1 // This file is Copyright its original authors, visible in version control
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
10 //! Utilities for scoring payment channels.
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`Score`] implementation is not needed.
18 //! # extern crate secp256k1;
20 //! # use lightning::routing::network_graph::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringParameters, Scorer, ScoringParameters};
23 //! # use lightning::chain::keysinterface::{KeysManager, KeysInterface};
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use secp256k1::key::PublicKey;
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! # fn log(&self, record: &Record) { unimplemented!() }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph) {
32 //! # let logger = FakeLogger {};
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringParameters::default();
36 //! let scorer = ProbabilisticScorer::new(params, &network_graph);
38 //! // Or use custom channel penalties.
39 //! let params = ProbabilisticScoringParameters {
40 //! liquidity_penalty_multiplier_msat: 2 * 1000,
41 //! ..ProbabilisticScoringParameters::default()
43 //! let scorer = ProbabilisticScorer::new(params, &network_graph);
44 //! # let random_seed_bytes = [42u8; 32];
46 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, &random_seed_bytes);
52 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
53 //! different types and thus is undefined.
55 //! [`find_route`]: crate::routing::router::find_route
57 use ln::msgs::DecodeError;
58 use routing::network_graph::{NetworkGraph, NodeId};
59 use routing::router::RouteHop;
60 use util::ser::{Readable, ReadableArgs, Writeable, Writer};
63 use core::cell::{RefCell, RefMut};
64 use core::ops::{Deref, DerefMut};
65 use core::time::Duration;
67 use sync::{Mutex, MutexGuard};
69 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
70 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
71 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
72 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
74 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
75 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
76 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
77 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
78 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
79 /// do here by defining `Score` differently for `cfg(c_bindings)`.
80 macro_rules! define_score { ($($supertrait: path)*) => {
81 /// An interface used to score payment channels for path finding.
83 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
84 pub trait Score $(: $supertrait)* {
85 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
86 /// given channel in the direction from `source` to `target`.
88 /// The channel's capacity (less any other MPP parts that are also being considered for use in
89 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
90 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
91 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
92 /// Thus, implementations should be overflow-safe.
93 fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64;
95 /// Handles updating channel penalties after failing to route through a channel.
96 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64);
98 /// Handles updating channel penalties after successfully routing along a path.
99 fn payment_path_successful(&mut self, path: &[&RouteHop]);
102 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
103 fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64 {
104 self.deref().channel_penalty_msat(short_channel_id, send_amt_msat, capacity_msat, source, target)
107 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
108 self.deref_mut().payment_path_failed(path, short_channel_id)
111 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
112 self.deref_mut().payment_path_successful(path)
118 define_score!(Writeable);
119 #[cfg(not(c_bindings))]
122 /// A scorer that is accessed under a lock.
124 /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
125 /// having shared ownership of a scorer but without requiring internal locking in [`Score`]
126 /// implementations. Internal locking would be detrimental to route finding performance and could
127 /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
129 /// [`find_route`]: crate::routing::router::find_route
130 pub trait LockableScore<'a> {
131 /// The locked [`Score`] type.
132 type Locked: 'a + Score;
134 /// Returns the locked scorer.
135 fn lock(&'a self) -> Self::Locked;
139 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
140 type Locked = MutexGuard<'a, T>;
142 fn lock(&'a self) -> MutexGuard<'a, T> {
143 Mutex::lock(self).unwrap()
147 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
148 type Locked = RefMut<'a, T>;
150 fn lock(&'a self) -> RefMut<'a, T> {
156 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
157 pub struct MultiThreadedLockableScore<S: Score> {
162 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
163 type Locked = MutexGuard<'a, T>;
165 fn lock(&'a self) -> MutexGuard<'a, T> {
166 Mutex::lock(&self.score).unwrap()
171 impl<T: Score> MultiThreadedLockableScore<T> {
172 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
173 pub fn new(score: T) -> Self {
174 MultiThreadedLockableScore { score: Mutex::new(score) }
180 impl<'a, T: Writeable> Writeable for RefMut<'a, T> {
181 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
182 T::write(&**self, writer)
188 impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
189 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
190 S::write(&**self, writer)
195 /// [`Score`] implementation that uses a fixed penalty.
196 pub struct FixedPenaltyScorer {
200 impl FixedPenaltyScorer {
201 /// Creates a new scorer using `penalty_msat`.
202 pub fn with_penalty(penalty_msat: u64) -> Self {
203 Self { penalty_msat }
207 impl Score for FixedPenaltyScorer {
208 fn channel_penalty_msat(&self, _: u64, _: u64, _: u64, _: &NodeId, _: &NodeId) -> u64 {
212 fn payment_path_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {}
214 fn payment_path_successful(&mut self, _path: &[&RouteHop]) {}
217 impl Writeable for FixedPenaltyScorer {
219 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
220 write_tlv_fields!(w, {});
225 impl ReadableArgs<u64> for FixedPenaltyScorer {
227 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
228 read_tlv_fields!(r, {});
229 Ok(Self { penalty_msat })
233 /// [`Score`] implementation that provides reasonable default behavior.
235 /// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
236 /// slightly higher fees are available. Will further penalize channels that fail to relay payments.
238 /// See [module-level documentation] for usage and [`ScoringParameters`] for customization.
242 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
245 /// [module-level documentation]: crate::routing::scoring
248 note = "ProbabilisticScorer should be used instead of Scorer.",
250 pub type Scorer = ScorerUsingTime::<ConfiguredTime>;
252 #[cfg(not(feature = "no-std"))]
253 type ConfiguredTime = std::time::Instant;
254 #[cfg(feature = "no-std")]
255 type ConfiguredTime = time::Eternity;
257 // Note that ideally we'd hide ScorerUsingTime from public view by sealing it as well, but rustdoc
258 // doesn't handle this well - instead exposing a `Scorer` which has no trait implementation(s) or
261 /// [`Score`] implementation.
263 /// (C-not exported) generally all users should use the [`Scorer`] type alias.
264 pub struct ScorerUsingTime<T: Time> {
265 params: ScoringParameters,
266 // TODO: Remove entries of closed channels.
267 channel_failures: HashMap<u64, ChannelFailure<T>>,
271 /// Parameters for configuring [`Scorer`].
272 pub struct ScoringParameters {
273 /// A fixed penalty in msats to apply to each channel.
275 /// Default value: 500 msat
276 pub base_penalty_msat: u64,
278 /// A penalty in msats to apply to a channel upon failing to relay a payment.
280 /// This accumulates for each failure but may be reduced over time based on
281 /// [`failure_penalty_half_life`] or when successfully routing through a channel.
283 /// Default value: 1,024,000 msat
285 /// [`failure_penalty_half_life`]: Self::failure_penalty_half_life
286 pub failure_penalty_msat: u64,
288 /// When the amount being sent over a channel is this many 1024ths of the total channel
289 /// capacity, we begin applying [`overuse_penalty_msat_per_1024th`].
291 /// Default value: 128 1024ths (i.e. begin penalizing when an HTLC uses 1/8th of a channel)
293 /// [`overuse_penalty_msat_per_1024th`]: Self::overuse_penalty_msat_per_1024th
294 pub overuse_penalty_start_1024th: u16,
296 /// A penalty applied, per whole 1024ths of the channel capacity which the amount being sent
297 /// over the channel exceeds [`overuse_penalty_start_1024th`] by.
299 /// Default value: 20 msat (i.e. 2560 msat penalty to use 1/4th of a channel, 7680 msat penalty
300 /// to use half a channel, and 12,560 msat penalty to use 3/4ths of a channel)
302 /// [`overuse_penalty_start_1024th`]: Self::overuse_penalty_start_1024th
303 pub overuse_penalty_msat_per_1024th: u64,
305 /// The time required to elapse before any accumulated [`failure_penalty_msat`] penalties are
308 /// Successfully routing through a channel will immediately cut the penalty in half as well.
310 /// Default value: 1 hour
314 /// When built with the `no-std` feature, time will never elapse. Therefore, this penalty will
317 /// [`failure_penalty_msat`]: Self::failure_penalty_msat
318 pub failure_penalty_half_life: Duration,
321 impl_writeable_tlv_based!(ScoringParameters, {
322 (0, base_penalty_msat, required),
323 (1, overuse_penalty_start_1024th, (default_value, 128)),
324 (2, failure_penalty_msat, required),
325 (3, overuse_penalty_msat_per_1024th, (default_value, 20)),
326 (4, failure_penalty_half_life, required),
329 /// Accounting for penalties against a channel for failing to relay any payments.
