1 // This file is Copyright its original authors, visible in version control
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
10 //! Utilities for scoring payment channels.
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`Score`] implementation is not needed.
18 //! # extern crate secp256k1;
20 //! # use lightning::routing::network_graph::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringParameters, Scorer, ScoringParameters};
23 //! # use lightning::util::logger::{Logger, Record};
24 //! # use secp256k1::key::PublicKey;
26 //! # struct FakeLogger {};
27 //! # impl Logger for FakeLogger {
28 //! # fn log(&self, record: &Record) { unimplemented!() }
30 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph) {
31 //! # let logger = FakeLogger {};
33 //! // Use the default channel penalties.
34 //! let params = ProbabilisticScoringParameters::default();
35 //! let scorer = ProbabilisticScorer::new(params, &network_graph);
37 //! // Or use custom channel penalties.
38 //! let params = ProbabilisticScoringParameters {
39 //! liquidity_penalty_multiplier_msat: 2 * 1000,
40 //! ..ProbabilisticScoringParameters::default()
42 //! let scorer = ProbabilisticScorer::new(params, &network_graph);
44 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer);
50 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
51 //! different types and thus is undefined.
53 //! [`find_route`]: crate::routing::router::find_route
55 use ln::msgs::DecodeError;
56 use routing::network_graph::{NetworkGraph, NodeId};
57 use routing::router::RouteHop;
58 use util::ser::{Readable, ReadableArgs, Writeable, Writer};
61 use core::cell::{RefCell, RefMut};
62 use core::ops::{Deref, DerefMut};
63 use core::time::Duration;
65 use sync::{Mutex, MutexGuard};
67 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
68 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
69 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
70 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
72 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
73 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
74 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
75 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
76 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
77 /// do here by defining `Score` differently for `cfg(c_bindings)`.
78 macro_rules! define_score { ($($supertrait: path)*) => {
79 /// An interface used to score payment channels for path finding.
81 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
82 pub trait Score $(: $supertrait)* {
83 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
84 /// given channel in the direction from `source` to `target`.
86 /// The channel's capacity (less any other MPP parts that are also being considered for use in
87 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
88 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
89 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
90 /// Thus, implementations should be overflow-safe.
91 fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64;
93 /// Handles updating channel penalties after failing to route through a channel.
94 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64);
96 /// Handles updating channel penalties after successfully routing along a path.
97 fn payment_path_successful(&mut self, path: &[&RouteHop]);
100 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
101 fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64 {
102 self.deref().channel_penalty_msat(short_channel_id, send_amt_msat, capacity_msat, source, target)
105 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
106 self.deref_mut().payment_path_failed(path, short_channel_id)
109 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
110 self.deref_mut().payment_path_successful(path)
116 define_score!(Writeable);
117 #[cfg(not(c_bindings))]
120 /// A scorer that is accessed under a lock.
122 /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
123 /// having shared ownership of a scorer but without requiring internal locking in [`Score`]
124 /// implementations. Internal locking would be detrimental to route finding performance and could
125 /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
127 /// [`find_route`]: crate::routing::router::find_route
128 pub trait LockableScore<'a> {
129 /// The locked [`Score`] type.
130 type Locked: 'a + Score;
132 /// Returns the locked scorer.
133 fn lock(&'a self) -> Self::Locked;
137 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
138 type Locked = MutexGuard<'a, T>;
140 fn lock(&'a self) -> MutexGuard<'a, T> {
141 Mutex::lock(self).unwrap()
145 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
146 type Locked = RefMut<'a, T>;
148 fn lock(&'a self) -> RefMut<'a, T> {
154 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
155 pub struct MultiThreadedLockableScore<S: Score> {
160 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
161 type Locked = MutexGuard<'a, T>;
163 fn lock(&'a self) -> MutexGuard<'a, T> {
164 Mutex::lock(&self.score).unwrap()
169 impl<T: Score> MultiThreadedLockableScore<T> {
170 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
171 pub fn new(score: T) -> Self {
172 MultiThreadedLockableScore { score: Mutex::new(score) }
178 impl<'a, T: Writeable> Writeable for RefMut<'a, T> {
179 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
180 T::write(&**self, writer)
186 impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
187 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
188 S::write(&**self, writer)
192 /// [`Score`] implementation that provides reasonable default behavior.
194 /// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
195 /// slightly higher fees are available. Will further penalize channels that fail to relay payments.
197 /// See [module-level documentation] for usage.
199 /// [module-level documentation]: crate::routing::scoring
200 #[cfg(not(feature = "no-std"))]
201 pub type Scorer = ScorerUsingTime::<std::time::Instant>;
202 /// [`Score`] implementation that provides reasonable default behavior.
204 /// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
205 /// slightly higher fees are available. Will further penalize channels that fail to relay payments.
207 /// See [module-level documentation] for usage and [`ScoringParameters`] for customization.
209 /// [module-level documentation]: crate::routing::scoring
210 #[cfg(feature = "no-std")]
211 pub type Scorer = ScorerUsingTime::<time::Eternity>;
213 // Note that ideally we'd hide ScorerUsingTime from public view by sealing it as well, but rustdoc
214 // doesn't handle this well - instead exposing a `Scorer` which has no trait implementation(s) or
217 /// [`Score`] implementation.
219 /// See [`Scorer`] for details.
223 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
226 /// (C-not exported) generally all users should use the [`Scorer`] type alias.
227 pub struct ScorerUsingTime<T: Time> {
228 params: ScoringParameters,
229 // TODO: Remove entries of closed channels.
230 channel_failures: HashMap<u64, ChannelFailure<T>>,
233 /// Parameters for configuring [`Scorer`].
234 pub struct ScoringParameters {
235 /// A fixed penalty in msats to apply to each channel.
237 /// Default value: 500 msat
238 pub base_penalty_msat: u64,
240 /// A penalty in msats to apply to a channel upon failing to relay a payment.
