1 // This file is Copyright its original authors, visible in version control
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
10 //! Utilities for scoring payment channels.
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`Score`] implementation is not needed.
18 //! # extern crate secp256k1;
20 //! # use lightning::routing::network_graph::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringParameters, Scorer, ScoringParameters};
23 //! # use lightning::chain::keysinterface::{KeysManager, KeysInterface};
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use secp256k1::key::PublicKey;
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! # fn log(&self, record: &Record) { unimplemented!() }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph) {
32 //! # let logger = FakeLogger {};
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringParameters::default();
36 //! let scorer = ProbabilisticScorer::new(params, &network_graph);
38 //! // Or use custom channel penalties.
39 //! let params = ProbabilisticScoringParameters {
40 //! liquidity_penalty_multiplier_msat: 2 * 1000,
41 //! ..ProbabilisticScoringParameters::default()
43 //! let scorer = ProbabilisticScorer::new(params, &network_graph);
44 //! # let random_seed_bytes = [42u8; 32];
46 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, &random_seed_bytes);
52 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
53 //! different types and thus is undefined.
55 //! [`find_route`]: crate::routing::router::find_route
57 use ln::msgs::DecodeError;
58 use routing::network_graph::{NetworkGraph, NodeId};
59 use routing::router::RouteHop;
60 use util::ser::{Readable, ReadableArgs, Writeable, Writer};
63 use core::cell::{RefCell, RefMut};
64 use core::ops::{Deref, DerefMut};
65 use core::time::Duration;
67 use sync::{Mutex, MutexGuard};
69 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
70 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
71 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
72 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
74 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
75 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
76 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
77 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
78 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
79 /// do here by defining `Score` differently for `cfg(c_bindings)`.
80 macro_rules! define_score { ($($supertrait: path)*) => {
81 /// An interface used to score payment channels for path finding.
83 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
84 pub trait Score $(: $supertrait)* {
85 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
86 /// given channel in the direction from `source` to `target`.
88 /// The channel's capacity (less any other MPP parts that are also being considered for use in
89 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
90 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
91 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
92 /// Thus, implementations should be overflow-safe.
93 fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64;
95 /// Handles updating channel penalties after failing to route through a channel.
96 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64);
98 /// Handles updating channel penalties after successfully routing along a path.
99 fn payment_path_successful(&mut self, path: &[&RouteHop]);
102 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
103 fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64 {
104 self.deref().channel_penalty_msat(short_channel_id, send_amt_msat, capacity_msat, source, target)
107 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
108 self.deref_mut().payment_path_failed(path, short_channel_id)
111 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
112 self.deref_mut().payment_path_successful(path)
118 define_score!(Writeable);
119 #[cfg(not(c_bindings))]
122 /// A scorer that is accessed under a lock.
124 /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
125 /// having shared ownership of a scorer but without requiring internal locking in [`Score`]
126 /// implementations. Internal locking would be detrimental to route finding performance and could
127 /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
129 /// [`find_route`]: crate::routing::router::find_route
130 pub trait LockableScore<'a> {
131 /// The locked [`Score`] type.
132 type Locked: 'a + Score;
134 /// Returns the locked scorer.
135 fn lock(&'a self) -> Self::Locked;
139 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
140 type Locked = MutexGuard<'a, T>;
142 fn lock(&'a self) -> MutexGuard<'a, T> {
143 Mutex::lock(self).unwrap()
147 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
148 type Locked = RefMut<'a, T>;
150 fn lock(&'a self) -> RefMut<'a, T> {
156 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
157 pub struct MultiThreadedLockableScore<S: Score> {
162 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
163 type Locked = MutexGuard<'a, T>;
165 fn lock(&'a self) -> MutexGuard<'a, T> {
166 Mutex::lock(&self.score).unwrap()
171 impl<T: Score> MultiThreadedLockableScore<T> {
172 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
173 pub fn new(score: T) -> Self {
174 MultiThreadedLockableScore { score: Mutex::new(score) }
180 impl<'a, T: Writeable> Writeable for RefMut<'a, T> {
181 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
182 T::write(&**self, writer)
188 impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
189 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
190 S::write(&**self, writer)
195 /// [`Score`] implementation that uses a fixed penalty.
196 pub struct FixedPenaltyScorer {
200 impl FixedPenaltyScorer {
201 /// Creates a new scorer using `penalty_msat`.
202 pub fn with_penalty(penalty_msat: u64) -> Self {
203 Self { penalty_msat }
207 impl Score for FixedPenaltyScorer {
208 fn channel_penalty_msat(&self, _: u64, _: u64, _: u64, _: &NodeId, _: &NodeId) -> u64 {
212 fn payment_path_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {}
214 fn payment_path_successful(&mut self, _path: &[&RouteHop]) {}
217 impl Writeable for FixedPenaltyScorer {
219 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
220 write_tlv_fields!(w, {});
225 impl ReadableArgs<u64> for FixedPenaltyScorer {
227 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
228 read_tlv_fields!(r, {});
229 Ok(Self { penalty_msat })
233 /// [`Score`] implementation that provides reasonable default behavior.
235 /// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
236 /// slightly higher fees are available. Will further penalize channels that fail to relay payments.
238 /// See [module-level documentation] for usage and [`ScoringParameters`] for customization.
242 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
245 /// [module-level documentation]: crate::routing::scoring
248 note = "ProbabilisticScorer should be used instead of Scorer.",
250 pub type Scorer = ScorerUsingTime::<ConfiguredTime>;
252 #[cfg(not(feature = "no-std"))]
253 type ConfiguredTime = std::time::Instant;
254 #[cfg(feature = "no-std")]
255 type ConfiguredTime = time::Eternity;
257 // Note that ideally we'd hide ScorerUsingTime from public view by sealing it as well, but rustdoc
258 // doesn't handle this well - instead exposing a `Scorer` which has no trait implementation(s) or
261 /// [`Score`] implementation.
263 /// (C-not exported) generally all users should use the [`Scorer`] type alias.
264 pub struct ScorerUsingTime<T: Time> {
265 params: ScoringParameters,
266 // TODO: Remove entries of closed channels.
267 channel_failures: HashMap<u64, ChannelFailure<T>>,
271 /// Parameters for configuring [`Scorer`].
272 pub struct ScoringParameters {
273 /// A fixed penalty in msats to apply to each channel.
275 /// Default value: 500 msat
276 pub base_penalty_msat: u64,
278 /// A penalty in msats to apply to a channel upon failing to relay a payment.
280 /// This accumulates for each failure but may be reduced over time based on
281 /// [`failure_penalty_half_life`] or when successfully routing through a channel.
283 /// Default value: 1,024,000 msat
285 /// [`failure_penalty_half_life`]: Self::failure_penalty_half_life
286 pub failure_penalty_msat: u64,
288 /// When the amount being sent over a channel is this many 1024ths of the total channel
289 /// capacity, we begin applying [`overuse_penalty_msat_per_1024th`].
291 /// Default value: 128 1024ths (i.e. begin penalizing when an HTLC uses 1/8th of a channel)
293 /// [`overuse_penalty_msat_per_1024th`]: Self::overuse_penalty_msat_per_1024th
294 pub overuse_penalty_start_1024th: u16,
296 /// A penalty applied, per whole 1024ths of the channel capacity which the amount being sent
297 /// over the channel exceeds [`overuse_penalty_start_1024th`] by.
299 /// Default value: 20 msat (i.e. 2560 msat penalty to use 1/4th of a channel, 7680 msat penalty
300 /// to use half a channel, and 12,560 msat penalty to use 3/4ths of a channel)
302 /// [`overuse_penalty_start_1024th`]: Self::overuse_penalty_start_1024th
303 pub overuse_penalty_msat_per_1024th: u64,
305 /// The time required to elapse before any accumulated [`failure_penalty_msat`] penalties are
308 /// Successfully routing through a channel will immediately cut the penalty in half as well.
