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 if payment_pos < min_bucket_start_pos {
1906 for (max_idx, max_bucket) in max_liquidity_offset_history_buckets.iter().enumerate().take(32 - min_idx) {
1907 let max_bucket_end_pos = BUCKET_START_POS[32 - max_idx] - 1;
1908 if payment_pos >= max_bucket_end_pos {
1909 // Success probability 0, the payment amount may be above the max liquidity
1912 // Note that this multiply can only barely not overflow - two 16 bit ints plus
1913 // 30 bits is 62 bits.
1914 let bucket_prob_times_billion = ((*min_bucket as u32) * (*max_bucket as u32)) as u64
1915 * 1024 * 1024 * 1024 / total_valid_points_tracked;
1916 debug_assert!(bucket_prob_times_billion < u32::max_value() as u64);
1917 cumulative_success_prob_times_billion += bucket_prob_times_billion;
1920 for (max_idx, max_bucket) in max_liquidity_offset_history_buckets.iter().enumerate().take(32 - min_idx) {
1921 let max_bucket_end_pos = BUCKET_START_POS[32 - max_idx] - 1;
1922 if payment_pos >= max_bucket_end_pos {
1923 // Success probability 0, the payment amount may be above the max liquidity
1926 // Note that this multiply can only barely not overflow - two 16 bit ints plus
1927 // 30 bits is 62 bits.
1928 let bucket_prob_times_billion = ((*min_bucket as u32) * (*max_bucket as u32)) as u64
1929 * 1024 * 1024 * 1024 / total_valid_points_tracked;
1930 debug_assert!(bucket_prob_times_billion < u32::max_value() as u64);
1931 cumulative_success_prob_times_billion += success_probability_times_value(
1932 payment_pos as u64, min_bucket_start_pos as u64,
1933 max_bucket_end_pos as u64, POSITION_TICKS as u64 - 1, params, true,
1934 bucket_prob_times_billion as u32);
1939 Some(cumulative_success_prob_times_billion)
1943 use bucketed_history::{LegacyHistoricalBucketRangeTracker, HistoricalBucketRangeTracker, DirectedHistoricalLiquidityTracker, HistoricalLiquidityTracker};
1945 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> Writeable for ProbabilisticScorer<G, L> where L::Target: Logger {
1947 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1948 write_tlv_fields!(w, {
1949 (0, self.channel_liquidities, required),
1955 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref>
1956 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorer<G, L> where L::Target: Logger {
1959 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
1960 ) -> Result<Self, DecodeError> {
1961 let (decay_params, network_graph, logger) = args;
1962 let mut channel_liquidities = HashMap::new();
1963 read_tlv_fields!(r, {
1964 (0, channel_liquidities, required),
1970 channel_liquidities,
1975 impl Writeable for ChannelLiquidity {
1977 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1978 write_tlv_fields!(w, {
1979 (0, self.min_liquidity_offset_msat, required),
1980 // 1 was the min_liquidity_offset_history in octile form
1981 (2, self.max_liquidity_offset_msat, required),
1982 // 3 was the max_liquidity_offset_history in octile form
1983 (4, self.last_updated, required),
1984 (5, self.liquidity_history.writeable_min_offset_history(), required),
1985 (7, self.liquidity_history.writeable_max_offset_history(), required),
1986 (9, self.offset_history_last_updated, required),
1992 impl Readable for ChannelLiquidity {
1994 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
1995 let mut min_liquidity_offset_msat = 0;
1996 let mut max_liquidity_offset_msat = 0;
1997 let mut legacy_min_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
1998 let mut legacy_max_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
1999 let mut min_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2000 let mut max_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2001 let mut last_updated = Duration::from_secs(0);
2002 let mut offset_history_last_updated = None;
2003 read_tlv_fields!(r, {
2004 (0, min_liquidity_offset_msat, required),
2005 (1, legacy_min_liq_offset_history, option),
2006 (2, max_liquidity_offset_msat, required),
2007 (3, legacy_max_liq_offset_history, option),
2008 (4, last_updated, required),
2009 (5, min_liquidity_offset_history, option),
2010 (7, max_liquidity_offset_history, option),
2011 (9, offset_history_last_updated, option),
2014 if min_liquidity_offset_history.is_none() {
2015 if let Some(legacy_buckets) = legacy_min_liq_offset_history {
2016 min_liquidity_offset_history = Some(legacy_buckets.into_current());
2018 min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2021 if max_liquidity_offset_history.is_none() {
2022 if let Some(legacy_buckets) = legacy_max_liq_offset_history {
2023 max_liquidity_offset_history = Some(legacy_buckets.into_current());
2025 max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2029 min_liquidity_offset_msat,
2030 max_liquidity_offset_msat,
2031 liquidity_history: HistoricalLiquidityTracker::from_min_max(
2032 min_liquidity_offset_history.unwrap(), max_liquidity_offset_history.unwrap()
2035 offset_history_last_updated: offset_history_last_updated.unwrap_or(last_updated),
2042 use super::{ChannelLiquidity, HistoricalLiquidityTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorer};
2043 use crate::blinded_path::{BlindedHop, BlindedPath};
2044 use crate::util::config::UserConfig;
2046 use crate::ln::channelmanager;
2047 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
2048 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
2049 use crate::routing::router::{BlindedTail, Path, RouteHop, CandidateRouteHop};
2050 use crate::routing::scoring::{ChannelUsage, ScoreLookUp, ScoreUpdate};
2051 use crate::util::ser::{ReadableArgs, Writeable};
2052 use crate::util::test_utils::{self, TestLogger};
2054 use bitcoin::blockdata::constants::ChainHash;
2055 use bitcoin::hashes::Hash;
2056 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
2057 use bitcoin::network::constants::Network;
2058 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
2059 use core::time::Duration;
2062 fn source_privkey() -> SecretKey {
2063 SecretKey::from_slice(&[42; 32]).unwrap()
2066 fn target_privkey() -> SecretKey {
2067 SecretKey::from_slice(&[43; 32]).unwrap()
2070 fn source_pubkey() -> PublicKey {
2071 let secp_ctx = Secp256k1::new();
2072 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
2075 fn target_pubkey() -> PublicKey {
2076 let secp_ctx = Secp256k1::new();
2077 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
2080 fn source_node_id() -> NodeId {
2081 NodeId::from_pubkey(&source_pubkey())
2084 fn target_node_id() -> NodeId {
2085 NodeId::from_pubkey(&target_pubkey())
2088 // `ProbabilisticScorer` tests
2090 fn sender_privkey() -> SecretKey {
2091 SecretKey::from_slice(&[41; 32]).unwrap()
2094 fn recipient_privkey() -> SecretKey {
2095 SecretKey::from_slice(&[45; 32]).unwrap()
2098 fn sender_pubkey() -> PublicKey {
2099 let secp_ctx = Secp256k1::new();