242 /// This accumulates for each failure but may be reduced over time based on
243 /// [`failure_penalty_half_life`] or when successfully routing through a channel.
245 /// Default value: 1,024,000 msat
247 /// [`failure_penalty_half_life`]: Self::failure_penalty_half_life
248 pub failure_penalty_msat: u64,
250 /// When the amount being sent over a channel is this many 1024ths of the total channel
251 /// capacity, we begin applying [`overuse_penalty_msat_per_1024th`].
253 /// Default value: 128 1024ths (i.e. begin penalizing when an HTLC uses 1/8th of a channel)
255 /// [`overuse_penalty_msat_per_1024th`]: Self::overuse_penalty_msat_per_1024th
256 pub overuse_penalty_start_1024th: u16,
258 /// A penalty applied, per whole 1024ths of the channel capacity which the amount being sent
259 /// over the channel exceeds [`overuse_penalty_start_1024th`] by.
261 /// Default value: 20 msat (i.e. 2560 msat penalty to use 1/4th of a channel, 7680 msat penalty
262 /// to use half a channel, and 12,560 msat penalty to use 3/4ths of a channel)
264 /// [`overuse_penalty_start_1024th`]: Self::overuse_penalty_start_1024th
265 pub overuse_penalty_msat_per_1024th: u64,
267 /// The time required to elapse before any accumulated [`failure_penalty_msat`] penalties are
270 /// Successfully routing through a channel will immediately cut the penalty in half as well.
274 /// When built with the `no-std` feature, time will never elapse. Therefore, this penalty will
277 /// [`failure_penalty_msat`]: Self::failure_penalty_msat
278 pub failure_penalty_half_life: Duration,
281 impl_writeable_tlv_based!(ScoringParameters, {
282 (0, base_penalty_msat, required),
283 (1, overuse_penalty_start_1024th, (default_value, 128)),
284 (2, failure_penalty_msat, required),
285 (3, overuse_penalty_msat_per_1024th, (default_value, 20)),
286 (4, failure_penalty_half_life, required),
289 /// Accounting for penalties against a channel for failing to relay any payments.
291 /// Penalties decay over time, though accumulate as more failures occur.
292 struct ChannelFailure<T: Time> {
293 /// Accumulated penalty in msats for the channel as of `last_updated`.
294 undecayed_penalty_msat: u64,
296 /// Last time the channel either failed to route or successfully routed a payment. Used to decay
297 /// `undecayed_penalty_msat`.
301 impl<T: Time> ScorerUsingTime<T> {
302 /// Creates a new scorer using the given scoring parameters.
303 pub fn new(params: ScoringParameters) -> Self {
306 channel_failures: HashMap::new(),
310 /// Creates a new scorer using `penalty_msat` as a fixed channel penalty.
311 #[cfg(any(test, feature = "fuzztarget", feature = "_test_utils"))]
312 pub fn with_fixed_penalty(penalty_msat: u64) -> Self {
313 Self::new(ScoringParameters {
314 base_penalty_msat: penalty_msat,
315 failure_penalty_msat: 0,
316 failure_penalty_half_life: Duration::from_secs(0),
317 overuse_penalty_start_1024th: 1024,
318 overuse_penalty_msat_per_1024th: 0,
323 impl<T: Time> ChannelFailure<T> {
324 fn new(failure_penalty_msat: u64) -> Self {
326 undecayed_penalty_msat: failure_penalty_msat,
327 last_updated: T::now(),
331 fn add_penalty(&mut self, failure_penalty_msat: u64, half_life: Duration) {
332 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) + failure_penalty_msat;
333 self.last_updated = T::now();
336 fn reduce_penalty(&mut self, half_life: Duration) {
337 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) >> 1;
338 self.last_updated = T::now();
341 fn decayed_penalty_msat(&self, half_life: Duration) -> u64 {
342 self.last_updated.elapsed().as_secs()
343 .checked_div(half_life.as_secs())
344 .and_then(|decays| self.undecayed_penalty_msat.checked_shr(decays as u32))
349 impl<T: Time> Default for ScorerUsingTime<T> {
350 fn default() -> Self {
351 Self::new(ScoringParameters::default())
355 impl Default for ScoringParameters {
356 fn default() -> Self {
358 base_penalty_msat: 500,
359 failure_penalty_msat: 1024 * 1000,
360 failure_penalty_half_life: Duration::from_secs(3600),
361 overuse_penalty_start_1024th: 1024 / 8,
362 overuse_penalty_msat_per_1024th: 20,
367 impl<T: Time> Score for ScorerUsingTime<T> {
368 fn channel_penalty_msat(
369 &self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, _source: &NodeId, _target: &NodeId
371 let failure_penalty_msat = self.channel_failures
372 .get(&short_channel_id)
373 .map_or(0, |value| value.decayed_penalty_msat(self.params.failure_penalty_half_life));
375 let mut penalty_msat = self.params.base_penalty_msat + failure_penalty_msat;
376 let send_1024ths = send_amt_msat.checked_mul(1024).unwrap_or(u64::max_value()) / capacity_msat;
377 if send_1024ths > self.params.overuse_penalty_start_1024th as u64 {
378 penalty_msat = penalty_msat.checked_add(
379 (send_1024ths - self.params.overuse_penalty_start_1024th as u64)
380 .checked_mul(self.params.overuse_penalty_msat_per_1024th).unwrap_or(u64::max_value()))
381 .unwrap_or(u64::max_value());
387 fn payment_path_failed(&mut self, _path: &[&RouteHop], short_channel_id: u64) {
388 let failure_penalty_msat = self.params.failure_penalty_msat;
389 let half_life = self.params.failure_penalty_half_life;
390 self.channel_failures
391 .entry(short_channel_id)
392 .and_modify(|failure| failure.add_penalty(failure_penalty_msat, half_life))
393 .or_insert_with(|| ChannelFailure::new(failure_penalty_msat));
396 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
397 let half_life = self.params.failure_penalty_half_life;
398 for hop in path.iter() {
399 self.channel_failures
400 .entry(hop.short_channel_id)
401 .and_modify(|failure| failure.reduce_penalty(half_life));
406 impl<T: Time> Writeable for ScorerUsingTime<T> {
408 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
409 self.params.write(w)?;
410 self.channel_failures.write(w)?;
411 write_tlv_fields!(w, {});
416 impl<T: Time> Readable for ScorerUsingTime<T> {
418 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
420 params: Readable::read(r)?,
421 channel_failures: Readable::read(r)?,
423 read_tlv_fields!(r, {});
428 impl<T: Time> Writeable for ChannelFailure<T> {
430 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
431 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
432 write_tlv_fields!(w, {
433 (0, self.undecayed_penalty_msat, required),
434 (2, duration_since_epoch, required),
440 impl<T: Time> Readable for ChannelFailure<T> {
442 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
443 let mut undecayed_penalty_msat = 0;
444 let mut duration_since_epoch = Duration::from_secs(0);
445 read_tlv_fields!(r, {
446 (0, undecayed_penalty_msat, required),
447 (2, duration_since_epoch, required),
450 undecayed_penalty_msat,
451 last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
456 /// [`Score`] implementation using channel success probability distributions.
