1 // This file is Copyright its original authors, visible in version control
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
10 //! Utilities for scoring payment channels.
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`Score`] implementation is not needed.
18 //! # extern crate secp256k1;
20 //! # use lightning::routing::network_graph::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringParameters, Scorer, ScoringParameters};
23 //! # use lightning::chain::keysinterface::{KeysManager, KeysInterface};
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use secp256k1::key::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) {
32 //! # let logger = FakeLogger {};
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringParameters::default();
36 //! let scorer = ProbabilisticScorer::new(params, &network_graph);
38 //! // Or use custom channel penalties.
39 //! let params = ProbabilisticScoringParameters {
40 //! liquidity_penalty_multiplier_msat: 2 * 1000,
41 //! ..ProbabilisticScoringParameters::default()
43 //! let scorer = ProbabilisticScorer::new(params, &network_graph);
44 //! # let random_seed_bytes = [42u8; 32];
46 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, &random_seed_bytes);
52 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
53 //! different types and thus is undefined.
55 //! [`find_route`]: crate::routing::router::find_route
57 use ln::msgs::DecodeError;
58 use routing::network_graph::{NetworkGraph, NodeId};
59 use routing::router::RouteHop;
60 use util::ser::{Readable, ReadableArgs, Writeable, Writer};
63 use core::cell::{RefCell, RefMut};
64 use core::ops::{Deref, DerefMut};
65 use core::time::Duration;
67 use sync::{Mutex, MutexGuard};
69 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
70 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
71 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
72 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
74 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
75 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
76 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
77 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
78 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
79 /// do here by defining `Score` differently for `cfg(c_bindings)`.
80 macro_rules! define_score { ($($supertrait: path)*) => {
81 /// An interface used to score payment channels for path finding.
83 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
84 pub trait Score $(: $supertrait)* {
85 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
86 /// given channel in the direction from `source` to `target`.
88 /// The channel's capacity (less any other MPP parts that are also being considered for use in
89 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
90 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
91 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
92 /// Thus, implementations should be overflow-safe.
93 fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64;
95 /// Handles updating channel penalties after failing to route through a channel.
96 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64);
98 /// Handles updating channel penalties after successfully routing along a path.
99 fn payment_path_successful(&mut self, path: &[&RouteHop]);
102 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
103 fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64 {
104 self.deref().channel_penalty_msat(short_channel_id, send_amt_msat, capacity_msat, source, target)
107 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
108 self.deref_mut().payment_path_failed(path, short_channel_id)
111 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
112 self.deref_mut().payment_path_successful(path)
118 define_score!(Writeable);
119 #[cfg(not(c_bindings))]
122 /// A scorer that is accessed under a lock.
124 /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
125 /// having shared ownership of a scorer but without requiring internal locking in [`Score`]
126 /// implementations. Internal locking would be detrimental to route finding performance and could
127 /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
129 /// [`find_route`]: crate::routing::router::find_route
130 pub trait LockableScore<'a> {
131 /// The locked [`Score`] type.
132 type Locked: 'a + Score;
134 /// Returns the locked scorer.
135 fn lock(&'a self) -> Self::Locked;
139 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
140 type Locked = MutexGuard<'a, T>;
142 fn lock(&'a self) -> MutexGuard<'a, T> {
143 Mutex::lock(self).unwrap()
147 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
148 type Locked = RefMut<'a, T>;
150 fn lock(&'a self) -> RefMut<'a, T> {
156 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
157 pub struct MultiThreadedLockableScore<S: Score> {
162 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
163 type Locked = MutexGuard<'a, T>;
165 fn lock(&'a self) -> MutexGuard<'a, T> {
166 Mutex::lock(&self.score).unwrap()
171 impl<T: Score> MultiThreadedLockableScore<T> {
172 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
173 pub fn new(score: T) -> Self {
174 MultiThreadedLockableScore { score: Mutex::new(score) }
180 impl<'a, T: Writeable> Writeable for RefMut<'a, T> {
181 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
182 T::write(&**self, writer)
188 impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
189 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
190 S::write(&**self, writer)
195 /// [`Score`] implementation that uses a fixed penalty.
196 pub struct FixedPenaltyScorer {
200 impl FixedPenaltyScorer {
201 /// Creates a new scorer using `penalty_msat`.
202 pub fn with_penalty(penalty_msat: u64) -> Self {
203 Self { penalty_msat }
207 impl Score for FixedPenaltyScorer {
208 fn channel_penalty_msat(&self, _: u64, _: u64, _: u64, _: &NodeId, _: &NodeId) -> u64 {
212 fn payment_path_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {}
214 fn payment_path_successful(&mut self, _path: &[&RouteHop]) {}
217 impl Writeable for FixedPenaltyScorer {
219 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
220 write_tlv_fields!(w, {});
225 impl ReadableArgs<u64> for FixedPenaltyScorer {
227 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
228 read_tlv_fields!(r, {});
229 Ok(Self { penalty_msat })
233 /// [`Score`] implementation that provides reasonable default behavior.
235 /// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
236 /// slightly higher fees are available. Will further penalize channels that fail to relay payments.
238 /// See [module-level documentation] for usage and [`ScoringParameters`] for customization.
242 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
245 /// [module-level documentation]: crate::routing::scoring
248 note = "ProbabilisticScorer should be used instead of Scorer.",
250 pub type Scorer = ScorerUsingTime::<ConfiguredTime>;
252 #[cfg(not(feature = "no-std"))]
253 type ConfiguredTime = std::time::Instant;
254 #[cfg(feature = "no-std")]
255 type ConfiguredTime = time::Eternity;
257 // Note that ideally we'd hide ScorerUsingTime from public view by sealing it as well, but rustdoc
258 // doesn't handle this well - instead exposing a `Scorer` which has no trait implementation(s) or
261 /// [`Score`] implementation.
263 /// (C-not exported) generally all users should use the [`Scorer`] type alias.
264 pub struct ScorerUsingTime<T: Time> {
265 params: ScoringParameters,
266 // TODO: Remove entries of closed channels.
267 channel_failures: HashMap<u64, ChannelFailure<T>>,
271 /// Parameters for configuring [`Scorer`].
272 pub struct ScoringParameters {
273 /// A fixed penalty in msats to apply to each channel.
275 /// Default value: 500 msat
276 pub base_penalty_msat: u64,
278 /// A penalty in msats to apply to a channel upon failing to relay a payment.
280 /// This accumulates for each failure but may be reduced over time based on
281 /// [`failure_penalty_half_life`] or when successfully routing through a channel.
283 /// Default value: 1,024,000 msat
285 /// [`failure_penalty_half_life`]: Self::failure_penalty_half_life
286 pub failure_penalty_msat: u64,
288 /// When the amount being sent over a channel is this many 1024ths of the total channel
289 /// capacity, we begin applying [`overuse_penalty_msat_per_1024th`].
291 /// Default value: 128 1024ths (i.e. begin penalizing when an HTLC uses 1/8th of a channel)
293 /// [`overuse_penalty_msat_per_1024th`]: Self::overuse_penalty_msat_per_1024th
294 pub overuse_penalty_start_1024th: u16,
296 /// A penalty applied, per whole 1024ths of the channel capacity which the amount being sent
297 /// over the channel exceeds [`overuse_penalty_start_1024th`] by.
299 /// Default value: 20 msat (i.e. 2560 msat penalty to use 1/4th of a channel, 7680 msat penalty
300 /// to use half a channel, and 12,560 msat penalty to use 3/4ths of a channel)
302 /// [`overuse_penalty_start_1024th`]: Self::overuse_penalty_start_1024th
303 pub overuse_penalty_msat_per_1024th: u64,
305 /// The time required to elapse before any accumulated [`failure_penalty_msat`] penalties are
308 /// Successfully routing through a channel will immediately cut the penalty in half as well.
310 /// Default value: 1 hour
314 /// When built with the `no-std` feature, time will never elapse. Therefore, this penalty will
317 /// [`failure_penalty_msat`]: Self::failure_penalty_msat
318 pub failure_penalty_half_life: Duration,
321 impl_writeable_tlv_based!(ScoringParameters, {
322 (0, base_penalty_msat, required),
323 (1, overuse_penalty_start_1024th, (default_value, 128)),
324 (2, failure_penalty_msat, required),
325 (3, overuse_penalty_msat_per_1024th, (default_value, 20)),
326 (4, failure_penalty_half_life, required),
329 /// Accounting for penalties against a channel for failing to relay any payments.
331 /// Penalties decay over time, though accumulate as more failures occur.
332 struct ChannelFailure<T: Time> {
333 /// Accumulated penalty in msats for the channel as of `last_updated`.
334 undecayed_penalty_msat: u64,
336 /// Last time the channel either failed to route or successfully routed a payment. Used to decay
337 /// `undecayed_penalty_msat`.
