git.bitcoin.ninja Git - rust-lightning/blob - lightning/src/routing/scoring.rs

   1 // This file is Copyright its original authors, visible in version control
   2 // history.
   3 //
   4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
   5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
   6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
   7 // You may not use this file except in accordance with one or both of these
   8 // licenses.
   9
  10 //! Utilities for scoring payment channels.
  11 //!
  12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
  13 //! finding when a custom [`Score`] implementation is not needed.
  14 //!
  15 //! # Example
  16 //!
  17 //! ```
  18 //! # extern crate secp256k1;
  19 //! #
  20 //! # use lightning::routing::network_graph::NetworkGraph;
  21 //! # use lightning::routing::router::{RouteParameters, find_route};
  22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringParameters, Scorer, ScoringParameters};
  23 //! # use lightning::util::logger::{Logger, Record};
  24 //! # use secp256k1::key::PublicKey;
  25 //! #
  26 //! # struct FakeLogger {};
  27 //! # impl Logger for FakeLogger {
  28 //! #     fn log(&self, record: &Record) { unimplemented!() }
  29 //! # }
  30 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph) {
  31 //! # let logger = FakeLogger {};
  32 //! #
  33 //! // Use the default channel penalties.
  34 //! let params = ProbabilisticScoringParameters::default();
  35 //! let scorer = ProbabilisticScorer::new(params, &network_graph);
  36 //!
  37 //! // Or use custom channel penalties.
  38 //! let params = ProbabilisticScoringParameters {
  39 //!     liquidity_penalty_multiplier_msat: 2 * 1000,
  40 //!     ..ProbabilisticScoringParameters::default()
  41 //! };
  42 //! let scorer = ProbabilisticScorer::new(params, &network_graph);
  43 //!
  44 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer);
  45 //! # }
  46 //! ```
  47 //!
  48 //! # Note
  49 //!
  50 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
  51 //! different types and thus is undefined.
  52 //!
  53 //! [`find_route`]: crate::routing::router::find_route
  54
  55 use ln::msgs::DecodeError;
  56 use routing::network_graph::{NetworkGraph, NodeId};
  57 use routing::router::RouteHop;
  58 use util::ser::{Readable, ReadableArgs, Writeable, Writer};
  59
  60 use prelude::*;
  61 use core::cell::{RefCell, RefMut};
  62 use core::ops::{Deref, DerefMut};
  63 use core::time::Duration;
  64 use io::{self, Read};
  65 use sync::{Mutex, MutexGuard};
  66
  67 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
  68 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
  69 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
  70 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
  71 ///
  72 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
  73 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
  74 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
  75 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
  76 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
  77 /// do here by defining `Score` differently for `cfg(c_bindings)`.
  78 macro_rules! define_score { ($($supertrait: path)*) => {
  79 /// An interface used to score payment channels for path finding.
  80 ///
  81 ///     Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
  82 pub trait Score $(: $supertrait)* {
  83         /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
  84         /// given channel in the direction from `source` to `target`.
  85         ///
  86         /// The channel's capacity (less any other MPP parts that are also being considered for use in
  87         /// the same payment) is given by `capacity_msat`. It may be determined from various sources
  88         /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
  89         /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
  90         /// Thus, implementations should be overflow-safe.
  91         fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64;
  92
  93         /// Handles updating channel penalties after failing to route through a channel.
  94         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64);
  95
  96         /// Handles updating channel penalties after successfully routing along a path.
  97         fn payment_path_successful(&mut self, path: &[&RouteHop]);
  98 }
  99
 100 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
 101         fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64 {
 102                 self.deref().channel_penalty_msat(short_channel_id, send_amt_msat, capacity_msat, source, target)
 103         }
 104
 105         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
 106                 self.deref_mut().payment_path_failed(path, short_channel_id)
 107         }
 108
 109         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
 110                 self.deref_mut().payment_path_successful(path)
 111         }
 112 }
 113 } }
 114
 115 #[cfg(c_bindings)]
 116 define_score!(Writeable);
 117 #[cfg(not(c_bindings))]
 118 define_score!();
 119
 120 /// A scorer that is accessed under a lock.
