1 // This file is Copyright its original authors, visible in version control
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
10 //! Utilities for scoring payment channels.
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`ScoreLookUp`] implementation is not needed.
18 //! # extern crate bitcoin;
20 //! # use lightning::routing::gossip::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters};
23 //! # use lightning::sign::KeysManager;
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use bitcoin::secp256k1::PublicKey;
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! # fn log(&self, record: Record) { unimplemented!() }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
32 //! # let logger = FakeLogger {};
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringFeeParameters::default();
36 //! let decay_params = ProbabilisticScoringDecayParameters::default();
37 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
39 //! // Or use custom channel penalties.
40 //! let params = ProbabilisticScoringFeeParameters {
41 //! liquidity_penalty_multiplier_msat: 2 * 1000,
42 //! ..ProbabilisticScoringFeeParameters::default()
44 //! let decay_params = ProbabilisticScoringDecayParameters::default();
45 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
46 //! # let random_seed_bytes = [42u8; 32];
48 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, ¶ms, &random_seed_bytes);
54 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
55 //! different types and thus is undefined.
57 //! [`find_route`]: crate::routing::router::find_route
59 use crate::ln::msgs::DecodeError;
60 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
61 use crate::routing::router::{Path, CandidateRouteHop};
62 use crate::routing::log_approx;
63 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
64 use crate::util::logger::Logger;
66 use crate::prelude::*;
68 use core::cell::{RefCell, RefMut, Ref};
69 use core::convert::TryInto;
70 use core::ops::{Deref, DerefMut};
71 use core::time::Duration;
72 use crate::io::{self, Read};
73 use crate::sync::{Mutex, MutexGuard, RwLock, RwLockReadGuard, RwLockWriteGuard};
75 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
76 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
77 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
78 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
80 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
81 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
82 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
83 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
84 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
85 /// do here by defining `Score` differently for `cfg(c_bindings)`.
86 macro_rules! define_score { ($($supertrait: path)*) => {
87 /// An interface used to score payment channels for path finding.
89 /// `ScoreLookUp` is used to determine the penalty for a given channel.
91 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
92 pub trait ScoreLookUp {
93 /// A configurable type which should contain various passed-in parameters for configuring the scorer,
94 /// on a per-routefinding-call basis through to the scorer methods,
95 /// which are used to determine the parameters for the suitability of channels for use.
97 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
98 /// given channel in the direction from `source` to `target`.
100 /// The channel's capacity (less any other MPP parts that are also being considered for use in
101 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
102 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
103 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
104 /// Thus, implementations should be overflow-safe.
105 fn channel_penalty_msat(
106 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
110 /// `ScoreUpdate` is used to update the scorer's internal state after a payment attempt.
111 pub trait ScoreUpdate {
112 /// Handles updating channel penalties after failing to route through a channel.
113 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration);
115 /// Handles updating channel penalties after successfully routing along a path.
116 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration);
118 /// Handles updating channel penalties after a probe over the given path failed.
119 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration);
121 /// Handles updating channel penalties after a probe over the given path succeeded.
122 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration);
124 /// Scorers may wish to reduce their certainty of channel liquidity information over time.
125 /// Thus, this method is provided to allow scorers to observe the passage of time - the holder
126 /// of this object should call this method regularly (generally via the
127 /// `lightning-background-processor` crate).
128 fn decay_liquidity_certainty(&mut self, duration_since_epoch: Duration);
131 /// A trait which can both lookup and update routing channel penalty scores.
133 /// This is used in places where both bounds are required and implemented for all types which
134 /// implement [`ScoreLookUp`] and [`ScoreUpdate`].
136 /// Bindings users may need to manually implement this for their custom scoring implementations.
137 pub trait Score : ScoreLookUp + ScoreUpdate $(+ $supertrait)* {}
139 #[cfg(not(c_bindings))]
140 impl<T: ScoreLookUp + ScoreUpdate $(+ $supertrait)*> Score for T {}
142 #[cfg(not(c_bindings))]
143 impl<S: ScoreLookUp, T: Deref<Target=S>> ScoreLookUp for T {
144 type ScoreParams = S::ScoreParams;
145 fn channel_penalty_msat(
146 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
148 self.deref().channel_penalty_msat(candidate, usage, score_params)
152 #[cfg(not(c_bindings))]
153 impl<S: ScoreUpdate, T: DerefMut<Target=S>> ScoreUpdate for T {
154 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
155 self.deref_mut().payment_path_failed(path, short_channel_id, duration_since_epoch)
158 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
159 self.deref_mut().payment_path_successful(path, duration_since_epoch)
162 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
163 self.deref_mut().probe_failed(path, short_channel_id, duration_since_epoch)
166 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
167 self.deref_mut().probe_successful(path, duration_since_epoch)
170 fn decay_liquidity_certainty(&mut self, duration_since_epoch: Duration) {
171 self.deref_mut().decay_liquidity_certainty(duration_since_epoch)
177 define_score!(Writeable);
179 #[cfg(not(c_bindings))]
182 /// A scorer that is accessed under a lock.
184 /// Needed so that calls to [`ScoreLookUp::channel_penalty_msat`] in [`find_route`] can be made while
185 /// having shared ownership of a scorer but without requiring internal locking in [`ScoreUpdate`]
186 /// implementations. Internal locking would be detrimental to route finding performance and could
187 /// result in [`ScoreLookUp::channel_penalty_msat`] returning a different value for the same channel.
189 /// [`find_route`]: crate::routing::router::find_route
190 pub trait LockableScore<'a> {
191 /// The [`ScoreUpdate`] type.
192 type ScoreUpdate: 'a + ScoreUpdate;
193 /// The [`ScoreLookUp`] type.
194 type ScoreLookUp: 'a + ScoreLookUp;
196 /// The write locked [`ScoreUpdate`] type.
197 type WriteLocked: DerefMut<Target = Self::ScoreUpdate> + Sized;
199 /// The read locked [`ScoreLookUp`] type.
200 type ReadLocked: Deref<Target = Self::ScoreLookUp> + Sized;
202 /// Returns read locked scorer.
203 fn read_lock(&'a self) -> Self::ReadLocked;
205 /// Returns write locked scorer.
206 fn write_lock(&'a self) -> Self::WriteLocked;
209 /// Refers to a scorer that is accessible under lock and also writeable to disk
211 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
212 /// use the Persister to persist it.
213 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
215 #[cfg(not(c_bindings))]
216 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
217 #[cfg(not(c_bindings))]
218 impl<'a, T: Score + 'a> LockableScore<'a> for Mutex<T> {
219 type ScoreUpdate = T;
220 type ScoreLookUp = T;
222 type WriteLocked = MutexGuard<'a, Self::ScoreUpdate>;
223 type ReadLocked = MutexGuard<'a, Self::ScoreLookUp>;
225 fn read_lock(&'a self) -> Self::ReadLocked {
226 Mutex::lock(self).unwrap()
229 fn write_lock(&'a self) -> Self::WriteLocked {
230 Mutex::lock(self).unwrap()
234 #[cfg(not(c_bindings))]
235 impl<'a, T: Score + 'a> LockableScore<'a> for RefCell<T> {
236 type ScoreUpdate = T;
237 type ScoreLookUp = T;
239 type WriteLocked = RefMut<'a, Self::ScoreUpdate>;
240 type ReadLocked = Ref<'a, Self::ScoreLookUp>;
242 fn write_lock(&'a self) -> Self::WriteLocked {
246 fn read_lock(&'a self) -> Self::ReadLocked {
251 #[cfg(not(c_bindings))]
252 impl<'a, T: Score + 'a> LockableScore<'a> for RwLock<T> {
253 type ScoreUpdate = T;
254 type ScoreLookUp = T;
256 type WriteLocked = RwLockWriteGuard<'a, Self::ScoreLookUp>;
257 type ReadLocked = RwLockReadGuard<'a, Self::ScoreUpdate>;
259 fn read_lock(&'a self) -> Self::ReadLocked {
260 RwLock::read(self).unwrap()
263 fn write_lock(&'a self) -> Self::WriteLocked {
264 RwLock::write(self).unwrap()
269 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
270 pub struct MultiThreadedLockableScore<T: Score> {
275 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
276 type ScoreUpdate = T;
277 type ScoreLookUp = T;
278 type WriteLocked = MultiThreadedScoreLockWrite<'a, Self::ScoreUpdate>;
279 type ReadLocked = MultiThreadedScoreLockRead<'a, Self::ScoreLookUp>;
281 fn read_lock(&'a self) -> Self::ReadLocked {
282 MultiThreadedScoreLockRead(self.score.read().unwrap())
285 fn write_lock(&'a self) -> Self::WriteLocked {
286 MultiThreadedScoreLockWrite(self.score.write().unwrap())
291 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
292 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
293 self.score.read().unwrap().write(writer)
298 impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
301 impl<T: Score> MultiThreadedLockableScore<T> {
302 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
303 pub fn new(score: T) -> Self {
304 MultiThreadedLockableScore { score: RwLock::new(score) }
309 /// A locked `MultiThreadedLockableScore`.
310 pub struct MultiThreadedScoreLockRead<'a, T: Score>(RwLockReadGuard<'a, T>);
313 /// A locked `MultiThreadedLockableScore`.
314 pub struct MultiThreadedScoreLockWrite<'a, T: Score>(RwLockWriteGuard<'a, T>);
317 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockRead<'a, T> {
320 fn deref(&self) -> &Self::Target {
326 impl<'a, T: Score> ScoreLookUp for MultiThreadedScoreLockRead<'a, T> {
327 type ScoreParams = T::ScoreParams;
328 fn channel_penalty_msat(&self, candidate:&CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
330 self.0.channel_penalty_msat(candidate, usage, score_params)
335 impl<'a, T: Score> Writeable for MultiThreadedScoreLockWrite<'a, T> {
336 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
342 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockWrite<'a, T> {
345 fn deref(&self) -> &Self::Target {
351 impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLockWrite<'a, T> {
352 fn deref_mut(&mut self) -> &mut Self::Target {
358 impl<'a, T: Score> ScoreUpdate for MultiThreadedScoreLockWrite<'a, T> {
359 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
360 self.0.payment_path_failed(path, short_channel_id, duration_since_epoch)
363 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
364 self.0.payment_path_successful(path, duration_since_epoch)
367 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
368 self.0.probe_failed(path, short_channel_id, duration_since_epoch)
371 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
372 self.0.probe_successful(path, duration_since_epoch)
375 fn decay_liquidity_certainty(&mut self, duration_since_epoch: Duration) {
376 self.0.decay_liquidity_certainty(duration_since_epoch)
381 /// Proposed use of a channel passed as a parameter to [`ScoreLookUp::channel_penalty_msat`].
382 #[derive(Clone, Copy, Debug, PartialEq)]
383 pub struct ChannelUsage {
384 /// The amount to send through the channel, denominated in millisatoshis.
385 pub amount_msat: u64,
387 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
388 /// as part of a multi-path payment.
389 pub inflight_htlc_msat: u64,
391 /// The effective capacity of the channel.
392 pub effective_capacity: EffectiveCapacity,
396 /// [`ScoreLookUp`] implementation that uses a fixed penalty.
397 pub struct FixedPenaltyScorer {
401 impl FixedPenaltyScorer {
402 /// Creates a new scorer using `penalty_msat`.
403 pub fn with_penalty(penalty_msat: u64) -> Self {
404 Self { penalty_msat }
408 impl ScoreLookUp for FixedPenaltyScorer {
409 type ScoreParams = ();
410 fn channel_penalty_msat(&self, _: &CandidateRouteHop, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
415 impl ScoreUpdate for FixedPenaltyScorer {
416 fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
418 fn payment_path_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
420 fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
422 fn probe_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
424 fn decay_liquidity_certainty(&mut self, _duration_since_epoch: Duration) {}
427 impl Writeable for FixedPenaltyScorer {
429 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
430 write_tlv_fields!(w, {});
435 impl ReadableArgs<u64> for FixedPenaltyScorer {
437 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
438 read_tlv_fields!(r, {});
439 Ok(Self { penalty_msat })
443 /// [`ScoreLookUp`] implementation using channel success probability distributions.
445 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
446 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
447 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
448 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
450 /// These bounds are then used to determine a success probability using the formula from
451 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
452 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
454 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
455 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
456 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
457 /// terms of the entire path's success probability. This allows the router to directly compare
458 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
460 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
462 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
463 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
464 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
465 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
468 /// [1]: https://arxiv.org/abs/2107.05322
469 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
470 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
471 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
472 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
473 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
474 pub struct ProbabilisticScorer<G: Deref<Target = NetworkGraph<L>>, L: Deref>
475 where L::Target: Logger {
476 decay_params: ProbabilisticScoringDecayParameters,
479 channel_liquidities: HashMap<u64, ChannelLiquidity>,
482 /// Parameters for configuring [`ProbabilisticScorer`].
484 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
485 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
487 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
490 pub struct ProbabilisticScoringFeeParameters {
491 /// A fixed penalty in msats to apply to each channel.
493 /// Default value: 500 msat
494 pub base_penalty_msat: u64,
496 /// A multiplier used with the total amount flowing over a channel to calculate a fixed penalty
497 /// applied to each channel, in excess of the [`base_penalty_msat`].
499 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
500 /// fees plus penalty) for large payments. The penalty is computed as the product of this
501 /// multiplier and `2^30`ths of the total amount flowing over a channel (i.e. the payment
502 /// amount plus the amount of any other HTLCs flowing we sent over the same channel).
504 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
506 /// Default value: 8,192 msat
508 /// [`base_penalty_msat`]: Self::base_penalty_msat
509 pub base_penalty_amount_multiplier_msat: u64,
511 /// A multiplier used in conjunction with the negative `log10` of the channel's success
512 /// probability for a payment, as determined by our latest estimates of the channel's
513 /// liquidity, to determine the liquidity penalty.
515 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
516 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
517 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
518 /// lower bounding the success probability to `0.01`) when the amount falls within the
519 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
520 /// result in a `u64::max_value` penalty, however.
522 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
524 /// Default value: 30,000 msat
526 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
527 pub liquidity_penalty_multiplier_msat: u64,
529 /// A multiplier used in conjunction with the total amount flowing over a channel and the
530 /// negative `log10` of the channel's success probability for the payment, as determined by our
531 /// latest estimates of the channel's liquidity, to determine the amount penalty.
