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, &payer, &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, &payer, &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 bitcoin::secp256k1::key::PublicKey;
57 use ln::msgs::DecodeError;
58 use routing::network_graph::{EffectiveCapacity, NetworkGraph, NodeId};
59 use routing::router::RouteHop;
60 use util::ser::{Readable, ReadableArgs, Writeable, Writer};
63 use core::cell::{RefCell, RefMut};
64 use core::ops::{Deref, DerefMut};
65 use core::time::Duration;
67 use sync::{Mutex, MutexGuard};
69 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
70 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
71 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
72 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
74 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
75 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
76 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
77 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
78 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
79 /// do here by defining `Score` differently for `cfg(c_bindings)`.
80 macro_rules! define_score { ($($supertrait: path)*) => {
81 /// An interface used to score payment channels for path finding.
83 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
84 pub trait Score $(: $supertrait)* {
85 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
86 /// given channel in the direction from `source` to `target`.
88 /// The channel's capacity (less any other MPP parts that are also being considered for use in
89 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
90 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
91 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
92 /// Thus, implementations should be overflow-safe.
93 fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64;
95 /// Handles updating channel penalties after failing to route through a channel.
96 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64);
98 /// Handles updating channel penalties after successfully routing along a path.
99 fn payment_path_successful(&mut self, path: &[&RouteHop]);
102 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
103 fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64 {
104 self.deref().channel_penalty_msat(short_channel_id, send_amt_msat, capacity_msat, source, target)
107 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
108 self.deref_mut().payment_path_failed(path, short_channel_id)
111 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
112 self.deref_mut().payment_path_successful(path)
118 define_score!(Writeable);
119 #[cfg(not(c_bindings))]
122 /// A scorer that is accessed under a lock.
124 /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
125 /// having shared ownership of a scorer but without requiring internal locking in [`Score`]
126 /// implementations. Internal locking would be detrimental to route finding performance and could
127 /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
129 /// [`find_route`]: crate::routing::router::find_route
130 pub trait LockableScore<'a> {
131 /// The locked [`Score`] type.
132 type Locked: 'a + Score;
134 /// Returns the locked scorer.
135 fn lock(&'a self) -> Self::Locked;
139 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
140 type Locked = MutexGuard<'a, T>;
142 fn lock(&'a self) -> MutexGuard<'a, T> {
143 Mutex::lock(self).unwrap()
147 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
148 type Locked = RefMut<'a, T>;
150 fn lock(&'a self) -> RefMut<'a, T> {
156 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
157 pub struct MultiThreadedLockableScore<S: Score> {
162 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
163 type Locked = MutexGuard<'a, T>;
165 fn lock(&'a self) -> MutexGuard<'a, T> {
166 Mutex::lock(&self.score).unwrap()
171 impl<T: Score> MultiThreadedLockableScore<T> {
172 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
173 pub fn new(score: T) -> Self {
174 MultiThreadedLockableScore { score: Mutex::new(score) }
180 impl<'a, T: Writeable> Writeable for RefMut<'a, T> {
181 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
182 T::write(&**self, writer)
188 impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
189 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
190 S::write(&**self, writer)
194 /// [`Score`] implementation that provides reasonable default behavior.
196 /// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
197 /// slightly higher fees are available. Will further penalize channels that fail to relay payments.
199 /// See [module-level documentation] for usage.
201 /// [module-level documentation]: crate::routing::scoring
202 #[cfg(not(feature = "no-std"))]
203 pub type Scorer = ScorerUsingTime::<std::time::Instant>;
204 /// [`Score`] implementation that provides reasonable default behavior.
206 /// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
207 /// slightly higher fees are available. Will further penalize channels that fail to relay payments.
209 /// See [module-level documentation] for usage and [`ScoringParameters`] for customization.
211 /// [module-level documentation]: crate::routing::scoring
212 #[cfg(feature = "no-std")]
213 pub type Scorer = ScorerUsingTime::<time::Eternity>;
215 // Note that ideally we'd hide ScorerUsingTime from public view by sealing it as well, but rustdoc
216 // doesn't handle this well - instead exposing a `Scorer` which has no trait implementation(s) or
219 /// [`Score`] implementation.
221 /// See [`Scorer`] for details.
225 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
228 /// (C-not exported) generally all users should use the [`Scorer`] type alias.
229 pub struct ScorerUsingTime<T: Time> {
230 params: ScoringParameters,
231 // TODO: Remove entries of closed channels.
232 channel_failures: HashMap<u64, ChannelFailure<T>>,
235 /// Parameters for configuring [`Scorer`].
236 pub struct ScoringParameters {
237 /// A fixed penalty in msats to apply to each channel.
239 /// Default value: 500 msat
240 pub base_penalty_msat: u64,
242 /// A penalty in msats to apply to a channel upon failing to relay a payment.
244 /// This accumulates for each failure but may be reduced over time based on
245 /// [`failure_penalty_half_life`] or when successfully routing through a channel.
247 /// Default value: 1,024,000 msat
249 /// [`failure_penalty_half_life`]: Self::failure_penalty_half_life
250 pub failure_penalty_msat: u64,
252 /// When the amount being sent over a channel is this many 1024ths of the total channel
253 /// capacity, we begin applying [`overuse_penalty_msat_per_1024th`].
255 /// Default value: 128 1024ths (i.e. begin penalizing when an HTLC uses 1/8th of a channel)
257 /// [`overuse_penalty_msat_per_1024th`]: Self::overuse_penalty_msat_per_1024th
258 pub overuse_penalty_start_1024th: u16,
260 /// A penalty applied, per whole 1024ths of the channel capacity which the amount being sent
261 /// over the channel exceeds [`overuse_penalty_start_1024th`] by.