458 /// Based on *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
459 /// and Stefan Richter [[1]]. Given the uncertainty of channel liquidity balances, probability
460 /// distributions are defined based on knowledge learned from successful and unsuccessful attempts.
461 /// Then the negative log of the success probability is used to determine the cost of routing a
462 /// specific HTLC amount through a channel.
464 /// [1]: https://arxiv.org/abs/2107.05322
465 pub struct ProbabilisticScorer<G: Deref<Target = NetworkGraph>> {
466 params: ProbabilisticScoringParameters,
468 // TODO: Remove entries of closed channels.
469 channel_liquidities: HashMap<u64, ChannelLiquidity>,
472 /// Parameters for configuring [`ProbabilisticScorer`].
473 pub struct ProbabilisticScoringParameters {
474 /// A penalty applied after multiplying by the negative log of the channel's success probability
477 /// The success probability is determined by the effective channel capacity, the payment amount,
478 /// and knowledge learned from prior successful and unsuccessful payments. The lower bound of
479 /// the success probability is 0.01, effectively limiting the penalty to the range
480 /// `0..=2*liquidity_penalty_multiplier_msat`.
482 /// Default value: 1,000 msat
483 pub liquidity_penalty_multiplier_msat: u64,
486 impl_writeable_tlv_based!(ProbabilisticScoringParameters, {
487 (0, liquidity_penalty_multiplier_msat, required),
490 /// Accounting for channel liquidity balance uncertainty.
492 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
493 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
494 /// offset fields gives the opposite direction.
495 struct ChannelLiquidity {
496 /// Lower channel liquidity bound in terms of an offset from zero.
497 min_liquidity_offset_msat: u64,
499 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
500 max_liquidity_offset_msat: u64,
503 /// A view of [`ChannelLiquidity`] in one direction assuming a certain channel capacity.
504 struct DirectedChannelLiquidity<L: Deref<Target = u64>> {
505 min_liquidity_offset_msat: L,
506 max_liquidity_offset_msat: L,
510 impl<G: Deref<Target = NetworkGraph>> ProbabilisticScorer<G> {
511 /// Creates a new scorer using the given scoring parameters for sending payments from a node
512 /// through a network graph.
513 pub fn new(params: ProbabilisticScoringParameters, network_graph: G) -> Self {
517 channel_liquidities: HashMap::new(),
522 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity) -> Self {
523 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
528 impl Default for ProbabilisticScoringParameters {
529 fn default() -> Self {
531 liquidity_penalty_multiplier_msat: 1000,
536 impl ChannelLiquidity {
540 min_liquidity_offset_msat: 0,
541 max_liquidity_offset_msat: 0,
545 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
548 &self, source: &NodeId, target: &NodeId, capacity_msat: u64
549 ) -> DirectedChannelLiquidity<&u64> {
550 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
551 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat)
553 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat)
556 DirectedChannelLiquidity {
557 min_liquidity_offset_msat,
558 max_liquidity_offset_msat,
563 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
566 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64
567 ) -> DirectedChannelLiquidity<&mut u64> {
568 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
569 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat)
571 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat)
574 DirectedChannelLiquidity {
575 min_liquidity_offset_msat,
576 max_liquidity_offset_msat,
582 impl<L: Deref<Target = u64>> DirectedChannelLiquidity<L> {
583 /// Returns the success probability of routing the given HTLC `amount_msat` through the channel
584 /// in this direction.
585 fn success_probability(&self, amount_msat: u64) -> f64 {
586 let max_liquidity_msat = self.max_liquidity_msat();
587 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
588 if amount_msat > max_liquidity_msat {
590 } else if amount_msat <= min_liquidity_msat {
593 let numerator = max_liquidity_msat + 1 - amount_msat;
594 let denominator = max_liquidity_msat + 1 - min_liquidity_msat;
595 numerator as f64 / denominator as f64
596 }.max(0.01) // Lower bound the success probability to ensure some channel is selected.
599 /// Returns the lower bound of the channel liquidity balance in this direction.
600 fn min_liquidity_msat(&self) -> u64 {
601 *self.min_liquidity_offset_msat
604 /// Returns the upper bound of the channel liquidity balance in this direction.
605 fn max_liquidity_msat(&self) -> u64 {
606 self.capacity_msat.checked_sub(*self.max_liquidity_offset_msat).unwrap_or(0)
610 impl<L: DerefMut<Target = u64>> DirectedChannelLiquidity<L> {
611 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
612 fn failed_at_channel(&mut self, amount_msat: u64) {
613 if amount_msat < self.max_liquidity_msat() {
614 self.set_max_liquidity_msat(amount_msat);
618 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
619 fn failed_downstream(&mut self, amount_msat: u64) {
620 if amount_msat > self.min_liquidity_msat() {
621 self.set_min_liquidity_msat(amount_msat);
625 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
626 fn successful(&mut self, amount_msat: u64) {
627 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
628 self.set_max_liquidity_msat(max_liquidity_msat);
631 /// Adjusts the lower bound of the channel liquidity balance in this direction.
