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Simplify type aliasing somewhat around times
[rust-lightning] / 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::chain::keysinterface::{KeysManager, KeysInterface};
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use secp256k1::key::PublicKey;
26 //! #
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! #     fn log(&self, record: &Record) { unimplemented!() }
30 //! # }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph) {
32 //! # let logger = FakeLogger {};
33 //! #
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringParameters::default();
36 //! let scorer = ProbabilisticScorer::new(params, &network_graph);
37 //!
38 //! // Or use custom channel penalties.
39 //! let params = ProbabilisticScoringParameters {
40 //!     liquidity_penalty_multiplier_msat: 2 * 1000,
41 //!     ..ProbabilisticScoringParameters::default()
42 //! };
43 //! let scorer = ProbabilisticScorer::new(params, &network_graph);
44 //! # let random_seed_bytes = [42u8; 32];
45 //!
46 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, &random_seed_bytes);
47 //! # }
48 //! ```
49 //!
50 //! # Note
51 //!
52 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
53 //! different types and thus is undefined.
54 //!
55 //! [`find_route`]: crate::routing::router::find_route
56
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};
61
62 use prelude::*;
63 use core::cell::{RefCell, RefMut};
64 use core::ops::{Deref, DerefMut};
65 use core::time::Duration;
66 use io::{self, Read};
67 use sync::{Mutex, MutexGuard};
68
69 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
70 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
71 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
72 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
73 ///
74 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
75 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
76 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
77 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
78 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
79 /// do here by defining `Score` differently for `cfg(c_bindings)`.
80 macro_rules! define_score { ($($supertrait: path)*) => {
81 /// An interface used to score payment channels for path finding.
82 ///
83 ///     Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
84 pub trait Score $(: $supertrait)* {
85         /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
86         /// given channel in the direction from `source` to `target`.
87         ///
88         /// The channel's capacity (less any other MPP parts that are also being considered for use in
89         /// the same payment) is given by `capacity_msat`. It may be determined from various sources
90         /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
91         /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
92         /// Thus, implementations should be overflow-safe.
93         fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64;
94
95         /// Handles updating channel penalties after failing to route through a channel.
96         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64);
97
98         /// Handles updating channel penalties after successfully routing along a path.
99         fn payment_path_successful(&mut self, path: &[&RouteHop]);
100 }
101
102 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
103         fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64 {
104                 self.deref().channel_penalty_msat(short_channel_id, send_amt_msat, capacity_msat, source, target)
105         }
106
107         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
108                 self.deref_mut().payment_path_failed(path, short_channel_id)
109         }
110
111         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
112                 self.deref_mut().payment_path_successful(path)
113         }
114 }
115 } }
116
117 #[cfg(c_bindings)]
118 define_score!(Writeable);
119 #[cfg(not(c_bindings))]
120 define_score!();
121
122 /// A scorer that is accessed under a lock.
123 ///
124 /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
125 /// having shared ownership of a scorer but without requiring internal locking in [`Score`]
126 /// implementations. Internal locking would be detrimental to route finding performance and could
127 /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
128 ///
129 /// [`find_route`]: crate::routing::router::find_route
130 pub trait LockableScore<'a> {
131         /// The locked [`Score`] type.
132         type Locked: 'a + Score;
133
134         /// Returns the locked scorer.
135         fn lock(&'a self) -> Self::Locked;
136 }
137
138 /// (C-not exported)
139 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
140         type Locked = MutexGuard<'a, T>;
141
142         fn lock(&'a self) -> MutexGuard<'a, T> {
143                 Mutex::lock(self).unwrap()
144         }
145 }
146
147 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
148         type Locked = RefMut<'a, T>;
149
150         fn lock(&'a self) -> RefMut<'a, T> {
151                 self.borrow_mut()
152         }
153 }
154
155 #[cfg(c_bindings)]
156 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
157 pub struct MultiThreadedLockableScore<S: Score> {
158         score: Mutex<S>,
159 }
160 #[cfg(c_bindings)]
161 /// (C-not exported)
162 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
163         type Locked = MutexGuard<'a, T>;
164
165         fn lock(&'a self) -> MutexGuard<'a, T> {
166                 Mutex::lock(&self.score).unwrap()
167         }
168 }
169
170 #[cfg(c_bindings)]
171 impl<T: Score> MultiThreadedLockableScore<T> {
172         /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
173         pub fn new(score: T) -> Self {
174                 MultiThreadedLockableScore { score: Mutex::new(score) }
175         }
176 }
177
178 #[cfg(c_bindings)]
179 /// (C-not exported)
180 impl<'a, T: Writeable> Writeable for RefMut<'a, T> {
181         fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
182                 T::write(&**self, writer)
183         }
184 }
185
186 #[cfg(c_bindings)]
187 /// (C-not exported)
188 impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
189         fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
190                 S::write(&**self, writer)
191         }
192 }
193
194 #[derive(Clone)]
195 /// [`Score`] implementation that uses a fixed penalty.
196 pub struct FixedPenaltyScorer {
197         penalty_msat: u64,
198 }
199
200 impl FixedPenaltyScorer {
201         /// Creates a new scorer using `penalty_msat`.
202         pub fn with_penalty(penalty_msat: u64) -> Self {
203                 Self { penalty_msat }
204         }
205 }
206
207 impl Score for FixedPenaltyScorer {
208         fn channel_penalty_msat(&self, _: u64, _: u64, _: u64, _: &NodeId, _: &NodeId) -> u64 {
209                 self.penalty_msat
210         }
211
212         fn payment_path_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {}
213
214         fn payment_path_successful(&mut self, _path: &[&RouteHop]) {}
215 }
216
217 impl Writeable for FixedPenaltyScorer {
218         #[inline]
219         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
220                 write_tlv_fields!(w, {});
221                 Ok(())
222         }
223 }
224
225 impl ReadableArgs<u64> for FixedPenaltyScorer {
226         #[inline]
227         fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
228                 read_tlv_fields!(r, {});
229                 Ok(Self { penalty_msat })
230         }
231 }
232
233 /// [`Score`] implementation that provides reasonable default behavior.
234 ///
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.
237 ///
238 /// See [module-level documentation] for usage and [`ScoringParameters`] for customization.
239 ///
240 /// # Note
241 ///
242 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
243 /// behavior.
244 ///
245 /// [module-level documentation]: crate::routing::scoring
246 #[deprecated(
247         since = "0.0.105",
248         note = "ProbabilisticScorer should be used instead of Scorer.",
249 )]
250 #[cfg(not(feature = "no-std"))]
251 pub type Scorer = ScorerUsingTime::<std::time::Instant>;
252 #[cfg(feature = "no-std")]
253 pub type Scorer = ScorerUsingTime::<time::Eternity>;
254
255 // Note that ideally we'd hide ScorerUsingTime from public view by sealing it as well, but rustdoc
256 // doesn't handle this well - instead exposing a `Scorer` which has no trait implementation(s) or
257 // methods at all.
258
259 /// [`Score`] implementation.
260 ///
261 /// (C-not exported) generally all users should use the [`Scorer`] type alias.
262 pub struct ScorerUsingTime<T: Time> {
263         params: ScoringParameters,
264         // TODO: Remove entries of closed channels.
265         channel_failures: HashMap<u64, ChannelFailure<T>>,
266 }
267
268 #[derive(Clone)]
269 /// Parameters for configuring [`Scorer`].
270 pub struct ScoringParameters {
271         /// A fixed penalty in msats to apply to each channel.
272         ///
273         /// Default value: 500 msat
274         pub base_penalty_msat: u64,
275
276         /// A penalty in msats to apply to a channel upon failing to relay a payment.
277         ///
278         /// This accumulates for each failure but may be reduced over time based on
279         /// [`failure_penalty_half_life`] or when successfully routing through a channel.
280         ///
281         /// Default value: 1,024,000 msat
282         ///
283         /// [`failure_penalty_half_life`]: Self::failure_penalty_half_life
284         pub failure_penalty_msat: u64,
285
286         /// When the amount being sent over a channel is this many 1024ths of the total channel
287         /// capacity, we begin applying [`overuse_penalty_msat_per_1024th`].
288         ///
289         /// Default value: 128 1024ths (i.e. begin penalizing when an HTLC uses 1/8th of a channel)
290         ///
291         /// [`overuse_penalty_msat_per_1024th`]: Self::overuse_penalty_msat_per_1024th
292         pub overuse_penalty_start_1024th: u16,
293
294         /// A penalty applied, per whole 1024ths of the channel capacity which the amount being sent
295         /// over the channel exceeds [`overuse_penalty_start_1024th`] by.
296         ///
297         /// Default value: 20 msat (i.e. 2560 msat penalty to use 1/4th of a channel, 7680 msat penalty
298         ///                to use half a channel, and 12,560 msat penalty to use 3/4ths of a channel)
299         ///
300         /// [`overuse_penalty_start_1024th`]: Self::overuse_penalty_start_1024th
301         pub overuse_penalty_msat_per_1024th: u64,
302
303         /// The time required to elapse before any accumulated [`failure_penalty_msat`] penalties are
304         /// cut in half.
305         ///
306         /// Successfully routing through a channel will immediately cut the penalty in half as well.
307         ///
308         /// Default value: 1 hour
309         ///
310         /// # Note
311         ///
312         /// When built with the `no-std` feature, time will never elapse. Therefore, this penalty will
313         /// never decay.
314         ///
315         /// [`failure_penalty_msat`]: Self::failure_penalty_msat
316         pub failure_penalty_half_life: Duration,
317 }
318
319 impl_writeable_tlv_based!(ScoringParameters, {
320         (0, base_penalty_msat, required),
321         (1, overuse_penalty_start_1024th, (default_value, 128)),
322         (2, failure_penalty_msat, required),
323         (3, overuse_penalty_msat_per_1024th, (default_value, 20)),
324         (4, failure_penalty_half_life, required),
325 });
326
327 /// Accounting for penalties against a channel for failing to relay any payments.
328 ///
329 /// Penalties decay over time, though accumulate as more failures occur.
330 struct ChannelFailure<T: Time> {
331         /// Accumulated penalty in msats for the channel as of `last_updated`.
332         undecayed_penalty_msat: u64,
333
334         /// Last time the channel either failed to route or successfully routed a payment. Used to decay
335         /// `undecayed_penalty_msat`.
