_ 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, &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, &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 ln::msgs::DecodeError;
  56 use routing::network_graph::{NetworkGraph, NodeId};
  57 use routing::router::RouteHop;
  58 use util::ser::{Readable, ReadableArgs, Writeable, Writer};
  59
  60 use prelude::*;
  61 use core::cell::{RefCell, RefMut};
  62 use core::ops::{Deref, DerefMut};
  63 use core::time::Duration;
  64 use io::{self, Read};
  65 use sync::{Mutex, MutexGuard};
  66
  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`.
  71 ///
  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.
  80 ///
  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`.
  85         ///
  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;
  92
  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);
  95
  96         /// Handles updating channel penalties after successfully routing along a path.
  97         fn payment_path_successful(&mut self, path: &[&RouteHop]);
  98 }
  99
 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)
 103         }
 104
 105         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
 106                 self.deref_mut().payment_path_failed(path, short_channel_id)
 107         }
 108
 109         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
 110                 self.deref_mut().payment_path_successful(path)
 111         }
 112 }
 113 } }
 114
 115 #[cfg(c_bindings)]
 116 define_score!(Writeable);
 117 #[cfg(not(c_bindings))]
 118 define_score!();
 119
 120 /// A scorer that is accessed under a lock.
 121 ///
 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.
 126 ///
 127 /// [`find_route`]: crate::routing::router::find_route
 128 pub trait LockableScore<'a> {
 129         /// The locked [`Score`] type.
 130         type Locked: 'a + Score;
 131
 132         /// Returns the locked scorer.
 133         fn lock(&'a self) -> Self::Locked;
 134 }
 135
 136 /// (C-not exported)
 137 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
 138         type Locked = MutexGuard<'a, T>;
 139
 140         fn lock(&'a self) -> MutexGuard<'a, T> {
 141                 Mutex::lock(self).unwrap()
 142         }
 143 }
 144
 145 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
 146         type Locked = RefMut<'a, T>;
 147
 148         fn lock(&'a self) -> RefMut<'a, T> {
 149                 self.borrow_mut()
 150         }
 151 }
 152
 153 #[cfg(c_bindings)]
 154 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
 155 pub struct MultiThreadedLockableScore<S: Score> {
 156         score: Mutex<S>,
 157 }
 158 #[cfg(c_bindings)]
 159 /// (C-not exported)
 160 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
 161         type Locked = MutexGuard<'a, T>;
 162
 163         fn lock(&'a self) -> MutexGuard<'a, T> {
 164                 Mutex::lock(&self.score).unwrap()
 165         }
 166 }
 167
 168 #[cfg(c_bindings)]
 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) }
 173         }
 174 }
 175
 176 #[cfg(c_bindings)]
 177 /// (C-not exported)
 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)
 181         }
 182 }
 183
 184 #[cfg(c_bindings)]
 185 /// (C-not exported)
 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)
 189         }
 190 }
 191
 192 /// [`Score`] implementation that uses a fixed penalty.
 193 pub struct FixedPenaltyScorer {
 194         penalty_msat: u64,
 195 }
 196
 197 impl_writeable_tlv_based!(FixedPenaltyScorer, {
 198         (0, penalty_msat, required),
 199 });
 200
 201 impl FixedPenaltyScorer {
 202         /// Creates a new scorer using `penalty_msat`.
 203         pub fn with_penalty(penalty_msat: u64) -> Self {
 204                 Self { penalty_msat }
 205         }
 206 }
 207
 208 impl Score for FixedPenaltyScorer {
 209         fn channel_penalty_msat(&self, _: u64, _: u64, _: u64, _: &NodeId, _: &NodeId) -> u64 {
 210                 self.penalty_msat
 211         }
 212
 213         fn payment_path_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {}
 214
 215         fn payment_path_successful(&mut self, _path: &[&RouteHop]) {}
 216 }
 217
 218 /// [`Score`] implementation that provides reasonable default behavior.
 219 ///
 220 /// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
 221 /// slightly higher fees are available. Will further penalize channels that fail to relay payments.
 222 ///
 223 /// See [module-level documentation] for usage and [`ScoringParameters`] for customization.
 224 ///
 225 /// # Note
 226 ///
 227 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
 228 /// behavior.
 229 ///
 230 /// [module-level documentation]: crate::routing::scoring
 231 #[deprecated(
 232         since = "0.0.105",
 233         note = "ProbabilisticScorer should be used instead of Scorer.",
 234 )]
 235 pub type Scorer = ScorerUsingTime::<ConfiguredTime>;
 236
 237 #[cfg(not(feature = "no-std"))]
 238 type ConfiguredTime = std::time::Instant;
 239 #[cfg(feature = "no-std")]
 240 type ConfiguredTime = time::Eternity;
 241
 242 // Note that ideally we'd hide ScorerUsingTime from public view by sealing it as well, but rustdoc
 243 // doesn't handle this well - instead exposing a `Scorer` which has no trait implementation(s) or
 244 // methods at all.
 245
 246 /// [`Score`] implementation.
 247 ///
 248 /// (C-not exported) generally all users should use the [`Scorer`] type alias.
 249 pub struct ScorerUsingTime<T: Time> {
 250         params: ScoringParameters,
 251         // TODO: Remove entries of closed channels.
 252         channel_failures: HashMap<u64, ChannelFailure<T>>,
 253 }
 254
 255 /// Parameters for configuring [`Scorer`].
 256 pub struct ScoringParameters {
 257         /// A fixed penalty in msats to apply to each channel.
 258         ///
 259         /// Default value: 500 msat
 260         pub base_penalty_msat: u64,
 261
 262         /// A penalty in msats to apply to a channel upon failing to relay a payment.
 263         ///
 264         /// This accumulates for each failure but may be reduced over time based on
 265         /// [`failure_penalty_half_life`] or when successfully routing through a channel.
 266         ///
 267         /// Default value: 1,024,000 msat
 268         ///
 269         /// [`failure_penalty_half_life`]: Self::failure_penalty_half_life
 270         pub failure_penalty_msat: u64,
 271
 272         /// When the amount being sent over a channel is this many 1024ths of the total channel
 273         /// capacity, we begin applying [`overuse_penalty_msat_per_1024th`].
 274         ///
 275         /// Default value: 128 1024ths (i.e. begin penalizing when an HTLC uses 1/8th of a channel)
 276         ///
 277         /// [`overuse_penalty_msat_per_1024th`]: Self::overuse_penalty_msat_per_1024th
 278         pub overuse_penalty_start_1024th: u16,
 279
 280         /// A penalty applied, per whole 1024ths of the channel capacity which the amount being sent
 281         /// over the channel exceeds [`overuse_penalty_start_1024th`] by.
 282         ///
 283         /// Default value: 20 msat (i.e. 2560 msat penalty to use 1/4th of a channel, 7680 msat penalty
 284         ///                to use half a channel, and 12,560 msat penalty to use 3/4ths of a channel)
 285         ///
 286         /// [`overuse_penalty_start_1024th`]: Self::overuse_penalty_start_1024th
 287         pub overuse_penalty_msat_per_1024th: u64,
 288
 289         /// The time required to elapse before any accumulated [`failure_penalty_msat`] penalties are
 290         /// cut in half.
 291         ///
 292         /// Successfully routing through a channel will immediately cut the penalty in half as well.
 293         ///
 294         /// Default value: 1 hour
 295         ///
 296         /// # Note
 297         ///
 298         /// When built with the `no-std` feature, time will never elapse. Therefore, this penalty will
 299         /// never decay.
 300         ///
 301         /// [`failure_penalty_msat`]: Self::failure_penalty_msat
 302         pub failure_penalty_half_life: Duration,
 303 }
 304
 305 impl_writeable_tlv_based!(ScoringParameters, {
 306         (0, base_penalty_msat, required),
 307         (1, overuse_penalty_start_1024th, (default_value, 128)),
 308         (2, failure_penalty_msat, required),
 309         (3, overuse_penalty_msat_per_1024th, (default_value, 20)),
 310         (4, failure_penalty_half_life, required),
 311 });
 312
 313 /// Accounting for penalties against a channel for failing to relay any payments.