331 /// Penalties decay over time, though accumulate as more failures occur.
332 struct ChannelFailure<T: Time> {
333 /// Accumulated penalty in msats for the channel as of `last_updated`.
334 undecayed_penalty_msat: u64,
336 /// Last time the channel either failed to route or successfully routed a payment. Used to decay
337 /// `undecayed_penalty_msat`.
341 impl<T: Time> ScorerUsingTime<T> {
342 /// Creates a new scorer using the given scoring parameters.
343 pub fn new(params: ScoringParameters) -> Self {
346 channel_failures: HashMap::new(),
351 impl<T: Time> ChannelFailure<T> {
352 fn new(failure_penalty_msat: u64) -> Self {
354 undecayed_penalty_msat: failure_penalty_msat,
355 last_updated: T::now(),
359 fn add_penalty(&mut self, failure_penalty_msat: u64, half_life: Duration) {
360 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) + failure_penalty_msat;
361 self.last_updated = T::now();
364 fn reduce_penalty(&mut self, half_life: Duration) {
365 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) >> 1;
366 self.last_updated = T::now();
369 fn decayed_penalty_msat(&self, half_life: Duration) -> u64 {
370 self.last_updated.elapsed().as_secs()
371 .checked_div(half_life.as_secs())
372 .and_then(|decays| self.undecayed_penalty_msat.checked_shr(decays as u32))
377 impl<T: Time> Default for ScorerUsingTime<T> {
378 fn default() -> Self {
379 Self::new(ScoringParameters::default())
383 impl Default for ScoringParameters {
384 fn default() -> Self {
386 base_penalty_msat: 500,
387 failure_penalty_msat: 1024 * 1000,
388 failure_penalty_half_life: Duration::from_secs(3600),
389 overuse_penalty_start_1024th: 1024 / 8,
390 overuse_penalty_msat_per_1024th: 20,
395 impl<T: Time> Score for ScorerUsingTime<T> {
396 fn channel_penalty_msat(
397 &self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, _source: &NodeId, _target: &NodeId
399 let failure_penalty_msat = self.channel_failures
400 .get(&short_channel_id)
401 .map_or(0, |value| value.decayed_penalty_msat(self.params.failure_penalty_half_life));
403 let mut penalty_msat = self.params.base_penalty_msat + failure_penalty_msat;
404 let send_1024ths = send_amt_msat.checked_mul(1024).unwrap_or(u64::max_value()) / capacity_msat;
405 if send_1024ths > self.params.overuse_penalty_start_1024th as u64 {
406 penalty_msat = penalty_msat.checked_add(
407 (send_1024ths - self.params.overuse_penalty_start_1024th as u64)
408 .checked_mul(self.params.overuse_penalty_msat_per_1024th).unwrap_or(u64::max_value()))
409 .unwrap_or(u64::max_value());
415 fn payment_path_failed(&mut self, _path: &[&RouteHop], short_channel_id: u64) {
416 let failure_penalty_msat = self.params.failure_penalty_msat;
417 let half_life = self.params.failure_penalty_half_life;
418 self.channel_failures
419 .entry(short_channel_id)
420 .and_modify(|failure| failure.add_penalty(failure_penalty_msat, half_life))
421 .or_insert_with(|| ChannelFailure::new(failure_penalty_msat));
424 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
425 let half_life = self.params.failure_penalty_half_life;
426 for hop in path.iter() {
427 self.channel_failures
428 .entry(hop.short_channel_id)
429 .and_modify(|failure| failure.reduce_penalty(half_life));
434 impl<T: Time> Writeable for ScorerUsingTime<T> {
436 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
437 self.params.write(w)?;
438 self.channel_failures.write(w)?;
439 write_tlv_fields!(w, {});
444 impl<T: Time> Readable for ScorerUsingTime<T> {
446 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
448 params: Readable::read(r)?,
449 channel_failures: Readable::read(r)?,
451 read_tlv_fields!(r, {});
456 impl<T: Time> Writeable for ChannelFailure<T> {
458 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
459 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
460 write_tlv_fields!(w, {
461 (0, self.undecayed_penalty_msat, required),
462 (2, duration_since_epoch, required),
468 impl<T: Time> Readable for ChannelFailure<T> {
470 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
471 let mut undecayed_penalty_msat = 0;
472 let mut duration_since_epoch = Duration::from_secs(0);
473 read_tlv_fields!(r, {
474 (0, undecayed_penalty_msat, required),
475 (2, duration_since_epoch, required),
478 undecayed_penalty_msat,
479 last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
484 /// [`Score`] implementation using channel success probability distributions.
486 /// Based on *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
487 /// and Stefan Richter [[1]]. Given the uncertainty of channel liquidity balances, probability
488 /// distributions are defined based on knowledge learned from successful and unsuccessful attempts.
489 /// Then the negative `log10` of the success probability is used to determine the cost of routing a
490 /// specific HTLC amount through a channel.
492 /// Knowledge about channel liquidity balances takes the form of upper and lower bounds on the
493 /// possible liquidity. Certainty of the bounds is decreased over time using a decay function. See
494 /// [`ProbabilisticScoringParameters`] for details.
496 /// Since the scorer aims to learn the current channel liquidity balances, it works best for nodes
497 /// with high payment volume or that actively probe the [`NetworkGraph`]. Nodes with low payment
498 /// volume are more likely to experience failed payment paths, which would need to be retried.
502 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
505 /// [1]: https://arxiv.org/abs/2107.05322
506 pub type ProbabilisticScorer<G> = ProbabilisticScorerUsingTime::<G, ConfiguredTime>;
508 /// Probabilistic [`Score`] implementation.
510 /// (C-not exported) generally all users should use the [`ProbabilisticScorer`] type alias.
511 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph>, T: Time> {
512 params: ProbabilisticScoringParameters,
514 // TODO: Remove entries of closed channels.
515 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
518 /// Parameters for configuring [`ProbabilisticScorer`].
520 /// Used to configure a base penalty and a liquidity penalty, the sum of which is the channel
521 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
522 #[derive(Clone, Copy)]
523 pub struct ProbabilisticScoringParameters {
524 /// A fixed penalty in msats to apply to each channel.
526 /// Default value: 500 msat
527 pub base_penalty_msat: u64,
529 /// A multiplier used in conjunction with the negative `log10` of the channel's success
530 /// probability for a payment to determine the liquidity penalty.
532 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
533 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
534 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
535 /// lower bounding the success probability to `0.01`) when the amount falls within the
536 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
537 /// result in a `u64::max_value` penalty, however.
539 /// Default value: 40,000 msat
541 /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life
542 pub liquidity_penalty_multiplier_msat: u64,
544 /// The time required to elapse before any knowledge learned about channel liquidity balances is
547 /// The bounds are defined in terms of offsets and are initially zero. Increasing the offsets
548 /// gives tighter bounds on the channel liquidity balance. Thus, halving the offsets decreases
549 /// the certainty of the channel liquidity balance.
551 /// Default value: 1 hour
555 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
556 /// liquidity knowledge will never decay except when the bounds cross.
557 pub liquidity_offset_half_life: Duration,
560 /// Accounting for channel liquidity balance uncertainty.
562 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
563 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
564 /// offset fields gives the opposite direction.
565 struct ChannelLiquidity<T: Time> {
566 /// Lower channel liquidity bound in terms of an offset from zero.
567 min_liquidity_offset_msat: u64,
569 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
570 max_liquidity_offset_msat: u64,
572 /// Time when the liquidity bounds were last modified.
576 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
577 /// decayed with a given half life.
578 struct DirectedChannelLiquidity<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> {
579 min_liquidity_offset_msat: L,
580 max_liquidity_offset_msat: L,
587 impl<G: Deref<Target = NetworkGraph>, T: Time> ProbabilisticScorerUsingTime<G, T> {
588 /// Creates a new scorer using the given scoring parameters for sending payments from a node
589 /// through a network graph.