341 impl<T: Time> ScorerUsingTime<T> {
342 /// Creates a new scorer using the given scoring parameters.
343 pub fn new(params: ScoringParameters) -> Self {
346 channel_failures: HashMap::new(),
351 impl<T: Time> ChannelFailure<T> {
352 fn new(failure_penalty_msat: u64) -> Self {
354 undecayed_penalty_msat: failure_penalty_msat,
355 last_updated: T::now(),
359 fn add_penalty(&mut self, failure_penalty_msat: u64, half_life: Duration) {
360 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) + failure_penalty_msat;
361 self.last_updated = T::now();
364 fn reduce_penalty(&mut self, half_life: Duration) {
365 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) >> 1;
366 self.last_updated = T::now();
369 fn decayed_penalty_msat(&self, half_life: Duration) -> u64 {
370 self.last_updated.elapsed().as_secs()
371 .checked_div(half_life.as_secs())
372 .and_then(|decays| self.undecayed_penalty_msat.checked_shr(decays as u32))
377 impl<T: Time> Default for ScorerUsingTime<T> {
378 fn default() -> Self {
379 Self::new(ScoringParameters::default())
383 impl Default for ScoringParameters {
384 fn default() -> Self {
386 base_penalty_msat: 500,
387 failure_penalty_msat: 1024 * 1000,
388 failure_penalty_half_life: Duration::from_secs(3600),
389 overuse_penalty_start_1024th: 1024 / 8,
390 overuse_penalty_msat_per_1024th: 20,
395 impl<T: Time> Score for ScorerUsingTime<T> {
396 fn channel_penalty_msat(
397 &self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, _source: &NodeId, _target: &NodeId
399 let failure_penalty_msat = self.channel_failures
400 .get(&short_channel_id)
401 .map_or(0, |value| value.decayed_penalty_msat(self.params.failure_penalty_half_life));
403 let mut penalty_msat = self.params.base_penalty_msat + failure_penalty_msat;
404 let send_1024ths = send_amt_msat.checked_mul(1024).unwrap_or(u64::max_value()) / capacity_msat;
405 if send_1024ths > self.params.overuse_penalty_start_1024th as u64 {
406 penalty_msat = penalty_msat.checked_add(
407 (send_1024ths - self.params.overuse_penalty_start_1024th as u64)
408 .checked_mul(self.params.overuse_penalty_msat_per_1024th).unwrap_or(u64::max_value()))
409 .unwrap_or(u64::max_value());
415 fn payment_path_failed(&mut self, _path: &[&RouteHop], short_channel_id: u64) {
416 let failure_penalty_msat = self.params.failure_penalty_msat;
417 let half_life = self.params.failure_penalty_half_life;
418 self.channel_failures
419 .entry(short_channel_id)
420 .and_modify(|failure| failure.add_penalty(failure_penalty_msat, half_life))
421 .or_insert_with(|| ChannelFailure::new(failure_penalty_msat));
424 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
425 let half_life = self.params.failure_penalty_half_life;
426 for hop in path.iter() {
427 self.channel_failures
428 .entry(hop.short_channel_id)
429 .and_modify(|failure| failure.reduce_penalty(half_life));
434 impl<T: Time> Writeable for ScorerUsingTime<T> {
436 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
437 self.params.write(w)?;
438 self.channel_failures.write(w)?;
439 write_tlv_fields!(w, {});
444 impl<T: Time> Readable for ScorerUsingTime<T> {
446 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
448 params: Readable::read(r)?,
449 channel_failures: Readable::read(r)?,
451 read_tlv_fields!(r, {});
456 impl<T: Time> Writeable for ChannelFailure<T> {
458 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
459 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
460 write_tlv_fields!(w, {
461 (0, self.undecayed_penalty_msat, required),
462 (2, duration_since_epoch, required),
468 impl<T: Time> Readable for ChannelFailure<T> {
470 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
471 let mut undecayed_penalty_msat = 0;
472 let mut duration_since_epoch = Duration::from_secs(0);
473 read_tlv_fields!(r, {
474 (0, undecayed_penalty_msat, required),
475 (2, duration_since_epoch, required),
478 undecayed_penalty_msat,
479 last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
484 /// [`Score`] implementation using channel success probability distributions.
486 /// Based on *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
487 /// and Stefan Richter [[1]]. Given the uncertainty of channel liquidity balances, probability
488 /// distributions are defined based on knowledge learned from successful and unsuccessful attempts.
489 /// Then the negative `log10` of the success probability is used to determine the cost of routing a
490 /// specific HTLC amount through a channel.
492 /// Knowledge about channel liquidity balances takes the form of upper and lower bounds on the
493 /// possible liquidity. Certainty of the bounds is decreased over time using a decay function. See
494 /// [`ProbabilisticScoringParameters`] for details.
496 /// Since the scorer aims to learn the current channel liquidity balances, it works best for nodes
497 /// with high payment volume or that actively probe the [`NetworkGraph`]. Nodes with low payment
498 /// volume are more likely to experience failed payment paths, which would need to be retried.
502 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
505 /// [1]: https://arxiv.org/abs/2107.05322
506 pub type ProbabilisticScorer<G> = ProbabilisticScorerUsingTime::<G, ConfiguredTime>;
508 /// Probabilistic [`Score`] implementation.
510 /// (C-not exported) generally all users should use the [`ProbabilisticScorer`] type alias.
511 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph>, T: Time> {
512 params: ProbabilisticScoringParameters,
514 // TODO: Remove entries of closed channels.
515 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
518 /// Parameters for configuring [`ProbabilisticScorer`].
520 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
521 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
522 #[derive(Clone, Copy)]
523 pub struct ProbabilisticScoringParameters {
524 /// A fixed penalty in msats to apply to each channel.
526 /// Default value: 500 msat
527 pub base_penalty_msat: u64,
529 /// A multiplier used in conjunction with the negative `log10` of the channel's success
530 /// probability for a payment to determine the liquidity penalty.
532 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
533 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
534 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
535 /// lower bounding the success probability to `0.01`) when the amount falls within the
536 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
537 /// result in a `u64::max_value` penalty, however.
539 /// Default value: 40,000 msat
541 /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life
542 pub liquidity_penalty_multiplier_msat: u64,
544 /// The time required to elapse before any knowledge learned about channel liquidity balances is
547 /// The bounds are defined in terms of offsets and are initially zero. Increasing the offsets
548 /// gives tighter bounds on the channel liquidity balance. Thus, halving the offsets decreases
549 /// the certainty of the channel liquidity balance.
551 /// Default value: 1 hour
555 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
556 /// liquidity knowledge will never decay except when the bounds cross.
557 pub liquidity_offset_half_life: Duration,
559 /// A multiplier used in conjunction with a payment amount and the negative `log10` of the
560 /// channel's success probability for the payment to determine the amount penalty.
562 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
563 /// fees plus penalty) for large payments. The penalty is computed as the product of this
564 /// multiplier and `2^20`ths of the payment amount, weighted by the negative `log10` of the
565 /// success probability.
567 /// `-log10(success_probability) * amount_penalty_multiplier_msat * amount_msat / 2^20`
569 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
570 /// the amount will result in a penalty of the multiplier. And, as the success probability
571 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
572 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
575 /// Default value: 256 msat
576 pub amount_penalty_multiplier_msat: u64,
579 /// Accounting for channel liquidity balance uncertainty.
581 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
582 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
583 /// offset fields gives the opposite direction.
584 struct ChannelLiquidity<T: Time> {
585 /// Lower channel liquidity bound in terms of an offset from zero.
586 min_liquidity_offset_msat: u64,
588 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
589 max_liquidity_offset_msat: u64,
591 /// Time when the liquidity bounds were last modified.
595 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
596 /// decayed with a given half life.
597 struct DirectedChannelLiquidity<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> {
598 min_liquidity_offset_msat: L,
599 max_liquidity_offset_msat: L,
606 impl<G: Deref<Target = NetworkGraph>, T: Time> ProbabilisticScorerUsingTime<G, T> {
607 /// Creates a new scorer using the given scoring parameters for sending payments from a node
608 /// through a network graph.
