_ Git - rust-lightning/blob - lightning/src/routing/scoring.rs

   1 // This file is Copyright its original authors, visible in version control
   2 // history.
   3 //
   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
   8 // licenses.
   9
  10 //! Utilities for scoring payment channels.
  11 //!
  12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
  13 //! finding when a custom [`Score`] implementation is not needed.
  14 //!
  15 //! # Example
  16 //!
  17 //! ```
  18 //! # extern crate secp256k1;
  19 //! #
  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;
  25 //! #
  26 //! # struct FakeLogger {};
  27 //! # impl Logger for FakeLogger {
  28 //! #     fn log(&self, record: &Record) { unimplemented!() }
  29 //! # }
  30 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph) {
  31 //! # let logger = FakeLogger {};
  32 //! #
  33 //! // Use the default channel penalties.
  34 //! let params = ProbabilisticScoringParameters::default();
  35 //! let scorer = ProbabilisticScorer::new(params, &payer, &network_graph);
  36 //!
  37 //! // Or use custom channel penalties.
  38 //! let params = ProbabilisticScoringParameters {
  39 //!     liquidity_penalty_multiplier_msat: 2 * 1000,
  40 //!     ..ProbabilisticScoringParameters::default()
  41 //! };
  42 //! let scorer = ProbabilisticScorer::new(params, &payer, &network_graph);
  43 //!
  44 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer);
  45 //! # }
  46 //! ```
  47 //!
  48 //! # Note
  49 //!
  50 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
  51 //! different types and thus is undefined.
  52 //!
  53 //! [`find_route`]: crate::routing::router::find_route
  54
  55 use bitcoin::secp256k1::key::PublicKey;
  56
  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};
  61
  62 use prelude::*;
  63 use core::cell::{RefCell, RefMut};
  64 use core::ops::{Deref, DerefMut};
  65 use core::time::Duration;
  66 use io::{self, Read};
  67 use sync::{Mutex, MutexGuard};
  68
  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`.
  73 ///
  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.
  82 ///
  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`.
  87         ///
  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;
  94
  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);
  97
  98         /// Handles updating channel penalties after successfully routing along a path.
  99         fn payment_path_successful(&mut self, path: &[&RouteHop]);
 100 }
 101
 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)
 105         }
 106
 107         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
 108                 self.deref_mut().payment_path_failed(path, short_channel_id)
 109         }
 110
 111         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
 112                 self.deref_mut().payment_path_successful(path)
 113         }
 114 }
 115 } }
 116
 117 #[cfg(c_bindings)]
 118 define_score!(Writeable);
 119 #[cfg(not(c_bindings))]
 120 define_score!();
 121
 122 /// A scorer that is accessed under a lock.
 123 ///
 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.
 128 ///
 129 /// [`find_route`]: crate::routing::router::find_route
 130 pub trait LockableScore<'a> {
 131         /// The locked [`Score`] type.
 132         type Locked: 'a + Score;
 133
 134         /// Returns the locked scorer.
 135         fn lock(&'a self) -> Self::Locked;
 136 }
 137
 138 /// (C-not exported)
 139 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
 140         type Locked = MutexGuard<'a, T>;
 141
 142         fn lock(&'a self) -> MutexGuard<'a, T> {
 143                 Mutex::lock(self).unwrap()
 144         }
 145 }
 146
 147 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
 148         type Locked = RefMut<'a, T>;
 149
 150         fn lock(&'a self) -> RefMut<'a, T> {
 151                 self.borrow_mut()
 152         }
 153 }
 154
 155 #[cfg(c_bindings)]
 156 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
 157 pub struct MultiThreadedLockableScore<S: Score> {
 158         score: Mutex<S>,
 159 }
 160 #[cfg(c_bindings)]
 161 /// (C-not exported)
 162 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
 163         type Locked = MutexGuard<'a, T>;
 164
 165         fn lock(&'a self) -> MutexGuard<'a, T> {
 166                 Mutex::lock(&self.score).unwrap()
 167         }
 168 }
 169
 170 #[cfg(c_bindings)]
 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) }
 175         }
 176 }
 177
 178 #[cfg(c_bindings)]
 179 /// (C-not exported)
 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)
 183         }
 184 }
 185
 186 #[cfg(c_bindings)]
 187 /// (C-not exported)
 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)
 191         }
 192 }
 193
 194 /// [`Score`] implementation that provides reasonable default behavior.