 121 ///
 122 /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
 123 /// having shared ownership of a scorer but without requiring internal locking in [`Score`]
 124 /// implementations. Internal locking would be detrimental to route finding performance and could
 125 /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
 126 ///
 127 /// [`find_route`]: crate::routing::router::find_route
 128 pub trait LockableScore<'a> {
 129         /// The locked [`Score`] type.
 130         type Locked: 'a + Score;
 131
 132         /// Returns the locked scorer.
 133         fn lock(&'a self) -> Self::Locked;
 134 }
 135
 136 /// (C-not exported)
 137 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
 138         type Locked = MutexGuard<'a, T>;
 139
 140         fn lock(&'a self) -> MutexGuard<'a, T> {
 141                 Mutex::lock(self).unwrap()
 142         }
 143 }
 144
 145 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
 146         type Locked = RefMut<'a, T>;
 147
 148         fn lock(&'a self) -> RefMut<'a, T> {
 149                 self.borrow_mut()
 150         }
 151 }
 152
 153 #[cfg(c_bindings)]
 154 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
 155 pub struct MultiThreadedLockableScore<S: Score> {
 156         score: Mutex<S>,
 157 }
 158 #[cfg(c_bindings)]
 159 /// (C-not exported)
 160 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
 161         type Locked = MutexGuard<'a, T>;
 162
 163         fn lock(&'a self) -> MutexGuard<'a, T> {
 164                 Mutex::lock(&self.score).unwrap()
 165         }
 166 }
 167
 168 #[cfg(c_bindings)]
 169 impl<T: Score> MultiThreadedLockableScore<T> {
 170         /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
 171         pub fn new(score: T) -> Self {
 172                 MultiThreadedLockableScore { score: Mutex::new(score) }
 173         }
 174 }
 175
 176 #[cfg(c_bindings)]
 177 /// (C-not exported)
 178 impl<'a, T: Writeable> Writeable for RefMut<'a, T> {
 179         fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
 180                 T::write(&**self, writer)
 181         }
 182 }
 183
 184 #[cfg(c_bindings)]
 185 /// (C-not exported)
 186 impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
 187         fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
 188                 S::write(&**self, writer)
 189         }
 190 }
 191
 192 #[derive(Clone)]
 193 /// [`Score`] implementation that uses a fixed penalty.
 194 pub struct FixedPenaltyScorer {
 195         penalty_msat: u64,
 196 }
 197
 198 impl_writeable_tlv_based!(FixedPenaltyScorer, {
 199         (0, penalty_msat, required),
 200 });
 201
 202 impl FixedPenaltyScorer {
 203         /// Creates a new scorer using `penalty_msat`.
 204         pub fn with_penalty(penalty_msat: u64) -> Self {
 205                 Self { penalty_msat }
 206         }
 207 }
 208
 209 impl Score for FixedPenaltyScorer {
 210         fn channel_penalty_msat(&self, _: u64, _: u64, _: u64, _: &NodeId, _: &NodeId) -> u64 {
 211                 self.penalty_msat
 212         }
 213
 214         fn payment_path_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {}
 215
 216         fn payment_path_successful(&mut self, _path: &[&RouteHop]) {}
 217 }
 218
 219 /// [`Score`] implementation that provides reasonable default behavior.
 220 ///
 221 /// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
 222 /// slightly higher fees are available. Will further penalize channels that fail to relay payments.
 223 ///
 224 /// See [module-level documentation] for usage and [`ScoringParameters`] for customization.
 225 ///
 226 /// # Note
 227 ///
 228 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
 229 /// behavior.
 230 ///
 231 /// [module-level documentation]: crate::routing::scoring
 232 #[deprecated(
 233         since = "0.0.105",
 234         note = "ProbabilisticScorer should be used instead of Scorer.",
 235 )]
 236 pub type Scorer = ScorerUsingTime::<ConfiguredTime>;
 237
 238 #[cfg(not(feature = "no-std"))]
 239 type ConfiguredTime = std::time::Instant;
 240 #[cfg(feature = "no-std")]
 241 type ConfiguredTime = time::Eternity;
 242
 243 // Note that ideally we'd hide ScorerUsingTime from public view by sealing it as well, but rustdoc
 244 // doesn't handle this well - instead exposing a `Scorer` which has no trait implementation(s) or
 245 // methods at all.