533 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
534 /// fees plus penalty) for large payments. The penalty is computed as the product of this
535 /// multiplier and `2^20`ths of the amount flowing over this channel, weighted by the negative
536 /// `log10` of the success probability.
538 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
540 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
541 /// the amount will result in a penalty of the multiplier. And, as the success probability
542 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
543 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
546 /// Default value: 192 msat
547 pub liquidity_penalty_amount_multiplier_msat: u64,
549 /// A multiplier used in conjunction with the negative `log10` of the channel's success
550 /// probability for the payment, as determined based on the history of our estimates of the
551 /// channel's available liquidity, to determine a penalty.
553 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
554 /// only our latest estimate for the current liquidity available in the channel, it estimates
555 /// success probability based on the estimated liquidity available in the channel through
556 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
557 /// track which of several buckets those bounds fall into, exponentially decaying the
558 /// probability of each bucket as new samples are added.
560 /// Default value: 10,000 msat
562 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
563 pub historical_liquidity_penalty_multiplier_msat: u64,
565 /// A multiplier used in conjunction with the total amount flowing over a channel and the
566 /// negative `log10` of the channel's success probability for the payment, as determined based
567 /// on the history of our estimates of the channel's available liquidity, to determine a
570 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
571 /// large payments. The penalty is computed as the product of this multiplier and `2^20`ths
572 /// of the amount flowing over this channel, weighted by the negative `log10` of the success
575 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
576 /// of using only our latest estimate for the current liquidity available in the channel, it
577 /// estimates success probability based on the estimated liquidity available in the channel
578 /// through history. Specifically, every time we update our liquidity bounds on a given
579 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
580 /// the probability of each bucket as new samples are added.
582 /// Default value: 64 msat
584 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
585 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
587 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
588 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
589 /// considered during path finding.
591 /// This is not exported to bindings users
592 pub manual_node_penalties: HashMap<NodeId, u64>,
594 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
595 /// channel's capacity, (ie. htlc_maximum_msat >= 0.5 * channel_capacity) which makes us
596 /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
597 /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
598 /// to restrict `htlc_maximum_msat` and improve privacy.
600 /// Default value: 250 msat
601 pub anti_probing_penalty_msat: u64,
603 /// This penalty is applied when the total amount flowing over a channel exceeds our current
604 /// estimate of the channel's available liquidity. The total amount is the amount of the
605 /// current HTLC plus any HTLCs which we've sent over the same channel.
607 /// Note that in this case all other penalties, including the
608 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
609 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
610 /// applicable, are still included in the overall penalty.
612 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
613 /// `u64::max_value()` will guarantee that.
615 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
617 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
618 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
619 /// [`base_penalty_msat`]: Self::base_penalty_msat
620 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
621 pub considered_impossible_penalty_msat: u64,
623 /// In order to calculate most of the scores above, we must first convert a lower and upper
624 /// bound on the available liquidity in a channel into the probability that we think a payment
625 /// will succeed. That probability is derived from a Probability Density Function for where we
626 /// think the liquidity in a channel likely lies, given such bounds.
628 /// If this flag is set, that PDF is simply a constant - we assume that the actual available
629 /// liquidity in a channel is just as likely to be at any point between our lower and upper
632 /// If this flag is *not* set, that PDF is `(x - 0.5*capacity) ^ 2`. That is, we use an
633 /// exponential curve which expects the liquidity of a channel to lie "at the edges". This
634 /// matches experimental results - most routing nodes do not aggressively rebalance their
635 /// channels and flows in the network are often unbalanced, leaving liquidity usually
638 /// Thus, for the "best" routes, leave this flag `false`. However, the flag does imply a number
639 /// of floating-point multiplications in the hottest routing code, which may lead to routing
640 /// performance degradation on some machines.
642 /// Default value: false
643 pub linear_success_probability: bool,
646 impl Default for ProbabilisticScoringFeeParameters {
647 fn default() -> Self {
649 base_penalty_msat: 500,
650 base_penalty_amount_multiplier_msat: 8192,
651 liquidity_penalty_multiplier_msat: 30_000,
652 liquidity_penalty_amount_multiplier_msat: 192,
653 manual_node_penalties: HashMap::new(),
654 anti_probing_penalty_msat: 250,
655 considered_impossible_penalty_msat: 1_0000_0000_000,
656 historical_liquidity_penalty_multiplier_msat: 10_000,
657 historical_liquidity_penalty_amount_multiplier_msat: 64,
658 linear_success_probability: false,
663 impl ProbabilisticScoringFeeParameters {
664 /// Marks the node with the given `node_id` as banned,
665 /// i.e it will be avoided during path finding.
666 pub fn add_banned(&mut self, node_id: &NodeId) {
667 self.manual_node_penalties.insert(*node_id, u64::max_value());
670 /// Marks all nodes in the given list as banned, i.e.,
671 /// they will be avoided during path finding.
672 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
674 self.manual_node_penalties.insert(id, u64::max_value());
678 /// Removes the node with the given `node_id` from the list of nodes to avoid.
679 pub fn remove_banned(&mut self, node_id: &NodeId) {
680 self.manual_node_penalties.remove(node_id);
683 /// Sets a manual penalty for the given node.
684 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
685 self.manual_node_penalties.insert(*node_id, penalty);
688 /// Removes the node with the given `node_id` from the list of manual penalties.
689 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
690 self.manual_node_penalties.remove(node_id);
693 /// Clears the list of manual penalties that are applied during path finding.
694 pub fn clear_manual_penalties(&mut self) {
695 self.manual_node_penalties = HashMap::new();
700 impl ProbabilisticScoringFeeParameters {
701 fn zero_penalty() -> Self {
703 base_penalty_msat: 0,
704 base_penalty_amount_multiplier_msat: 0,
705 liquidity_penalty_multiplier_msat: 0,
706 liquidity_penalty_amount_multiplier_msat: 0,
707 historical_liquidity_penalty_multiplier_msat: 0,
708 historical_liquidity_penalty_amount_multiplier_msat: 0,
709 manual_node_penalties: HashMap::new(),
710 anti_probing_penalty_msat: 0,
711 considered_impossible_penalty_msat: 0,
712 linear_success_probability: true,
717 /// Parameters for configuring [`ProbabilisticScorer`].
719 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
720 /// these decay parameters affect the score of the channel penalty and are not changed on a
721 /// per-route penalty cost call.
722 #[derive(Copy, Clone)]
723 pub struct ProbabilisticScoringDecayParameters {
724 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
725 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
726 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
728 /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
730 /// Note that after 16 or more half lives all historical data will be completely gone.
732 /// Default value: 14 days
734 /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorer::historical_estimated_channel_liquidity_probabilities
735 pub historical_no_updates_half_life: Duration,
737 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
738 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
739 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
742 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
743 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
744 /// struct documentation for more info on the way the liquidity bounds are used.
746 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
747 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
748 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
750 /// Default value: 6 hours
754 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
755 /// liquidity knowledge will never decay except when the bounds cross.
756 pub liquidity_offset_half_life: Duration,
759 impl Default for ProbabilisticScoringDecayParameters {
760 fn default() -> Self {
762 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
763 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
769 impl ProbabilisticScoringDecayParameters {
770 fn zero_penalty() -> Self {
772 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
773 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
778 /// Accounting for channel liquidity balance uncertainty.
780 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
781 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
782 /// offset fields gives the opposite direction.
783 #[repr(C)] // Force the fields in memory to be in the order we specify
784 struct ChannelLiquidity {
785 /// Lower channel liquidity bound in terms of an offset from zero.
786 min_liquidity_offset_msat: u64,
788 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
789 max_liquidity_offset_msat: u64,
791 liquidity_history: HistoricalLiquidityTracker,
793 /// Time when the liquidity bounds were last modified as an offset since the unix epoch.
794 last_updated: Duration,
796 /// Time when the historical liquidity bounds were last modified as an offset against the unix
798 offset_history_last_updated: Duration,
801 // Check that the liquidity HashMap's entries sit on round cache lines.
803 // Specifically, the first cache line will have the key, the liquidity offsets, and the total
804 // points tracked in the historical tracker.
806 // The next two cache lines will have the historical points, which we only access last during
807 // scoring, followed by the last_updated `Duration`s (which we do not need during scoring).
808 const _LIQUIDITY_MAP_SIZING_CHECK: usize = 192 - ::core::mem::size_of::<(u64, ChannelLiquidity)>();
809 const _LIQUIDITY_MAP_SIZING_CHECK_2: usize = ::core::mem::size_of::<(u64, ChannelLiquidity)>() - 192;
811 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
812 /// decayed with a given half life.
813 struct DirectedChannelLiquidity<L: Deref<Target = u64>, HT: Deref<Target = HistoricalLiquidityTracker>, T: Deref<Target = Duration>> {
814 min_liquidity_offset_msat: L,
815 max_liquidity_offset_msat: L,
816 liquidity_history: DirectedHistoricalLiquidityTracker<HT>,
819 offset_history_last_updated: T,
822 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> ProbabilisticScorer<G, L> where L::Target: Logger {
823 /// Creates a new scorer using the given scoring parameters for sending payments from a node
824 /// through a network graph.
825 pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
830 channel_liquidities: HashMap::new(),
835 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity) -> Self {
836 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
840 /// Dump the contents of this scorer into the configured logger.
842 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
843 /// which may be a substantial amount of log output.
844 pub fn debug_log_liquidity_stats(&self) {
845 let graph = self.network_graph.read_only();
846 for (scid, liq) in self.channel_liquidities.iter() {
847 if let Some(chan_debug) = graph.channels().get(scid) {
848 let log_direction = |source, target| {
849 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
850 let amt = directed_info.effective_capacity().as_msat();
851 let dir_liq = liq.as_directed(source, target, amt);
853 let min_buckets = &dir_liq.liquidity_history.min_liquidity_offset_history_buckets();
854 let max_buckets = &dir_liq.liquidity_history.max_liquidity_offset_history_buckets();
856 log_debug!(self.logger, core::concat!(
857 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
858 "\tHistorical min liquidity bucket relative probabilities:\n",
859 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}\n",
860 "\tHistorical max liquidity bucket relative probabilities:\n",
861 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}"),
862 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
863 min_buckets[ 0], min_buckets[ 1], min_buckets[ 2], min_buckets[ 3],
864 min_buckets[ 4], min_buckets[ 5], min_buckets[ 6], min_buckets[ 7],
865 min_buckets[ 8], min_buckets[ 9], min_buckets[10], min_buckets[11],
866 min_buckets[12], min_buckets[13], min_buckets[14], min_buckets[15],
867 min_buckets[16], min_buckets[17], min_buckets[18], min_buckets[19],
868 min_buckets[20], min_buckets[21], min_buckets[22], min_buckets[23],
869 min_buckets[24], min_buckets[25], min_buckets[26], min_buckets[27],
870 min_buckets[28], min_buckets[29], min_buckets[30], min_buckets[31],
871 // Note that the liquidity buckets are an offset from the edge, so we
872 // inverse the max order to get the probabilities from zero.
873 max_buckets[31], max_buckets[30], max_buckets[29], max_buckets[28],
874 max_buckets[27], max_buckets[26], max_buckets[25], max_buckets[24],
875 max_buckets[23], max_buckets[22], max_buckets[21], max_buckets[20],
876 max_buckets[19], max_buckets[18], max_buckets[17], max_buckets[16],
877 max_buckets[15], max_buckets[14], max_buckets[13], max_buckets[12],
878 max_buckets[11], max_buckets[10], max_buckets[ 9], max_buckets[ 8],
879 max_buckets[ 7], max_buckets[ 6], max_buckets[ 5], max_buckets[ 4],
880 max_buckets[ 3], max_buckets[ 2], max_buckets[ 1], max_buckets[ 0]);
882 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
886 log_direction(&chan_debug.node_one, &chan_debug.node_two);
887 log_direction(&chan_debug.node_two, &chan_debug.node_one);
889 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
894 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
895 /// channel with `scid` towards the given `target` node.
896 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
897 let graph = self.network_graph.read_only();
899 if let Some(chan) = graph.channels().get(&scid) {
900 if let Some(liq) = self.channel_liquidities.get(&scid) {
901 if let Some((directed_info, source)) = chan.as_directed_to(target) {
902 let amt = directed_info.effective_capacity().as_msat();
903 let dir_liq = liq.as_directed(source, target, amt);
904 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
911 /// Query the historical estimated minimum and maximum liquidity available for sending a
912 /// payment over the channel with `scid` towards the given `target` node.
914 /// Returns two sets of 32 buckets. The first set describes the lower-bound liquidity history,
915 /// the second set describes the upper-bound liquidity history. Each bucket describes the
916 /// relative frequency at which we've seen a liquidity bound in the bucket's range relative to
917 /// the channel's total capacity, on an arbitrary scale. Because the values are slowly decayed,
918 /// more recent data points are weighted more heavily than older datapoints.
920 /// Note that the range of each bucket varies by its location to provide more granular results
921 /// at the edges of a channel's capacity, where it is more likely to sit.
923 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given bucket
924 /// is calculated by dividing that bucket's value with the total value of all buckets.
926 /// For example, using a lower bucket count for illustrative purposes, a value of
927 /// `[0, 0, 0, ..., 0, 32]` indicates that we believe the probability of a bound being very
928 /// close to the channel's capacity to be 100%, and have never (recently) seen it in any other
929 /// bucket. A value of `[31, 0, 0, ..., 0, 0, 32]` indicates we've seen the bound being both
930 /// in the top and bottom bucket, and roughly with similar (recent) frequency.
932 /// Because the datapoints are decayed slowly over time, values will eventually return to
933 /// `Some(([0; 32], [0; 32]))` or `None` if no data remains for a channel.
935 /// In order to fetch a single success probability from the buckets provided here, as used in
936 /// the scoring model, see [`Self::historical_estimated_payment_success_probability`].
937 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
938 -> Option<([u16; 32], [u16; 32])> {
939 let graph = self.network_graph.read_only();
941 if let Some(chan) = graph.channels().get(&scid) {
942 if let Some(liq) = self.channel_liquidities.get(&scid) {
943 if let Some((directed_info, source)) = chan.as_directed_to(target) {
944 let amt = directed_info.effective_capacity().as_msat();
945 let dir_liq = liq.as_directed(source, target, amt);
947 let min_buckets = *dir_liq.liquidity_history.min_liquidity_offset_history_buckets();
948 let mut max_buckets = *dir_liq.liquidity_history.max_liquidity_offset_history_buckets();
950 // Note that the liquidity buckets are an offset from the edge, so we inverse
951 // the max order to get the probabilities from zero.