336         last_updated: T,
337 }
338
339 impl<T: Time> ScorerUsingTime<T> {
340         /// Creates a new scorer using the given scoring parameters.
341         pub fn new(params: ScoringParameters) -> Self {
342                 Self {
343                         params,
344                         channel_failures: HashMap::new(),
345                 }
346         }
347 }
348
349 impl<T: Time> ChannelFailure<T> {
350         fn new(failure_penalty_msat: u64) -> Self {
351                 Self {
352                         undecayed_penalty_msat: failure_penalty_msat,
353                         last_updated: T::now(),
354                 }
355         }
356
357         fn add_penalty(&mut self, failure_penalty_msat: u64, half_life: Duration) {
358                 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) + failure_penalty_msat;
359                 self.last_updated = T::now();
360         }
361
362         fn reduce_penalty(&mut self, half_life: Duration) {
363                 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) >> 1;
364                 self.last_updated = T::now();
365         }
366
367         fn decayed_penalty_msat(&self, half_life: Duration) -> u64 {
368                 self.last_updated.elapsed().as_secs()
369                         .checked_div(half_life.as_secs())
370                         .and_then(|decays| self.undecayed_penalty_msat.checked_shr(decays as u32))
371                         .unwrap_or(0)
372         }
373 }
374
375 impl<T: Time> Default for ScorerUsingTime<T> {
376         fn default() -> Self {
377                 Self::new(ScoringParameters::default())
378         }
379 }
380
381 impl Default for ScoringParameters {
382         fn default() -> Self {
383                 Self {
384                         base_penalty_msat: 500,
385                         failure_penalty_msat: 1024 * 1000,
386                         failure_penalty_half_life: Duration::from_secs(3600),
387                         overuse_penalty_start_1024th: 1024 / 8,
388                         overuse_penalty_msat_per_1024th: 20,
389                 }
390         }
391 }
392
393 impl<T: Time> Score for ScorerUsingTime<T> {
394         fn channel_penalty_msat(
395                 &self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, _source: &NodeId, _target: &NodeId
396         ) -> u64 {
397                 let failure_penalty_msat = self.channel_failures
398                         .get(&short_channel_id)
399                         .map_or(0, |value| value.decayed_penalty_msat(self.params.failure_penalty_half_life));
400
401                 let mut penalty_msat = self.params.base_penalty_msat + failure_penalty_msat;
402                 let send_1024ths = send_amt_msat.checked_mul(1024).unwrap_or(u64::max_value()) / capacity_msat;
403                 if send_1024ths > self.params.overuse_penalty_start_1024th as u64 {
404                         penalty_msat = penalty_msat.checked_add(
405                                         (send_1024ths - self.params.overuse_penalty_start_1024th as u64)
406                                         .checked_mul(self.params.overuse_penalty_msat_per_1024th).unwrap_or(u64::max_value()))
407                                 .unwrap_or(u64::max_value());
408                 }
409
410                 penalty_msat
411         }
412
413         fn payment_path_failed(&mut self, _path: &[&RouteHop], short_channel_id: u64) {
414                 let failure_penalty_msat = self.params.failure_penalty_msat;
415                 let half_life = self.params.failure_penalty_half_life;
416                 self.channel_failures
417                         .entry(short_channel_id)
418                         .and_modify(|failure| failure.add_penalty(failure_penalty_msat, half_life))
419                         .or_insert_with(|| ChannelFailure::new(failure_penalty_msat));
420         }
421
422         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
423                 let half_life = self.params.failure_penalty_half_life;
424                 for hop in path.iter() {
425                         self.channel_failures
426                                 .entry(hop.short_channel_id)
427                                 .and_modify(|failure| failure.reduce_penalty(half_life));
428                 }
429         }
430 }
431
432 impl<T: Time> Writeable for ScorerUsingTime<T> {
433         #[inline]
434         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
435                 self.params.write(w)?;
436                 self.channel_failures.write(w)?;
437                 write_tlv_fields!(w, {});
438                 Ok(())
439         }
440 }
441
442 impl<T: Time> Readable for ScorerUsingTime<T> {
443         #[inline]
444         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
445                 let res = Ok(Self {
446                         params: Readable::read(r)?,
447                         channel_failures: Readable::read(r)?,
448                 });
449                 read_tlv_fields!(r, {});
450                 res
451         }
452 }
453
454 impl<T: Time> Writeable for ChannelFailure<T> {
455         #[inline]
456         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
457                 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
458                 write_tlv_fields!(w, {
459                         (0, self.undecayed_penalty_msat, required),
460                         (2, duration_since_epoch, required),
461                 });
462                 Ok(())
463         }
464 }
465
466 impl<T: Time> Readable for ChannelFailure<T> {
467         #[inline]
468         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
469                 let mut undecayed_penalty_msat = 0;
470                 let mut duration_since_epoch = Duration::from_secs(0);
471                 read_tlv_fields!(r, {
472                         (0, undecayed_penalty_msat, required),
473                         (2, duration_since_epoch, required),
474                 });
475                 Ok(Self {
476                         undecayed_penalty_msat,
477                         last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
478                 })
479         }
480 }
481
482 /// [`Score`] implementation using channel success probability distributions.
483 ///
484 /// Based on *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
485 /// and Stefan Richter [[1]]. Given the uncertainty of channel liquidity balances, probability
486 /// distributions are defined based on knowledge learned from successful and unsuccessful attempts.
487 /// Then the negative `log10` of the success probability is used to determine the cost of routing a
488 /// specific HTLC amount through a channel.
489 ///
490 /// Knowledge about channel liquidity balances takes the form of upper and lower bounds on the
491 /// possible liquidity. Certainty of the bounds is decreased over time using a decay function. See
492 /// [`ProbabilisticScoringParameters`] for details.
493 ///
494 /// Since the scorer aims to learn the current channel liquidity balances, it works best for nodes
495 /// with high payment volume or that actively probe the [`NetworkGraph`]. Nodes with low payment
496 /// volume are more likely to experience failed payment paths, which would need to be retried.
497 ///
498 /// # Note
499 ///
500 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
501 /// behavior.
502 ///
503 /// [1]: https://arxiv.org/abs/2107.05322
504 #[cfg(not(feature = "no-std"))]
505 pub type ProbabilisticScorer<G> = ProbabilisticScorerUsingTime::<G, std::time::Instant>;
506 #[cfg(feature = "no-std")]
507 pub type ProbabilisticScorer<G> = ProbabilisticScorerUsingTime::<G, time::Eternity>;
508
509 /// Probabilistic [`Score`] implementation.
510 ///
511 /// (C-not exported) generally all users should use the [`ProbabilisticScorer`] type alias.
512 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph>, T: Time> {
513         params: ProbabilisticScoringParameters,
514         network_graph: G,
515         // TODO: Remove entries of closed channels.
516         channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
517 }
518
519 /// Parameters for configuring [`ProbabilisticScorer`].
520 ///
521 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
522 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
523 #[derive(Clone, Copy)]
524 pub struct ProbabilisticScoringParameters {
525         /// A fixed penalty in msats to apply to each channel.
526         ///
527         /// Default value: 500 msat
528         pub base_penalty_msat: u64,
529
530         /// A multiplier used in conjunction with the negative `log10` of the channel's success
531         /// probability for a payment to determine the liquidity penalty.
532         ///
533         /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
534         /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
535         /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
536         /// lower bounding the success probability to `0.01`) when the amount falls within the
537         /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
538         /// result in a `u64::max_value` penalty, however.
539         ///
540         /// Default value: 40,000 msat
541         ///
542         /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life
543         pub liquidity_penalty_multiplier_msat: u64,
544
545         /// The time required to elapse before any knowledge learned about channel liquidity balances is
546         /// cut in half.
547         ///
548         /// The bounds are defined in terms of offsets and are initially zero. Increasing the offsets
549         /// gives tighter bounds on the channel liquidity balance. Thus, halving the offsets decreases
550         /// the certainty of the channel liquidity balance.
551         ///
552         /// Default value: 1 hour
553         ///
554         /// # Note
555         ///
556         /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
557         /// liquidity knowledge will never decay except when the bounds cross.
558         pub liquidity_offset_half_life: Duration,
559
560         /// A multiplier used in conjunction with a payment amount and the negative `log10` of the
561         /// channel's success probability for the payment to determine the amount penalty.
562         ///
563         /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
564         /// fees plus penalty) for large payments. The penalty is computed as the product of this
565         /// multiplier and `2^20`ths of the payment amount, weighted by the negative `log10` of the
566         /// success probability.
567         ///
568         /// `-log10(success_probability) * amount_penalty_multiplier_msat * amount_msat / 2^20`
569         ///
570         /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
571         /// the amount will result in a penalty of the multiplier. And, as the success probability
572         /// decreases, the negative `log10` weighting will increase dramatically. For higher success
573         /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
574         /// fall below `1`.
575         ///
576         /// Default value: 256 msat
577         pub amount_penalty_multiplier_msat: u64,
578 }
579
580 /// Accounting for channel liquidity balance uncertainty.
581 ///
582 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
583 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
584 /// offset fields gives the opposite direction.
585 struct ChannelLiquidity<T: Time> {
586         /// Lower channel liquidity bound in terms of an offset from zero.
587         min_liquidity_offset_msat: u64,
588
589         /// Upper channel liquidity bound in terms of an offset from the effective capacity.
590         max_liquidity_offset_msat: u64,
591
592         /// Time when the liquidity bounds were last modified.
593         last_updated: T,
594 }
595
596 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
597 /// decayed with a given half life.
598 struct DirectedChannelLiquidity<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> {
599         min_liquidity_offset_msat: L,
600         max_liquidity_offset_msat: L,
601         capacity_msat: u64,
602         last_updated: U,
603         now: T,
604         half_life: Duration,
605 }
606
607 impl<G: Deref<Target = NetworkGraph>, T: Time> ProbabilisticScorerUsingTime<G, T> {
608         /// Creates a new scorer using the given scoring parameters for sending payments from a node
609         /// through a network graph.