310 /// Default value: 1 hour
314 /// When built with the `no-std` feature, time will never elapse. Therefore, this penalty will
317 /// [`failure_penalty_msat`]: Self::failure_penalty_msat
318 pub failure_penalty_half_life: Duration,
321 impl_writeable_tlv_based!(ScoringParameters, {
322 (0, base_penalty_msat, required),
323 (1, overuse_penalty_start_1024th, (default_value, 128)),
324 (2, failure_penalty_msat, required),
325 (3, overuse_penalty_msat_per_1024th, (default_value, 20)),
326 (4, failure_penalty_half_life, required),
329 /// Accounting for penalties against a channel for failing to relay any payments.
331 /// Penalties decay over time, though accumulate as more failures occur.
332 struct ChannelFailure<T: Time> {
333 /// Accumulated penalty in msats for the channel as of `last_updated`.
334 undecayed_penalty_msat: u64,
336 /// Last time the channel either failed to route or successfully routed a payment. Used to decay
337 /// `undecayed_penalty_msat`.
341 impl<T: Time> ScorerUsingTime<T> {
342 /// Creates a new scorer using the given scoring parameters.
343 pub fn new(params: ScoringParameters) -> Self {
346 channel_failures: HashMap::new(),
351 impl<T: Time> ChannelFailure<T> {
352 fn new(failure_penalty_msat: u64) -> Self {
354 undecayed_penalty_msat: failure_penalty_msat,
355 last_updated: T::now(),
359 fn add_penalty(&mut self, failure_penalty_msat: u64, half_life: Duration) {
360 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) + failure_penalty_msat;
361 self.last_updated = T::now();
364 fn reduce_penalty(&mut self, half_life: Duration) {
365 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) >> 1;
366 self.last_updated = T::now();
369 fn decayed_penalty_msat(&self, half_life: Duration) -> u64 {
370 self.last_updated.elapsed().as_secs()
371 .checked_div(half_life.as_secs())
372 .and_then(|decays| self.undecayed_penalty_msat.checked_shr(decays as u32))
377 impl<T: Time> Default for ScorerUsingTime<T> {
378 fn default() -> Self {
379 Self::new(ScoringParameters::default())
383 impl Default for ScoringParameters {
384 fn default() -> Self {
386 base_penalty_msat: 500,
387 failure_penalty_msat: 1024 * 1000,
388 failure_penalty_half_life: Duration::from_secs(3600),
389 overuse_penalty_start_1024th: 1024 / 8,
390 overuse_penalty_msat_per_1024th: 20,
395 impl<T: Time> Score for ScorerUsingTime<T> {
396 fn channel_penalty_msat(
397 &self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, _source: &NodeId, _target: &NodeId
399 let failure_penalty_msat = self.channel_failures
400 .get(&short_channel_id)
401 .map_or(0, |value| value.decayed_penalty_msat(self.params.failure_penalty_half_life));
403 let mut penalty_msat = self.params.base_penalty_msat + failure_penalty_msat;
404 let send_1024ths = send_amt_msat.checked_mul(1024).unwrap_or(u64::max_value()) / capacity_msat;
405 if send_1024ths > self.params.overuse_penalty_start_1024th as u64 {
406 penalty_msat = penalty_msat.checked_add(
407 (send_1024ths - self.params.overuse_penalty_start_1024th as u64)
408 .checked_mul(self.params.overuse_penalty_msat_per_1024th).unwrap_or(u64::max_value()))
409 .unwrap_or(u64::max_value());
415 fn payment_path_failed(&mut self, _path: &[&RouteHop], short_channel_id: u64) {
416 let failure_penalty_msat = self.params.failure_penalty_msat;
417 let half_life = self.params.failure_penalty_half_life;
418 self.channel_failures
419 .entry(short_channel_id)
420 .and_modify(|failure| failure.add_penalty(failure_penalty_msat, half_life))
421 .or_insert_with(|| ChannelFailure::new(failure_penalty_msat));
424 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
425 let half_life = self.params.failure_penalty_half_life;
426 for hop in path.iter() {
427 self.channel_failures
428 .entry(hop.short_channel_id)
429 .and_modify(|failure| failure.reduce_penalty(half_life));
434 impl<T: Time> Writeable for ScorerUsingTime<T> {
436 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
437 self.params.write(w)?;
438 self.channel_failures.write(w)?;
439 write_tlv_fields!(w, {});
444 impl<T: Time> Readable for ScorerUsingTime<T> {
446 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
448 params: Readable::read(r)?,
449 channel_failures: Readable::read(r)?,
451 read_tlv_fields!(r, {});
456 impl<T: Time> Writeable for ChannelFailure<T> {
458 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
459 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
460 write_tlv_fields!(w, {
461 (0, self.undecayed_penalty_msat, required),
462 (2, duration_since_epoch, required),
468 impl<T: Time> Readable for ChannelFailure<T> {
470 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
471 let mut undecayed_penalty_msat = 0;
472 let mut duration_since_epoch = Duration::from_secs(0);
473 read_tlv_fields!(r, {
474 (0, undecayed_penalty_msat, required),
475 (2, duration_since_epoch, required),
478 undecayed_penalty_msat,
479 last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
484 /// [`Score`] implementation using channel success probability distributions.
486 /// Based on *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
487 /// and Stefan Richter [[1]]. Given the uncertainty of channel liquidity balances, probability
488 /// distributions are defined based on knowledge learned from successful and unsuccessful attempts.
489 /// Then the negative `log10` of the success probability is used to determine the cost of routing a
490 /// specific HTLC amount through a channel.
492 /// Knowledge about channel liquidity balances takes the form of upper and lower bounds on the
493 /// possible liquidity. Certainty of the bounds is decreased over time using a decay function. See
494 /// [`ProbabilisticScoringParameters`] for details.
496 /// Since the scorer aims to learn the current channel liquidity balances, it works best for nodes
497 /// with high payment volume or that actively probe the [`NetworkGraph`]. Nodes with low payment
498 /// volume are more likely to experience failed payment paths, which would need to be retried.
502 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
505 /// [1]: https://arxiv.org/abs/2107.05322
506 pub type ProbabilisticScorer<G> = ProbabilisticScorerUsingTime::<G, ConfiguredTime>;
508 /// Probabilistic [`Score`] implementation.
510 /// (C-not exported) generally all users should use the [`ProbabilisticScorer`] type alias.
511 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph>, T: Time> {
512 params: ProbabilisticScoringParameters,
514 // TODO: Remove entries of closed channels.
515 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
518 /// Parameters for configuring [`ProbabilisticScorer`].
519 #[derive(Clone, Copy)]
520 pub struct ProbabilisticScoringParameters {
521 /// A multiplier used to determine the amount in msats willing to be paid to avoid routing
522 /// through a channel, as per multiplying by the negative `log10` of the channel's success
523 /// probability for a payment.
525 /// The success probability is determined by the effective channel capacity, the payment amount,
526 /// and knowledge learned from prior successful and unsuccessful payments. The lower bound of
527 /// the success probability is 0.01, effectively limiting the penalty to the range
528 /// `0..=2*liquidity_penalty_multiplier_msat`. The knowledge learned is decayed over time based
529 /// on [`liquidity_offset_half_life`].
531 /// Default value: 10,000 msat
533 /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life
534 pub liquidity_penalty_multiplier_msat: u64,
536 /// The time required to elapse before any knowledge learned about channel liquidity balances is
539 /// The bounds are defined in terms of offsets and are initially zero. Increasing the offsets
540 /// gives tighter bounds on the channel liquidity balance. Thus, halving the offsets decreases
541 /// the certainty of the channel liquidity balance.
543 /// Default value: 1 hour
547 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
548 /// liquidity knowledge will never decay except when the bounds cross.
549 pub liquidity_offset_half_life: Duration,
552 impl_writeable_tlv_based!(ProbabilisticScoringParameters, {
553 (0, liquidity_penalty_multiplier_msat, required),
554 (2, liquidity_offset_half_life, required),
557 /// Accounting for channel liquidity balance uncertainty.
559 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
560 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
561 /// offset fields gives the opposite direction.
562 struct ChannelLiquidity<T: Time> {
563 /// Lower channel liquidity bound in terms of an offset from zero.
564 min_liquidity_offset_msat: u64,
566 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
567 max_liquidity_offset_msat: u64,
569 /// Time when the liquidity bounds were last modified.
573 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
574 /// decayed with a given half life.