2100 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
2103 fn recipient_pubkey() -> PublicKey {
2104 let secp_ctx = Secp256k1::new();
2105 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
2108 fn recipient_node_id() -> NodeId {
2109 NodeId::from_pubkey(&recipient_pubkey())
2112 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
2113 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
2114 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
2115 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
2121 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
2122 node_2_key: SecretKey
2124 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2125 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
2126 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
2127 let secp_ctx = Secp256k1::new();
2128 let unsigned_announcement = UnsignedChannelAnnouncement {
2129 features: channelmanager::provided_channel_features(&UserConfig::default()),
2130 chain_hash: genesis_hash,
2132 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
2133 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
2134 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
2135 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
2136 excess_data: Vec::new(),
2138 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
2139 let signed_announcement = ChannelAnnouncement {
2140 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
2141 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
2142 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
2143 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
2144 contents: unsigned_announcement,
2146 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
2147 network_graph.update_channel_from_announcement(
2148 &signed_announcement, &chain_source).unwrap();
2149 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000, 100);
2150 update_channel(network_graph, short_channel_id, node_2_key, 1, 0, 100);
2154 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
2155 flags: u8, htlc_maximum_msat: u64, timestamp: u32,
2157 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2158 let secp_ctx = Secp256k1::new();
2159 let unsigned_update = UnsignedChannelUpdate {
2160 chain_hash: genesis_hash,
2164 cltv_expiry_delta: 18,
2165 htlc_minimum_msat: 0,
2168 fee_proportional_millionths: 0,
2169 excess_data: Vec::new(),
2171 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
2172 let signed_update = ChannelUpdate {
2173 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
2174 contents: unsigned_update,
2176 network_graph.update_channel(&signed_update).unwrap();
2179 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
2180 let config = UserConfig::default();
2183 node_features: channelmanager::provided_node_features(&config),
2185 channel_features: channelmanager::provided_channel_features(&config),
2187 cltv_expiry_delta: 18,
2188 maybe_announced_channel: true,
2192 fn payment_path_for_amount(amount_msat: u64) -> Path {
2195 path_hop(source_pubkey(), 41, 1),
2196 path_hop(target_pubkey(), 42, 2),
2197 path_hop(recipient_pubkey(), 43, amount_msat),
2198 ], blinded_tail: None,
2203 fn liquidity_bounds_directed_from_lowest_node_id() {
2204 let logger = TestLogger::new();
2205 let last_updated = Duration::ZERO;
2206 let offset_history_last_updated = Duration::ZERO;
2207 let network_graph = network_graph(&logger);
2208 let decay_params = ProbabilisticScoringDecayParameters::default();
2209 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2212 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
2213 last_updated, offset_history_last_updated,
2214 liquidity_history: HistoricalLiquidityTracker::new(),
2218 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
2219 last_updated, offset_history_last_updated,
2220 liquidity_history: HistoricalLiquidityTracker::new(),
2222 let source = source_node_id();
2223 let target = target_node_id();
2224 let recipient = recipient_node_id();
2225 assert!(source > target);
2226 assert!(target < recipient);
2228 // Update minimum liquidity.
2230 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2231 .as_directed(&source, &target, 1_000);
2232 assert_eq!(liquidity.min_liquidity_msat(), 100);
2233 assert_eq!(liquidity.max_liquidity_msat(), 300);
2235 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2236 .as_directed(&target, &source, 1_000);
2237 assert_eq!(liquidity.min_liquidity_msat(), 700);
2238 assert_eq!(liquidity.max_liquidity_msat(), 900);
2240 scorer.channel_liquidities.get_mut(&42).unwrap()
2241 .as_directed_mut(&source, &target, 1_000)
2242 .set_min_liquidity_msat(200, Duration::ZERO);
2244 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2245 .as_directed(&source, &target, 1_000);
2246 assert_eq!(liquidity.min_liquidity_msat(), 200);
2247 assert_eq!(liquidity.max_liquidity_msat(), 300);
2249 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2250 .as_directed(&target, &source, 1_000);
2251 assert_eq!(liquidity.min_liquidity_msat(), 700);
2252 assert_eq!(liquidity.max_liquidity_msat(), 800);
2254 // Update maximum liquidity.
2256 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2257 .as_directed(&target, &recipient, 1_000);
2258 assert_eq!(liquidity.min_liquidity_msat(), 700);
2259 assert_eq!(liquidity.max_liquidity_msat(), 900);
2261 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2262 .as_directed(&recipient, &target, 1_000);
2263 assert_eq!(liquidity.min_liquidity_msat(), 100);
2264 assert_eq!(liquidity.max_liquidity_msat(), 300);
2266 scorer.channel_liquidities.get_mut(&43).unwrap()
2267 .as_directed_mut(&target, &recipient, 1_000)
2268 .set_max_liquidity_msat(200, Duration::ZERO);
2270 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2271 .as_directed(&target, &recipient, 1_000);
2272 assert_eq!(liquidity.min_liquidity_msat(), 0);
2273 assert_eq!(liquidity.max_liquidity_msat(), 200);
2275 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2276 .as_directed(&recipient, &target, 1_000);
2277 assert_eq!(liquidity.min_liquidity_msat(), 800);
2278 assert_eq!(liquidity.max_liquidity_msat(), 1000);
2282 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
2283 let logger = TestLogger::new();
2284 let last_updated = Duration::ZERO;
2285 let offset_history_last_updated = Duration::ZERO;
2286 let network_graph = network_graph(&logger);
2287 let decay_params = ProbabilisticScoringDecayParameters::default();
2288 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2291 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
2292 last_updated, offset_history_last_updated,
2293 liquidity_history: HistoricalLiquidityTracker::new(),
2295 let source = source_node_id();
2296 let target = target_node_id();
2297 assert!(source > target);
2299 // Check initial bounds.