 195 ///
 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.
 198 ///
 199 /// See [module-level documentation] for usage.
 200 ///
 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.
 205 ///
 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.
 208 ///
 209 /// See [module-level documentation] for usage and [`ScoringParameters`] for customization.
 210 ///
 211 /// [module-level documentation]: crate::routing::scoring
 212 #[cfg(feature = "no-std")]
 213 pub type Scorer = ScorerUsingTime::<time::Eternity>;
 214
 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
 217 // methods at all.
 218
 219 /// [`Score`] implementation.
 220 ///
 221 /// See [`Scorer`] for details.
 222 ///
 223 /// # Note
 224 ///
 225 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
 226 /// behavior.
 227 ///
 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>>,
 233 }
 234
 235 /// Parameters for configuring [`Scorer`].
 236 pub struct ScoringParameters {
 237         /// A fixed penalty in msats to apply to each channel.
 238         ///
 239         /// Default value: 500 msat
 240         pub base_penalty_msat: u64,
 241
 242         /// A penalty in msats to apply to a channel upon failing to relay a payment.
 243         ///
 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.
 246         ///
 247         /// Default value: 1,024,000 msat
 248         ///
 249         /// [`failure_penalty_half_life`]: Self::failure_penalty_half_life
 250         pub failure_penalty_msat: u64,
 251
 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`].
 254         ///
 255         /// Default value: 128 1024ths (i.e. begin penalizing when an HTLC uses 1/8th of a channel)
 256         ///
 257         /// [`overuse_penalty_msat_per_1024th`]: Self::overuse_penalty_msat_per_1024th
 258         pub overuse_penalty_start_1024th: u16,
 259
 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.
 262         ///
 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)
 265         ///
 266         /// [`overuse_penalty_start_1024th`]: Self::overuse_penalty_start_1024th
 267         pub overuse_penalty_msat_per_1024th: u64,
 268
 269         /// The time required to elapse before any accumulated [`failure_penalty_msat`] penalties are
 270         /// cut in half.
 271         ///
 272         /// Successfully routing through a channel will immediately cut the penalty in half as well.
 273         ///
 274         /// # Note
 275         ///
 276         /// When built with the `no-std` feature, time will never elapse. Therefore, this penalty will
 277         /// never decay.
 278         ///
 279         /// [`failure_penalty_msat`]: Self::failure_penalty_msat
 280         pub failure_penalty_half_life: Duration,
 281 }
 282
 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),
 289 });
 290
 291 /// Accounting for penalties against a channel for failing to relay any payments.
 292 ///
 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,
 297
 298         /// Last time the channel either failed to route or successfully routed a payment. Used to decay
 299         /// `undecayed_penalty_msat`.
 300         last_updated: T,
 301 }
 302
 303 impl<T: Time> ScorerUsingTime<T> {
 304         /// Creates a new scorer using the given scoring parameters.
