1 // This file is Copyright its original authors, visible in version control
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
10 //! Utilities for scoring payment channels.
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`Score`] implementation is not needed.
18 //! # extern crate secp256k1;
20 //! # use lightning::routing::network_graph::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringParameters, Scorer, ScoringParameters};
23 //! # use lightning::util::logger::{Logger, Record};
24 //! # use secp256k1::key::PublicKey;
26 //! # struct FakeLogger {};
27 //! # impl Logger for FakeLogger {
28 //! # fn log(&self, record: &Record) { unimplemented!() }
30 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph) {
31 //! # let logger = FakeLogger {};
33 //! // Use the default channel penalties.
34 //! let params = ProbabilisticScoringParameters::default();
35 //! let scorer = ProbabilisticScorer::new(params, &network_graph);
37 //! // Or use custom channel penalties.
38 //! let params = ProbabilisticScoringParameters {
39 //! liquidity_penalty_multiplier_msat: 2 * 1000,
40 //! ..ProbabilisticScoringParameters::default()
42 //! let scorer = ProbabilisticScorer::new(params, &network_graph);
44 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer);
50 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
51 //! different types and thus is undefined.
53 //! [`find_route`]: crate::routing::router::find_route
55 use ln::msgs::DecodeError;
56 use routing::network_graph::{NetworkGraph, NodeId};
57 use routing::router::RouteHop;
58 use util::ser::{Readable, ReadableArgs, Writeable, Writer};
61 use core::cell::{RefCell, RefMut};
62 use core::ops::{Deref, DerefMut};
63 use core::time::Duration;
65 use sync::{Mutex, MutexGuard};
67 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
68 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
69 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
70 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
72 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
73 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
74 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
75 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
76 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
77 /// do here by defining `Score` differently for `cfg(c_bindings)`.
78 macro_rules! define_score { ($($supertrait: path)*) => {
79 /// An interface used to score payment channels for path finding.
81 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
82 pub trait Score $(: $supertrait)* {
83 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
84 /// given channel in the direction from `source` to `target`.
86 /// The channel's capacity (less any other MPP parts that are also being considered for use in
87 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
88 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
89 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
90 /// Thus, implementations should be overflow-safe.
91 fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64;
93 /// Handles updating channel penalties after failing to route through a channel.
94 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64);
96 /// Handles updating channel penalties after successfully routing along a path.
97 fn payment_path_successful(&mut self, path: &[&RouteHop]);
100 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
101 fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64 {
102 self.deref().channel_penalty_msat(short_channel_id, send_amt_msat, capacity_msat, source, target)
105 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
106 self.deref_mut().payment_path_failed(path, short_channel_id)
109 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
110 self.deref_mut().payment_path_successful(path)
116 define_score!(Writeable);
117 #[cfg(not(c_bindings))]
120 /// A scorer that is accessed under a lock.
122 /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
123 /// having shared ownership of a scorer but without requiring internal locking in [`Score`]
124 /// implementations. Internal locking would be detrimental to route finding performance and could
125 /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
127 /// [`find_route`]: crate::routing::router::find_route
128 pub trait LockableScore<'a> {
129 /// The locked [`Score`] type.
130 type Locked: 'a + Score;
132 /// Returns the locked scorer.
133 fn lock(&'a self) -> Self::Locked;
137 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
138 type Locked = MutexGuard<'a, T>;
140 fn lock(&'a self) -> MutexGuard<'a, T> {
141 Mutex::lock(self).unwrap()
145 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
146 type Locked = RefMut<'a, T>;
148 fn lock(&'a self) -> RefMut<'a, T> {
154 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
155 pub struct MultiThreadedLockableScore<S: Score> {
160 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
161 type Locked = MutexGuard<'a, T>;
163 fn lock(&'a self) -> MutexGuard<'a, T> {
164 Mutex::lock(&self.score).unwrap()
169 impl<T: Score> MultiThreadedLockableScore<T> {
170 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
171 pub fn new(score: T) -> Self {
172 MultiThreadedLockableScore { score: Mutex::new(score) }
178 impl<'a, T: Writeable> Writeable for RefMut<'a, T> {
179 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
180 T::write(&**self, writer)
186 impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
187 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
188 S::write(&**self, writer)
192 /// [`Score`] implementation that provides reasonable default behavior.
194 /// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
195 /// slightly higher fees are available. Will further penalize channels that fail to relay payments.
197 /// See [module-level documentation] for usage.
199 /// [module-level documentation]: crate::routing::scoring
200 #[cfg(not(feature = "no-std"))]
201 pub type Scorer = ScorerUsingTime::<std::time::Instant>;
202 /// [`Score`] implementation that provides reasonable default behavior.
204 /// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
205 /// slightly higher fees are available. Will further penalize channels that fail to relay payments.
207 /// See [module-level documentation] for usage and [`ScoringParameters`] for customization.
209 /// [module-level documentation]: crate::routing::scoring
210 #[cfg(feature = "no-std")]
211 pub type Scorer = ScorerUsingTime::<time::Eternity>;
213 // Note that ideally we'd hide ScorerUsingTime from public view by sealing it as well, but rustdoc
214 // doesn't handle this well - instead exposing a `Scorer` which has no trait implementation(s) or
217 /// [`Score`] implementation.
219 /// See [`Scorer`] for details.
223 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
226 /// (C-not exported) generally all users should use the [`Scorer`] type alias.
227 pub struct ScorerUsingTime<T: Time> {
228 params: ScoringParameters,
229 // TODO: Remove entries of closed channels.
230 channel_failures: HashMap<u64, ChannelFailure<T>>,
233 /// Parameters for configuring [`Scorer`].
234 pub struct ScoringParameters {
235 /// A fixed penalty in msats to apply to each channel.
237 /// Default value: 500 msat
238 pub base_penalty_msat: u64,
240 /// A penalty in msats to apply to a channel upon failing to relay a payment.