2300 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2301 .as_directed(&source, &target, 1_000);
2302 assert_eq!(liquidity.min_liquidity_msat(), 400);
2303 assert_eq!(liquidity.max_liquidity_msat(), 800);
2305 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2306 .as_directed(&target, &source, 1_000);
2307 assert_eq!(liquidity.min_liquidity_msat(), 200);
2308 assert_eq!(liquidity.max_liquidity_msat(), 600);
2310 // Reset from source to target.
2311 scorer.channel_liquidities.get_mut(&42).unwrap()
2312 .as_directed_mut(&source, &target, 1_000)
2313 .set_min_liquidity_msat(900, Duration::ZERO);
2315 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2316 .as_directed(&source, &target, 1_000);
2317 assert_eq!(liquidity.min_liquidity_msat(), 900);
2318 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2320 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2321 .as_directed(&target, &source, 1_000);
2322 assert_eq!(liquidity.min_liquidity_msat(), 0);
2323 assert_eq!(liquidity.max_liquidity_msat(), 100);
2325 // Reset from target to source.
2326 scorer.channel_liquidities.get_mut(&42).unwrap()
2327 .as_directed_mut(&target, &source, 1_000)
2328 .set_min_liquidity_msat(400, Duration::ZERO);
2330 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2331 .as_directed(&source, &target, 1_000);
2332 assert_eq!(liquidity.min_liquidity_msat(), 0);
2333 assert_eq!(liquidity.max_liquidity_msat(), 600);
2335 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2336 .as_directed(&target, &source, 1_000);
2337 assert_eq!(liquidity.min_liquidity_msat(), 400);
2338 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2342 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2343 let logger = TestLogger::new();
2344 let last_updated = Duration::ZERO;
2345 let offset_history_last_updated = Duration::ZERO;
2346 let network_graph = network_graph(&logger);
2347 let decay_params = ProbabilisticScoringDecayParameters::default();
2348 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2351 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
2352 last_updated, offset_history_last_updated,
2353 liquidity_history: HistoricalLiquidityTracker::new(),
2355 let source = source_node_id();
2356 let target = target_node_id();
2357 assert!(source > target);
2359 // Check initial bounds.
2360 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2361 .as_directed(&source, &target, 1_000);
2362 assert_eq!(liquidity.min_liquidity_msat(), 400);
2363 assert_eq!(liquidity.max_liquidity_msat(), 800);
2365 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2366 .as_directed(&target, &source, 1_000);
2367 assert_eq!(liquidity.min_liquidity_msat(), 200);
2368 assert_eq!(liquidity.max_liquidity_msat(), 600);
2370 // Reset from source to target.
2371 scorer.channel_liquidities.get_mut(&42).unwrap()
2372 .as_directed_mut(&source, &target, 1_000)
2373 .set_max_liquidity_msat(300, Duration::ZERO);
2375 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2376 .as_directed(&source, &target, 1_000);
2377 assert_eq!(liquidity.min_liquidity_msat(), 0);
2378 assert_eq!(liquidity.max_liquidity_msat(), 300);
2380 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2381 .as_directed(&target, &source, 1_000);
2382 assert_eq!(liquidity.min_liquidity_msat(), 700);
2383 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2385 // Reset from target to source.
2386 scorer.channel_liquidities.get_mut(&42).unwrap()
2387 .as_directed_mut(&target, &source, 1_000)
2388 .set_max_liquidity_msat(600, Duration::ZERO);
2390 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2391 .as_directed(&source, &target, 1_000);
2392 assert_eq!(liquidity.min_liquidity_msat(), 400);
2393 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2395 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2396 .as_directed(&target, &source, 1_000);
2397 assert_eq!(liquidity.min_liquidity_msat(), 0);
2398 assert_eq!(liquidity.max_liquidity_msat(), 600);
2402 fn increased_penalty_nearing_liquidity_upper_bound() {
2403 let logger = TestLogger::new();
2404 let network_graph = network_graph(&logger);
2405 let params = ProbabilisticScoringFeeParameters {
2406 liquidity_penalty_multiplier_msat: 1_000,
2407 ..ProbabilisticScoringFeeParameters::zero_penalty()
2409 let decay_params = ProbabilisticScoringDecayParameters::default();
2410 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2411 let source = source_node_id();
2413 let usage = ChannelUsage {
2415 inflight_htlc_msat: 0,
2416 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2418 let network_graph = network_graph.read_only();
2419 let channel = network_graph.channel(42).unwrap();
2420 let (info, _) = channel.as_directed_from(&source).unwrap();
2421 let candidate = CandidateRouteHop::PublicHop {
2423 short_channel_id: 42,
2425 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2426 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2427 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2428 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2429 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 47);
2430 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2431 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2433 let usage = ChannelUsage {
2435 inflight_htlc_msat: 0,
2436 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2438 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
2439 let usage = ChannelUsage { amount_msat: 256, ..usage };
2440 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
2441 let usage = ChannelUsage { amount_msat: 374, ..usage };
2442 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 198);
2443 let usage = ChannelUsage { amount_msat: 512, ..usage };
2444 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2445 let usage = ChannelUsage { amount_msat: 640, ..usage };
2446 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 425);
2447 let usage = ChannelUsage { amount_msat: 768, ..usage };
2448 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2449 let usage = ChannelUsage { amount_msat: 896, ..usage };
2450 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 902);
2454 fn constant_penalty_outside_liquidity_bounds() {
2455 let logger = TestLogger::new();
2456 let last_updated = Duration::ZERO;
2457 let offset_history_last_updated = Duration::ZERO;
2458 let network_graph = network_graph(&logger);
2459 let params = ProbabilisticScoringFeeParameters {
2460 liquidity_penalty_multiplier_msat: 1_000,
2461 considered_impossible_penalty_msat: u64::max_value(),
2462 ..ProbabilisticScoringFeeParameters::zero_penalty()
2464 let decay_params = ProbabilisticScoringDecayParameters {
2465 ..ProbabilisticScoringDecayParameters::zero_penalty()
2467 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2470 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40,
2471 last_updated, offset_history_last_updated,
2472 liquidity_history: HistoricalLiquidityTracker::new(),
2474 let source = source_node_id();
2476 let usage = ChannelUsage {
2478 inflight_htlc_msat: 0,
2479 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2481 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2482 let (info, _) = channel.as_directed_from(&source).unwrap();
2483 let candidate = CandidateRouteHop::PublicHop {
2485 short_channel_id: 42,
2487 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2488 let usage = ChannelUsage { amount_msat: 50, ..usage };
2489 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2490 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2491 let usage = ChannelUsage { amount_msat: 61, ..usage };
2492 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2496 fn does_not_further_penalize_own_channel() {
2497 let logger = TestLogger::new();