 305         pub fn new(params: ScoringParameters) -> Self {
 306                 Self {
 307                         params,
 308                         channel_failures: HashMap::new(),
 309                 }
 310         }
 311
 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,
 321                 })
 322         }
 323 }
 324
 325 impl<T: Time> ChannelFailure<T> {
 326         fn new(failure_penalty_msat: u64) -> Self {
 327                 Self {
 328                         undecayed_penalty_msat: failure_penalty_msat,
 329                         last_updated: T::now(),
 330                 }
 331         }
 332
 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();
 336         }
 337
 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();
 341         }
 342
 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))
 347                         .unwrap_or(0)
 348         }
 349 }
 350
 351 impl<T: Time> Default for ScorerUsingTime<T> {
 352         fn default() -> Self {
 353                 Self::new(ScoringParameters::default())
 354         }
 355 }
 356
 357 impl Default for ScoringParameters {
 358         fn default() -> Self {
 359                 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,
 365                 }
 366         }
 367 }
 368
 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
 372         ) -> u64 {
 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));
 376
 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());
 384                 }
 385
 386                 penalty_msat
 387         }
 388
 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));
 396         }
 397
 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));
 404                 }
 405         }
 406 }
 407
 408 impl<T: Time> Writeable for ScorerUsingTime<T> {
 409         #[inline]
 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, {});
 414                 Ok(())
 415         }
 416 }
 417
 418 impl<T: Time> Readable for ScorerUsingTime<T> {
 419         #[inline]
 420         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
 421                 let res = Ok(Self {
 422                         params: Readable::read(r)?,
 423                         channel_failures: Readable::read(r)?,
 424                 });
 425                 read_tlv_fields!(r, {});
 426                 res
 427         }
 428 }
 429
 430 impl<T: Time> Writeable for ChannelFailure<T> {
 431         #[inline]
 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),
 437                 });
 438                 Ok(())
 439         }
 440 }
 441
 442 impl<T: Time> Readable for ChannelFailure<T> {
 443         #[inline]
 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),
 450                 });
 451                 Ok(Self {
 452                         undecayed_penalty_msat,
 453                         last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
 454                 })
 455         }
 456 }
 457
 458 /// [`Score`] implementation using channel success probability distributions.
 459 ///
 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.
 465 ///
 466 /// [1]: https://arxiv.org/abs/2107.05322
 467 pub struct ProbabilisticScorer<G: Deref<Target = NetworkGraph>> {
 468         params: ProbabilisticScoringParameters,
 469         node_id: NodeId,
 470         network_graph: G,
 471         // TODO: Remove entries of closed channels.
 472         channel_liquidities: HashMap<u64, ChannelLiquidity>,
 473 }
 474
 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
 478         /// for a payment.
 479         ///
 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`.
 484         ///
 485         /// Default value: 1,000 msat
 486         pub liquidity_penalty_multiplier_msat: u64,
 487 }
 488
 489 impl_writeable_tlv_based!(ProbabilisticScoringParameters, {
 490         (0, liquidity_penalty_multiplier_msat, required),
 491 });
 492
 493 /// Accounting for channel liquidity balance uncertainty.
 494 ///
 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,
 501
 502         /// Upper channel liquidity bound in terms of an offset from the effective capacity.
 503         max_liquidity_offset_msat: u64,
 504 }
 505
 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,
 510         capacity_msat: u64,
 511 }
 512
 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.
 516         pub fn new(
 517                 params: ProbabilisticScoringParameters, node_pubkey: &PublicKey, network_graph: G
 518         ) -> Self {
 519                 Self {
 520                         params,
 521                         node_id: NodeId::from_pubkey(node_pubkey),
 522                         network_graph,
 523                         channel_liquidities: HashMap::new(),
 524                 }
 525         }
 526
 527         #[cfg(test)]
 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());
 530                 self
 531         }
 532 }
 533
 534 impl Default for ProbabilisticScoringParameters {
 535         fn default() -> Self {
 536                 Self {
 537                         liquidity_penalty_multiplier_msat: 1000,
 538                 }
 539         }
 540 }
 541
 542 impl ChannelLiquidity {
 543         #[inline]
 544         fn new() -> Self {
 545                 Self {
 546                         min_liquidity_offset_msat: 0,
 547                         max_liquidity_offset_msat: 0,
 548                 }
 549         }
 550
 551         /// Returns a view of the channel liquidity directed from `source` to `target` assuming
 552         /// `capacity_msat`.
 553         fn as_directed(
 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)
 558                 } else {
 559                         (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat)
 560                 };
 561
 562                 DirectedChannelLiquidity {
 563                         min_liquidity_offset_msat,
 564                         max_liquidity_offset_msat,
 565                         capacity_msat,
 566                 }
 567         }
 568
 569         /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
 570         /// `capacity_msat`.
 571         fn as_directed_mut(
 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)
 576                 } else {
 577                         (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat)
 578                 };
 579
 580                 DirectedChannelLiquidity {
 581                         min_liquidity_offset_msat,
 582                         max_liquidity_offset_msat,
 583                         capacity_msat,
 584                 }
 585         }
 586 }
 587
 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 {
 595                         0.0
 596                 } else if amount_msat <= min_liquidity_msat {
 597                         1.0
 598                 } else {
 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.