242 /// This accumulates for each failure but may be reduced over time based on
243 /// [`failure_penalty_half_life`] or when successfully routing through a channel.
245 /// Default value: 1,024,000 msat
247 /// [`failure_penalty_half_life`]: Self::failure_penalty_half_life
248 pub failure_penalty_msat: u64,
250 /// When the amount being sent over a channel is this many 1024ths of the total channel
251 /// capacity, we begin applying [`overuse_penalty_msat_per_1024th`].
253 /// Default value: 128 1024ths (i.e. begin penalizing when an HTLC uses 1/8th of a channel)
255 /// [`overuse_penalty_msat_per_1024th`]: Self::overuse_penalty_msat_per_1024th
256 pub overuse_penalty_start_1024th: u16,
258 /// A penalty applied, per whole 1024ths of the channel capacity which the amount being sent
259 /// over the channel exceeds [`overuse_penalty_start_1024th`] by.
261 /// Default value: 20 msat (i.e. 2560 msat penalty to use 1/4th of a channel, 7680 msat penalty
262 /// to use half a channel, and 12,560 msat penalty to use 3/4ths of a channel)
264 /// [`overuse_penalty_start_1024th`]: Self::overuse_penalty_start_1024th
265 pub overuse_penalty_msat_per_1024th: u64,
267 /// The time required to elapse before any accumulated [`failure_penalty_msat`] penalties are
270 /// Successfully routing through a channel will immediately cut the penalty in half as well.
274 /// When built with the `no-std` feature, time will never elapse. Therefore, this penalty will
277 /// [`failure_penalty_msat`]: Self::failure_penalty_msat
278 pub failure_penalty_half_life: Duration,
281 impl_writeable_tlv_based!(ScoringParameters, {
282 (0, base_penalty_msat, required),
283 (1, overuse_penalty_start_1024th, (default_value, 128)),
284 (2, failure_penalty_msat, required),
285 (3, overuse_penalty_msat_per_1024th, (default_value, 20)),
286 (4, failure_penalty_half_life, required),
289 /// Accounting for penalties against a channel for failing to relay any payments.
291 /// Penalties decay over time, though accumulate as more failures occur.
292 struct ChannelFailure<T: Time> {
293 /// Accumulated penalty in msats for the channel as of `last_updated`.
294 undecayed_penalty_msat: u64,
296 /// Last time the channel either failed to route or successfully routed a payment. Used to decay
297 /// `undecayed_penalty_msat`.
301 impl<T: Time> ScorerUsingTime<T> {
302 /// Creates a new scorer using the given scoring parameters.
303 pub fn new(params: ScoringParameters) -> Self {
306 channel_failures: HashMap::new(),
310 /// Creates a new scorer using `penalty_msat` as a fixed channel penalty.
311 #[cfg(any(test, feature = "fuzztarget", feature = "_test_utils"))]
312 pub fn with_fixed_penalty(penalty_msat: u64) -> Self {
313 Self::new(ScoringParameters {
314 base_penalty_msat: penalty_msat,
315 failure_penalty_msat: 0,
316 failure_penalty_half_life: Duration::from_secs(0),
317 overuse_penalty_start_1024th: 1024,
318 overuse_penalty_msat_per_1024th: 0,
323 impl<T: Time> ChannelFailure<T> {
324 fn new(failure_penalty_msat: u64) -> Self {
326 undecayed_penalty_msat: failure_penalty_msat,
327 last_updated: T::now(),
331 fn add_penalty(&mut self, failure_penalty_msat: u64, half_life: Duration) {
332 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) + failure_penalty_msat;
333 self.last_updated = T::now();
336 fn reduce_penalty(&mut self, half_life: Duration) {
337 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) >> 1;
338 self.last_updated = T::now();
341 fn decayed_penalty_msat(&self, half_life: Duration) -> u64 {
342 self.last_updated.elapsed().as_secs()
343 .checked_div(half_life.as_secs())
344 .and_then(|decays| self.undecayed_penalty_msat.checked_shr(decays as u32))
349 impl<T: Time> Default for ScorerUsingTime<T> {
350 fn default() -> Self {
351 Self::new(ScoringParameters::default())
355 impl Default for ScoringParameters {
356 fn default() -> Self {
358 base_penalty_msat: 500,
359 failure_penalty_msat: 1024 * 1000,
360 failure_penalty_half_life: Duration::from_secs(3600),
361 overuse_penalty_start_1024th: 1024 / 8,
362 overuse_penalty_msat_per_1024th: 20,
367 impl<T: Time> Score for ScorerUsingTime<T> {
368 fn channel_penalty_msat(
369 &self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, _source: &NodeId, _target: &NodeId
371 let failure_penalty_msat = self.channel_failures
372 .get(&short_channel_id)
373 .map_or(0, |value| value.decayed_penalty_msat(self.params.failure_penalty_half_life));
375 let mut penalty_msat = self.params.base_penalty_msat + failure_penalty_msat;
376 let send_1024ths = send_amt_msat.checked_mul(1024).unwrap_or(u64::max_value()) / capacity_msat;
377 if send_1024ths > self.params.overuse_penalty_start_1024th as u64 {
378 penalty_msat = penalty_msat.checked_add(
379 (send_1024ths - self.params.overuse_penalty_start_1024th as u64)
380 .checked_mul(self.params.overuse_penalty_msat_per_1024th).unwrap_or(u64::max_value()))
381 .unwrap_or(u64::max_value());
387 fn payment_path_failed(&mut self, _path: &[&RouteHop], short_channel_id: u64) {
388 let failure_penalty_msat = self.params.failure_penalty_msat;
389 let half_life = self.params.failure_penalty_half_life;
390 self.channel_failures
391 .entry(short_channel_id)
392 .and_modify(|failure| failure.add_penalty(failure_penalty_msat, half_life))
393 .or_insert_with(|| ChannelFailure::new(failure_penalty_msat));
396 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
397 let half_life = self.params.failure_penalty_half_life;
398 for hop in path.iter() {
399 self.channel_failures
400 .entry(hop.short_channel_id)
401 .and_modify(|failure| failure.reduce_penalty(half_life));
406 impl<T: Time> Writeable for ScorerUsingTime<T> {
408 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
409 self.params.write(w)?;
410 self.channel_failures.write(w)?;
411 write_tlv_fields!(w, {});
416 impl<T: Time> Readable for ScorerUsingTime<T> {
418 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
420 params: Readable::read(r)?,
421 channel_failures: Readable::read(r)?,
423 read_tlv_fields!(r, {});
428 impl<T: Time> Writeable for ChannelFailure<T> {
430 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
431 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
432 write_tlv_fields!(w, {
433 (0, self.undecayed_penalty_msat, required),
434 (2, duration_since_epoch, required),
440 impl<T: Time> Readable for ChannelFailure<T> {
442 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
443 let mut undecayed_penalty_msat = 0;
444 let mut duration_since_epoch = Duration::from_secs(0);
445 read_tlv_fields!(r, {
446 (0, undecayed_penalty_msat, required),
447 (2, duration_since_epoch, required),
450 undecayed_penalty_msat,
451 last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
456 /// [`Score`] implementation using channel success probability distributions.
