiry_delta: 18,
1124                 };
1125                 scorer.payment_path_successful(&[&hop]);
1126                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1127
1128                 SinceEpoch::advance(Duration::from_secs(10));
1129                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1130         }
1131
1132         #[test]
1133         fn restores_persisted_channel_failure_penalties() {
1134                 let mut scorer = Scorer::new(ScoringParameters {
1135                         base_penalty_msat: 1_000,
1136                         failure_penalty_msat: 512,
1137                         failure_penalty_half_life: Duration::from_secs(10),
1138                         overuse_penalty_start_1024th: 1024,
1139                         overuse_penalty_msat_per_1024th: 0,
1140                 });
1141                 let source = source_node_id();
1142                 let target = target_node_id();
1143
1144                 scorer.payment_path_failed(&[], 42);
1145                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1146
1147                 SinceEpoch::advance(Duration::from_secs(10));
1148                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1149
1150                 scorer.payment_path_failed(&[], 43);
1151                 assert_eq!(scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1152
1153                 let mut serialized_scorer = Vec::new();
1154                 scorer.write(&mut serialized_scorer).unwrap();
1155
1156                 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1157                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1158                 assert_eq!(deserialized_scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1159         }
1160
1161         #[test]
1162         fn decays_persisted_channel_failure_penalties() {
1163                 let mut scorer = Scorer::new(ScoringParameters {
1164                         base_penalty_msat: 1_000,
1165                         failure_penalty_msat: 512,
1166                         failure_penalty_half_life: Duration::from_secs(10),
1167                         overuse_penalty_start_1024th: 1024,
1168                         overuse_penalty_msat_per_1024th: 0,
1169                 });
1170                 let source = source_node_id();
1171                 let target = target_node_id();
1172
1173                 scorer.payment_path_failed(&[], 42);
1174                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1175
1176                 let mut serialized_scorer = Vec::new();
1177                 scorer.write(&mut serialized_scorer).unwrap();
1178
1179                 SinceEpoch::advance(Duration::from_secs(10));
1180
1181                 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1182                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1183
1184                 SinceEpoch::advance(Duration::from_secs(10));
1185                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1186         }
1187
1188         #[test]
1189         fn charges_per_1024th_penalty() {
1190                 let scorer = Scorer::new(ScoringParameters {
1191                         base_penalty_msat: 0,
1192                         failure_penalty_msat: 0,
1193                         failure_penalty_half_life: Duration::from_secs(0),
1194                         overuse_penalty_start_1024th: 256,
1195                         overuse_penalty_msat_per_1024th: 100,
1196                 });
1197                 let source = source_node_id();
1198                 let target = target_node_id();
1199
1200                 assert_eq!(scorer.channel_penalty_msat(42, 1_000, 1_024_000, &source, &target), 0);
1201                 assert_eq!(scorer.channel_penalty_msat(42, 256_999, 1_024_000, &source, &target), 0);
1202                 assert_eq!(scorer.channel_penalty_msat(42, 257_000, 1_024_000, &source, &target), 100);
1203                 assert_eq!(scorer.channel_penalty_msat(42, 258_000, 1_024_000, &source, &target), 200);
1204                 assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 256 * 100);
1205         }
1206
1207         // `ProbabilisticScorer` tests
1208
1209         fn sender_privkey() -> SecretKey {
1210                 SecretKey::from_slice(&[41; 32]).unwrap()
1211         }
1212
1213         fn recipient_privkey() -> SecretKey {
1214                 SecretKey::from_slice(&[45; 32]).unwrap()
1215         }
1216
1217         fn sender_pubkey() -> PublicKey {
1218                 let secp_ctx = Secp256k1::new();
1219                 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1220         }
1221
1222         fn recipient_pubkey() -> PublicKey {
1223                 let secp_ctx = Secp256k1::new();
1224                 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1225         }
1226
1227         fn sender_node_id() -> NodeId {
1228                 NodeId::from_pubkey(&sender_pubkey())
1229         }
1230
1231         fn recipient_node_id() -> NodeId {
1232                 NodeId::from_pubkey(&recipient_pubkey())
1233         }
1234
1235         fn network_graph() -> NetworkGraph {
1236                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1237                 let mut network_graph = NetworkGraph::new(genesis_hash);
1238                 add_channel(&mut network_graph, 41, sender_privkey(), source_privkey());
1239                 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1240                 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1241
1242                 network_graph
1243         }
1244
1245         fn add_channel(
1246                 network_graph: &mut NetworkGraph, short_channel_id: u64, node_1_key: SecretKey,
1247                 node_2_key: SecretKey
1248         ) {
1249                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1250                 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1251                 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1252                 let secp_ctx = Secp256k1::new();