590 pub fn new(params: ProbabilisticScoringParameters, network_graph: G) -> Self {
594 channel_liquidities: HashMap::new(),
599 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
600 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
605 impl Default for ProbabilisticScoringParameters {
606 fn default() -> Self {
608 base_penalty_msat: 500,
609 liquidity_penalty_multiplier_msat: 40_000,
610 liquidity_offset_half_life: Duration::from_secs(3600),
615 impl<T: Time> ChannelLiquidity<T> {
619 min_liquidity_offset_msat: 0,
620 max_liquidity_offset_msat: 0,
621 last_updated: T::now(),
625 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
628 &self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
629 ) -> DirectedChannelLiquidity<&u64, T, &T> {
630 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
631 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat)
633 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat)
636 DirectedChannelLiquidity {
637 min_liquidity_offset_msat,
638 max_liquidity_offset_msat,
640 last_updated: &self.last_updated,
646 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
649 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
650 ) -> DirectedChannelLiquidity<&mut u64, T, &mut T> {
651 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
652 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat)
654 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat)
657 DirectedChannelLiquidity {
658 min_liquidity_offset_msat,
659 max_liquidity_offset_msat,
661 last_updated: &mut self.last_updated,
668 impl<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity<L, T, U> {
669 /// Returns a penalty for routing the given HTLC `amount_msat` through the channel in this
671 fn penalty_msat(&self, amount_msat: u64, liquidity_penalty_multiplier_msat: u64) -> u64 {
672 let max_penalty_msat = liquidity_penalty_multiplier_msat.saturating_mul(2);
673 let max_liquidity_msat = self.max_liquidity_msat();
674 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
675 if amount_msat <= min_liquidity_msat {
677 } else if amount_msat >= max_liquidity_msat {
678 if amount_msat > max_liquidity_msat {
680 } else if max_liquidity_msat != self.capacity_msat {
681 // Avoid using the failed channel on retry.
687 let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
688 let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
689 let penalty_msat = approx::negative_log10_times_1024(numerator, denominator)
690 .saturating_mul(liquidity_penalty_multiplier_msat) / 1024;
691 // Upper bound the penalty to ensure some channel is selected.
692 penalty_msat.min(max_penalty_msat)
696 /// Returns the lower bound of the channel liquidity balance in this direction.
697 fn min_liquidity_msat(&self) -> u64 {
698 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
701 /// Returns the upper bound of the channel liquidity balance in this direction.
702 fn max_liquidity_msat(&self) -> u64 {
704 .checked_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
708 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
709 self.now.duration_since(*self.last_updated).as_secs()
710 .checked_div(self.half_life.as_secs())
711 .and_then(|decays| offset_msat.checked_shr(decays as u32))
716 impl<L: DerefMut<Target = u64>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, T, U> {
717 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
718 fn failed_at_channel(&mut self, amount_msat: u64) {
719 if amount_msat < self.max_liquidity_msat() {
720 self.set_max_liquidity_msat(amount_msat);
724 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
725 fn failed_downstream(&mut self, amount_msat: u64) {
726 if amount_msat > self.min_liquidity_msat() {
727 self.set_min_liquidity_msat(amount_msat);
731 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
732 fn successful(&mut self, amount_msat: u64) {
733 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
734 self.set_max_liquidity_msat(max_liquidity_msat);
737 /// Adjusts the lower bound of the channel liquidity balance in this direction.
738 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
739 *self.min_liquidity_offset_msat = amount_msat;
740 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
743 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
745 *self.last_updated = self.now;
748 /// Adjusts the upper bound of the channel liquidity balance in this direction.
749 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
750 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
751 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
754 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
756 *self.last_updated = self.now;
760 impl<G: Deref<Target = NetworkGraph>, T: Time> Score for ProbabilisticScorerUsingTime<G, T> {
761 fn channel_penalty_msat(
762 &self, short_channel_id: u64, amount_msat: u64, capacity_msat: u64, source: &NodeId,
765 let liquidity_penalty_multiplier_msat = self.params.liquidity_penalty_multiplier_msat;
766 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
767 self.channel_liquidities
768 .get(&short_channel_id)
769 .unwrap_or(&ChannelLiquidity::new())
770 .as_directed(source, target, capacity_msat, liquidity_offset_half_life)
771 .penalty_msat(amount_msat, liquidity_penalty_multiplier_msat)
772 .saturating_add(self.params.base_penalty_msat)
775 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
776 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
777 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
778 let network_graph = self.network_graph.read_only();
780 let target = NodeId::from_pubkey(&hop.pubkey);
781 let channel_directed_from_source = network_graph.channels()
782 .get(&hop.short_channel_id)
783 .and_then(|channel| channel.as_directed_to(&target));
785 // Only score announced channels.
786 if let Some((channel, source)) = channel_directed_from_source {
787 let capacity_msat = channel.effective_capacity().as_msat();
788 if hop.short_channel_id == short_channel_id {
789 self.channel_liquidities
790 .entry(hop.short_channel_id)
791 .or_insert_with(ChannelLiquidity::new)
792 .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
793 .failed_at_channel(amount_msat);
797 self.channel_liquidities
798 .entry(hop.short_channel_id)
799 .or_insert_with(ChannelLiquidity::new)
800 .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
801 .failed_downstream(amount_msat);
806 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
807 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
808 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
809 let network_graph = self.network_graph.read_only();
811 let target = NodeId::from_pubkey(&hop.pubkey);
812 let channel_directed_from_source = network_graph.channels()
813 .get(&hop.short_channel_id)
814 .and_then(|channel| channel.as_directed_to(&target));
816 // Only score announced channels.
817 if let Some((channel, source)) = channel_directed_from_source {
818 let capacity_msat = channel.effective_capacity().as_msat();
819 self.channel_liquidities
820 .entry(hop.short_channel_id)
821 .or_insert_with(ChannelLiquidity::new)
822 .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
823 .successful(amount_msat);
830 const BITS: u32 = 64;
831 const HIGHEST_BIT: u32 = BITS - 1;
832 const LOWER_BITS: u32 = 4;
833 const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
834 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