 314 ///
 315 /// Penalties decay over time, though accumulate as more failures occur.
 316 struct ChannelFailure<T: Time> {
 317         /// Accumulated penalty in msats for the channel as of `last_updated`.
 318         undecayed_penalty_msat: u64,
 319
 320         /// Last time the channel either failed to route or successfully routed a payment. Used to decay
 321         /// `undecayed_penalty_msat`.
 322         last_updated: T,
 323 }
 324
 325 impl<T: Time> ScorerUsingTime<T> {
 326         /// Creates a new scorer using the given scoring parameters.
 327         pub fn new(params: ScoringParameters) -> Self {
 328                 Self {
 329                         params,
 330                         channel_failures: HashMap::new(),
 331                 }
 332         }
 333 }
 334
 335 impl<T: Time> ChannelFailure<T> {
 336         fn new(failure_penalty_msat: u64) -> Self {
 337                 Self {
 338                         undecayed_penalty_msat: failure_penalty_msat,
 339                         last_updated: T::now(),
 340                 }
 341         }
 342
 343         fn add_penalty(&mut self, failure_penalty_msat: u64, half_life: Duration) {
 344                 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) + failure_penalty_msat;
 345                 self.last_updated = T::now();
 346         }
 347
 348         fn reduce_penalty(&mut self, half_life: Duration) {
 349                 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) >> 1;
 350                 self.last_updated = T::now();
 351         }
 352
 353         fn decayed_penalty_msat(&self, half_life: Duration) -> u64 {
 354                 self.last_updated.elapsed().as_secs()
 355                         .checked_div(half_life.as_secs())
 356                         .and_then(|decays| self.undecayed_penalty_msat.checked_shr(decays as u32))
 357                         .unwrap_or(0)
 358         }
 359 }
 360
 361 impl<T: Time> Default for ScorerUsingTime<T> {
 362         fn default() -> Self {
 363                 Self::new(ScoringParameters::default())
 364         }
 365 }
 366
 367 impl Default for ScoringParameters {
 368         fn default() -> Self {
 369                 Self {
 370                         base_penalty_msat: 500,
 371                         failure_penalty_msat: 1024 * 1000,
 372                         failure_penalty_half_life: Duration::from_secs(3600),
 373                         overuse_penalty_start_1024th: 1024 / 8,
 374                         overuse_penalty_msat_per_1024th: 20,
 375                 }
 376         }
 377 }
 378
 379 impl<T: Time> Score for ScorerUsingTime<T> {
 380         fn channel_penalty_msat(
 381                 &self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, _source: &NodeId, _target: &NodeId
 382         ) -> u64 {
 383                 let failure_penalty_msat = self.channel_failures
 384                         .get(&short_channel_id)
 385                         .map_or(0, |value| value.decayed_penalty_msat(self.params.failure_penalty_half_life));
 386
 387                 let mut penalty_msat = self.params.base_penalty_msat + failure_penalty_msat;
 388                 let send_1024ths = send_amt_msat.checked_mul(1024).unwrap_or(u64::max_value()) / capacity_msat;
 389                 if send_1024ths > self.params.overuse_penalty_start_1024th as u64 {
 390                         penalty_msat = penalty_msat.checked_add(
 391                                         (send_1024ths - self.params.overuse_penalty_start_1024th as u64)
 392                                         .checked_mul(self.params.overuse_penalty_msat_per_1024th).unwrap_or(u64::max_value()))
 393                                 .unwrap_or(u64::max_value());
 394                 }
 395
 396                 penalty_msat
 397         }
 398
 399         fn payment_path_failed(&mut self, _path: &[&RouteHop], short_channel_id: u64) {
 400                 let failure_penalty_msat = self.params.failure_penalty_msat;
 401                 let half_life = self.params.failure_penalty_half_life;
 402                 self.channel_failures
 403                         .entry(short_channel_id)
 404                         .and_modify(|failure| failure.add_penalty(failure_penalty_msat, half_life))
 405                         .or_insert_with(|| ChannelFailure::new(failure_penalty_msat));
 406         }
 407
 408         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
 409                 let half_life = self.params.failure_penalty_half_life;
 410                 for hop in path.iter() {
 411                         self.channel_failures
 412                                 .entry(hop.short_channel_id)
 413                                 .and_modify(|failure| failure.reduce_penalty(half_life));
 414                 }
 415         }
 416 }
 417
 418 impl<T: Time> Writeable for ScorerUsingTime<T> {
 419         #[inline]
 420         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 421                 self.params.write(w)?;
 422                 self.channel_failures.write(w)?;
 423                 write_tlv_fields!(w, {});
 424                 Ok(())
 425         }
 426 }
 427
 428 impl<T: Time> Readable for ScorerUsingTime<T> {
 429         #[inline]
 430         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
 431                 let res = Ok(Self {
 432                         params: Readable::read(r)?,
 433                         channel_failures: Readable::read(r)?,
 434                 });
 435                 read_tlv_fields!(r, {});
 436                 res
 437         }
 438 }
 439
 440 impl<T: Time> Writeable for ChannelFailure<T> {
 441         #[inline]
 442         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 443                 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
 444                 write_tlv_fields!(w, {
 445                         (0, self.undecayed_penalty_msat, required),
 446                         (2, duration_since_epoch, required),
 447                 });
 448                 Ok(())
 449         }
 450 }
 451
 452 impl<T: Time> Readable for ChannelFailure<T> {
 453         #[inline]
 454         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
 455                 let mut undecayed_penalty_msat = 0;
 456                 let mut duration_since_epoch = Duration::from_secs(0);
 457                 read_tlv_fields!(r, {
 458                         (0, undecayed_penalty_msat, required),
 459                         (2, duration_since_epoch, required),
 460                 });
 461                 Ok(Self {
 462                         undecayed_penalty_msat,
 463                         last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
 464                 })
 465         }
 466 }
 467
 468 /// [`Score`] implementation using channel success probability distributions.
 469 ///
 470 /// Based on *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
 471 /// and Stefan Richter [[1]]. Given the uncertainty of channel liquidity balances, probability
 472 /// distributions are defined based on knowledge learned from successful and unsuccessful attempts.
 473 /// Then the negative `log10` of the success probability is used to determine the cost of routing a
 474 /// specific HTLC amount through a channel.
 475 ///
 476 /// Knowledge about channel liquidity balances takes the form of upper and lower bounds on the
 477 /// possible liquidity. Certainty of the bounds is decreased over time using a decay function. See
 478 /// [`ProbabilisticScoringParameters`] for details.
 479 ///
 480 /// Since the scorer aims to learn the current channel liquidity balances, it works best for nodes
 481 /// with high payment volume or that actively probe the [`NetworkGraph`]. Nodes with low payment
 482 /// volume are more likely to experience failed payment paths, which would need to be retried.
 483 ///
 484 /// # Note
 485 ///
 486 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
 487 /// behavior.
 488 ///
 489 /// [1]: https://arxiv.org/abs/2107.05322
 490 pub type ProbabilisticScorer<G> = ProbabilisticScorerUsingTime::<G, ConfiguredTime>;
 491
 492 /// Probabilistic [`Score`] implementation.
 493 ///
 494 /// (C-not exported) generally all users should use the [`ProbabilisticScorer`] type alias.
 495 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph>, T: Time> {
 496         params: ProbabilisticScoringParameters,
 497         network_graph: G,
 498         // TODO: Remove entries of closed channels.
 499         channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
 500 }
 501
 502 /// Parameters for configuring [`ProbabilisticScorer`].
 503 #[derive(Clone, Copy)]
 504 pub struct ProbabilisticScoringParameters {
 505         /// A multiplier used to determine the amount in msats willing to be paid to avoid routing
 506         /// through a channel, as per multiplying by the negative `log10` of the channel's success
 507         /// probability for a payment.