609 pub fn new(params: ProbabilisticScoringParameters, network_graph: G) -> Self {
613 channel_liquidities: HashMap::new(),
618 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
619 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
624 impl ProbabilisticScoringParameters {
626 fn zero_penalty() -> Self {
628 base_penalty_msat: 0,
629 liquidity_penalty_multiplier_msat: 0,
630 liquidity_offset_half_life: Duration::from_secs(3600),
631 amount_penalty_multiplier_msat: 0,
636 impl Default for ProbabilisticScoringParameters {
637 fn default() -> Self {
639 base_penalty_msat: 500,
640 liquidity_penalty_multiplier_msat: 40_000,
641 liquidity_offset_half_life: Duration::from_secs(3600),
642 amount_penalty_multiplier_msat: 256,
647 impl<T: Time> ChannelLiquidity<T> {
651 min_liquidity_offset_msat: 0,
652 max_liquidity_offset_msat: 0,
653 last_updated: T::now(),
657 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
660 &self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
661 ) -> DirectedChannelLiquidity<&u64, T, &T> {
662 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
663 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat)
665 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat)
668 DirectedChannelLiquidity {
669 min_liquidity_offset_msat,
670 max_liquidity_offset_msat,
672 last_updated: &self.last_updated,
678 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
681 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
682 ) -> DirectedChannelLiquidity<&mut u64, T, &mut T> {
683 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
684 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat)
686 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat)
689 DirectedChannelLiquidity {
690 min_liquidity_offset_msat,
691 max_liquidity_offset_msat,
693 last_updated: &mut self.last_updated,
700 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
702 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
704 /// The divisor used when computing the amount penalty.
705 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
707 impl<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity<L, T, U> {
708 /// Returns a penalty for routing the given HTLC `amount_msat` through the channel in this
710 fn penalty_msat(&self, amount_msat: u64, params: ProbabilisticScoringParameters) -> u64 {
711 let max_liquidity_msat = self.max_liquidity_msat();
712 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
713 if amount_msat <= min_liquidity_msat {
715 } else if amount_msat >= max_liquidity_msat {
716 if amount_msat > max_liquidity_msat {
718 } else if max_liquidity_msat != self.capacity_msat {
719 // Avoid using the failed channel on retry.
722 // Equivalent to hitting the else clause below with the amount equal to the
723 // effective capacity and without any certainty on the liquidity upper bound.
724 let negative_log10_times_1024 = NEGATIVE_LOG10_UPPER_BOUND * 1024;
725 self.combined_penalty_msat(amount_msat, negative_log10_times_1024, params)
728 let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
729 let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
730 let negative_log10_times_1024 =
731 approx::negative_log10_times_1024(numerator, denominator);
732 self.combined_penalty_msat(amount_msat, negative_log10_times_1024, params)
736 /// Computes the liquidity and amount penalties and adds them to the base penalty.
738 fn combined_penalty_msat(
739 &self, amount_msat: u64, negative_log10_times_1024: u64,
740 params: ProbabilisticScoringParameters
742 let liquidity_penalty_msat = {
743 // Upper bound the liquidity penalty to ensure some channel is selected.
744 let multiplier_msat = params.liquidity_penalty_multiplier_msat;
745 let max_penalty_msat = multiplier_msat.saturating_mul(NEGATIVE_LOG10_UPPER_BOUND);
746 (negative_log10_times_1024.saturating_mul(multiplier_msat) / 1024).min(max_penalty_msat)
748 let amount_penalty_msat = negative_log10_times_1024
749 .saturating_mul(params.amount_penalty_multiplier_msat)
750 .saturating_mul(amount_msat) / 1024 / AMOUNT_PENALTY_DIVISOR;
752 params.base_penalty_msat
753 .saturating_add(liquidity_penalty_msat)
754 .saturating_add(amount_penalty_msat)
757 /// Returns the lower bound of the channel liquidity balance in this direction.
758 fn min_liquidity_msat(&self) -> u64 {
759 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
762 /// Returns the upper bound of the channel liquidity balance in this direction.
763 fn max_liquidity_msat(&self) -> u64 {
765 .checked_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
769 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
770 self.now.duration_since(*self.last_updated).as_secs()
771 .checked_div(self.half_life.as_secs())
772 .and_then(|decays| offset_msat.checked_shr(decays as u32))
777 impl<L: DerefMut<Target = u64>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, T, U> {
778 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
779 fn failed_at_channel(&mut self, amount_msat: u64) {
780 if amount_msat < self.max_liquidity_msat() {
781 self.set_max_liquidity_msat(amount_msat);
785 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
786 fn failed_downstream(&mut self, amount_msat: u64) {
787 if amount_msat > self.min_liquidity_msat() {
788 self.set_min_liquidity_msat(amount_msat);
792 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
793 fn successful(&mut self, amount_msat: u64) {
794 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
795 self.set_max_liquidity_msat(max_liquidity_msat);
798 /// Adjusts the lower bound of the channel liquidity balance in this direction.
799 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
800 *self.min_liquidity_offset_msat = amount_msat;
801 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
804 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
806 *self.last_updated = self.now;
809 /// Adjusts the upper bound of the channel liquidity balance in this direction.
810 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
811 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
812 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
815 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
817 *self.last_updated = self.now;
821 impl<G: Deref<Target = NetworkGraph>, T: Time> Score for ProbabilisticScorerUsingTime<G, T> {
822 fn channel_penalty_msat(
823 &self, short_channel_id: u64, amount_msat: u64, capacity_msat: u64, source: &NodeId,
826 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
827 self.channel_liquidities
828 .get(&short_channel_id)
829 .unwrap_or(&ChannelLiquidity::new())
830 .as_directed(source, target, capacity_msat, liquidity_offset_half_life)
831 .penalty_msat(amount_msat, self.params)
834 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
835 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
836 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
837 let network_graph = self.network_graph.read_only();
839 let target = NodeId::from_pubkey(&hop.pubkey);
840 let channel_directed_from_source = network_graph.channels()
841 .get(&hop.short_channel_id)
842 .and_then(|channel| channel.as_directed_to(&target));
844 // Only score announced channels.
845 if let Some((channel, source)) = channel_directed_from_source {
846 let capacity_msat = channel.effective_capacity().as_msat();
847 if hop.short_channel_id == short_channel_id {
848 self.channel_liquidities
849 .entry(hop.short_channel_id)
850 .or_insert_with(ChannelLiquidity::new)
851 .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
852 .failed_at_channel(amount_msat);
856 self.channel_liquidities
857 .entry(hop.short_channel_id)
858 .or_insert_with(ChannelLiquidity::new)
859 .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
860 .failed_downstream(amount_msat);
865 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
866 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
867 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
868 let network_graph = self.network_graph.read_only();
870 let target = NodeId::from_pubkey(&hop.pubkey);
871 let channel_directed_from_source = network_graph.channels()