458 /// Based on *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
459 /// and Stefan Richter [[1]]. Given the uncertainty of channel liquidity balances, probability
460 /// distributions are defined based on knowledge learned from successful and unsuccessful attempts.
461 /// Then the negative log of the success probability is used to determine the cost of routing a
462 /// specific HTLC amount through a channel.
464 /// [1]: https://arxiv.org/abs/2107.05322
465 pub struct ProbabilisticScorer<G: Deref<Target = NetworkGraph>> {
466 params: ProbabilisticScoringParameters,
468 // TODO: Remove entries of closed channels.
469 channel_liquidities: HashMap<u64, ChannelLiquidity>,
472 /// Parameters for configuring [`ProbabilisticScorer`].
473 pub struct ProbabilisticScoringParameters {
474 /// A penalty applied after multiplying by the negative log of the channel's success probability
477 /// The success probability is determined by the effective channel capacity, the payment amount,
478 /// and knowledge learned from prior successful and unsuccessful payments. The lower bound of
479 /// the success probability is 0.01, effectively limiting the penalty to the range
480 /// `0..=2*liquidity_penalty_multiplier_msat`.
482 /// Default value: 1,000 msat
483 pub liquidity_penalty_multiplier_msat: u64,
486 impl_writeable_tlv_based!(ProbabilisticScoringParameters, {
487 (0, liquidity_penalty_multiplier_msat, required),
490 /// Accounting for channel liquidity balance uncertainty.
492 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
493 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
494 /// offset fields gives the opposite direction.
495 struct ChannelLiquidity {
496 /// Lower channel liquidity bound in terms of an offset from zero.
497 min_liquidity_offset_msat: u64,
499 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
500 max_liquidity_offset_msat: u64,
503 /// A view of [`ChannelLiquidity`] in one direction assuming a certain channel capacity.
504 struct DirectedChannelLiquidity<L: Deref<Target = u64>> {
505 min_liquidity_offset_msat: L,
506 max_liquidity_offset_msat: L,
510 impl<G: Deref<Target = NetworkGraph>> ProbabilisticScorer<G> {
511 /// Creates a new scorer using the given scoring parameters for sending payments from a node
512 /// through a network graph.
513 pub fn new(params: ProbabilisticScoringParameters, network_graph: G) -> Self {
517 channel_liquidities: HashMap::new(),
522 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity) -> Self {
523 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
528 impl Default for ProbabilisticScoringParameters {
529 fn default() -> Self {
531 liquidity_penalty_multiplier_msat: 1000,
536 impl ChannelLiquidity {
540 min_liquidity_offset_msat: 0,
541 max_liquidity_offset_msat: 0,
545 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
548 &self, source: &NodeId, target: &NodeId, capacity_msat: u64
549 ) -> DirectedChannelLiquidity<&u64> {
550 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
551 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat)
553 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat)
556 DirectedChannelLiquidity {
557 min_liquidity_offset_msat,
558 max_liquidity_offset_msat,
563 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
566 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64
567 ) -> DirectedChannelLiquidity<&mut u64> {
568 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
569 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat)
571 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat)
574 DirectedChannelLiquidity {
575 min_liquidity_offset_msat,
576 max_liquidity_offset_msat,
582 impl<L: Deref<Target = u64>> DirectedChannelLiquidity<L> {
583 /// Returns the success probability of routing the given HTLC `amount_msat` through the channel
584 /// in this direction.
585 fn success_probability(&self, amount_msat: u64) -> f64 {
586 let max_liquidity_msat = self.max_liquidity_msat();
587 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
588 if amount_msat > max_liquidity_msat {
590 } else if amount_msat <= min_liquidity_msat {
593 let numerator = max_liquidity_msat + 1 - amount_msat;
594 let denominator = max_liquidity_msat + 1 - min_liquidity_msat;
595 numerator as f64 / denominator as f64
596 }.max(0.01) // Lower bound the success probability to ensure some channel is selected.
599 /// Returns the lower bound of the channel liquidity balance in this direction.
600 fn min_liquidity_msat(&self) -> u64 {
601 *self.min_liquidity_offset_msat
604 /// Returns the upper bound of the channel liquidity balance in this direction.
605 fn max_liquidity_msat(&self) -> u64 {
606 self.capacity_msat.checked_sub(*self.max_liquidity_offset_msat).unwrap_or(0)
610 impl<L: DerefMut<Target = u64>> DirectedChannelLiquidity<L> {
611 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
612 fn failed_at_channel(&mut self, amount_msat: u64) {
613 if amount_msat < self.max_liquidity_msat() {
614 self.set_max_liquidity_msat(amount_msat);
618 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
619 fn failed_downstream(&mut self, amount_msat: u64) {
620 if amount_msat > self.min_liquidity_msat() {
621 self.set_min_liquidity_msat(amount_msat);
625 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
626 fn successful(&mut self, amount_msat: u64) {
627 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
628 self.set_max_liquidity_msat(max_liquidity_msat);
631 /// Adjusts the lower bound of the channel liquidity balance in this direction.