632 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
633 *self.min_liquidity_offset_msat = amount_msat;
635 if amount_msat > self.max_liquidity_msat() {
636 *self.max_liquidity_offset_msat = 0;
640 /// Adjusts the upper bound of the channel liquidity balance in this direction.
641 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
642 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
644 if amount_msat < self.min_liquidity_msat() {
645 *self.min_liquidity_offset_msat = 0;
650 impl<G: Deref<Target = NetworkGraph>> Score for ProbabilisticScorer<G> {
651 fn channel_penalty_msat(
652 &self, short_channel_id: u64, amount_msat: u64, capacity_msat: u64, source: &NodeId,
655 let liquidity_penalty_multiplier_msat = self.params.liquidity_penalty_multiplier_msat;
656 let success_probability = self.channel_liquidities
657 .get(&short_channel_id)
658 .unwrap_or(&ChannelLiquidity::new())
659 .as_directed(source, target, capacity_msat)
660 .success_probability(amount_msat);
661 // NOTE: If success_probability is ever changed to return 0.0, log10 is undefined so return
662 // u64::max_value instead.
663 debug_assert!(success_probability > core::f64::EPSILON);
664 (-(success_probability.log10()) * liquidity_penalty_multiplier_msat as f64) as u64
667 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
668 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
669 let network_graph = self.network_graph.read_only();
671 let target = NodeId::from_pubkey(&hop.pubkey);
672 let channel_directed_from_source = network_graph.channels()
673 .get(&hop.short_channel_id)
674 .and_then(|channel| channel.as_directed_to(&target));
676 // Only score announced channels.
677 if let Some((channel, source)) = channel_directed_from_source {
678 let capacity_msat = channel.effective_capacity().as_msat();
679 if hop.short_channel_id == short_channel_id {
680 self.channel_liquidities
681 .entry(hop.short_channel_id)
682 .or_insert_with(ChannelLiquidity::new)
683 .as_directed_mut(source, &target, capacity_msat)
684 .failed_at_channel(amount_msat);
688 self.channel_liquidities
689 .entry(hop.short_channel_id)
690 .or_insert_with(ChannelLiquidity::new)
691 .as_directed_mut(source, &target, capacity_msat)
692 .failed_downstream(amount_msat);
697 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
698 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
699 let network_graph = self.network_graph.read_only();
701 let target = NodeId::from_pubkey(&hop.pubkey);
702 let channel_directed_from_source = network_graph.channels()
703 .get(&hop.short_channel_id)
704 .and_then(|channel| channel.as_directed_to(&target));
706 // Only score announced channels.
707 if let Some((channel, source)) = channel_directed_from_source {
708 let capacity_msat = channel.effective_capacity().as_msat();
709 self.channel_liquidities
710 .entry(hop.short_channel_id)
711 .or_insert_with(ChannelLiquidity::new)
712 .as_directed_mut(source, &target, capacity_msat)
713 .successful(amount_msat);
719 impl<G: Deref<Target = NetworkGraph>> Writeable for ProbabilisticScorer<G> {
721 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
722 self.channel_liquidities.write(w)?;
723 write_tlv_fields!(w, {});
728 impl<G: Deref<Target = NetworkGraph>> ReadableArgs<(ProbabilisticScoringParameters, G)>
729 for ProbabilisticScorer<G> {
732 r: &mut R, args: (ProbabilisticScoringParameters, G)
733 ) -> Result<Self, DecodeError> {
734 let (params, network_graph) = args;
738 channel_liquidities: Readable::read(r)?,
740 read_tlv_fields!(r, {});
745 impl Writeable for ChannelLiquidity {
747 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
748 write_tlv_fields!(w, {
749 (0, self.min_liquidity_offset_msat, required),
750 (2, self.max_liquidity_offset_msat, required),
756 impl Readable for ChannelLiquidity {
758 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
759 let mut min_liquidity_offset_msat = 0;
760 let mut max_liquidity_offset_msat = 0;
761 read_tlv_fields!(r, {
762 (0, min_liquidity_offset_msat, required),
763 (2, max_liquidity_offset_msat, required),
766 min_liquidity_offset_msat,
767 max_liquidity_offset_msat
772 pub(crate) mod time {
774 use core::time::Duration;
775 /// A measurement of time.
776 pub trait Time: Sub<Duration, Output = Self> where Self: Sized {
777 /// Returns an instance corresponding to the current moment.
780 /// Returns the amount of time elapsed since `self` was created.
781 fn elapsed(&self) -> Duration;
783 /// Returns the amount of time passed since the beginning of [`Time`].
785 /// Used during (de-)serialization.
786 fn duration_since_epoch() -> Duration;
789 /// A state in which time has no meaning.
790 #[derive(Debug, PartialEq, Eq)]
793 #[cfg(not(feature = "no-std"))]
794 impl Time for std::time::Instant {
796 std::time::Instant::now()
799 fn duration_since_epoch() -> Duration {
800 use std::time::SystemTime;
801 SystemTime::now().duration_since(SystemTime::UNIX_EPOCH).unwrap()
804 fn elapsed(&self) -> Duration {
805 std::time::Instant::elapsed(self)
809 impl Time for Eternity {
814 fn duration_since_epoch() -> Duration {
815 Duration::from_secs(0)
818 fn elapsed(&self) -> Duration {
819 Duration::from_secs(0)
823 impl Sub<Duration> for Eternity {
826 fn sub(self, _other: Duration) -> Self {
832 pub(crate) use self::time::Time;
836 use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorer, ScoringParameters, ScorerUsingTime, Time};
837 use super::time::Eternity;
839 use ln::features::{ChannelFeatures, NodeFeatures};
840 use ln::msgs::{ChannelAnnouncement, ChannelUpdate, OptionalField, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
841 use routing::scoring::Score;
842 use routing::network_graph::{NetworkGraph, NodeId};
843 use routing::router::RouteHop;
844 use util::ser::{Readable, Writeable};
846 use bitcoin::blockdata::constants::genesis_block;
847 use bitcoin::hashes::Hash;
848 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
849 use bitcoin::network::constants::Network;
850 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
851 use core::cell::Cell;
853 use core::time::Duration;
858 /// Time that can be advanced manually in tests.