575 struct DirectedChannelLiquidity<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> {
576 min_liquidity_offset_msat: L,
577 max_liquidity_offset_msat: L,
584 impl<G: Deref<Target = NetworkGraph>, T: Time> ProbabilisticScorerUsingTime<G, T> {
585 /// Creates a new scorer using the given scoring parameters for sending payments from a node
586 /// through a network graph.
587 pub fn new(params: ProbabilisticScoringParameters, network_graph: G) -> Self {
591 channel_liquidities: HashMap::new(),
596 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
597 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
602 impl Default for ProbabilisticScoringParameters {
603 fn default() -> Self {
605 liquidity_penalty_multiplier_msat: 10_000,
606 liquidity_offset_half_life: Duration::from_secs(3600),
611 impl<T: Time> ChannelLiquidity<T> {
615 min_liquidity_offset_msat: 0,
616 max_liquidity_offset_msat: 0,
617 last_updated: T::now(),
621 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
624 &self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
625 ) -> DirectedChannelLiquidity<&u64, T, &T> {
626 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
627 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat)
629 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat)
632 DirectedChannelLiquidity {
633 min_liquidity_offset_msat,
634 max_liquidity_offset_msat,
636 last_updated: &self.last_updated,
642 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
645 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
646 ) -> DirectedChannelLiquidity<&mut u64, T, &mut T> {
647 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
648 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat)
650 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat)
653 DirectedChannelLiquidity {
654 min_liquidity_offset_msat,
655 max_liquidity_offset_msat,
657 last_updated: &mut self.last_updated,
664 impl<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity<L, T, U> {
665 /// Returns a penalty for routing the given HTLC `amount_msat` through the channel in this
667 fn penalty_msat(&self, amount_msat: u64, liquidity_penalty_multiplier_msat: u64) -> u64 {
668 let max_liquidity_msat = self.max_liquidity_msat();
669 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
670 if amount_msat > max_liquidity_msat {
672 } else if amount_msat <= min_liquidity_msat {
675 let numerator = max_liquidity_msat + 1 - amount_msat;
676 let denominator = max_liquidity_msat + 1 - min_liquidity_msat;
677 approx::negative_log10_times_1024(numerator, denominator)
678 .saturating_mul(liquidity_penalty_multiplier_msat) / 1024
680 // Upper bound the penalty to ensure some channel is selected.
681 .min(2 * liquidity_penalty_multiplier_msat)
684 /// Returns the lower bound of the channel liquidity balance in this direction.
685 fn min_liquidity_msat(&self) -> u64 {
686 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
689 /// Returns the upper bound of the channel liquidity balance in this direction.
690 fn max_liquidity_msat(&self) -> u64 {
692 .checked_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
696 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
697 self.now.duration_since(*self.last_updated).as_secs()
698 .checked_div(self.half_life.as_secs())
699 .and_then(|decays| offset_msat.checked_shr(decays as u32))
704 impl<L: DerefMut<Target = u64>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, T, U> {
705 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
706 fn failed_at_channel(&mut self, amount_msat: u64) {
707 if amount_msat < self.max_liquidity_msat() {
708 self.set_max_liquidity_msat(amount_msat);
712 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
713 fn failed_downstream(&mut self, amount_msat: u64) {
714 if amount_msat > self.min_liquidity_msat() {
715 self.set_min_liquidity_msat(amount_msat);
719 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
720 fn successful(&mut self, amount_msat: u64) {
721 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
722 self.set_max_liquidity_msat(max_liquidity_msat);
725 /// Adjusts the lower bound of the channel liquidity balance in this direction.
726 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
727 *self.min_liquidity_offset_msat = amount_msat;
728 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
731 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
733 *self.last_updated = self.now;
736 /// Adjusts the upper bound of the channel liquidity balance in this direction.
737 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
738 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
739 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
742 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
744 *self.last_updated = self.now;
748 impl<G: Deref<Target = NetworkGraph>, T: Time> Score for ProbabilisticScorerUsingTime<G, T> {
749 fn channel_penalty_msat(
750 &self, short_channel_id: u64, amount_msat: u64, capacity_msat: u64, source: &NodeId,
753 let liquidity_penalty_multiplier_msat = self.params.liquidity_penalty_multiplier_msat;
754 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
755 self.channel_liquidities
756 .get(&short_channel_id)
757 .unwrap_or(&ChannelLiquidity::new())
758 .as_directed(source, target, capacity_msat, liquidity_offset_half_life)
759 .penalty_msat(amount_msat, liquidity_penalty_multiplier_msat)
762 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
763 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
764 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
765 let network_graph = self.network_graph.read_only();
767 let target = NodeId::from_pubkey(&hop.pubkey);
768 let channel_directed_from_source = network_graph.channels()
769 .get(&hop.short_channel_id)
770 .and_then(|channel| channel.as_directed_to(&target));
772 // Only score announced channels.
773 if let Some((channel, source)) = channel_directed_from_source {
774 let capacity_msat = channel.effective_capacity().as_msat();
775 if hop.short_channel_id == short_channel_id {
776 self.channel_liquidities
777 .entry(hop.short_channel_id)
778 .or_insert_with(ChannelLiquidity::new)
779 .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
780 .failed_at_channel(amount_msat);
784 self.channel_liquidities
785 .entry(hop.short_channel_id)
786 .or_insert_with(ChannelLiquidity::new)
787 .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
788 .failed_downstream(amount_msat);
793 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
794 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
795 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
796 let network_graph = self.network_graph.read_only();
798 let target = NodeId::from_pubkey(&hop.pubkey);
799 let channel_directed_from_source = network_graph.channels()
800 .get(&hop.short_channel_id)
801 .and_then(|channel| channel.as_directed_to(&target));
803 // Only score announced channels.
804 if let Some((channel, source)) = channel_directed_from_source {
805 let capacity_msat = channel.effective_capacity().as_msat();
806 self.channel_liquidities
807 .entry(hop.short_channel_id)
808 .or_insert_with(ChannelLiquidity::new)
809 .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
810 .successful(amount_msat);
817 const BITS: u32 = 64;
818 const HIGHEST_BIT: u32 = BITS - 1;
819 const LOWER_BITS: u32 = 4;
820 const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