610         pub fn new(params: ProbabilisticScoringParameters, network_graph: G) -> Self {
611                 Self {
612                         params,
613                         network_graph,
614                         channel_liquidities: HashMap::new(),
615                 }
616         }
617
618         #[cfg(test)]
619         fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
620                 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
621                 self
622         }
623 }
624
625 impl ProbabilisticScoringParameters {
626         #[cfg(test)]
627         fn zero_penalty() -> Self {
628                 Self {
629                         base_penalty_msat: 0,
630                         liquidity_penalty_multiplier_msat: 0,
631                         liquidity_offset_half_life: Duration::from_secs(3600),
632                         amount_penalty_multiplier_msat: 0,
633                 }
634         }
635 }
636
637 impl Default for ProbabilisticScoringParameters {
638         fn default() -> Self {
639                 Self {
640                         base_penalty_msat: 500,
641                         liquidity_penalty_multiplier_msat: 40_000,
642                         liquidity_offset_half_life: Duration::from_secs(3600),
643                         amount_penalty_multiplier_msat: 256,
644                 }
645         }
646 }
647
648 impl<T: Time> ChannelLiquidity<T> {
649         #[inline]
650         fn new() -> Self {
651                 Self {
652                         min_liquidity_offset_msat: 0,
653                         max_liquidity_offset_msat: 0,
654                         last_updated: T::now(),
655                 }
656         }
657
658         /// Returns a view of the channel liquidity directed from `source` to `target` assuming
659         /// `capacity_msat`.
660         fn as_directed(
661                 &self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
662         ) -> DirectedChannelLiquidity<&u64, T, &T> {
663                 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
664                         (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat)
665                 } else {
666                         (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat)
667                 };
668
669                 DirectedChannelLiquidity {
670                         min_liquidity_offset_msat,
671                         max_liquidity_offset_msat,
672                         capacity_msat,
673                         last_updated: &self.last_updated,
674                         now: T::now(),
675                         half_life,
676                 }
677         }
678
679         /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
680         /// `capacity_msat`.
681         fn as_directed_mut(
682                 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
683         ) -> DirectedChannelLiquidity<&mut u64, T, &mut T> {
684                 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
685                         (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat)
686                 } else {
687                         (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat)
688                 };
689
690                 DirectedChannelLiquidity {
691                         min_liquidity_offset_msat,
692                         max_liquidity_offset_msat,
693                         capacity_msat,
694                         last_updated: &mut self.last_updated,
695                         now: T::now(),
696                         half_life,
697                 }
698         }
699 }
700
701 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
702 /// probabilities.
703 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
704
705 /// The divisor used when computing the amount penalty.
706 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
707
708 impl<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity<L, T, U> {
709         /// Returns a penalty for routing the given HTLC `amount_msat` through the channel in this
710         /// direction.
711         fn penalty_msat(&self, amount_msat: u64, params: ProbabilisticScoringParameters) -> u64 {
712                 let max_liquidity_msat = self.max_liquidity_msat();
713                 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
714                 if amount_msat <= min_liquidity_msat {
715                         0
716                 } else if amount_msat >= max_liquidity_msat {
717                         if amount_msat > max_liquidity_msat {
718                                 u64::max_value()
719                         } else if max_liquidity_msat != self.capacity_msat {
720                                 // Avoid using the failed channel on retry.
721                                 u64::max_value()
722                         } else {
723                                 // Equivalent to hitting the else clause below with the amount equal to the
724                                 // effective capacity and without any certainty on the liquidity upper bound.
725                                 let negative_log10_times_1024 = NEGATIVE_LOG10_UPPER_BOUND * 1024;
726                                 self.combined_penalty_msat(amount_msat, negative_log10_times_1024, params)
727                         }
728                 } else {
729                         let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
730                         let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
731                         let negative_log10_times_1024 =
732                                 approx::negative_log10_times_1024(numerator, denominator);
733                         self.combined_penalty_msat(amount_msat, negative_log10_times_1024, params)
734                 }
735         }
736
737         /// Computes the liquidity and amount penalties and adds them to the base penalty.
738         #[inline(always)]
739         fn combined_penalty_msat(
740                 &self, amount_msat: u64, negative_log10_times_1024: u64,
741                 params: ProbabilisticScoringParameters
742         ) -> u64 {
743                 let liquidity_penalty_msat = {
744                         // Upper bound the liquidity penalty to ensure some channel is selected.
745                         let multiplier_msat = params.liquidity_penalty_multiplier_msat;
746                         let max_penalty_msat = multiplier_msat.saturating_mul(NEGATIVE_LOG10_UPPER_BOUND);
747                         (negative_log10_times_1024.saturating_mul(multiplier_msat) / 1024).min(max_penalty_msat)
748                 };
749                 let amount_penalty_msat = negative_log10_times_1024
750                         .saturating_mul(params.amount_penalty_multiplier_msat)
751                         .saturating_mul(amount_msat) / 1024 / AMOUNT_PENALTY_DIVISOR;
752
753                 params.base_penalty_msat
754                         .saturating_add(liquidity_penalty_msat)
755                         .saturating_add(amount_penalty_msat)
756         }
757
758         /// Returns the lower bound of the channel liquidity balance in this direction.
759         fn min_liquidity_msat(&self) -> u64 {
760                 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
761         }
762
763         /// Returns the upper bound of the channel liquidity balance in this direction.
764         fn max_liquidity_msat(&self) -> u64 {
765                 self.capacity_msat
766                         .checked_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
767                         .unwrap_or(0)
768         }
769
770         fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
771                 self.now.duration_since(*self.last_updated).as_secs()
772                         .checked_div(self.half_life.as_secs())
773                         .and_then(|decays| offset_msat.checked_shr(decays as u32))
774                         .unwrap_or(0)
775         }
776 }
777
778 impl<L: DerefMut<Target = u64>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, T, U> {
779         /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
780         fn failed_at_channel(&mut self, amount_msat: u64) {
781                 if amount_msat < self.max_liquidity_msat() {
782                         self.set_max_liquidity_msat(amount_msat);
783                 }
784         }
785
786         /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
787         fn failed_downstream(&mut self, amount_msat: u64) {
788                 if amount_msat > self.min_liquidity_msat() {
789                         self.set_min_liquidity_msat(amount_msat);
790                 }
791         }
792
793         /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
794         fn successful(&mut self, amount_msat: u64) {
795                 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
796                 self.set_max_liquidity_msat(max_liquidity_msat);
797         }
798
799         /// Adjusts the lower bound of the channel liquidity balance in this direction.
800         fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
801                 *self.min_liquidity_offset_msat = amount_msat;
802                 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
803                         0
804                 } else {
805                         self.decayed_offset_msat(*self.max_liquidity_offset_msat)
806                 };
807                 *self.last_updated = self.now;
808         }
809
810         /// Adjusts the upper bound of the channel liquidity balance in this direction.
811         fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
812                 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
813                 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
814                         0
815                 } else {
816                         self.decayed_offset_msat(*self.min_liquidity_offset_msat)
817                 };
818                 *self.last_updated = self.now;
819         }
820 }
821
822 impl<G: Deref<Target = NetworkGraph>, T: Time> Score for ProbabilisticScorerUsingTime<G, T> {
823         fn channel_penalty_msat(
824                 &self, short_channel_id: u64, amount_msat: u64, capacity_msat: u64, source: &NodeId,
825                 target: &NodeId
826         ) -> u64 {
827                 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
828                 self.channel_liquidities
829                         .get(&short_channel_id)
830                         .unwrap_or(&ChannelLiquidity::new())
831                         .as_directed(source, target, capacity_msat, liquidity_offset_half_life)
832                         .penalty_msat(amount_msat, self.params)
833         }
834
835         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
836                 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
837                 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
838                 let network_graph = self.network_graph.read_only();
839                 for hop in path {
840                         let target = NodeId::from_pubkey(&hop.pubkey);
841                         let channel_directed_from_source = network_graph.channels()
842                                 .get(&hop.short_channel_id)
843                                 .and_then(|channel| channel.as_directed_to(&target));
844
845                         // Only score announced channels.
846                         if let Some((channel, source)) = channel_directed_from_source {
847                                 let capacity_msat = channel.effective_capacity().as_msat();
848                                 if hop.short_channel_id == short_channel_id {
849                                         self.channel_liquidities
850                                                 .entry(hop.short_channel_id)
851                                                 .or_insert_with(ChannelLiquidity::new)
852                                                 .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
853                                                 .failed_at_channel(amount_msat);
854                                         break;
855                                 }
856
857                                 self.channel_liquidities
858                                         .entry(hop.short_channel_id)
859                                         .or_insert_with(ChannelLiquidity::new)
860                                         .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
861                                         .failed_downstream(amount_msat);
862                         }
863                 }
864         }
865
866         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
867                 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
868                 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
869                 let network_graph = self.network_graph.read_only();
870                 for hop in path {
871                         let target = NodeId::from_pubkey(&hop.pubkey);
872                         let channel_directed_from_source = network_graph.channels()
873                                 .get(&hop.short_channel_id)
874                                 .and_then(|channel| channel.as_directed_to(&target));
875
876                         // Only score announced channels.