859 #[derive(Debug, PartialEq, Eq)]
860 struct SinceEpoch(Duration);
864 static ELAPSED: Cell<Duration> = core::cell::Cell::new(Duration::from_secs(0));
867 fn advance(duration: Duration) {
868 Self::ELAPSED.with(|elapsed| elapsed.set(elapsed.get() + duration))
872 impl Time for SinceEpoch {
874 Self(Self::duration_since_epoch())
877 fn duration_since_epoch() -> Duration {
878 Self::ELAPSED.with(|elapsed| elapsed.get())
881 fn elapsed(&self) -> Duration {
882 Self::duration_since_epoch() - self.0
886 impl Sub<Duration> for SinceEpoch {
889 fn sub(self, other: Duration) -> Self {
895 fn time_passes_when_advanced() {
896 let now = SinceEpoch::now();
897 assert_eq!(now.elapsed(), Duration::from_secs(0));
899 SinceEpoch::advance(Duration::from_secs(1));
900 SinceEpoch::advance(Duration::from_secs(1));
902 let elapsed = now.elapsed();
903 let later = SinceEpoch::now();
905 assert_eq!(elapsed, Duration::from_secs(2));
906 assert_eq!(later - elapsed, now);
910 fn time_never_passes_in_an_eternity() {
911 let now = Eternity::now();
912 let elapsed = now.elapsed();
913 let later = Eternity::now();
915 assert_eq!(now.elapsed(), Duration::from_secs(0));
916 assert_eq!(later - elapsed, now);
921 /// A scorer for testing with time that can be manually advanced.
922 type Scorer = ScorerUsingTime::<SinceEpoch>;
924 fn source_privkey() -> SecretKey {
925 SecretKey::from_slice(&[42; 32]).unwrap()
928 fn target_privkey() -> SecretKey {
929 SecretKey::from_slice(&[43; 32]).unwrap()
932 fn source_pubkey() -> PublicKey {
933 let secp_ctx = Secp256k1::new();
934 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
937 fn target_pubkey() -> PublicKey {
938 let secp_ctx = Secp256k1::new();
939 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
942 fn source_node_id() -> NodeId {
943 NodeId::from_pubkey(&source_pubkey())
946 fn target_node_id() -> NodeId {
947 NodeId::from_pubkey(&target_pubkey())
951 fn penalizes_without_channel_failures() {
952 let scorer = Scorer::new(ScoringParameters {
953 base_penalty_msat: 1_000,
954 failure_penalty_msat: 512,
955 failure_penalty_half_life: Duration::from_secs(1),
956 overuse_penalty_start_1024th: 1024,
957 overuse_penalty_msat_per_1024th: 0,
959 let source = source_node_id();
960 let target = target_node_id();
961 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
963 SinceEpoch::advance(Duration::from_secs(1));
964 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
968 fn accumulates_channel_failure_penalties() {
969 let mut scorer = Scorer::new(ScoringParameters {
970 base_penalty_msat: 1_000,
971 failure_penalty_msat: 64,
972 failure_penalty_half_life: Duration::from_secs(10),
973 overuse_penalty_start_1024th: 1024,
974 overuse_penalty_msat_per_1024th: 0,
976 let source = source_node_id();
977 let target = target_node_id();
978 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
980 scorer.payment_path_failed(&[], 42);
981 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
983 scorer.payment_path_failed(&[], 42);
984 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
986 scorer.payment_path_failed(&[], 42);
987 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_192);
991 fn decays_channel_failure_penalties_over_time() {
992 let mut scorer = Scorer::new(ScoringParameters {
993 base_penalty_msat: 1_000,
994 failure_penalty_msat: 512,
995 failure_penalty_half_life: Duration::from_secs(10),
996 overuse_penalty_start_1024th: 1024,
997 overuse_penalty_msat_per_1024th: 0,
999 let source = source_node_id();
1000 let target = target_node_id();
1001 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1003 scorer.payment_path_failed(&[], 42);
1004 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1006 SinceEpoch::advance(Duration::from_secs(9));
1007 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1009 SinceEpoch::advance(Duration::from_secs(1));
1010 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1012 SinceEpoch::advance(Duration::from_secs(10 * 8));
1013 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_001);
1015 SinceEpoch::advance(Duration::from_secs(10));
1016 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1018 SinceEpoch::advance(Duration::from_secs(10));
1019 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1023 fn decays_channel_failure_penalties_without_shift_overflow() {
1024 let mut scorer = Scorer::new(ScoringParameters {
1025 base_penalty_msat: 1_000,
1026 failure_penalty_msat: 512,
1027 failure_penalty_half_life: Duration::from_secs(10),
1028 overuse_penalty_start_1024th: 1024,
1029 overuse_penalty_msat_per_1024th: 0,
1031 let source = source_node_id();
1032 let target = target_node_id();
1033 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1035 scorer.payment_path_failed(&[], 42);
1036 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1038 // An unchecked right shift 64 bits or more in ChannelFailure::decayed_penalty_msat would
1039 // cause an overflow.