 603         }
 604
 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
 608         }
 609
 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)
 613         }
 614 }
 615
 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);
 621                 }
 622         }
 623
 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);
 628                 }
 629         }
 630
 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);
 635         }
 636
 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;
 640
 641                 if amount_msat > self.max_liquidity_msat() {
 642                         *self.max_liquidity_offset_msat = 0;
 643                 }
 644         }
 645
 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);
 649
 650                 if amount_msat < self.min_liquidity_msat() {
 651                         *self.min_liquidity_offset_msat = 0;
 652                 }
 653         }
 654 }
 655
 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,
 660                 target: &NodeId
 661         ) -> u64 {
 662                 if *source == self.node_id || *target == self.node_id {
 663                         return 0;
 664                 }
 665
 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 {
 673                         u64::max_value()
 674                 } else if success_probability == 1.0 {
 675                         0
 676                 } else {
 677                         (-(success_probability.log10()) * liquidity_penalty_multiplier_msat as f64) as u64
 678                 }
 679         }
 680
 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 {
 689                                 continue;
 690                         }
 691
 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)
 696                                 .as_msat();
 697
 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);
 704                                 break;
 705                         }
 706
 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);
 712                 }
 713         }
 714
 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 {
 723                                 continue;
 724                         }
 725
 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)
 730                                 .as_msat();
 731
 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);
 737                 }
 738         }
 739 }
 740
 741 impl<G: Deref<Target = NetworkGraph>> Writeable for ProbabilisticScorer<G> {
 742         #[inline]
 743         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 744                 self.channel_liquidities.write(w)?;
 745                 write_tlv_fields!(w, {});
 746                 Ok(())
 747         }
 748 }
 749
 750 impl<G: Deref<Target = NetworkGraph>> ReadableArgs<(ProbabilisticScoringParameters, &PublicKey, G)>
 751 for ProbabilisticScorer<G> {
 752         #[inline]
 753         fn read<R: Read>(
 754                 r: &mut R, args: (ProbabilisticScoringParameters, &PublicKey, G)
 755         ) -> Result<Self, DecodeError> {
 756                 let (params, node_pubkey, network_graph) = args;
 757                 let res = Ok(Self {
 758                         params,
 759                         node_id: NodeId::from_pubkey(node_pubkey),
 760                         network_graph,
 761                         channel_liquidities: Readable::read(r)?,
 762                 });
 763                 read_tlv_fields!(r, {});
 764                 res
 765         }
 766 }
 767
 768 impl Writeable for ChannelLiquidity {
 769         #[inline]
 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),
 774                 });
 775                 Ok(())
 776         }
 777 }
 778
 779 impl Readable for ChannelLiquidity {
 780         #[inline]
 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),
 787                 });
 788                 Ok(Self {
 789                         min_liquidity_offset_msat,
 790                         max_liquidity_offset_msat
 791                 })
 792         }
 793 }
 794
 795 pub(crate) mod time {
 796         use core::ops::Sub;
 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.
 801                 fn now() -> Self;
 802
 803                 /// Returns the amount of time elapsed since `self` was created.
 804                 fn elapsed(&self) -> Duration;
 805
 806                 /// Returns the amount of time passed since the beginning of [`Time`].
 807                 ///
 808                 /// Used during (de-)serialization.
 809                 fn duration_since_epoch() -> Duration;
 810         }
 811
 812         /// A state in which time has no meaning.