 508         ///
 509         /// The success probability is determined by the effective channel capacity, the payment amount,
 510         /// and knowledge learned from prior successful and unsuccessful payments. The lower bound of
 511         /// the success probability is 0.01, effectively limiting the penalty to the range
 512         /// `0..=2*liquidity_penalty_multiplier_msat`. The knowledge learned is decayed over time based
 513         /// on [`liquidity_offset_half_life`].
 514         ///
 515         /// Default value: 10,000 msat
 516         ///
 517         /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life
 518         pub liquidity_penalty_multiplier_msat: u64,
 519
 520         /// The time required to elapse before any knowledge learned about channel liquidity balances is
 521         /// cut in half.
 522         ///
 523         /// The bounds are defined in terms of offsets and are initially zero. Increasing the offsets
 524         /// gives tighter bounds on the channel liquidity balance. Thus, halving the offsets decreases
 525         /// the certainty of the channel liquidity balance.
 526         ///
 527         /// Default value: 1 hour
 528         ///
 529         /// # Note
 530         ///
 531         /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
 532         /// liquidity knowledge will never decay except when the bounds cross.
 533         pub liquidity_offset_half_life: Duration,
 534 }
 535
 536 impl_writeable_tlv_based!(ProbabilisticScoringParameters, {
 537         (0, liquidity_penalty_multiplier_msat, required),
 538         (2, liquidity_offset_half_life, required),
 539 });
 540
 541 /// Accounting for channel liquidity balance uncertainty.
 542 ///
 543 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
 544 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
 545 /// offset fields gives the opposite direction.
 546 struct ChannelLiquidity<T: Time> {
 547         /// Lower channel liquidity bound in terms of an offset from zero.
 548         min_liquidity_offset_msat: u64,
 549
 550         /// Upper channel liquidity bound in terms of an offset from the effective capacity.
 551         max_liquidity_offset_msat: u64,
 552
 553         /// Time when the liquidity bounds were last modified.
 554         last_updated: T,
 555 }
 556
 557 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
 558 /// decayed with a given half life.
 559 struct DirectedChannelLiquidity<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> {
 560         min_liquidity_offset_msat: L,
 561         max_liquidity_offset_msat: L,
 562         capacity_msat: u64,
 563         last_updated: U,
 564         now: T,
 565         half_life: Duration,
 566 }
 567
 568 impl<G: Deref<Target = NetworkGraph>, T: Time> ProbabilisticScorerUsingTime<G, T> {
 569         /// Creates a new scorer using the given scoring parameters for sending payments from a node
 570         /// through a network graph.
 571         pub fn new(params: ProbabilisticScoringParameters, network_graph: G) -> Self {
 572                 Self {
 573                         params,
 574                         network_graph,
 575                         channel_liquidities: HashMap::new(),
 576                 }
 577         }
 578
 579         #[cfg(test)]
 580         fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
 581                 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
 582                 self
 583         }
 584 }
 585
 586 impl Default for ProbabilisticScoringParameters {
 587         fn default() -> Self {
 588                 Self {
 589                         liquidity_penalty_multiplier_msat: 10_000,
 590                         liquidity_offset_half_life: Duration::from_secs(3600),
 591                 }
 592         }
 593 }
 594
 595 impl<T: Time> ChannelLiquidity<T> {
 596         #[inline]
 597         fn new() -> Self {
 598                 Self {
 599                         min_liquidity_offset_msat: 0,
 600                         max_liquidity_offset_msat: 0,
 601                         last_updated: T::now(),
 602                 }
 603         }
 604
 605         /// Returns a view of the channel liquidity directed from `source` to `target` assuming
 606         /// `capacity_msat`.
 607         fn as_directed(
 608                 &self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
 609         ) -> DirectedChannelLiquidity<&u64, T, &T> {
 610                 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
 611                         (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat)
 612                 } else {
 613                         (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat)
 614                 };
 615
 616                 DirectedChannelLiquidity {
 617                         min_liquidity_offset_msat,
 618                         max_liquidity_offset_msat,
 619                         capacity_msat,
 620                         last_updated: &self.last_updated,
 621                         now: T::now(),
 622                         half_life,
 623                 }
 624         }
 625
 626         /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
 627         /// `capacity_msat`.
 628         fn as_directed_mut(
 629                 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
 630         ) -> DirectedChannelLiquidity<&mut u64, T, &mut T> {
 631                 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
 632                         (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat)
 633                 } else {
 634                         (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat)
 635                 };
 636
 637                 DirectedChannelLiquidity {
 638                         min_liquidity_offset_msat,
 639                         max_liquidity_offset_msat,
 640                         capacity_msat,
 641                         last_updated: &mut self.last_updated,
 642                         now: T::now(),
 643                         half_life,
 644                 }
 645         }
 646 }
 647
 648 impl<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity<L, T, U> {
 649         /// Returns the success probability of routing the given HTLC `amount_msat` through the channel
 650         /// in this direction.
 651         fn success_probability(&self, amount_msat: u64) -> f64 {
 652                 let max_liquidity_msat = self.max_liquidity_msat();
 653                 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
 654                 if amount_msat > max_liquidity_msat {
 655                         0.0
 656                 } else if amount_msat <= min_liquidity_msat {
 657                         1.0
 658                 } else {
 659                         let numerator = max_liquidity_msat + 1 - amount_msat;
 660                         let denominator = max_liquidity_msat + 1 - min_liquidity_msat;
 661                         numerator as f64 / denominator as f64
 662                 }.max(0.01) // Lower bound the success probability to ensure some channel is selected.
 663         }
 664
 665         /// Returns the lower bound of the channel liquidity balance in this direction.
 666         fn min_liquidity_msat(&self) -> u64 {
 667                 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
 668         }
 669
 670         /// Returns the upper bound of the channel liquidity balance in this direction.
 671         fn max_liquidity_msat(&self) -> u64 {
 672                 self.capacity_msat
 673                         .checked_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
 674                         .unwrap_or(0)
 675         }
 676
 677         fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
 678                 self.now.duration_since(*self.last_updated).as_secs()
 679                         .checked_div(self.half_life.as_secs())
 680                         .and_then(|decays| offset_msat.checked_shr(decays as u32))
 681                         .unwrap_or(0)
 682         }
 683 }
 684
 685 impl<L: DerefMut<Target = u64>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, T, U> {
 686         /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
 687         fn failed_at_channel(&mut self, amount_msat: u64) {
 688                 if amount_msat < self.max_liquidity_msat() {
 689                         self.set_max_liquidity_msat(amount_msat);
 690                 }
 691         }
 692
 693         /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
 694         fn failed_downstream(&mut self, amount_msat: u64) {
 695                 if amount_msat > self.min_liquidity_msat() {
 696                         self.set_min_liquidity_msat(amount_msat);
 697                 }
 698         }
 699
 700         /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
 701         fn successful(&mut self, amount_msat: u64) {
 702                 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
 703                 self.set_max_liquidity_msat(max_liquidity_msat);
 704         }
 705
 706         /// Adjusts the lower bound of the channel liquidity balance in this direction.
 707         fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
 708                 *self.min_liquidity_offset_msat = amount_msat;
 709                 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
 710                         0
 711                 } else {
 712                         self.decayed_offset_msat(*self.max_liquidity_offset_msat)
 713                 };
 714                 *self.last_updated = self.now;
 715         }
 716
 717         /// Adjusts the upper bound of the channel liquidity balance in this direction.