952 max_buckets.reverse();
953 return Some((min_buckets, max_buckets));
960 /// Query the probability of payment success sending the given `amount_msat` over the channel
961 /// with `scid` towards the given `target` node, based on the historical estimated liquidity
964 /// These are the same bounds as returned by
965 /// [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
966 /// [`Self::estimated_channel_liquidity_range`]).
967 pub fn historical_estimated_payment_success_probability(
968 &self, scid: u64, target: &NodeId, amount_msat: u64, params: &ProbabilisticScoringFeeParameters)
970 let graph = self.network_graph.read_only();
972 if let Some(chan) = graph.channels().get(&scid) {
973 if let Some(liq) = self.channel_liquidities.get(&scid) {
974 if let Some((directed_info, source)) = chan.as_directed_to(target) {
975 let capacity_msat = directed_info.effective_capacity().as_msat();
976 let dir_liq = liq.as_directed(source, target, capacity_msat);
978 return dir_liq.liquidity_history.calculate_success_probability_times_billion(
979 ¶ms, amount_msat, capacity_msat
980 ).map(|p| p as f64 / (1024 * 1024 * 1024) as f64);
988 impl ChannelLiquidity {
989 fn new(last_updated: Duration) -> Self {
991 min_liquidity_offset_msat: 0,
992 max_liquidity_offset_msat: 0,
993 liquidity_history: HistoricalLiquidityTracker::new(),
995 offset_history_last_updated: last_updated,
999 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
1000 /// `capacity_msat`.
1002 &self, source: &NodeId, target: &NodeId, capacity_msat: u64,
1003 ) -> DirectedChannelLiquidity<&u64, &HistoricalLiquidityTracker, &Duration> {
1004 let source_less_than_target = source < target;
1005 let (min_liquidity_offset_msat, max_liquidity_offset_msat) =
1006 if source_less_than_target {
1007 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat)
1009 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat)
1012 DirectedChannelLiquidity {
1013 min_liquidity_offset_msat,
1014 max_liquidity_offset_msat,
1015 liquidity_history: self.liquidity_history.as_directed(source_less_than_target),
1017 last_updated: &self.last_updated,
1018 offset_history_last_updated: &self.offset_history_last_updated,
1022 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
1023 /// `capacity_msat`.
1025 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64,
1026 ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalLiquidityTracker, &mut Duration> {
1027 let source_less_than_target = source < target;
1028 let (min_liquidity_offset_msat, max_liquidity_offset_msat) =
1029 if source_less_than_target {
1030 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat)
1032 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat)
1035 DirectedChannelLiquidity {
1036 min_liquidity_offset_msat,
1037 max_liquidity_offset_msat,
1038 liquidity_history: self.liquidity_history.as_directed_mut(source_less_than_target),
1040 last_updated: &mut self.last_updated,
1041 offset_history_last_updated: &mut self.offset_history_last_updated,
1045 fn decayed_offset(&self, offset: u64, duration_since_epoch: Duration,
1046 decay_params: ProbabilisticScoringDecayParameters
1048 let half_life = decay_params.liquidity_offset_half_life.as_secs_f64();
1049 if half_life != 0.0 {
1050 let elapsed_time = duration_since_epoch.saturating_sub(self.last_updated).as_secs_f64();
1051 ((offset as f64) * powf64(0.5, elapsed_time / half_life)) as u64
1058 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
1060 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
1062 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
1063 /// ratio, as X in 1/X.
1064 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = log_approx::LOWER_BITS_BOUND;
1066 /// The divisor used when computing the amount penalty.
1067 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
1068 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
1070 /// Raises three `f64`s to the 3rd power, without `powi` because it requires `std` (dunno why).
1072 fn three_f64_pow_3(a: f64, b: f64, c: f64) -> (f64, f64, f64) {
1073 (a * a * a, b * b * b, c * c * c)
1077 fn linear_success_probability(
1078 amount_msat: u64, min_liquidity_msat: u64, max_liquidity_msat: u64,
1079 min_zero_implies_no_successes: bool,
1081 let (numerator, mut denominator) =
1082 (max_liquidity_msat - amount_msat,
1083 (max_liquidity_msat - min_liquidity_msat).saturating_add(1));
1085 if min_zero_implies_no_successes && min_liquidity_msat == 0 &&
1086 denominator < u64::max_value() / 21
1088 // If we have no knowledge of the channel, scale probability down by ~75%
1089 // Note that we prefer to increase the denominator rather than decrease the numerator as
1090 // the denominator is more likely to be larger and thus provide greater precision. This is
1091 // mostly an overoptimization but makes a large difference in tests.
1092 denominator = denominator * 21 / 16
1095 (numerator, denominator)
1099 fn nonlinear_success_probability(
1100 amount_msat: u64, min_liquidity_msat: u64, max_liquidity_msat: u64, capacity_msat: u64,
1102 let capacity = capacity_msat as f64;
1103 let min = (min_liquidity_msat as f64) / capacity;
1104 let max = (max_liquidity_msat as f64) / capacity;
1105 let amount = (amount_msat as f64) / capacity;
1107 // Assume the channel has a probability density function of (x - 0.5)^2 for values from
1108 // 0 to 1 (where 1 is the channel's full capacity). The success probability given some
1109 // liquidity bounds is thus the integral under the curve from the amount to maximum
1110 // estimated liquidity, divided by the same integral from the minimum to the maximum
1111 // estimated liquidity bounds.
1113 // Because the integral from x to y is simply (y - 0.5)^3 - (x - 0.5)^3, we can
1114 // calculate the cumulative density function between the min/max bounds trivially. Note
1115 // that we don't bother to normalize the CDF to total to 1, as it will come out in the
1116 // division of num / den.
1117 let (max_pow, amt_pow, min_pow) = three_f64_pow_3(max - 0.5, amount - 0.5, min - 0.5);
1118 (max_pow - amt_pow, max_pow - min_pow)
1122 /// Given liquidity bounds, calculates the success probability (in the form of a numerator and
1123 /// denominator) of an HTLC. This is a key assumption in our scoring models.
1125 /// min_zero_implies_no_successes signals that a `min_liquidity_msat` of 0 means we've not
1126 /// (recently) seen an HTLC successfully complete over this channel.
1128 fn success_probability(
1129 amount_msat: u64, min_liquidity_msat: u64, max_liquidity_msat: u64, capacity_msat: u64,
1130 params: &ProbabilisticScoringFeeParameters, min_zero_implies_no_successes: bool,
1132 debug_assert!(min_liquidity_msat <= amount_msat);
1133 debug_assert!(amount_msat < max_liquidity_msat);
1134 debug_assert!(max_liquidity_msat <= capacity_msat);
1136 if params.linear_success_probability {
1137 return linear_success_probability(
1138 amount_msat, min_liquidity_msat, max_liquidity_msat, min_zero_implies_no_successes
1142 let (num, den) = nonlinear_success_probability(
1143 amount_msat, min_liquidity_msat, max_liquidity_msat, capacity_msat
1146 // Because our numerator and denominator max out at 0.5^3 we need to multiply them by
1147 // quite a large factor to get something useful (ideally in the 2^30 range).
1148 const BILLIONISH: f64 = 1024.0 * 1024.0 * 1024.0;
1149 let numerator = (num * BILLIONISH) as u64 + 1;
1150 let mut denominator = (den * BILLIONISH) as u64 + 1;
1151 debug_assert!(numerator <= 1 << 30, "Got large numerator ({}) from float {}.", numerator, num);
1152 debug_assert!(denominator <= 1 << 30, "Got large denominator ({}) from float {}.", denominator, den);
1154 if min_zero_implies_no_successes && min_liquidity_msat == 0 &&
1155 denominator < u64::max_value() / 21
1157 // If we have no knowledge of the channel, scale probability down by ~75%
1158 // Note that we prefer to increase the denominator rather than decrease the numerator as
1159 // the denominator is more likely to be larger and thus provide greater precision. This is
1160 // mostly an overoptimization but makes a large difference in tests.
1161 denominator = denominator * 21 / 16
1164 (numerator, denominator)
1167 /// Given liquidity bounds, calculates the success probability (times some value) of an HTLC. This
1168 /// is a key assumption in our scoring models.
1170 /// min_zero_implies_no_successes signals that a `min_liquidity_msat` of 0 means we've not
1171 /// (recently) seen an HTLC successfully complete over this channel.
1173 fn success_probability_times_value(
1174 amount_msat: u64, min_liquidity_msat: u64, max_liquidity_msat: u64, capacity_msat: u64,
1175 params: &ProbabilisticScoringFeeParameters, min_zero_implies_no_successes: bool,
1178 debug_assert!(min_liquidity_msat <= amount_msat);
1179 debug_assert!(amount_msat < max_liquidity_msat);
1180 debug_assert!(max_liquidity_msat <= capacity_msat);
1182 if params.linear_success_probability {
1183 let (numerator, denominator) = linear_success_probability(
1184 amount_msat, min_liquidity_msat, max_liquidity_msat, min_zero_implies_no_successes
1186 return (value as u64) * numerator / denominator;
1189 let (num, mut den) = nonlinear_success_probability(
1190 amount_msat, min_liquidity_msat, max_liquidity_msat, capacity_msat
1193 if min_zero_implies_no_successes && min_liquidity_msat == 0 {
1194 // If we have no knowledge of the channel, scale probability down by ~75%
1195 // Note that we prefer to increase the denominator rather than decrease the numerator as
1196 // the denominator is more likely to be larger and thus provide greater precision. This is
1197 // mostly an overoptimization but makes a large difference in tests.
1198 den = den * 21.0 / 16.0
1201 let res = (value as f64) * num / den;
1206 impl<L: Deref<Target = u64>, HT: Deref<Target = HistoricalLiquidityTracker>, T: Deref<Target = Duration>>
1207 DirectedChannelLiquidity< L, HT, T> {
1208 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
1210 fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
1211 let available_capacity = self.capacity_msat;
1212 let max_liquidity_msat = self.max_liquidity_msat();
1213 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
1215 let mut res = if amount_msat <= min_liquidity_msat {
1217 } else if amount_msat >= max_liquidity_msat {
1218 // Equivalent to hitting the else clause below with the amount equal to the effective
1219 // capacity and without any certainty on the liquidity upper bound, plus the
1220 // impossibility penalty.
1221 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
1222 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1223 score_params.liquidity_penalty_multiplier_msat,
1224 score_params.liquidity_penalty_amount_multiplier_msat)
1225 .saturating_add(score_params.considered_impossible_penalty_msat)
1227 let (numerator, denominator) = success_probability(amount_msat,
1228 min_liquidity_msat, max_liquidity_msat, available_capacity, score_params, false);
1229 if denominator - numerator < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
1230 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
1231 // don't bother trying to use the log approximation as it gets too noisy to be
1232 // particularly helpful, instead just round down to 0.
1235 let negative_log10_times_2048 =
1236 log_approx::negative_log10_times_2048(numerator, denominator);
1237 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1238 score_params.liquidity_penalty_multiplier_msat,
1239 score_params.liquidity_penalty_amount_multiplier_msat)
1243 if amount_msat >= available_capacity {
1244 // We're trying to send more than the capacity, use a max penalty.
1245 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1246 NEGATIVE_LOG10_UPPER_BOUND * 2048,
1247 score_params.historical_liquidity_penalty_multiplier_msat,
1248 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1252 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
1253 score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
1254 if let Some(cumulative_success_prob_times_billion) = self.liquidity_history
1255 .calculate_success_probability_times_billion(
1256 score_params, amount_msat, self.capacity_msat)
1258 let historical_negative_log10_times_2048 =
1259 log_approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
1260 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1261 historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
1262 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1264 // If we don't have any valid points (or, once decayed, we have less than a full
1265 // point), redo the non-historical calculation with no liquidity bounds tracked and
1266 // the historical penalty multipliers.
1267 let (numerator, denominator) = success_probability(amount_msat, 0,
1268 available_capacity, available_capacity, score_params, true);
1269 let negative_log10_times_2048 =
1270 log_approx::negative_log10_times_2048(numerator, denominator);
1271 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1272 score_params.historical_liquidity_penalty_multiplier_msat,
1273 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1280 /// Computes the liquidity penalty from the penalty multipliers.
1282 fn combined_penalty_msat(amount_msat: u64, mut negative_log10_times_2048: u64,
1283 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1285 negative_log10_times_2048 =
1286 negative_log10_times_2048.min(NEGATIVE_LOG10_UPPER_BOUND * 2048);
1288 // Upper bound the liquidity penalty to ensure some channel is selected.
1289 let liquidity_penalty_msat = negative_log10_times_2048
1290 .saturating_mul(liquidity_penalty_multiplier_msat) / 2048;
1291 let amount_penalty_msat = negative_log10_times_2048
1292 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1293 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1295 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1298 /// Returns the lower bound of the channel liquidity balance in this direction.
1300 fn min_liquidity_msat(&self) -> u64 {
1301 *self.min_liquidity_offset_msat
1304 /// Returns the upper bound of the channel liquidity balance in this direction.
1306 fn max_liquidity_msat(&self) -> u64 {
1308 .saturating_sub(*self.max_liquidity_offset_msat)
1312 impl<L: DerefMut<Target = u64>, HT: DerefMut<Target = HistoricalLiquidityTracker>, T: DerefMut<Target = Duration>>
1313 DirectedChannelLiquidity<L, HT, T> {
1314 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1315 fn failed_at_channel<Log: Deref>(
1316 &mut self, amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log
1317 ) where Log::Target: Logger {
1318 let existing_max_msat = self.max_liquidity_msat();
1319 if amount_msat < existing_max_msat {
1320 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1321 self.set_max_liquidity_msat(amount_msat, duration_since_epoch);
1323 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1324 chan_descr, existing_max_msat, amount_msat);
1326 self.update_history_buckets(0, duration_since_epoch);
1329 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1330 fn failed_downstream<Log: Deref>(
1331 &mut self, amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log
1332 ) where Log::Target: Logger {
1333 let existing_min_msat = self.min_liquidity_msat();
1334 if amount_msat > existing_min_msat {
1335 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1336 self.set_min_liquidity_msat(amount_msat, duration_since_epoch);
1338 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1339 chan_descr, existing_min_msat, amount_msat);
1341 self.update_history_buckets(0, duration_since_epoch);
1344 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1345 fn successful<Log: Deref>(&mut self,
1346 amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log
1347 ) where Log::Target: Logger {
1348 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1349 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1350 self.set_max_liquidity_msat(max_liquidity_msat, duration_since_epoch);
1351 self.update_history_buckets(amount_msat, duration_since_epoch);
1354 /// Updates the history buckets for this channel. Because the history buckets track what we now
1355 /// know about the channel's state *prior to our payment* (i.e. what we assume is "steady
1356 /// state"), we allow the caller to set an offset applied to our liquidity bounds which
1357 /// represents the amount of the successful payment we just made.