872 .get(&hop.short_channel_id)
873 .and_then(|channel| channel.as_directed_to(&target));
875 // Only score announced channels.
876 if let Some((channel, source)) = channel_directed_from_source {
877 let capacity_msat = channel.effective_capacity().as_msat();
878 self.channel_liquidities
879 .entry(hop.short_channel_id)
880 .or_insert_with(ChannelLiquidity::new)
881 .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
882 .successful(amount_msat);
889 const BITS: u32 = 64;
890 const HIGHEST_BIT: u32 = BITS - 1;
891 const LOWER_BITS: u32 = 4;
892 const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
893 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
895 /// Look-up table for `log10(x) * 1024` where row `i` is used for each `x` having `i` as the
896 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
897 const LOG10_TIMES_1024: [[u16; LOWER_BITS_BOUND as usize]; BITS as usize] = [
898 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
899 [308, 308, 308, 308, 308, 308, 308, 308, 489, 489, 489, 489, 489, 489, 489, 489],
900 [617, 617, 617, 617, 716, 716, 716, 716, 797, 797, 797, 797, 865, 865, 865, 865],
901 [925, 925, 977, 977, 1024, 1024, 1066, 1066, 1105, 1105, 1141, 1141, 1174, 1174, 1204, 1204],
902 [1233, 1260, 1285, 1309, 1332, 1354, 1375, 1394, 1413, 1431, 1449, 1466, 1482, 1497, 1513, 1527],
903 [1541, 1568, 1594, 1618, 1641, 1662, 1683, 1703, 1722, 1740, 1757, 1774, 1790, 1806, 1821, 1835],
904 [1850, 1876, 1902, 1926, 1949, 1970, 1991, 2011, 2030, 2048, 2065, 2082, 2098, 2114, 2129, 2144],
905 [2158, 2185, 2210, 2234, 2257, 2279, 2299, 2319, 2338, 2356, 2374, 2390, 2407, 2422, 2437, 2452],
906 [2466, 2493, 2518, 2542, 2565, 2587, 2608, 2627, 2646, 2665, 2682, 2699, 2715, 2731, 2746, 2760],
907 [2774, 2801, 2827, 2851, 2874, 2895, 2916, 2936, 2955, 2973, 2990, 3007, 3023, 3039, 3054, 3068],
908 [3083, 3110, 3135, 3159, 3182, 3203, 3224, 3244, 3263, 3281, 3298, 3315, 3331, 3347, 3362, 3377],
909 [3391, 3418, 3443, 3467, 3490, 3512, 3532, 3552, 3571, 3589, 3607, 3623, 3640, 3655, 3670, 3685],
910 [3699, 3726, 3751, 3775, 3798, 3820, 3841, 3860, 3879, 3898, 3915, 3932, 3948, 3964, 3979, 3993],
911 [4007, 4034, 4060, 4084, 4107, 4128, 4149, 4169, 4188, 4206, 4223, 4240, 4256, 4272, 4287, 4301],
912 [4316, 4343, 4368, 4392, 4415, 4436, 4457, 4477, 4496, 4514, 4531, 4548, 4564, 4580, 4595, 4610],
913 [4624, 4651, 4676, 4700, 4723, 4745, 4765, 4785, 4804, 4822, 4840, 4857, 4873, 4888, 4903, 4918],
914 [4932, 4959, 4984, 5009, 5031, 5053, 5074, 5093, 5112, 5131, 5148, 5165, 5181, 5197, 5212, 5226],
915 [5240, 5267, 5293, 5317, 5340, 5361, 5382, 5402, 5421, 5439, 5456, 5473, 5489, 5505, 5520, 5534],
916 [5549, 5576, 5601, 5625, 5648, 5670, 5690, 5710, 5729, 5747, 5764, 5781, 5797, 5813, 5828, 5843],
917 [5857, 5884, 5909, 5933, 5956, 5978, 5998, 6018, 6037, 6055, 6073, 6090, 6106, 6121, 6136, 6151],
918 [6165, 6192, 6217, 6242, 6264, 6286, 6307, 6326, 6345, 6364, 6381, 6398, 6414, 6430, 6445, 6459],
919 [6473, 6500, 6526, 6550, 6573, 6594, 6615, 6635, 6654, 6672, 6689, 6706, 6722, 6738, 6753, 6767],
920 [6782, 6809, 6834, 6858, 6881, 6903, 6923, 6943, 6962, 6980, 6998, 7014, 7030, 7046, 7061, 7076],
921 [7090, 7117, 7142, 7166, 7189, 7211, 7231, 7251, 7270, 7288, 7306, 7323, 7339, 7354, 7369, 7384],
922 [7398, 7425, 7450, 7475, 7497, 7519, 7540, 7560, 7578, 7597, 7614, 7631, 7647, 7663, 7678, 7692],
923 [7706, 7733, 7759, 7783, 7806, 7827, 7848, 7868, 7887, 7905, 7922, 7939, 7955, 7971, 7986, 8001],
924 [8015, 8042, 8067, 8091, 8114, 8136, 8156, 8176, 8195, 8213, 8231, 8247, 8263, 8279, 8294, 8309],
925 [8323, 8350, 8375, 8399, 8422, 8444, 8464, 8484, 8503, 8521, 8539, 8556, 8572, 8587, 8602, 8617],
926 [8631, 8658, 8684, 8708, 8730, 8752, 8773, 8793, 8811, 8830, 8847, 8864, 8880, 8896, 8911, 8925],
927 [8939, 8966, 8992, 9016, 9039, 9060, 9081, 9101, 9120, 9138, 9155, 9172, 9188, 9204, 9219, 9234],
928 [9248, 9275, 9300, 9324, 9347, 9369, 9389, 9409, 9428, 9446, 9464, 9480, 9497, 9512, 9527, 9542],
929 [9556, 9583, 9608, 9632, 9655, 9677, 9698, 9717, 9736, 9754, 9772, 9789, 9805, 9820, 9835, 9850],
930 [9864, 9891, 9917, 9941, 9963, 9985, 10006, 10026, 10044, 10063, 10080, 10097, 10113, 10129, 10144, 10158],
931 [10172, 10199, 10225, 10249, 10272, 10293, 10314, 10334, 10353, 10371, 10388, 10405, 10421, 10437, 10452, 10467],
932 [10481, 10508, 10533, 10557, 10580, 10602, 10622, 10642, 10661, 10679, 10697, 10713, 10730, 10745, 10760, 10775],
933 [10789, 10816, 10841, 10865, 10888, 10910, 10931, 10950, 10969, 10987, 11005, 11022, 11038, 11053, 11068, 11083],
934 [11097, 11124, 11150, 11174, 11196, 11218, 11239, 11259, 11277, 11296, 11313, 11330, 11346, 11362, 11377, 11391],
935 [11405, 11432, 11458, 11482, 11505, 11526, 11547, 11567, 11586, 11604, 11621, 11638, 11654, 11670, 11685, 11700],
936 [11714, 11741, 11766, 11790, 11813, 11835, 11855, 11875, 11894, 11912, 11930, 11946, 11963, 11978, 11993, 12008],
937 [12022, 12049, 12074, 12098, 12121, 12143, 12164, 12183, 12202, 12220, 12238, 12255, 12271, 12286, 12301, 12316],
938 [12330, 12357, 12383, 12407, 12429, 12451, 12472, 12492, 12511, 12529, 12546, 12563, 12579, 12595, 12610, 12624],
939 [12638, 12665, 12691, 12715, 12738, 12759, 12780, 12800, 12819, 12837, 12854, 12871, 12887, 12903, 12918, 12933],
940 [12947, 12974, 12999, 13023, 13046, 13068, 13088, 13108, 13127, 13145, 13163, 13179, 13196, 13211, 13226, 13241],
941 [13255, 13282, 13307, 13331, 13354, 13376, 13397, 13416, 13435, 13453, 13471, 13488, 13504, 13519, 13535, 13549],
942 [13563, 13590, 13616, 13640, 13662, 13684, 13705, 13725, 13744, 13762, 13779, 13796, 13812, 13828, 13843, 13857],
943 [13871, 13898, 13924, 13948, 13971, 13992, 14013, 14033, 14052, 14070, 14087, 14104, 14120, 14136, 14151, 14166],
944 [14180, 14207, 14232, 14256, 14279, 14301, 14321, 14341, 14360, 14378, 14396, 14412, 14429, 14444, 14459, 14474],
945 [14488, 14515, 14540, 14564, 14587, 14609, 14630, 14649, 14668, 14686, 14704, 14721, 14737, 14752, 14768, 14782],
946 [14796, 14823, 14849, 14873, 14895, 14917, 14938, 14958, 14977, 14995, 15012, 15029, 15045, 15061, 15076, 15090],
947 [15104, 15131, 15157, 15181, 15204, 15225, 15246, 15266, 15285, 15303, 15320, 15337, 15353, 15369, 15384, 15399],
948 [15413, 15440, 15465, 15489, 15512, 15534, 15554, 15574, 15593, 15611, 15629, 15645, 15662, 15677, 15692, 15707],
949 [15721, 15748, 15773, 15797, 15820, 15842, 15863, 15882, 15901, 15919, 15937, 15954, 15970, 15985, 16001, 16015],
950 [16029, 16056, 16082, 16106, 16128, 16150, 16171, 16191, 16210, 16228, 16245, 16262, 16278, 16294, 16309, 16323],
951 [16337, 16364, 16390, 16414, 16437, 16458, 16479, 16499, 16518, 16536, 16553, 16570, 16586, 16602, 16617, 16632],
952 [16646, 16673, 16698, 16722, 16745, 16767, 16787, 16807, 16826, 16844, 16862, 16878, 16895, 16910, 16925, 16940],
953 [16954, 16981, 17006, 17030, 17053, 17075, 17096, 17115, 17134, 17152, 17170, 17187, 17203, 17218, 17234, 17248],
954 [17262, 17289, 17315, 17339, 17361, 17383, 17404, 17424, 17443, 17461, 17478, 17495, 17511, 17527, 17542, 17556],
955 [17571, 17597, 17623, 17647, 17670, 17691, 17712, 17732, 17751, 17769, 17786, 17803, 17819, 17835, 17850, 17865],
956 [17879, 17906, 17931, 17955, 17978, 18000, 18020, 18040, 18059, 18077, 18095, 18111, 18128, 18143, 18158, 18173],
957 [18187, 18214, 18239, 18263, 18286, 18308, 18329, 18348, 18367, 18385, 18403, 18420, 18436, 18452, 18467, 18481],
958 [18495, 18522, 18548, 18572, 18595, 18616, 18637, 18657, 18676, 18694, 18711, 18728, 18744, 18760, 18775, 18789],
959 [18804, 18830, 18856, 18880, 18903, 18924, 18945, 18965, 18984, 19002, 19019, 19036, 19052, 19068, 19083, 19098],
960 [19112, 19139, 19164, 19188, 19211, 19233, 19253, 19273, 19292, 19310, 19328, 19344, 19361, 19376, 19391, 19406],
961 [19420, 19447, 19472, 19496, 19519, 19541, 19562, 19581, 19600, 19619, 19636, 19653, 19669, 19685, 19700, 19714],
964 /// Approximate `log10(numerator / denominator) * 1024` using a look-up table.
966 pub fn negative_log10_times_1024(numerator: u64, denominator: u64) -> u64 {
967 // Multiply the -1 through to avoid needing to use signed numbers.