263 /// Default value: 20 msat (i.e. 2560 msat penalty to use 1/4th of a channel, 7680 msat penalty
264 /// to use half a channel, and 12,560 msat penalty to use 3/4ths of a channel)
266 /// [`overuse_penalty_start_1024th`]: Self::overuse_penalty_start_1024th
267 pub overuse_penalty_msat_per_1024th: u64,
269 /// The time required to elapse before any accumulated [`failure_penalty_msat`] penalties are
272 /// Successfully routing through a channel will immediately cut the penalty in half as well.
276 /// When built with the `no-std` feature, time will never elapse. Therefore, this penalty will
279 /// [`failure_penalty_msat`]: Self::failure_penalty_msat
280 pub failure_penalty_half_life: Duration,
283 impl_writeable_tlv_based!(ScoringParameters, {
284 (0, base_penalty_msat, required),
285 (1, overuse_penalty_start_1024th, (default_value, 128)),
286 (2, failure_penalty_msat, required),
287 (3, overuse_penalty_msat_per_1024th, (default_value, 20)),
288 (4, failure_penalty_half_life, required),
291 /// Accounting for penalties against a channel for failing to relay any payments.
293 /// Penalties decay over time, though accumulate as more failures occur.
294 struct ChannelFailure<T: Time> {
295 /// Accumulated penalty in msats for the channel as of `last_updated`.
296 undecayed_penalty_msat: u64,
298 /// Last time the channel either failed to route or successfully routed a payment. Used to decay
299 /// `undecayed_penalty_msat`.
303 impl<T: Time> ScorerUsingTime<T> {
304 /// Creates a new scorer using the given scoring parameters.
305 pub fn new(params: ScoringParameters) -> Self {
308 channel_failures: HashMap::new(),
312 /// Creates a new scorer using `penalty_msat` as a fixed channel penalty.
313 #[cfg(any(test, feature = "fuzztarget", feature = "_test_utils"))]
314 pub fn with_fixed_penalty(penalty_msat: u64) -> Self {
315 Self::new(ScoringParameters {
316 base_penalty_msat: penalty_msat,
317 failure_penalty_msat: 0,
318 failure_penalty_half_life: Duration::from_secs(0),
319 overuse_penalty_start_1024th: 1024,
320 overuse_penalty_msat_per_1024th: 0,
325 impl<T: Time> ChannelFailure<T> {
326 fn new(failure_penalty_msat: u64) -> Self {
328 undecayed_penalty_msat: failure_penalty_msat,
329 last_updated: T::now(),
333 fn add_penalty(&mut self, failure_penalty_msat: u64, half_life: Duration) {
334 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) + failure_penalty_msat;
335 self.last_updated = T::now();
338 fn reduce_penalty(&mut self, half_life: Duration) {
339 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) >> 1;
340 self.last_updated = T::now();
343 fn decayed_penalty_msat(&self, half_life: Duration) -> u64 {
344 self.last_updated.elapsed().as_secs()
345 .checked_div(half_life.as_secs())
346 .and_then(|decays| self.undecayed_penalty_msat.checked_shr(decays as u32))
351 impl<T: Time> Default for ScorerUsingTime<T> {
352 fn default() -> Self {
353 Self::new(ScoringParameters::default())
357 impl Default for ScoringParameters {
358 fn default() -> Self {
360 base_penalty_msat: 500,
361 failure_penalty_msat: 1024 * 1000,
362 failure_penalty_half_life: Duration::from_secs(3600),
363 overuse_penalty_start_1024th: 1024 / 8,
364 overuse_penalty_msat_per_1024th: 20,
369 impl<T: Time> Score for ScorerUsingTime<T> {
370 fn channel_penalty_msat(
371 &self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, _source: &NodeId, _target: &NodeId
373 let failure_penalty_msat = self.channel_failures
374 .get(&short_channel_id)
375 .map_or(0, |value| value.decayed_penalty_msat(self.params.failure_penalty_half_life));
377 let mut penalty_msat = self.params.base_penalty_msat + failure_penalty_msat;
378 let send_1024ths = send_amt_msat.checked_mul(1024).unwrap_or(u64::max_value()) / capacity_msat;
379 if send_1024ths > self.params.overuse_penalty_start_1024th as u64 {
380 penalty_msat = penalty_msat.checked_add(
381 (send_1024ths - self.params.overuse_penalty_start_1024th as u64)
382 .checked_mul(self.params.overuse_penalty_msat_per_1024th).unwrap_or(u64::max_value()))
383 .unwrap_or(u64::max_value());
389 fn payment_path_failed(&mut self, _path: &[&RouteHop], short_channel_id: u64) {
390 let failure_penalty_msat = self.params.failure_penalty_msat;
391 let half_life = self.params.failure_penalty_half_life;
392 self.channel_failures
393 .entry(short_channel_id)
394 .and_modify(|failure| failure.add_penalty(failure_penalty_msat, half_life))
395 .or_insert_with(|| ChannelFailure::new(failure_penalty_msat));
398 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
399 let half_life = self.params.failure_penalty_half_life;
400 for hop in path.iter() {
401 self.channel_failures
402 .entry(hop.short_channel_id)
403 .and_modify(|failure| failure.reduce_penalty(half_life));
408 impl<T: Time> Writeable for ScorerUsingTime<T> {
410 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
411 self.params.write(w)?;
412 self.channel_failures.write(w)?;
413 write_tlv_fields!(w, {});
418 impl<T: Time> Readable for ScorerUsingTime<T> {
420 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
422 params: Readable::read(r)?,
423 channel_failures: Readable::read(r)?,
425 read_tlv_fields!(r, {});
430 impl<T: Time> Writeable for ChannelFailure<T> {
432 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
433 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
434 write_tlv_fields!(w, {
435 (0, self.undecayed_penalty_msat, required),
436 (2, duration_since_epoch, required),
442 impl<T: Time> Readable for ChannelFailure<T> {
444 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
445 let mut undecayed_penalty_msat = 0;
446 let mut duration_since_epoch = Duration::from_secs(0);
447 read_tlv_fields!(r, {
448 (0, undecayed_penalty_msat, required),
449 (2, duration_since_epoch, required),
452 undecayed_penalty_msat,
453 last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
458 /// [`Score`] implementation using channel success probability distributions.