1040 SinceEpoch::advance(Duration::from_secs(10 * 64));
1041 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1043 SinceEpoch::advance(Duration::from_secs(10));
1044 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1048 fn accumulates_channel_failure_penalties_after_decay() {
1049 let mut scorer = Scorer::new(ScoringParameters {
1050 base_penalty_msat: 1_000,
1051 failure_penalty_msat: 512,
1052 failure_penalty_half_life: Duration::from_secs(10),
1053 overuse_penalty_start_1024th: 1024,
1054 overuse_penalty_msat_per_1024th: 0,
1056 let source = source_node_id();
1057 let target = target_node_id();
1058 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1060 scorer.payment_path_failed(&[], 42);
1061 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1063 SinceEpoch::advance(Duration::from_secs(10));
1064 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1066 scorer.payment_path_failed(&[], 42);
1067 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_768);
1069 SinceEpoch::advance(Duration::from_secs(10));
1070 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_384);
1074 fn reduces_channel_failure_penalties_after_success() {
1075 let mut scorer = Scorer::new(ScoringParameters {
1076 base_penalty_msat: 1_000,
1077 failure_penalty_msat: 512,
1078 failure_penalty_half_life: Duration::from_secs(10),
1079 overuse_penalty_start_1024th: 1024,
1080 overuse_penalty_msat_per_1024th: 0,
1082 let source = source_node_id();
1083 let target = target_node_id();
1084 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1086 scorer.payment_path_failed(&[], 42);
1087 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1089 SinceEpoch::advance(Duration::from_secs(10));
1090 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1092 let hop = RouteHop {
1093 pubkey: PublicKey::from_slice(target.as_slice()).unwrap(),
1094 node_features: NodeFeatures::known(),
1095 short_channel_id: 42,
1096 channel_features: ChannelFeatures::known(),
1098 cltv_expiry_delta: 18,
1100 scorer.payment_path_successful(&[&hop]);
1101 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1103 SinceEpoch::advance(Duration::from_secs(10));
1104 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1108 fn restores_persisted_channel_failure_penalties() {
1109 let mut scorer = Scorer::new(ScoringParameters {
1110 base_penalty_msat: 1_000,
1111 failure_penalty_msat: 512,
1112 failure_penalty_half_life: Duration::from_secs(10),
1113 overuse_penalty_start_1024th: 1024,
1114 overuse_penalty_msat_per_1024th: 0,
1116 let source = source_node_id();
1117 let target = target_node_id();
1119 scorer.payment_path_failed(&[], 42);
1120 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1122 SinceEpoch::advance(Duration::from_secs(10));
1123 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1125 scorer.payment_path_failed(&[], 43);
1126 assert_eq!(scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1128 let mut serialized_scorer = Vec::new();
1129 scorer.write(&mut serialized_scorer).unwrap();
1131 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1132 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1133 assert_eq!(deserialized_scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1137 fn decays_persisted_channel_failure_penalties() {
1138 let mut scorer = Scorer::new(ScoringParameters {
1139 base_penalty_msat: 1_000,
1140 failure_penalty_msat: 512,
1141 failure_penalty_half_life: Duration::from_secs(10),
1142 overuse_penalty_start_1024th: 1024,
1143 overuse_penalty_msat_per_1024th: 0,
1145 let source = source_node_id();
1146 let target = target_node_id();
1148 scorer.payment_path_failed(&[], 42);
1149 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1151 let mut serialized_scorer = Vec::new();
1152 scorer.write(&mut serialized_scorer).unwrap();
1154 SinceEpoch::advance(Duration::from_secs(10));
1156 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1157 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1159 SinceEpoch::advance(Duration::from_secs(10));
1160 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1164 fn charges_per_1024th_penalty() {
1165 let scorer = Scorer::new(ScoringParameters {
1166 base_penalty_msat: 0,
1167 failure_penalty_msat: 0,
1168 failure_penalty_half_life: Duration::from_secs(0),
1169 overuse_penalty_start_1024th: 256,
1170 overuse_penalty_msat_per_1024th: 100,
1172 let source = source_node_id();
1173 let target = target_node_id();
1175 assert_eq!(scorer.channel_penalty_msat(42, 1_000, 1_024_000, &source, &target), 0);
1176 assert_eq!(scorer.channel_penalty_msat(42, 256_999, 1_024_000, &source, &target), 0);
1177 assert_eq!(scorer.channel_penalty_msat(42, 257_000, 1_024_000, &source, &target), 100);
1178 assert_eq!(scorer.channel_penalty_msat(42, 258_000, 1_024_000, &source, &target), 200);
1179 assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 256 * 100);
1182 // `ProbabilisticScorer` tests
1184 fn sender_privkey() -> SecretKey {
1185 SecretKey::from_slice(&[41; 32]).unwrap()
1188 fn recipient_privkey() -> SecretKey {
1189 SecretKey::from_slice(&[45; 32]).unwrap()
1192 fn sender_pubkey() -> PublicKey {
1193 let secp_ctx = Secp256k1::new();
1194 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1197 fn recipient_pubkey() -> PublicKey {
1198 let secp_ctx = Secp256k1::new();
1199 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1202 fn sender_node_id() -> NodeId {
1203 NodeId::from_pubkey(&sender_pubkey())
1206 fn recipient_node_id() -> NodeId {
1207 NodeId::from_pubkey(&recipient_pubkey())
1210 fn network_graph() -> NetworkGraph {
1211 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1212 let mut network_graph = NetworkGraph::new(genesis_hash);
1213 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1214 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1220 network_graph: &mut NetworkGraph, short_channel_id: u64, node_1_key: SecretKey,
1221 node_2_key: SecretKey
1223 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1224 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1225 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1226 let secp_ctx = Secp256k1::new();
1227 let unsigned_announcement = UnsignedChannelAnnouncement {