632 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
633 *self.min_liquidity_offset_msat = amount_msat;
635 if amount_msat > self.max_liquidity_msat() {
636 *self.max_liquidity_offset_msat = 0;
640 /// Adjusts the upper bound of the channel liquidity balance in this direction.
641 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
642 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
644 if amount_msat < self.min_liquidity_msat() {
645 *self.min_liquidity_offset_msat = 0;
650 impl<G: Deref<Target = NetworkGraph>> Score for ProbabilisticScorer<G> {
651 #[allow(clippy::float_cmp)]
652 fn channel_penalty_msat(
653 &self, short_channel_id: u64, amount_msat: u64, capacity_msat: u64, source: &NodeId,
656 let liquidity_penalty_multiplier_msat = self.params.liquidity_penalty_multiplier_msat;
657 let success_probability = self.channel_liquidities
658 .get(&short_channel_id)
659 .unwrap_or(&ChannelLiquidity::new())
660 .as_directed(source, target, capacity_msat)
661 .success_probability(amount_msat);
662 if success_probability == 0.0 {
664 } else if success_probability == 1.0 {
667 (-(success_probability.log10()) * liquidity_penalty_multiplier_msat as f64) as u64
671 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
672 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
673 let network_graph = self.network_graph.read_only();
675 let target = NodeId::from_pubkey(&hop.pubkey);
676 let channel_directed_from_source = network_graph.channels()
677 .get(&hop.short_channel_id)
678 .and_then(|channel| channel.as_directed_to(&target));
680 // Only score announced channels.
681 if let Some((channel, source)) = channel_directed_from_source {
682 let capacity_msat = channel.effective_capacity().as_msat();
683 if hop.short_channel_id == short_channel_id {
684 self.channel_liquidities
685 .entry(hop.short_channel_id)
686 .or_insert_with(ChannelLiquidity::new)
687 .as_directed_mut(source, &target, capacity_msat)
688 .failed_at_channel(amount_msat);
692 self.channel_liquidities
693 .entry(hop.short_channel_id)
694 .or_insert_with(ChannelLiquidity::new)
695 .as_directed_mut(source, &target, capacity_msat)
696 .failed_downstream(amount_msat);
701 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
702 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
703 let network_graph = self.network_graph.read_only();
705 let target = NodeId::from_pubkey(&hop.pubkey);
706 let channel_directed_from_source = network_graph.channels()
707 .get(&hop.short_channel_id)
708 .and_then(|channel| channel.as_directed_to(&target));
710 // Only score announced channels.
711 if let Some((channel, source)) = channel_directed_from_source {
712 let capacity_msat = channel.effective_capacity().as_msat();
713 self.channel_liquidities
714 .entry(hop.short_channel_id)
715 .or_insert_with(ChannelLiquidity::new)
716 .as_directed_mut(source, &target, capacity_msat)
717 .successful(amount_msat);
723 impl<G: Deref<Target = NetworkGraph>> Writeable for ProbabilisticScorer<G> {
725 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
726 self.channel_liquidities.write(w)?;
727 write_tlv_fields!(w, {});
732 impl<G: Deref<Target = NetworkGraph>> ReadableArgs<(ProbabilisticScoringParameters, G)>
733 for ProbabilisticScorer<G> {
736 r: &mut R, args: (ProbabilisticScoringParameters, G)
737 ) -> Result<Self, DecodeError> {
738 let (params, network_graph) = args;
742 channel_liquidities: Readable::read(r)?,
744 read_tlv_fields!(r, {});
749 impl Writeable for ChannelLiquidity {
751 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
752 write_tlv_fields!(w, {
753 (0, self.min_liquidity_offset_msat, required),
754 (2, self.max_liquidity_offset_msat, required),
760 impl Readable for ChannelLiquidity {
762 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
763 let mut min_liquidity_offset_msat = 0;
764 let mut max_liquidity_offset_msat = 0;
765 read_tlv_fields!(r, {
766 (0, min_liquidity_offset_msat, required),
767 (2, max_liquidity_offset_msat, required),
770 min_liquidity_offset_msat,
771 max_liquidity_offset_msat
776 pub(crate) mod time {
778 use core::time::Duration;
779 /// A measurement of time.
780 pub trait Time: Sub<Duration, Output = Self> where Self: Sized {
781 /// Returns an instance corresponding to the current moment.
784 /// Returns the amount of time elapsed since `self` was created.
785 fn elapsed(&self) -> Duration;
787 /// Returns the amount of time passed since the beginning of [`Time`].
789 /// Used during (de-)serialization.
790 fn duration_since_epoch() -> Duration;
793 /// A state in which time has no meaning.
794 #[derive(Debug, PartialEq, Eq)]
797 #[cfg(not(feature = "no-std"))]
798 impl Time for std::time::Instant {
800 std::time::Instant::now()
803 fn duration_since_epoch() -> Duration {
804 use std::time::SystemTime;
805 SystemTime::now().duration_since(SystemTime::UNIX_EPOCH).unwrap()
808 fn elapsed(&self) -> Duration {
809 std::time::Instant::elapsed(self)
813 impl Time for Eternity {
818 fn duration_since_epoch() -> Duration {
819 Duration::from_secs(0)
822 fn elapsed(&self) -> Duration {
823 Duration::from_secs(0)
827 impl Sub<Duration> for Eternity {
830 fn sub(self, _other: Duration) -> Self {
836 pub(crate) use self::time::Time;
840 use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorer, ScoringParameters, ScorerUsingTime, Time};
841 use super::time::Eternity;
843 use ln::features::{ChannelFeatures, NodeFeatures};
844 use ln::msgs::{ChannelAnnouncement, ChannelUpdate, OptionalField, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
845 use routing::scoring::Score;
846 use routing::network_graph::{NetworkGraph, NodeId};
847 use routing::router::RouteHop;
848 use util::ser::{Readable, Writeable};
850 use bitcoin::blockdata::constants::genesis_block;
851 use bitcoin::hashes::Hash;
852 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
853 use bitcoin::network::constants::Network;
854 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
855 use core::cell::Cell;
857 use core::time::Duration;
862 /// Time that can be advanced manually in tests.