460 /// Based on *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
461 /// and Stefan Richter [[1]]. Given the uncertainty of channel liquidity balances, probability
462 /// distributions are defined based on knowledge learned from successful and unsuccessful attempts.
463 /// Then the negative log of the success probability is used to determine the cost of routing a
464 /// specific HTLC amount through a channel.
466 /// [1]: https://arxiv.org/abs/2107.05322
467 pub struct ProbabilisticScorer<G: Deref<Target = NetworkGraph>> {
468 params: ProbabilisticScoringParameters,
471 // TODO: Remove entries of closed channels.
472 channel_liquidities: HashMap<u64, ChannelLiquidity>,
475 /// Parameters for configuring [`ProbabilisticScorer`].
476 pub struct ProbabilisticScoringParameters {
477 /// A penalty applied after multiplying by the negative log of the channel's success probability
480 /// The success probability is determined by the effective channel capacity, the payment amount,
481 /// and knowledge learned from prior successful and unsuccessful payments. The lower bound of
482 /// the success probability is 0.01, effectively limiting the penalty to the range
483 /// `0..=2*liquidity_penalty_multiplier_msat`.
485 /// Default value: 1,000 msat
486 pub liquidity_penalty_multiplier_msat: u64,
489 impl_writeable_tlv_based!(ProbabilisticScoringParameters, {
490 (0, liquidity_penalty_multiplier_msat, required),
493 /// Accounting for channel liquidity balance uncertainty.
495 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
496 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
497 /// offset fields gives the opposite direction.
498 struct ChannelLiquidity {
499 /// Lower channel liquidity bound in terms of an offset from zero.
500 min_liquidity_offset_msat: u64,
502 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
503 max_liquidity_offset_msat: u64,
506 /// A view of [`ChannelLiquidity`] in one direction assuming a certain channel capacity.
507 struct DirectedChannelLiquidity<L: Deref<Target = u64>> {
508 min_liquidity_offset_msat: L,
509 max_liquidity_offset_msat: L,
513 impl<G: Deref<Target = NetworkGraph>> ProbabilisticScorer<G> {
514 /// Creates a new scorer using the given scoring parameters for sending payments from a node
515 /// through a network graph.
517 params: ProbabilisticScoringParameters, node_pubkey: &PublicKey, network_graph: G
521 node_id: NodeId::from_pubkey(node_pubkey),
523 channel_liquidities: HashMap::new(),
528 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity) -> Self {
529 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
534 impl Default for ProbabilisticScoringParameters {
535 fn default() -> Self {
537 liquidity_penalty_multiplier_msat: 1000,
542 impl ChannelLiquidity {
546 min_liquidity_offset_msat: 0,
547 max_liquidity_offset_msat: 0,
551 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
554 &self, source: &NodeId, target: &NodeId, capacity_msat: u64
555 ) -> DirectedChannelLiquidity<&u64> {
556 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
557 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat)
559 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat)
562 DirectedChannelLiquidity {
563 min_liquidity_offset_msat,
564 max_liquidity_offset_msat,
569 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
572 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64
573 ) -> DirectedChannelLiquidity<&mut u64> {
574 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
575 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat)
577 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat)
580 DirectedChannelLiquidity {
581 min_liquidity_offset_msat,
582 max_liquidity_offset_msat,
588 impl<L: Deref<Target = u64>> DirectedChannelLiquidity<L> {
589 /// Returns the success probability of routing the given HTLC `amount_msat` through the channel
590 /// in this direction.
591 fn success_probability(&self, amount_msat: u64) -> f64 {
592 let max_liquidity_msat = self.max_liquidity_msat();
593 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
594 if amount_msat > max_liquidity_msat {
596 } else if amount_msat <= min_liquidity_msat {
599 let numerator = max_liquidity_msat + 1 - amount_msat;
600 let denominator = max_liquidity_msat + 1 - min_liquidity_msat;
601 numerator as f64 / denominator as f64
602 }.max(0.01) // Lower bound the success probability to ensure some channel is selected.
605 /// Returns the lower bound of the channel liquidity balance in this direction.
606 fn min_liquidity_msat(&self) -> u64 {
607 *self.min_liquidity_offset_msat
610 /// Returns the upper bound of the channel liquidity balance in this direction.
611 fn max_liquidity_msat(&self) -> u64 {
612 self.capacity_msat.checked_sub(*self.max_liquidity_offset_msat).unwrap_or(0)
616 impl<L: DerefMut<Target = u64>> DirectedChannelLiquidity<L> {
617 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
618 fn failed_at_channel(&mut self, amount_msat: u64) {
619 if amount_msat < self.max_liquidity_msat() {
620 self.set_max_liquidity_msat(amount_msat);
624 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
625 fn failed_downstream(&mut self, amount_msat: u64) {
626 if amount_msat > self.min_liquidity_msat() {
627 self.set_min_liquidity_msat(amount_msat);
631 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
632 fn successful(&mut self, amount_msat: u64) {
633 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
634 self.set_max_liquidity_msat(max_liquidity_msat);
637 /// Adjusts the lower bound of the channel liquidity balance in this direction.
638 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
639 *self.min_liquidity_offset_msat = amount_msat;
641 if amount_msat > self.max_liquidity_msat() {
642 *self.max_liquidity_offset_msat = 0;
646 /// Adjusts the upper bound of the channel liquidity balance in this direction.