836 /// Look-up table for `log10(x) * 1024` where row `i` is used for each `x` having `i` as the
837 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
838 const LOG10_TIMES_1024: [[u16; LOWER_BITS_BOUND as usize]; BITS as usize] = [
839 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
840 [308, 308, 308, 308, 308, 308, 308, 308, 489, 489, 489, 489, 489, 489, 489, 489],
841 [617, 617, 617, 617, 716, 716, 716, 716, 797, 797, 797, 797, 865, 865, 865, 865],
842 [925, 925, 977, 977, 1024, 1024, 1066, 1066, 1105, 1105, 1141, 1141, 1174, 1174, 1204, 1204],
843 [1233, 1260, 1285, 1309, 1332, 1354, 1375, 1394, 1413, 1431, 1449, 1466, 1482, 1497, 1513, 1527],
844 [1541, 1568, 1594, 1618, 1641, 1662, 1683, 1703, 1722, 1740, 1757, 1774, 1790, 1806, 1821, 1835],
845 [1850, 1876, 1902, 1926, 1949, 1970, 1991, 2011, 2030, 2048, 2065, 2082, 2098, 2114, 2129, 2144],
846 [2158, 2185, 2210, 2234, 2257, 2279, 2299, 2319, 2338, 2356, 2374, 2390, 2407, 2422, 2437, 2452],
847 [2466, 2493, 2518, 2542, 2565, 2587, 2608, 2627, 2646, 2665, 2682, 2699, 2715, 2731, 2746, 2760],
848 [2774, 2801, 2827, 2851, 2874, 2895, 2916, 2936, 2955, 2973, 2990, 3007, 3023, 3039, 3054, 3068],
849 [3083, 3110, 3135, 3159, 3182, 3203, 3224, 3244, 3263, 3281, 3298, 3315, 3331, 3347, 3362, 3377],
850 [3391, 3418, 3443, 3467, 3490, 3512, 3532, 3552, 3571, 3589, 3607, 3623, 3640, 3655, 3670, 3685],
851 [3699, 3726, 3751, 3775, 3798, 3820, 3841, 3860, 3879, 3898, 3915, 3932, 3948, 3964, 3979, 3993],
852 [4007, 4034, 4060, 4084, 4107, 4128, 4149, 4169, 4188, 4206, 4223, 4240, 4256, 4272, 4287, 4301],
853 [4316, 4343, 4368, 4392, 4415, 4436, 4457, 4477, 4496, 4514, 4531, 4548, 4564, 4580, 4595, 4610],
854 [4624, 4651, 4676, 4700, 4723, 4745, 4765, 4785, 4804, 4822, 4840, 4857, 4873, 4888, 4903, 4918],
855 [4932, 4959, 4984, 5009, 5031, 5053, 5074, 5093, 5112, 5131, 5148, 5165, 5181, 5197, 5212, 5226],
856 [5240, 5267, 5293, 5317, 5340, 5361, 5382, 5402, 5421, 5439, 5456, 5473, 5489, 5505, 5520, 5534],
857 [5549, 5576, 5601, 5625, 5648, 5670, 5690, 5710, 5729, 5747, 5764, 5781, 5797, 5813, 5828, 5843],
858 [5857, 5884, 5909, 5933, 5956, 5978, 5998, 6018, 6037, 6055, 6073, 6090, 6106, 6121, 6136, 6151],
859 [6165, 6192, 6217, 6242, 6264, 6286, 6307, 6326, 6345, 6364, 6381, 6398, 6414, 6430, 6445, 6459],
860 [6473, 6500, 6526, 6550, 6573, 6594, 6615, 6635, 6654, 6672, 6689, 6706, 6722, 6738, 6753, 6767],
861 [6782, 6809, 6834, 6858, 6881, 6903, 6923, 6943, 6962, 6980, 6998, 7014, 7030, 7046, 7061, 7076],
862 [7090, 7117, 7142, 7166, 7189, 7211, 7231, 7251, 7270, 7288, 7306, 7323, 7339, 7354, 7369, 7384],
863 [7398, 7425, 7450, 7475, 7497, 7519, 7540, 7560, 7578, 7597, 7614, 7631, 7647, 7663, 7678, 7692],
864 [7706, 7733, 7759, 7783, 7806, 7827, 7848, 7868, 7887, 7905, 7922, 7939, 7955, 7971, 7986, 8001],
865 [8015, 8042, 8067, 8091, 8114, 8136, 8156, 8176, 8195, 8213, 8231, 8247, 8263, 8279, 8294, 8309],
866 [8323, 8350, 8375, 8399, 8422, 8444, 8464, 8484, 8503, 8521, 8539, 8556, 8572, 8587, 8602, 8617],
867 [8631, 8658, 8684, 8708, 8730, 8752, 8773, 8793, 8811, 8830, 8847, 8864, 8880, 8896, 8911, 8925],
868 [8939, 8966, 8992, 9016, 9039, 9060, 9081, 9101, 9120, 9138, 9155, 9172, 9188, 9204, 9219, 9234],
869 [9248, 9275, 9300, 9324, 9347, 9369, 9389, 9409, 9428, 9446, 9464, 9480, 9497, 9512, 9527, 9542],
870 [9556, 9583, 9608, 9632, 9655, 9677, 9698, 9717, 9736, 9754, 9772, 9789, 9805, 9820, 9835, 9850],
871 [9864, 9891, 9917, 9941, 9963, 9985, 10006, 10026, 10044, 10063, 10080, 10097, 10113, 10129, 10144, 10158],
872 [10172, 10199, 10225, 10249, 10272, 10293, 10314, 10334, 10353, 10371, 10388, 10405, 10421, 10437, 10452, 10467],
873 [10481, 10508, 10533, 10557, 10580, 10602, 10622, 10642, 10661, 10679, 10697, 10713, 10730, 10745, 10760, 10775],
874 [10789, 10816, 10841, 10865, 10888, 10910, 10931, 10950, 10969, 10987, 11005, 11022, 11038, 11053, 11068, 11083],
875 [11097, 11124, 11150, 11174, 11196, 11218, 11239, 11259, 11277, 11296, 11313, 11330, 11346, 11362, 11377, 11391],
876 [11405, 11432, 11458, 11482, 11505, 11526, 11547, 11567, 11586, 11604, 11621, 11638, 11654, 11670, 11685, 11700],
877 [11714, 11741, 11766, 11790, 11813, 11835, 11855, 11875, 11894, 11912, 11930, 11946, 11963, 11978, 11993, 12008],
878 [12022, 12049, 12074, 12098, 12121, 12143, 12164, 12183, 12202, 12220, 12238, 12255, 12271, 12286, 12301, 12316],
879 [12330, 12357, 12383, 12407, 12429, 12451, 12472, 12492, 12511, 12529, 12546, 12563, 12579, 12595, 12610, 12624],
880 [12638, 12665, 12691, 12715, 12738, 12759, 12780, 12800, 12819, 12837, 12854, 12871, 12887, 12903, 12918, 12933],
881 [12947, 12974, 12999, 13023, 13046, 13068, 13088, 13108, 13127, 13145, 13163, 13179, 13196, 13211, 13226, 13241],
882 [13255, 13282, 13307, 13331, 13354, 13376, 13397, 13416, 13435, 13453, 13471, 13488, 13504, 13519, 13535, 13549],
883 [13563, 13590, 13616, 13640, 13662, 13684, 13705, 13725, 13744, 13762, 13779, 13796, 13812, 13828, 13843, 13857],
884 [13871, 13898, 13924, 13948, 13971, 13992, 14013, 14033, 14052, 14070, 14087, 14104, 14120, 14136, 14151, 14166],
885 [14180, 14207, 14232, 14256, 14279, 14301, 14321, 14341, 14360, 14378, 14396, 14412, 14429, 14444, 14459, 14474],
886 [14488, 14515, 14540, 14564, 14587, 14609, 14630, 14649, 14668, 14686, 14704, 14721, 14737, 14752, 14768, 14782],
887 [14796, 14823, 14849, 14873, 14895, 14917, 14938, 14958, 14977, 14995, 15012, 15029, 15045, 15061, 15076, 15090],
888 [15104, 15131, 15157, 15181, 15204, 15225, 15246, 15266, 15285, 15303, 15320, 15337, 15353, 15369, 15384, 15399],
889 [15413, 15440, 15465, 15489, 15512, 15534, 15554, 15574, 15593, 15611, 15629, 15645, 15662, 15677, 15692, 15707],
890 [15721, 15748, 15773, 15797, 15820, 15842, 15863, 15882, 15901, 15919, 15937, 15954, 15970, 15985, 16001, 16015],
891 [16029, 16056, 16082, 16106, 16128, 16150, 16171, 16191, 16210, 16228, 16245, 16262, 16278, 16294, 16309, 16323],
892 [16337, 16364, 16390, 16414, 16437, 16458, 16479, 16499, 16518, 16536, 16553, 16570, 16586, 16602, 16617, 16632],
893 [16646, 16673, 16698, 16722, 16745, 16767, 16787, 16807, 16826, 16844, 16862, 16878, 16895, 16910, 16925, 16940],
894 [16954, 16981, 17006, 17030, 17053, 17075, 17096, 17115, 17134, 17152, 17170, 17187, 17203, 17218, 17234, 17248],
895 [17262, 17289, 17315, 17339, 17361, 17383, 17404, 17424, 17443, 17461, 17478, 17495, 17511, 17527, 17542, 17556],
896 [17571, 17597, 17623, 17647, 17670, 17691, 17712, 17732, 17751, 17769, 17786, 17803, 17819, 17835, 17850, 17865],
897 [17879, 17906, 17931, 17955, 17978, 18000, 18020, 18040, 18059, 18077, 18095, 18111, 18128, 18143, 18158, 18173],
898 [18187, 18214, 18239, 18263, 18286, 18308, 18329, 18348, 18367, 18385, 18403, 18420, 18436, 18452, 18467, 18481],
899 [18495, 18522, 18548, 18572, 18595, 18616, 18637, 18657, 18676, 18694, 18711, 18728, 18744, 18760, 18775, 18789],
900 [18804, 18830, 18856, 18880, 18903, 18924, 18945, 18965, 18984, 19002, 19019, 19036, 19052, 19068, 19083, 19098],
901 [19112, 19139, 19164, 19188, 19211, 19233, 19253, 19273, 19292, 19310, 19328, 19344, 19361, 19376, 19391, 19406],
902 [19420, 19447, 19472, 19496, 19519, 19541, 19562, 19581, 19600, 19619, 19636, 19653, 19669, 19685, 19700, 19714],
905 /// Approximate `log10(numerator / denominator) * 1024` using a look-up table.
907 pub fn negative_log10_times_1024(numerator: u64, denominator: u64) -> u64 {
908 // Multiply the -1 through to avoid needing to use signed numbers.