1253                 let unsigned_announcement = UnsignedChannelAnnouncement {
1254                         features: ChannelFeatures::known(),
1255                         chain_hash: genesis_hash,
1256                         short_channel_id,
1257                         node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key),
1258                         node_id_2: PublicKey::from_secret_key(&secp_ctx, &node_2_key),
1259                         bitcoin_key_1: PublicKey::from_secret_key(&secp_ctx, &node_1_secret),
1260                         bitcoin_key_2: PublicKey::from_secret_key(&secp_ctx, &node_2_secret),
1261                         excess_data: Vec::new(),
1262                 };
1263                 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1264                 let signed_announcement = ChannelAnnouncement {
1265                         node_signature_1: secp_ctx.sign(&msghash, &node_1_key),
1266                         node_signature_2: secp_ctx.sign(&msghash, &node_2_key),
1267                         bitcoin_signature_1: secp_ctx.sign(&msghash, &node_1_secret),
1268                         bitcoin_signature_2: secp_ctx.sign(&msghash, &node_2_secret),
1269                         contents: unsigned_announcement,
1270                 };
1271                 let chain_source: Option<&::util::test_utils::TestChainSource> = None;
1272                 network_graph.update_channel_from_announcement(
1273                         &signed_announcement, &chain_source, &secp_ctx).unwrap();
1274                 update_channel(network_graph, short_channel_id, node_1_key, 0);
1275                 update_channel(network_graph, short_channel_id, node_2_key, 1);
1276         }
1277
1278         fn update_channel(
1279                 network_graph: &mut NetworkGraph, short_channel_id: u64, node_key: SecretKey, flags: u8
1280         ) {
1281                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1282                 let secp_ctx = Secp256k1::new();
1283                 let unsigned_update = UnsignedChannelUpdate {
1284                         chain_hash: genesis_hash,
1285                         short_channel_id,
1286                         timestamp: 100,
1287                         flags,
1288                         cltv_expiry_delta: 18,
1289                         htlc_minimum_msat: 0,
1290                         htlc_maximum_msat: OptionalField::Present(1_000),
1291                         fee_base_msat: 1,
1292                         fee_proportional_millionths: 0,
1293                         excess_data: Vec::new(),
1294                 };
1295                 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1296                 let signed_update = ChannelUpdate {
1297                         signature: secp_ctx.sign(&msghash, &node_key),
1298                         contents: unsigned_update,
1299                 };
1300                 network_graph.update_channel(&signed_update, &secp_ctx).unwrap();
1301         }
1302
1303         fn payment_path(amount_msat: u64) -> Vec<RouteHop> {
1304                 vec![
1305                         RouteHop {
1306                                 pubkey: source_pubkey(),
1307                                 node_features: NodeFeatures::known(),
1308                                 short_channel_id: 41,
1309                                 channel_features: ChannelFeatures::known(),
1310                                 fee_msat: 1,
1311                                 cltv_expiry_delta: 18,
1312                         },
1313                         RouteHop {
1314                                 pubkey: target_pubkey(),
1315                                 node_features: NodeFeatures::known(),
1316                                 short_channel_id: 42,
1317                                 channel_features: ChannelFeatures::known(),
1318                                 fee_msat: 2,
1319                                 cltv_expiry_delta: 18,
1320                         },
1321                         RouteHop {
1322                                 pubkey: recipient_pubkey(),
1323                                 node_features: NodeFeatures::known(),
1324                                 short_channel_id: 43,
1325                                 channel_features: ChannelFeatures::known(),
1326                                 fee_msat: amount_msat,
1327                                 cltv_expiry_delta: 18,
1328                         },
1329                 ]
1330         }
1331
1332         #[test]
1333         fn liquidity_bounds_directed_from_lowest_node_id() {
1334                 let network_graph = network_graph();
1335                 let params = ProbabilisticScoringParameters::default();
1336                 let mut scorer = ProbabilisticScorer::new(params, sender_pubkey(), &network_graph)
1337                         .with_channel(42,
1338                                 ChannelLiquidity {
1339                                         min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100
1340                                 })
1341                         .with_channel(43,
1342                                 ChannelLiquidity {
1343                                         min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100
1344                                 });
1345                 let source = source_node_id();
1346                 let target = target_node_id();
1347                 let recipient = recipient_node_id();
1348
1349                 let liquidity = scorer.channel_liquidities.get_mut(&42).unwrap();
1350                 assert!(source > target);
1351                 assert_eq!(liquidity.as_directed(&source, &target, 1_000).min_liquidity_msat(), 100);
1352                 assert_eq!(liquidity.as_directed(&source, &target, 1_000).max_liquidity_msat(), 300);
1353                 assert_eq!(liquidity.as_directed(&target, &source, 1_000).min_liquidity_msat(), 700);