821 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
823 /// Look-up table for `log10(x) * 1024` where row `i` is used for each `x` having `i` as the
824 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
825 const LOG10_TIMES_1024: [[u16; LOWER_BITS_BOUND as usize]; BITS as usize] = [
826 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
827 [308, 308, 308, 308, 308, 308, 308, 308, 489, 489, 489, 489, 489, 489, 489, 489],
828 [617, 617, 617, 617, 716, 716, 716, 716, 797, 797, 797, 797, 865, 865, 865, 865],
829 [925, 925, 977, 977, 1024, 1024, 1066, 1066, 1105, 1105, 1141, 1141, 1174, 1174, 1204, 1204],
830 [1233, 1260, 1285, 1309, 1332, 1354, 1375, 1394, 1413, 1431, 1449, 1466, 1482, 1497, 1513, 1527],
831 [1541, 1568, 1594, 1618, 1641, 1662, 1683, 1703, 1722, 1740, 1757, 1774, 1790, 1806, 1821, 1835],
832 [1850, 1876, 1902, 1926, 1949, 1970, 1991, 2011, 2030, 2048, 2065, 2082, 2098, 2114, 2129, 2144],
833 [2158, 2185, 2210, 2234, 2257, 2279, 2299, 2319, 2338, 2356, 2374, 2390, 2407, 2422, 2437, 2452],
834 [2466, 2493, 2518, 2542, 2565, 2587, 2608, 2627, 2646, 2665, 2682, 2699, 2715, 2731, 2746, 2760],
835 [2774, 2801, 2827, 2851, 2874, 2895, 2916, 2936, 2955, 2973, 2990, 3007, 3023, 3039, 3054, 3068],
836 [3083, 3110, 3135, 3159, 3182, 3203, 3224, 3244, 3263, 3281, 3298, 3315, 3331, 3347, 3362, 3377],
837 [3391, 3418, 3443, 3467, 3490, 3512, 3532, 3552, 3571, 3589, 3607, 3623, 3640, 3655, 3670, 3685],
838 [3699, 3726, 3751, 3775, 3798, 3820, 3841, 3860, 3879, 3898, 3915, 3932, 3948, 3964, 3979, 3993],
839 [4007, 4034, 4060, 4084, 4107, 4128, 4149, 4169, 4188, 4206, 4223, 4240, 4256, 4272, 4287, 4301],
840 [4316, 4343, 4368, 4392, 4415, 4436, 4457, 4477, 4496, 4514, 4531, 4548, 4564, 4580, 4595, 4610],
841 [4624, 4651, 4676, 4700, 4723, 4745, 4765, 4785, 4804, 4822, 4840, 4857, 4873, 4888, 4903, 4918],
842 [4932, 4959, 4984, 5009, 5031, 5053, 5074, 5093, 5112, 5131, 5148, 5165, 5181, 5197, 5212, 5226],
843 [5240, 5267, 5293, 5317, 5340, 5361, 5382, 5402, 5421, 5439, 5456, 5473, 5489, 5505, 5520, 5534],
844 [5549, 5576, 5601, 5625, 5648, 5670, 5690, 5710, 5729, 5747, 5764, 5781, 5797, 5813, 5828, 5843],
845 [5857, 5884, 5909, 5933, 5956, 5978, 5998, 6018, 6037, 6055, 6073, 6090, 6106, 6121, 6136, 6151],
846 [6165, 6192, 6217, 6242, 6264, 6286, 6307, 6326, 6345, 6364, 6381, 6398, 6414, 6430, 6445, 6459],
847 [6473, 6500, 6526, 6550, 6573, 6594, 6615, 6635, 6654, 6672, 6689, 6706, 6722, 6738, 6753, 6767],
848 [6782, 6809, 6834, 6858, 6881, 6903, 6923, 6943, 6962, 6980, 6998, 7014, 7030, 7046, 7061, 7076],
849 [7090, 7117, 7142, 7166, 7189, 7211, 7231, 7251, 7270, 7288, 7306, 7323, 7339, 7354, 7369, 7384],
850 [7398, 7425, 7450, 7475, 7497, 7519, 7540, 7560, 7578, 7597, 7614, 7631, 7647, 7663, 7678, 7692],
851 [7706, 7733, 7759, 7783, 7806, 7827, 7848, 7868, 7887, 7905, 7922, 7939, 7955, 7971, 7986, 8001],
852 [8015, 8042, 8067, 8091, 8114, 8136, 8156, 8176, 8195, 8213, 8231, 8247, 8263, 8279, 8294, 8309],
853 [8323, 8350, 8375, 8399, 8422, 8444, 8464, 8484, 8503, 8521, 8539, 8556, 8572, 8587, 8602, 8617],
854 [8631, 8658, 8684, 8708, 8730, 8752, 8773, 8793, 8811, 8830, 8847, 8864, 8880, 8896, 8911, 8925],
855 [8939, 8966, 8992, 9016, 9039, 9060, 9081, 9101, 9120, 9138, 9155, 9172, 9188, 9204, 9219, 9234],
856 [9248, 9275, 9300, 9324, 9347, 9369, 9389, 9409, 9428, 9446, 9464, 9480, 9497, 9512, 9527, 9542],
857 [9556, 9583, 9608, 9632, 9655, 9677, 9698, 9717, 9736, 9754, 9772, 9789, 9805, 9820, 9835, 9850],
858 [9864, 9891, 9917, 9941, 9963, 9985, 10006, 10026, 10044, 10063, 10080, 10097, 10113, 10129, 10144, 10158],
859 [10172, 10199, 10225, 10249, 10272, 10293, 10314, 10334, 10353, 10371, 10388, 10405, 10421, 10437, 10452, 10467],
860 [10481, 10508, 10533, 10557, 10580, 10602, 10622, 10642, 10661, 10679, 10697, 10713, 10730, 10745, 10760, 10775],
861 [10789, 10816, 10841, 10865, 10888, 10910, 10931, 10950, 10969, 10987, 11005, 11022, 11038, 11053, 11068, 11083],
862 [11097, 11124, 11150, 11174, 11196, 11218, 11239, 11259, 11277, 11296, 11313, 11330, 11346, 11362, 11377, 11391],
863 [11405, 11432, 11458, 11482, 11505, 11526, 11547, 11567, 11586, 11604, 11621, 11638, 11654, 11670, 11685, 11700],
864 [11714, 11741, 11766, 11790, 11813, 11835, 11855, 11875, 11894, 11912, 11930, 11946, 11963, 11978, 11993, 12008],
865 [12022, 12049, 12074, 12098, 12121, 12143, 12164, 12183, 12202, 12220, 12238, 12255, 12271, 12286, 12301, 12316],
866 [12330, 12357, 12383, 12407, 12429, 12451, 12472, 12492, 12511, 12529, 12546, 12563, 12579, 12595, 12610, 12624],
867 [12638, 12665, 12691, 12715, 12738, 12759, 12780, 12800, 12819, 12837, 12854, 12871, 12887, 12903, 12918, 12933],
868 [12947, 12974, 12999, 13023, 13046, 13068, 13088, 13108, 13127, 13145, 13163, 13179, 13196, 13211, 13226, 13241],
869 [13255, 13282, 13307, 13331, 13354, 13376, 13397, 13416, 13435, 13453, 13471, 13488, 13504, 13519, 13535, 13549],
870 [13563, 13590, 13616, 13640, 13662, 13684, 13705, 13725, 13744, 13762, 13779, 13796, 13812, 13828, 13843, 13857],
871 [13871, 13898, 13924, 13948, 13971, 13992, 14013, 14033, 14052, 14070, 14087, 14104, 14120, 14136, 14151, 14166],
872 [14180, 14207, 14232, 14256, 14279, 14301, 14321, 14341, 14360, 14378, 14396, 14412, 14429, 14444, 14459, 14474],
873 [14488, 14515, 14540, 14564, 14587, 14609, 14630, 14649, 14668, 14686, 14704, 14721, 14737, 14752, 14768, 14782],
874 [14796, 14823, 14849, 14873, 14895, 14917, 14938, 14958, 14977, 14995, 15012, 15029, 15045, 15061, 15076, 15090],
875 [15104, 15131, 15157, 15181, 15204, 15225, 15246, 15266, 15285, 15303, 15320, 15337, 15353, 15369, 15384, 15399],
876 [15413, 15440, 15465, 15489, 15512, 15534, 15554, 15574, 15593, 15611, 15629, 15645, 15662, 15677, 15692, 15707],
877 [15721, 15748, 15773, 15797, 15820, 15842, 15863, 15882, 15901, 15919, 15937, 15954, 15970, 15985, 16001, 16015],
878 [16029, 16056, 16082, 16106, 16128, 16150, 16171, 16191, 16210, 16228, 16245, 16262, 16278, 16294, 16309, 16323],
879 [16337, 16364, 16390, 16414, 16437, 16458, 16479, 16499, 16518, 16536, 16553, 16570, 16586, 16602, 16617, 16632],
880 [16646, 16673, 16698, 16722, 16745, 16767, 16787, 16807, 16826, 16844, 16862, 16878, 16895, 16910, 16925, 16940],
881 [16954, 16981, 17006, 17030, 17053, 17075, 17096, 17115, 17134, 17152, 17170, 17187, 17203, 17218, 17234, 17248],
882 [17262, 17289, 17315, 17339, 17361, 17383, 17404, 17424, 17443, 17461, 17478, 17495, 17511, 17527, 17542, 17556],
883 [17571, 17597, 17623, 17647, 17670, 17691, 17712, 17732, 17751, 17769, 17786, 17803, 17819, 17835, 17850, 17865],
884 [17879, 17906, 17931, 17955, 17978, 18000, 18020, 18040, 18059, 18077, 18095, 18111, 18128, 18143, 18158, 18173],
885 [18187, 18214, 18239, 18263, 18286, 18308, 18329, 18348, 18367, 18385, 18403, 18420, 18436, 18452, 18467, 18481],
886 [18495, 18522, 18548, 18572, 18595, 18616, 18637, 18657, 18676, 18694, 18711, 18728, 18744, 18760, 18775, 18789],
887 [18804, 18830, 18856, 18880, 18903, 18924, 18945, 18965, 18984, 19002, 19019, 19036, 19052, 19068, 19083, 19098],
888 [19112, 19139, 19164, 19188, 19211, 19233, 19253, 19273, 19292, 19310, 19328, 19344, 19361, 19376, 19391, 19406],
889 [19420, 19447, 19472, 19496, 19519, 19541, 19562, 19581, 19600, 19619, 19636, 19653, 19669, 19685, 19700, 19714],
892 /// Approximate `log10(numerator / denominator) * 1024` using a look-up table.