909 (log10_times_1024(denominator) - log10_times_1024(numerator)) as u64
913 fn log10_times_1024(x: u64) -> u16 {
914 debug_assert_ne!(x, 0);
915 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
916 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
917 LOG10_TIMES_1024[most_significant_bit as usize][lower_bits as usize]
925 fn prints_negative_log10_times_1024_lookup_table() {
927 for i in 0..LOWER_BITS_BOUND {
928 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
929 let log10_times_1024 = ((x as f64).log10() * 1024.0).round() as u16;
930 assert_eq!(log10_times_1024, LOG10_TIMES_1024[msb as usize][i as usize]);
932 if i % LOWER_BITS_BOUND == 0 {
933 print!("\t\t[{}, ", log10_times_1024);
934 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
935 println!("{}],", log10_times_1024);
937 print!("{}, ", log10_times_1024);
945 impl<G: Deref<Target = NetworkGraph>, T: Time> Writeable for ProbabilisticScorerUsingTime<G, T> {
947 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
948 write_tlv_fields!(w, {
949 (0, self.channel_liquidities, required)
955 impl<G: Deref<Target = NetworkGraph>, T: Time>
956 ReadableArgs<(ProbabilisticScoringParameters, G)> for ProbabilisticScorerUsingTime<G, T> {
959 r: &mut R, args: (ProbabilisticScoringParameters, G)
960 ) -> Result<Self, DecodeError> {
961 let (params, network_graph) = args;
962 let mut channel_liquidities = HashMap::new();
963 read_tlv_fields!(r, {
964 (0, channel_liquidities, required)
974 impl<T: Time> Writeable for ChannelLiquidity<T> {
976 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
977 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
978 write_tlv_fields!(w, {
979 (0, self.min_liquidity_offset_msat, required),
980 (2, self.max_liquidity_offset_msat, required),
981 (4, duration_since_epoch, required),
987 impl<T: Time> Readable for ChannelLiquidity<T> {
989 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
990 let mut min_liquidity_offset_msat = 0;
991 let mut max_liquidity_offset_msat = 0;
992 let mut duration_since_epoch = Duration::from_secs(0);
993 read_tlv_fields!(r, {
994 (0, min_liquidity_offset_msat, required),
995 (2, max_liquidity_offset_msat, required),
996 (4, duration_since_epoch, required),
999 min_liquidity_offset_msat,
1000 max_liquidity_offset_msat,
1001 last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
1006 pub(crate) mod time {
1008 use core::time::Duration;
1009 /// A measurement of time.
1010 pub trait Time: Copy + Sub<Duration, Output = Self> where Self: Sized {
1011 /// Returns an instance corresponding to the current moment.
1014 /// Returns the amount of time elapsed since `self` was created.
1015 fn elapsed(&self) -> Duration;
1017 /// Returns the amount of time passed between `earlier` and `self`.
1018 fn duration_since(&self, earlier: Self) -> Duration;
1020 /// Returns the amount of time passed since the beginning of [`Time`].
1022 /// Used during (de-)serialization.
1023 fn duration_since_epoch() -> Duration;
1026 /// A state in which time has no meaning.
1027 #[derive(Clone, Copy, Debug, PartialEq, Eq)]
1028 pub struct Eternity;
1030 #[cfg(not(feature = "no-std"))]
1031 impl Time for std::time::Instant {
1033 std::time::Instant::now()
1036 fn duration_since(&self, earlier: Self) -> Duration {
1037 self.duration_since(earlier)
1040 fn duration_since_epoch() -> Duration {
1041 use std::time::SystemTime;
1042 SystemTime::now().duration_since(SystemTime::UNIX_EPOCH).unwrap()
1045 fn elapsed(&self) -> Duration {
1046 std::time::Instant::elapsed(self)
1050 impl Time for Eternity {
1055 fn duration_since(&self, _earlier: Self) -> Duration {
1056 Duration::from_secs(0)
1059 fn duration_since_epoch() -> Duration {
1060 Duration::from_secs(0)
1063 fn elapsed(&self) -> Duration {
1064 Duration::from_secs(0)
1068 impl Sub<Duration> for Eternity {
1071 fn sub(self, _other: Duration) -> Self {
1077 pub(crate) use self::time::Time;
1081 use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime, ScoringParameters, ScorerUsingTime, Time};
1082 use super::time::Eternity;
1084 use ln::features::{ChannelFeatures, NodeFeatures};
1085 use ln::msgs::{ChannelAnnouncement, ChannelUpdate, OptionalField, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
1086 use routing::scoring::Score;
1087 use routing::network_graph::{NetworkGraph, NodeId};
1088 use routing::router::RouteHop;
1089 use util::ser::{Readable, ReadableArgs, Writeable};
1091 use bitcoin::blockdata::constants::genesis_block;
1092 use bitcoin::hashes::Hash;
1093 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
1094 use bitcoin::network::constants::Network;
1095 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
1096 use core::cell::Cell;
1098 use core::time::Duration;
1103 /// Time that can be advanced manually in tests.
1104 #[derive(Clone, Copy, Debug, PartialEq, Eq)]
1105 struct SinceEpoch(Duration);
1109 static ELAPSED: Cell<Duration> = core::cell::Cell::new(Duration::from_secs(0));
1112 fn advance(duration: Duration) {
1113 Self::ELAPSED.with(|elapsed| elapsed.set(elapsed.get() + duration))
1117 impl Time for SinceEpoch {
1119 Self(Self::duration_since_epoch())
1122 fn duration_since(&self, earlier: Self) -> Duration {
1126 fn duration_since_epoch() -> Duration {
1127 Self::ELAPSED.with(|elapsed| elapsed.get())
1130 fn elapsed(&self) -> Duration {
1131 Self::duration_since_epoch() - self.0
1135 impl Sub<Duration> for SinceEpoch {
1138 fn sub(self, other: Duration) -> Self {
1139 Self(self.0 - other)
1144 fn time_passes_when_advanced() {
1145 let now = SinceEpoch::now();
1146 assert_eq!(now.elapsed(), Duration::from_secs(0));
1148 SinceEpoch::advance(Duration::from_secs(1));
1149 SinceEpoch::advance(Duration::from_secs(1));
1151 let elapsed = now.elapsed();
1152 let later = SinceEpoch::now();
1154 assert_eq!(elapsed, Duration::from_secs(2));
1155 assert_eq!(later - elapsed, now);
1159 fn time_never_passes_in_an_eternity() {
1160 let now = Eternity::now();
1161 let elapsed = now.elapsed();
1162 let later = Eternity::now();
1164 assert_eq!(now.elapsed(), Duration::from_secs(0));
1165 assert_eq!(later - elapsed, now);
1170 /// A scorer for testing with time that can be manually advanced.
1171 type Scorer = ScorerUsingTime::<SinceEpoch>;
1173 fn source_privkey() -> SecretKey {
1174 SecretKey::from_slice(&[42; 32]).unwrap()
1177 fn target_privkey() -> SecretKey {
1178 SecretKey::from_slice(&[43; 32]).unwrap()
1181 fn source_pubkey() -> PublicKey {
1182 let secp_ctx = Secp256k1::new();
1183 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1186 fn target_pubkey() -> PublicKey {
1187 let secp_ctx = Secp256k1::new();
1188 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1191 fn source_node_id() -> NodeId {
1192 NodeId::from_pubkey(&source_pubkey())
1195 fn target_node_id() -> NodeId {
1196 NodeId::from_pubkey(&target_pubkey())
1200 fn penalizes_without_channel_failures() {
1201 let scorer = Scorer::new(ScoringParameters {
1202 base_penalty_msat: 1_000,
1203 failure_penalty_msat: 512,
1204 failure_penalty_half_life: Duration::from_secs(1),
1205 overuse_penalty_start_1024th: 1024,
1206 overuse_penalty_msat_per_1024th: 0,
1208 let source = source_node_id();
1209 let target = target_node_id();
1210 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1212 SinceEpoch::advance(Duration::from_secs(1));
1213 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1217 fn accumulates_channel_failure_penalties() {
1218 let mut scorer = Scorer::new(ScoringParameters {
1219 base_penalty_msat: 1_000,
1220 failure_penalty_msat: 64,
1221 failure_penalty_half_life: Duration::from_secs(10),
1222 overuse_penalty_start_1024th: 1024,
1223 overuse_penalty_msat_per_1024th: 0,
1225 let source = source_node_id();
1226 let target = target_node_id();
1227 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1229 scorer.payment_path_failed(&[], 42);
1230 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1232 scorer.payment_path_failed(&[], 42);
1233 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1235 scorer.payment_path_failed(&[], 42);
1236 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_192);
1240 fn decays_channel_failure_penalties_over_time() {
1241 let mut scorer = Scorer::new(ScoringParameters {
1242 base_penalty_msat: 1_000,
1243 failure_penalty_msat: 512,
1244 failure_penalty_half_life: Duration::from_secs(10),
1245 overuse_penalty_start_1024th: 1024,
1246 overuse_penalty_msat_per_1024th: 0,
1248 let source = source_node_id();
1249 let target = target_node_id();
1250 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1252 scorer.payment_path_failed(&[], 42);
1253 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1255 SinceEpoch::advance(Duration::from_secs(9));
1256 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1258 SinceEpoch::advance(Duration::from_secs(1));
1259 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1261 SinceEpoch::advance(Duration::from_secs(10 * 8));
1262 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_001);
1264 SinceEpoch::advance(Duration::from_secs(10));
1265 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1267 SinceEpoch::advance(Duration::from_secs(10));
1268 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1272 fn decays_channel_failure_penalties_without_shift_overflow() {
1273 let mut scorer = Scorer::new(ScoringParameters {
1274 base_penalty_msat: 1_000,
1275 failure_penalty_msat: 512,
1276 failure_penalty_half_life: Duration::from_secs(10),
1277 overuse_penalty_start_1024th: 1024,
1278 overuse_penalty_msat_per_1024th: 0,
1280 let source = source_node_id();
1281 let target = target_node_id();
1282 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1284 scorer.payment_path_failed(&[], 42);
1285 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1287 // An unchecked right shift 64 bits or more in ChannelFailure::decayed_penalty_msat would
1288 // cause an overflow.