877                         if let Some((channel, source)) = channel_directed_from_source {
878                                 let capacity_msat = channel.effective_capacity().as_msat();
879                                 self.channel_liquidities
880                                         .entry(hop.short_channel_id)
881                                         .or_insert_with(ChannelLiquidity::new)
882                                         .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
883                                         .successful(amount_msat);
884                         }
885                 }
886         }
887 }
888
889 mod approx {
890         const BITS: u32 = 64;
891         const HIGHEST_BIT: u32 = BITS - 1;
892         const LOWER_BITS: u32 = 4;
893         const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
894         const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
895
896         /// Look-up table for `log10(x) * 1024` where row `i` is used for each `x` having `i` as the
897         /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
898         const LOG10_TIMES_1024: [[u16; LOWER_BITS_BOUND as usize]; BITS as usize] = [
899                 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
900                 [308, 308, 308, 308, 308, 308, 308, 308, 489, 489, 489, 489, 489, 489, 489, 489],
901                 [617, 617, 617, 617, 716, 716, 716, 716, 797, 797, 797, 797, 865, 865, 865, 865],
902                 [925, 925, 977, 977, 1024, 1024, 1066, 1066, 1105, 1105, 1141, 1141, 1174, 1174, 1204, 1204],
903                 [1233, 1260, 1285, 1309, 1332, 1354, 1375, 1394, 1413, 1431, 1449, 1466, 1482, 1497, 1513, 1527],
904                 [1541, 1568, 1594, 1618, 1641, 1662, 1683, 1703, 1722, 1740, 1757, 1774, 1790, 1806, 1821, 1835],
905                 [1850, 1876, 1902, 1926, 1949, 1970, 1991, 2011, 2030, 2048, 2065, 2082, 2098, 2114, 2129, 2144],
906                 [2158, 2185, 2210, 2234, 2257, 2279, 2299, 2319, 2338, 2356, 2374, 2390, 2407, 2422, 2437, 2452],
907                 [2466, 2493, 2518, 2542, 2565, 2587, 2608, 2627, 2646, 2665, 2682, 2699, 2715, 2731, 2746, 2760],
908                 [2774, 2801, 2827, 2851, 2874, 2895, 2916, 2936, 2955, 2973, 2990, 3007, 3023, 3039, 3054, 3068],
909                 [3083, 3110, 3135, 3159, 3182, 3203, 3224, 3244, 3263, 3281, 3298, 3315, 3331, 3347, 3362, 3377],
910                 [3391, 3418, 3443, 3467, 3490, 3512, 3532, 3552, 3571, 3589, 3607, 3623, 3640, 3655, 3670, 3685],
911                 [3699, 3726, 3751, 3775, 3798, 3820, 3841, 3860, 3879, 3898, 3915, 3932, 3948, 3964, 3979, 3993],
912                 [4007, 4034, 4060, 4084, 4107, 4128, 4149, 4169, 4188, 4206, 4223, 4240, 4256, 4272, 4287, 4301],
913                 [4316, 4343, 4368, 4392, 4415, 4436, 4457, 4477, 4496, 4514, 4531, 4548, 4564, 4580, 4595, 4610],
914                 [4624, 4651, 4676, 4700, 4723, 4745, 4765, 4785, 4804, 4822, 4840, 4857, 4873, 4888, 4903, 4918],
915                 [4932, 4959, 4984, 5009, 5031, 5053, 5074, 5093, 5112, 5131, 5148, 5165, 5181, 5197, 5212, 5226],
916                 [5240, 5267, 5293, 5317, 5340, 5361, 5382, 5402, 5421, 5439, 5456, 5473, 5489, 5505, 5520, 5534],
917                 [5549, 5576, 5601, 5625, 5648, 5670, 5690, 5710, 5729, 5747, 5764, 5781, 5797, 5813, 5828, 5843],
918                 [5857, 5884, 5909, 5933, 5956, 5978, 5998, 6018, 6037, 6055, 6073, 6090, 6106, 6121, 6136, 6151],
919                 [6165, 6192, 6217, 6242, 6264, 6286, 6307, 6326, 6345, 6364, 6381, 6398, 6414, 6430, 6445, 6459],
920                 [6473, 6500, 6526, 6550, 6573, 6594, 6615, 6635, 6654, 6672, 6689, 6706, 6722, 6738, 6753, 6767],
921                 [6782, 6809, 6834, 6858, 6881, 6903, 6923, 6943, 6962, 6980, 6998, 7014, 7030, 7046, 7061, 7076],
922                 [7090, 7117, 7142, 7166, 7189, 7211, 7231, 7251, 7270, 7288, 7306, 7323, 7339, 7354, 7369, 7384],
923                 [7398, 7425, 7450, 7475, 7497, 7519, 7540, 7560, 7578, 7597, 7614, 7631, 7647, 7663, 7678, 7692],
924                 [7706, 7733, 7759, 7783, 7806, 7827, 7848, 7868, 7887, 7905, 7922, 7939, 7955, 7971, 7986, 8001],
925                 [8015, 8042, 8067, 8091, 8114, 8136, 8156, 8176, 8195, 8213, 8231, 8247, 8263, 8279, 8294, 8309],
926                 [8323, 8350, 8375, 8399, 8422, 8444, 8464, 8484, 8503, 8521, 8539, 8556, 8572, 8587, 8602, 8617],
927                 [8631, 8658, 8684, 8708, 8730, 8752, 8773, 8793, 8811, 8830, 8847, 8864, 8880, 8896, 8911, 8925],
928                 [8939, 8966, 8992, 9016, 9039, 9060, 9081, 9101, 9120, 9138, 9155, 9172, 9188, 9204, 9219, 9234],
929                 [9248, 9275, 9300, 9324, 9347, 9369, 9389, 9409, 9428, 9446, 9464, 9480, 9497, 9512, 9527, 9542],
930                 [9556, 9583, 9608, 9632, 9655, 9677, 9698, 9717, 9736, 9754, 9772, 9789, 9805, 9820, 9835, 9850],
931                 [9864, 9891, 9917, 9941, 9963, 9985, 10006, 10026, 10044, 10063, 10080, 10097, 10113, 10129, 10144, 10158],
932                 [10172, 10199, 10225, 10249, 10272, 10293, 10314, 10334, 10353, 10371, 10388, 10405, 10421, 10437, 10452, 10467],
933                 [10481, 10508, 10533, 10557, 10580, 10602, 10622, 10642, 10661, 10679, 10697, 10713, 10730, 10745, 10760, 10775],
934                 [10789, 10816, 10841, 10865, 10888, 10910, 10931, 10950, 10969, 10987, 11005, 11022, 11038, 11053, 11068, 11083],
935                 [11097, 11124, 11150, 11174, 11196, 11218, 11239, 11259, 11277, 11296, 11313, 11330, 11346, 11362, 11377, 11391],
936                 [11405, 11432, 11458, 11482, 11505, 11526, 11547, 11567, 11586, 11604, 11621, 11638, 11654, 11670, 11685, 11700],
937                 [11714, 11741, 11766, 11790, 11813, 11835, 11855, 11875, 11894, 11912, 11930, 11946, 11963, 11978, 11993, 12008],
938                 [12022, 12049, 12074, 12098, 12121, 12143, 12164, 12183, 12202, 12220, 12238, 12255, 12271, 12286, 12301, 12316],
939                 [12330, 12357, 12383, 12407, 12429, 12451, 12472, 12492, 12511, 12529, 12546, 12563, 12579, 12595, 12610, 12624],
940                 [12638, 12665, 12691, 12715, 12738, 12759, 12780, 12800, 12819, 12837, 12854, 12871, 12887, 12903, 12918, 12933],
941                 [12947, 12974, 12999, 13023, 13046, 13068, 13088, 13108, 13127, 13145, 13163, 13179, 13196, 13211, 13226, 13241],
942                 [13255, 13282, 13307, 13331, 13354, 13376, 13397, 13416, 13435, 13453, 13471, 13488, 13504, 13519, 13535, 13549],
943                 [13563, 13590, 13616, 13640, 13662, 13684, 13705, 13725, 13744, 13762, 13779, 13796, 13812, 13828, 13843, 13857],
944                 [13871, 13898, 13924, 13948, 13971, 13992, 14013, 14033, 14052, 14070, 14087, 14104, 14120, 14136, 14151, 14166],
945                 [14180, 14207, 14232, 14256, 14279, 14301, 14321, 14341, 14360, 14378, 14396, 14412, 14429, 14444, 14459, 14474],
946                 [14488, 14515, 14540, 14564, 14587, 14609, 14630, 14649, 14668, 14686, 14704, 14721, 14737, 14752, 14768, 14782],
947                 [14796, 14823, 14849, 14873, 14895, 14917, 14938, 14958, 14977, 14995, 15012, 15029, 15045, 15061, 15076, 15090],
948                 [15104, 15131, 15157, 15181, 15204, 15225, 15246, 15266, 15285, 15303, 15320, 15337, 15353, 15369, 15384, 15399],
949                 [15413, 15440, 15465, 15489, 15512, 15534, 15554, 15574, 15593, 15611, 15629, 15645, 15662, 15677, 15692, 15707],
950                 [15721, 15748, 15773, 15797, 15820, 15842, 15863, 15882, 15901, 15919, 15937, 15954, 15970, 15985, 16001, 16015],
951                 [16029, 16056, 16082, 16106, 16128, 16150, 16171, 16191, 16210, 16228, 16245, 16262, 16278, 16294, 16309, 16323],
952                 [16337, 16364, 16390, 16414, 16437, 16458, 16479, 16499, 16518, 16536, 16553, 16570, 16586, 16602, 16617, 16632],
953                 [16646, 16673, 16698, 16722, 16745, 16767, 16787, 16807, 16826, 16844, 16862, 16878, 16895, 16910, 16925, 16940],
954                 [16954, 16981, 17006, 17030, 17053, 17075, 17096, 17115, 17134, 17152, 17170, 17187, 17203, 17218, 17234, 17248],
955                 [17262, 17289, 17315, 17339, 17361, 17383, 17404, 17424, 17443, 17461, 17478, 17495, 17511, 17527, 17542, 17556],
956                 [17571, 17597, 17623, 17647, 17670, 17691, 17712, 17732, 17751, 17769, 17786, 17803, 17819, 17835, 17850, 17865],
957                 [17879, 17906, 17931, 17955, 17978, 18000, 18020, 18040, 18059, 18077, 18095, 18111, 18128, 18143, 18158, 18173],
958                 [18187, 18214, 18239, 18263, 18286, 18308, 18329, 18348, 18367, 18385, 18403, 18420, 18436, 18452, 18467, 18481],
959                 [18495, 18522, 18548, 18572, 18595, 18616, 18637, 18657, 18676, 18694, 18711, 18728, 18744, 18760, 18775, 18789],
960                 [18804, 18830, 18856, 18880, 18903, 18924, 18945, 18965, 18984, 19002, 19019, 19036, 19052, 19068, 19083, 19098],
961                 [19112, 19139, 19164, 19188, 19211, 19233, 19253, 19273, 19292, 19310, 19328, 19344, 19361, 19376, 19391, 19406],
962                 [19420, 19447, 19472, 19496, 19519, 19541, 19562, 19581, 19600, 19619, 19636, 19653, 19669, 19685, 19700, 19714],
963         ];
964
965         /// Approximate `log10(numerator / denominator) * 1024` using a look-up table.
966         #[inline]
967         pub fn negative_log10_times_1024(numerator: u64, denominator: u64) -> u64 {
968                 // Multiply the -1 through to avoid needing to use signed numbers.