894 pub fn negative_log10_times_1024(numerator: u64, denominator: u64) -> u64 {
895 // Multiply the -1 through to avoid needing to use signed numbers.
896 (log10_times_1024(denominator) - log10_times_1024(numerator)) as u64
900 fn log10_times_1024(x: u64) -> u16 {
901 debug_assert_ne!(x, 0);
902 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
903 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
904 LOG10_TIMES_1024[most_significant_bit as usize][lower_bits as usize]
912 fn prints_negative_log10_times_1024_lookup_table() {
914 for i in 0..LOWER_BITS_BOUND {
915 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
916 let log10_times_1024 = ((x as f64).log10() * 1024.0).round() as u16;
917 assert_eq!(log10_times_1024, LOG10_TIMES_1024[msb as usize][i as usize]);
919 if i % LOWER_BITS_BOUND == 0 {
920 print!("\t\t[{}, ", log10_times_1024);
921 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
922 println!("{}],", log10_times_1024);
924 print!("{}, ", log10_times_1024);
932 impl<G: Deref<Target = NetworkGraph>, T: Time> Writeable for ProbabilisticScorerUsingTime<G, T> {
934 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
935 write_tlv_fields!(w, {
936 (0, self.channel_liquidities, required)
942 impl<G: Deref<Target = NetworkGraph>, T: Time>
943 ReadableArgs<(ProbabilisticScoringParameters, G)> for ProbabilisticScorerUsingTime<G, T> {
946 r: &mut R, args: (ProbabilisticScoringParameters, G)
947 ) -> Result<Self, DecodeError> {
948 let (params, network_graph) = args;
949 let mut channel_liquidities = HashMap::new();
950 read_tlv_fields!(r, {
951 (0, channel_liquidities, required)
961 impl<T: Time> Writeable for ChannelLiquidity<T> {
963 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
964 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
965 write_tlv_fields!(w, {
966 (0, self.min_liquidity_offset_msat, required),
967 (2, self.max_liquidity_offset_msat, required),
968 (4, duration_since_epoch, required),
974 impl<T: Time> Readable for ChannelLiquidity<T> {
976 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
977 let mut min_liquidity_offset_msat = 0;
978 let mut max_liquidity_offset_msat = 0;
979 let mut duration_since_epoch = Duration::from_secs(0);
980 read_tlv_fields!(r, {
981 (0, min_liquidity_offset_msat, required),
982 (2, max_liquidity_offset_msat, required),
983 (4, duration_since_epoch, required),
986 min_liquidity_offset_msat,
987 max_liquidity_offset_msat,
988 last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
993 pub(crate) mod time {
995 use core::time::Duration;
996 /// A measurement of time.
997 pub trait Time: Copy + Sub<Duration, Output = Self> where Self: Sized {
998 /// Returns an instance corresponding to the current moment.
1001 /// Returns the amount of time elapsed since `self` was created.
1002 fn elapsed(&self) -> Duration;
1004 /// Returns the amount of time passed between `earlier` and `self`.
1005 fn duration_since(&self, earlier: Self) -> Duration;
1007 /// Returns the amount of time passed since the beginning of [`Time`].
1009 /// Used during (de-)serialization.
1010 fn duration_since_epoch() -> Duration;
1013 /// A state in which time has no meaning.
1014 #[derive(Clone, Copy, Debug, PartialEq, Eq)]
1015 pub struct Eternity;
1017 #[cfg(not(feature = "no-std"))]
1018 impl Time for std::time::Instant {
1020 std::time::Instant::now()
1023 fn duration_since(&self, earlier: Self) -> Duration {
1024 self.duration_since(earlier)
1027 fn duration_since_epoch() -> Duration {
1028 use std::time::SystemTime;
1029 SystemTime::now().duration_since(SystemTime::UNIX_EPOCH).unwrap()
1032 fn elapsed(&self) -> Duration {
1033 std::time::Instant::elapsed(self)
1037 impl Time for Eternity {
1042 fn duration_since(&self, _earlier: Self) -> Duration {
1043 Duration::from_secs(0)
1046 fn duration_since_epoch() -> Duration {
1047 Duration::from_secs(0)
1050 fn elapsed(&self) -> Duration {
1051 Duration::from_secs(0)
1055 impl Sub<Duration> for Eternity {
1058 fn sub(self, _other: Duration) -> Self {
1064 pub(crate) use self::time::Time;
1068 use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime, ScoringParameters, ScorerUsingTime, Time};
1069 use super::time::Eternity;
1071 use ln::features::{ChannelFeatures, NodeFeatures};
1072 use ln::msgs::{ChannelAnnouncement, ChannelUpdate, OptionalField, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
1073 use routing::scoring::Score;
1074 use routing::network_graph::{NetworkGraph, NodeId};
1075 use routing::router::RouteHop;
1076 use util::ser::{Readable, ReadableArgs, Writeable};
1078 use bitcoin::blockdata::constants::genesis_block;
1079 use bitcoin::hashes::Hash;
1080 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
1081 use bitcoin::network::constants::Network;
1082 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
1083 use core::cell::Cell;
1085 use core::time::Duration;
1090 /// Time that can be advanced manually in tests.
1091 #[derive(Clone, Copy, Debug, PartialEq, Eq)]
1092 struct SinceEpoch(Duration);
1096 static ELAPSED: Cell<Duration> = core::cell::Cell::new(Duration::from_secs(0));
1099 fn advance(duration: Duration) {
1100 Self::ELAPSED.with(|elapsed| elapsed.set(elapsed.get() + duration))
1104 impl Time for SinceEpoch {
1106 Self(Self::duration_since_epoch())
1109 fn duration_since(&self, earlier: Self) -> Duration {
1113 fn duration_since_epoch() -> Duration {
1114 Self::ELAPSED.with(|elapsed| elapsed.get())
1117 fn elapsed(&self) -> Duration {
1118 Self::duration_since_epoch() - self.0
1122 impl Sub<Duration> for SinceEpoch {
1125 fn sub(self, other: Duration) -> Self {
1126 Self(self.0 - other)
1131 fn time_passes_when_advanced() {
1132 let now = SinceEpoch::now();
1133 assert_eq!(now.elapsed(), Duration::from_secs(0));
1135 SinceEpoch::advance(Duration::from_secs(1));
1136 SinceEpoch::advance(Duration::from_secs(1));
1138 let elapsed = now.elapsed();
1139 let later = SinceEpoch::now();
1141 assert_eq!(elapsed, Duration::from_secs(2));
1142 assert_eq!(later - elapsed, now);
1146 fn time_never_passes_in_an_eternity() {
1147 let now = Eternity::now();
1148 let elapsed = now.elapsed();
1149 let later = Eternity::now();
1151 assert_eq!(now.elapsed(), Duration::from_secs(0));
1152 assert_eq!(later - elapsed, now);
1157 /// A scorer for testing with time that can be manually advanced.