647 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
648 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
650 if amount_msat < self.min_liquidity_msat() {
651 *self.min_liquidity_offset_msat = 0;
656 impl<G: Deref<Target = NetworkGraph>> Score for ProbabilisticScorer<G> {
657 #[allow(clippy::float_cmp)]
658 fn channel_penalty_msat(
659 &self, short_channel_id: u64, amount_msat: u64, capacity_msat: u64, source: &NodeId,
662 if *source == self.node_id || *target == self.node_id {
666 let liquidity_penalty_multiplier_msat = self.params.liquidity_penalty_multiplier_msat;
667 let success_probability = self.channel_liquidities
668 .get(&short_channel_id)
669 .unwrap_or(&ChannelLiquidity::new())
670 .as_directed(source, target, capacity_msat)
671 .success_probability(amount_msat);
672 if success_probability == 0.0 {
674 } else if success_probability == 1.0 {
677 (-(success_probability.log10()) * liquidity_penalty_multiplier_msat as f64) as u64
681 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
682 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
683 let network_graph = self.network_graph.read_only();
684 let hop_sources = core::iter::once(self.node_id)
685 .chain(path.iter().map(|hop| NodeId::from_pubkey(&hop.pubkey)));
686 for (source, hop) in hop_sources.zip(path.iter()) {
687 let target = NodeId::from_pubkey(&hop.pubkey);
688 if source == self.node_id || target == self.node_id {
692 let capacity_msat = network_graph.channels()
693 .get(&hop.short_channel_id)
694 .and_then(|channel| channel.as_directed_to(&target).map(|(d, _)| d.effective_capacity()))
695 .unwrap_or(EffectiveCapacity::Unknown)
698 if hop.short_channel_id == short_channel_id {
699 self.channel_liquidities
700 .entry(hop.short_channel_id)
701 .or_insert_with(ChannelLiquidity::new)
702 .as_directed_mut(&source, &target, capacity_msat)
703 .failed_at_channel(amount_msat);
707 self.channel_liquidities
708 .entry(hop.short_channel_id)
709 .or_insert_with(ChannelLiquidity::new)
710 .as_directed_mut(&source, &target, capacity_msat)
711 .failed_downstream(amount_msat);
715 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
716 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
717 let network_graph = self.network_graph.read_only();
718 let hop_sources = core::iter::once(self.node_id)
719 .chain(path.iter().map(|hop| NodeId::from_pubkey(&hop.pubkey)));
720 for (source, hop) in hop_sources.zip(path.iter()) {
721 let target = NodeId::from_pubkey(&hop.pubkey);
722 if source == self.node_id || target == self.node_id {
726 let capacity_msat = network_graph.channels()
727 .get(&hop.short_channel_id)
728 .and_then(|channel| channel.as_directed_to(&target).map(|(d, _)| d.effective_capacity()))
729 .unwrap_or(EffectiveCapacity::Unknown)
732 self.channel_liquidities
733 .entry(hop.short_channel_id)
734 .or_insert_with(ChannelLiquidity::new)
735 .as_directed_mut(&source, &target, capacity_msat)
736 .successful(amount_msat);
741 impl<G: Deref<Target = NetworkGraph>> Writeable for ProbabilisticScorer<G> {
743 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
744 self.channel_liquidities.write(w)?;
745 write_tlv_fields!(w, {});
750 impl<G: Deref<Target = NetworkGraph>> ReadableArgs<(ProbabilisticScoringParameters, &PublicKey, G)>
751 for ProbabilisticScorer<G> {
754 r: &mut R, args: (ProbabilisticScoringParameters, &PublicKey, G)
755 ) -> Result<Self, DecodeError> {
756 let (params, node_pubkey, network_graph) = args;
759 node_id: NodeId::from_pubkey(node_pubkey),
761 channel_liquidities: Readable::read(r)?,
763 read_tlv_fields!(r, {});
768 impl Writeable for ChannelLiquidity {
770 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
771 write_tlv_fields!(w, {
772 (0, self.min_liquidity_offset_msat, required),
773 (2, self.max_liquidity_offset_msat, required),
779 impl Readable for ChannelLiquidity {
781 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
782 let mut min_liquidity_offset_msat = 0;
783 let mut max_liquidity_offset_msat = 0;
784 read_tlv_fields!(r, {
785 (0, min_liquidity_offset_msat, required),
786 (2, max_liquidity_offset_msat, required),
789 min_liquidity_offset_msat,
790 max_liquidity_offset_msat
795 pub(crate) mod time {
797 use core::time::Duration;
798 /// A measurement of time.
799 pub trait Time: Sub<Duration, Output = Self> where Self: Sized {
800 /// Returns an instance corresponding to the current moment.
803 /// Returns the amount of time elapsed since `self` was created.
804 fn elapsed(&self) -> Duration;
806 /// Returns the amount of time passed since the beginning of [`Time`].
808 /// Used during (de-)serialization.
809 fn duration_since_epoch() -> Duration;
812 /// A state in which time has no meaning.
813 #[derive(Debug, PartialEq, Eq)]
816 #[cfg(not(feature = "no-std"))]
817 impl Time for std::time::Instant {
819 std::time::Instant::now()
822 fn duration_since_epoch() -> Duration {
823 use std::time::SystemTime;
824 SystemTime::now().duration_since(SystemTime::UNIX_EPOCH).unwrap()
827 fn elapsed(&self) -> Duration {
828 std::time::Instant::elapsed(self)
832 impl Time for Eternity {
837 fn duration_since_epoch() -> Duration {
838 Duration::from_secs(0)
841 fn elapsed(&self) -> Duration {
842 Duration::from_secs(0)
846 impl Sub<Duration> for Eternity {
849 fn sub(self, _other: Duration) -> Self {
855 pub(crate) use self::time::Time;
859 use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorer, ScoringParameters, ScorerUsingTime, Time};
860 use super::time::Eternity;
862 use ln::features::{ChannelFeatures, NodeFeatures};
863 use ln::msgs::{ChannelAnnouncement, ChannelUpdate, OptionalField, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
864 use routing::scoring::Score;
865 use routing::network_graph::{NetworkGraph, NodeId};
866 use routing::router::RouteHop;
867 use util::ser::{Readable, Writeable};
869 use bitcoin::blockdata::constants::genesis_block;
870 use bitcoin::hashes::Hash;
871 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
872 use bitcoin::network::constants::Network;
873 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
874 use core::cell::Cell;
876 use core::time::Duration;
881 /// Time that can be advanced manually in tests.