1289 SinceEpoch::advance(Duration::from_secs(10 * 64));
1290 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1292 SinceEpoch::advance(Duration::from_secs(10));
1293 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1297 fn accumulates_channel_failure_penalties_after_decay() {
1298 let mut scorer = Scorer::new(ScoringParameters {
1299 base_penalty_msat: 1_000,
1300 failure_penalty_msat: 512,
1301 failure_penalty_half_life: Duration::from_secs(10),
1302 overuse_penalty_start_1024th: 1024,
1303 overuse_penalty_msat_per_1024th: 0,
1305 let source = source_node_id();
1306 let target = target_node_id();
1307 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1309 scorer.payment_path_failed(&[], 42);
1310 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1312 SinceEpoch::advance(Duration::from_secs(10));
1313 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1315 scorer.payment_path_failed(&[], 42);
1316 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_768);
1318 SinceEpoch::advance(Duration::from_secs(10));
1319 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_384);
1323 fn reduces_channel_failure_penalties_after_success() {
1324 let mut scorer = Scorer::new(ScoringParameters {
1325 base_penalty_msat: 1_000,
1326 failure_penalty_msat: 512,
1327 failure_penalty_half_life: Duration::from_secs(10),
1328 overuse_penalty_start_1024th: 1024,
1329 overuse_penalty_msat_per_1024th: 0,
1331 let source = source_node_id();
1332 let target = target_node_id();
1333 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1335 scorer.payment_path_failed(&[], 42);
1336 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1338 SinceEpoch::advance(Duration::from_secs(10));
1339 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1341 let hop = RouteHop {
1342 pubkey: PublicKey::from_slice(target.as_slice()).unwrap(),
1343 node_features: NodeFeatures::known(),
1344 short_channel_id: 42,
1345 channel_features: ChannelFeatures::known(),
1347 cltv_expiry_delta: 18,
1349 scorer.payment_path_successful(&[&hop]);
1350 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1352 SinceEpoch::advance(Duration::from_secs(10));
1353 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1357 fn restores_persisted_channel_failure_penalties() {
1358 let mut scorer = Scorer::new(ScoringParameters {
1359 base_penalty_msat: 1_000,
1360 failure_penalty_msat: 512,
1361 failure_penalty_half_life: Duration::from_secs(10),
1362 overuse_penalty_start_1024th: 1024,
1363 overuse_penalty_msat_per_1024th: 0,
1365 let source = source_node_id();
1366 let target = target_node_id();
1368 scorer.payment_path_failed(&[], 42);
1369 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1371 SinceEpoch::advance(Duration::from_secs(10));
1372 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1374 scorer.payment_path_failed(&[], 43);
1375 assert_eq!(scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1377 let mut serialized_scorer = Vec::new();
1378 scorer.write(&mut serialized_scorer).unwrap();
1380 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1381 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1382 assert_eq!(deserialized_scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1386 fn decays_persisted_channel_failure_penalties() {
1387 let mut scorer = Scorer::new(ScoringParameters {
1388 base_penalty_msat: 1_000,
1389 failure_penalty_msat: 512,
1390 failure_penalty_half_life: Duration::from_secs(10),
1391 overuse_penalty_start_1024th: 1024,
1392 overuse_penalty_msat_per_1024th: 0,
1394 let source = source_node_id();
1395 let target = target_node_id();
1397 scorer.payment_path_failed(&[], 42);
1398 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1400 let mut serialized_scorer = Vec::new();
1401 scorer.write(&mut serialized_scorer).unwrap();
1403 SinceEpoch::advance(Duration::from_secs(10));
1405 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1406 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1408 SinceEpoch::advance(Duration::from_secs(10));
1409 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1413 fn charges_per_1024th_penalty() {
1414 let scorer = Scorer::new(ScoringParameters {
1415 base_penalty_msat: 0,
1416 failure_penalty_msat: 0,
1417 failure_penalty_half_life: Duration::from_secs(0),
1418 overuse_penalty_start_1024th: 256,
1419 overuse_penalty_msat_per_1024th: 100,
1421 let source = source_node_id();
1422 let target = target_node_id();
1424 assert_eq!(scorer.channel_penalty_msat(42, 1_000, 1_024_000, &source, &target), 0);
1425 assert_eq!(scorer.channel_penalty_msat(42, 256_999, 1_024_000, &source, &target), 0);
1426 assert_eq!(scorer.channel_penalty_msat(42, 257_000, 1_024_000, &source, &target), 100);
1427 assert_eq!(scorer.channel_penalty_msat(42, 258_000, 1_024_000, &source, &target), 200);
1428 assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 256 * 100);
1431 // `ProbabilisticScorer` tests
1433 /// A probabilistic scorer for testing with time that can be manually advanced.