969                 (log10_times_1024(denominator) - log10_times_1024(numerator)) as u64
970         }
971
972         #[inline]
973         fn log10_times_1024(x: u64) -> u16 {
974                 debug_assert_ne!(x, 0);
975                 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
976                 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
977                 LOG10_TIMES_1024[most_significant_bit as usize][lower_bits as usize]
978         }
979
980         #[cfg(test)]
981         mod tests {
982                 use super::*;
983
984                 #[test]
985                 fn prints_negative_log10_times_1024_lookup_table() {
986                         for msb in 0..BITS {
987                                 for i in 0..LOWER_BITS_BOUND {
988                                         let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
989                                         let log10_times_1024 = ((x as f64).log10() * 1024.0).round() as u16;
990                                         assert_eq!(log10_times_1024, LOG10_TIMES_1024[msb as usize][i as usize]);
991
992                                         if i % LOWER_BITS_BOUND == 0 {
993                                                 print!("\t\t[{}, ", log10_times_1024);
994                                         } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
995                                                 println!("{}],", log10_times_1024);
996                                         } else {
997                                                 print!("{}, ", log10_times_1024);
998                                         }
999                                 }
1000                         }
1001                 }
1002         }
1003 }
1004
1005 impl<G: Deref<Target = NetworkGraph>, T: Time> Writeable for ProbabilisticScorerUsingTime<G, T> {
1006         #[inline]
1007         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1008                 write_tlv_fields!(w, {
1009                         (0, self.channel_liquidities, required)
1010                 });
1011                 Ok(())
1012         }
1013 }
1014
1015 impl<G: Deref<Target = NetworkGraph>, T: Time>
1016 ReadableArgs<(ProbabilisticScoringParameters, G)> for ProbabilisticScorerUsingTime<G, T> {
1017         #[inline]
1018         fn read<R: Read>(
1019                 r: &mut R, args: (ProbabilisticScoringParameters, G)
1020         ) -> Result<Self, DecodeError> {
1021                 let (params, network_graph) = args;
1022                 let mut channel_liquidities = HashMap::new();
1023                 read_tlv_fields!(r, {
1024                         (0, channel_liquidities, required)
1025                 });
1026                 Ok(Self {
1027                         params,
1028                         network_graph,
1029                         channel_liquidities,
1030                 })
1031         }
1032 }
1033
1034 impl<T: Time> Writeable for ChannelLiquidity<T> {
1035         #[inline]
1036         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1037                 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
1038                 write_tlv_fields!(w, {
1039                         (0, self.min_liquidity_offset_msat, required),
1040                         (2, self.max_liquidity_offset_msat, required),
1041                         (4, duration_since_epoch, required),
1042                 });
1043                 Ok(())
1044         }
1045 }
1046
1047 impl<T: Time> Readable for ChannelLiquidity<T> {
1048         #[inline]
1049         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
1050                 let mut min_liquidity_offset_msat = 0;
1051                 let mut max_liquidity_offset_msat = 0;
1052                 let mut duration_since_epoch = Duration::from_secs(0);
1053                 read_tlv_fields!(r, {
1054                         (0, min_liquidity_offset_msat, required),
1055                         (2, max_liquidity_offset_msat, required),
1056                         (4, duration_since_epoch, required),
1057                 });
1058                 Ok(Self {
1059                         min_liquidity_offset_msat,
1060                         max_liquidity_offset_msat,
1061                         last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
1062                 })
1063         }
1064 }
1065
1066 pub(crate) mod time {
1067         use core::ops::Sub;
1068         use core::time::Duration;
1069         /// A measurement of time.
1070         pub trait Time: Copy + Sub<Duration, Output = Self> where Self: Sized {
1071                 /// Returns an instance corresponding to the current moment.
1072                 fn now() -> Self;
1073
1074                 /// Returns the amount of time elapsed since `self` was created.
1075                 fn elapsed(&self) -> Duration;
1076
1077                 /// Returns the amount of time passed between `earlier` and `self`.
1078                 fn duration_since(&self, earlier: Self) -> Duration;
1079
1080                 /// Returns the amount of time passed since the beginning of [`Time`].
1081                 ///
1082                 /// Used during (de-)serialization.
1083                 fn duration_since_epoch() -> Duration;
1084         }
1085
1086         /// A state in which time has no meaning.
1087         #[derive(Clone, Copy, Debug, PartialEq, Eq)]
1088         pub struct Eternity;
1089
1090         #[cfg(not(feature = "no-std"))]
1091         impl Time for std::time::Instant {
1092                 fn now() -> Self {
1093                         std::time::Instant::now()
1094                 }
1095
1096                 fn duration_since(&self, earlier: Self) -> Duration {
1097                         self.duration_since(earlier)
1098                 }
1099
1100                 fn duration_since_epoch() -> Duration {
1101                         use std::time::SystemTime;
1102                         SystemTime::now().duration_since(SystemTime::UNIX_EPOCH).unwrap()
1103                 }
1104
1105                 fn elapsed(&self) -> Duration {
1106                         std::time::Instant::elapsed(self)
1107                 }
1108         }
1109
1110         impl Time for Eternity {
1111                 fn now() -> Self {
1112                         Self
1113                 }
1114
1115                 fn duration_since(&self, _earlier: Self) -> Duration {
1116                         Duration::from_secs(0)
1117                 }
1118
1119                 fn duration_since_epoch() -> Duration {
1120                         Duration::from_secs(0)
1121                 }
1122
1123                 fn elapsed(&self) -> Duration {
1124                         Duration::from_secs(0)
1125                 }
1126         }
1127
1128         impl Sub<Duration> for Eternity {
1129                 type Output = Self;
1130
1131                 fn sub(self, _other: Duration) -> Self {
1132                         self
1133                 }
1134         }
1135 }
1136
1137 pub(crate) use self::time::Time;
1138
1139 #[cfg(test)]
1140 mod tests {
1141         use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime, ScoringParameters, ScorerUsingTime, Time};
1142         use super::time::Eternity;
1143
1144         use ln::features::{ChannelFeatures, NodeFeatures};
1145         use ln::msgs::{ChannelAnnouncement, ChannelUpdate, OptionalField, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
1146         use routing::scoring::Score;
1147         use routing::network_graph::{NetworkGraph, NodeId};
1148         use routing::router::RouteHop;
1149         use util::ser::{Readable, ReadableArgs, Writeable};
1150
1151         use bitcoin::blockdata::constants::genesis_block;
1152         use bitcoin::hashes::Hash;
1153         use bitcoin::hashes::sha256d::Hash as Sha256dHash;
1154         use bitcoin::network::constants::Network;
1155         use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
1156         use core::cell::Cell;
1157         use core::ops::Sub;
1158         use core::time::Duration;
1159         use io;
1160
1161         // `Time` tests
1162
1163         /// Time that can be advanced manually in tests.
1164         #[derive(Clone, Copy, Debug, PartialEq, Eq)]
1165         struct SinceEpoch(Duration);
1166
1167         impl SinceEpoch {
1168                 thread_local! {
1169                         static ELAPSED: Cell<Duration> = core::cell::Cell::new(Duration::from_secs(0));
1170                 }
1171
1172                 fn advance(duration: Duration) {
1173                         Self::ELAPSED.with(|elapsed| elapsed.set(elapsed.get() + duration))
1174                 }
1175         }
1176
1177         impl Time for SinceEpoch {
1178                 fn now() -> Self {
1179                         Self(Self::duration_since_epoch())
1180                 }
1181
1182                 fn duration_since(&self, earlier: Self) -> Duration {
1183                         self.0 - earlier.0
1184                 }
1185
1186                 fn duration_since_epoch() -> Duration {
1187                         Self::ELAPSED.with(|elapsed| elapsed.get())
1188                 }
1189
1190                 fn elapsed(&self) -> Duration {
1191                         Self::duration_since_epoch() - self.0
1192                 }
1193         }
1194
1195         impl Sub<Duration> for SinceEpoch {
1196                 type Output = Self;
1197
1198                 fn sub(self, other: Duration) -> Self {
1199                         Self(self.0 - other)
1200                 }
1201         }
1202
1203         #[test]
1204         fn time_passes_when_advanced() {
1205                 let now = SinceEpoch::now();
1206                 assert_eq!(now.elapsed(), Duration::from_secs(0));
1207
1208                 SinceEpoch::advance(Duration::from_secs(1));
1209                 SinceEpoch::advance(Duration::from_secs(1));
1210
1211                 let elapsed = now.elapsed();
1212                 let later = SinceEpoch::now();
1213
1214                 assert_eq!(elapsed, Duration::from_secs(2));
1215                 assert_eq!(later - elapsed, now);
1216         }
1217
1218         #[test]
1219         fn time_never_passes_in_an_eternity() {
1220                 let now = Eternity::now();
1221                 let elapsed = now.elapsed();
1222                 let later = Eternity::now();
1223
1224                 assert_eq!(now.elapsed(), Duration::from_secs(0));
1225                 assert_eq!(later - elapsed, now);
1226         }
1227
1228         // `Scorer` tests
1229
1230         /// A scorer for testing with time that can be manually advanced.