882 #[derive(Debug, PartialEq, Eq)]
883 struct SinceEpoch(Duration);
887 static ELAPSED: Cell<Duration> = core::cell::Cell::new(Duration::from_secs(0));
890 fn advance(duration: Duration) {
891 Self::ELAPSED.with(|elapsed| elapsed.set(elapsed.get() + duration))
895 impl Time for SinceEpoch {
897 Self(Self::duration_since_epoch())
900 fn duration_since_epoch() -> Duration {
901 Self::ELAPSED.with(|elapsed| elapsed.get())
904 fn elapsed(&self) -> Duration {
905 Self::duration_since_epoch() - self.0
909 impl Sub<Duration> for SinceEpoch {
912 fn sub(self, other: Duration) -> Self {
918 fn time_passes_when_advanced() {
919 let now = SinceEpoch::now();
920 assert_eq!(now.elapsed(), Duration::from_secs(0));
922 SinceEpoch::advance(Duration::from_secs(1));
923 SinceEpoch::advance(Duration::from_secs(1));
925 let elapsed = now.elapsed();
926 let later = SinceEpoch::now();
928 assert_eq!(elapsed, Duration::from_secs(2));
929 assert_eq!(later - elapsed, now);
933 fn time_never_passes_in_an_eternity() {
934 let now = Eternity::now();
935 let elapsed = now.elapsed();
936 let later = Eternity::now();
938 assert_eq!(now.elapsed(), Duration::from_secs(0));
939 assert_eq!(later - elapsed, now);
944 /// A scorer for testing with time that can be manually advanced.
945 type Scorer = ScorerUsingTime::<SinceEpoch>;
947 fn source_privkey() -> SecretKey {
948 SecretKey::from_slice(&[42; 32]).unwrap()
951 fn target_privkey() -> SecretKey {
952 SecretKey::from_slice(&[43; 32]).unwrap()
955 fn source_pubkey() -> PublicKey {
956 let secp_ctx = Secp256k1::new();
957 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
960 fn target_pubkey() -> PublicKey {
961 let secp_ctx = Secp256k1::new();
962 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
965 fn source_node_id() -> NodeId {
966 NodeId::from_pubkey(&source_pubkey())
969 fn target_node_id() -> NodeId {
970 NodeId::from_pubkey(&target_pubkey())
974 fn penalizes_without_channel_failures() {
975 let scorer = Scorer::new(ScoringParameters {
976 base_penalty_msat: 1_000,
977 failure_penalty_msat: 512,
978 failure_penalty_half_life: Duration::from_secs(1),
979 overuse_penalty_start_1024th: 1024,
980 overuse_penalty_msat_per_1024th: 0,
982 let source = source_node_id();
983 let target = target_node_id();
984 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
986 SinceEpoch::advance(Duration::from_secs(1));
987 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
991 fn accumulates_channel_failure_penalties() {
992 let mut scorer = Scorer::new(ScoringParameters {
993 base_penalty_msat: 1_000,
994 failure_penalty_msat: 64,
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_064);
1006 scorer.payment_path_failed(&[], 42);
1007 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1009 scorer.payment_path_failed(&[], 42);
1010 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_192);
1014 fn decays_channel_failure_penalties_over_time() {
1015 let mut scorer = Scorer::new(ScoringParameters {
1016 base_penalty_msat: 1_000,
1017 failure_penalty_msat: 512,
1018 failure_penalty_half_life: Duration::from_secs(10),
1019 overuse_penalty_start_1024th: 1024,
1020 overuse_penalty_msat_per_1024th: 0,
1022 let source = source_node_id();
1023 let target = target_node_id();
1024 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1026 scorer.payment_path_failed(&[], 42);
1027 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1029 SinceEpoch::advance(Duration::from_secs(9));
1030 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1032 SinceEpoch::advance(Duration::from_secs(1));
1033 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1035 SinceEpoch::advance(Duration::from_secs(10 * 8));
1036 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_001);
1038 SinceEpoch::advance(Duration::from_secs(10));
1039 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1041 SinceEpoch::advance(Duration::from_secs(10));
1042 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1046 fn decays_channel_failure_penalties_without_shift_overflow() {
1047 let mut scorer = Scorer::new(ScoringParameters {
1048 base_penalty_msat: 1_000,
1049 failure_penalty_msat: 512,
1050 failure_penalty_half_life: Duration::from_secs(10),
1051 overuse_penalty_start_1024th: 1024,
1052 overuse_penalty_msat_per_1024th: 0,
1054 let source = source_node_id();
1055 let target = target_node_id();
1056 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1058 scorer.payment_path_failed(&[], 42);
1059 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1061 // An unchecked right shift 64 bits or more in ChannelFailure::decayed_penalty_msat would
1062 // cause an overflow.