1434 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph, SinceEpoch>;
1436 fn sender_privkey() -> SecretKey {
1437 SecretKey::from_slice(&[41; 32]).unwrap()
1440 fn recipient_privkey() -> SecretKey {
1441 SecretKey::from_slice(&[45; 32]).unwrap()
1444 fn sender_pubkey() -> PublicKey {
1445 let secp_ctx = Secp256k1::new();
1446 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1449 fn recipient_pubkey() -> PublicKey {
1450 let secp_ctx = Secp256k1::new();
1451 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1454 fn sender_node_id() -> NodeId {
1455 NodeId::from_pubkey(&sender_pubkey())
1458 fn recipient_node_id() -> NodeId {
1459 NodeId::from_pubkey(&recipient_pubkey())
1462 fn network_graph() -> NetworkGraph {
1463 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1464 let mut network_graph = NetworkGraph::new(genesis_hash);
1465 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1466 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1472 network_graph: &mut NetworkGraph, short_channel_id: u64, node_1_key: SecretKey,
1473 node_2_key: SecretKey
1475 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1476 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1477 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1478 let secp_ctx = Secp256k1::new();
1479 let unsigned_announcement = UnsignedChannelAnnouncement {
1480 features: ChannelFeatures::known(),
1481 chain_hash: genesis_hash,
1483 node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key),
1484 node_id_2: PublicKey::from_secret_key(&secp_ctx, &node_2_key),
1485 bitcoin_key_1: PublicKey::from_secret_key(&secp_ctx, &node_1_secret),
1486 bitcoin_key_2: PublicKey::from_secret_key(&secp_ctx, &node_2_secret),
1487 excess_data: Vec::new(),
1489 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1490 let signed_announcement = ChannelAnnouncement {
1491 node_signature_1: secp_ctx.sign(&msghash, &node_1_key),
1492 node_signature_2: secp_ctx.sign(&msghash, &node_2_key),
1493 bitcoin_signature_1: secp_ctx.sign(&msghash, &node_1_secret),
1494 bitcoin_signature_2: secp_ctx.sign(&msghash, &node_2_secret),
1495 contents: unsigned_announcement,
1497 let chain_source: Option<&::util::test_utils::TestChainSource> = None;
1498 network_graph.update_channel_from_announcement(
1499 &signed_announcement, &chain_source, &secp_ctx).unwrap();
1500 update_channel(network_graph, short_channel_id, node_1_key, 0);
1501 update_channel(network_graph, short_channel_id, node_2_key, 1);
1505 network_graph: &mut NetworkGraph, short_channel_id: u64, node_key: SecretKey, flags: u8
1507 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1508 let secp_ctx = Secp256k1::new();
1509 let unsigned_update = UnsignedChannelUpdate {
1510 chain_hash: genesis_hash,
1514 cltv_expiry_delta: 18,
1515 htlc_minimum_msat: 0,
1516 htlc_maximum_msat: OptionalField::Present(1_000),
1518 fee_proportional_millionths: 0,
1519 excess_data: Vec::new(),
1521 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1522 let signed_update = ChannelUpdate {
1523 signature: secp_ctx.sign(&msghash, &node_key),
1524 contents: unsigned_update,
1526 network_graph.update_channel(&signed_update, &secp_ctx).unwrap();
1529 fn payment_path_for_amount(amount_msat: u64) -> Vec<RouteHop> {
1532 pubkey: source_pubkey(),
1533 node_features: NodeFeatures::known(),
1534 short_channel_id: 41,
1535 channel_features: ChannelFeatures::known(),
1537 cltv_expiry_delta: 18,
1540 pubkey: target_pubkey(),
1541 node_features: NodeFeatures::known(),
1542 short_channel_id: 42,
1543 channel_features: ChannelFeatures::known(),
1545 cltv_expiry_delta: 18,
1548 pubkey: recipient_pubkey(),
1549 node_features: NodeFeatures::known(),
1550 short_channel_id: 43,
1551 channel_features: ChannelFeatures::known(),
1552 fee_msat: amount_msat,
1553 cltv_expiry_delta: 18,
1559 fn liquidity_bounds_directed_from_lowest_node_id() {
1560 let last_updated = SinceEpoch::now();
1561 let network_graph = network_graph();
1562 let params = ProbabilisticScoringParameters::default();
1563 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1566 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
1570 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
1572 let source = source_node_id();
1573 let target = target_node_id();
1574 let recipient = recipient_node_id();
1575 assert!(source > target);
1576 assert!(target < recipient);
1578 // Update minimum liquidity.
1580 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1581 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1582 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1583 assert_eq!(liquidity.min_liquidity_msat(), 100);
1584 assert_eq!(liquidity.max_liquidity_msat(), 300);
1586 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1587 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1588 assert_eq!(liquidity.min_liquidity_msat(), 700);
1589 assert_eq!(liquidity.max_liquidity_msat(), 900);
1591 scorer.channel_liquidities.get_mut(&42).unwrap()
1592 .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1593 .set_min_liquidity_msat(200);
1595 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1596 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1597 assert_eq!(liquidity.min_liquidity_msat(), 200);
1598 assert_eq!(liquidity.max_liquidity_msat(), 300);
1600 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1601 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1602 assert_eq!(liquidity.min_liquidity_msat(), 700);
1603 assert_eq!(liquidity.max_liquidity_msat(), 800);
1605 // Update maximum liquidity.
1607 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1608 .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
1609 assert_eq!(liquidity.min_liquidity_msat(), 700);
1610 assert_eq!(liquidity.max_liquidity_msat(), 900);
1612 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1613 .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
1614 assert_eq!(liquidity.min_liquidity_msat(), 100);
1615 assert_eq!(liquidity.max_liquidity_msat(), 300);
1617 scorer.channel_liquidities.get_mut(&43).unwrap()
1618 .as_directed_mut(&target, &recipient, 1_000, liquidity_offset_half_life)
1619 .set_max_liquidity_msat(200);
1621 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1622 .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
1623 assert_eq!(liquidity.min_liquidity_msat(), 0);
1624 assert_eq!(liquidity.max_liquidity_msat(), 200);
1626 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1627 .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
1628 assert_eq!(liquidity.min_liquidity_msat(), 800);
1629 assert_eq!(liquidity.max_liquidity_msat(), 1000);
1633 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
1634 let last_updated = SinceEpoch::now();
1635 let network_graph = network_graph();
1636 let params = ProbabilisticScoringParameters::default();
1637 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1640 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
1642 let source = source_node_id();
1643 let target = target_node_id();
1644 assert!(source > target);
1646 // Check initial bounds.
1647 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1648 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1649 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1650 assert_eq!(liquidity.min_liquidity_msat(), 400);
1651 assert_eq!(liquidity.max_liquidity_msat(), 800);
1653 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1654 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1655 assert_eq!(liquidity.min_liquidity_msat(), 200);
1656 assert_eq!(liquidity.max_liquidity_msat(), 600);
1658 // Reset from source to target.
1659 scorer.channel_liquidities.get_mut(&42).unwrap()
1660 .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1661 .set_min_liquidity_msat(900);
1663 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1664 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1665 assert_eq!(liquidity.min_liquidity_msat(), 900);
1666 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1668 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1669 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1670 assert_eq!(liquidity.min_liquidity_msat(), 0);
1671 assert_eq!(liquidity.max_liquidity_msat(), 100);
1673 // Reset from target to source.
1674 scorer.channel_liquidities.get_mut(&42).unwrap()
1675 .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
1676 .set_min_liquidity_msat(400);
1678 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1679 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1680 assert_eq!(liquidity.min_liquidity_msat(), 0);
1681 assert_eq!(liquidity.max_liquidity_msat(), 600);
1683 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1684 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1685 assert_eq!(liquidity.min_liquidity_msat(), 400);
1686 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1690 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
1691 let last_updated = SinceEpoch::now();
1692 let network_graph = network_graph();
1693 let params = ProbabilisticScoringParameters::default();
1694 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1697 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
1699 let source = source_node_id();
1700 let target = target_node_id();
1701 assert!(source > target);
1703 // Check initial bounds.
1704 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1705 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1706 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1707 assert_eq!(liquidity.min_liquidity_msat(), 400);
1708 assert_eq!(liquidity.max_liquidity_msat(), 800);
1710 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1711 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1712 assert_eq!(liquidity.min_liquidity_msat(), 200);
1713 assert_eq!(liquidity.max_liquidity_msat(), 600);
1715 // Reset from source to target.
1716 scorer.channel_liquidities.get_mut(&42).unwrap()
1717 .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1718 .set_max_liquidity_msat(300);
1720 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1721 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1722 assert_eq!(liquidity.min_liquidity_msat(), 0);
1723 assert_eq!(liquidity.max_liquidity_msat(), 300);
1725 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1726 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1727 assert_eq!(liquidity.min_liquidity_msat(), 700);
1728 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1730 // Reset from target to source.