 718         fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
 719                 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
 720                 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
 721                         0
 722                 } else {
 723                         self.decayed_offset_msat(*self.min_liquidity_offset_msat)
 724                 };
 725                 *self.last_updated = self.now;
 726         }
 727 }
 728
 729 impl<G: Deref<Target = NetworkGraph>, T: Time> Score for ProbabilisticScorerUsingTime<G, T> {
 730         fn channel_penalty_msat(
 731                 &self, short_channel_id: u64, amount_msat: u64, capacity_msat: u64, source: &NodeId,
 732                 target: &NodeId
 733         ) -> u64 {
 734                 let liquidity_penalty_multiplier_msat = self.params.liquidity_penalty_multiplier_msat;
 735                 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
 736                 let success_probability = self.channel_liquidities
 737                         .get(&short_channel_id)
 738                         .unwrap_or(&ChannelLiquidity::new())
 739                         .as_directed(source, target, capacity_msat, liquidity_offset_half_life)
 740                         .success_probability(amount_msat);
 741                 // NOTE: If success_probability is ever changed to return 0.0, log10 is undefined so return
 742                 // u64::max_value instead.
 743                 debug_assert!(success_probability > core::f64::EPSILON);
 744                 (-(success_probability.log10()) * liquidity_penalty_multiplier_msat as f64) as u64
 745         }
 746
 747         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
 748                 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
 749                 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
 750                 let network_graph = self.network_graph.read_only();
 751                 for hop in path {
 752                         let target = NodeId::from_pubkey(&hop.pubkey);
 753                         let channel_directed_from_source = network_graph.channels()
 754                                 .get(&hop.short_channel_id)
 755                                 .and_then(|channel| channel.as_directed_to(&target));
 756
 757                         // Only score announced channels.
 758                         if let Some((channel, source)) = channel_directed_from_source {
 759                                 let capacity_msat = channel.effective_capacity().as_msat();
 760                                 if hop.short_channel_id == short_channel_id {
 761                                         self.channel_liquidities
 762                                                 .entry(hop.short_channel_id)
 763                                                 .or_insert_with(ChannelLiquidity::new)
 764                                                 .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
 765                                                 .failed_at_channel(amount_msat);
 766                                         break;
 767                                 }
 768
 769                                 self.channel_liquidities
 770                                         .entry(hop.short_channel_id)
 771                                         .or_insert_with(ChannelLiquidity::new)
 772                                         .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
 773                                         .failed_downstream(amount_msat);
 774                         }
 775                 }
 776         }
 777
 778         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
 779                 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
 780                 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
 781                 let network_graph = self.network_graph.read_only();
 782                 for hop in path {
 783                         let target = NodeId::from_pubkey(&hop.pubkey);
 784                         let channel_directed_from_source = network_graph.channels()
 785                                 .get(&hop.short_channel_id)
 786                                 .and_then(|channel| channel.as_directed_to(&target));
 787
 788                         // Only score announced channels.
 789                         if let Some((channel, source)) = channel_directed_from_source {
 790                                 let capacity_msat = channel.effective_capacity().as_msat();
 791                                 self.channel_liquidities
 792                                         .entry(hop.short_channel_id)
 793                                         .or_insert_with(ChannelLiquidity::new)
 794                                         .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
 795                                         .successful(amount_msat);
 796                         }
 797                 }
 798         }
 799 }
 800
 801 impl<G: Deref<Target = NetworkGraph>, T: Time> Writeable for ProbabilisticScorerUsingTime<G, T> {
 802         #[inline]
 803         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 804                 write_tlv_fields!(w, {
 805                         (0, self.channel_liquidities, required)
 806                 });
 807                 Ok(())
 808         }
 809 }
 810
 811 impl<G, T> ReadableArgs<(ProbabilisticScoringParameters, G)> for ProbabilisticScorerUsingTime<G, T>
 812 where
 813         G: Deref<Target = NetworkGraph>,
 814         T: Time,
 815 {
 816         #[inline]
 817         fn read<R: Read>(
 818                 r: &mut R, args: (ProbabilisticScoringParameters, G)
 819         ) -> Result<Self, DecodeError> {
 820                 let (params, network_graph) = args;
 821                 let mut channel_liquidities = HashMap::new();
 822                 read_tlv_fields!(r, {
 823                         (0, channel_liquidities, required)
 824                 });
 825                 Ok(Self {
 826                         params,
 827                         network_graph,
 828                         channel_liquidities,
 829                 })
 830         }
 831 }
 832
 833 impl<T: Time> Writeable for ChannelLiquidity<T> {
 834         #[inline]
 835         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 836                 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
 837                 write_tlv_fields!(w, {
 838                         (0, self.min_liquidity_offset_msat, required),
 839                         (2, self.max_liquidity_offset_msat, required),
 840                         (4, duration_since_epoch, required),
 841                 });
 842                 Ok(())
 843         }
 844 }
 845
 846 impl<T: Time> Readable for ChannelLiquidity<T> {
 847         #[inline]
 848         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
 849                 let mut min_liquidity_offset_msat = 0;
 850                 let mut max_liquidity_offset_msat = 0;
 851                 let mut duration_since_epoch = Duration::from_secs(0);
 852                 read_tlv_fields!(r, {
 853                         (0, min_liquidity_offset_msat, required),
 854                         (2, max_liquidity_offset_msat, required),
 855                         (4, duration_since_epoch, required),
 856                 });
 857                 Ok(Self {
 858                         min_liquidity_offset_msat,
 859                         max_liquidity_offset_msat,
 860                         last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
 861                 })
 862         }
 863 }
 864
 865 pub(crate) mod time {
 866         use core::ops::Sub;
 867         use core::time::Duration;
 868         /// A measurement of time.
 869         pub trait Time: Copy + Sub<Duration, Output = Self> where Self: Sized {
 870                 /// Returns an instance corresponding to the current moment.
 871                 fn now() -> Self;
 872
 873                 /// Returns the amount of time elapsed since `self` was created.
 874                 fn elapsed(&self) -> Duration;
 875
 876                 /// Returns the amount of time passed between `earlier` and `self`.
 877                 fn duration_since(&self, earlier: Self) -> Duration;
 878
 879                 /// Returns the amount of time passed since the beginning of [`Time`].
 880                 ///
 881                 /// Used during (de-)serialization.
 882                 fn duration_since_epoch() -> Duration;
 883         }
 884
 885         /// A state in which time has no meaning.
 886         #[derive(Clone, Copy, Debug, PartialEq, Eq)]
 887         pub struct Eternity;
 888
 889         #[cfg(not(feature = "no-std"))]
 890         impl Time for std::time::Instant {
 891                 fn now() -> Self {
 892                         std::time::Instant::now()
 893                 }
 894
 895                 fn duration_since(&self, earlier: Self) -> Duration {
 896                         self.duration_since(earlier)
 897                 }
 898
 899                 fn duration_since_epoch() -> Duration {
 900                         use std::time::SystemTime;
 901                         SystemTime::now().duration_since(SystemTime::UNIX_EPOCH).unwrap()
 902                 }
 903
 904                 fn elapsed(&self) -> Duration {
 905                         std::time::Instant::elapsed(self)
 906                 }
 907         }
 908
 909         impl Time for Eternity {
 910                 fn now() -> Self {
 911                         Self
 912                 }
 913
 914                 fn duration_since(&self, _earlier: Self) -> Duration {
 915                         Duration::from_secs(0)
 916                 }
 917
 918                 fn duration_since_epoch() -> Duration {
 919                         Duration::from_secs(0)
 920                 }
 921
 922                 fn elapsed(&self) -> Duration {
 923                         Duration::from_secs(0)
 924                 }
 925         }
 926
 927         impl Sub<Duration> for Eternity {
 928                 type Output = Self;
 929
 930                 fn sub(self, _other: Duration) -> Self {
 931                         self
 932                 }
 933         }
 934 }
 935
 936 pub(crate) use self::time::Time;
 937
 938 #[cfg(test)]
 939 mod tests {
 940         use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime, ScoringParameters, ScorerUsingTime, Time};
 941         use super::time::Eternity;
 942
 943         use ln::features::{ChannelFeatures, NodeFeatures};
 944         use ln::msgs::{ChannelAnnouncement, ChannelUpdate, OptionalField, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
 945         use routing::scoring::Score;
 946         use routing::network_graph::{NetworkGraph, NodeId};
 947         use routing::router::RouteHop;
 948         use util::ser::{Readable, ReadableArgs, Writeable};
 949
 950         use bitcoin::blockdata::constants::genesis_block;
 951         use bitcoin::hashes::Hash;
 952         use bitcoin::hashes::sha256d::Hash as Sha256dHash;
 953         use bitcoin::network::constants::Network;
 954         use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
 955         use core::cell::Cell;
 956         use core::ops::Sub;
 957         use core::time::Duration;
 958         use io;
 959
 960         // `Time` tests
 961
 962         /// Time that can be advanced manually in tests.