863 #[derive(Debug, PartialEq, Eq)]
864 struct SinceEpoch(Duration);
868 static ELAPSED: Cell<Duration> = core::cell::Cell::new(Duration::from_secs(0));
871 fn advance(duration: Duration) {
872 Self::ELAPSED.with(|elapsed| elapsed.set(elapsed.get() + duration))
876 impl Time for SinceEpoch {
878 Self(Self::duration_since_epoch())
881 fn duration_since_epoch() -> Duration {
882 Self::ELAPSED.with(|elapsed| elapsed.get())
885 fn elapsed(&self) -> Duration {
886 Self::duration_since_epoch() - self.0
890 impl Sub<Duration> for SinceEpoch {
893 fn sub(self, other: Duration) -> Self {
899 fn time_passes_when_advanced() {
900 let now = SinceEpoch::now();
901 assert_eq!(now.elapsed(), Duration::from_secs(0));
903 SinceEpoch::advance(Duration::from_secs(1));
904 SinceEpoch::advance(Duration::from_secs(1));
906 let elapsed = now.elapsed();
907 let later = SinceEpoch::now();
909 assert_eq!(elapsed, Duration::from_secs(2));
910 assert_eq!(later - elapsed, now);
914 fn time_never_passes_in_an_eternity() {
915 let now = Eternity::now();
916 let elapsed = now.elapsed();
917 let later = Eternity::now();
919 assert_eq!(now.elapsed(), Duration::from_secs(0));
920 assert_eq!(later - elapsed, now);
925 /// A scorer for testing with time that can be manually advanced.
926 type Scorer = ScorerUsingTime::<SinceEpoch>;
928 fn source_privkey() -> SecretKey {
929 SecretKey::from_slice(&[42; 32]).unwrap()
932 fn target_privkey() -> SecretKey {
933 SecretKey::from_slice(&[43; 32]).unwrap()
936 fn source_pubkey() -> PublicKey {
937 let secp_ctx = Secp256k1::new();
938 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
941 fn target_pubkey() -> PublicKey {
942 let secp_ctx = Secp256k1::new();
943 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
946 fn source_node_id() -> NodeId {
947 NodeId::from_pubkey(&source_pubkey())
950 fn target_node_id() -> NodeId {
951 NodeId::from_pubkey(&target_pubkey())
955 fn penalizes_without_channel_failures() {
956 let scorer = Scorer::new(ScoringParameters {
957 base_penalty_msat: 1_000,
958 failure_penalty_msat: 512,
959 failure_penalty_half_life: Duration::from_secs(1),
960 overuse_penalty_start_1024th: 1024,
961 overuse_penalty_msat_per_1024th: 0,
963 let source = source_node_id();
964 let target = target_node_id();
965 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
967 SinceEpoch::advance(Duration::from_secs(1));
968 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
972 fn accumulates_channel_failure_penalties() {
973 let mut scorer = Scorer::new(ScoringParameters {
974 base_penalty_msat: 1_000,
975 failure_penalty_msat: 64,
976 failure_penalty_half_life: Duration::from_secs(10),
977 overuse_penalty_start_1024th: 1024,
978 overuse_penalty_msat_per_1024th: 0,
980 let source = source_node_id();
981 let target = target_node_id();
982 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
984 scorer.payment_path_failed(&[], 42);
985 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
987 scorer.payment_path_failed(&[], 42);
988 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
990 scorer.payment_path_failed(&[], 42);
991 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_192);
995 fn decays_channel_failure_penalties_over_time() {
996 let mut scorer = Scorer::new(ScoringParameters {
997 base_penalty_msat: 1_000,
998 failure_penalty_msat: 512,
999 failure_penalty_half_life: Duration::from_secs(10),
1000 overuse_penalty_start_1024th: 1024,
1001 overuse_penalty_msat_per_1024th: 0,
1003 let source = source_node_id();
1004 let target = target_node_id();
1005 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1007 scorer.payment_path_failed(&[], 42);
1008 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1010 SinceEpoch::advance(Duration::from_secs(9));
1011 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1013 SinceEpoch::advance(Duration::from_secs(1));
1014 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1016 SinceEpoch::advance(Duration::from_secs(10 * 8));
1017 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_001);
1019 SinceEpoch::advance(Duration::from_secs(10));
1020 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1022 SinceEpoch::advance(Duration::from_secs(10));
1023 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1027 fn decays_channel_failure_penalties_without_shift_overflow() {
1028 let mut scorer = Scorer::new(ScoringParameters {
1029 base_penalty_msat: 1_000,
1030 failure_penalty_msat: 512,
1031 failure_penalty_half_life: Duration::from_secs(10),
1032 overuse_penalty_start_1024th: 1024,
1033 overuse_penalty_msat_per_1024th: 0,
1035 let source = source_node_id();
1036 let target = target_node_id();
1037 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1039 scorer.payment_path_failed(&[], 42);
1040 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1042 // An unchecked right shift 64 bits or more in ChannelFailure::decayed_penalty_msat would
1043 // cause an overflow.