1231         type Scorer = ScorerUsingTime::<SinceEpoch>;
1232
1233         fn source_privkey() -> SecretKey {
1234                 SecretKey::from_slice(&[42; 32]).unwrap()
1235         }
1236
1237         fn target_privkey() -> SecretKey {
1238                 SecretKey::from_slice(&[43; 32]).unwrap()
1239         }
1240
1241         fn source_pubkey() -> PublicKey {
1242                 let secp_ctx = Secp256k1::new();
1243                 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1244         }
1245
1246         fn target_pubkey() -> PublicKey {
1247                 let secp_ctx = Secp256k1::new();
1248                 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1249         }
1250
1251         fn source_node_id() -> NodeId {
1252                 NodeId::from_pubkey(&source_pubkey())
1253         }
1254
1255         fn target_node_id() -> NodeId {
1256                 NodeId::from_pubkey(&target_pubkey())
1257         }
1258
1259         #[test]
1260         fn penalizes_without_channel_failures() {
1261                 let scorer = Scorer::new(ScoringParameters {
1262                         base_penalty_msat: 1_000,
1263                         failure_penalty_msat: 512,
1264                         failure_penalty_half_life: Duration::from_secs(1),
1265                         overuse_penalty_start_1024th: 1024,
1266                         overuse_penalty_msat_per_1024th: 0,
1267                 });
1268                 let source = source_node_id();
1269                 let target = target_node_id();
1270                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1271
1272                 SinceEpoch::advance(Duration::from_secs(1));
1273                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1274         }
1275
1276         #[test]
1277         fn accumulates_channel_failure_penalties() {
1278                 let mut scorer = Scorer::new(ScoringParameters {
1279                         base_penalty_msat: 1_000,
1280                         failure_penalty_msat: 64,
1281                         failure_penalty_half_life: Duration::from_secs(10),
1282                         overuse_penalty_start_1024th: 1024,
1283                         overuse_penalty_msat_per_1024th: 0,
1284                 });
1285                 let source = source_node_id();
1286                 let target = target_node_id();
1287                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1288
1289                 scorer.payment_path_failed(&[], 42);
1290                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1291
1292                 scorer.payment_path_failed(&[], 42);
1293                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1294
1295                 scorer.payment_path_failed(&[], 42);
1296                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_192);
1297         }
1298
1299         #[test]
1300         fn decays_channel_failure_penalties_over_time() {
1301                 let mut scorer = Scorer::new(ScoringParameters {
1302                         base_penalty_msat: 1_000,
1303                         failure_penalty_msat: 512,
1304                         failure_penalty_half_life: Duration::from_secs(10),
1305                         overuse_penalty_start_1024th: 1024,
1306                         overuse_penalty_msat_per_1024th: 0,
1307                 });
1308                 let source = source_node_id();
1309                 let target = target_node_id();
1310                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1311
1312                 scorer.payment_path_failed(&[], 42);
1313                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1314
1315                 SinceEpoch::advance(Duration::from_secs(9));
1316                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1317
1318                 SinceEpoch::advance(Duration::from_secs(1));
1319                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1320
1321                 SinceEpoch::advance(Duration::from_secs(10 * 8));
1322                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_001);
1323
1324                 SinceEpoch::advance(Duration::from_secs(10));
1325                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1326
1327                 SinceEpoch::advance(Duration::from_secs(10));
1328                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1329         }
1330
1331         #[test]
1332         fn decays_channel_failure_penalties_without_shift_overflow() {
1333                 let mut scorer = Scorer::new(ScoringParameters {
1334                         base_penalty_msat: 1_000,
1335                         failure_penalty_msat: 512,
1336                         failure_penalty_half_life: Duration::from_secs(10),
1337                         overuse_penalty_start_1024th: 1024,
1338                         overuse_penalty_msat_per_1024th: 0,
1339                 });
1340                 let source = source_node_id();
1341                 let target = target_node_id();
1342                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1343
1344                 scorer.payment_path_failed(&[], 42);
1345                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1346
1347                 // An unchecked right shift 64 bits or more in ChannelFailure::decayed_penalty_msat would
1348                 // cause an overflow.
1349                 SinceEpoch::advance(Duration::from_secs(10 * 64));
1350                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1351
1352                 SinceEpoch::advance(Duration::from_secs(10));
1353                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1354         }
1355
1356         #[test]
1357         fn accumulates_channel_failure_penalties_after_decay() {
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,
1364                 });
1365                 let source = source_node_id();
1366                 let target = target_node_id();
1367                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1368
1369                 scorer.payment_path_failed(&[], 42);
1370                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1371
1372                 SinceEpoch::advance(Duration::from_secs(10));
1373                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1374
1375                 scorer.payment_path_failed(&[], 42);
1376                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_768);
1377
1378                 SinceEpoch::advance(Duration::from_secs(10));
1379                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_384);
1380         }
1381
1382         #[test]
1383         fn reduces_channel_failure_penalties_after_success() {
1384                 let mut scorer = Scorer::new(ScoringParameters {
1385                         base_penalty_msat: 1_000,
1386                         failure_penalty_msat: 512,
1387                         failure_penalty_half_life: Duration::from_secs(10),
1388                         overuse_penalty_start_1024th: 1024,
1389                         overuse_penalty_msat_per_1024th: 0,
1390                 });
1391                 let source = source_node_id();
1392                 let target = target_node_id();
1393                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1394
1395                 scorer.payment_path_failed(&[], 42);
1396                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1397
1398                 SinceEpoch::advance(Duration::from_secs(10));
1399                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1400
1401                 let hop = RouteHop {
1402                         pubkey: PublicKey::from_slice(target.as_slice()).unwrap(),
1403                         node_features: NodeFeatures::known(),
1404                         short_channel_id: 42,
1405                         channel_features: ChannelFeatures::known(),
1406                         fee_msat: 1,
1407                         cltv_expiry_delta: 18,
1408                 };
1409                 scorer.payment_path_successful(&[&hop]);
1410                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1411
1412                 SinceEpoch::advance(Duration::from_secs(10));
1413                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1414         }
1415
1416         #[test]
1417         fn restores_persisted_channel_failure_penalties() {
1418                 let mut scorer = Scorer::new(ScoringParameters {
1419                         base_penalty_msat: 1_000,
1420                         failure_penalty_msat: 512,
1421                         failure_penalty_half_life: Duration::from_secs(10),
1422                         overuse_penalty_start_1024th: 1024,
1423                         overuse_penalty_msat_per_1024th: 0,
1424                 });
1425                 let source = source_node_id();
1426                 let target = target_node_id();
1427
1428                 scorer.payment_path_failed(&[], 42);
1429                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1430
1431                 SinceEpoch::advance(Duration::from_secs(10));
1432                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1433
1434                 scorer.payment_path_failed(&[], 43);
1435                 assert_eq!(scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1436
1437                 let mut serialized_scorer = Vec::new();
1438                 scorer.write(&mut serialized_scorer).unwrap();
1439
1440                 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1441                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1442                 assert_eq!(deserialized_scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1443         }
1444
1445         #[test]
1446         fn decays_persisted_channel_failure_penalties() {
1447                 let mut scorer = Scorer::new(ScoringParameters {
1448                         base_penalty_msat: 1_000,
1449                         failure_penalty_msat: 512,
1450                         failure_penalty_half_life: Duration::from_secs(10),
1451                         overuse_penalty_start_1024th: 1024,
1452                         overuse_penalty_msat_per_1024th: 0,
1453                 });
1454                 let source = source_node_id();
1455                 let target = target_node_id();
1456
1457                 scorer.payment_path_failed(&[], 42);
1458                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1459
1460                 let mut serialized_scorer = Vec::new();
1461                 scorer.write(&mut serialized_scorer).unwrap();
1462
1463                 SinceEpoch::advance(Duration::from_secs(10));
1464
1465                 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1466                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1467
1468                 SinceEpoch::advance(Duration::from_secs(10));
1469                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1470         }
1471
1472         #[test]
1473         fn charges_per_1024th_penalty() {
1474                 let scorer = Scorer::new(ScoringParameters {
1475                         base_penalty_msat: 0,
1476                         failure_penalty_msat: 0,
1477                         failure_penalty_half_life: Duration::from_secs(0),
1478                         overuse_penalty_start_1024th: 256,
1479                         overuse_penalty_msat_per_1024th: 100,
1480                 });
1481                 let source = source_node_id();
1482                 let target = target_node_id();
1483
1484                 assert_eq!(scorer.channel_penalty_msat(42, 1_000, 1_024_000, &source, &target), 0);
1485                 assert_eq!(scorer.channel_penalty_msat(42, 256_999, 1_024_000, &source, &target), 0);
1486                 assert_eq!(scorer.channel_penalty_msat(42, 257_000, 1_024_000, &source, &target), 100);
1487                 assert_eq!(scorer.channel_penalty_msat(42, 258_000, 1_024_000, &source, &target), 200);
1488                 assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 256 * 100);
1489         }
1490
1491         // `ProbabilisticScorer` tests
1492
1493         /// A probabilistic scorer for testing with time that can be manually advanced.