2498 let network_graph = network_graph(&logger);
2499 let params = ProbabilisticScoringFeeParameters {
2500 liquidity_penalty_multiplier_msat: 1_000,
2501 ..ProbabilisticScoringFeeParameters::zero_penalty()
2503 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2504 let source = source_node_id();
2505 let usage = ChannelUsage {
2507 inflight_htlc_msat: 0,
2508 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2510 let failed_path = payment_path_for_amount(500);
2511 let successful_path = payment_path_for_amount(200);
2512 let channel = &network_graph.read_only().channel(42).unwrap().to_owned();
2513 let (info, _) = channel.as_directed_from(&source).unwrap();
2514 let candidate = CandidateRouteHop::PublicHop {
2516 short_channel_id: 41,
2519 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2521 scorer.payment_path_failed(&failed_path, 41, Duration::ZERO);
2522 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2524 scorer.payment_path_successful(&successful_path, Duration::ZERO);
2525 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2529 fn sets_liquidity_lower_bound_on_downstream_failure() {
2530 let logger = TestLogger::new();
2531 let network_graph = network_graph(&logger);
2532 let params = ProbabilisticScoringFeeParameters {
2533 liquidity_penalty_multiplier_msat: 1_000,
2534 ..ProbabilisticScoringFeeParameters::zero_penalty()
2536 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2537 let source = source_node_id();
2538 let path = payment_path_for_amount(500);
2540 let usage = ChannelUsage {
2542 inflight_htlc_msat: 0,
2543 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2545 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2546 let (info, _) = channel.as_directed_from(&source).unwrap();
2547 let candidate = CandidateRouteHop::PublicHop {
2549 short_channel_id: 42,
2551 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2552 let usage = ChannelUsage { amount_msat: 500, ..usage };
2553 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2554 let usage = ChannelUsage { amount_msat: 750, ..usage };
2555 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2557 scorer.payment_path_failed(&path, 43, Duration::ZERO);
2559 let usage = ChannelUsage { amount_msat: 250, ..usage };
2560 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2561 let usage = ChannelUsage { amount_msat: 500, ..usage };
2562 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2563 let usage = ChannelUsage { amount_msat: 750, ..usage };
2564 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2568 fn sets_liquidity_upper_bound_on_failure() {
2569 let logger = TestLogger::new();
2570 let network_graph = network_graph(&logger);
2571 let params = ProbabilisticScoringFeeParameters {
2572 liquidity_penalty_multiplier_msat: 1_000,
2573 considered_impossible_penalty_msat: u64::max_value(),
2574 ..ProbabilisticScoringFeeParameters::zero_penalty()
2576 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2577 let source = source_node_id();
2578 let path = payment_path_for_amount(500);
2580 let usage = ChannelUsage {
2582 inflight_htlc_msat: 0,
2583 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2585 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2586 let (info, _) = channel.as_directed_from(&source).unwrap();
2587 let candidate = CandidateRouteHop::PublicHop {
2589 short_channel_id: 42,
2591 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2592 let usage = ChannelUsage { amount_msat: 500, ..usage };
2593 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2594 let usage = ChannelUsage { amount_msat: 750, ..usage };
2595 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2597 scorer.payment_path_failed(&path, 42, Duration::ZERO);
2599 let usage = ChannelUsage { amount_msat: 250, ..usage };
2600 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2601 let usage = ChannelUsage { amount_msat: 500, ..usage };
2602 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2603 let usage = ChannelUsage { amount_msat: 750, ..usage };
2604 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2608 fn ignores_channels_after_removed_failed_channel() {
2609 // Previously, if we'd tried to send over a channel which was removed from the network
2610 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2611 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2612 // channels in the route, even ones which they payment never reached. This tests to ensure
2613 // we do not score such channels.
2614 let secp_ctx = Secp256k1::new();
2615 let logger = TestLogger::new();
2616 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2617 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2618 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2619 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2620 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2621 add_channel(&mut network_graph, 42, secret_a, secret_b);
2622 // Don't add the channel from B -> C.
2623 add_channel(&mut network_graph, 44, secret_c, secret_d);
2625 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2626 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2627 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2628 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2631 path_hop(pub_b, 42, 1),
2632 path_hop(pub_c, 43, 2),
2633 path_hop(pub_d, 44, 100),
2636 let node_a = NodeId::from_pubkey(&pub_a);
2637 let node_b = NodeId::from_pubkey(&pub_b);
2638 let node_c = NodeId::from_pubkey(&pub_c);
2640 let params = ProbabilisticScoringFeeParameters {
2641 liquidity_penalty_multiplier_msat: 1_000,
2642 ..ProbabilisticScoringFeeParameters::zero_penalty()
2644 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2646 let usage = ChannelUsage {
2648 inflight_htlc_msat: 0,
2649 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2651 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2652 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2653 let candidate = CandidateRouteHop::PublicHop {
2655 short_channel_id: 42,
2657 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2658 // Note that a default liquidity bound is used for B -> C as no channel exists
2659 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2660 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2661 let candidate = CandidateRouteHop::PublicHop {
2663 short_channel_id: 43,
2665 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2666 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2667 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2668 let candidate = CandidateRouteHop::PublicHop {
2670 short_channel_id: 44,
2672 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2674 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43, Duration::ZERO);
2676 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2677 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2678 let candidate = CandidateRouteHop::PublicHop {
2680 short_channel_id: 42,
2682 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80);
2683 // Note that a default liquidity bound is used for B -> C as no channel exists
2684 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2685 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2686 let candidate = CandidateRouteHop::PublicHop {
2688 short_channel_id: 43,
2690 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2691 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2692 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2693 let candidate = CandidateRouteHop::PublicHop {
2695 short_channel_id: 44,
2697 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2701 fn reduces_liquidity_upper_bound_along_path_on_success() {
2702 let logger = TestLogger::new();