1063 SinceEpoch::advance(Duration::from_secs(10 * 64));
1064 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1066 SinceEpoch::advance(Duration::from_secs(10));
1067 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1071 fn accumulates_channel_failure_penalties_after_decay() {
1072 let mut scorer = Scorer::new(ScoringParameters {
1073 base_penalty_msat: 1_000,
1074 failure_penalty_msat: 512,
1075 failure_penalty_half_life: Duration::from_secs(10),
1076 overuse_penalty_start_1024th: 1024,
1077 overuse_penalty_msat_per_1024th: 0,
1079 let source = source_node_id();
1080 let target = target_node_id();
1081 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1083 scorer.payment_path_failed(&[], 42);
1084 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1086 SinceEpoch::advance(Duration::from_secs(10));
1087 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1089 scorer.payment_path_failed(&[], 42);
1090 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_768);
1092 SinceEpoch::advance(Duration::from_secs(10));
1093 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_384);
1097 fn reduces_channel_failure_penalties_after_success() {
1098 let mut scorer = Scorer::new(ScoringParameters {
1099 base_penalty_msat: 1_000,
1100 failure_penalty_msat: 512,
1101 failure_penalty_half_life: Duration::from_secs(10),
1102 overuse_penalty_start_1024th: 1024,
1103 overuse_penalty_msat_per_1024th: 0,
1105 let source = source_node_id();
1106 let target = target_node_id();
1107 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1109 scorer.payment_path_failed(&[], 42);
1110 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1112 SinceEpoch::advance(Duration::from_secs(10));
1113 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1115 let hop = RouteHop {
1116 pubkey: PublicKey::from_slice(target.as_slice()).unwrap(),
1117 node_features: NodeFeatures::known(),
1118 short_channel_id: 42,
1119 channel_features: ChannelFeatures::known(),
1121 cltv_expiry_delta: 18,
1123 scorer.payment_path_successful(&[&hop]);
1124 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1126 SinceEpoch::advance(Duration::from_secs(10));
1127 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1131 fn restores_persisted_channel_failure_penalties() {
1132 let mut scorer = Scorer::new(ScoringParameters {
1133 base_penalty_msat: 1_000,
1134 failure_penalty_msat: 512,
1135 failure_penalty_half_life: Duration::from_secs(10),
1136 overuse_penalty_start_1024th: 1024,
1137 overuse_penalty_msat_per_1024th: 0,
1139 let source = source_node_id();
1140 let target = target_node_id();
1142 scorer.payment_path_failed(&[], 42);
1143 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1145 SinceEpoch::advance(Duration::from_secs(10));
1146 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1148 scorer.payment_path_failed(&[], 43);
1149 assert_eq!(scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1151 let mut serialized_scorer = Vec::new();
1152 scorer.write(&mut serialized_scorer).unwrap();
1154 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1155 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1156 assert_eq!(deserialized_scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1160 fn decays_persisted_channel_failure_penalties() {
1161 let mut scorer = Scorer::new(ScoringParameters {
1162 base_penalty_msat: 1_000,
1163 failure_penalty_msat: 512,
1164 failure_penalty_half_life: Duration::from_secs(10),
1165 overuse_penalty_start_1024th: 1024,
1166 overuse_penalty_msat_per_1024th: 0,
1168 let source = source_node_id();
1169 let target = target_node_id();
1171 scorer.payment_path_failed(&[], 42);
1172 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1174 let mut serialized_scorer = Vec::new();
1175 scorer.write(&mut serialized_scorer).unwrap();
1177 SinceEpoch::advance(Duration::from_secs(10));
1179 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1180 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1182 SinceEpoch::advance(Duration::from_secs(10));
1183 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1187 fn charges_per_1024th_penalty() {
1188 let scorer = Scorer::new(ScoringParameters {
1189 base_penalty_msat: 0,
1190 failure_penalty_msat: 0,
1191 failure_penalty_half_life: Duration::from_secs(0),
1192 overuse_penalty_start_1024th: 256,
1193 overuse_penalty_msat_per_1024th: 100,
1195 let source = source_node_id();
1196 let target = target_node_id();
1198 assert_eq!(scorer.channel_penalty_msat(42, 1_000, 1_024_000, &source, &target), 0);
1199 assert_eq!(scorer.channel_penalty_msat(42, 256_999, 1_024_000, &source, &target), 0);
1200 assert_eq!(scorer.channel_penalty_msat(42, 257_000, 1_024_000, &source, &target), 100);
1201 assert_eq!(scorer.channel_penalty_msat(42, 258_000, 1_024_000, &source, &target), 200);
1202 assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 256 * 100);
1205 // `ProbabilisticScorer` tests
1207 fn sender_privkey() -> SecretKey {
1208 SecretKey::from_slice(&[41; 32]).unwrap()
1211 fn recipient_privkey() -> SecretKey {
1212 SecretKey::from_slice(&[45; 32]).unwrap()
1215 fn sender_pubkey() -> PublicKey {
1216 let secp_ctx = Secp256k1::new();
1217 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1220 fn recipient_pubkey() -> PublicKey {
1221 let secp_ctx = Secp256k1::new();
1222 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1225 fn sender_node_id() -> NodeId {
1226 NodeId::from_pubkey(&sender_pubkey())
1229 fn recipient_node_id() -> NodeId {
1230 NodeId::from_pubkey(&recipient_pubkey())
1233 fn network_graph() -> NetworkGraph {
1234 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1235 let mut network_graph = NetworkGraph::new(genesis_hash);
1236 add_channel(&mut network_graph, 41, sender_privkey(), source_privkey());
1237 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1238 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1244 network_graph: &mut NetworkGraph, short_channel_id: u64, node_1_key: SecretKey,
1245 node_2_key: SecretKey
1247 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1248 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1249 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1250 let secp_ctx = Secp256k1::new();
1251 let unsigned_announcement = UnsignedChannelAnnouncement {