1228 features: ChannelFeatures::known(),
1229 chain_hash: genesis_hash,
1231 node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key),
1232 node_id_2: PublicKey::from_secret_key(&secp_ctx, &node_2_key),
1233 bitcoin_key_1: PublicKey::from_secret_key(&secp_ctx, &node_1_secret),
1234 bitcoin_key_2: PublicKey::from_secret_key(&secp_ctx, &node_2_secret),
1235 excess_data: Vec::new(),
1237 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1238 let signed_announcement = ChannelAnnouncement {
1239 node_signature_1: secp_ctx.sign(&msghash, &node_1_key),
1240 node_signature_2: secp_ctx.sign(&msghash, &node_2_key),
1241 bitcoin_signature_1: secp_ctx.sign(&msghash, &node_1_secret),
1242 bitcoin_signature_2: secp_ctx.sign(&msghash, &node_2_secret),
1243 contents: unsigned_announcement,
1245 let chain_source: Option<&::util::test_utils::TestChainSource> = None;
1246 network_graph.update_channel_from_announcement(
1247 &signed_announcement, &chain_source, &secp_ctx).unwrap();
1248 update_channel(network_graph, short_channel_id, node_1_key, 0);
1249 update_channel(network_graph, short_channel_id, node_2_key, 1);
1253 network_graph: &mut NetworkGraph, short_channel_id: u64, node_key: SecretKey, flags: u8
1255 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1256 let secp_ctx = Secp256k1::new();
1257 let unsigned_update = UnsignedChannelUpdate {
1258 chain_hash: genesis_hash,
1262 cltv_expiry_delta: 18,
1263 htlc_minimum_msat: 0,
1264 htlc_maximum_msat: OptionalField::Present(1_000),
1266 fee_proportional_millionths: 0,
1267 excess_data: Vec::new(),
1269 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1270 let signed_update = ChannelUpdate {
1271 signature: secp_ctx.sign(&msghash, &node_key),
1272 contents: unsigned_update,
1274 network_graph.update_channel(&signed_update, &secp_ctx).unwrap();
1277 fn payment_path_for_amount(amount_msat: u64) -> Vec<RouteHop> {
1280 pubkey: source_pubkey(),
1281 node_features: NodeFeatures::known(),
1282 short_channel_id: 41,
1283 channel_features: ChannelFeatures::known(),
1285 cltv_expiry_delta: 18,
1288 pubkey: target_pubkey(),
1289 node_features: NodeFeatures::known(),
1290 short_channel_id: 42,
1291 channel_features: ChannelFeatures::known(),
1293 cltv_expiry_delta: 18,
1296 pubkey: recipient_pubkey(),
1297 node_features: NodeFeatures::known(),
1298 short_channel_id: 43,
1299 channel_features: ChannelFeatures::known(),
1300 fee_msat: amount_msat,
1301 cltv_expiry_delta: 18,
1307 fn liquidity_bounds_directed_from_lowest_node_id() {
1308 let network_graph = network_graph();
1309 let params = ProbabilisticScoringParameters::default();
1310 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1313 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100
1317 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100
1319 let source = source_node_id();
1320 let target = target_node_id();
1321 let recipient = recipient_node_id();
1323 let liquidity = scorer.channel_liquidities.get_mut(&42).unwrap();
1324 assert!(source > target);
1325 assert_eq!(liquidity.as_directed(&source, &target, 1_000).min_liquidity_msat(), 100);
1326 assert_eq!(liquidity.as_directed(&source, &target, 1_000).max_liquidity_msat(), 300);
1327 assert_eq!(liquidity.as_directed(&target, &source, 1_000).min_liquidity_msat(), 700);
1328 assert_eq!(liquidity.as_directed(&target, &source, 1_000).max_liquidity_msat(), 900);
1330 liquidity.as_directed_mut(&source, &target, 1_000).set_min_liquidity_msat(200);
1331 assert_eq!(liquidity.as_directed(&source, &target, 1_000).min_liquidity_msat(), 200);
1332 assert_eq!(liquidity.as_directed(&source, &target, 1_000).max_liquidity_msat(), 300);
1333 assert_eq!(liquidity.as_directed(&target, &source, 1_000).min_liquidity_msat(), 700);
1334 assert_eq!(liquidity.as_directed(&target, &source, 1_000).max_liquidity_msat(), 800);
1336 let liquidity = scorer.channel_liquidities.get_mut(&43).unwrap();
1337 assert!(target < recipient);
1338 assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).min_liquidity_msat(), 700);
1339 assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).max_liquidity_msat(), 900);
1340 assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).min_liquidity_msat(), 100);
1341 assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).max_liquidity_msat(), 300);
1343 liquidity.as_directed_mut(&target, &recipient, 1_000).set_max_liquidity_msat(200);
1344 assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).min_liquidity_msat(), 0);
1345 assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).max_liquidity_msat(), 200);
1346 assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).min_liquidity_msat(), 800);
1347 assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).max_liquidity_msat(), 1000);
1351 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
1352 let network_graph = network_graph();
1353 let params = ProbabilisticScoringParameters::default();
1354 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1357 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400
1359 let source = source_node_id();
1360 let target = target_node_id();
1361 assert!(source > target);
1363 // Check initial bounds.
1364 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1365 .as_directed(&source, &target, 1_000);
1366 assert_eq!(liquidity.min_liquidity_msat(), 400);
1367 assert_eq!(liquidity.max_liquidity_msat(), 800);
1369 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1370 .as_directed(&target, &source, 1_000);
1371 assert_eq!(liquidity.min_liquidity_msat(), 200);
1372 assert_eq!(liquidity.max_liquidity_msat(), 600);
1374 // Reset from source to target.
1375 scorer.channel_liquidities.get_mut(&42).unwrap()
1376 .as_directed_mut(&source, &target, 1_000)
1377 .set_min_liquidity_msat(900);
1379 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1380 .as_directed(&source, &target, 1_000);
1381 assert_eq!(liquidity.min_liquidity_msat(), 900);
1382 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1384 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1385 .as_directed(&target, &source, 1_000);
1386 assert_eq!(liquidity.min_liquidity_msat(), 0);
1387 assert_eq!(liquidity.max_liquidity_msat(), 100);
1389 // Reset from target to source.