 963         #[derive(Clone, Copy, Debug, PartialEq, Eq)]
 964         struct SinceEpoch(Duration);
 965
 966         impl SinceEpoch {
 967                 thread_local! {
 968                         static ELAPSED: Cell<Duration> = core::cell::Cell::new(Duration::from_secs(0));
 969                 }
 970
 971                 fn advance(duration: Duration) {
 972                         Self::ELAPSED.with(|elapsed| elapsed.set(elapsed.get() + duration))
 973                 }
 974         }
 975
 976         impl Time for SinceEpoch {
 977                 fn now() -> Self {
 978                         Self(Self::duration_since_epoch())
 979                 }
 980
 981                 fn duration_since(&self, earlier: Self) -> Duration {
 982                         self.0 - earlier.0
 983                 }
 984
 985                 fn duration_since_epoch() -> Duration {
 986                         Self::ELAPSED.with(|elapsed| elapsed.get())
 987                 }
 988
 989                 fn elapsed(&self) -> Duration {
 990                         Self::duration_since_epoch() - self.0
 991                 }
 992         }
 993
 994         impl Sub<Duration> for SinceEpoch {
 995                 type Output = Self;
 996
 997                 fn sub(self, other: Duration) -> Self {
 998                         Self(self.0 - other)
 999                 }
1000         }
1001
1002         #[test]
1003         fn time_passes_when_advanced() {
1004                 let now = SinceEpoch::now();
1005                 assert_eq!(now.elapsed(), Duration::from_secs(0));
1006
1007                 SinceEpoch::advance(Duration::from_secs(1));
1008                 SinceEpoch::advance(Duration::from_secs(1));
1009
1010                 let elapsed = now.elapsed();
1011                 let later = SinceEpoch::now();
1012
1013                 assert_eq!(elapsed, Duration::from_secs(2));
1014                 assert_eq!(later - elapsed, now);
1015         }
1016
1017         #[test]
1018         fn time_never_passes_in_an_eternity() {
1019                 let now = Eternity::now();
1020                 let elapsed = now.elapsed();
1021                 let later = Eternity::now();
1022
1023                 assert_eq!(now.elapsed(), Duration::from_secs(0));
1024                 assert_eq!(later - elapsed, now);
1025         }
1026
1027         // `Scorer` tests
1028
1029         /// A scorer for testing with time that can be manually advanced.
1030         type Scorer = ScorerUsingTime::<SinceEpoch>;
1031
1032         fn source_privkey() -> SecretKey {
1033                 SecretKey::from_slice(&[42; 32]).unwrap()
1034         }
1035
1036         fn target_privkey() -> SecretKey {
1037                 SecretKey::from_slice(&[43; 32]).unwrap()
1038         }
1039
1040         fn source_pubkey() -> PublicKey {
1041                 let secp_ctx = Secp256k1::new();
1042                 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1043         }
1044
1045         fn target_pubkey() -> PublicKey {
1046                 let secp_ctx = Secp256k1::new();
1047                 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1048         }
1049
1050         fn source_node_id() -> NodeId {
1051                 NodeId::from_pubkey(&source_pubkey())
1052         }
1053
1054         fn target_node_id() -> NodeId {
1055                 NodeId::from_pubkey(&target_pubkey())
1056         }
1057
1058         #[test]
1059         fn penalizes_without_channel_failures() {
1060                 let scorer = Scorer::new(ScoringParameters {
1061                         base_penalty_msat: 1_000,
1062                         failure_penalty_msat: 512,
1063                         failure_penalty_half_life: Duration::from_secs(1),
1064                         overuse_penalty_start_1024th: 1024,
1065                         overuse_penalty_msat_per_1024th: 0,
1066                 });
1067                 let source = source_node_id();
1068                 let target = target_node_id();
1069                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1070
1071                 SinceEpoch::advance(Duration::from_secs(1));
1072                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1073         }
1074
1075         #[test]
1076         fn accumulates_channel_failure_penalties() {
1077                 let mut scorer = Scorer::new(ScoringParameters {
1078                         base_penalty_msat: 1_000,
1079                         failure_penalty_msat: 64,
1080                         failure_penalty_half_life: Duration::from_secs(10),
1081                         overuse_penalty_start_1024th: 1024,
1082                         overuse_penalty_msat_per_1024th: 0,
1083                 });
1084                 let source = source_node_id();
1085                 let target = target_node_id();
1086                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1087
1088                 scorer.payment_path_failed(&[], 42);
1089                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1090
1091                 scorer.payment_path_failed(&[], 42);
1092                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1093
1094                 scorer.payment_path_failed(&[], 42);
1095                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_192);
1096         }
1097
1098         #[test]
1099         fn decays_channel_failure_penalties_over_time() {
1100                 let mut scorer = Scorer::new(ScoringParameters {
1101                         base_penalty_msat: 1_000,
1102                         failure_penalty_msat: 512,
1103                         failure_penalty_half_life: Duration::from_secs(10),
1104                         overuse_penalty_start_1024th: 1024,
1105                         overuse_penalty_msat_per_1024th: 0,
1106                 });
1107                 let source = source_node_id();
1108                 let target = target_node_id();
1109                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1110
1111                 scorer.payment_path_failed(&[], 42);
1112                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1113
1114                 SinceEpoch::advance(Duration::from_secs(9));
1115                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1116
1117                 SinceEpoch::advance(Duration::from_secs(1));
1118                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1119
1120                 SinceEpoch::advance(Duration::from_secs(10 * 8));
1121                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_001);
1122
1123                 SinceEpoch::advance(Duration::from_secs(10));
1124                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1125
1126                 SinceEpoch::advance(Duration::from_secs(10));
1127                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1128         }
1129
1130         #[test]
1131         fn decays_channel_failure_penalties_without_shift_overflow() {
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                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1142
1143                 scorer.payment_path_failed(&[], 42);
1144                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1145
1146                 // An unchecked right shift 64 bits or more in ChannelFailure::decayed_penalty_msat would
1147                 // cause an overflow.