1252 features: ChannelFeatures::known(),
1253 chain_hash: genesis_hash,
1255 node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key),
1256 node_id_2: PublicKey::from_secret_key(&secp_ctx, &node_2_key),
1257 bitcoin_key_1: PublicKey::from_secret_key(&secp_ctx, &node_1_secret),
1258 bitcoin_key_2: PublicKey::from_secret_key(&secp_ctx, &node_2_secret),
1259 excess_data: Vec::new(),
1261 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1262 let signed_announcement = ChannelAnnouncement {
1263 node_signature_1: secp_ctx.sign(&msghash, &node_1_key),
1264 node_signature_2: secp_ctx.sign(&msghash, &node_2_key),
1265 bitcoin_signature_1: secp_ctx.sign(&msghash, &node_1_secret),
1266 bitcoin_signature_2: secp_ctx.sign(&msghash, &node_2_secret),
1267 contents: unsigned_announcement,
1269 let chain_source: Option<&::util::test_utils::TestChainSource> = None;
1270 network_graph.update_channel_from_announcement(
1271 &signed_announcement, &chain_source, &secp_ctx).unwrap();
1272 update_channel(network_graph, short_channel_id, node_1_key, 0);
1273 update_channel(network_graph, short_channel_id, node_2_key, 1);
1277 network_graph: &mut NetworkGraph, short_channel_id: u64, node_key: SecretKey, flags: u8
1279 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1280 let secp_ctx = Secp256k1::new();
1281 let unsigned_update = UnsignedChannelUpdate {
1282 chain_hash: genesis_hash,
1286 cltv_expiry_delta: 18,
1287 htlc_minimum_msat: 0,
1288 htlc_maximum_msat: OptionalField::Present(1_000),
1290 fee_proportional_millionths: 0,
1291 excess_data: Vec::new(),
1293 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1294 let signed_update = ChannelUpdate {
1295 signature: secp_ctx.sign(&msghash, &node_key),
1296 contents: unsigned_update,
1298 network_graph.update_channel(&signed_update, &secp_ctx).unwrap();
1301 fn payment_path_for_amount(amount_msat: u64) -> Vec<RouteHop> {
1304 pubkey: source_pubkey(),
1305 node_features: NodeFeatures::known(),
1306 short_channel_id: 41,
1307 channel_features: ChannelFeatures::known(),
1309 cltv_expiry_delta: 18,
1312 pubkey: target_pubkey(),
1313 node_features: NodeFeatures::known(),
1314 short_channel_id: 42,
1315 channel_features: ChannelFeatures::known(),
1317 cltv_expiry_delta: 18,
1320 pubkey: recipient_pubkey(),
1321 node_features: NodeFeatures::known(),
1322 short_channel_id: 43,
1323 channel_features: ChannelFeatures::known(),
1324 fee_msat: amount_msat,
1325 cltv_expiry_delta: 18,
1331 fn liquidity_bounds_directed_from_lowest_node_id() {
1332 let network_graph = network_graph();
1333 let params = ProbabilisticScoringParameters::default();
1334 let mut scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &network_graph)
1337 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100
1341 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100
1343 let source = source_node_id();
1344 let target = target_node_id();
1345 let recipient = recipient_node_id();
1347 let liquidity = scorer.channel_liquidities.get_mut(&42).unwrap();
1348 assert!(source > target);
1349 assert_eq!(liquidity.as_directed(&source, &target, 1_000).min_liquidity_msat(), 100);
1350 assert_eq!(liquidity.as_directed(&source, &target, 1_000).max_liquidity_msat(), 300);
1351 assert_eq!(liquidity.as_directed(&target, &source, 1_000).min_liquidity_msat(), 700);
1352 assert_eq!(liquidity.as_directed(&target, &source, 1_000).max_liquidity_msat(), 900);
1354 liquidity.as_directed_mut(&source, &target, 1_000).set_min_liquidity_msat(200);
1355 assert_eq!(liquidity.as_directed(&source, &target, 1_000).min_liquidity_msat(), 200);
1356 assert_eq!(liquidity.as_directed(&source, &target, 1_000).max_liquidity_msat(), 300);
1357 assert_eq!(liquidity.as_directed(&target, &source, 1_000).min_liquidity_msat(), 700);
1358 assert_eq!(liquidity.as_directed(&target, &source, 1_000).max_liquidity_msat(), 800);
1360 let liquidity = scorer.channel_liquidities.get_mut(&43).unwrap();
1361 assert!(target < recipient);
1362 assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).min_liquidity_msat(), 700);
1363 assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).max_liquidity_msat(), 900);
1364 assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).min_liquidity_msat(), 100);
1365 assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).max_liquidity_msat(), 300);
1367 liquidity.as_directed_mut(&target, &recipient, 1_000).set_max_liquidity_msat(200);
1368 assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).min_liquidity_msat(), 0);
1369 assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).max_liquidity_msat(), 200);
1370 assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).min_liquidity_msat(), 800);
1371 assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).max_liquidity_msat(), 1000);
1375 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
1376 let network_graph = network_graph();
1377 let params = ProbabilisticScoringParameters::default();
1378 let mut scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &network_graph)
1381 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400
1383 let source = source_node_id();
1384 let target = target_node_id();
1385 assert!(source > target);
1387 // Check initial bounds.
1388 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1389 .as_directed(&source, &target, 1_000);
1390 assert_eq!(liquidity.min_liquidity_msat(), 400);
1391 assert_eq!(liquidity.max_liquidity_msat(), 800);
1393 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1394 .as_directed(&target, &source, 1_000);
1395 assert_eq!(liquidity.min_liquidity_msat(), 200);
1396 assert_eq!(liquidity.max_liquidity_msat(), 600);
1398 // Reset from source to target.
1399 scorer.channel_liquidities.get_mut(&42).unwrap()
1400 .as_directed_mut(&source, &target, 1_000)
1401 .set_min_liquidity_msat(900);
1403 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1404 .as_directed(&source, &target, 1_000);
1405 assert_eq!(liquidity.min_liquidity_msat(), 900);
1406 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1408 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1409 .as_directed(&target, &source, 1_000);
1410 assert_eq!(liquidity.min_liquidity_msat(), 0);
1411 assert_eq!(liquidity.max_liquidity_msat(), 100);
1413 // Reset from target to source.