1731 scorer.channel_liquidities.get_mut(&42).unwrap()
1732 .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
1733 .set_max_liquidity_msat(600);
1735 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1736 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1737 assert_eq!(liquidity.min_liquidity_msat(), 400);
1738 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1740 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1741 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1742 assert_eq!(liquidity.min_liquidity_msat(), 0);
1743 assert_eq!(liquidity.max_liquidity_msat(), 600);
1747 fn increased_penalty_nearing_liquidity_upper_bound() {
1748 let network_graph = network_graph();
1749 let params = ProbabilisticScoringParameters {
1750 base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1752 let scorer = ProbabilisticScorer::new(params, &network_graph);
1753 let source = source_node_id();
1754 let target = target_node_id();
1756 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024_000, &source, &target), 0);
1757 assert_eq!(scorer.channel_penalty_msat(42, 10_240, 1_024_000, &source, &target), 14);
1758 assert_eq!(scorer.channel_penalty_msat(42, 102_400, 1_024_000, &source, &target), 43);
1759 assert_eq!(scorer.channel_penalty_msat(42, 1_024_000, 1_024_000, &source, &target), 2_000);
1761 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 58);
1762 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
1763 assert_eq!(scorer.channel_penalty_msat(42, 374, 1_024, &source, &target), 204);
1764 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
1765 assert_eq!(scorer.channel_penalty_msat(42, 640, 1_024, &source, &target), 426);
1766 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 602);
1767 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 903);
1771 fn constant_penalty_outside_liquidity_bounds() {
1772 let last_updated = SinceEpoch::now();
1773 let network_graph = network_graph();
1774 let params = ProbabilisticScoringParameters {
1775 base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1777 let scorer = ProbabilisticScorer::new(params, &network_graph)
1780 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated
1782 let source = source_node_id();
1783 let target = target_node_id();
1785 assert_eq!(scorer.channel_penalty_msat(42, 39, 100, &source, &target), 0);
1786 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 0);
1787 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), u64::max_value());
1788 assert_eq!(scorer.channel_penalty_msat(42, 61, 100, &source, &target), u64::max_value());
1792 fn does_not_further_penalize_own_channel() {
1793 let network_graph = network_graph();
1794 let params = ProbabilisticScoringParameters {
1795 base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1797 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1798 let sender = sender_node_id();
1799 let source = source_node_id();
1800 let failed_path = payment_path_for_amount(500);
1801 let successful_path = payment_path_for_amount(200);
1803 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1805 scorer.payment_path_failed(&failed_path.iter().collect::<Vec<_>>(), 41);
1806 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1808 scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
1809 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1813 fn sets_liquidity_lower_bound_on_downstream_failure() {
1814 let network_graph = network_graph();
1815 let params = ProbabilisticScoringParameters {
1816 base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1818 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1819 let source = source_node_id();
1820 let target = target_node_id();
1821 let path = payment_path_for_amount(500);
1823 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
1824 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1825 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 601);
1827 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
1829 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 0);
1830 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 0);
1831 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 300);
1835 fn sets_liquidity_upper_bound_on_failure() {
1836 let network_graph = network_graph();
1837 let params = ProbabilisticScoringParameters {
1838 base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1840 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1841 let source = source_node_id();
1842 let target = target_node_id();
1843 let path = payment_path_for_amount(500);
1845 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
1846 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1847 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 601);
1849 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
1851 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1852 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), u64::max_value());
1853 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), u64::max_value());
1857 fn reduces_liquidity_upper_bound_along_path_on_success() {
1858 let network_graph = network_graph();
1859 let params = ProbabilisticScoringParameters {
1860 base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1862 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1863 let sender = sender_node_id();
1864 let source = source_node_id();
1865 let target = target_node_id();
1866 let recipient = recipient_node_id();
1867 let path = payment_path_for_amount(500);
1869 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 128);
1870 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
1871 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 128);
1873 scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
1875 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 128);
1876 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1877 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 300);
1881 fn decays_liquidity_bounds_over_time() {
1882 let network_graph = network_graph();
1883 let params = ProbabilisticScoringParameters {
1884 base_penalty_msat: 0,
1885 liquidity_penalty_multiplier_msat: 1_000,
1886 liquidity_offset_half_life: Duration::from_secs(10),
1888 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1889 let source = source_node_id();
1890 let target = target_node_id();
1892 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1893 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1895 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
1896 scorer.payment_path_failed(&payment_path_for_amount(128).iter().collect::<Vec<_>>(), 43);
1898 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
1899 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 97);
1900 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_409);
1901 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), u64::max_value());
1903 SinceEpoch::advance(Duration::from_secs(9));
1904 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
1905 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 97);
1906 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_409);
1907 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), u64::max_value());
1909 SinceEpoch::advance(Duration::from_secs(1));
1910 assert_eq!(scorer.channel_penalty_msat(42, 64, 1_024, &source, &target), 0);
1911 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 34);
1912 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 1_773);
1913 assert_eq!(scorer.channel_penalty_msat(42, 960, 1_024, &source, &target), u64::max_value());
1915 // Fully decay liquidity lower bound.
1916 SinceEpoch::advance(Duration::from_secs(10 * 7));
1917 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1918 assert_eq!(scorer.channel_penalty_msat(42, 1, 1_024, &source, &target), 0);
1919 assert_eq!(scorer.channel_penalty_msat(42, 1_023, 1_024, &source, &target), 2_000);
1920 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1922 // Fully decay liquidity upper bound.
1923 SinceEpoch::advance(Duration::from_secs(10));
1924 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1925 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1927 SinceEpoch::advance(Duration::from_secs(10));
1928 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1929 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1933 fn decays_liquidity_bounds_without_shift_overflow() {
1934 let network_graph = network_graph();
1935 let params = ProbabilisticScoringParameters {
1936 base_penalty_msat: 0,
1937 liquidity_penalty_multiplier_msat: 1_000,
1938 liquidity_offset_half_life: Duration::from_secs(10),
1940 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1941 let source = source_node_id();
1942 let target = target_node_id();
1943 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
1945 scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::<Vec<_>>(), 42);
1946 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 274);
1948 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
1949 // would cause an overflow.
1950 SinceEpoch::advance(Duration::from_secs(10 * 64));
1951 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
1953 SinceEpoch::advance(Duration::from_secs(10));
1954 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
1958 fn restricts_liquidity_bounds_after_decay() {
1959 let network_graph = network_graph();
1960 let params = ProbabilisticScoringParameters {
1961 base_penalty_msat: 0,
1962 liquidity_penalty_multiplier_msat: 1_000,
1963 liquidity_offset_half_life: Duration::from_secs(10),
1965 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1966 let source = source_node_id();
1967 let target = target_node_id();
1969 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
1971 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
1972 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
1973 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
1974 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 274);
1976 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
1977 SinceEpoch::advance(Duration::from_secs(10));
1978 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
1980 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
1981 // is closer to the upper bound, meaning a higher penalty.
1982 scorer.payment_path_successful(&payment_path_for_amount(64).iter().collect::<Vec<_>>());
1983 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 342);
1985 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
1986 // is closer to the lower bound, meaning a lower penalty.
1987 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
1988 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 255);
1990 // Further decaying affects the lower bound more than the upper bound (128, 928).
1991 SinceEpoch::advance(Duration::from_secs(10));
1992 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 284);
1996 fn restores_persisted_liquidity_bounds() {
1997 let network_graph = network_graph();
1998 let params = ProbabilisticScoringParameters {
1999 base_penalty_msat: 0,
2000 liquidity_penalty_multiplier_msat: 1_000,
2001 liquidity_offset_half_life: Duration::from_secs(10),
2003 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
2004 let source = source_node_id();
2005 let target = target_node_id();
2007 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
2008 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), u64::max_value());
2010 SinceEpoch::advance(Duration::from_secs(10));
2011 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 472);
2013 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
2014 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
2016 let mut serialized_scorer = Vec::new();
2017 scorer.write(&mut serialized_scorer).unwrap();
2019 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2020 let deserialized_scorer =
2021 <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
2022 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
2026 fn decays_persisted_liquidity_bounds() {
2027 let network_graph = network_graph();
2028 let params = ProbabilisticScoringParameters {
2029 base_penalty_msat: 0,
2030 liquidity_penalty_multiplier_msat: 1_000,
2031 liquidity_offset_half_life: Duration::from_secs(10),
2033 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
2034 let source = source_node_id();
2035 let target = target_node_id();
2037 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
2038 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), u64::max_value());
2040 let mut serialized_scorer = Vec::new();
2041 scorer.write(&mut serialized_scorer).unwrap();
2043 SinceEpoch::advance(Duration::from_secs(10));
2045 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2046 let deserialized_scorer =
2047 <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
2048 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 472);
2050 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
2051 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
2053 SinceEpoch::advance(Duration::from_secs(10));
2054 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 371);
2058 fn adds_base_penalty_to_liquidity_penalty() {
2059 let network_graph = network_graph();
2060 let source = source_node_id();
2061 let target = target_node_id();
2063 let params = ProbabilisticScoringParameters {
2064 base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
2066 let scorer = ProbabilisticScorer::new(params, &network_graph);
2067 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 58);
2069 let params = ProbabilisticScoringParameters {
2070 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
2072 let scorer = ProbabilisticScorer::new(params, &network_graph);
2073 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 558);
2077 fn calculates_log10_without_overflowing_u64_max_value() {
2078 let network_graph = network_graph();
2079 let source = source_node_id();
2080 let target = target_node_id();
2082 let params = ProbabilisticScoringParameters {
2083 base_penalty_msat: 0, ..Default::default()
2085 let scorer = ProbabilisticScorer::new(params, &network_graph);
2087 scorer.channel_penalty_msat(42, u64::max_value(), u64::max_value(), &source, &target),