1148                 SinceEpoch::advance(Duration::from_secs(10 * 64));
1149                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1150
1151                 SinceEpoch::advance(Duration::from_secs(10));
1152                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1153         }
1154
1155         #[test]
1156         fn accumulates_channel_failure_penalties_after_decay() {
1157                 let mut scorer = Scorer::new(ScoringParameters {
1158                         base_penalty_msat: 1_000,
1159                         failure_penalty_msat: 512,
1160                         failure_penalty_half_life: Duration::from_secs(10),
1161                         overuse_penalty_start_1024th: 1024,
1162                         overuse_penalty_msat_per_1024th: 0,
1163                 });
1164                 let source = source_node_id();
1165                 let target = target_node_id();
1166                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1167
1168                 scorer.payment_path_failed(&[], 42);
1169                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1170
1171                 SinceEpoch::advance(Duration::from_secs(10));
1172                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1173
1174                 scorer.payment_path_failed(&[], 42);
1175                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_768);
1176
1177                 SinceEpoch::advance(Duration::from_secs(10));
1178                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_384);
1179         }
1180
1181         #[test]
1182         fn reduces_channel_failure_penalties_after_success() {
1183                 let mut scorer = Scorer::new(ScoringParameters {
1184                         base_penalty_msat: 1_000,
1185                         failure_penalty_msat: 512,
1186                         failure_penalty_half_life: Duration::from_secs(10),
1187                         overuse_penalty_start_1024th: 1024,
1188                         overuse_penalty_msat_per_1024th: 0,
1189                 });
1190                 let source = source_node_id();
1191                 let target = target_node_id();
1192                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1193
1194                 scorer.payment_path_failed(&[], 42);
1195                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1196
1197                 SinceEpoch::advance(Duration::from_secs(10));
1198                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1199
1200                 let hop = RouteHop {
1201                         pubkey: PublicKey::from_slice(target.as_slice()).unwrap(),
1202                         node_features: NodeFeatures::known(),
1203                         short_channel_id: 42,
1204                         channel_features: ChannelFeatures::known(),
1205                         fee_msat: 1,
1206                         cltv_expiry_delta: 18,
1207                 };
1208                 scorer.payment_path_successful(&[&hop]);
1209                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1210
1211                 SinceEpoch::advance(Duration::from_secs(10));
1212                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1213         }
1214
1215         #[test]
1216         fn restores_persisted_channel_failure_penalties() {
1217                 let mut scorer = Scorer::new(ScoringParameters {
1218                         base_penalty_msat: 1_000,
1219                         failure_penalty_msat: 512,
1220                         failure_penalty_half_life: Duration::from_secs(10),
1221                         overuse_penalty_start_1024th: 1024,
1222                         overuse_penalty_msat_per_1024th: 0,
1223                 });
1224                 let source = source_node_id();
1225                 let target = target_node_id();
1226
1227                 scorer.payment_path_failed(&[], 42);
1228                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1229
1230                 SinceEpoch::advance(Duration::from_secs(10));
1231                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1232
1233                 scorer.payment_path_failed(&[], 43);
1234                 assert_eq!(scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1235
1236                 let mut serialized_scorer = Vec::new();
1237                 scorer.write(&mut serialized_scorer).unwrap();
1238
1239                 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1240                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1241                 assert_eq!(deserialized_scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1242         }
1243
1244         #[test]
1245         fn decays_persisted_channel_failure_penalties() {
1246                 let mut scorer = Scorer::new(ScoringParameters {
1247                         base_penalty_msat: 1_000,
1248                         failure_penalty_msat: 512,
1249                         failure_penalty_half_life: Duration::from_secs(10),
1250                         overuse_penalty_start_1024th: 1024,
1251                         overuse_penalty_msat_per_1024th: 0,
1252                 });
1253                 let source = source_node_id();
1254                 let target = target_node_id();
1255
1256                 scorer.payment_path_failed(&[], 42);
1257                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1258
1259                 let mut serialized_scorer = Vec::new();
1260                 scorer.write(&mut serialized_scorer).unwrap();
1261
1262                 SinceEpoch::advance(Duration::from_secs(10));
1263
1264                 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1265                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1266
1267                 SinceEpoch::advance(Duration::from_secs(10));
1268                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1269         }
1270
1271         #[test]
1272         fn charges_per_1024th_penalty() {
1273                 let scorer = Scorer::new(ScoringParameters {
1274                         base_penalty_msat: 0,
1275                         failure_penalty_msat: 0,
1276                         failure_penalty_half_life: Duration::from_secs(0),
1277                         overuse_penalty_start_1024th: 256,
1278                         overuse_penalty_msat_per_1024th: 100,
1279                 });
1280                 let source = source_node_id();
1281                 let target = target_node_id();
1282
1283                 assert_eq!(scorer.channel_penalty_msat(42, 1_000, 1_024_000, &source, &target), 0);
1284                 assert_eq!(scorer.channel_penalty_msat(42, 256_999, 1_024_000, &source, &target), 0);
1285                 assert_eq!(scorer.channel_penalty_msat(42, 257_000, 1_024_000, &source, &target), 100);
1286                 assert_eq!(scorer.channel_penalty_msat(42, 258_000, 1_024_000, &source, &target), 200);
1287                 assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 256 * 100);
1288         }
1289
1290         // `ProbabilisticScorer` tests
1291
1292         /// A probabilistic scorer for testing with time that can be manually advanced.
1293         type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph, SinceEpoch>;
1294
1295         fn sender_privkey() -> SecretKey {
1296                 SecretKey::from_slice(&[41; 32]).unwrap()
1297         }
1298
1299         fn recipient_privkey() -> SecretKey {
1300                 SecretKey::from_slice(&[45; 32]).unwrap()
1301         }
1302
1303         fn sender_pubkey() -> PublicKey {
1304                 let secp_ctx = Secp256k1::new();
1305                 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1306         }
1307
1308         fn recipient_pubkey() -> PublicKey {
1309                 let secp_ctx = Secp256k1::new();
1310                 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1311         }
1312
1313         fn sender_node_id() -> NodeId {
1314                 NodeId::from_pubkey(&sender_pubkey())
1315         }
1316
1317         fn recipient_node_id() -> NodeId {
1318                 NodeId::from_pubkey(&recipient_pubkey())
1319         }
1320
1321         fn network_graph() -> NetworkGraph {
1322                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1323                 let mut network_graph = NetworkGraph::new(genesis_hash);
1324                 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1325                 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1326
1327                 network_graph
1328         }
1329
1330         fn add_channel(
1331                 network_graph: &mut NetworkGraph, short_channel_id: u64, node_1_key: SecretKey,
1332                 node_2_key: SecretKey
1333         ) {
1334                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1335                 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1336                 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1337                 let secp_ctx = Secp256k1::new();
1338                 let unsigned_announcement = UnsignedChannelAnnouncement {
1339                         features: ChannelFeatures::known(),
1340                         chain_hash: genesis_hash,
1341                         short_channel_id,
1342                         node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key),
1343                         node_id_2: PublicKey::from_secret_key(&secp_ctx, &node_2_key),
1344                         bitcoin_key_1: PublicKey::from_secret_key(&secp_ctx, &node_1_secret),
1345                         bitcoin_key_2: PublicKey::from_secret_key(&secp_ctx, &node_2_secret),
1346                         excess_data: Vec::new(),
1347                 };
1348                 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1349                 let signed_announcement = ChannelAnnouncement {
1350                         node_signature_1: secp_ctx.sign(&msghash, &node_1_key),
1351                         node_signature_2: secp_ctx.sign(&msghash, &node_2_key),
1352                         bitcoin_signature_1: secp_ctx.sign(&msghash, &node_1_secret),
1353                         bitcoin_signature_2: secp_ctx.sign(&msghash, &node_2_secret),
1354                         contents: unsigned_announcement,
1355                 };
1356                 let chain_source: Option<&::util::test_utils::TestChainSource> = None;
1357                 network_graph.update_channel_from_announcement(
1358                         &signed_announcement, &chain_source, &secp_ctx).unwrap();
1359                 update_channel(network_graph, short_channel_id, node_1_key, 0);
1360                 update_channel(network_graph, short_channel_id, node_2_key, 1);
1361         }
1362
1363         fn update_channel(
1364                 network_graph: &mut NetworkGraph, short_channel_id: u64, node_key: SecretKey, flags: u8
1365         ) {
1366                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1367                 let secp_ctx = Secp256k1::new();
1368                 let unsigned_update = UnsignedChannelUpdate {
1369                         chain_hash: genesis_hash,
1370                         short_channel_id,
1371                         timestamp: 100,
1372                         flags,
1373                         cltv_expiry_delta: 18,
1374                         htlc_minimum_msat: 0,
1375                         htlc_maximum_msat: OptionalField::Present(1_000),
1376                         fee_base_msat: 1,
1377                         fee_proportional_millionths: 0,
1378                         excess_data: Vec::new(),
1379                 };
1380                 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1381                 let signed_update = ChannelUpdate {
1382                         signature: secp_ctx.sign(&msghash, &node_key),
1383                         contents: unsigned_update,
1384                 };
1385                 network_graph.update_channel(&signed_update, &secp_ctx).unwrap();
1386         }
1387
1388         fn payment_path_for_amount(amount_msat: u64) -> Vec<RouteHop> {
1389                 vec![
1390                         RouteHop {
1391                                 pubkey: source_pubkey(),
1392                                 node_features: NodeFeatures::known(),
1393                                 short_channel_id: 41,
1394                                 channel_features: ChannelFeatures::known(),
1395                                 fee_msat: 1,
1396                                 cltv_expiry_delta: 18,
1397                         },
1398                         RouteHop {
1399                                 pubkey: target_pubkey(),
1400                                 node_features: NodeFeatures::known(),
1401                                 short_channel_id: 42,
1402                                 channel_features: ChannelFeatures::known(),
1403                                 fee_msat: 2,
1404                                 cltv_expiry_delta: 18,
1405                         },
1406                         RouteHop {
1407                                 pubkey: recipient_pubkey(),
1408                                 node_features: NodeFeatures::known(),
1409                                 short_channel_id: 43,
1410                                 channel_features: ChannelFeatures::known(),
1411                                 fee_msat: amount_msat,
1412                                 cltv_expiry_delta: 18,
1413                         },
1414                 ]
1415         }
1416
1417         #[test]
1418         fn liquidity_bounds_directed_from_lowest_node_id() {
1419                 let last_updated = SinceEpoch::now();
1420                 let network_graph = network_graph();
1421                 let params = ProbabilisticScoringParameters::default();
1422                 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1423                         .with_channel(42,
1424                                 ChannelLiquidity {
1425                                         min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
1426                                 })
1427                         .with_channel(43,
1428                                 ChannelLiquidity {
1429                                         min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
1430                                 });
1431                 let source = source_node_id();
1432                 let target = target_node_id();
1433                 let recipient = recipient_node_id();
1434                 assert!(source > target);
1435                 assert!(target < recipient);
1436
1437                 // Update minimum liquidity.