1414 scorer.channel_liquidities.get_mut(&42).unwrap()
1415 .as_directed_mut(&target, &source, 1_000)
1416 .set_min_liquidity_msat(400);
1418 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1419 .as_directed(&source, &target, 1_000);
1420 assert_eq!(liquidity.min_liquidity_msat(), 0);
1421 assert_eq!(liquidity.max_liquidity_msat(), 600);
1423 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1424 .as_directed(&target, &source, 1_000);
1425 assert_eq!(liquidity.min_liquidity_msat(), 400);
1426 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1430 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
1431 let network_graph = network_graph();
1432 let params = ProbabilisticScoringParameters::default();
1433 let mut scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &network_graph)
1436 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400
1438 let source = source_node_id();
1439 let target = target_node_id();
1440 assert!(source > target);
1442 // Check initial bounds.
1443 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1444 .as_directed(&source, &target, 1_000);
1445 assert_eq!(liquidity.min_liquidity_msat(), 400);
1446 assert_eq!(liquidity.max_liquidity_msat(), 800);
1448 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1449 .as_directed(&target, &source, 1_000);
1450 assert_eq!(liquidity.min_liquidity_msat(), 200);
1451 assert_eq!(liquidity.max_liquidity_msat(), 600);
1453 // Reset from source to target.
1454 scorer.channel_liquidities.get_mut(&42).unwrap()
1455 .as_directed_mut(&source, &target, 1_000)
1456 .set_max_liquidity_msat(300);
1458 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1459 .as_directed(&source, &target, 1_000);
1460 assert_eq!(liquidity.min_liquidity_msat(), 0);
1461 assert_eq!(liquidity.max_liquidity_msat(), 300);
1463 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1464 .as_directed(&target, &source, 1_000);
1465 assert_eq!(liquidity.min_liquidity_msat(), 700);
1466 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1468 // Reset from target to source.
1469 scorer.channel_liquidities.get_mut(&42).unwrap()
1470 .as_directed_mut(&target, &source, 1_000)
1471 .set_max_liquidity_msat(600);
1473 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1474 .as_directed(&source, &target, 1_000);
1475 assert_eq!(liquidity.min_liquidity_msat(), 400);
1476 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1478 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1479 .as_directed(&target, &source, 1_000);
1480 assert_eq!(liquidity.min_liquidity_msat(), 0);
1481 assert_eq!(liquidity.max_liquidity_msat(), 600);
1485 fn increased_penalty_nearing_liquidity_upper_bound() {
1486 let network_graph = network_graph();
1487 let params = ProbabilisticScoringParameters::default();
1488 let scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &network_graph);
1489 let source = source_node_id();
1490 let target = target_node_id();
1492 assert_eq!(scorer.channel_penalty_msat(42, 100, 100_000, &source, &target), 0);
1493 assert_eq!(scorer.channel_penalty_msat(42, 1_000, 100_000, &source, &target), 4);
1494 assert_eq!(scorer.channel_penalty_msat(42, 10_000, 100_000, &source, &target), 45);
1495 assert_eq!(scorer.channel_penalty_msat(42, 100_000, 100_000, &source, &target), 2_000);
1497 assert_eq!(scorer.channel_penalty_msat(42, 125, 1_000, &source, &target), 57);
1498 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
1499 assert_eq!(scorer.channel_penalty_msat(42, 375, 1_000, &source, &target), 203);
1500 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1501 assert_eq!(scorer.channel_penalty_msat(42, 625, 1_000, &source, &target), 425);
1502 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600);
1503 assert_eq!(scorer.channel_penalty_msat(42, 875, 1_000, &source, &target), 900);
1507 fn constant_penalty_outside_liquidity_bounds() {
1508 let network_graph = network_graph();
1509 let params = ProbabilisticScoringParameters::default();
1510 let scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &network_graph)
1512 ChannelLiquidity { min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40 });
1513 let source = source_node_id();
1514 let target = target_node_id();
1516 assert_eq!(scorer.channel_penalty_msat(42, 39, 100, &source, &target), 0);
1517 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 0);
1518 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 2_000);
1519 assert_eq!(scorer.channel_penalty_msat(42, 61, 100, &source, &target), 2_000);
1523 fn does_not_penalize_own_channel() {
1524 let network_graph = network_graph();
1525 let params = ProbabilisticScoringParameters::default();
1526 let mut scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &network_graph);
1527 let sender = sender_node_id();
1528 let source = source_node_id();
1529 let failed_path = payment_path_for_amount(500);
1530 let successful_path = payment_path_for_amount(200);
1532 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 0);
1534 scorer.payment_path_failed(&failed_path.iter().collect::<Vec<_>>(), 41);
1535 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 0);
1537 scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
1538 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 0);
1542 fn sets_liquidity_lower_bound_on_downstream_failure() {
1543 let network_graph = network_graph();
1544 let params = ProbabilisticScoringParameters::default();
1545 let mut scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &network_graph);
1546 let source = source_node_id();
1547 let target = target_node_id();
1548 let path = payment_path_for_amount(500);
1550 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
1551 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1552 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600);
1554 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
1556 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 0);
1557 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 0);
1558 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 300);
1562 fn sets_liquidity_upper_bound_on_failure() {
1563 let network_graph = network_graph();
1564 let params = ProbabilisticScoringParameters::default();
1565 let mut scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &network_graph);
1566 let source = source_node_id();
1567 let target = target_node_id();
1568 let path = payment_path_for_amount(500);
1570 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
1571 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1572 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600);
1574 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
1576 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1577 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
1578 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 2_000);
1582 fn reduces_liquidity_upper_bound_along_path_on_success() {
1583 let network_graph = network_graph();
1584 let params = ProbabilisticScoringParameters::default();
1585 let mut scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &network_graph);
1586 let sender = sender_node_id();
1587 let source = source_node_id();
1588 let target = target_node_id();
1589 let recipient = recipient_node_id();
1590 let path = payment_path_for_amount(500);
1592 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 0);
1593 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
1594 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 124);
1596 scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
1598 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 0);
1599 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1600 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 300);