968 (log10_times_1024(denominator) - log10_times_1024(numerator)) as u64
972 fn log10_times_1024(x: u64) -> u16 {
973 debug_assert_ne!(x, 0);
974 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
975 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
976 LOG10_TIMES_1024[most_significant_bit as usize][lower_bits as usize]
984 fn prints_negative_log10_times_1024_lookup_table() {
986 for i in 0..LOWER_BITS_BOUND {
987 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
988 let log10_times_1024 = ((x as f64).log10() * 1024.0).round() as u16;
989 assert_eq!(log10_times_1024, LOG10_TIMES_1024[msb as usize][i as usize]);
991 if i % LOWER_BITS_BOUND == 0 {
992 print!("\t\t[{}, ", log10_times_1024);
993 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
994 println!("{}],", log10_times_1024);
996 print!("{}, ", log10_times_1024);
1004 impl<G: Deref<Target = NetworkGraph>, T: Time> Writeable for ProbabilisticScorerUsingTime<G, T> {
1006 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1007 write_tlv_fields!(w, {
1008 (0, self.channel_liquidities, required)
1014 impl<G: Deref<Target = NetworkGraph>, T: Time>
1015 ReadableArgs<(ProbabilisticScoringParameters, G)> for ProbabilisticScorerUsingTime<G, T> {
1018 r: &mut R, args: (ProbabilisticScoringParameters, G)
1019 ) -> Result<Self, DecodeError> {
1020 let (params, network_graph) = args;
1021 let mut channel_liquidities = HashMap::new();
1022 read_tlv_fields!(r, {
1023 (0, channel_liquidities, required)
1028 channel_liquidities,
1033 impl<T: Time> Writeable for ChannelLiquidity<T> {
1035 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1036 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
1037 write_tlv_fields!(w, {
1038 (0, self.min_liquidity_offset_msat, required),
1039 (2, self.max_liquidity_offset_msat, required),
1040 (4, duration_since_epoch, required),
1046 impl<T: Time> Readable for ChannelLiquidity<T> {
1048 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
1049 let mut min_liquidity_offset_msat = 0;
1050 let mut max_liquidity_offset_msat = 0;
1051 let mut duration_since_epoch = Duration::from_secs(0);
1052 read_tlv_fields!(r, {
1053 (0, min_liquidity_offset_msat, required),
1054 (2, max_liquidity_offset_msat, required),
1055 (4, duration_since_epoch, required),
1058 min_liquidity_offset_msat,
1059 max_liquidity_offset_msat,
1060 last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
1065 pub(crate) mod time {
1067 use core::time::Duration;
1068 /// A measurement of time.
1069 pub trait Time: Copy + Sub<Duration, Output = Self> where Self: Sized {
1070 /// Returns an instance corresponding to the current moment.
1073 /// Returns the amount of time elapsed since `self` was created.
1074 fn elapsed(&self) -> Duration;
1076 /// Returns the amount of time passed between `earlier` and `self`.
1077 fn duration_since(&self, earlier: Self) -> Duration;
1079 /// Returns the amount of time passed since the beginning of [`Time`].
1081 /// Used during (de-)serialization.
1082 fn duration_since_epoch() -> Duration;
1085 /// A state in which time has no meaning.
1086 #[derive(Clone, Copy, Debug, PartialEq, Eq)]
1087 pub struct Eternity;
1089 #[cfg(not(feature = "no-std"))]
1090 impl Time for std::time::Instant {
1092 std::time::Instant::now()
1095 fn duration_since(&self, earlier: Self) -> Duration {
1096 self.duration_since(earlier)
1099 fn duration_since_epoch() -> Duration {
1100 use std::time::SystemTime;
1101 SystemTime::now().duration_since(SystemTime::UNIX_EPOCH).unwrap()
1104 fn elapsed(&self) -> Duration {
1105 std::time::Instant::elapsed(self)
1109 impl Time for Eternity {
1114 fn duration_since(&self, _earlier: Self) -> Duration {
1115 Duration::from_secs(0)
1118 fn duration_since_epoch() -> Duration {
1119 Duration::from_secs(0)
1122 fn elapsed(&self) -> Duration {
1123 Duration::from_secs(0)
1127 impl Sub<Duration> for Eternity {
1130 fn sub(self, _other: Duration) -> Self {
1136 pub(crate) use self::time::Time;
1140 use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime, ScoringParameters, ScorerUsingTime, Time};
1141 use super::time::Eternity;
1143 use ln::features::{ChannelFeatures, NodeFeatures};
1144 use ln::msgs::{ChannelAnnouncement, ChannelUpdate, OptionalField, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
1145 use routing::scoring::Score;
1146 use routing::network_graph::{NetworkGraph, NodeId};
1147 use routing::router::RouteHop;
1148 use util::ser::{Readable, ReadableArgs, Writeable};
1150 use bitcoin::blockdata::constants::genesis_block;
1151 use bitcoin::hashes::Hash;
1152 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
1153 use bitcoin::network::constants::Network;
1154 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
1155 use core::cell::Cell;
1157 use core::time::Duration;
1162 /// Time that can be advanced manually in tests.
1163 #[derive(Clone, Copy, Debug, PartialEq, Eq)]
1164 struct SinceEpoch(Duration);
1168 static ELAPSED: Cell<Duration> = core::cell::Cell::new(Duration::from_secs(0));
1171 fn advance(duration: Duration) {
1172 Self::ELAPSED.with(|elapsed| elapsed.set(elapsed.get() + duration))
1176 impl Time for SinceEpoch {
1178 Self(Self::duration_since_epoch())
1181 fn duration_since(&self, earlier: Self) -> Duration {
1185 fn duration_since_epoch() -> Duration {
1186 Self::ELAPSED.with(|elapsed| elapsed.get())
1189 fn elapsed(&self) -> Duration {
1190 Self::duration_since_epoch() - self.0
1194 impl Sub<Duration> for SinceEpoch {
1197 fn sub(self, other: Duration) -> Self {
1198 Self(self.0 - other)
1203 fn time_passes_when_advanced() {
1204 let now = SinceEpoch::now();
1205 assert_eq!(now.elapsed(), Duration::from_secs(0));
1207 SinceEpoch::advance(Duration::from_secs(1));
1208 SinceEpoch::advance(Duration::from_secs(1));
1210 let elapsed = now.elapsed();
1211 let later = SinceEpoch::now();
1213 assert_eq!(elapsed, Duration::from_secs(2));
1214 assert_eq!(later - elapsed, now);
1218 fn time_never_passes_in_an_eternity() {
1219 let now = Eternity::now();
1220 let elapsed = now.elapsed();
1221 let later = Eternity::now();
1223 assert_eq!(now.elapsed(), Duration::from_secs(0));
1224 assert_eq!(later - elapsed, now);
1229 /// A scorer for testing with time that can be manually advanced.
1230 type Scorer = ScorerUsingTime::<SinceEpoch>;
1232 fn source_privkey() -> SecretKey {
1233 SecretKey::from_slice(&[42; 32]).unwrap()
1236 fn target_privkey() -> SecretKey {
1237 SecretKey::from_slice(&[43; 32]).unwrap()
1240 fn source_pubkey() -> PublicKey {
1241 let secp_ctx = Secp256k1::new();
1242 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1245 fn target_pubkey() -> PublicKey {
1246 let secp_ctx = Secp256k1::new();
1247 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1250 fn source_node_id() -> NodeId {
1251 NodeId::from_pubkey(&source_pubkey())
1254 fn target_node_id() -> NodeId {
1255 NodeId::from_pubkey(&target_pubkey())
1259 fn penalizes_without_channel_failures() {
1260 let scorer = Scorer::new(ScoringParameters {
1261 base_penalty_msat: 1_000,
1262 failure_penalty_msat: 512,
1263 failure_penalty_half_life: Duration::from_secs(1),
1264 overuse_penalty_start_1024th: 1024,
1265 overuse_penalty_msat_per_1024th: 0,
1267 let source = source_node_id();
1268 let target = target_node_id();
1269 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1271 SinceEpoch::advance(Duration::from_secs(1));
1272 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1276 fn accumulates_channel_failure_penalties() {
1277 let mut scorer = Scorer::new(ScoringParameters {
1278 base_penalty_msat: 1_000,
1279 failure_penalty_msat: 64,
1280 failure_penalty_half_life: Duration::from_secs(10),
1281 overuse_penalty_start_1024th: 1024,
1282 overuse_penalty_msat_per_1024th: 0,
1284 let source = source_node_id();
1285 let target = target_node_id();
1286 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1288 scorer.payment_path_failed(&[], 42);
1289 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1291 scorer.payment_path_failed(&[], 42);
1292 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1294 scorer.payment_path_failed(&[], 42);
1295 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_192);
1299 fn decays_channel_failure_penalties_over_time() {
1300 let mut scorer = Scorer::new(ScoringParameters {
1301 base_penalty_msat: 1_000,
1302 failure_penalty_msat: 512,
1303 failure_penalty_half_life: Duration::from_secs(10),
1304 overuse_penalty_start_1024th: 1024,
1305 overuse_penalty_msat_per_1024th: 0,
1307 let source = source_node_id();
1308 let target = target_node_id();
1309 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1311 scorer.payment_path_failed(&[], 42);
1312 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1314 SinceEpoch::advance(Duration::from_secs(9));
1315 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1317 SinceEpoch::advance(Duration::from_secs(1));
1318 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1320 SinceEpoch::advance(Duration::from_secs(10 * 8));
1321 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_001);
1323 SinceEpoch::advance(Duration::from_secs(10));
1324 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1326 SinceEpoch::advance(Duration::from_secs(10));
1327 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1331 fn decays_channel_failure_penalties_without_shift_overflow() {
1332 let mut scorer = Scorer::new(ScoringParameters {
1333 base_penalty_msat: 1_000,
1334 failure_penalty_msat: 512,
1335 failure_penalty_half_life: Duration::from_secs(10),
1336 overuse_penalty_start_1024th: 1024,
1337 overuse_penalty_msat_per_1024th: 0,
1339 let source = source_node_id();
1340 let target = target_node_id();
1341 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1343 scorer.payment_path_failed(&[], 42);
1344 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1346 // An unchecked right shift 64 bits or more in ChannelFailure::decayed_penalty_msat would
1347 // cause an overflow.