1438
1439                 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1440                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1441                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1442                 assert_eq!(liquidity.min_liquidity_msat(), 100);
1443                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1444
1445                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1446                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1447                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1448                 assert_eq!(liquidity.max_liquidity_msat(), 900);
1449
1450                 scorer.channel_liquidities.get_mut(&42).unwrap()
1451                         .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1452                         .set_min_liquidity_msat(200);
1453
1454                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1455                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1456                 assert_eq!(liquidity.min_liquidity_msat(), 200);
1457                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1458
1459                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1460                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1461                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1462                 assert_eq!(liquidity.max_liquidity_msat(), 800);
1463
1464                 // Update maximum liquidity.
1465
1466                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1467                         .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
1468                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1469                 assert_eq!(liquidity.max_liquidity_msat(), 900);
1470
1471                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1472                         .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
1473                 assert_eq!(liquidity.min_liquidity_msat(), 100);
1474                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1475
1476                 scorer.channel_liquidities.get_mut(&43).unwrap()
1477                         .as_directed_mut(&target, &recipient, 1_000, liquidity_offset_half_life)
1478                         .set_max_liquidity_msat(200);
1479
1480                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1481                         .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
1482                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1483                 assert_eq!(liquidity.max_liquidity_msat(), 200);
1484
1485                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1486                         .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
1487                 assert_eq!(liquidity.min_liquidity_msat(), 800);
1488                 assert_eq!(liquidity.max_liquidity_msat(), 1000);
1489         }
1490
1491         #[test]
1492         fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
1493                 let last_updated = SinceEpoch::now();
1494                 let network_graph = network_graph();
1495                 let params = ProbabilisticScoringParameters::default();
1496                 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1497                         .with_channel(42,
1498                                 ChannelLiquidity {
1499                                         min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
1500                                 });
1501                 let source = source_node_id();
1502                 let target = target_node_id();
1503                 assert!(source > target);
1504
1505                 // Check initial bounds.
1506                 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1507                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1508                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1509                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1510                 assert_eq!(liquidity.max_liquidity_msat(), 800);
1511
1512                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1513                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1514                 assert_eq!(liquidity.min_liquidity_msat(), 200);
1515                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1516
1517                 // Reset from source to target.
1518                 scorer.channel_liquidities.get_mut(&42).unwrap()
1519                         .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1520                         .set_min_liquidity_msat(900);
1521
1522                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1523                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1524                 assert_eq!(liquidity.min_liquidity_msat(), 900);
1525                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1526
1527                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1528                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1529                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1530                 assert_eq!(liquidity.max_liquidity_msat(), 100);
1531
1532                 // Reset from target to source.
1533                 scorer.channel_liquidities.get_mut(&42).unwrap()
1534                         .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
1535                         .set_min_liquidity_msat(400);
1536
1537                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1538                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1539                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1540                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1541
1542                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1543                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1544                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1545                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1546         }
1547
1548         #[test]
1549         fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
1550                 let last_updated = SinceEpoch::now();
1551                 let network_graph = network_graph();
1552                 let params = ProbabilisticScoringParameters::default();
1553                 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1554                         .with_channel(42,
1555                                 ChannelLiquidity {
1556                                         min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
1557                                 });
1558                 let source = source_node_id();
1559                 let target = target_node_id();
1560                 assert!(source > target);
1561
1562                 // Check initial bounds.
1563                 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1564                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1565                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1566                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1567                 assert_eq!(liquidity.max_liquidity_msat(), 800);
1568
1569                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1570                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1571                 assert_eq!(liquidity.min_liquidity_msat(), 200);
1572                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1573
1574                 // Reset from source to target.
1575                 scorer.channel_liquidities.get_mut(&42).unwrap()
1576                         .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1577                         .set_max_liquidity_msat(300);
1578
1579                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1580                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1581                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1582                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1583
1584                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1585                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1586                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1587                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1588
1589                 // Reset from target to source.