1044 SinceEpoch::advance(Duration::from_secs(10 * 64));
1045 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1047 SinceEpoch::advance(Duration::from_secs(10));
1048 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1052 fn accumulates_channel_failure_penalties_after_decay() {
1053 let mut scorer = Scorer::new(ScoringParameters {
1054 base_penalty_msat: 1_000,
1055 failure_penalty_msat: 512,
1056 failure_penalty_half_life: Duration::from_secs(10),
1057 overuse_penalty_start_1024th: 1024,
1058 overuse_penalty_msat_per_1024th: 0,
1060 let source = source_node_id();
1061 let target = target_node_id();
1062 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1064 scorer.payment_path_failed(&[], 42);
1065 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1067 SinceEpoch::advance(Duration::from_secs(10));
1068 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1070 scorer.payment_path_failed(&[], 42);
1071 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_768);
1073 SinceEpoch::advance(Duration::from_secs(10));
1074 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_384);
1078 fn reduces_channel_failure_penalties_after_success() {
1079 let mut scorer = Scorer::new(ScoringParameters {
1080 base_penalty_msat: 1_000,
1081 failure_penalty_msat: 512,
1082 failure_penalty_half_life: Duration::from_secs(10),
1083 overuse_penalty_start_1024th: 1024,
1084 overuse_penalty_msat_per_1024th: 0,
1086 let source = source_node_id();
1087 let target = target_node_id();
1088 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1090 scorer.payment_path_failed(&[], 42);
1091 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1093 SinceEpoch::advance(Duration::from_secs(10));
1094 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1096 let hop = RouteHop {
1097 pubkey: PublicKey::from_slice(target.as_slice()).unwrap(),
1098 node_features: NodeFeatures::known(),
1099 short_channel_id: 42,
1100 channel_features: ChannelFeatures::known(),
1102 cltv_expiry_delta: 18,
1104 scorer.payment_path_successful(&[&hop]);
1105 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1107 SinceEpoch::advance(Duration::from_secs(10));
1108 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1112 fn restores_persisted_channel_failure_penalties() {
1113 let mut scorer = Scorer::new(ScoringParameters {
1114 base_penalty_msat: 1_000,
1115 failure_penalty_msat: 512,
1116 failure_penalty_half_life: Duration::from_secs(10),
1117 overuse_penalty_start_1024th: 1024,
1118 overuse_penalty_msat_per_1024th: 0,
1120 let source = source_node_id();
1121 let target = target_node_id();
1123 scorer.payment_path_failed(&[], 42);
1124 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1126 SinceEpoch::advance(Duration::from_secs(10));
1127 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1129 scorer.payment_path_failed(&[], 43);
1130 assert_eq!(scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1132 let mut serialized_scorer = Vec::new();
1133 scorer.write(&mut serialized_scorer).unwrap();
1135 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1136 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1137 assert_eq!(deserialized_scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1141 fn decays_persisted_channel_failure_penalties() {
1142 let mut scorer = Scorer::new(ScoringParameters {
1143 base_penalty_msat: 1_000,
1144 failure_penalty_msat: 512,
1145 failure_penalty_half_life: Duration::from_secs(10),
1146 overuse_penalty_start_1024th: 1024,
1147 overuse_penalty_msat_per_1024th: 0,
1149 let source = source_node_id();
1150 let target = target_node_id();
1152 scorer.payment_path_failed(&[], 42);
1153 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1155 let mut serialized_scorer = Vec::new();
1156 scorer.write(&mut serialized_scorer).unwrap();
1158 SinceEpoch::advance(Duration::from_secs(10));
1160 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1161 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1163 SinceEpoch::advance(Duration::from_secs(10));
1164 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1168 fn charges_per_1024th_penalty() {
1169 let scorer = Scorer::new(ScoringParameters {
1170 base_penalty_msat: 0,
1171 failure_penalty_msat: 0,
1172 failure_penalty_half_life: Duration::from_secs(0),
1173 overuse_penalty_start_1024th: 256,
1174 overuse_penalty_msat_per_1024th: 100,
1176 let source = source_node_id();
1177 let target = target_node_id();
1179 assert_eq!(scorer.channel_penalty_msat(42, 1_000, 1_024_000, &source, &target), 0);
1180 assert_eq!(scorer.channel_penalty_msat(42, 256_999, 1_024_000, &source, &target), 0);
1181 assert_eq!(scorer.channel_penalty_msat(42, 257_000, 1_024_000, &source, &target), 100);
1182 assert_eq!(scorer.channel_penalty_msat(42, 258_000, 1_024_000, &source, &target), 200);
1183 assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 256 * 100);
1186 // `ProbabilisticScorer` tests
1188 fn sender_privkey() -> SecretKey {
1189 SecretKey::from_slice(&[41; 32]).unwrap()
1192 fn recipient_privkey() -> SecretKey {
1193 SecretKey::from_slice(&[45; 32]).unwrap()
1196 fn sender_pubkey() -> PublicKey {
1197 let secp_ctx = Secp256k1::new();
1198 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1201 fn recipient_pubkey() -> PublicKey {
1202 let secp_ctx = Secp256k1::new();
1203 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1206 fn sender_node_id() -> NodeId {
1207 NodeId::from_pubkey(&sender_pubkey())
1210 fn recipient_node_id() -> NodeId {
1211 NodeId::from_pubkey(&recipient_pubkey())
1214 fn network_graph() -> NetworkGraph {
1215 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1216 let mut network_graph = NetworkGraph::new(genesis_hash);
1217 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1218 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1224 network_graph: &mut NetworkGraph, short_channel_id: u64, node_1_key: SecretKey,
1225 node_2_key: SecretKey
1227 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1228 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1229 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1230 let secp_ctx = Secp256k1::new();
1231 let unsigned_announcement = UnsignedChannelAnnouncement {