1348 SinceEpoch::advance(Duration::from_secs(10 * 64));
1349 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1351 SinceEpoch::advance(Duration::from_secs(10));
1352 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1356 fn accumulates_channel_failure_penalties_after_decay() {
1357 let mut scorer = Scorer::new(ScoringParameters {
1358 base_penalty_msat: 1_000,
1359 failure_penalty_msat: 512,
1360 failure_penalty_half_life: Duration::from_secs(10),
1361 overuse_penalty_start_1024th: 1024,
1362 overuse_penalty_msat_per_1024th: 0,
1364 let source = source_node_id();
1365 let target = target_node_id();
1366 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1368 scorer.payment_path_failed(&[], 42);
1369 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1371 SinceEpoch::advance(Duration::from_secs(10));
1372 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1374 scorer.payment_path_failed(&[], 42);
1375 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_768);
1377 SinceEpoch::advance(Duration::from_secs(10));
1378 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_384);
1382 fn reduces_channel_failure_penalties_after_success() {
1383 let mut scorer = Scorer::new(ScoringParameters {
1384 base_penalty_msat: 1_000,
1385 failure_penalty_msat: 512,
1386 failure_penalty_half_life: Duration::from_secs(10),
1387 overuse_penalty_start_1024th: 1024,
1388 overuse_penalty_msat_per_1024th: 0,
1390 let source = source_node_id();
1391 let target = target_node_id();
1392 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1394 scorer.payment_path_failed(&[], 42);
1395 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1397 SinceEpoch::advance(Duration::from_secs(10));
1398 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1400 let hop = RouteHop {
1401 pubkey: PublicKey::from_slice(target.as_slice()).unwrap(),
1402 node_features: NodeFeatures::known(),
1403 short_channel_id: 42,
1404 channel_features: ChannelFeatures::known(),
1406 cltv_expiry_delta: 18,
1408 scorer.payment_path_successful(&[&hop]);
1409 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1411 SinceEpoch::advance(Duration::from_secs(10));
1412 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1416 fn restores_persisted_channel_failure_penalties() {
1417 let mut scorer = Scorer::new(ScoringParameters {
1418 base_penalty_msat: 1_000,
1419 failure_penalty_msat: 512,
1420 failure_penalty_half_life: Duration::from_secs(10),
1421 overuse_penalty_start_1024th: 1024,
1422 overuse_penalty_msat_per_1024th: 0,
1424 let source = source_node_id();
1425 let target = target_node_id();
1427 scorer.payment_path_failed(&[], 42);
1428 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1430 SinceEpoch::advance(Duration::from_secs(10));
1431 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1433 scorer.payment_path_failed(&[], 43);
1434 assert_eq!(scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1436 let mut serialized_scorer = Vec::new();
1437 scorer.write(&mut serialized_scorer).unwrap();
1439 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1440 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1441 assert_eq!(deserialized_scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1445 fn decays_persisted_channel_failure_penalties() {
1446 let mut scorer = Scorer::new(ScoringParameters {
1447 base_penalty_msat: 1_000,
1448 failure_penalty_msat: 512,
1449 failure_penalty_half_life: Duration::from_secs(10),
1450 overuse_penalty_start_1024th: 1024,
1451 overuse_penalty_msat_per_1024th: 0,
1453 let source = source_node_id();
1454 let target = target_node_id();
1456 scorer.payment_path_failed(&[], 42);
1457 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1459 let mut serialized_scorer = Vec::new();
1460 scorer.write(&mut serialized_scorer).unwrap();
1462 SinceEpoch::advance(Duration::from_secs(10));
1464 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1465 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1467 SinceEpoch::advance(Duration::from_secs(10));
1468 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1472 fn charges_per_1024th_penalty() {
1473 let scorer = Scorer::new(ScoringParameters {
1474 base_penalty_msat: 0,
1475 failure_penalty_msat: 0,
1476 failure_penalty_half_life: Duration::from_secs(0),
1477 overuse_penalty_start_1024th: 256,
1478 overuse_penalty_msat_per_1024th: 100,
1480 let source = source_node_id();
1481 let target = target_node_id();
1483 assert_eq!(scorer.channel_penalty_msat(42, 1_000, 1_024_000, &source, &target), 0);
1484 assert_eq!(scorer.channel_penalty_msat(42, 256_999, 1_024_000, &source, &target), 0);
1485 assert_eq!(scorer.channel_penalty_msat(42, 257_000, 1_024_000, &source, &target), 100);
1486 assert_eq!(scorer.channel_penalty_msat(42, 258_000, 1_024_000, &source, &target), 200);
1487 assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 256 * 100);
1490 // `ProbabilisticScorer` tests
1492 /// A probabilistic scorer for testing with time that can be manually advanced.
1493 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph, SinceEpoch>;
1495 fn sender_privkey() -> SecretKey {
1496 SecretKey::from_slice(&[41; 32]).unwrap()
1499 fn recipient_privkey() -> SecretKey {
1500 SecretKey::from_slice(&[45; 32]).unwrap()
1503 fn sender_pubkey() -> PublicKey {
1504 let secp_ctx = Secp256k1::new();
1505 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1508 fn recipient_pubkey() -> PublicKey {
1509 let secp_ctx = Secp256k1::new();
1510 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1513 fn sender_node_id() -> NodeId {
1514 NodeId::from_pubkey(&sender_pubkey())
1517 fn recipient_node_id() -> NodeId {
1518 NodeId::from_pubkey(&recipient_pubkey())
1521 fn network_graph() -> NetworkGraph {
1522 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1523 let mut network_graph = NetworkGraph::new(genesis_hash);
1524 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1525 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1531 network_graph: &mut NetworkGraph, short_channel_id: u64, node_1_key: SecretKey,
1532 node_2_key: SecretKey
1534 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1535 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1536 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1537 let secp_ctx = Secp256k1::new();
1538 let unsigned_announcement = UnsignedChannelAnnouncement {
1539 features: ChannelFeatures::known(),
1540 chain_hash: genesis_hash,
1542 node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key),
1543 node_id_2: PublicKey::from_secret_key(&secp_ctx, &node_2_key),
1544 bitcoin_key_1: PublicKey::from_secret_key(&secp_ctx, &node_1_secret),
1545 bitcoin_key_2: PublicKey::from_secret_key(&secp_ctx, &node_2_secret),
1546 excess_data: Vec::new(),
1548 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1549 let signed_announcement = ChannelAnnouncement {
1550 node_signature_1: secp_ctx.sign(&msghash, &node_1_key),
1551 node_signature_2: secp_ctx.sign(&msghash, &node_2_key),
1552 bitcoin_signature_1: secp_ctx.sign(&msghash, &node_1_secret),
1553 bitcoin_signature_2: secp_ctx.sign(&msghash, &node_2_secret),
1554 contents: unsigned_announcement,
1556 let chain_source: Option<&::util::test_utils::TestChainSource> = None;
1557 network_graph.update_channel_from_announcement(
1558 &signed_announcement, &chain_source, &secp_ctx).unwrap();
1559 update_channel(network_graph, short_channel_id, node_1_key, 0);
1560 update_channel(network_graph, short_channel_id, node_2_key, 1);
1564 network_graph: &mut NetworkGraph, short_channel_id: u64, node_key: SecretKey, flags: u8
1566 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1567 let secp_ctx = Secp256k1::new();
1568 let unsigned_update = UnsignedChannelUpdate {
1569 chain_hash: genesis_hash,
1573 cltv_expiry_delta: 18,
1574 htlc_minimum_msat: 0,
1575 htlc_maximum_msat: OptionalField::Present(1_000),
1577 fee_proportional_millionths: 0,
1578 excess_data: Vec::new(),
1580 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1581 let signed_update = ChannelUpdate {
1582 signature: secp_ctx.sign(&msghash, &node_key),
1583 contents: unsigned_update,
1585 network_graph.update_channel(&signed_update, &secp_ctx).unwrap();
1588 fn payment_path_for_amount(amount_msat: u64) -> Vec<RouteHop> {
1591 pubkey: source_pubkey(),
1592 node_features: NodeFeatures::known(),
1593 short_channel_id: 41,
1594 channel_features: ChannelFeatures::known(),
1596 cltv_expiry_delta: 18,
1599 pubkey: target_pubkey(),
1600 node_features: NodeFeatures::known(),
1601 short_channel_id: 42,
1602 channel_features: ChannelFeatures::known(),
1604 cltv_expiry_delta: 18,
1607 pubkey: recipient_pubkey(),
1608 node_features: NodeFeatures::known(),
1609 short_channel_id: 43,
1610 channel_features: ChannelFeatures::known(),
1611 fee_msat: amount_msat,
1612 cltv_expiry_delta: 18,
1618 fn liquidity_bounds_directed_from_lowest_node_id() {
1619 let last_updated = SinceEpoch::now();
1620 let network_graph = network_graph();
1621 let params = ProbabilisticScoringParameters::default();
1622 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1625 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
1629 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
1631 let source = source_node_id();
1632 let target = target_node_id();
1633 let recipient = recipient_node_id();
1634 assert!(source > target);
1635 assert!(target < recipient);
1637 // Update minimum liquidity.