1494         type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph, SinceEpoch>;
1495
1496         fn sender_privkey() -> SecretKey {
1497                 SecretKey::from_slice(&[41; 32]).unwrap()
1498         }
1499
1500         fn recipient_privkey() -> SecretKey {
1501                 SecretKey::from_slice(&[45; 32]).unwrap()
1502         }
1503
1504         fn sender_pubkey() -> PublicKey {
1505                 let secp_ctx = Secp256k1::new();
1506                 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1507         }
1508
1509         fn recipient_pubkey() -> PublicKey {
1510                 let secp_ctx = Secp256k1::new();
1511                 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1512         }
1513
1514         fn sender_node_id() -> NodeId {
1515                 NodeId::from_pubkey(&sender_pubkey())
1516         }
1517
1518         fn recipient_node_id() -> NodeId {
1519                 NodeId::from_pubkey(&recipient_pubkey())
1520         }
1521
1522         fn network_graph() -> NetworkGraph {
1523                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1524                 let mut network_graph = NetworkGraph::new(genesis_hash);
1525                 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1526                 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1527
1528                 network_graph
1529         }
1530
1531         fn add_channel(
1532                 network_graph: &mut NetworkGraph, short_channel_id: u64, node_1_key: SecretKey,
1533                 node_2_key: SecretKey
1534         ) {
1535                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1536                 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1537                 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1538                 let secp_ctx = Secp256k1::new();
1539                 let unsigned_announcement = UnsignedChannelAnnouncement {
1540                         features: ChannelFeatures::known(),
1541                         chain_hash: genesis_hash,
1542                         short_channel_id,
1543                         node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key),
1544                         node_id_2: PublicKey::from_secret_key(&secp_ctx, &node_2_key),
1545                         bitcoin_key_1: PublicKey::from_secret_key(&secp_ctx, &node_1_secret),
1546                         bitcoin_key_2: PublicKey::from_secret_key(&secp_ctx, &node_2_secret),
1547                         excess_data: Vec::new(),
1548                 };
1549                 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1550                 let signed_announcement = ChannelAnnouncement {
1551                         node_signature_1: secp_ctx.sign(&msghash, &node_1_key),
1552                         node_signature_2: secp_ctx.sign(&msghash, &node_2_key),
1553                         bitcoin_signature_1: secp_ctx.sign(&msghash, &node_1_secret),
1554                         bitcoin_signature_2: secp_ctx.sign(&msghash, &node_2_secret),
1555                         contents: unsigned_announcement,
1556                 };
1557                 let chain_source: Option<&::util::test_utils::TestChainSource> = None;
1558                 network_graph.update_channel_from_announcement(
1559                         &signed_announcement, &chain_source, &secp_ctx).unwrap();
1560                 update_channel(network_graph, short_channel_id, node_1_key, 0);
1561                 update_channel(network_graph, short_channel_id, node_2_key, 1);
1562         }
1563
1564         fn update_channel(
1565                 network_graph: &mut NetworkGraph, short_channel_id: u64, node_key: SecretKey, flags: u8
1566         ) {
1567                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1568                 let secp_ctx = Secp256k1::new();
1569                 let unsigned_update = UnsignedChannelUpdate {
1570                         chain_hash: genesis_hash,
1571                         short_channel_id,
1572                         timestamp: 100,
1573                         flags,
1574                         cltv_expiry_delta: 18,
1575                         htlc_minimum_msat: 0,
1576                         htlc_maximum_msat: OptionalField::Present(1_000),
1577                         fee_base_msat: 1,
1578                         fee_proportional_millionths: 0,
1579                         excess_data: Vec::new(),
1580                 };
1581                 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1582                 let signed_update = ChannelUpdate {
1583                         signature: secp_ctx.sign(&msghash, &node_key),
1584                         contents: unsigned_update,
1585                 };
1586                 network_graph.update_channel(&signed_update, &secp_ctx).unwrap();
1587         }
1588
1589         fn payment_path_for_amount(amount_msat: u64) -> Vec<RouteHop> {
1590                 vec![
1591                         RouteHop {
1592                                 pubkey: source_pubkey(),
1593                                 node_features: NodeFeatures::known(),
1594                                 short_channel_id: 41,
1595                                 channel_features: ChannelFeatures::known(),
1596                                 fee_msat: 1,
1597                                 cltv_expiry_delta: 18,
1598                         },
1599                         RouteHop {
1600                                 pubkey: target_pubkey(),
1601                                 node_features: NodeFeatures::known(),
1602                                 short_channel_id: 42,
1603                                 channel_features: ChannelFeatures::known(),
1604                                 fee_msat: 2,
1605                                 cltv_expiry_delta: 18,
1606                         },
1607                         RouteHop {
1608                                 pubkey: recipient_pubkey(),
1609                                 node_features: NodeFeatures::known(),
1610                                 short_channel_id: 43,
1611                                 channel_features: ChannelFeatures::known(),
1612                                 fee_msat: amount_msat,
1613                                 cltv_expiry_delta: 18,
1614                         },
1615                 ]
1616         }
1617
1618         #[test]
1619         fn liquidity_bounds_directed_from_lowest_node_id() {
1620                 let last_updated = SinceEpoch::now();
1621                 let network_graph = network_graph();
1622                 let params = ProbabilisticScoringParameters::default();
1623                 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1624                         .with_channel(42,
1625                                 ChannelLiquidity {
1626                                         min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
1627                                 })
1628                         .with_channel(43,
1629                                 ChannelLiquidity {
1630                                         min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
1631                                 });
1632                 let source = source_node_id();
1633                 let target = target_node_id();
1634                 let recipient = recipient_node_id();
1635                 assert!(source > target);
1636                 assert!(target < recipient);
1637
1638                 // Update minimum liquidity.
1639
1640                 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1641                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1642                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1643                 assert_eq!(liquidity.min_liquidity_msat(), 100);
1644                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1645
1646                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1647                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1648                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1649                 assert_eq!(liquidity.max_liquidity_msat(), 900);
1650
1651                 scorer.channel_liquidities.get_mut(&42).unwrap()
1652                         .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1653                         .set_min_liquidity_msat(200);
1654
1655                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1656                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1657                 assert_eq!(liquidity.min_liquidity_msat(), 200);
1658                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1659
1660                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1661                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1662                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1663                 assert_eq!(liquidity.max_liquidity_msat(), 800);
1664
1665                 // Update maximum liquidity.
1666
1667                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1668                         .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
1669                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1670                 assert_eq!(liquidity.max_liquidity_msat(), 900);
1671
1672                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1673                         .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
1674                 assert_eq!(liquidity.min_liquidity_msat(), 100);
1675                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1676
1677                 scorer.channel_liquidities.get_mut(&43).unwrap()
1678                         .as_directed_mut(&target, &recipient, 1_000, liquidity_offset_half_life)
1679                         .set_max_liquidity_msat(200);
1680
1681                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1682                         .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
1683                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1684                 assert_eq!(liquidity.max_liquidity_msat(), 200);
1685
1686                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1687                         .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
1688                 assert_eq!(liquidity.min_liquidity_msat(), 800);
1689                 assert_eq!(liquidity.max_liquidity_msat(), 1000);
1690         }
1691
1692         #[test]
1693         fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
1694                 let last_updated = SinceEpoch::now();
1695                 let network_graph = network_graph();
1696                 let params = ProbabilisticScoringParameters::default();
1697                 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1698                         .with_channel(42,
1699                                 ChannelLiquidity {
1700                                         min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
1701                                 });
1702                 let source = source_node_id();
1703                 let target = target_node_id();
1704                 assert!(source > target);
1705
1706                 // Check initial bounds.
1707                 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1708                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1709                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1710                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1711                 assert_eq!(liquidity.max_liquidity_msat(), 800);
1712
1713                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1714                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1715                 assert_eq!(liquidity.min_liquidity_msat(), 200);
1716                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1717
1718                 // Reset from source to target.
1719                 scorer.channel_liquidities.get_mut(&42).unwrap()
1720                         .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1721                         .set_min_liquidity_msat(900);
1722
1723                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1724                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1725                 assert_eq!(liquidity.min_liquidity_msat(), 900);
1726                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1727
1728                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1729                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1730                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1731                 assert_eq!(liquidity.max_liquidity_msat(), 100);
1732
1733                 // Reset from target to source.
1734                 scorer.channel_liquidities.get_mut(&42).unwrap()
1735                         .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
1736                         .set_min_liquidity_msat(400);
1737
1738                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1739                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1740                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1741                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1742
1743                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1744                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1745                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1746                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1747         }
1748
1749         #[test]
1750         fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
1751                 let last_updated = SinceEpoch::now();
1752                 let network_graph = network_graph();
1753                 let params = ProbabilisticScoringParameters::default();
1754                 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1755                         .with_channel(42,
1756                                 ChannelLiquidity {
1757                                         min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
1758                                 });
1759                 let source = source_node_id();
1760                 let target = target_node_id();
1761                 assert!(source > target);
1762
1763                 // Check initial bounds.
1764                 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1765                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1766                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1767                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1768                 assert_eq!(liquidity.max_liquidity_msat(), 800);
1769
1770                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1771                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1772                 assert_eq!(liquidity.min_liquidity_msat(), 200);
1773                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1774
1775                 // Reset from source to target.
1776                 scorer.channel_liquidities.get_mut(&42).unwrap()
1777                         .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1778                         .set_max_liquidity_msat(300);
1779
1780                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1781                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1782                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1783                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1784
1785                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1786                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1787                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1788                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1789
1790                 // Reset from target to source.