1358 fn update_history_buckets(&mut self, bucket_offset_msat: u64, duration_since_epoch: Duration) {
1359 self.liquidity_history.track_datapoint(
1360 *self.min_liquidity_offset_msat + bucket_offset_msat,
1361 self.max_liquidity_offset_msat.saturating_sub(bucket_offset_msat),
1364 *self.offset_history_last_updated = duration_since_epoch;
1367 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1368 fn set_min_liquidity_msat(&mut self, amount_msat: u64, duration_since_epoch: Duration) {
1369 *self.min_liquidity_offset_msat = amount_msat;
1370 if amount_msat > self.max_liquidity_msat() {
1371 *self.max_liquidity_offset_msat = 0;
1373 *self.last_updated = duration_since_epoch;
1376 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1377 fn set_max_liquidity_msat(&mut self, amount_msat: u64, duration_since_epoch: Duration) {
1378 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1379 if amount_msat < *self.min_liquidity_offset_msat {
1380 *self.min_liquidity_offset_msat = 0;
1382 *self.last_updated = duration_since_epoch;
1386 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> ScoreLookUp for ProbabilisticScorer<G, L> where L::Target: Logger {
1387 type ScoreParams = ProbabilisticScoringFeeParameters;
1388 fn channel_penalty_msat(
1389 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1391 let (scid, target) = match candidate {
1392 CandidateRouteHop::PublicHop { info, short_channel_id } => {
1393 (short_channel_id, info.target())
1397 let source = candidate.source();
1398 if let Some(penalty) = score_params.manual_node_penalties.get(&target) {
1402 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1403 score_params.base_penalty_amount_multiplier_msat
1404 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1406 let mut anti_probing_penalty_msat = 0;
1407 match usage.effective_capacity {
1408 EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
1409 EffectiveCapacity::HintMaxHTLC { amount_msat } =>
1411 if usage.amount_msat > amount_msat {
1412 return u64::max_value();
1414 return base_penalty_msat;
1417 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1418 if htlc_maximum_msat >= capacity_msat/2 {
1419 anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1425 let amount_msat = usage.amount_msat.saturating_add(usage.inflight_htlc_msat);
1426 let capacity_msat = usage.effective_capacity.as_msat();
1427 self.channel_liquidities
1429 .unwrap_or(&ChannelLiquidity::new(Duration::ZERO))
1430 .as_directed(&source, &target, capacity_msat)
1431 .penalty_msat(amount_msat, score_params)
1432 .saturating_add(anti_probing_penalty_msat)
1433 .saturating_add(base_penalty_msat)
1437 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> ScoreUpdate for ProbabilisticScorer<G, L> where L::Target: Logger {
1438 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
1439 let amount_msat = path.final_value_msat();
1440 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1441 let network_graph = self.network_graph.read_only();
1442 for (hop_idx, hop) in path.hops.iter().enumerate() {
1443 let target = NodeId::from_pubkey(&hop.pubkey);
1444 let channel_directed_from_source = network_graph.channels()
1445 .get(&hop.short_channel_id)
1446 .and_then(|channel| channel.as_directed_to(&target));
1448 let at_failed_channel = hop.short_channel_id == short_channel_id;
1449 if at_failed_channel && hop_idx == 0 {
1450 log_warn!(self.logger, "Payment failed at the first hop - we do not attempt to learn channel info in such cases as we can directly observe local state.\n\tBecause we know the local state, we should generally not see failures here - this may be an indication that your channel peer on channel {} is broken and you may wish to close the channel.", hop.short_channel_id);
1453 // Only score announced channels.
1454 if let Some((channel, source)) = channel_directed_from_source {
1455 let capacity_msat = channel.effective_capacity().as_msat();
1456 if at_failed_channel {
1457 self.channel_liquidities
1458 .entry(hop.short_channel_id)
1459 .or_insert_with(|| ChannelLiquidity::new(duration_since_epoch))
1460 .as_directed_mut(source, &target, capacity_msat)
1461 .failed_at_channel(amount_msat, duration_since_epoch,
1462 format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1464 self.channel_liquidities
1465 .entry(hop.short_channel_id)
1466 .or_insert_with(|| ChannelLiquidity::new(duration_since_epoch))
1467 .as_directed_mut(source, &target, capacity_msat)
1468 .failed_downstream(amount_msat, duration_since_epoch,
1469 format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1472 log_debug!(self.logger, "Not able to penalize channel with SCID {} as we do not have graph info for it (likely a route-hint last-hop).",
1473 hop.short_channel_id);
1475 if at_failed_channel { break; }
1479 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
1480 let amount_msat = path.final_value_msat();
1481 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1482 path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1483 let network_graph = self.network_graph.read_only();
1484 for hop in &path.hops {
1485 let target = NodeId::from_pubkey(&hop.pubkey);
1486 let channel_directed_from_source = network_graph.channels()
1487 .get(&hop.short_channel_id)
1488 .and_then(|channel| channel.as_directed_to(&target));
1490 // Only score announced channels.
1491 if let Some((channel, source)) = channel_directed_from_source {
1492 let capacity_msat = channel.effective_capacity().as_msat();
1493 self.channel_liquidities
1494 .entry(hop.short_channel_id)
1495 .or_insert_with(|| ChannelLiquidity::new(duration_since_epoch))
1496 .as_directed_mut(source, &target, capacity_msat)
1497 .successful(amount_msat, duration_since_epoch,
1498 format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1500 log_debug!(self.logger, "Not able to learn for channel with SCID {} as we do not have graph info for it (likely a route-hint last-hop).",
1501 hop.short_channel_id);
1506 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
1507 self.payment_path_failed(path, short_channel_id, duration_since_epoch)
1510 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
1511 self.payment_path_failed(path, u64::max_value(), duration_since_epoch)
1514 fn decay_liquidity_certainty(&mut self, duration_since_epoch: Duration) {
1515 let decay_params = self.decay_params;
1516 self.channel_liquidities.retain(|_scid, liquidity| {
1517 liquidity.min_liquidity_offset_msat =
1518 liquidity.decayed_offset(liquidity.min_liquidity_offset_msat, duration_since_epoch, decay_params);
1519 liquidity.max_liquidity_offset_msat =
1520 liquidity.decayed_offset(liquidity.max_liquidity_offset_msat, duration_since_epoch, decay_params);
1521 liquidity.last_updated = duration_since_epoch;
1524 duration_since_epoch.saturating_sub(liquidity.offset_history_last_updated);
1525 if elapsed_time > decay_params.historical_no_updates_half_life {
1526 let half_life = decay_params.historical_no_updates_half_life.as_secs_f64();
1527 if half_life != 0.0 {
1528 liquidity.liquidity_history.decay_buckets(elapsed_time.as_secs_f64() / half_life);
1529 liquidity.offset_history_last_updated = duration_since_epoch;
1532 liquidity.min_liquidity_offset_msat != 0 || liquidity.max_liquidity_offset_msat != 0 ||
1533 liquidity.liquidity_history.has_datapoints()
1539 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> Score for ProbabilisticScorer<G, L>
1540 where L::Target: Logger {}
1542 #[cfg(feature = "std")]
1544 fn powf64(n: f64, exp: f64) -> f64 {
1547 #[cfg(not(feature = "std"))]
1548 fn powf64(n: f64, exp: f64) -> f64 {
1549 libm::powf(n as f32, exp as f32) as f64
1552 mod bucketed_history {
1555 // Because liquidity is often skewed heavily in one direction, we store historical state
1556 // distribution in buckets of different size. For backwards compatibility, buckets of size 1/8th
1557 // must fit evenly into the buckets here.
1559 // The smallest bucket is 2^-14th of the channel, for each of our 32 buckets here we define the
1560 // width of the bucket in 2^14'ths of the channel. This increases exponentially until we reach
1561 // a full 16th of the channel's capacity, which is reapeated a few times for backwards
1562 // compatibility. The four middle buckets represent full octiles of the channel's capacity.
1564 // For a 1 BTC channel, this let's us differentiate between failures in the bottom 6k sats, or
1565 // between the 12,000th sat and 24,000th sat, while only needing to store and operate on 32
1566 // buckets in total.
1568 // By default u16s may not be cache-aligned, but we'd rather not have to read a third cache
1569 // line just to access it
1571 struct BucketStartPos([u16; 33]);
1572 impl BucketStartPos {
1573 const fn new() -> Self {
1575 0, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 2048, 3072, 4096, 6144, 8192, 10240, 12288,
1576 13312, 14336, 15360, 15872, 16128, 16256, 16320, 16352, 16368, 16376, 16380, 16382, 16383, 16384,
1580 impl core::ops::Index<usize> for BucketStartPos {
1583 fn index(&self, index: usize) -> &u16 { &self.0[index] }
1585 const BUCKET_START_POS: BucketStartPos = BucketStartPos::new();
1587 const LEGACY_TO_BUCKET_RANGE: [(u8, u8); 8] = [
1588 (0, 12), (12, 14), (14, 15), (15, 16), (16, 17), (17, 18), (18, 20), (20, 32)
1591 const POSITION_TICKS: u16 = 1 << 14;
1593 fn pos_to_bucket(pos: u16) -> usize {
1594 for bucket in 0..32 {
1595 if pos < BUCKET_START_POS[bucket + 1] {
1599 debug_assert!(false);
1605 fn check_bucket_maps() {
1606 const BUCKET_WIDTH_IN_16384S: [u16; 32] = [
1607 1, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 1024, 1024, 2048, 2048,
1608 2048, 2048, 1024, 1024, 1024, 512, 256, 128, 64, 32, 16, 8, 4, 2, 1, 1];
1610 let mut min_size_iter = 0;
1611 let mut legacy_bucket_iter = 0;
1612 for (bucket, width) in BUCKET_WIDTH_IN_16384S.iter().enumerate() {
1613 assert_eq!(BUCKET_START_POS[bucket], min_size_iter);
1614 for i in 0..*width {
1615 assert_eq!(pos_to_bucket(min_size_iter + i) as usize, bucket);
1617 min_size_iter += *width;
1618 if min_size_iter % (POSITION_TICKS / 8) == 0 {
1619 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter].1 as usize, bucket + 1);
1620 if legacy_bucket_iter + 1 < 8 {
1621 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter + 1].0 as usize, bucket + 1);
1623 legacy_bucket_iter += 1;
1626 assert_eq!(BUCKET_START_POS[32], POSITION_TICKS);
1627 assert_eq!(min_size_iter, POSITION_TICKS);
1631 fn amount_to_pos(amount_msat: u64, capacity_msat: u64) -> u16 {
1632 let pos = if amount_msat < u64::max_value() / (POSITION_TICKS as u64) {
1633 (amount_msat * (POSITION_TICKS as u64) / capacity_msat.saturating_add(1))
1634 .try_into().unwrap_or(POSITION_TICKS)
1636 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1637 // division. This branch should only be hit in fuzz testing since the amount would
1638 // need to be over 2.88 million BTC in practice.
1639 ((amount_msat as u128) * (POSITION_TICKS as u128)
1640 / (capacity_msat as u128).saturating_add(1))
1641 .try_into().unwrap_or(POSITION_TICKS)
1643 // If we are running in a client that doesn't validate gossip, its possible for a channel's
1644 // capacity to change due to a `channel_update` message which, if received while a payment
1645 // is in-flight, could cause this to fail. Thus, we only assert in test.
1647 debug_assert!(pos < POSITION_TICKS);
1651 /// Prior to LDK 0.0.117 we used eight buckets which were split evenly across the either
1652 /// octiles. This was changed to use 32 buckets for accuracy reasons in 0.0.117, however we
1653 /// support reading the legacy values here for backwards compatibility.
1654 pub(super) struct LegacyHistoricalBucketRangeTracker {
1658 impl LegacyHistoricalBucketRangeTracker {
1659 pub(crate) fn into_current(&self) -> HistoricalBucketRangeTracker {
1660 let mut buckets = [0; 32];
1661 for (idx, legacy_bucket) in self.buckets.iter().enumerate() {
1662 let mut new_val = *legacy_bucket;
1663 let (start, end) = LEGACY_TO_BUCKET_RANGE[idx];
1664 new_val /= (end - start) as u16;
1665 for i in start..end {
1666 buckets[i as usize] = new_val;
1669 HistoricalBucketRangeTracker { buckets }
1673 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
1674 /// in each of 32 buckets.
1675 #[derive(Clone, Copy)]
1676 pub(super) struct HistoricalBucketRangeTracker {
1680 /// Buckets are stored in fixed point numbers with a 5 bit fractional part. Thus, the value
1681 /// "one" is 32, or this constant.
1682 pub const BUCKET_FIXED_POINT_ONE: u16 = 32;
1684 impl HistoricalBucketRangeTracker {
1685 pub(super) fn new() -> Self { Self { buckets: [0; 32] } }
1686 fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
1687 // We have 32 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
1688 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
1690 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
1691 // the buckets for the current min and max liquidity offset positions.
1693 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
1694 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
1695 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
1697 // In total, this allows us to track data for the last 8,000 or so payments across a given
1700 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
1701 // and need to balance having more bits in the decimal part (to ensure decay isn't too
1702 // non-linear) with having too few bits in the mantissa, causing us to not store very many
1705 // The constants were picked experimentally, selecting a decay amount that restricts us
1706 // from overflowing buckets without having to cap them manually.
1708 let pos: u16 = amount_to_pos(liquidity_offset_msat, capacity_msat);
1709 if pos < POSITION_TICKS {
1710 for e in self.buckets.iter_mut() {
1711 *e = ((*e as u32) * 2047 / 2048) as u16;
1713 let bucket = pos_to_bucket(pos);
1714 self.buckets[bucket] = self.buckets[bucket].saturating_add(BUCKET_FIXED_POINT_ONE);
1719 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
1720 impl_writeable_tlv_based!(LegacyHistoricalBucketRangeTracker, { (0, buckets, required) });
1722 #[derive(Clone, Copy)]
1723 #[repr(C)] // Force the fields in memory to be in the order we specify.