1639 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1640 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1641 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1642 assert_eq!(liquidity.min_liquidity_msat(), 100);
1643 assert_eq!(liquidity.max_liquidity_msat(), 300);
1645 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1646 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1647 assert_eq!(liquidity.min_liquidity_msat(), 700);
1648 assert_eq!(liquidity.max_liquidity_msat(), 900);
1650 scorer.channel_liquidities.get_mut(&42).unwrap()
1651 .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1652 .set_min_liquidity_msat(200);
1654 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1655 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1656 assert_eq!(liquidity.min_liquidity_msat(), 200);
1657 assert_eq!(liquidity.max_liquidity_msat(), 300);
1659 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1660 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1661 assert_eq!(liquidity.min_liquidity_msat(), 700);
1662 assert_eq!(liquidity.max_liquidity_msat(), 800);
1664 // Update maximum liquidity.
1666 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1667 .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
1668 assert_eq!(liquidity.min_liquidity_msat(), 700);
1669 assert_eq!(liquidity.max_liquidity_msat(), 900);
1671 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1672 .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
1673 assert_eq!(liquidity.min_liquidity_msat(), 100);
1674 assert_eq!(liquidity.max_liquidity_msat(), 300);
1676 scorer.channel_liquidities.get_mut(&43).unwrap()
1677 .as_directed_mut(&target, &recipient, 1_000, liquidity_offset_half_life)
1678 .set_max_liquidity_msat(200);
1680 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1681 .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
1682 assert_eq!(liquidity.min_liquidity_msat(), 0);
1683 assert_eq!(liquidity.max_liquidity_msat(), 200);
1685 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1686 .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
1687 assert_eq!(liquidity.min_liquidity_msat(), 800);
1688 assert_eq!(liquidity.max_liquidity_msat(), 1000);
1692 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
1693 let last_updated = SinceEpoch::now();
1694 let network_graph = network_graph();
1695 let params = ProbabilisticScoringParameters::default();
1696 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1699 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
1701 let source = source_node_id();
1702 let target = target_node_id();
1703 assert!(source > target);
1705 // Check initial bounds.
1706 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1707 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1708 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1709 assert_eq!(liquidity.min_liquidity_msat(), 400);
1710 assert_eq!(liquidity.max_liquidity_msat(), 800);
1712 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1713 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1714 assert_eq!(liquidity.min_liquidity_msat(), 200);
1715 assert_eq!(liquidity.max_liquidity_msat(), 600);
1717 // Reset from source to target.
1718 scorer.channel_liquidities.get_mut(&42).unwrap()
1719 .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1720 .set_min_liquidity_msat(900);
1722 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1723 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1724 assert_eq!(liquidity.min_liquidity_msat(), 900);
1725 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1727 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1728 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1729 assert_eq!(liquidity.min_liquidity_msat(), 0);
1730 assert_eq!(liquidity.max_liquidity_msat(), 100);
1732 // Reset from target to source.
1733 scorer.channel_liquidities.get_mut(&42).unwrap()
1734 .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
1735 .set_min_liquidity_msat(400);
1737 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1738 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1739 assert_eq!(liquidity.min_liquidity_msat(), 0);
1740 assert_eq!(liquidity.max_liquidity_msat(), 600);
1742 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1743 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1744 assert_eq!(liquidity.min_liquidity_msat(), 400);
1745 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1749 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
1750 let last_updated = SinceEpoch::now();
1751 let network_graph = network_graph();
1752 let params = ProbabilisticScoringParameters::default();
1753 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1756 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
1758 let source = source_node_id();
1759 let target = target_node_id();
1760 assert!(source > target);
1762 // Check initial bounds.
1763 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1764 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1765 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1766 assert_eq!(liquidity.min_liquidity_msat(), 400);
1767 assert_eq!(liquidity.max_liquidity_msat(), 800);
1769 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1770 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1771 assert_eq!(liquidity.min_liquidity_msat(), 200);
1772 assert_eq!(liquidity.max_liquidity_msat(), 600);
1774 // Reset from source to target.
1775 scorer.channel_liquidities.get_mut(&42).unwrap()
1776 .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1777 .set_max_liquidity_msat(300);
1779 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1780 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1781 assert_eq!(liquidity.min_liquidity_msat(), 0);
1782 assert_eq!(liquidity.max_liquidity_msat(), 300);
1784 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1785 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1786 assert_eq!(liquidity.min_liquidity_msat(), 700);
1787 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1789 // Reset from target to source.
1790 scorer.channel_liquidities.get_mut(&42).unwrap()
1791 .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
1792 .set_max_liquidity_msat(600);
1794 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1795 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1796 assert_eq!(liquidity.min_liquidity_msat(), 400);
1797 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1799 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1800 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1801 assert_eq!(liquidity.min_liquidity_msat(), 0);
1802 assert_eq!(liquidity.max_liquidity_msat(), 600);
1806 fn increased_penalty_nearing_liquidity_upper_bound() {
1807 let network_graph = network_graph();
1808 let params = ProbabilisticScoringParameters {
1809 liquidity_penalty_multiplier_msat: 1_000,
1810 ..ProbabilisticScoringParameters::zero_penalty()
1812 let scorer = ProbabilisticScorer::new(params, &network_graph);
1813 let source = source_node_id();
1814 let target = target_node_id();
1816 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024_000, &source, &target), 0);
1817 assert_eq!(scorer.channel_penalty_msat(42, 10_240, 1_024_000, &source, &target), 14);
1818 assert_eq!(scorer.channel_penalty_msat(42, 102_400, 1_024_000, &source, &target), 43);
1819 assert_eq!(scorer.channel_penalty_msat(42, 1_024_000, 1_024_000, &source, &target), 2_000);
1821 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 58);
1822 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
1823 assert_eq!(scorer.channel_penalty_msat(42, 374, 1_024, &source, &target), 204);
1824 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
1825 assert_eq!(scorer.channel_penalty_msat(42, 640, 1_024, &source, &target), 426);
1826 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 602);
1827 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 903);
1831 fn constant_penalty_outside_liquidity_bounds() {
1832 let last_updated = SinceEpoch::now();
1833 let network_graph = network_graph();
1834 let params = ProbabilisticScoringParameters {
1835 liquidity_penalty_multiplier_msat: 1_000,
1836 ..ProbabilisticScoringParameters::zero_penalty()
1838 let scorer = ProbabilisticScorer::new(params, &network_graph)
1841 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated
1843 let source = source_node_id();
1844 let target = target_node_id();
1846 assert_eq!(scorer.channel_penalty_msat(42, 39, 100, &source, &target), 0);
1847 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 0);
1848 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), u64::max_value());
1849 assert_eq!(scorer.channel_penalty_msat(42, 61, 100, &source, &target), u64::max_value());
1853 fn does_not_further_penalize_own_channel() {
1854 let network_graph = network_graph();
1855 let params = ProbabilisticScoringParameters {
1856 liquidity_penalty_multiplier_msat: 1_000,
1857 ..ProbabilisticScoringParameters::zero_penalty()
1859 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1860 let sender = sender_node_id();
1861 let source = source_node_id();
1862 let failed_path = payment_path_for_amount(500);
1863 let successful_path = payment_path_for_amount(200);
1865 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1867 scorer.payment_path_failed(&failed_path.iter().collect::<Vec<_>>(), 41);
1868 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1870 scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
1871 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1875 fn sets_liquidity_lower_bound_on_downstream_failure() {
1876 let network_graph = network_graph();
1877 let params = ProbabilisticScoringParameters {
1878 liquidity_penalty_multiplier_msat: 1_000,
1879 ..ProbabilisticScoringParameters::zero_penalty()
1881 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1882 let source = source_node_id();
1883 let target = target_node_id();
1884 let path = payment_path_for_amount(500);
1886 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
1887 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1888 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 601);
1890 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
1892 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 0);
1893 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 0);
1894 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 300);
1898 fn sets_liquidity_upper_bound_on_failure() {
1899 let network_graph = network_graph();
1900 let params = ProbabilisticScoringParameters {
1901 liquidity_penalty_multiplier_msat: 1_000,
1902 ..ProbabilisticScoringParameters::zero_penalty()
1904 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1905 let source = source_node_id();
1906 let target = target_node_id();