1390 scorer.channel_liquidities.get_mut(&42).unwrap()
1391 .as_directed_mut(&target, &source, 1_000)
1392 .set_min_liquidity_msat(400);
1394 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1395 .as_directed(&source, &target, 1_000);
1396 assert_eq!(liquidity.min_liquidity_msat(), 0);
1397 assert_eq!(liquidity.max_liquidity_msat(), 600);
1399 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1400 .as_directed(&target, &source, 1_000);
1401 assert_eq!(liquidity.min_liquidity_msat(), 400);
1402 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1406 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
1407 let network_graph = network_graph();
1408 let params = ProbabilisticScoringParameters::default();
1409 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1412 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400
1414 let source = source_node_id();
1415 let target = target_node_id();
1416 assert!(source > target);
1418 // Check initial bounds.
1419 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1420 .as_directed(&source, &target, 1_000);
1421 assert_eq!(liquidity.min_liquidity_msat(), 400);
1422 assert_eq!(liquidity.max_liquidity_msat(), 800);
1424 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1425 .as_directed(&target, &source, 1_000);
1426 assert_eq!(liquidity.min_liquidity_msat(), 200);
1427 assert_eq!(liquidity.max_liquidity_msat(), 600);
1429 // Reset from source to target.
1430 scorer.channel_liquidities.get_mut(&42).unwrap()
1431 .as_directed_mut(&source, &target, 1_000)
1432 .set_max_liquidity_msat(300);
1434 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1435 .as_directed(&source, &target, 1_000);
1436 assert_eq!(liquidity.min_liquidity_msat(), 0);
1437 assert_eq!(liquidity.max_liquidity_msat(), 300);
1439 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1440 .as_directed(&target, &source, 1_000);
1441 assert_eq!(liquidity.min_liquidity_msat(), 700);
1442 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1444 // Reset from target to source.
1445 scorer.channel_liquidities.get_mut(&42).unwrap()
1446 .as_directed_mut(&target, &source, 1_000)
1447 .set_max_liquidity_msat(600);
1449 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1450 .as_directed(&source, &target, 1_000);
1451 assert_eq!(liquidity.min_liquidity_msat(), 400);
1452 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1454 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1455 .as_directed(&target, &source, 1_000);
1456 assert_eq!(liquidity.min_liquidity_msat(), 0);
1457 assert_eq!(liquidity.max_liquidity_msat(), 600);
1461 fn increased_penalty_nearing_liquidity_upper_bound() {
1462 let network_graph = network_graph();
1463 let params = ProbabilisticScoringParameters::default();
1464 let scorer = ProbabilisticScorer::new(params, &network_graph);
1465 let source = source_node_id();
1466 let target = target_node_id();
1468 assert_eq!(scorer.channel_penalty_msat(42, 100, 100_000, &source, &target), 0);
1469 assert_eq!(scorer.channel_penalty_msat(42, 1_000, 100_000, &source, &target), 4);
1470 assert_eq!(scorer.channel_penalty_msat(42, 10_000, 100_000, &source, &target), 45);
1471 assert_eq!(scorer.channel_penalty_msat(42, 100_000, 100_000, &source, &target), 2_000);
1473 assert_eq!(scorer.channel_penalty_msat(42, 125, 1_000, &source, &target), 57);
1474 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
1475 assert_eq!(scorer.channel_penalty_msat(42, 375, 1_000, &source, &target), 203);
1476 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1477 assert_eq!(scorer.channel_penalty_msat(42, 625, 1_000, &source, &target), 425);
1478 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600);
1479 assert_eq!(scorer.channel_penalty_msat(42, 875, 1_000, &source, &target), 900);
1483 fn constant_penalty_outside_liquidity_bounds() {
1484 let network_graph = network_graph();
1485 let params = ProbabilisticScoringParameters::default();
1486 let scorer = ProbabilisticScorer::new(params, &network_graph)
1488 ChannelLiquidity { min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40 });
1489 let source = source_node_id();
1490 let target = target_node_id();
1492 assert_eq!(scorer.channel_penalty_msat(42, 39, 100, &source, &target), 0);
1493 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 0);
1494 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 2_000);
1495 assert_eq!(scorer.channel_penalty_msat(42, 61, 100, &source, &target), 2_000);
1499 fn does_not_further_penalize_own_channel() {
1500 let network_graph = network_graph();
1501 let params = ProbabilisticScoringParameters::default();
1502 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1503 let sender = sender_node_id();
1504 let source = source_node_id();
1505 let failed_path = payment_path_for_amount(500);
1506 let successful_path = payment_path_for_amount(200);
1508 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1510 scorer.payment_path_failed(&failed_path.iter().collect::<Vec<_>>(), 41);
1511 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1513 scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
1514 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1518 fn sets_liquidity_lower_bound_on_downstream_failure() {
1519 let network_graph = network_graph();
1520 let params = ProbabilisticScoringParameters::default();
1521 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1522 let source = source_node_id();
1523 let target = target_node_id();
1524 let path = payment_path_for_amount(500);
1526 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
1527 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1528 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600);
1530 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
1532 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 0);
1533 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 0);
1534 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 300);
1538 fn sets_liquidity_upper_bound_on_failure() {
1539 let network_graph = network_graph();
1540 let params = ProbabilisticScoringParameters::default();
1541 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1542 let source = source_node_id();
1543 let target = target_node_id();
1544 let path = payment_path_for_amount(500);
1546 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
1547 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1548 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600);
1550 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
1552 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1553 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
1554 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 2_000);
1558 fn reduces_liquidity_upper_bound_along_path_on_success() {
1559 let network_graph = network_graph();
1560 let params = ProbabilisticScoringParameters::default();
1561 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1562 let sender = sender_node_id();
1563 let source = source_node_id();
1564 let target = target_node_id();
1565 let recipient = recipient_node_id();
1566 let path = payment_path_for_amount(500);
1568 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 124);
1569 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
1570 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 124);
1572 scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
1574 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 124);
1575 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1576 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 300);