1590                 scorer.channel_liquidities.get_mut(&42).unwrap()
1591                         .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
1592                         .set_max_liquidity_msat(600);
1593
1594                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1595                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1596                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1597                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1598
1599                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1600                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1601                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1602                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1603         }
1604
1605         #[test]
1606         fn increased_penalty_nearing_liquidity_upper_bound() {
1607                 let network_graph = network_graph();
1608                 let params = ProbabilisticScoringParameters {
1609                         liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1610                 };
1611                 let scorer = ProbabilisticScorer::new(params, &network_graph);
1612                 let source = source_node_id();
1613                 let target = target_node_id();
1614
1615                 assert_eq!(scorer.channel_penalty_msat(42, 100, 100_000, &source, &target), 0);
1616                 assert_eq!(scorer.channel_penalty_msat(42, 1_000, 100_000, &source, &target), 4);
1617                 assert_eq!(scorer.channel_penalty_msat(42, 10_000, 100_000, &source, &target), 45);
1618                 assert_eq!(scorer.channel_penalty_msat(42, 100_000, 100_000, &source, &target), 2_000);
1619
1620                 assert_eq!(scorer.channel_penalty_msat(42, 125, 1_000, &source, &target), 57);
1621                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
1622                 assert_eq!(scorer.channel_penalty_msat(42, 375, 1_000, &source, &target), 203);
1623                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1624                 assert_eq!(scorer.channel_penalty_msat(42, 625, 1_000, &source, &target), 425);
1625                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600);
1626                 assert_eq!(scorer.channel_penalty_msat(42, 875, 1_000, &source, &target), 900);
1627         }
1628
1629         #[test]
1630         fn constant_penalty_outside_liquidity_bounds() {
1631                 let last_updated = SinceEpoch::now();
1632                 let network_graph = network_graph();
1633                 let params = ProbabilisticScoringParameters {
1634                         liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1635                 };
1636                 let scorer = ProbabilisticScorer::new(params, &network_graph)
1637                         .with_channel(42,
1638                                 ChannelLiquidity {
1639                                         min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated
1640                                 });
1641                 let source = source_node_id();
1642                 let target = target_node_id();
1643
1644                 assert_eq!(scorer.channel_penalty_msat(42, 39, 100, &source, &target), 0);
1645                 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 0);
1646                 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 2_000);
1647                 assert_eq!(scorer.channel_penalty_msat(42, 61, 100, &source, &target), 2_000);
1648         }
1649
1650         #[test]
1651         fn does_not_further_penalize_own_channel() {
1652                 let network_graph = network_graph();
1653                 let params = ProbabilisticScoringParameters {
1654                         liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1655                 };
1656                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1657                 let sender = sender_node_id();
1658                 let source = source_node_id();
1659                 let failed_path = payment_path_for_amount(500);
1660                 let successful_path = payment_path_for_amount(200);
1661
1662                 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1663
1664                 scorer.payment_path_failed(&failed_path.iter().collect::<Vec<_>>(), 41);
1665                 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1666
1667                 scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
1668                 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1669         }
1670
1671         #[test]
1672         fn sets_liquidity_lower_bound_on_downstream_failure() {
1673                 let network_graph = network_graph();
1674                 let params = ProbabilisticScoringParameters {
1675                         liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1676                 };
1677                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1678                 let source = source_node_id();
1679                 let target = target_node_id();
1680                 let path = payment_path_for_amount(500);
1681
1682                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
1683                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1684                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600);
1685
1686                 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
1687
1688                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 0);
1689                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 0);
1690                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 300);
1691         }
1692
1693         #[test]
1694         fn sets_liquidity_upper_bound_on_failure() {
1695                 let network_graph = network_graph();
1696                 let params = ProbabilisticScoringParameters {
1697                         liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1698                 };
1699                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1700                 let source = source_node_id();
1701                 let target = target_node_id();
1702                 let path = payment_path_for_amount(500);
1703
1704                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
1705                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1706                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600);
1707
1708                 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
1709
1710                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1711                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
1712                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 2_000);
1713         }
1714
1715         #[test]
1716         fn reduces_liquidity_upper_bound_along_path_on_success() {
1717                 let network_graph = network_graph();
1718                 let params = ProbabilisticScoringParameters {
1719                         liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1720                 };
1721                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1722                 let sender = sender_node_id();
1723                 let source = source_node_id();
1724                 let target = target_node_id();
1725                 let recipient = recipient_node_id();
1726                 let path = payment_path_for_amount(500);
1727
1728                 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 124);
1729                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
1730                 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 124);
1731
1732                 scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
1733
1734                 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 124);
1735                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1736                 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 300);
1737         }
1738
1739         #[test]
1740         fn decays_liquidity_bounds_over_time() {
1741                 let network_graph = network_graph();
1742                 let params = ProbabilisticScoringParameters {
1743                         liquidity_penalty_multiplier_msat: 1_000,
1744                         liquidity_offset_half_life: Duration::from_secs(10),
1745                 };
1746                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1747                 let source = source_node_id();
1748                 let target = target_node_id();
1749
1750                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1751                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1752
1753                 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
1754                 scorer.payment_path_failed(&payment_path_for_amount(128).iter().collect::<Vec<_>>(), 43);
1755
1756                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
1757                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 92);
1758                 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_424);
1759                 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000);
1760
1761                 SinceEpoch::advance(Duration::from_secs(9));
1762                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
1763                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 92);
1764                 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_424);
1765                 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000);
1766
1767                 SinceEpoch::advance(Duration::from_secs(1));
1768                 assert_eq!(scorer.channel_penalty_msat(42, 64, 1_024, &source, &target), 0);
1769                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 34);
1770                 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 1_812);
1771                 assert_eq!(scorer.channel_penalty_msat(42, 960, 1_024, &source, &target), 2_000);
1772
1773                 // Fully decay liquidity lower bound.
1774                 SinceEpoch::advance(Duration::from_secs(10 * 7));
1775                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1776                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1_024, &source, &target), 0);
1777                 assert_eq!(scorer.channel_penalty_msat(42, 1_023, 1_024, &source, &target), 2_000);
1778                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1779
1780                 // Fully decay liquidity upper bound.
1781                 SinceEpoch::advance(Duration::from_secs(10));
1782                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1783                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1784
1785                 SinceEpoch::advance(Duration::from_secs(10));
1786                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1787                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1788         }
1789
1790         #[test]
1791         fn decays_liquidity_bounds_without_shift_overflow() {
1792                 let network_graph = network_graph();
1793                 let params = ProbabilisticScoringParameters {
1794                         liquidity_penalty_multiplier_msat: 1_000,
1795                         liquidity_offset_half_life: Duration::from_secs(10),
1796                 };
1797                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1798                 let source = source_node_id();
1799                 let target = target_node_id();
1800                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 124);
1801
1802                 scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::<Vec<_>>(), 42);
1803                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 281);
1804
1805                 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
1806                 // would cause an overflow.
1807                 SinceEpoch::advance(Duration::from_secs(10 * 64));
1808                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 124);
1809
1810                 SinceEpoch::advance(Duration::from_secs(10));
1811                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 124);
1812         }
1813
1814         #[test]
1815         fn restricts_liquidity_bounds_after_decay() {
1816                 let network_graph = network_graph();
1817                 let params = ProbabilisticScoringParameters {
1818                         liquidity_penalty_multiplier_msat: 1_000,
1819                         liquidity_offset_half_life: Duration::from_secs(10),
1820                 };
1821                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1822                 let source = source_node_id();
1823                 let target = target_node_id();
1824
1825                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 300);
1826
1827                 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
1828                 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
1829                 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
1830                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 281);
1831
1832                 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
1833                 SinceEpoch::advance(Duration::from_secs(10));
1834                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 293);
1835
1836                 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
1837                 // is closer to the upper bound, meaning a higher penalty.
1838                 scorer.payment_path_successful(&payment_path_for_amount(64).iter().collect::<Vec<_>>());
1839                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 333);
1840
1841                 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
1842                 // is closer to the lower bound, meaning a lower penalty.
1843                 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
1844                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 247);
1845
1846                 // Further decaying affects the lower bound more than the upper bound (128, 928).
1847                 SinceEpoch::advance(Duration::from_secs(10));
1848                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 280);
1849         }
1850
1851         #[test]
1852         fn restores_persisted_liquidity_bounds() {
1853                 let network_graph = network_graph();
1854                 let params = ProbabilisticScoringParameters {
1855                         liquidity_penalty_multiplier_msat: 1_000,
1856                         liquidity_offset_half_life: Duration::from_secs(10),
1857                 };
1858                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1859                 let source = source_node_id();
1860                 let target = target_node_id();
1861
1862                 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
1863                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
1864
1865                 SinceEpoch::advance(Duration::from_secs(10));
1866                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 475);
1867
1868                 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
1869                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1870
1871                 let mut serialized_scorer = Vec::new();
1872                 scorer.write(&mut serialized_scorer).unwrap();
1873
1874                 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
1875                 let deserialized_scorer =
1876                         <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
1877                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1878         }
1879
1880         #[test]
1881         fn decays_persisted_liquidity_bounds() {
1882                 let network_graph = network_graph();
1883                 let params = ProbabilisticScoringParameters {
1884                         liquidity_penalty_multiplier_msat: 1_000,
1885                         liquidity_offset_half_life: Duration::from_secs(10),
1886                 };
1887                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1888                 let source = source_node_id();
1889                 let target = target_node_id();
1890
1891                 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
1892                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
1893
1894                 let mut serialized_scorer = Vec::new();
1895                 scorer.write(&mut serialized_scorer).unwrap();
1896
1897                 SinceEpoch::advance(Duration::from_secs(10));
1898
1899                 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
1900                 let deserialized_scorer =
1901                         <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
1902                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 475);
1903
1904                 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
1905                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1906
1907                 SinceEpoch::advance(Duration::from_secs(10));
1908                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 367);
1909         }
1910 }