 813         #[derive(Debug, PartialEq, Eq)]
 814         pub struct Eternity;
 815
 816         #[cfg(not(feature = "no-std"))]
 817         impl Time for std::time::Instant {
 818                 fn now() -> Self {
 819                         std::time::Instant::now()
 820                 }
 821
 822                 fn duration_since_epoch() -> Duration {
 823                         use std::time::SystemTime;
 824                         SystemTime::now().duration_since(SystemTime::UNIX_EPOCH).unwrap()
 825                 }
 826
 827                 fn elapsed(&self) -> Duration {
 828                         std::time::Instant::elapsed(self)
 829                 }
 830         }
 831
 832         impl Time for Eternity {
 833                 fn now() -> Self {
 834                         Self
 835                 }
 836
 837                 fn duration_since_epoch() -> Duration {
 838                         Duration::from_secs(0)
 839                 }
 840
 841                 fn elapsed(&self) -> Duration {
 842                         Duration::from_secs(0)
 843                 }
 844         }
 845
 846         impl Sub<Duration> for Eternity {
 847                 type Output = Self;
 848
 849                 fn sub(self, _other: Duration) -> Self {
 850                         self
 851                 }
 852         }
 853 }
 854
 855 pub(crate) use self::time::Time;
 856
 857 #[cfg(test)]
 858 mod tests {
 859         use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorer, ScoringParameters, ScorerUsingTime, Time};
 860         use super::time::Eternity;
 861
 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};
 868
 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;
 875         use core::ops::Sub;
 876         use core::time::Duration;
 877         use io;
 878
 879         // `Time` tests
 880
 881         /// Time that can be advanced manually in tests.
 882         #[derive(Debug, PartialEq, Eq)]
 883         struct SinceEpoch(Duration);
 884
 885         impl SinceEpoch {
 886                 thread_local! {
 887                         static ELAPSED: Cell<Duration> = core::cell::Cell::new(Duration::from_secs(0));
 888                 }
 889
 890                 fn advance(duration: Duration) {
 891                         Self::ELAPSED.with(|elapsed| elapsed.set(elapsed.get() + duration))
 892                 }
 893         }
 894
 895         impl Time for SinceEpoch {
 896                 fn now() -> Self {
 897                         Self(Self::duration_since_epoch())
 898                 }
 899
 900                 fn duration_since_epoch() -> Duration {
 901                         Self::ELAPSED.with(|elapsed| elapsed.get())
 902                 }
 903
 904                 fn elapsed(&self) -> Duration {
 905                         Self::duration_since_epoch() - self.0
 906                 }
 907         }
 908
 909         impl Sub<Duration> for SinceEpoch {
 910                 type Output = Self;
 911
 912                 fn sub(self, other: Duration) -> Self {
 913                         Self(self.0 - other)
 914                 }
 915         }
 916
 917         #[test]
 918         fn time_passes_when_advanced() {
 919                 let now = SinceEpoch::now();
 920                 assert_eq!(now.elapsed(), Duration::from_secs(0));
 921
 922                 SinceEpoch::advance(Duration::from_secs(1));
 923                 SinceEpoch::advance(Duration::from_secs(1));
 924
 925                 let elapsed = now.elapsed();
 926                 let later = SinceEpoch::now();
 927
 928                 assert_eq!(elapsed, Duration::from_secs(2));
 929                 assert_eq!(later - elapsed, now);
 930         }
 931
 932         #[test]
 933         fn time_never_passes_in_an_eternity() {
 934                 let now = Eternity::now();
 935                 let elapsed = now.elapsed();
 936                 let later = Eternity::now();
 937
 938                 assert_eq!(now.elapsed(), Duration::from_secs(0));
 939                 assert_eq!(later - elapsed, now);
 940         }
 941
 942         // `Scorer` tests
 943
 944         /// A scorer for testing with time that can be manually advanced.