1354                 assert_eq!(liquidity.as_directed(&target, &source, 1_000).max_liquidity_msat(), 900);
1355
1356                 liquidity.as_directed_mut(&source, &target, 1_000).set_min_liquidity_msat(200);
1357                 assert_eq!(liquidity.as_directed(&source, &target, 1_000).min_liquidity_msat(), 200);
1358                 assert_eq!(liquidity.as_directed(&source, &target, 1_000).max_liquidity_msat(), 300);
1359                 assert_eq!(liquidity.as_directed(&target, &source, 1_000).min_liquidity_msat(), 700);
1360                 assert_eq!(liquidity.as_directed(&target, &source, 1_000).max_liquidity_msat(), 800);
1361
1362                 let liquidity = scorer.channel_liquidities.get_mut(&43).unwrap();
1363                 assert!(target < recipient);
1364                 assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).min_liquidity_msat(), 700);
1365                 assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).max_liquidity_msat(), 900);
1366                 assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).min_liquidity_msat(), 100);
1367                 assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).max_liquidity_msat(), 300);
1368
1369                 liquidity.as_directed_mut(&target, &recipient, 1_000).set_max_liquidity_msat(200);
1370                 assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).min_liquidity_msat(), 0);
1371                 assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).max_liquidity_msat(), 200);
1372                 assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).min_liquidity_msat(), 800);
1373                 assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).max_liquidity_msat(), 1000);
1374         }
1375
1376         #[test]
1377         fn increased_penalty_nearing_liquidity_upper_bound() {
1378                 let network_graph = network_graph();
1379                 let params = ProbabilisticScoringParameters::default();
1380                 let scorer = ProbabilisticScorer::new(params, sender_pubkey(), &network_graph);
1381                 let source = source_node_id();
1382                 let target = target_node_id();
1383
1384                 assert_eq!(scorer.channel_penalty_msat(42, 100, 100_000, &source, &target), 0);
1385                 assert_eq!(scorer.channel_penalty_msat(42, 1_000, 100_000, &source, &target), 4);
1386                 assert_eq!(scorer.channel_penalty_msat(42, 10_000, 100_000, &source, &target), 45);
1387                 assert_eq!(scorer.channel_penalty_msat(42, 100_000, 100_000, &source, &target), 5_000);
1388
1389                 assert_eq!(scorer.channel_penalty_msat(42, 125, 1_000, &source, &target), 57);
1390                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
1391                 assert_eq!(scorer.channel_penalty_msat(42, 375, 1_000, &source, &target), 203);
1392                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1393                 assert_eq!(scorer.channel_penalty_msat(42, 625, 1_000, &source, &target), 425);
1394                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600);
1395                 assert_eq!(scorer.channel_penalty_msat(42, 875, 1_000, &source, &target), 900);
1396         }
1397
1398         #[test]
1399         fn constant_penalty_outside_liquidity_bounds() {
1400                 let network_graph = network_graph();
1401                 let params = ProbabilisticScoringParameters::default();
1402                 let scorer = ProbabilisticScorer::new(params, sender_pubkey(), &network_graph)
1403                         .with_channel(42,
1404                                 ChannelLiquidity { min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40 });
1405                 let source = source_node_id();
1406                 let target = target_node_id();
1407
1408                 assert_eq!(scorer.channel_penalty_msat(42, 39, 100, &source, &target), 0);
1409                 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 0);
1410                 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), u64::max_value());
1411                 assert_eq!(scorer.channel_penalty_msat(42, 61, 100, &source, &target), u64::max_value());
1412         }
1413
1414         #[test]
1415         fn reduces_liquidity_upper_bound_on_success() {
1416                 let network_graph = network_graph();
1417                 let params = ProbabilisticScoringParameters::default();
1418                 let mut scorer = ProbabilisticScorer::new(params, sender_pubkey(), &network_graph)
1419                         .with_channel(42,
1420                                 ChannelLiquidity { min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 0 })
1421                         .with_channel(43,
1422                                 ChannelLiquidity { min_liquidity_offset_msat: 0, max_liquidity_offset_msat: 400 });
1423                 let sender = sender_node_id();
1424                 let source = source_node_id();
1425                 let target = target_node_id();
1426                 let recipient = recipient_node_id();
1427                 let path = payment_path(200);
1428
1429                 assert_eq!(scorer.channel_penalty_msat(41, 200, 1_000, &sender, &source), 0);
1430                 assert_eq!(scorer.channel_penalty_msat(42, 200, 1_000, &source, &target), 474);
1431                 assert_eq!(scorer.channel_penalty_msat(43, 200, 1_000, &target, &recipient), 175);
1432
1433                 scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
1434
1435                 assert_eq!(scorer.channel_penalty_msat(41, 200, 1_000, &sender, &source), 0);
1436                 assert_eq!(scorer.channel_penalty_msat(42, 200, 1_000, &source, &target), u64::max_value());
1437                 assert_eq!(scorer.channel_penalty_msat(43, 200, 1_000, &target, &recipient), 299);
1438         }
1439
1440         // TODO: Add more test coverage
1441 }