1724 pub(super) struct HistoricalLiquidityTracker {
1725 total_valid_points_tracked: u64,
1726 min_liquidity_offset_history: HistoricalBucketRangeTracker,
1727 max_liquidity_offset_history: HistoricalBucketRangeTracker,
1730 impl HistoricalLiquidityTracker {
1731 pub(super) fn new() -> HistoricalLiquidityTracker {
1732 HistoricalLiquidityTracker {
1733 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1734 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1735 total_valid_points_tracked: 0,
1739 pub(super) fn from_min_max(
1740 min_liquidity_offset_history: HistoricalBucketRangeTracker,
1741 max_liquidity_offset_history: HistoricalBucketRangeTracker,
1742 ) -> HistoricalLiquidityTracker {
1743 let mut res = HistoricalLiquidityTracker {
1744 min_liquidity_offset_history,
1745 max_liquidity_offset_history,
1746 total_valid_points_tracked: 0,
1748 res.recalculate_valid_points();
1752 pub(super) fn has_datapoints(&self) -> bool {
1753 self.min_liquidity_offset_history.buckets != [0; 32] ||
1754 self.max_liquidity_offset_history.buckets != [0; 32]
1757 pub(super) fn decay_buckets(&mut self, half_lives: f64) {
1758 let divisor = powf64(2048.0, half_lives) as u64;
1759 for bucket in self.min_liquidity_offset_history.buckets.iter_mut() {
1760 *bucket = ((*bucket as u64) * 1024 / divisor) as u16;
1762 for bucket in self.max_liquidity_offset_history.buckets.iter_mut() {
1763 *bucket = ((*bucket as u64) * 1024 / divisor) as u16;
1765 self.recalculate_valid_points();
1768 fn recalculate_valid_points(&mut self) {
1769 self.total_valid_points_tracked = 0;
1770 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
1771 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(32 - min_idx) {
1772 self.total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
1777 pub(super) fn writeable_min_offset_history(&self) -> &HistoricalBucketRangeTracker {
1778 &self.min_liquidity_offset_history
1781 pub(super) fn writeable_max_offset_history(&self) -> &HistoricalBucketRangeTracker {
1782 &self.max_liquidity_offset_history
1785 pub(super) fn as_directed<'a>(&'a self, source_less_than_target: bool)
1786 -> DirectedHistoricalLiquidityTracker<&'a HistoricalLiquidityTracker> {
1787 DirectedHistoricalLiquidityTracker { source_less_than_target, tracker: self }
1790 pub(super) fn as_directed_mut<'a>(&'a mut self, source_less_than_target: bool)
1791 -> DirectedHistoricalLiquidityTracker<&'a mut HistoricalLiquidityTracker> {
1792 DirectedHistoricalLiquidityTracker { source_less_than_target, tracker: self }
1796 /// A set of buckets representing the history of where we've seen the minimum- and maximum-
1797 /// liquidity bounds for a given channel.
1798 pub(super) struct DirectedHistoricalLiquidityTracker<D: Deref<Target = HistoricalLiquidityTracker>> {
1799 source_less_than_target: bool,
1803 impl<D: DerefMut<Target = HistoricalLiquidityTracker>> DirectedHistoricalLiquidityTracker<D> {
1804 pub(super) fn track_datapoint(
1805 &mut self, min_offset_msat: u64, max_offset_msat: u64, capacity_msat: u64,
1807 if self.source_less_than_target {
1808 self.tracker.min_liquidity_offset_history.track_datapoint(min_offset_msat, capacity_msat);
1809 self.tracker.max_liquidity_offset_history.track_datapoint(max_offset_msat, capacity_msat);
1811 self.tracker.max_liquidity_offset_history.track_datapoint(min_offset_msat, capacity_msat);
1812 self.tracker.min_liquidity_offset_history.track_datapoint(max_offset_msat, capacity_msat);
1814 self.tracker.recalculate_valid_points();
1818 impl<D: Deref<Target = HistoricalLiquidityTracker>> DirectedHistoricalLiquidityTracker<D> {
1819 pub(super) fn min_liquidity_offset_history_buckets(&self) -> &[u16; 32] {
1820 if self.source_less_than_target {
1821 &self.tracker.min_liquidity_offset_history.buckets
1823 &self.tracker.max_liquidity_offset_history.buckets
1827 pub(super) fn max_liquidity_offset_history_buckets(&self) -> &[u16; 32] {
1828 if self.source_less_than_target {
1829 &self.tracker.max_liquidity_offset_history.buckets
1831 &self.tracker.min_liquidity_offset_history.buckets
1836 pub(super) fn calculate_success_probability_times_billion(
1837 &self, params: &ProbabilisticScoringFeeParameters, amount_msat: u64,
1840 // If historical penalties are enabled, we try to calculate a probability of success
1841 // given our historical distribution of min- and max-liquidity bounds in a channel.
1842 // To do so, we walk the set of historical liquidity bucket (min, max) combinations
1843 // (where min_idx < max_idx, as having a minimum above our maximum is an invalid
1844 // state). For each pair, we calculate the probability as if the bucket's corresponding
1845 // min- and max- liquidity bounds were our current liquidity bounds and then multiply
1846 // that probability by the weight of the selected buckets.
1847 let payment_pos = amount_to_pos(amount_msat, capacity_msat);
1848 if payment_pos >= POSITION_TICKS { return None; }
1850 let min_liquidity_offset_history_buckets =
1851 self.min_liquidity_offset_history_buckets();
1852 let max_liquidity_offset_history_buckets =
1853 self.max_liquidity_offset_history_buckets();
1855 let total_valid_points_tracked = self.tracker.total_valid_points_tracked;
1856 #[cfg(debug_assertions)] {
1857 let mut actual_valid_points_tracked = 0;
1858 for (min_idx, min_bucket) in min_liquidity_offset_history_buckets.iter().enumerate() {
1859 for max_bucket in max_liquidity_offset_history_buckets.iter().take(32 - min_idx) {
1860 actual_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
1863 assert_eq!(total_valid_points_tracked, actual_valid_points_tracked);
1866 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme),
1867 // treat it as if we were fully decayed.
1868 const FULLY_DECAYED: u16 = BUCKET_FIXED_POINT_ONE * BUCKET_FIXED_POINT_ONE;
1869 if total_valid_points_tracked < FULLY_DECAYED.into() {
1873 let mut cumulative_success_prob_times_billion = 0;
1874 // Special-case the 0th min bucket - it generally means we failed a payment, so only
1875 // consider the highest (i.e. largest-offset-from-max-capacity) max bucket for all
1876 // points against the 0th min bucket. This avoids the case where we fail to route
1877 // increasingly lower values over a channel, but treat each failure as a separate
1878 // datapoint, many of which may have relatively high maximum-available-liquidity
1879 // values, which will result in us thinking we have some nontrivial probability of
1880 // routing up to that amount.
1881 if min_liquidity_offset_history_buckets[0] != 0 {
1882 let mut highest_max_bucket_with_points = 0; // The highest max-bucket with any data
1883 let mut total_max_points = 0; // Total points in max-buckets to consider
1884 for (max_idx, max_bucket) in max_liquidity_offset_history_buckets.iter().enumerate() {
1885 if *max_bucket >= BUCKET_FIXED_POINT_ONE {
1886 highest_max_bucket_with_points = cmp::max(highest_max_bucket_with_points, max_idx);
1888 total_max_points += *max_bucket as u64;
1890 let max_bucket_end_pos = BUCKET_START_POS[32 - highest_max_bucket_with_points] - 1;
1891 if payment_pos < max_bucket_end_pos {
1892 let bucket_prob_times_billion =
1893 (min_liquidity_offset_history_buckets[0] as u64) * total_max_points
1894 * 1024 * 1024 * 1024 / total_valid_points_tracked;
1895 debug_assert!(bucket_prob_times_billion < u32::max_value() as u64);
1896 cumulative_success_prob_times_billion += success_probability_times_value(
1897 payment_pos as u64, 0, max_bucket_end_pos as u64,
1898 POSITION_TICKS as u64 - 1, params, true, bucket_prob_times_billion as u32
1903 for (min_idx, min_bucket) in min_liquidity_offset_history_buckets.iter().enumerate().skip(1) {
1904 let min_bucket_start_pos = BUCKET_START_POS[min_idx];
1905 for (max_idx, max_bucket) in max_liquidity_offset_history_buckets.iter().enumerate().take(32 - min_idx) {
1906 let max_bucket_end_pos = BUCKET_START_POS[32 - max_idx] - 1;
1907 if payment_pos >= max_bucket_end_pos {
1908 // Success probability 0, the payment amount may be above the max liquidity
1911 // Note that this multiply can only barely not overflow - two 16 bit ints plus
1912 // 30 bits is 62 bits.
1913 let bucket_prob_times_billion = (*min_bucket as u64) * (*max_bucket as u64)
1914 * 1024 * 1024 * 1024 / total_valid_points_tracked;
1915 debug_assert!(bucket_prob_times_billion < u32::max_value() as u64);
1916 if payment_pos < min_bucket_start_pos {
1917 cumulative_success_prob_times_billion += bucket_prob_times_billion;
1919 cumulative_success_prob_times_billion += success_probability_times_value(
1920 payment_pos as u64, min_bucket_start_pos as u64,
1921 max_bucket_end_pos as u64, POSITION_TICKS as u64 - 1, params, true,
1922 bucket_prob_times_billion as u32);
1927 Some(cumulative_success_prob_times_billion)
1931 use bucketed_history::{LegacyHistoricalBucketRangeTracker, HistoricalBucketRangeTracker, DirectedHistoricalLiquidityTracker, HistoricalLiquidityTracker};
1933 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> Writeable for ProbabilisticScorer<G, L> where L::Target: Logger {
1935 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1936 write_tlv_fields!(w, {
1937 (0, self.channel_liquidities, required),
1943 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref>
1944 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorer<G, L> where L::Target: Logger {
1947 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
1948 ) -> Result<Self, DecodeError> {
1949 let (decay_params, network_graph, logger) = args;
1950 let mut channel_liquidities = HashMap::new();
1951 read_tlv_fields!(r, {
1952 (0, channel_liquidities, required),
1958 channel_liquidities,
1963 impl Writeable for ChannelLiquidity {
1965 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1966 write_tlv_fields!(w, {
1967 (0, self.min_liquidity_offset_msat, required),
1968 // 1 was the min_liquidity_offset_history in octile form
1969 (2, self.max_liquidity_offset_msat, required),
1970 // 3 was the max_liquidity_offset_history in octile form
1971 (4, self.last_updated, required),
1972 (5, self.liquidity_history.writeable_min_offset_history(), required),
1973 (7, self.liquidity_history.writeable_max_offset_history(), required),
1974 (9, self.offset_history_last_updated, required),
1980 impl Readable for ChannelLiquidity {
1982 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
1983 let mut min_liquidity_offset_msat = 0;
1984 let mut max_liquidity_offset_msat = 0;
1985 let mut legacy_min_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
1986 let mut legacy_max_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
1987 let mut min_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
1988 let mut max_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
1989 let mut last_updated = Duration::from_secs(0);
1990 let mut offset_history_last_updated = None;
1991 read_tlv_fields!(r, {
1992 (0, min_liquidity_offset_msat, required),
1993 (1, legacy_min_liq_offset_history, option),
1994 (2, max_liquidity_offset_msat, required),
1995 (3, legacy_max_liq_offset_history, option),
1996 (4, last_updated, required),
1997 (5, min_liquidity_offset_history, option),
1998 (7, max_liquidity_offset_history, option),
1999 (9, offset_history_last_updated, option),
2002 if min_liquidity_offset_history.is_none() {
2003 if let Some(legacy_buckets) = legacy_min_liq_offset_history {
2004 min_liquidity_offset_history = Some(legacy_buckets.into_current());
2006 min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2009 if max_liquidity_offset_history.is_none() {
2010 if let Some(legacy_buckets) = legacy_max_liq_offset_history {
2011 max_liquidity_offset_history = Some(legacy_buckets.into_current());
2013 max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2017 min_liquidity_offset_msat,
2018 max_liquidity_offset_msat,
2019 liquidity_history: HistoricalLiquidityTracker::from_min_max(
2020 min_liquidity_offset_history.unwrap(), max_liquidity_offset_history.unwrap()
2023 offset_history_last_updated: offset_history_last_updated.unwrap_or(last_updated),
2030 use super::{ChannelLiquidity, HistoricalLiquidityTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorer};
2031 use crate::blinded_path::{BlindedHop, BlindedPath};
2032 use crate::util::config::UserConfig;
2034 use crate::ln::channelmanager;
2035 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
2036 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
2037 use crate::routing::router::{BlindedTail, Path, RouteHop, CandidateRouteHop};
2038 use crate::routing::scoring::{ChannelUsage, ScoreLookUp, ScoreUpdate};
2039 use crate::util::ser::{ReadableArgs, Writeable};
2040 use crate::util::test_utils::{self, TestLogger};
2042 use bitcoin::blockdata::constants::ChainHash;
2043 use bitcoin::hashes::Hash;
2044 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
2045 use bitcoin::network::constants::Network;
2046 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
2047 use core::time::Duration;
2050 fn source_privkey() -> SecretKey {
2051 SecretKey::from_slice(&[42; 32]).unwrap()
2054 fn target_privkey() -> SecretKey {
2055 SecretKey::from_slice(&[43; 32]).unwrap()
2058 fn source_pubkey() -> PublicKey {
2059 let secp_ctx = Secp256k1::new();
2060 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
2063 fn target_pubkey() -> PublicKey {
2064 let secp_ctx = Secp256k1::new();
2065 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
2068 fn source_node_id() -> NodeId {
2069 NodeId::from_pubkey(&source_pubkey())
2072 fn target_node_id() -> NodeId {
2073 NodeId::from_pubkey(&target_pubkey())
2076 // `ProbabilisticScorer` tests
2078 fn sender_privkey() -> SecretKey {
2079 SecretKey::from_slice(&[41; 32]).unwrap()
2082 fn recipient_privkey() -> SecretKey {
2083 SecretKey::from_slice(&[45; 32]).unwrap()
2086 fn sender_pubkey() -> PublicKey {
2087 let secp_ctx = Secp256k1::new();
2088 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
2091 fn recipient_pubkey() -> PublicKey {
2092 let secp_ctx = Secp256k1::new();
2093 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
2096 fn recipient_node_id() -> NodeId {
2097 NodeId::from_pubkey(&recipient_pubkey())
2100 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
2101 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
2102 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
2103 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
2109 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
2110 node_2_key: SecretKey
2112 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2113 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
2114 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
2115 let secp_ctx = Secp256k1::new();
2116 let unsigned_announcement = UnsignedChannelAnnouncement {
2117 features: channelmanager::provided_channel_features(&UserConfig::default()),
2118 chain_hash: genesis_hash,
2120 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
2121 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
2122 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
2123 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
2124 excess_data: Vec::new(),
2126 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
2127 let signed_announcement = ChannelAnnouncement {
2128 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
2129 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
2130 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
2131 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
2132 contents: unsigned_announcement,
2134 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
2135 network_graph.update_channel_from_announcement(
2136 &signed_announcement, &chain_source).unwrap();
2137 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000, 100);
2138 update_channel(network_graph, short_channel_id, node_2_key, 1, 0, 100);
2142 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
2143 flags: u8, htlc_maximum_msat: u64, timestamp: u32,
2145 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2146 let secp_ctx = Secp256k1::new();
2147 let unsigned_update = UnsignedChannelUpdate {
2148 chain_hash: genesis_hash,
2152 cltv_expiry_delta: 18,
2153 htlc_minimum_msat: 0,
2156 fee_proportional_millionths: 0,
2157 excess_data: Vec::new(),
2159 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
2160 let signed_update = ChannelUpdate {
2161 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
2162 contents: unsigned_update,
2164 network_graph.update_channel(&signed_update).unwrap();
2167 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
2168 let config = UserConfig::default();
2171 node_features: channelmanager::provided_node_features(&config),
2173 channel_features: channelmanager::provided_channel_features(&config),
2175 cltv_expiry_delta: 18,
2176 maybe_announced_channel: true,
2180 fn payment_path_for_amount(amount_msat: u64) -> Path {
2183 path_hop(source_pubkey(), 41, 1),
2184 path_hop(target_pubkey(), 42, 2),
2185 path_hop(recipient_pubkey(), 43, amount_msat),
2186 ], blinded_tail: None,
2191 fn liquidity_bounds_directed_from_lowest_node_id() {
2192 let logger = TestLogger::new();
2193 let last_updated = Duration::ZERO;
2194 let offset_history_last_updated = Duration::ZERO;
2195 let network_graph = network_graph(&logger);
2196 let decay_params = ProbabilisticScoringDecayParameters::default();
2197 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2200 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
2201 last_updated, offset_history_last_updated,
2202 liquidity_history: HistoricalLiquidityTracker::new(),
2206 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
2207 last_updated, offset_history_last_updated,
2208 liquidity_history: HistoricalLiquidityTracker::new(),
2210 let source = source_node_id();
2211 let target = target_node_id();
2212 let recipient = recipient_node_id();
2213 assert!(source > target);
2214 assert!(target < recipient);
2216 // Update minimum liquidity.