1158 type Scorer = ScorerUsingTime::<SinceEpoch>;
1160 fn source_privkey() -> SecretKey {
1161 SecretKey::from_slice(&[42; 32]).unwrap()
1164 fn target_privkey() -> SecretKey {
1165 SecretKey::from_slice(&[43; 32]).unwrap()
1168 fn source_pubkey() -> PublicKey {
1169 let secp_ctx = Secp256k1::new();
1170 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1173 fn target_pubkey() -> PublicKey {
1174 let secp_ctx = Secp256k1::new();
1175 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1178 fn source_node_id() -> NodeId {
1179 NodeId::from_pubkey(&source_pubkey())
1182 fn target_node_id() -> NodeId {
1183 NodeId::from_pubkey(&target_pubkey())
1187 fn penalizes_without_channel_failures() {
1188 let scorer = Scorer::new(ScoringParameters {
1189 base_penalty_msat: 1_000,
1190 failure_penalty_msat: 512,
1191 failure_penalty_half_life: Duration::from_secs(1),
1192 overuse_penalty_start_1024th: 1024,
1193 overuse_penalty_msat_per_1024th: 0,
1195 let source = source_node_id();
1196 let target = target_node_id();
1197 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1199 SinceEpoch::advance(Duration::from_secs(1));
1200 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1204 fn accumulates_channel_failure_penalties() {
1205 let mut scorer = Scorer::new(ScoringParameters {
1206 base_penalty_msat: 1_000,
1207 failure_penalty_msat: 64,
1208 failure_penalty_half_life: Duration::from_secs(10),
1209 overuse_penalty_start_1024th: 1024,
1210 overuse_penalty_msat_per_1024th: 0,
1212 let source = source_node_id();
1213 let target = target_node_id();
1214 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1216 scorer.payment_path_failed(&[], 42);
1217 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1219 scorer.payment_path_failed(&[], 42);
1220 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1222 scorer.payment_path_failed(&[], 42);
1223 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_192);
1227 fn decays_channel_failure_penalties_over_time() {
1228 let mut scorer = Scorer::new(ScoringParameters {
1229 base_penalty_msat: 1_000,
1230 failure_penalty_msat: 512,
1231 failure_penalty_half_life: Duration::from_secs(10),
1232 overuse_penalty_start_1024th: 1024,
1233 overuse_penalty_msat_per_1024th: 0,
1235 let source = source_node_id();
1236 let target = target_node_id();
1237 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1239 scorer.payment_path_failed(&[], 42);
1240 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1242 SinceEpoch::advance(Duration::from_secs(9));
1243 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1245 SinceEpoch::advance(Duration::from_secs(1));
1246 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1248 SinceEpoch::advance(Duration::from_secs(10 * 8));
1249 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_001);
1251 SinceEpoch::advance(Duration::from_secs(10));
1252 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1254 SinceEpoch::advance(Duration::from_secs(10));
1255 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1259 fn decays_channel_failure_penalties_without_shift_overflow() {
1260 let mut scorer = Scorer::new(ScoringParameters {
1261 base_penalty_msat: 1_000,
1262 failure_penalty_msat: 512,
1263 failure_penalty_half_life: Duration::from_secs(10),
1264 overuse_penalty_start_1024th: 1024,
1265 overuse_penalty_msat_per_1024th: 0,
1267 let source = source_node_id();
1268 let target = target_node_id();
1269 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1271 scorer.payment_path_failed(&[], 42);
1272 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1274 // An unchecked right shift 64 bits or more in ChannelFailure::decayed_penalty_msat would
1275 // cause an overflow.
1276 SinceEpoch::advance(Duration::from_secs(10 * 64));
1277 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1279 SinceEpoch::advance(Duration::from_secs(10));
1280 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1284 fn accumulates_channel_failure_penalties_after_decay() {
1285 let mut scorer = Scorer::new(ScoringParameters {
1286 base_penalty_msat: 1_000,
1287 failure_penalty_msat: 512,
1288 failure_penalty_half_life: Duration::from_secs(10),
1289 overuse_penalty_start_1024th: 1024,
1290 overuse_penalty_msat_per_1024th: 0,
1292 let source = source_node_id();
1293 let target = target_node_id();
1294 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1296 scorer.payment_path_failed(&[], 42);
1297 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1299 SinceEpoch::advance(Duration::from_secs(10));
1300 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1302 scorer.payment_path_failed(&[], 42);
1303 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_768);
1305 SinceEpoch::advance(Duration::from_secs(10));
1306 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_384);
1310 fn reduces_channel_failure_penalties_after_success() {
1311 let mut scorer = Scorer::new(ScoringParameters {
1312 base_penalty_msat: 1_000,
1313 failure_penalty_msat: 512,
1314 failure_penalty_half_life: Duration::from_secs(10),
1315 overuse_penalty_start_1024th: 1024,
1316 overuse_penalty_msat_per_1024th: 0,
1318 let source = source_node_id();
1319 let target = target_node_id();
1320 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1322 scorer.payment_path_failed(&[], 42);
1323 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1325 SinceEpoch::advance(Duration::from_secs(10));
1326 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1328 let hop = RouteHop {
1329 pubkey: PublicKey::from_slice(target.as_slice()).unwrap(),
1330 node_features: NodeFeatures::known(),
1331 short_channel_id: 42,
1332 channel_features: ChannelFeatures::known(),
1334 cltv_expiry_delta: 18,
1336 scorer.payment_path_successful(&[&hop]);
1337 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1339 SinceEpoch::advance(Duration::from_secs(10));
1340 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1344 fn restores_persisted_channel_failure_penalties() {
1345 let mut scorer = Scorer::new(ScoringParameters {
1346 base_penalty_msat: 1_000,
1347 failure_penalty_msat: 512,
1348 failure_penalty_half_life: Duration::from_secs(10),
1349 overuse_penalty_start_1024th: 1024,
1350 overuse_penalty_msat_per_1024th: 0,
1352 let source = source_node_id();
1353 let target = target_node_id();
1355 scorer.payment_path_failed(&[], 42);
1356 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1358 SinceEpoch::advance(Duration::from_secs(10));
1359 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1361 scorer.payment_path_failed(&[], 43);
1362 assert_eq!(scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1364 let mut serialized_scorer = Vec::new();
1365 scorer.write(&mut serialized_scorer).unwrap();
1367 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1368 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1369 assert_eq!(deserialized_scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1373 fn decays_persisted_channel_failure_penalties() {
1374 let mut scorer = Scorer::new(ScoringParameters {
1375 base_penalty_msat: 1_000,
1376 failure_penalty_msat: 512,
1377 failure_penalty_half_life: Duration::from_secs(10),
1378 overuse_penalty_start_1024th: 1024,
1379 overuse_penalty_msat_per_1024th: 0,
1381 let source = source_node_id();
1382 let target = target_node_id();
1384 scorer.payment_path_failed(&[], 42);
1385 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1387 let mut serialized_scorer = Vec::new();
1388 scorer.write(&mut serialized_scorer).unwrap();
1390 SinceEpoch::advance(Duration::from_secs(10));
1392 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1393 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1395 SinceEpoch::advance(Duration::from_secs(10));
1396 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1400 fn charges_per_1024th_penalty() {
1401 let scorer = Scorer::new(ScoringParameters {
1402 base_penalty_msat: 0,
1403 failure_penalty_msat: 0,
1404 failure_penalty_half_life: Duration::from_secs(0),
1405 overuse_penalty_start_1024th: 256,
1406 overuse_penalty_msat_per_1024th: 100,
1408 let source = source_node_id();
1409 let target = target_node_id();
1411 assert_eq!(scorer.channel_penalty_msat(42, 1_000, 1_024_000, &source, &target), 0);
1412 assert_eq!(scorer.channel_penalty_msat(42, 256_999, 1_024_000, &source, &target), 0);
1413 assert_eq!(scorer.channel_penalty_msat(42, 257_000, 1_024_000, &source, &target), 100);
1414 assert_eq!(scorer.channel_penalty_msat(42, 258_000, 1_024_000, &source, &target), 200);
1415 assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 256 * 100);
1418 // `ProbabilisticScorer` tests
1420 /// A probabilistic scorer for testing with time that can be manually advanced.