1907 let path = payment_path_for_amount(500);
1909 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
1910 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1911 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 601);
1913 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
1915 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1916 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), u64::max_value());
1917 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), u64::max_value());
1921 fn reduces_liquidity_upper_bound_along_path_on_success() {
1922 let network_graph = network_graph();
1923 let params = ProbabilisticScoringParameters {
1924 liquidity_penalty_multiplier_msat: 1_000,
1925 ..ProbabilisticScoringParameters::zero_penalty()
1927 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1928 let sender = sender_node_id();
1929 let source = source_node_id();
1930 let target = target_node_id();
1931 let recipient = recipient_node_id();
1932 let path = payment_path_for_amount(500);
1934 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 128);
1935 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
1936 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 128);
1938 scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
1940 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 128);
1941 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1942 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 300);
1946 fn decays_liquidity_bounds_over_time() {
1947 let network_graph = network_graph();
1948 let params = ProbabilisticScoringParameters {
1949 liquidity_penalty_multiplier_msat: 1_000,
1950 liquidity_offset_half_life: Duration::from_secs(10),
1951 ..ProbabilisticScoringParameters::zero_penalty()
1953 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1954 let source = source_node_id();
1955 let target = target_node_id();
1957 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1958 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1960 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
1961 scorer.payment_path_failed(&payment_path_for_amount(128).iter().collect::<Vec<_>>(), 43);
1963 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
1964 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 97);
1965 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_409);
1966 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), u64::max_value());
1968 SinceEpoch::advance(Duration::from_secs(9));
1969 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
1970 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 97);
1971 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_409);
1972 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), u64::max_value());
1974 SinceEpoch::advance(Duration::from_secs(1));
1975 assert_eq!(scorer.channel_penalty_msat(42, 64, 1_024, &source, &target), 0);
1976 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 34);
1977 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 1_773);
1978 assert_eq!(scorer.channel_penalty_msat(42, 960, 1_024, &source, &target), u64::max_value());
1980 // Fully decay liquidity lower bound.
1981 SinceEpoch::advance(Duration::from_secs(10 * 7));
1982 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1983 assert_eq!(scorer.channel_penalty_msat(42, 1, 1_024, &source, &target), 0);
1984 assert_eq!(scorer.channel_penalty_msat(42, 1_023, 1_024, &source, &target), 2_000);
1985 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1987 // Fully decay liquidity upper bound.
1988 SinceEpoch::advance(Duration::from_secs(10));
1989 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1990 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1992 SinceEpoch::advance(Duration::from_secs(10));
1993 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1994 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1998 fn decays_liquidity_bounds_without_shift_overflow() {
1999 let network_graph = network_graph();
2000 let params = ProbabilisticScoringParameters {
2001 liquidity_penalty_multiplier_msat: 1_000,
2002 liquidity_offset_half_life: Duration::from_secs(10),
2003 ..ProbabilisticScoringParameters::zero_penalty()
2005 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
2006 let source = source_node_id();
2007 let target = target_node_id();
2008 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
2010 scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::<Vec<_>>(), 42);
2011 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 274);
2013 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
2014 // would cause an overflow.
2015 SinceEpoch::advance(Duration::from_secs(10 * 64));
2016 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
2018 SinceEpoch::advance(Duration::from_secs(10));
2019 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
2023 fn restricts_liquidity_bounds_after_decay() {
2024 let network_graph = network_graph();
2025 let params = ProbabilisticScoringParameters {
2026 liquidity_penalty_multiplier_msat: 1_000,
2027 liquidity_offset_half_life: Duration::from_secs(10),
2028 ..ProbabilisticScoringParameters::zero_penalty()
2030 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
2031 let source = source_node_id();
2032 let target = target_node_id();
2034 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
2036 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2037 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
2038 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
2039 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 274);
2041 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2042 SinceEpoch::advance(Duration::from_secs(10));
2043 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
2045 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2046 // is closer to the upper bound, meaning a higher penalty.
2047 scorer.payment_path_successful(&payment_path_for_amount(64).iter().collect::<Vec<_>>());
2048 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 342);
2050 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2051 // is closer to the lower bound, meaning a lower penalty.
2052 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
2053 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 255);
2055 // Further decaying affects the lower bound more than the upper bound (128, 928).
2056 SinceEpoch::advance(Duration::from_secs(10));
2057 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 284);
2061 fn restores_persisted_liquidity_bounds() {
2062 let network_graph = network_graph();
2063 let params = ProbabilisticScoringParameters {
2064 liquidity_penalty_multiplier_msat: 1_000,
2065 liquidity_offset_half_life: Duration::from_secs(10),
2066 ..ProbabilisticScoringParameters::zero_penalty()
2068 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
2069 let source = source_node_id();
2070 let target = target_node_id();
2072 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
2073 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), u64::max_value());
2075 SinceEpoch::advance(Duration::from_secs(10));
2076 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 472);
2078 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
2079 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
2081 let mut serialized_scorer = Vec::new();
2082 scorer.write(&mut serialized_scorer).unwrap();
2084 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2085 let deserialized_scorer =
2086 <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
2087 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
2091 fn decays_persisted_liquidity_bounds() {
2092 let network_graph = network_graph();
2093 let params = ProbabilisticScoringParameters {
2094 liquidity_penalty_multiplier_msat: 1_000,
2095 liquidity_offset_half_life: Duration::from_secs(10),
2096 ..ProbabilisticScoringParameters::zero_penalty()
2098 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
2099 let source = source_node_id();
2100 let target = target_node_id();
2102 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
2103 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), u64::max_value());
2105 let mut serialized_scorer = Vec::new();
2106 scorer.write(&mut serialized_scorer).unwrap();
2108 SinceEpoch::advance(Duration::from_secs(10));
2110 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2111 let deserialized_scorer =
2112 <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
2113 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 472);
2115 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
2116 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
2118 SinceEpoch::advance(Duration::from_secs(10));
2119 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 371);
2123 fn adds_base_penalty_to_liquidity_penalty() {
2124 let network_graph = network_graph();
2125 let source = source_node_id();
2126 let target = target_node_id();
2128 let params = ProbabilisticScoringParameters {
2129 liquidity_penalty_multiplier_msat: 1_000,
2130 ..ProbabilisticScoringParameters::zero_penalty()
2132 let scorer = ProbabilisticScorer::new(params, &network_graph);
2133 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 58);
2135 let params = ProbabilisticScoringParameters {
2136 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
2138 let scorer = ProbabilisticScorer::new(params, &network_graph);
2139 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 558);
2143 fn adds_amount_penalty_to_liquidity_penalty() {
2144 let network_graph = network_graph();
2145 let source = source_node_id();
2146 let target = target_node_id();
2148 let params = ProbabilisticScoringParameters {
2149 liquidity_penalty_multiplier_msat: 1_000,
2150 amount_penalty_multiplier_msat: 0,
2151 ..ProbabilisticScoringParameters::zero_penalty()
2153 let scorer = ProbabilisticScorer::new(params, &network_graph);
2154 assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 300);
2156 let params = ProbabilisticScoringParameters {
2157 liquidity_penalty_multiplier_msat: 1_000,
2158 amount_penalty_multiplier_msat: 256,
2159 ..ProbabilisticScoringParameters::zero_penalty()
2161 let scorer = ProbabilisticScorer::new(params, &network_graph);
2162 assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 337);
2166 fn calculates_log10_without_overflowing_u64_max_value() {
2167 let network_graph = network_graph();
2168 let source = source_node_id();
2169 let target = target_node_id();
2171 let params = ProbabilisticScoringParameters {
2172 liquidity_penalty_multiplier_msat: 40_000,
2173 ..ProbabilisticScoringParameters::zero_penalty()
2175 let scorer = ProbabilisticScorer::new(params, &network_graph);
2177 scorer.channel_penalty_msat(42, u64::max_value(), u64::max_value(), &source, &target),