2218 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2219 .as_directed(&source, &target, 1_000);
2220 assert_eq!(liquidity.min_liquidity_msat(), 100);
2221 assert_eq!(liquidity.max_liquidity_msat(), 300);
2223 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2224 .as_directed(&target, &source, 1_000);
2225 assert_eq!(liquidity.min_liquidity_msat(), 700);
2226 assert_eq!(liquidity.max_liquidity_msat(), 900);
2228 scorer.channel_liquidities.get_mut(&42).unwrap()
2229 .as_directed_mut(&source, &target, 1_000)
2230 .set_min_liquidity_msat(200, Duration::ZERO);
2232 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2233 .as_directed(&source, &target, 1_000);
2234 assert_eq!(liquidity.min_liquidity_msat(), 200);
2235 assert_eq!(liquidity.max_liquidity_msat(), 300);
2237 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2238 .as_directed(&target, &source, 1_000);
2239 assert_eq!(liquidity.min_liquidity_msat(), 700);
2240 assert_eq!(liquidity.max_liquidity_msat(), 800);
2242 // Update maximum liquidity.
2244 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2245 .as_directed(&target, &recipient, 1_000);
2246 assert_eq!(liquidity.min_liquidity_msat(), 700);
2247 assert_eq!(liquidity.max_liquidity_msat(), 900);
2249 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2250 .as_directed(&recipient, &target, 1_000);
2251 assert_eq!(liquidity.min_liquidity_msat(), 100);
2252 assert_eq!(liquidity.max_liquidity_msat(), 300);
2254 scorer.channel_liquidities.get_mut(&43).unwrap()
2255 .as_directed_mut(&target, &recipient, 1_000)
2256 .set_max_liquidity_msat(200, Duration::ZERO);
2258 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2259 .as_directed(&target, &recipient, 1_000);
2260 assert_eq!(liquidity.min_liquidity_msat(), 0);
2261 assert_eq!(liquidity.max_liquidity_msat(), 200);
2263 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2264 .as_directed(&recipient, &target, 1_000);
2265 assert_eq!(liquidity.min_liquidity_msat(), 800);
2266 assert_eq!(liquidity.max_liquidity_msat(), 1000);
2270 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
2271 let logger = TestLogger::new();
2272 let last_updated = Duration::ZERO;
2273 let offset_history_last_updated = Duration::ZERO;
2274 let network_graph = network_graph(&logger);
2275 let decay_params = ProbabilisticScoringDecayParameters::default();
2276 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2279 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
2280 last_updated, offset_history_last_updated,
2281 liquidity_history: HistoricalLiquidityTracker::new(),
2283 let source = source_node_id();
2284 let target = target_node_id();
2285 assert!(source > target);
2287 // Check initial bounds.
2288 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2289 .as_directed(&source, &target, 1_000);
2290 assert_eq!(liquidity.min_liquidity_msat(), 400);
2291 assert_eq!(liquidity.max_liquidity_msat(), 800);
2293 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2294 .as_directed(&target, &source, 1_000);
2295 assert_eq!(liquidity.min_liquidity_msat(), 200);
2296 assert_eq!(liquidity.max_liquidity_msat(), 600);
2298 // Reset from source to target.
2299 scorer.channel_liquidities.get_mut(&42).unwrap()
2300 .as_directed_mut(&source, &target, 1_000)
2301 .set_min_liquidity_msat(900, Duration::ZERO);
2303 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2304 .as_directed(&source, &target, 1_000);
2305 assert_eq!(liquidity.min_liquidity_msat(), 900);
2306 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2308 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2309 .as_directed(&target, &source, 1_000);
2310 assert_eq!(liquidity.min_liquidity_msat(), 0);
2311 assert_eq!(liquidity.max_liquidity_msat(), 100);
2313 // Reset from target to source.
2314 scorer.channel_liquidities.get_mut(&42).unwrap()
2315 .as_directed_mut(&target, &source, 1_000)
2316 .set_min_liquidity_msat(400, Duration::ZERO);
2318 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2319 .as_directed(&source, &target, 1_000);
2320 assert_eq!(liquidity.min_liquidity_msat(), 0);
2321 assert_eq!(liquidity.max_liquidity_msat(), 600);
2323 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2324 .as_directed(&target, &source, 1_000);
2325 assert_eq!(liquidity.min_liquidity_msat(), 400);
2326 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2330 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2331 let logger = TestLogger::new();
2332 let last_updated = Duration::ZERO;
2333 let offset_history_last_updated = Duration::ZERO;
2334 let network_graph = network_graph(&logger);
2335 let decay_params = ProbabilisticScoringDecayParameters::default();
2336 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2339 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
2340 last_updated, offset_history_last_updated,
2341 liquidity_history: HistoricalLiquidityTracker::new(),
2343 let source = source_node_id();
2344 let target = target_node_id();
2345 assert!(source > target);
2347 // Check initial bounds.
2348 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2349 .as_directed(&source, &target, 1_000);
2350 assert_eq!(liquidity.min_liquidity_msat(), 400);
2351 assert_eq!(liquidity.max_liquidity_msat(), 800);
2353 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2354 .as_directed(&target, &source, 1_000);
2355 assert_eq!(liquidity.min_liquidity_msat(), 200);
2356 assert_eq!(liquidity.max_liquidity_msat(), 600);
2358 // Reset from source to target.
2359 scorer.channel_liquidities.get_mut(&42).unwrap()
2360 .as_directed_mut(&source, &target, 1_000)
2361 .set_max_liquidity_msat(300, Duration::ZERO);
2363 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2364 .as_directed(&source, &target, 1_000);
2365 assert_eq!(liquidity.min_liquidity_msat(), 0);
2366 assert_eq!(liquidity.max_liquidity_msat(), 300);
2368 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2369 .as_directed(&target, &source, 1_000);
2370 assert_eq!(liquidity.min_liquidity_msat(), 700);
2371 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2373 // Reset from target to source.
2374 scorer.channel_liquidities.get_mut(&42).unwrap()
2375 .as_directed_mut(&target, &source, 1_000)
2376 .set_max_liquidity_msat(600, Duration::ZERO);
2378 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2379 .as_directed(&source, &target, 1_000);
2380 assert_eq!(liquidity.min_liquidity_msat(), 400);
2381 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2383 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2384 .as_directed(&target, &source, 1_000);
2385 assert_eq!(liquidity.min_liquidity_msat(), 0);
2386 assert_eq!(liquidity.max_liquidity_msat(), 600);
2390 fn increased_penalty_nearing_liquidity_upper_bound() {
2391 let logger = TestLogger::new();
2392 let network_graph = network_graph(&logger);
2393 let params = ProbabilisticScoringFeeParameters {
2394 liquidity_penalty_multiplier_msat: 1_000,
2395 ..ProbabilisticScoringFeeParameters::zero_penalty()
2397 let decay_params = ProbabilisticScoringDecayParameters::default();
2398 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2399 let source = source_node_id();
2401 let usage = ChannelUsage {
2403 inflight_htlc_msat: 0,
2404 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2406 let network_graph = network_graph.read_only();
2407 let channel = network_graph.channel(42).unwrap();
2408 let (info, _) = channel.as_directed_from(&source).unwrap();
2409 let candidate = CandidateRouteHop::PublicHop {
2411 short_channel_id: 42,
2413 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2414 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2415 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2416 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2417 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 47);
2418 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2419 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2421 let usage = ChannelUsage {
2423 inflight_htlc_msat: 0,
2424 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2426 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
2427 let usage = ChannelUsage { amount_msat: 256, ..usage };
2428 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
2429 let usage = ChannelUsage { amount_msat: 374, ..usage };
2430 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 198);
2431 let usage = ChannelUsage { amount_msat: 512, ..usage };
2432 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2433 let usage = ChannelUsage { amount_msat: 640, ..usage };
2434 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 425);
2435 let usage = ChannelUsage { amount_msat: 768, ..usage };
2436 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2437 let usage = ChannelUsage { amount_msat: 896, ..usage };
2438 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 902);
2442 fn constant_penalty_outside_liquidity_bounds() {
2443 let logger = TestLogger::new();
2444 let last_updated = Duration::ZERO;
2445 let offset_history_last_updated = Duration::ZERO;
2446 let network_graph = network_graph(&logger);
2447 let params = ProbabilisticScoringFeeParameters {
2448 liquidity_penalty_multiplier_msat: 1_000,
2449 considered_impossible_penalty_msat: u64::max_value(),
2450 ..ProbabilisticScoringFeeParameters::zero_penalty()
2452 let decay_params = ProbabilisticScoringDecayParameters {
2453 ..ProbabilisticScoringDecayParameters::zero_penalty()
2455 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2458 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40,
2459 last_updated, offset_history_last_updated,
2460 liquidity_history: HistoricalLiquidityTracker::new(),
2462 let source = source_node_id();
2464 let usage = ChannelUsage {
2466 inflight_htlc_msat: 0,
2467 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2469 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2470 let (info, _) = channel.as_directed_from(&source).unwrap();
2471 let candidate = CandidateRouteHop::PublicHop {
2473 short_channel_id: 42,
2475 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2476 let usage = ChannelUsage { amount_msat: 50, ..usage };
2477 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2478 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2479 let usage = ChannelUsage { amount_msat: 61, ..usage };
2480 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2484 fn does_not_further_penalize_own_channel() {
2485 let logger = TestLogger::new();
2486 let network_graph = network_graph(&logger);
2487 let params = ProbabilisticScoringFeeParameters {
2488 liquidity_penalty_multiplier_msat: 1_000,
2489 ..ProbabilisticScoringFeeParameters::zero_penalty()
2491 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2492 let source = source_node_id();
2493 let usage = ChannelUsage {
2495 inflight_htlc_msat: 0,
2496 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2498 let failed_path = payment_path_for_amount(500);
2499 let successful_path = payment_path_for_amount(200);
2500 let channel = &network_graph.read_only().channel(42).unwrap().to_owned();
2501 let (info, _) = channel.as_directed_from(&source).unwrap();
2502 let candidate = CandidateRouteHop::PublicHop {
2504 short_channel_id: 41,
2507 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2509 scorer.payment_path_failed(&failed_path, 41, Duration::ZERO);
2510 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2512 scorer.payment_path_successful(&successful_path, Duration::ZERO);
2513 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2517 fn sets_liquidity_lower_bound_on_downstream_failure() {
2518 let logger = TestLogger::new();
2519 let network_graph = network_graph(&logger);
2520 let params = ProbabilisticScoringFeeParameters {
2521 liquidity_penalty_multiplier_msat: 1_000,
2522 ..ProbabilisticScoringFeeParameters::zero_penalty()
2524 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2525 let source = source_node_id();
2526 let path = payment_path_for_amount(500);
2528 let usage = ChannelUsage {
2530 inflight_htlc_msat: 0,
2531 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2533 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2534 let (info, _) = channel.as_directed_from(&source).unwrap();
2535 let candidate = CandidateRouteHop::PublicHop {
2537 short_channel_id: 42,
2539 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2540 let usage = ChannelUsage { amount_msat: 500, ..usage };
2541 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2542 let usage = ChannelUsage { amount_msat: 750, ..usage };
2543 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2545 scorer.payment_path_failed(&path, 43, Duration::ZERO);
2547 let usage = ChannelUsage { amount_msat: 250, ..usage };
2548 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2549 let usage = ChannelUsage { amount_msat: 500, ..usage };
2550 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2551 let usage = ChannelUsage { amount_msat: 750, ..usage };
2552 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2556 fn sets_liquidity_upper_bound_on_failure() {
2557 let logger = TestLogger::new();
2558 let network_graph = network_graph(&logger);
2559 let params = ProbabilisticScoringFeeParameters {
2560 liquidity_penalty_multiplier_msat: 1_000,
2561 considered_impossible_penalty_msat: u64::max_value(),
2562 ..ProbabilisticScoringFeeParameters::zero_penalty()
2564 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2565 let source = source_node_id();
2566 let path = payment_path_for_amount(500);
2568 let usage = ChannelUsage {
2570 inflight_htlc_msat: 0,
2571 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2573 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2574 let (info, _) = channel.as_directed_from(&source).unwrap();
2575 let candidate = CandidateRouteHop::PublicHop {
2577 short_channel_id: 42,
2579 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2580 let usage = ChannelUsage { amount_msat: 500, ..usage };
2581 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2582 let usage = ChannelUsage { amount_msat: 750, ..usage };
2583 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2585 scorer.payment_path_failed(&path, 42, Duration::ZERO);
2587 let usage = ChannelUsage { amount_msat: 250, ..usage };
2588 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2589 let usage = ChannelUsage { amount_msat: 500, ..usage };
2590 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2591 let usage = ChannelUsage { amount_msat: 750, ..usage };
2592 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2596 fn ignores_channels_after_removed_failed_channel() {
2597 // Previously, if we'd tried to send over a channel which was removed from the network
2598 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2599 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2600 // channels in the route, even ones which they payment never reached. This tests to ensure
2601 // we do not score such channels.