1421 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph, SinceEpoch>;
1423 fn sender_privkey() -> SecretKey {
1424 SecretKey::from_slice(&[41; 32]).unwrap()
1427 fn recipient_privkey() -> SecretKey {
1428 SecretKey::from_slice(&[45; 32]).unwrap()
1431 fn sender_pubkey() -> PublicKey {
1432 let secp_ctx = Secp256k1::new();
1433 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1436 fn recipient_pubkey() -> PublicKey {
1437 let secp_ctx = Secp256k1::new();
1438 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1441 fn sender_node_id() -> NodeId {
1442 NodeId::from_pubkey(&sender_pubkey())
1445 fn recipient_node_id() -> NodeId {
1446 NodeId::from_pubkey(&recipient_pubkey())
1449 fn network_graph() -> NetworkGraph {
1450 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1451 let mut network_graph = NetworkGraph::new(genesis_hash);
1452 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1453 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1459 network_graph: &mut NetworkGraph, short_channel_id: u64, node_1_key: SecretKey,
1460 node_2_key: SecretKey
1462 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1463 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1464 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1465 let secp_ctx = Secp256k1::new();
1466 let unsigned_announcement = UnsignedChannelAnnouncement {
1467 features: ChannelFeatures::known(),
1468 chain_hash: genesis_hash,
1470 node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key),
1471 node_id_2: PublicKey::from_secret_key(&secp_ctx, &node_2_key),
1472 bitcoin_key_1: PublicKey::from_secret_key(&secp_ctx, &node_1_secret),
1473 bitcoin_key_2: PublicKey::from_secret_key(&secp_ctx, &node_2_secret),
1474 excess_data: Vec::new(),
1476 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1477 let signed_announcement = ChannelAnnouncement {
1478 node_signature_1: secp_ctx.sign(&msghash, &node_1_key),
1479 node_signature_2: secp_ctx.sign(&msghash, &node_2_key),
1480 bitcoin_signature_1: secp_ctx.sign(&msghash, &node_1_secret),
1481 bitcoin_signature_2: secp_ctx.sign(&msghash, &node_2_secret),
1482 contents: unsigned_announcement,
1484 let chain_source: Option<&::util::test_utils::TestChainSource> = None;
1485 network_graph.update_channel_from_announcement(
1486 &signed_announcement, &chain_source, &secp_ctx).unwrap();
1487 update_channel(network_graph, short_channel_id, node_1_key, 0);
1488 update_channel(network_graph, short_channel_id, node_2_key, 1);
1492 network_graph: &mut NetworkGraph, short_channel_id: u64, node_key: SecretKey, flags: u8
1494 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1495 let secp_ctx = Secp256k1::new();
1496 let unsigned_update = UnsignedChannelUpdate {
1497 chain_hash: genesis_hash,
1501 cltv_expiry_delta: 18,
1502 htlc_minimum_msat: 0,
1503 htlc_maximum_msat: OptionalField::Present(1_000),
1505 fee_proportional_millionths: 0,
1506 excess_data: Vec::new(),
1508 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1509 let signed_update = ChannelUpdate {
1510 signature: secp_ctx.sign(&msghash, &node_key),
1511 contents: unsigned_update,
1513 network_graph.update_channel(&signed_update, &secp_ctx).unwrap();
1516 fn payment_path_for_amount(amount_msat: u64) -> Vec<RouteHop> {
1519 pubkey: source_pubkey(),
1520 node_features: NodeFeatures::known(),
1521 short_channel_id: 41,
1522 channel_features: ChannelFeatures::known(),
1524 cltv_expiry_delta: 18,
1527 pubkey: target_pubkey(),
1528 node_features: NodeFeatures::known(),
1529 short_channel_id: 42,
1530 channel_features: ChannelFeatures::known(),
1532 cltv_expiry_delta: 18,
1535 pubkey: recipient_pubkey(),
1536 node_features: NodeFeatures::known(),
1537 short_channel_id: 43,
1538 channel_features: ChannelFeatures::known(),
1539 fee_msat: amount_msat,
1540 cltv_expiry_delta: 18,
1546 fn liquidity_bounds_directed_from_lowest_node_id() {
1547 let last_updated = SinceEpoch::now();
1548 let network_graph = network_graph();
1549 let params = ProbabilisticScoringParameters::default();
1550 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1553 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
1557 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
1559 let source = source_node_id();
1560 let target = target_node_id();
1561 let recipient = recipient_node_id();
1562 assert!(source > target);
1563 assert!(target < recipient);
1565 // Update minimum liquidity.
1567 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1568 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1569 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1570 assert_eq!(liquidity.min_liquidity_msat(), 100);
1571 assert_eq!(liquidity.max_liquidity_msat(), 300);
1573 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1574 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1575 assert_eq!(liquidity.min_liquidity_msat(), 700);
1576 assert_eq!(liquidity.max_liquidity_msat(), 900);
1578 scorer.channel_liquidities.get_mut(&42).unwrap()
1579 .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1580 .set_min_liquidity_msat(200);
1582 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1583 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1584 assert_eq!(liquidity.min_liquidity_msat(), 200);
1585 assert_eq!(liquidity.max_liquidity_msat(), 300);
1587 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1588 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1589 assert_eq!(liquidity.min_liquidity_msat(), 700);
1590 assert_eq!(liquidity.max_liquidity_msat(), 800);
1592 // Update maximum liquidity.
1594 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1595 .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
1596 assert_eq!(liquidity.min_liquidity_msat(), 700);
1597 assert_eq!(liquidity.max_liquidity_msat(), 900);
1599 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1600 .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
1601 assert_eq!(liquidity.min_liquidity_msat(), 100);
1602 assert_eq!(liquidity.max_liquidity_msat(), 300);
1604 scorer.channel_liquidities.get_mut(&43).unwrap()
1605 .as_directed_mut(&target, &recipient, 1_000, liquidity_offset_half_life)
1606 .set_max_liquidity_msat(200);
1608 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1609 .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
1610 assert_eq!(liquidity.min_liquidity_msat(), 0);
1611 assert_eq!(liquidity.max_liquidity_msat(), 200);
1613 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1614 .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
1615 assert_eq!(liquidity.min_liquidity_msat(), 800);
1616 assert_eq!(liquidity.max_liquidity_msat(), 1000);
1620 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
1621 let last_updated = SinceEpoch::now();
1622 let network_graph = network_graph();
1623 let params = ProbabilisticScoringParameters::default();
1624 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1627 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
1629 let source = source_node_id();
1630 let target = target_node_id();
1631 assert!(source > target);
1633 // Check initial bounds.
1634 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1635 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1636 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1637 assert_eq!(liquidity.min_liquidity_msat(), 400);
1638 assert_eq!(liquidity.max_liquidity_msat(), 800);
1640 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1641 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1642 assert_eq!(liquidity.min_liquidity_msat(), 200);
1643 assert_eq!(liquidity.max_liquidity_msat(), 600);
1645 // Reset from source to target.
1646 scorer.channel_liquidities.get_mut(&42).unwrap()
1647 .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1648 .set_min_liquidity_msat(900);
1650 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1651 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1652 assert_eq!(liquidity.min_liquidity_msat(), 900);
1653 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1655 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1656 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1657 assert_eq!(liquidity.min_liquidity_msat(), 0);
1658 assert_eq!(liquidity.max_liquidity_msat(), 100);
1660 // Reset from target to source.
1661 scorer.channel_liquidities.get_mut(&42).unwrap()
1662 .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
1663 .set_min_liquidity_msat(400);
1665 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1666 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1667 assert_eq!(liquidity.min_liquidity_msat(), 0);
1668 assert_eq!(liquidity.max_liquidity_msat(), 600);
1670 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1671 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1672 assert_eq!(liquidity.min_liquidity_msat(), 400);
1673 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1677 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
1678 let last_updated = SinceEpoch::now();
1679 let network_graph = network_graph();
1680 let params = ProbabilisticScoringParameters::default();
1681 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1684 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
1686 let source = source_node_id();
1687 let target = target_node_id();
1688 assert!(source > target);
1690 // Check initial bounds.
1691 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1692 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1693 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1694 assert_eq!(liquidity.min_liquidity_msat(), 400);
1695 assert_eq!(liquidity.max_liquidity_msat(), 800);
1697 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1698 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1699 assert_eq!(liquidity.min_liquidity_msat(), 200);
1700 assert_eq!(liquidity.max_liquidity_msat(), 600);
1702 // Reset from source to target.
1703 scorer.channel_liquidities.get_mut(&42).unwrap()
1704 .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1705 .set_max_liquidity_msat(300);
1707 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1708 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1709 assert_eq!(liquidity.min_liquidity_msat(), 0);
1710 assert_eq!(liquidity.max_liquidity_msat(), 300);
1712 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1713 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1714 assert_eq!(liquidity.min_liquidity_msat(), 700);
1715 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1717 // Reset from target to source.