2703 let network_graph = network_graph(&logger);
2704 let params = ProbabilisticScoringFeeParameters {
2705 liquidity_penalty_multiplier_msat: 1_000,
2706 ..ProbabilisticScoringFeeParameters::zero_penalty()
2708 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2709 let source = source_node_id();
2710 let usage = ChannelUsage {
2712 inflight_htlc_msat: 0,
2713 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2715 let network_graph = network_graph.read_only().channels().clone();
2716 let channel_42 = network_graph.get(&42).unwrap();
2717 let channel_43 = network_graph.get(&43).unwrap();
2718 let (info, _) = channel_42.as_directed_from(&source).unwrap();
2719 let candidate_41 = CandidateRouteHop::PublicHop {
2721 short_channel_id: 41,
2723 let (info, target) = channel_42.as_directed_from(&source).unwrap();
2724 let candidate_42 = CandidateRouteHop::PublicHop {
2726 short_channel_id: 42,
2728 let (info, _) = channel_43.as_directed_from(&target).unwrap();
2729 let candidate_43 = CandidateRouteHop::PublicHop {
2731 short_channel_id: 43,
2733 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2734 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 128);
2735 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 128);
2737 scorer.payment_path_successful(&payment_path_for_amount(500), Duration::ZERO);
2739 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2740 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 300);
2741 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 300);
2745 fn decays_liquidity_bounds_over_time() {
2746 let logger = TestLogger::new();
2747 let network_graph = network_graph(&logger);
2748 let params = ProbabilisticScoringFeeParameters {
2749 liquidity_penalty_multiplier_msat: 1_000,
2750 considered_impossible_penalty_msat: u64::max_value(),
2751 ..ProbabilisticScoringFeeParameters::zero_penalty()
2753 let decay_params = ProbabilisticScoringDecayParameters {
2754 liquidity_offset_half_life: Duration::from_secs(10),
2755 ..ProbabilisticScoringDecayParameters::zero_penalty()
2757 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2758 let source = source_node_id();
2760 let usage = ChannelUsage {
2762 inflight_htlc_msat: 0,
2763 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2765 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2766 let (info, _) = channel.as_directed_from(&source).unwrap();
2767 let candidate = CandidateRouteHop::PublicHop {
2769 short_channel_id: 42,
2771 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2772 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2773 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2775 scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
2776 scorer.payment_path_failed(&payment_path_for_amount(128), 43, Duration::ZERO);
2778 // Initial penalties
2779 let usage = ChannelUsage { amount_msat: 128, ..usage };
2780 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2781 let usage = ChannelUsage { amount_msat: 256, ..usage };
2782 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 93);
2783 let usage = ChannelUsage { amount_msat: 768, ..usage };
2784 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_479);
2785 let usage = ChannelUsage { amount_msat: 896, ..usage };
2786 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2788 // Half decay (i.e., three-quarter life)
2789 scorer.decay_liquidity_certainty(Duration::from_secs(5));
2790 let usage = ChannelUsage { amount_msat: 128, ..usage };
2791 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 22);
2792 let usage = ChannelUsage { amount_msat: 256, ..usage };
2793 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 106);
2794 let usage = ChannelUsage { amount_msat: 768, ..usage };
2795 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 921);
2796 let usage = ChannelUsage { amount_msat: 896, ..usage };
2797 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2799 // One decay (i.e., half life)
2800 scorer.decay_liquidity_certainty(Duration::from_secs(10));
2801 let usage = ChannelUsage { amount_msat: 64, ..usage };
2802 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2803 let usage = ChannelUsage { amount_msat: 128, ..usage };
2804 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 34);
2805 let usage = ChannelUsage { amount_msat: 896, ..usage };
2806 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_970);
2807 let usage = ChannelUsage { amount_msat: 960, ..usage };
2808 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2810 // Fully decay liquidity lower bound.
2811 scorer.decay_liquidity_certainty(Duration::from_secs(10 * 8));
2812 let usage = ChannelUsage { amount_msat: 0, ..usage };
2813 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2814 let usage = ChannelUsage { amount_msat: 1, ..usage };
2815 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2816 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2817 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2818 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2819 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2821 // Fully decay liquidity upper bound.
2822 scorer.decay_liquidity_certainty(Duration::from_secs(10 * 9));
2823 let usage = ChannelUsage { amount_msat: 0, ..usage };
2824 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2825 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2826 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2828 scorer.decay_liquidity_certainty(Duration::from_secs(10 * 10));
2829 let usage = ChannelUsage { amount_msat: 0, ..usage };
2830 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2831 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2832 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2836 fn restricts_liquidity_bounds_after_decay() {
2837 let logger = TestLogger::new();
2838 let network_graph = network_graph(&logger);
2839 let params = ProbabilisticScoringFeeParameters {
2840 liquidity_penalty_multiplier_msat: 1_000,
2841 ..ProbabilisticScoringFeeParameters::zero_penalty()
2843 let decay_params = ProbabilisticScoringDecayParameters {
2844 liquidity_offset_half_life: Duration::from_secs(10),
2845 ..ProbabilisticScoringDecayParameters::default()
2847 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2848 let source = source_node_id();
2849 let usage = ChannelUsage {
2851 inflight_htlc_msat: 0,
2852 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2854 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2855 let (info, _) = channel.as_directed_from(&source).unwrap();
2856 let candidate = CandidateRouteHop::PublicHop {
2858 short_channel_id: 42,
2861 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2863 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2864 scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
2865 scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::ZERO);
2866 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
2868 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2869 scorer.decay_liquidity_certainty(Duration::from_secs(10));
2870 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 291);
2872 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2873 // is closer to the upper bound, meaning a higher penalty.
2874 scorer.payment_path_successful(&payment_path_for_amount(64), Duration::from_secs(10));
2875 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 331);
2877 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2878 // is closer to the lower bound, meaning a lower penalty.
2879 scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::from_secs(10));
2880 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 245);
2882 // Further decaying affects the lower bound more than the upper bound (128, 928).