1232 features: ChannelFeatures::known(),
1233 chain_hash: genesis_hash,
1235 node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key),
1236 node_id_2: PublicKey::from_secret_key(&secp_ctx, &node_2_key),
1237 bitcoin_key_1: PublicKey::from_secret_key(&secp_ctx, &node_1_secret),
1238 bitcoin_key_2: PublicKey::from_secret_key(&secp_ctx, &node_2_secret),
1239 excess_data: Vec::new(),
1241 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1242 let signed_announcement = ChannelAnnouncement {
1243 node_signature_1: secp_ctx.sign(&msghash, &node_1_key),
1244 node_signature_2: secp_ctx.sign(&msghash, &node_2_key),
1245 bitcoin_signature_1: secp_ctx.sign(&msghash, &node_1_secret),
1246 bitcoin_signature_2: secp_ctx.sign(&msghash, &node_2_secret),
1247 contents: unsigned_announcement,
1249 let chain_source: Option<&::util::test_utils::TestChainSource> = None;
1250 network_graph.update_channel_from_announcement(
1251 &signed_announcement, &chain_source, &secp_ctx).unwrap();
1252 update_channel(network_graph, short_channel_id, node_1_key, 0);
1253 update_channel(network_graph, short_channel_id, node_2_key, 1);
1257 network_graph: &mut NetworkGraph, short_channel_id: u64, node_key: SecretKey, flags: u8
1259 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1260 let secp_ctx = Secp256k1::new();
1261 let unsigned_update = UnsignedChannelUpdate {
1262 chain_hash: genesis_hash,
1266 cltv_expiry_delta: 18,
1267 htlc_minimum_msat: 0,
1268 htlc_maximum_msat: OptionalField::Present(1_000),
1270 fee_proportional_millionths: 0,
1271 excess_data: Vec::new(),
1273 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1274 let signed_update = ChannelUpdate {
1275 signature: secp_ctx.sign(&msghash, &node_key),
1276 contents: unsigned_update,
1278 network_graph.update_channel(&signed_update, &secp_ctx).unwrap();
1281 fn payment_path_for_amount(amount_msat: u64) -> Vec<RouteHop> {
1284 pubkey: source_pubkey(),
1285 node_features: NodeFeatures::known(),
1286 short_channel_id: 41,
1287 channel_features: ChannelFeatures::known(),
1289 cltv_expiry_delta: 18,
1292 pubkey: target_pubkey(),
1293 node_features: NodeFeatures::known(),
1294 short_channel_id: 42,
1295 channel_features: ChannelFeatures::known(),
1297 cltv_expiry_delta: 18,
1300 pubkey: recipient_pubkey(),
1301 node_features: NodeFeatures::known(),
1302 short_channel_id: 43,
1303 channel_features: ChannelFeatures::known(),
1304 fee_msat: amount_msat,
1305 cltv_expiry_delta: 18,
1311 fn liquidity_bounds_directed_from_lowest_node_id() {
1312 let network_graph = network_graph();
1313 let params = ProbabilisticScoringParameters::default();
1314 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1317 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100
1321 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100
1323 let source = source_node_id();
1324 let target = target_node_id();
1325 let recipient = recipient_node_id();
1327 let liquidity = scorer.channel_liquidities.get_mut(&42).unwrap();
1328 assert!(source > target);
1329 assert_eq!(liquidity.as_directed(&source, &target, 1_000).min_liquidity_msat(), 100);
1330 assert_eq!(liquidity.as_directed(&source, &target, 1_000).max_liquidity_msat(), 300);
1331 assert_eq!(liquidity.as_directed(&target, &source, 1_000).min_liquidity_msat(), 700);
1332 assert_eq!(liquidity.as_directed(&target, &source, 1_000).max_liquidity_msat(), 900);
1334 liquidity.as_directed_mut(&source, &target, 1_000).set_min_liquidity_msat(200);
1335 assert_eq!(liquidity.as_directed(&source, &target, 1_000).min_liquidity_msat(), 200);
1336 assert_eq!(liquidity.as_directed(&source, &target, 1_000).max_liquidity_msat(), 300);
1337 assert_eq!(liquidity.as_directed(&target, &source, 1_000).min_liquidity_msat(), 700);
1338 assert_eq!(liquidity.as_directed(&target, &source, 1_000).max_liquidity_msat(), 800);
1340 let liquidity = scorer.channel_liquidities.get_mut(&43).unwrap();
1341 assert!(target < recipient);
1342 assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).min_liquidity_msat(), 700);
1343 assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).max_liquidity_msat(), 900);
1344 assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).min_liquidity_msat(), 100);
1345 assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).max_liquidity_msat(), 300);
1347 liquidity.as_directed_mut(&target, &recipient, 1_000).set_max_liquidity_msat(200);
1348 assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).min_liquidity_msat(), 0);
1349 assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).max_liquidity_msat(), 200);
1350 assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).min_liquidity_msat(), 800);
1351 assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).max_liquidity_msat(), 1000);
1355 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
1356 let network_graph = network_graph();
1357 let params = ProbabilisticScoringParameters::default();
1358 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1361 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400
1363 let source = source_node_id();
1364 let target = target_node_id();
1365 assert!(source > target);
1367 // Check initial bounds.
1368 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1369 .as_directed(&source, &target, 1_000);
1370 assert_eq!(liquidity.min_liquidity_msat(), 400);
1371 assert_eq!(liquidity.max_liquidity_msat(), 800);
1373 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1374 .as_directed(&target, &source, 1_000);
1375 assert_eq!(liquidity.min_liquidity_msat(), 200);
1376 assert_eq!(liquidity.max_liquidity_msat(), 600);
1378 // Reset from source to target.
1379 scorer.channel_liquidities.get_mut(&42).unwrap()
1380 .as_directed_mut(&source, &target, 1_000)
1381 .set_min_liquidity_msat(900);
1383 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1384 .as_directed(&source, &target, 1_000);
1385 assert_eq!(liquidity.min_liquidity_msat(), 900);
1386 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1388 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1389 .as_directed(&target, &source, 1_000);
1390 assert_eq!(liquidity.min_liquidity_msat(), 0);
1391 assert_eq!(liquidity.max_liquidity_msat(), 100);
1393 // Reset from target to source.