2602 let secp_ctx = Secp256k1::new();
2603 let logger = TestLogger::new();
2604 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2605 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2606 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2607 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2608 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2609 add_channel(&mut network_graph, 42, secret_a, secret_b);
2610 // Don't add the channel from B -> C.
2611 add_channel(&mut network_graph, 44, secret_c, secret_d);
2613 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2614 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2615 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2616 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2619 path_hop(pub_b, 42, 1),
2620 path_hop(pub_c, 43, 2),
2621 path_hop(pub_d, 44, 100),
2624 let node_a = NodeId::from_pubkey(&pub_a);
2625 let node_b = NodeId::from_pubkey(&pub_b);
2626 let node_c = NodeId::from_pubkey(&pub_c);
2628 let params = ProbabilisticScoringFeeParameters {
2629 liquidity_penalty_multiplier_msat: 1_000,
2630 ..ProbabilisticScoringFeeParameters::zero_penalty()
2632 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2634 let usage = ChannelUsage {
2636 inflight_htlc_msat: 0,
2637 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2639 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2640 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2641 let candidate = CandidateRouteHop::PublicHop {
2643 short_channel_id: 42,
2645 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2646 // Note that a default liquidity bound is used for B -> C as no channel exists
2647 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2648 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2649 let candidate = CandidateRouteHop::PublicHop {
2651 short_channel_id: 43,
2653 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2654 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2655 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2656 let candidate = CandidateRouteHop::PublicHop {
2658 short_channel_id: 44,
2660 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2662 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43, Duration::ZERO);
2664 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2665 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2666 let candidate = CandidateRouteHop::PublicHop {
2668 short_channel_id: 42,
2670 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80);
2671 // Note that a default liquidity bound is used for B -> C as no channel exists
2672 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2673 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2674 let candidate = CandidateRouteHop::PublicHop {
2676 short_channel_id: 43,
2678 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2679 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2680 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2681 let candidate = CandidateRouteHop::PublicHop {
2683 short_channel_id: 44,
2685 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2689 fn reduces_liquidity_upper_bound_along_path_on_success() {
2690 let logger = TestLogger::new();
2691 let network_graph = network_graph(&logger);
2692 let params = ProbabilisticScoringFeeParameters {
2693 liquidity_penalty_multiplier_msat: 1_000,
2694 ..ProbabilisticScoringFeeParameters::zero_penalty()
2696 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2697 let source = source_node_id();
2698 let usage = ChannelUsage {
2700 inflight_htlc_msat: 0,
2701 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2703 let network_graph = network_graph.read_only().channels().clone();
2704 let channel_42 = network_graph.get(&42).unwrap();
2705 let channel_43 = network_graph.get(&43).unwrap();
2706 let (info, _) = channel_42.as_directed_from(&source).unwrap();
2707 let candidate_41 = CandidateRouteHop::PublicHop {
2709 short_channel_id: 41,
2711 let (info, target) = channel_42.as_directed_from(&source).unwrap();
2712 let candidate_42 = CandidateRouteHop::PublicHop {
2714 short_channel_id: 42,
2716 let (info, _) = channel_43.as_directed_from(&target).unwrap();
2717 let candidate_43 = CandidateRouteHop::PublicHop {
2719 short_channel_id: 43,
2721 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2722 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 128);
2723 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 128);
2725 scorer.payment_path_successful(&payment_path_for_amount(500), Duration::ZERO);
2727 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2728 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 300);
2729 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 300);
2733 fn decays_liquidity_bounds_over_time() {
2734 let logger = TestLogger::new();
2735 let network_graph = network_graph(&logger);
2736 let params = ProbabilisticScoringFeeParameters {
2737 liquidity_penalty_multiplier_msat: 1_000,
2738 considered_impossible_penalty_msat: u64::max_value(),
2739 ..ProbabilisticScoringFeeParameters::zero_penalty()
2741 let decay_params = ProbabilisticScoringDecayParameters {
2742 liquidity_offset_half_life: Duration::from_secs(10),
2743 ..ProbabilisticScoringDecayParameters::zero_penalty()
2745 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2746 let source = source_node_id();
2748 let usage = ChannelUsage {
2750 inflight_htlc_msat: 0,
2751 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2753 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2754 let (info, _) = channel.as_directed_from(&source).unwrap();
2755 let candidate = CandidateRouteHop::PublicHop {
2757 short_channel_id: 42,
2759 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2760 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2761 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2763 scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
2764 scorer.payment_path_failed(&payment_path_for_amount(128), 43, Duration::ZERO);
2766 // Initial penalties
2767 let usage = ChannelUsage { amount_msat: 128, ..usage };
2768 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2769 let usage = ChannelUsage { amount_msat: 256, ..usage };
2770 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 93);
2771 let usage = ChannelUsage { amount_msat: 768, ..usage };
2772 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_479);
2773 let usage = ChannelUsage { amount_msat: 896, ..usage };
2774 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2776 // Half decay (i.e., three-quarter life)
2777 scorer.decay_liquidity_certainty(Duration::from_secs(5));
2778 let usage = ChannelUsage { amount_msat: 128, ..usage };
2779 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 22);
2780 let usage = ChannelUsage { amount_msat: 256, ..usage };
2781 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 106);
2782 let usage = ChannelUsage { amount_msat: 768, ..usage };
2783 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 921);
2784 let usage = ChannelUsage { amount_msat: 896, ..usage };
2785 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2787 // One decay (i.e., half life)
2788 scorer.decay_liquidity_certainty(Duration::from_secs(10));
2789 let usage = ChannelUsage { amount_msat: 64, ..usage };
2790 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2791 let usage = ChannelUsage { amount_msat: 128, ..usage };
2792 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 34);
2793 let usage = ChannelUsage { amount_msat: 896, ..usage };
2794 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_970);
2795 let usage = ChannelUsage { amount_msat: 960, ..usage };
2796 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2798 // Fully decay liquidity lower bound.
2799 scorer.decay_liquidity_certainty(Duration::from_secs(10 * 8));
2800 let usage = ChannelUsage { amount_msat: 0, ..usage };
2801 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2802 let usage = ChannelUsage { amount_msat: 1, ..usage };
2803 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2804 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2805 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2806 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2807 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2809 // Fully decay liquidity upper bound.
2810 scorer.decay_liquidity_certainty(Duration::from_secs(10 * 9));
2811 let usage = ChannelUsage { amount_msat: 0, ..usage };
2812 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2813 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2814 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2816 scorer.decay_liquidity_certainty(Duration::from_secs(10 * 10));
2817 let usage = ChannelUsage { amount_msat: 0, ..usage };
2818 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2819 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2820 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2824 fn restricts_liquidity_bounds_after_decay() {
2825 let logger = TestLogger::new();
2826 let network_graph = network_graph(&logger);
2827 let params = ProbabilisticScoringFeeParameters {
2828 liquidity_penalty_multiplier_msat: 1_000,
2829 ..ProbabilisticScoringFeeParameters::zero_penalty()
2831 let decay_params = ProbabilisticScoringDecayParameters {
2832 liquidity_offset_half_life: Duration::from_secs(10),
2833 ..ProbabilisticScoringDecayParameters::default()
2835 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2836 let source = source_node_id();
2837 let usage = ChannelUsage {
2839 inflight_htlc_msat: 0,
2840 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2842 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2843 let (info, _) = channel.as_directed_from(&source).unwrap();
2844 let candidate = CandidateRouteHop::PublicHop {
2846 short_channel_id: 42,
2849 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2851 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2852 scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
2853 scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::ZERO);
2854 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
2856 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2857 scorer.decay_liquidity_certainty(Duration::from_secs(10));
2858 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 291);
2860 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2861 // is closer to the upper bound, meaning a higher penalty.
2862 scorer.payment_path_successful(&payment_path_for_amount(64), Duration::from_secs(10));
2863 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 331);
2865 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2866 // is closer to the lower bound, meaning a lower penalty.
2867 scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::from_secs(10));
2868 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 245);
2870 // Further decaying affects the lower bound more than the upper bound (128, 928).
2871 scorer.decay_liquidity_certainty(Duration::from_secs(20));
2872 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 280);
2876 fn restores_persisted_liquidity_bounds() {
2877 let logger = TestLogger::new();
2878 let network_graph = network_graph(&logger);
2879 let params = ProbabilisticScoringFeeParameters {
2880 liquidity_penalty_multiplier_msat: 1_000,
2881 considered_impossible_penalty_msat: u64::max_value(),
2882 ..ProbabilisticScoringFeeParameters::zero_penalty()
2884 let decay_params = ProbabilisticScoringDecayParameters {
2885 liquidity_offset_half_life: Duration::from_secs(10),
2886 ..ProbabilisticScoringDecayParameters::default()
2888 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2889 let source = source_node_id();
2890 let usage = ChannelUsage {
2892 inflight_htlc_msat: 0,
2893 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2896 scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
2897 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2898 let (info, _) = channel.as_directed_from(&source).unwrap();
2899 let candidate = CandidateRouteHop::PublicHop {
2901 short_channel_id: 42,
2903 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2905 scorer.decay_liquidity_certainty(Duration::from_secs(10));
2906 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
2908 scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
2909 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2911 let mut serialized_scorer = Vec::new();
2912 scorer.write(&mut serialized_scorer).unwrap();
2914 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2915 let deserialized_scorer =
2916 <ProbabilisticScorer<_, _>>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2917 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2920 fn do_decays_persisted_liquidity_bounds(decay_before_reload: bool) {
2921 let logger = TestLogger::new();
2922 let network_graph = network_graph(&logger);
2923 let params = ProbabilisticScoringFeeParameters {
2924 liquidity_penalty_multiplier_msat: 1_000,
2925 considered_impossible_penalty_msat: u64::max_value(),
2926 ..ProbabilisticScoringFeeParameters::zero_penalty()
2928 let decay_params = ProbabilisticScoringDecayParameters {
2929 liquidity_offset_half_life: Duration::from_secs(10),
2930 ..ProbabilisticScoringDecayParameters::zero_penalty()
2932 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2933 let source = source_node_id();
2934 let usage = ChannelUsage {
2936 inflight_htlc_msat: 0,
2937 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2940 scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
2941 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2942 let (info, _) = channel.as_directed_from(&source).unwrap();
2943 let candidate = CandidateRouteHop::PublicHop {
2945 short_channel_id: 42,
2947 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2949 if decay_before_reload {
2950 scorer.decay_liquidity_certainty(Duration::from_secs(10));
2953 let mut serialized_scorer = Vec::new();
2954 scorer.write(&mut serialized_scorer).unwrap();
2956 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2957 let mut deserialized_scorer =
2958 <ProbabilisticScorer<_, _>>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2959 if !decay_before_reload {
2960 scorer.decay_liquidity_certainty(Duration::from_secs(10));
2961 deserialized_scorer.decay_liquidity_certainty(Duration::from_secs(10));
2963 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
2965 scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
2966 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2968 deserialized_scorer.decay_liquidity_certainty(Duration::from_secs(20));
2969 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 370);
2973 fn decays_persisted_liquidity_bounds() {
2974 do_decays_persisted_liquidity_bounds(false);
2975 do_decays_persisted_liquidity_bounds(true);
2979 fn scores_realistic_payments() {
2980 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
2981 // 50k sat reserve).