2883 scorer.decay_liquidity_certainty(Duration::from_secs(20));
2884 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 280);
2888 fn restores_persisted_liquidity_bounds() {
2889 let logger = TestLogger::new();
2890 let network_graph = network_graph(&logger);
2891 let params = ProbabilisticScoringFeeParameters {
2892 liquidity_penalty_multiplier_msat: 1_000,
2893 considered_impossible_penalty_msat: u64::max_value(),
2894 ..ProbabilisticScoringFeeParameters::zero_penalty()
2896 let decay_params = ProbabilisticScoringDecayParameters {
2897 liquidity_offset_half_life: Duration::from_secs(10),
2898 ..ProbabilisticScoringDecayParameters::default()
2900 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2901 let source = source_node_id();
2902 let usage = ChannelUsage {
2904 inflight_htlc_msat: 0,
2905 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2908 scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
2909 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2910 let (info, _) = channel.as_directed_from(&source).unwrap();
2911 let candidate = CandidateRouteHop::PublicHop {
2913 short_channel_id: 42,
2915 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2917 scorer.decay_liquidity_certainty(Duration::from_secs(10));
2918 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
2920 scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
2921 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2923 let mut serialized_scorer = Vec::new();
2924 scorer.write(&mut serialized_scorer).unwrap();
2926 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2927 let deserialized_scorer =
2928 <ProbabilisticScorer<_, _>>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2929 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2932 fn do_decays_persisted_liquidity_bounds(decay_before_reload: bool) {
2933 let logger = TestLogger::new();
2934 let network_graph = network_graph(&logger);
2935 let params = ProbabilisticScoringFeeParameters {
2936 liquidity_penalty_multiplier_msat: 1_000,
2937 considered_impossible_penalty_msat: u64::max_value(),
2938 ..ProbabilisticScoringFeeParameters::zero_penalty()
2940 let decay_params = ProbabilisticScoringDecayParameters {
2941 liquidity_offset_half_life: Duration::from_secs(10),
2942 ..ProbabilisticScoringDecayParameters::zero_penalty()
2944 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2945 let source = source_node_id();
2946 let usage = ChannelUsage {
2948 inflight_htlc_msat: 0,
2949 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2952 scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
2953 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2954 let (info, _) = channel.as_directed_from(&source).unwrap();
2955 let candidate = CandidateRouteHop::PublicHop {
2957 short_channel_id: 42,
2959 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2961 if decay_before_reload {
2962 scorer.decay_liquidity_certainty(Duration::from_secs(10));
2965 let mut serialized_scorer = Vec::new();
2966 scorer.write(&mut serialized_scorer).unwrap();
2968 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2969 let mut deserialized_scorer =
2970 <ProbabilisticScorer<_, _>>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2971 if !decay_before_reload {
2972 scorer.decay_liquidity_certainty(Duration::from_secs(10));
2973 deserialized_scorer.decay_liquidity_certainty(Duration::from_secs(10));
2975 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
2977 scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
2978 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2980 deserialized_scorer.decay_liquidity_certainty(Duration::from_secs(20));
2981 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 370);
2985 fn decays_persisted_liquidity_bounds() {
2986 do_decays_persisted_liquidity_bounds(false);
2987 do_decays_persisted_liquidity_bounds(true);
2991 fn scores_realistic_payments() {
2992 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
2993 // 50k sat reserve).
2994 let logger = TestLogger::new();
2995 let network_graph = network_graph(&logger);
2996 let params = ProbabilisticScoringFeeParameters::default();
2997 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2998 let source = source_node_id();
3000 let usage = ChannelUsage {
3001 amount_msat: 100_000_000,
3002 inflight_htlc_msat: 0,
3003 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
3005 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3006 let (info, _) = channel.as_directed_from(&source).unwrap();
3007 let candidate = CandidateRouteHop::PublicHop {
3009 short_channel_id: 42,
3011 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 11497);
3012 let usage = ChannelUsage {
3013 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3015 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 7408);
3016 let usage = ChannelUsage {
3017 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3019 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 6151);
3020 let usage = ChannelUsage {
3021 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3023 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 5427);
3024 let usage = ChannelUsage {
3025 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3027 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4955);
3028 let usage = ChannelUsage {
3029 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3031 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4736);
3032 let usage = ChannelUsage {
3033 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3035 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
3036 let usage = ChannelUsage {
3037 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
3039 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
3040 let usage = ChannelUsage {
3041 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3043 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
3044 let usage = ChannelUsage {
3045 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3047 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
3048 let usage = ChannelUsage {
3049 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3051 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4044);
3055 fn adds_base_penalty_to_liquidity_penalty() {
3056 let logger = TestLogger::new();
3057 let network_graph = network_graph(&logger);
3058 let source = source_node_id();
3059 let usage = ChannelUsage {
3061 inflight_htlc_msat: 0,
3062 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3065 let params = ProbabilisticScoringFeeParameters {
3066 liquidity_penalty_multiplier_msat: 1_000,
3067 ..ProbabilisticScoringFeeParameters::zero_penalty()
3069 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3070 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3071 let (info, _) = channel.as_directed_from(&source).unwrap();
3072 let candidate = CandidateRouteHop::PublicHop {
3074 short_channel_id: 42,
3076 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
3078 let params = ProbabilisticScoringFeeParameters {
3079 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3080 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3082 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3083 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558);
3085 let params = ProbabilisticScoringFeeParameters {
3086 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3087 base_penalty_amount_multiplier_msat: (1 << 30),
3088 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3091 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3092 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558 + 128);
3096 fn adds_amount_penalty_to_liquidity_penalty() {
3097 let logger = TestLogger::new();
3098 let network_graph = network_graph(&logger);
3099 let source = source_node_id();
3100 let usage = ChannelUsage {
3101 amount_msat: 512_000,
3102 inflight_htlc_msat: 0,
3103 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3106 let params = ProbabilisticScoringFeeParameters {
3107 liquidity_penalty_multiplier_msat: 1_000,
3108 liquidity_penalty_amount_multiplier_msat: 0,
3109 ..ProbabilisticScoringFeeParameters::zero_penalty()
3111 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3112 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3113 let (info, _) = channel.as_directed_from(&source).unwrap();
3114 let candidate = CandidateRouteHop::PublicHop {
3116 short_channel_id: 42,
3118 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3120 let params = ProbabilisticScoringFeeParameters {
3121 liquidity_penalty_multiplier_msat: 1_000,