1394 scorer.channel_liquidities.get_mut(&42).unwrap()
1395 .as_directed_mut(&target, &source, 1_000)
1396 .set_min_liquidity_msat(400);
1398 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1399 .as_directed(&source, &target, 1_000);
1400 assert_eq!(liquidity.min_liquidity_msat(), 0);
1401 assert_eq!(liquidity.max_liquidity_msat(), 600);
1403 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1404 .as_directed(&target, &source, 1_000);
1405 assert_eq!(liquidity.min_liquidity_msat(), 400);
1406 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1410 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
1411 let network_graph = network_graph();
1412 let params = ProbabilisticScoringParameters::default();
1413 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1416 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400
1418 let source = source_node_id();
1419 let target = target_node_id();
1420 assert!(source > target);
1422 // Check initial bounds.
1423 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1424 .as_directed(&source, &target, 1_000);
1425 assert_eq!(liquidity.min_liquidity_msat(), 400);
1426 assert_eq!(liquidity.max_liquidity_msat(), 800);
1428 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1429 .as_directed(&target, &source, 1_000);
1430 assert_eq!(liquidity.min_liquidity_msat(), 200);
1431 assert_eq!(liquidity.max_liquidity_msat(), 600);
1433 // Reset from source to target.
1434 scorer.channel_liquidities.get_mut(&42).unwrap()
1435 .as_directed_mut(&source, &target, 1_000)
1436 .set_max_liquidity_msat(300);
1438 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1439 .as_directed(&source, &target, 1_000);
1440 assert_eq!(liquidity.min_liquidity_msat(), 0);
1441 assert_eq!(liquidity.max_liquidity_msat(), 300);
1443 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1444 .as_directed(&target, &source, 1_000);
1445 assert_eq!(liquidity.min_liquidity_msat(), 700);
1446 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1448 // Reset from target to source.
1449 scorer.channel_liquidities.get_mut(&42).unwrap()
1450 .as_directed_mut(&target, &source, 1_000)
1451 .set_max_liquidity_msat(600);
1453 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1454 .as_directed(&source, &target, 1_000);
1455 assert_eq!(liquidity.min_liquidity_msat(), 400);
1456 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1458 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1459 .as_directed(&target, &source, 1_000);
1460 assert_eq!(liquidity.min_liquidity_msat(), 0);
1461 assert_eq!(liquidity.max_liquidity_msat(), 600);
1465 fn increased_penalty_nearing_liquidity_upper_bound() {
1466 let network_graph = network_graph();
1467 let params = ProbabilisticScoringParameters::default();
1468 let scorer = ProbabilisticScorer::new(params, &network_graph);
1469 let source = source_node_id();
1470 let target = target_node_id();
1472 assert_eq!(scorer.channel_penalty_msat(42, 100, 100_000, &source, &target), 0);
1473 assert_eq!(scorer.channel_penalty_msat(42, 1_000, 100_000, &source, &target), 4);
1474 assert_eq!(scorer.channel_penalty_msat(42, 10_000, 100_000, &source, &target), 45);
1475 assert_eq!(scorer.channel_penalty_msat(42, 100_000, 100_000, &source, &target), 2_000);
1477 assert_eq!(scorer.channel_penalty_msat(42, 125, 1_000, &source, &target), 57);
1478 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
1479 assert_eq!(scorer.channel_penalty_msat(42, 375, 1_000, &source, &target), 203);
1480 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1481 assert_eq!(scorer.channel_penalty_msat(42, 625, 1_000, &source, &target), 425);
1482 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600);
1483 assert_eq!(scorer.channel_penalty_msat(42, 875, 1_000, &source, &target), 900);
1487 fn constant_penalty_outside_liquidity_bounds() {
1488 let network_graph = network_graph();
1489 let params = ProbabilisticScoringParameters::default();
1490 let scorer = ProbabilisticScorer::new(params, &network_graph)
1492 ChannelLiquidity { min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40 });
1493 let source = source_node_id();
1494 let target = target_node_id();
1496 assert_eq!(scorer.channel_penalty_msat(42, 39, 100, &source, &target), 0);
1497 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 0);
1498 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 2_000);
1499 assert_eq!(scorer.channel_penalty_msat(42, 61, 100, &source, &target), 2_000);
1503 fn does_not_further_penalize_own_channel() {
1504 let network_graph = network_graph();
1505 let params = ProbabilisticScoringParameters::default();
1506 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1507 let sender = sender_node_id();
1508 let source = source_node_id();
1509 let failed_path = payment_path_for_amount(500);
1510 let successful_path = payment_path_for_amount(200);
1512 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1514 scorer.payment_path_failed(&failed_path.iter().collect::<Vec<_>>(), 41);
1515 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1517 scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
1518 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1522 fn sets_liquidity_lower_bound_on_downstream_failure() {
1523 let network_graph = network_graph();
1524 let params = ProbabilisticScoringParameters::default();
1525 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1526 let source = source_node_id();
1527 let target = target_node_id();
1528 let path = payment_path_for_amount(500);
1530 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
1531 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1532 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600);
1534 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
1536 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 0);
1537 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 0);
1538 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 300);
1542 fn sets_liquidity_upper_bound_on_failure() {
1543 let network_graph = network_graph();
1544 let params = ProbabilisticScoringParameters::default();
1545 let mut scorer = ProbabilisticScorer::new(params, &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<_>>(), 42);
1556 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1557 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
1558 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 2_000);
1562 fn reduces_liquidity_upper_bound_along_path_on_success() {
1563 let network_graph = network_graph();
1564 let params = ProbabilisticScoringParameters::default();
1565 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1566 let sender = sender_node_id();
1567 let source = source_node_id();
1568 let target = target_node_id();
1569 let recipient = recipient_node_id();
1570 let path = payment_path_for_amount(500);
1572 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 124);
1573 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
1574 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 124);
1576 scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
1578 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 124);
1579 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1580 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 300);