 945         type Scorer = ScorerUsingTime::<SinceEpoch>;
 946
 947         fn source_privkey() -> SecretKey {
 948                 SecretKey::from_slice(&[42; 32]).unwrap()
 949         }
 950
 951         fn target_privkey() -> SecretKey {
 952                 SecretKey::from_slice(&[43; 32]).unwrap()
 953         }
 954
 955         fn source_pubkey() -> PublicKey {
 956                 let secp_ctx = Secp256k1::new();
 957                 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
 958         }
 959
 960         fn target_pubkey() -> PublicKey {
 961                 let secp_ctx = Secp256k1::new();
 962                 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
 963         }
 964
 965         fn source_node_id() -> NodeId {
 966                 NodeId::from_pubkey(&source_pubkey())
 967         }
 968
 969         fn target_node_id() -> NodeId {
 970                 NodeId::from_pubkey(&target_pubkey())
 971         }
 972
 973         #[test]
 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,
 981                 });
 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);
 985
 986                 SinceEpoch::advance(Duration::from_secs(1));
 987                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
 988         }
 989
 990         #[test]
 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,
 998                 });
 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);
1002
1003                 scorer.payment_path_failed(&[], 42);
1004                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1005
1006                 scorer.payment_path_failed(&[], 42);
1007                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1008
1009                 scorer.payment_path_failed(&[], 42);
1010                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_192);
1011         }
1012
1013         #[test]
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,
1021                 });
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);
1025
1026                 scorer.payment_path_failed(&[], 42);
1027                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1028
1029                 SinceEpoch::advance(Duration::from_secs(9));
1030                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1031
1032                 SinceEpoch::advance(Duration::from_secs(1));
1033                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1034
1035                 SinceEpoch::advance(Duration::from_secs(10 * 8));
1036                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_001);
1037
1038                 SinceEpoch::advance(Duration::from_secs(10));
1039                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1040
1041                 SinceEpoch::advance(Duration::from_secs(10));
1042                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1043         }
1044
1045         #[test]
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,
1053                 });
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);
1057
1058                 scorer.payment_path_failed(&[], 42);
1059                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1060
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);
1065
1066                 SinceEpoch::advance(Duration::from_secs(10));
1067                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1068         }
1069
1070         #[test]
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,
1078                 });
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);
1082
1083                 scorer.payment_path_failed(&[], 42);
1084                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1085
1086                 SinceEpoch::advance(Duration::from_secs(10));
1087                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1088
1089                 scorer.payment_path_failed(&[], 42);
1090                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_768);
1091
1092                 SinceEpoch::advance(Duration::from_secs(10));
1093                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_384);
1094         }
1095
1096         #[test]
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,
1104                 });
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);
1108
1109                 scorer.payment_path_failed(&[], 42);
1110                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1111
1112                 SinceEpoch::advance(Duration::from_secs(10));
1113                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1114
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(),
1120                         fee_msat: 1,
1121                         cltv_expiry_delta: 18,
1122                 };
1123                 scorer.payment_path_successful(&[&hop]);
1124                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1125
1126                 SinceEpoch::advance(Duration::from_secs(10));
1127                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1128         }
1129
1130         #[test]
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,
1138                 });
1139                 let source = source_node_id();
1140                 let target = target_node_id();
1141
1142                 scorer.payment_path_failed(&[], 42);
1143                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1144
1145                 SinceEpoch::advance(Duration::from_secs(10));
1146                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1147
1148                 scorer.payment_path_failed(&[], 43);
1149                 assert_eq!(scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1150
1151                 let mut serialized_scorer = Vec::new();
1152                 scorer.write(&mut serialized_scorer).unwrap();
1153
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);
1157         }
1158
1159         #[test]
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,
1167                 });
1168                 let source = source_node_id();
1169                 let target = target_node_id();
1170
1171                 scorer.payment_path_failed(&[], 42);
1172                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1173
1174                 let mut serialized_scorer = Vec::new();
1175                 scorer.write(&mut serialized_scorer).unwrap();
1176
1177                 SinceEpoch::advance(Duration::from_secs(10));
1178
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);
1181
1182                 SinceEpoch::advance(Duration::from_secs(10));
1183                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1184         }
1185
1186         #[test]
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,
1194                 });
1195                 let source = source_node_id();
1196                 let target = target_node_id();
1197
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);
1203         }
1204
1205         // `ProbabilisticScorer` tests
1206
1207         fn sender_privkey() -> SecretKey {
1208                 SecretKey::from_slice(&[41; 32]).unwrap()
1209         }
1210
1211         fn recipient_privkey() -> SecretKey {
1212                 SecretKey::from_slice(&[45; 32]).unwrap()
1213         }
1214
1215         fn sender_pubkey() -> PublicKey {
1216                 let secp_ctx = Secp256k1::new();
1217                 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1218         }
1219
1220         fn recipient_pubkey() -> PublicKey {
1221                 let secp_ctx = Secp256k1::new();
1222                 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1223         }
1224
1225         fn sender_node_id() -> NodeId {
1226                 NodeId::from_pubkey(&sender_pubkey())