3122 liquidity_penalty_amount_multiplier_msat: 256,
3123 ..ProbabilisticScoringFeeParameters::zero_penalty()
3125 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3126 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 337);
3130 fn calculates_log10_without_overflowing_u64_max_value() {
3131 let logger = TestLogger::new();
3132 let network_graph = network_graph(&logger);
3133 let source = source_node_id();
3134 let usage = ChannelUsage {
3135 amount_msat: u64::max_value(),
3136 inflight_htlc_msat: 0,
3137 effective_capacity: EffectiveCapacity::Infinite,
3139 let params = ProbabilisticScoringFeeParameters {
3140 liquidity_penalty_multiplier_msat: 40_000,
3141 ..ProbabilisticScoringFeeParameters::zero_penalty()
3143 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
3144 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3145 let (info, _) = channel.as_directed_from(&source).unwrap();
3146 let candidate = CandidateRouteHop::PublicHop {
3148 short_channel_id: 42,
3150 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3151 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80_000);
3155 fn accounts_for_inflight_htlc_usage() {
3156 let logger = TestLogger::new();
3157 let network_graph = network_graph(&logger);
3158 let params = ProbabilisticScoringFeeParameters {
3159 considered_impossible_penalty_msat: u64::max_value(),
3160 ..ProbabilisticScoringFeeParameters::zero_penalty()
3162 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3163 let source = source_node_id();
3165 let usage = ChannelUsage {
3167 inflight_htlc_msat: 0,
3168 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3170 let network_graph = network_graph.read_only();
3171 let channel = network_graph.channel(42).unwrap();
3172 let (info, _) = channel.as_directed_from(&source).unwrap();
3173 let candidate = CandidateRouteHop::PublicHop {
3175 short_channel_id: 42,
3177 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3179 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
3180 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3184 fn removes_uncertainity_when_exact_liquidity_known() {
3185 let logger = TestLogger::new();
3186 let network_graph = network_graph(&logger);
3187 let params = ProbabilisticScoringFeeParameters::default();
3188 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3189 let source = source_node_id();
3191 let base_penalty_msat = params.base_penalty_msat;
3192 let usage = ChannelUsage {
3194 inflight_htlc_msat: 0,
3195 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
3197 let network_graph = network_graph.read_only();
3198 let channel = network_graph.channel(42).unwrap();
3199 let (info, _) = channel.as_directed_from(&source).unwrap();
3200 let candidate = CandidateRouteHop::PublicHop {
3202 short_channel_id: 42,
3204 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3206 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
3207 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3209 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
3210 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3214 fn remembers_historical_failures() {
3215 let logger = TestLogger::new();
3216 let network_graph = network_graph(&logger);
3217 let params = ProbabilisticScoringFeeParameters {
3218 historical_liquidity_penalty_multiplier_msat: 1024,
3219 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3220 ..ProbabilisticScoringFeeParameters::zero_penalty()
3222 let decay_params = ProbabilisticScoringDecayParameters {
3223 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3224 historical_no_updates_half_life: Duration::from_secs(10),
3226 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3227 let source = source_node_id();
3228 let target = target_node_id();
3230 let usage = ChannelUsage {
3232 inflight_htlc_msat: 0,
3233 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3235 let usage_1 = ChannelUsage {
3237 inflight_htlc_msat: 0,
3238 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3242 let network_graph = network_graph.read_only();
3243 let channel = network_graph.channel(42).unwrap();
3244 let (info, _) = channel.as_directed_from(&source).unwrap();
3245 let candidate = CandidateRouteHop::PublicHop {
3247 short_channel_id: 42,
3250 // With no historical data the normal liquidity penalty calculation is used.
3251 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3253 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3255 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3258 scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::ZERO);
3260 let network_graph = network_graph.read_only();
3261 let channel = network_graph.channel(42).unwrap();
3262 let (info, _) = channel.as_directed_from(&source).unwrap();
3263 let candidate = CandidateRouteHop::PublicHop {
3265 short_channel_id: 42,
3268 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3269 assert_eq!(scorer.channel_penalty_msat(&candidate, usage_1, ¶ms), 249);
3271 // The "it failed" increment is 32, where the probability should lie several buckets into
3272 // the first octile.
3273 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3274 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],
3275 [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])));
3276 assert!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms)
3278 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms),
3281 // Even after we tell the scorer we definitely have enough available liquidity, it will
3282 // still remember that there was some failure in the past, and assign a non-0 penalty.
3283 scorer.payment_path_failed(&payment_path_for_amount(1000), 43, Duration::ZERO);
3285 let network_graph = network_graph.read_only();
3286 let channel = network_graph.channel(42).unwrap();
3287 let (info, _) = channel.as_directed_from(&source).unwrap();
3288 let candidate = CandidateRouteHop::PublicHop {
3290 short_channel_id: 42,
3293 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 105);
3295 // The first points should be decayed just slightly and the last bucket has a new point.
3296 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3297 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],
3298 [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])));
3300 // The exact success probability is a bit complicated and involves integer rounding, so we
3301 // simply check bounds here.
3302 let five_hundred_prob =
3303 scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms).unwrap();
3304 assert!(five_hundred_prob > 0.59);
3305 assert!(five_hundred_prob < 0.60);
3307 scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms).unwrap();
3308 assert!(one_prob < 0.85);
3309 assert!(one_prob > 0.84);
3311 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
3312 // gone), and check that we're back to where we started.
3313 scorer.decay_liquidity_certainty(Duration::from_secs(10 * 16));
3315 let network_graph = network_graph.read_only();
3316 let channel = network_graph.channel(42).unwrap();
3317 let (info, _) = channel.as_directed_from(&source).unwrap();
3318 let candidate = CandidateRouteHop::PublicHop {
3320 short_channel_id: 42,
3323 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3325 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
3326 // data entirely instead.
3327 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3328 Some(([0; 32], [0; 32])));
3329 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms), None);
3331 let mut usage = ChannelUsage {
3333 inflight_htlc_msat: 1024,
3334 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3336 scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::from_secs(10 * 16));
3338 let network_graph = network_graph.read_only();
3339 let channel = network_graph.channel(42).unwrap();
3340 let (info, _) = channel.as_directed_from(&source).unwrap();
3341 let candidate = CandidateRouteHop::PublicHop {
3343 short_channel_id: 42,
3346 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2050);
3348 let usage = ChannelUsage {
3350 inflight_htlc_msat: 0,
3351 effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
3353 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3356 // Advance to decay all liquidity offsets to zero.
3357 scorer.decay_liquidity_certainty(Duration::from_secs(10 * (16 + 60 * 60)));
3359 // Once even the bounds have decayed information about the channel should be removed
3361 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3364 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
3365 // ensure that the effective capacity is zero to test division-by-zero edge cases.