2982 let logger = TestLogger::new();
2983 let network_graph = network_graph(&logger);
2984 let params = ProbabilisticScoringFeeParameters::default();
2985 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2986 let source = source_node_id();
2988 let usage = ChannelUsage {
2989 amount_msat: 100_000_000,
2990 inflight_htlc_msat: 0,
2991 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
2993 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2994 let (info, _) = channel.as_directed_from(&source).unwrap();
2995 let candidate = CandidateRouteHop::PublicHop {
2997 short_channel_id: 42,
2999 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 11497);
3000 let usage = ChannelUsage {
3001 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3003 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 7408);
3004 let usage = ChannelUsage {
3005 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3007 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 6151);
3008 let usage = ChannelUsage {
3009 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3011 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 5427);
3012 let usage = ChannelUsage {
3013 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3015 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4955);
3016 let usage = ChannelUsage {
3017 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3019 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4736);
3020 let usage = ChannelUsage {
3021 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3023 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
3024 let usage = ChannelUsage {
3025 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
3027 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
3028 let usage = ChannelUsage {
3029 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3031 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
3032 let usage = ChannelUsage {
3033 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3035 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
3036 let usage = ChannelUsage {
3037 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3039 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4044);
3043 fn adds_base_penalty_to_liquidity_penalty() {
3044 let logger = TestLogger::new();
3045 let network_graph = network_graph(&logger);
3046 let source = source_node_id();
3047 let usage = ChannelUsage {
3049 inflight_htlc_msat: 0,
3050 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3053 let params = ProbabilisticScoringFeeParameters {
3054 liquidity_penalty_multiplier_msat: 1_000,
3055 ..ProbabilisticScoringFeeParameters::zero_penalty()
3057 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3058 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3059 let (info, _) = channel.as_directed_from(&source).unwrap();
3060 let candidate = CandidateRouteHop::PublicHop {
3062 short_channel_id: 42,
3064 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
3066 let params = ProbabilisticScoringFeeParameters {
3067 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3068 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3070 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3071 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558);
3073 let params = ProbabilisticScoringFeeParameters {
3074 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3075 base_penalty_amount_multiplier_msat: (1 << 30),
3076 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3079 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3080 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558 + 128);
3084 fn adds_amount_penalty_to_liquidity_penalty() {
3085 let logger = TestLogger::new();
3086 let network_graph = network_graph(&logger);
3087 let source = source_node_id();
3088 let usage = ChannelUsage {
3089 amount_msat: 512_000,
3090 inflight_htlc_msat: 0,
3091 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3094 let params = ProbabilisticScoringFeeParameters {
3095 liquidity_penalty_multiplier_msat: 1_000,
3096 liquidity_penalty_amount_multiplier_msat: 0,
3097 ..ProbabilisticScoringFeeParameters::zero_penalty()
3099 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3100 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3101 let (info, _) = channel.as_directed_from(&source).unwrap();
3102 let candidate = CandidateRouteHop::PublicHop {
3104 short_channel_id: 42,
3106 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3108 let params = ProbabilisticScoringFeeParameters {
3109 liquidity_penalty_multiplier_msat: 1_000,
3110 liquidity_penalty_amount_multiplier_msat: 256,
3111 ..ProbabilisticScoringFeeParameters::zero_penalty()
3113 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3114 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 337);
3118 fn calculates_log10_without_overflowing_u64_max_value() {
3119 let logger = TestLogger::new();
3120 let network_graph = network_graph(&logger);
3121 let source = source_node_id();
3122 let usage = ChannelUsage {
3123 amount_msat: u64::max_value(),
3124 inflight_htlc_msat: 0,
3125 effective_capacity: EffectiveCapacity::Infinite,
3127 let params = ProbabilisticScoringFeeParameters {
3128 liquidity_penalty_multiplier_msat: 40_000,
3129 ..ProbabilisticScoringFeeParameters::zero_penalty()
3131 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
3132 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3133 let (info, _) = channel.as_directed_from(&source).unwrap();
3134 let candidate = CandidateRouteHop::PublicHop {
3136 short_channel_id: 42,
3138 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3139 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80_000);
3143 fn accounts_for_inflight_htlc_usage() {
3144 let logger = TestLogger::new();
3145 let network_graph = network_graph(&logger);
3146 let params = ProbabilisticScoringFeeParameters {
3147 considered_impossible_penalty_msat: u64::max_value(),
3148 ..ProbabilisticScoringFeeParameters::zero_penalty()
3150 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3151 let source = source_node_id();
3153 let usage = ChannelUsage {
3155 inflight_htlc_msat: 0,
3156 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3158 let network_graph = network_graph.read_only();
3159 let channel = network_graph.channel(42).unwrap();
3160 let (info, _) = channel.as_directed_from(&source).unwrap();
3161 let candidate = CandidateRouteHop::PublicHop {
3163 short_channel_id: 42,
3165 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3167 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
3168 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3172 fn removes_uncertainity_when_exact_liquidity_known() {
3173 let logger = TestLogger::new();
3174 let network_graph = network_graph(&logger);
3175 let params = ProbabilisticScoringFeeParameters::default();
3176 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3177 let source = source_node_id();
3179 let base_penalty_msat = params.base_penalty_msat;
3180 let usage = ChannelUsage {
3182 inflight_htlc_msat: 0,
3183 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
3185 let network_graph = network_graph.read_only();
3186 let channel = network_graph.channel(42).unwrap();
3187 let (info, _) = channel.as_directed_from(&source).unwrap();
3188 let candidate = CandidateRouteHop::PublicHop {
3190 short_channel_id: 42,
3192 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3194 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
3195 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3197 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
3198 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3202 fn remembers_historical_failures() {
3203 let logger = TestLogger::new();
3204 let network_graph = network_graph(&logger);
3205 let params = ProbabilisticScoringFeeParameters {
3206 historical_liquidity_penalty_multiplier_msat: 1024,
3207 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3208 ..ProbabilisticScoringFeeParameters::zero_penalty()
3210 let decay_params = ProbabilisticScoringDecayParameters {
3211 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3212 historical_no_updates_half_life: Duration::from_secs(10),
3214 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3215 let source = source_node_id();
3216 let target = target_node_id();
3218 let usage = ChannelUsage {
3220 inflight_htlc_msat: 0,
3221 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3223 let usage_1 = ChannelUsage {
3225 inflight_htlc_msat: 0,
3226 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3230 let network_graph = network_graph.read_only();
3231 let channel = network_graph.channel(42).unwrap();
3232 let (info, _) = channel.as_directed_from(&source).unwrap();
3233 let candidate = CandidateRouteHop::PublicHop {
3235 short_channel_id: 42,
3238 // With no historical data the normal liquidity penalty calculation is used.
3239 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3241 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3243 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3246 scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::ZERO);
3248 let network_graph = network_graph.read_only();
3249 let channel = network_graph.channel(42).unwrap();
3250 let (info, _) = channel.as_directed_from(&source).unwrap();
3251 let candidate = CandidateRouteHop::PublicHop {
3253 short_channel_id: 42,
3256 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3257 assert_eq!(scorer.channel_penalty_msat(&candidate, usage_1, ¶ms), 249);
3259 // The "it failed" increment is 32, where the probability should lie several buckets into
3260 // the first octile.
3261 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3262 Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3263 [0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3264 assert!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms)
3266 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms),
3269 // Even after we tell the scorer we definitely have enough available liquidity, it will
3270 // still remember that there was some failure in the past, and assign a non-0 penalty.
3271 scorer.payment_path_failed(&payment_path_for_amount(1000), 43, Duration::ZERO);
3273 let network_graph = network_graph.read_only();
3274 let channel = network_graph.channel(42).unwrap();
3275 let (info, _) = channel.as_directed_from(&source).unwrap();
3276 let candidate = CandidateRouteHop::PublicHop {
3278 short_channel_id: 42,
3281 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 105);
3283 // The first points should be decayed just slightly and the last bucket has a new point.
3284 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3285 Some(([31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0],
3286 [0, 0, 0, 0, 0, 0, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32])));
3288 // The exact success probability is a bit complicated and involves integer rounding, so we
3289 // simply check bounds here.
3290 let five_hundred_prob =
3291 scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms).unwrap();
3292 assert!(five_hundred_prob > 0.59);
3293 assert!(five_hundred_prob < 0.60);
3295 scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms).unwrap();
3296 assert!(one_prob < 0.85);
3297 assert!(one_prob > 0.84);
3299 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
3300 // gone), and check that we're back to where we started.
3301 scorer.decay_liquidity_certainty(Duration::from_secs(10 * 16));
3303 let network_graph = network_graph.read_only();
3304 let channel = network_graph.channel(42).unwrap();
3305 let (info, _) = channel.as_directed_from(&source).unwrap();
3306 let candidate = CandidateRouteHop::PublicHop {
3308 short_channel_id: 42,
3311 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3313 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
3314 // data entirely instead.
3315 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3316 Some(([0; 32], [0; 32])));
3317 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms), None);
3319 let mut usage = ChannelUsage {
3321 inflight_htlc_msat: 1024,
3322 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3324 scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::from_secs(10 * 16));
3326 let network_graph = network_graph.read_only();
3327 let channel = network_graph.channel(42).unwrap();
3328 let (info, _) = channel.as_directed_from(&source).unwrap();
3329 let candidate = CandidateRouteHop::PublicHop {
3331 short_channel_id: 42,
3334 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2050);
3336 let usage = ChannelUsage {
3338 inflight_htlc_msat: 0,
3339 effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
3341 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3344 // Advance to decay all liquidity offsets to zero.
3345 scorer.decay_liquidity_certainty(Duration::from_secs(10 * (16 + 60 * 60)));
3347 // Once even the bounds have decayed information about the channel should be removed
3349 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3352 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
3353 // ensure that the effective capacity is zero to test division-by-zero edge cases.
3355 path_hop(target_pubkey(), 43, 2),
3356 path_hop(source_pubkey(), 42, 1),
3357 path_hop(sender_pubkey(), 41, 0),
3359 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42, Duration::from_secs(10 * (16 + 60 * 60)));
3363 fn adds_anti_probing_penalty() {
3364 let logger = TestLogger::new();
3365 let network_graph = network_graph(&logger);
3366 let source = source_node_id();
3367 let params = ProbabilisticScoringFeeParameters {
3368 anti_probing_penalty_msat: 500,
3369 ..ProbabilisticScoringFeeParameters::zero_penalty()
3371 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3373 // Check we receive no penalty for a low htlc_maximum_msat.
3374 let usage = ChannelUsage {
3375 amount_msat: 512_000,
3376 inflight_htlc_msat: 0,
3377 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3379 let network_graph = network_graph.read_only();
3380 let channel = network_graph.channel(42).unwrap();
3381 let (info, _) = channel.as_directed_from(&source).unwrap();
3382 let candidate = CandidateRouteHop::PublicHop {
3384 short_channel_id: 42,
3386 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3388 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
3389 let usage = ChannelUsage {
3390 amount_msat: 512_000,
3391 inflight_htlc_msat: 0,
3392 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
3394 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3396 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
3397 let usage = ChannelUsage {
3398 amount_msat: 512_000,
3399 inflight_htlc_msat: 0,
3400 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
3402 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3404 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
3405 let usage = ChannelUsage {
3406 amount_msat: 512_000,
3407 inflight_htlc_msat: 0,
3408 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
3410 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3414 fn scores_with_blinded_path() {
3415 // Make sure we'll account for a blinded path's final_value_msat in scoring
3416 let logger = TestLogger::new();
3417 let network_graph = network_graph(&logger);
3418 let params = ProbabilisticScoringFeeParameters {
3419 liquidity_penalty_multiplier_msat: 1_000,
3420 ..ProbabilisticScoringFeeParameters::zero_penalty()
3422 let decay_params = ProbabilisticScoringDecayParameters::default();
3423 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3424 let source = source_node_id();
3425 let usage = ChannelUsage {
3427 inflight_htlc_msat: 0,
3428 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3430 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3431 let (info, target) = channel.as_directed_from(&source).unwrap();
3432 let candidate = CandidateRouteHop::PublicHop {
3434 short_channel_id: 42,
3436 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3438 let mut path = payment_path_for_amount(768);
3439 let recipient_hop = path.hops.pop().unwrap();
3440 let blinded_path = BlindedPath {
3441 introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
3442 blinding_point: test_utils::pubkey(42),
3444 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
3447 path.blinded_tail = Some(BlindedTail {
3448 hops: blinded_path.blinded_hops,
3449 blinding_point: blinded_path.blinding_point,
3450 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
3451 final_value_msat: recipient_hop.fee_msat,
3454 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
3455 // final value is taken into account.
3456 assert!(scorer.channel_liquidities.get(&42).is_none());
3458 scorer.payment_path_failed(&path, 42, Duration::ZERO);
3459 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
3460 scorer.payment_path_failed(&path, 43, Duration::ZERO);
3462 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
3463 .as_directed(&source, &target, 1_000);
3464 assert_eq!(liquidity.min_liquidity_msat(), 256);
3465 assert_eq!(liquidity.max_liquidity_msat(), 768);
3469 fn realistic_historical_failures() {
3470 // The motivation for the unequal sized buckets came largely from attempting to pay 10k
3471 // sats over a one bitcoin channel. This tests that case explicitly, ensuring that we score
3473 let logger = TestLogger::new();
3474 let mut network_graph = network_graph(&logger);
3475 let params = ProbabilisticScoringFeeParameters {
3476 historical_liquidity_penalty_multiplier_msat: 1024,
3477 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3478 ..ProbabilisticScoringFeeParameters::zero_penalty()
3480 let decay_params = ProbabilisticScoringDecayParameters {
3481 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3482 historical_no_updates_half_life: Duration::from_secs(10),
3483 ..ProbabilisticScoringDecayParameters::default()
3486 let capacity_msat = 100_000_000_000;
3487 update_channel(&mut network_graph, 42, source_privkey(), 0, capacity_msat, 200);
3488 update_channel(&mut network_graph, 42, target_privkey(), 1, capacity_msat, 200);
3490 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3491 let source = source_node_id();
3493 let mut amount_msat = 10_000_000;
3494 let usage = ChannelUsage {
3496 inflight_htlc_msat: 0,
3497 effective_capacity: EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: capacity_msat },
3499 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3500 let (info, target) = channel.as_directed_from(&source).unwrap();
3501 let candidate = CandidateRouteHop::PublicHop {
3503 short_channel_id: 42,
3505 // With no historical data the normal liquidity penalty calculation is used, which results
3506 // in a success probability of ~75%.
3507 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1269);
3508 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3510 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3513 // Fail to pay once, and then check the buckets and penalty.
3514 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
3515 // The penalty should be the maximum penalty, as the payment we're scoring is now in the
3516 // same bucket which is the only maximum datapoint.
3517 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms),
3518 2048 + 2048 * amount_msat / super::AMOUNT_PENALTY_DIVISOR);
3519 // The "it failed" increment is 32, which we should apply to the first upper-bound (between
3520 // 6k sats and 12k sats).
3521 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3522 Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3523 [0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3524 // The success probability estimate itself should be zero.
3525 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3528 // Now test again with the amount in the bottom bucket.
3530 // The new amount is entirely within the only minimum bucket with score, so the probability
3531 // we assign is 1/2.
3532 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3535 // ...but once we see a failure, we consider the payment to be substantially less likely,
3536 // even though not a probability of zero as we still look at the second max bucket which
3538 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
3539 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3540 Some(([63, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3541 [32, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3542 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3550 use criterion::Criterion;
3551 use crate::routing::router::{bench_utils, RouteHop};
3552 use crate::util::test_utils::TestLogger;
3553 use crate::ln::features::{ChannelFeatures, NodeFeatures};
3555 pub fn decay_100k_channel_bounds(bench: &mut Criterion) {
3556 let logger = TestLogger::new();
3557 let (network_graph, mut scorer) = bench_utils::read_graph_scorer(&logger).unwrap();
3558 let mut cur_time = Duration::ZERO;
3559 cur_time += Duration::from_millis(1);
3560 scorer.decay_liquidity_certainty(cur_time);
3561 bench.bench_function("decay_100k_channel_bounds", |b| b.iter(|| {
3562 cur_time += Duration::from_millis(1);
3563 scorer.decay_liquidity_certainty(cur_time);