1227         }
1228
1229         fn recipient_node_id() -> NodeId {
1230                 NodeId::from_pubkey(&recipient_pubkey())
1231         }
1232
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());
1239
1240                 network_graph
1241         }
1242
1243         fn add_channel(
1244                 network_graph: &mut NetworkGraph, short_channel_id: u64, node_1_key: SecretKey,
1245                 node_2_key: SecretKey
1246         ) {
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,
1254                         short_channel_id,
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(),
1260                 };
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,
1268                 };
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);
1274         }
1275
1276         fn update_channel(
1277                 network_graph: &mut NetworkGraph, short_channel_id: u64, node_key: SecretKey, flags: u8
1278         ) {
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,
1283                         short_channel_id,
1284                         timestamp: 100,
1285                         flags,
1286                         cltv_expiry_delta: 18,
1287                         htlc_minimum_msat: 0,
1288                         htlc_maximum_msat: OptionalField::Present(1_000),
1289                         fee_base_msat: 1,
1290                         fee_proportional_millionths: 0,
1291                         excess_data: Vec::new(),
1292                 };
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,
1297                 };
1298                 network_graph.update_channel(&signed_update, &secp_ctx).unwrap();
1299         }
1300
1301         fn payment_path_for_amount(amount_msat: u64) -> Vec<RouteHop> {
1302                 vec![
1303                         RouteHop {
1304                                 pubkey: source_pubkey(),
1305                                 node_features: NodeFeatures::known(),
1306                                 short_channel_id: 41,
1307                                 channel_features: ChannelFeatures::known(),
1308                                 fee_msat: 1,
1309                                 cltv_expiry_delta: 18,
1310                         },
1311                         RouteHop {
1312                                 pubkey: target_pubkey(),
1313                                 node_features: NodeFeatures::known(),
1314                                 short_channel_id: 42,
1315                                 channel_features: ChannelFeatures::known(),
1316                                 fee_msat: 2,
1317                                 cltv_expiry_delta: 18,
1318                         },
1319                         RouteHop {
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,
1326                         },
1327                 ]
1328         }
1329
1330         #[test]
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)
1335                         .with_channel(42,
1336                                 ChannelLiquidity {
1337                                         min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100
1338                                 })
1339                         .with_channel(43,
1340                                 ChannelLiquidity {
1341                                         min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100
1342                                 });
1343                 let source = source_node_id();
1344                 let target = target_node_id();
1345                 let recipient = recipient_node_id();
1346
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);
1353
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);
1359
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);
1366
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);
1372         }
1373
1374         #[test]
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)
1379                         .with_channel(42,
1380                                 ChannelLiquidity {
1381                                         min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400
1382                                 });
1383                 let source = source_node_id();
1384                 let target = target_node_id();
1385                 assert!(source > target);
1386
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);
1392
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);
1397
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);
1402
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);
1407
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);
1412
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);
1417
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);
1422
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);
1427         }
1428
1429         #[test]
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)
1434                         .with_channel(42,
1435                                 ChannelLiquidity {
1436                                         min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400
1437                                 });
1438                 let source = source_node_id();
1439                 let target = target_node_id();
1440                 assert!(source > target);
1441
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);
1447
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);
1452
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);
1457
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);
1462
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);
1467
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);
1472
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);
1477
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);
1482         }
1483
1484         #[test]
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();
1491
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);
1496
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);
1504         }
1505
1506         #[test]
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)
1511                         .with_channel(42,
1512                                 ChannelLiquidity { min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40 });
1513                 let source = source_node_id();
1514                 let target = target_node_id();
1515
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);
1520         }
1521
1522         #[test]
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);
1531
1532                 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 0);
1533
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);
1536
1537                 scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
1538                 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 0);
1539         }
1540
1541         #[test]
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);
1549
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);
1553
1554                 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
1555
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);
1559         }
1560
1561         #[test]
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);
1569
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);
1573
1574                 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
1575
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);
1579         }
1580
1581         #[test]
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);
1591
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);
1595
1596                 scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
1597
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);
1601         }
1602 }