3367 path_hop(target_pubkey(), 43, 2),
3368 path_hop(source_pubkey(), 42, 1),
3369 path_hop(sender_pubkey(), 41, 0),
3371 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42, Duration::from_secs(10 * (16 + 60 * 60)));
3375 fn adds_anti_probing_penalty() {
3376 let logger = TestLogger::new();
3377 let network_graph = network_graph(&logger);
3378 let source = source_node_id();
3379 let params = ProbabilisticScoringFeeParameters {
3380 anti_probing_penalty_msat: 500,
3381 ..ProbabilisticScoringFeeParameters::zero_penalty()
3383 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3385 // Check we receive no penalty for a low htlc_maximum_msat.
3386 let usage = ChannelUsage {
3387 amount_msat: 512_000,
3388 inflight_htlc_msat: 0,
3389 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3391 let network_graph = network_graph.read_only();
3392 let channel = network_graph.channel(42).unwrap();
3393 let (info, _) = channel.as_directed_from(&source).unwrap();
3394 let candidate = CandidateRouteHop::PublicHop {
3396 short_channel_id: 42,
3398 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3400 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
3401 let usage = ChannelUsage {
3402 amount_msat: 512_000,
3403 inflight_htlc_msat: 0,
3404 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
3406 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3408 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
3409 let usage = ChannelUsage {
3410 amount_msat: 512_000,
3411 inflight_htlc_msat: 0,
3412 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
3414 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3416 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
3417 let usage = ChannelUsage {
3418 amount_msat: 512_000,
3419 inflight_htlc_msat: 0,
3420 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
3422 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3426 fn scores_with_blinded_path() {
3427 // Make sure we'll account for a blinded path's final_value_msat in scoring
3428 let logger = TestLogger::new();
3429 let network_graph = network_graph(&logger);
3430 let params = ProbabilisticScoringFeeParameters {
3431 liquidity_penalty_multiplier_msat: 1_000,
3432 ..ProbabilisticScoringFeeParameters::zero_penalty()
3434 let decay_params = ProbabilisticScoringDecayParameters::default();
3435 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3436 let source = source_node_id();
3437 let usage = ChannelUsage {
3439 inflight_htlc_msat: 0,
3440 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3442 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3443 let (info, target) = channel.as_directed_from(&source).unwrap();
3444 let candidate = CandidateRouteHop::PublicHop {
3446 short_channel_id: 42,
3448 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3450 let mut path = payment_path_for_amount(768);
3451 let recipient_hop = path.hops.pop().unwrap();
3452 let blinded_path = BlindedPath {
3453 introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
3454 blinding_point: test_utils::pubkey(42),
3456 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
3459 path.blinded_tail = Some(BlindedTail {
3460 hops: blinded_path.blinded_hops,
3461 blinding_point: blinded_path.blinding_point,
3462 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
3463 final_value_msat: recipient_hop.fee_msat,
3466 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
3467 // final value is taken into account.
3468 assert!(scorer.channel_liquidities.get(&42).is_none());
3470 scorer.payment_path_failed(&path, 42, Duration::ZERO);
3471 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
3472 scorer.payment_path_failed(&path, 43, Duration::ZERO);
3474 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
3475 .as_directed(&source, &target, 1_000);
3476 assert_eq!(liquidity.min_liquidity_msat(), 256);
3477 assert_eq!(liquidity.max_liquidity_msat(), 768);
3481 fn realistic_historical_failures() {
3482 // The motivation for the unequal sized buckets came largely from attempting to pay 10k
3483 // sats over a one bitcoin channel. This tests that case explicitly, ensuring that we score
3485 let logger = TestLogger::new();
3486 let mut network_graph = network_graph(&logger);
3487 let params = ProbabilisticScoringFeeParameters {
3488 historical_liquidity_penalty_multiplier_msat: 1024,
3489 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3490 ..ProbabilisticScoringFeeParameters::zero_penalty()
3492 let decay_params = ProbabilisticScoringDecayParameters {
3493 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3494 historical_no_updates_half_life: Duration::from_secs(10),
3495 ..ProbabilisticScoringDecayParameters::default()
3498 let capacity_msat = 100_000_000_000;
3499 update_channel(&mut network_graph, 42, source_privkey(), 0, capacity_msat, 200);
3500 update_channel(&mut network_graph, 42, target_privkey(), 1, capacity_msat, 200);
3502 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3503 let source = source_node_id();
3505 let mut amount_msat = 10_000_000;
3506 let usage = ChannelUsage {
3508 inflight_htlc_msat: 0,
3509 effective_capacity: EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: capacity_msat },
3511 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3512 let (info, target) = channel.as_directed_from(&source).unwrap();
3513 let candidate = CandidateRouteHop::PublicHop {
3515 short_channel_id: 42,
3517 // With no historical data the normal liquidity penalty calculation is used, which results
3518 // in a success probability of ~75%.
3519 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1269);
3520 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3522 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3525 // Fail to pay once, and then check the buckets and penalty.
3526 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
3527 // The penalty should be the maximum penalty, as the payment we're scoring is now in the
3528 // same bucket which is the only maximum datapoint.
3529 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms),
3530 2048 + 2048 * amount_msat / super::AMOUNT_PENALTY_DIVISOR);
3531 // The "it failed" increment is 32, which we should apply to the first upper-bound (between
3532 // 6k sats and 12k sats).
3533 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3534 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],
3535 [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])));
3536 // The success probability estimate itself should be zero.
3537 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3540 // Now test again with the amount in the bottom bucket.
3542 // The new amount is entirely within the only minimum bucket with score, so the probability
3543 // we assign is 1/2.
3544 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3547 // ...but once we see a failure, we consider the payment to be substantially less likely,
3548 // even though not a probability of zero as we still look at the second max bucket which
3550 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
3551 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3552 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],
3553 [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])));
3554 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3562 use criterion::Criterion;
3563 use crate::routing::router::{bench_utils, RouteHop};
3564 use crate::util::test_utils::TestLogger;
3565 use crate::ln::features::{ChannelFeatures, NodeFeatures};
3567 pub fn decay_100k_channel_bounds(bench: &mut Criterion) {
3568 let logger = TestLogger::new();
3569 let (network_graph, mut scorer) = bench_utils::read_graph_scorer(&logger).unwrap();
3570 let mut cur_time = Duration::ZERO;
3571 cur_time += Duration::from_millis(1);
3572 scorer.decay_liquidity_certainty(cur_time);
3573 bench.bench_function("decay_100k_channel_bounds", |b| b.iter(|| {
3574 cur_time += Duration::from_millis(1);
3575 scorer.decay_liquidity_certainty(cur_time);