1791                 scorer.channel_liquidities.get_mut(&42).unwrap()
1792                         .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
1793                         .set_max_liquidity_msat(600);
1794
1795                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1796                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1797                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1798                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1799
1800                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1801                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1802                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1803                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1804         }
1805
1806         #[test]
1807         fn increased_penalty_nearing_liquidity_upper_bound() {
1808                 let network_graph = network_graph();
1809                 let params = ProbabilisticScoringParameters {
1810                         liquidity_penalty_multiplier_msat: 1_000,
1811                         ..ProbabilisticScoringParameters::zero_penalty()
1812                 };
1813                 let scorer = ProbabilisticScorer::new(params, &network_graph);
1814                 let source = source_node_id();
1815                 let target = target_node_id();
1816
1817                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024_000, &source, &target), 0);
1818                 assert_eq!(scorer.channel_penalty_msat(42, 10_240, 1_024_000, &source, &target), 14);
1819                 assert_eq!(scorer.channel_penalty_msat(42, 102_400, 1_024_000, &source, &target), 43);
1820                 assert_eq!(scorer.channel_penalty_msat(42, 1_024_000, 1_024_000, &source, &target), 2_000);
1821
1822                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 58);
1823                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
1824                 assert_eq!(scorer.channel_penalty_msat(42, 374, 1_024, &source, &target), 204);
1825                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
1826                 assert_eq!(scorer.channel_penalty_msat(42, 640, 1_024, &source, &target), 426);
1827                 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 602);
1828                 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 903);
1829         }
1830
1831         #[test]
1832         fn constant_penalty_outside_liquidity_bounds() {
1833                 let last_updated = SinceEpoch::now();
1834                 let network_graph = network_graph();
1835                 let params = ProbabilisticScoringParameters {
1836                         liquidity_penalty_multiplier_msat: 1_000,
1837                         ..ProbabilisticScoringParameters::zero_penalty()
1838                 };
1839                 let scorer = ProbabilisticScorer::new(params, &network_graph)
1840                         .with_channel(42,
1841                                 ChannelLiquidity {
1842                                         min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated
1843                                 });
1844                 let source = source_node_id();
1845                 let target = target_node_id();
1846
1847                 assert_eq!(scorer.channel_penalty_msat(42, 39, 100, &source, &target), 0);
1848                 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 0);
1849                 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), u64::max_value());
1850                 assert_eq!(scorer.channel_penalty_msat(42, 61, 100, &source, &target), u64::max_value());
1851         }
1852
1853         #[test]
1854         fn does_not_further_penalize_own_channel() {
1855                 let network_graph = network_graph();
1856                 let params = ProbabilisticScoringParameters {
1857                         liquidity_penalty_multiplier_msat: 1_000,
1858                         ..ProbabilisticScoringParameters::zero_penalty()
1859                 };
1860                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1861                 let sender = sender_node_id();
1862                 let source = source_node_id();
1863                 let failed_path = payment_path_for_amount(500);
1864                 let successful_path = payment_path_for_amount(200);
1865
1866                 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1867
1868                 scorer.payment_path_failed(&failed_path.iter().collect::<Vec<_>>(), 41);
1869                 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1870
1871                 scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
1872                 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1873         }
1874
1875         #[test]
1876         fn sets_liquidity_lower_bound_on_downstream_failure() {
1877                 let network_graph = network_graph();
1878                 let params = ProbabilisticScoringParameters {
1879                         liquidity_penalty_multiplier_msat: 1_000,
1880                         ..ProbabilisticScoringParameters::zero_penalty()
1881                 };
1882                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1883                 let source = source_node_id();
1884                 let target = target_node_id();
1885                 let path = payment_path_for_amount(500);
1886
1887                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
1888                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1889                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 601);
1890
1891                 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
1892
1893                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 0);
1894                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 0);
1895                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 300);
1896         }
1897
1898         #[test]
1899         fn sets_liquidity_upper_bound_on_failure() {
1900                 let network_graph = network_graph();
1901                 let params = ProbabilisticScoringParameters {
1902                         liquidity_penalty_multiplier_msat: 1_000,
1903                         ..ProbabilisticScoringParameters::zero_penalty()
1904                 };
1905                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1906                 let source = source_node_id();
1907                 let target = target_node_id();
1908                 let path = payment_path_for_amount(500);
1909
1910                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
1911                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1912                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 601);
1913
1914                 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
1915
1916                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1917                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), u64::max_value());
1918                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), u64::max_value());
1919         }
1920
1921         #[test]
1922         fn reduces_liquidity_upper_bound_along_path_on_success() {
1923                 let network_graph = network_graph();
1924                 let params = ProbabilisticScoringParameters {
1925                         liquidity_penalty_multiplier_msat: 1_000,
1926                         ..ProbabilisticScoringParameters::zero_penalty()
1927                 };
1928                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1929                 let sender = sender_node_id();
1930                 let source = source_node_id();
1931                 let target = target_node_id();
1932                 let recipient = recipient_node_id();
1933                 let path = payment_path_for_amount(500);
1934
1935                 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 128);
1936                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
1937                 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 128);
1938
1939                 scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
1940
1941                 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 128);
1942                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1943                 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 300);
1944         }
1945
1946         #[test]
1947         fn decays_liquidity_bounds_over_time() {
1948                 let network_graph = network_graph();
1949                 let params = ProbabilisticScoringParameters {
1950                         liquidity_penalty_multiplier_msat: 1_000,
1951                         liquidity_offset_half_life: Duration::from_secs(10),
1952                         ..ProbabilisticScoringParameters::zero_penalty()
1953                 };
1954                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1955                 let source = source_node_id();
1956                 let target = target_node_id();
1957
1958                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1959                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1960
1961                 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
1962                 scorer.payment_path_failed(&payment_path_for_amount(128).iter().collect::<Vec<_>>(), 43);
1963
1964                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
1965                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 97);
1966                 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_409);
1967                 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), u64::max_value());
1968
1969                 SinceEpoch::advance(Duration::from_secs(9));
1970                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
1971                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 97);
1972                 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_409);
1973                 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), u64::max_value());
1974
1975                 SinceEpoch::advance(Duration::from_secs(1));
1976                 assert_eq!(scorer.channel_penalty_msat(42, 64, 1_024, &source, &target), 0);
1977                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 34);
1978                 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 1_773);
1979                 assert_eq!(scorer.channel_penalty_msat(42, 960, 1_024, &source, &target), u64::max_value());
1980
1981                 // Fully decay liquidity lower bound.
1982                 SinceEpoch::advance(Duration::from_secs(10 * 7));
1983                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1984                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1_024, &source, &target), 0);
1985                 assert_eq!(scorer.channel_penalty_msat(42, 1_023, 1_024, &source, &target), 2_000);
1986                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1987
1988                 // Fully decay liquidity upper bound.
1989                 SinceEpoch::advance(Duration::from_secs(10));
1990                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1991                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1992
1993                 SinceEpoch::advance(Duration::from_secs(10));
1994                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1995                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1996         }
1997
1998         #[test]
1999         fn decays_liquidity_bounds_without_shift_overflow() {
2000                 let network_graph = network_graph();
2001                 let params = ProbabilisticScoringParameters {
2002                         liquidity_penalty_multiplier_msat: 1_000,
2003                         liquidity_offset_half_life: Duration::from_secs(10),
2004                         ..ProbabilisticScoringParameters::zero_penalty()
2005                 };
2006                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
2007                 let source = source_node_id();
2008                 let target = target_node_id();
2009                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
2010
2011                 scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::<Vec<_>>(), 42);
2012                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 274);
2013
2014                 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
2015                 // would cause an overflow.
2016                 SinceEpoch::advance(Duration::from_secs(10 * 64));
2017                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
2018
2019                 SinceEpoch::advance(Duration::from_secs(10));
2020                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
2021         }
2022
2023         #[test]
2024         fn restricts_liquidity_bounds_after_decay() {
2025                 let network_graph = network_graph();
2026                 let params = ProbabilisticScoringParameters {
2027                         liquidity_penalty_multiplier_msat: 1_000,
2028                         liquidity_offset_half_life: Duration::from_secs(10),
2029                         ..ProbabilisticScoringParameters::zero_penalty()
2030                 };
2031                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
2032                 let source = source_node_id();
2033                 let target = target_node_id();
2034
2035                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
2036
2037                 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2038                 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
2039                 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
2040                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 274);
2041
2042                 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2043                 SinceEpoch::advance(Duration::from_secs(10));
2044                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
2045
2046                 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2047                 // is closer to the upper bound, meaning a higher penalty.
2048                 scorer.payment_path_successful(&payment_path_for_amount(64).iter().collect::<Vec<_>>());
2049                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 342);
2050
2051                 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2052                 // is closer to the lower bound, meaning a lower penalty.
2053                 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
2054                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 255);
2055
2056                 // Further decaying affects the lower bound more than the upper bound (128, 928).
2057                 SinceEpoch::advance(Duration::from_secs(10));
2058                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 284);
2059         }
2060
2061         #[test]
2062         fn restores_persisted_liquidity_bounds() {
2063                 let network_graph = network_graph();
2064                 let params = ProbabilisticScoringParameters {
2065                         liquidity_penalty_multiplier_msat: 1_000,
2066                         liquidity_offset_half_life: Duration::from_secs(10),
2067                         ..ProbabilisticScoringParameters::zero_penalty()
2068                 };
2069                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
2070                 let source = source_node_id();
2071                 let target = target_node_id();
2072
2073                 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
2074                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), u64::max_value());
2075
2076                 SinceEpoch::advance(Duration::from_secs(10));
2077                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 472);
2078
2079                 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
2080                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
2081
2082                 let mut serialized_scorer = Vec::new();
2083                 scorer.write(&mut serialized_scorer).unwrap();
2084
2085                 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2086                 let deserialized_scorer =
2087                         <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
2088                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
2089         }
2090
2091         #[test]
2092         fn decays_persisted_liquidity_bounds() {
2093                 let network_graph = network_graph();
2094                 let params = ProbabilisticScoringParameters {
2095                         liquidity_penalty_multiplier_msat: 1_000,
2096                         liquidity_offset_half_life: Duration::from_secs(10),
2097                         ..ProbabilisticScoringParameters::zero_penalty()
2098                 };
2099                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
2100                 let source = source_node_id();
2101                 let target = target_node_id();
2102
2103                 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
2104                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), u64::max_value());
2105
2106                 let mut serialized_scorer = Vec::new();
2107                 scorer.write(&mut serialized_scorer).unwrap();
2108
2109                 SinceEpoch::advance(Duration::from_secs(10));
2110
2111                 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2112                 let deserialized_scorer =
2113                         <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
2114                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 472);
2115
2116                 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
2117                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
2118
2119                 SinceEpoch::advance(Duration::from_secs(10));
2120                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 371);
2121         }
2122
2123         #[test]
2124         fn adds_base_penalty_to_liquidity_penalty() {
2125                 let network_graph = network_graph();
2126                 let source = source_node_id();
2127                 let target = target_node_id();
2128
2129                 let params = ProbabilisticScoringParameters {
2130                         liquidity_penalty_multiplier_msat: 1_000,
2131                         ..ProbabilisticScoringParameters::zero_penalty()
2132                 };
2133                 let scorer = ProbabilisticScorer::new(params, &network_graph);
2134                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 58);
2135
2136                 let params = ProbabilisticScoringParameters {
2137                         base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
2138                 };
2139                 let scorer = ProbabilisticScorer::new(params, &network_graph);
2140                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 558);
2141         }
2142
2143         #[test]
2144         fn adds_amount_penalty_to_liquidity_penalty() {
2145                 let network_graph = network_graph();
2146                 let source = source_node_id();
2147                 let target = target_node_id();
2148
2149                 let params = ProbabilisticScoringParameters {
2150                         liquidity_penalty_multiplier_msat: 1_000,
2151                         amount_penalty_multiplier_msat: 0,
2152                         ..ProbabilisticScoringParameters::zero_penalty()
2153                 };
2154                 let scorer = ProbabilisticScorer::new(params, &network_graph);
2155                 assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 300);
2156
2157                 let params = ProbabilisticScoringParameters {
2158                         liquidity_penalty_multiplier_msat: 1_000,
2159                         amount_penalty_multiplier_msat: 256,
2160                         ..ProbabilisticScoringParameters::zero_penalty()
2161                 };
2162                 let scorer = ProbabilisticScorer::new(params, &network_graph);
2163                 assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 337);
2164         }
2165
2166         #[test]
2167         fn calculates_log10_without_overflowing_u64_max_value() {
2168                 let network_graph = network_graph();
2169                 let source = source_node_id();
2170                 let target = target_node_id();
2171
2172                 let params = ProbabilisticScoringParameters {
2173                         liquidity_penalty_multiplier_msat: 40_000,
2174                         ..ProbabilisticScoringParameters::zero_penalty()
2175                 };
2176                 let scorer = ProbabilisticScorer::new(params, &network_graph);
2177                 assert_eq!(
2178                         scorer.channel_penalty_msat(42, u64::max_value(), u64::max_value(), &source, &target),
2179                         80_000,
2180                 );
2181         }
2182 }