1718 scorer.channel_liquidities.get_mut(&42).unwrap()
1719 .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
1720 .set_max_liquidity_msat(600);
1722 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1723 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1724 assert_eq!(liquidity.min_liquidity_msat(), 400);
1725 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1727 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1728 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1729 assert_eq!(liquidity.min_liquidity_msat(), 0);
1730 assert_eq!(liquidity.max_liquidity_msat(), 600);
1734 fn increased_penalty_nearing_liquidity_upper_bound() {
1735 let network_graph = network_graph();
1736 let params = ProbabilisticScoringParameters {
1737 liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1739 let scorer = ProbabilisticScorer::new(params, &network_graph);
1740 let source = source_node_id();
1741 let target = target_node_id();
1743 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024_000, &source, &target), 0);
1744 assert_eq!(scorer.channel_penalty_msat(42, 10_240, 1_024_000, &source, &target), 14);
1745 assert_eq!(scorer.channel_penalty_msat(42, 102_400, 1_024_000, &source, &target), 43);
1746 assert_eq!(scorer.channel_penalty_msat(42, 1_024_000, 1_024_000, &source, &target), 2_000);
1748 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 58);
1749 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
1750 assert_eq!(scorer.channel_penalty_msat(42, 374, 1_024, &source, &target), 204);
1751 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
1752 assert_eq!(scorer.channel_penalty_msat(42, 640, 1_024, &source, &target), 426);
1753 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 602);
1754 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 903);
1758 fn constant_penalty_outside_liquidity_bounds() {
1759 let last_updated = SinceEpoch::now();
1760 let network_graph = network_graph();
1761 let params = ProbabilisticScoringParameters {
1762 liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1764 let scorer = ProbabilisticScorer::new(params, &network_graph)
1767 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated
1769 let source = source_node_id();
1770 let target = target_node_id();
1772 assert_eq!(scorer.channel_penalty_msat(42, 39, 100, &source, &target), 0);
1773 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 0);
1774 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 2_000);
1775 assert_eq!(scorer.channel_penalty_msat(42, 61, 100, &source, &target), 2_000);
1779 fn does_not_further_penalize_own_channel() {
1780 let network_graph = network_graph();
1781 let params = ProbabilisticScoringParameters {
1782 liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1784 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1785 let sender = sender_node_id();
1786 let source = source_node_id();
1787 let failed_path = payment_path_for_amount(500);
1788 let successful_path = payment_path_for_amount(200);
1790 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1792 scorer.payment_path_failed(&failed_path.iter().collect::<Vec<_>>(), 41);
1793 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1795 scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
1796 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1800 fn sets_liquidity_lower_bound_on_downstream_failure() {
1801 let network_graph = network_graph();
1802 let params = ProbabilisticScoringParameters {
1803 liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1805 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1806 let source = source_node_id();
1807 let target = target_node_id();
1808 let path = payment_path_for_amount(500);
1810 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
1811 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1812 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 601);
1814 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
1816 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 0);
1817 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 0);
1818 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 300);
1822 fn sets_liquidity_upper_bound_on_failure() {
1823 let network_graph = network_graph();
1824 let params = ProbabilisticScoringParameters {
1825 liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1827 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1828 let source = source_node_id();
1829 let target = target_node_id();
1830 let path = payment_path_for_amount(500);
1832 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
1833 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1834 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 601);
1836 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
1838 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1839 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
1840 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 2_000);
1844 fn reduces_liquidity_upper_bound_along_path_on_success() {
1845 let network_graph = network_graph();
1846 let params = ProbabilisticScoringParameters {
1847 liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1849 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1850 let sender = sender_node_id();
1851 let source = source_node_id();
1852 let target = target_node_id();
1853 let recipient = recipient_node_id();
1854 let path = payment_path_for_amount(500);
1856 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 128);
1857 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
1858 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 128);
1860 scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
1862 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 128);
1863 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1864 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 300);
1868 fn decays_liquidity_bounds_over_time() {
1869 let network_graph = network_graph();
1870 let params = ProbabilisticScoringParameters {
1871 liquidity_penalty_multiplier_msat: 1_000,
1872 liquidity_offset_half_life: Duration::from_secs(10),
1874 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1875 let source = source_node_id();
1876 let target = target_node_id();
1878 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1879 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1881 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
1882 scorer.payment_path_failed(&payment_path_for_amount(128).iter().collect::<Vec<_>>(), 43);
1884 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
1885 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 97);
1886 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_409);
1887 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000);
1889 SinceEpoch::advance(Duration::from_secs(9));
1890 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
1891 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 97);
1892 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_409);
1893 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000);
1895 SinceEpoch::advance(Duration::from_secs(1));
1896 assert_eq!(scorer.channel_penalty_msat(42, 64, 1_024, &source, &target), 0);
1897 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 34);
1898 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 1_773);
1899 assert_eq!(scorer.channel_penalty_msat(42, 960, 1_024, &source, &target), 2_000);
1901 // Fully decay liquidity lower bound.
1902 SinceEpoch::advance(Duration::from_secs(10 * 7));
1903 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1904 assert_eq!(scorer.channel_penalty_msat(42, 1, 1_024, &source, &target), 0);
1905 assert_eq!(scorer.channel_penalty_msat(42, 1_023, 1_024, &source, &target), 2_000);
1906 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1908 // Fully decay liquidity upper bound.
1909 SinceEpoch::advance(Duration::from_secs(10));
1910 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1911 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1913 SinceEpoch::advance(Duration::from_secs(10));
1914 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1915 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1919 fn decays_liquidity_bounds_without_shift_overflow() {
1920 let network_graph = network_graph();
1921 let params = ProbabilisticScoringParameters {
1922 liquidity_penalty_multiplier_msat: 1_000,
1923 liquidity_offset_half_life: Duration::from_secs(10),
1925 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1926 let source = source_node_id();
1927 let target = target_node_id();
1928 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
1930 scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::<Vec<_>>(), 42);
1931 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 274);
1933 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
1934 // would cause an overflow.
1935 SinceEpoch::advance(Duration::from_secs(10 * 64));
1936 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
1938 SinceEpoch::advance(Duration::from_secs(10));
1939 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
1943 fn restricts_liquidity_bounds_after_decay() {
1944 let network_graph = network_graph();
1945 let params = ProbabilisticScoringParameters {
1946 liquidity_penalty_multiplier_msat: 1_000,
1947 liquidity_offset_half_life: Duration::from_secs(10),
1949 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1950 let source = source_node_id();
1951 let target = target_node_id();
1953 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
1955 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
1956 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
1957 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
1958 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 274);
1960 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
1961 SinceEpoch::advance(Duration::from_secs(10));
1962 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
1964 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
1965 // is closer to the upper bound, meaning a higher penalty.
1966 scorer.payment_path_successful(&payment_path_for_amount(64).iter().collect::<Vec<_>>());
1967 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 342);
1969 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
1970 // is closer to the lower bound, meaning a lower penalty.
1971 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
1972 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 255);
1974 // Further decaying affects the lower bound more than the upper bound (128, 928).
1975 SinceEpoch::advance(Duration::from_secs(10));
1976 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 284);
1980 fn restores_persisted_liquidity_bounds() {
1981 let network_graph = network_graph();
1982 let params = ProbabilisticScoringParameters {
1983 liquidity_penalty_multiplier_msat: 1_000,
1984 liquidity_offset_half_life: Duration::from_secs(10),
1986 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1987 let source = source_node_id();
1988 let target = target_node_id();
1990 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
1991 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
1993 SinceEpoch::advance(Duration::from_secs(10));
1994 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 472);
1996 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
1997 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1999 let mut serialized_scorer = Vec::new();
2000 scorer.write(&mut serialized_scorer).unwrap();
2002 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2003 let deserialized_scorer =
2004 <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
2005 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
2009 fn decays_persisted_liquidity_bounds() {
2010 let network_graph = network_graph();
2011 let params = ProbabilisticScoringParameters {
2012 liquidity_penalty_multiplier_msat: 1_000,
2013 liquidity_offset_half_life: Duration::from_secs(10),
2015 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
2016 let source = source_node_id();
2017 let target = target_node_id();
2019 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
2020 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
2022 let mut serialized_scorer = Vec::new();
2023 scorer.write(&mut serialized_scorer).unwrap();
2025 SinceEpoch::advance(Duration::from_secs(10));
2027 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2028 let deserialized_scorer =
2029 <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
2030 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 472);
2032 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
2033 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
2035 SinceEpoch::advance(Duration::from_secs(10));
2036 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 371);