 246
 247 /// [`Score`] implementation.
 248 ///
 249 /// (C-not exported) generally all users should use the [`Scorer`] type alias.
 250 pub struct ScorerUsingTime<T: Time> {
 251         params: ScoringParameters,
 252         // TODO: Remove entries of closed channels.
 253         channel_failures: HashMap<u64, ChannelFailure<T>>,
 254 }
 255
 256 #[derive(Clone)]
 257 /// Parameters for configuring [`Scorer`].
 258 pub struct ScoringParameters {
 259         /// A fixed penalty in msats to apply to each channel.
 260         ///
 261         /// Default value: 500 msat
 262         pub base_penalty_msat: u64,
 263
 264         /// A penalty in msats to apply to a channel upon failing to relay a payment.
 265         ///
 266         /// This accumulates for each failure but may be reduced over time based on
 267         /// [`failure_penalty_half_life`] or when successfully routing through a channel.
 268         ///
 269         /// Default value: 1,024,000 msat
 270         ///
 271         /// [`failure_penalty_half_life`]: Self::failure_penalty_half_life
 272         pub failure_penalty_msat: u64,
 273
 274         /// When the amount being sent over a channel is this many 1024ths of the total channel
 275         /// capacity, we begin applying [`overuse_penalty_msat_per_1024th`].
 276         ///
 277         /// Default value: 128 1024ths (i.e. begin penalizing when an HTLC uses 1/8th of a channel)
 278         ///
 279         /// [`overuse_penalty_msat_per_1024th`]: Self::overuse_penalty_msat_per_1024th
 280         pub overuse_penalty_start_1024th: u16,
 281
 282         /// A penalty applied, per whole 1024ths of the channel capacity which the amount being sent
 283         /// over the channel exceeds [`overuse_penalty_start_1024th`] by.
 284         ///
 285         /// Default value: 20 msat (i.e. 2560 msat penalty to use 1/4th of a channel, 7680 msat penalty
 286         ///                to use half a channel, and 12,560 msat penalty to use 3/4ths of a channel)
 287         ///
 288         /// [`overuse_penalty_start_1024th`]: Self::overuse_penalty_start_1024th
 289         pub overuse_penalty_msat_per_1024th: u64,
 290
 291         /// The time required to elapse before any accumulated [`failure_penalty_msat`] penalties are
 292         /// cut in half.
 293         ///
 294         /// Successfully routing through a channel will immediately cut the penalty in half as well.
 295         ///
 296         /// Default value: 1 hour
 297         ///
 298         /// # Note
 299         ///
 300         /// When built with the `no-std` feature, time will never elapse. Therefore, this penalty will
 301         /// never decay.
 302         ///
 303         /// [`failure_penalty_msat`]: Self::failure_penalty_msat
 304         pub failure_penalty_half_life: Duration,
 305 }
 306
 307 impl_writeable_tlv_based!(ScoringParameters, {
 308         (0, base_penalty_msat, required),
 309         (1, overuse_penalty_start_1024th, (default_value, 128)),
 310         (2, failure_penalty_msat, required),
 311         (3, overuse_penalty_msat_per_1024th, (default_value, 20)),
 312         (4, failure_penalty_half_life, required),
 313 });
 314
 315 /// Accounting for penalties against a channel for failing to relay any payments.
 316 ///
 317 /// Penalties decay over time, though accumulate as more failures occur.
 318 struct ChannelFailure<T: Time> {
 319         /// Accumulated penalty in msats for the channel as of `last_updated`.
 320         undecayed_penalty_msat: u64,
 321
 322         /// Last time the channel either failed to route or successfully routed a payment. Used to decay
 323         /// `undecayed_penalty_msat`.
 324         last_updated: T,
 325 }
 326
 327 impl<T: Time> ScorerUsingTime<T> {
 328         /// Creates a new scorer using the given scoring parameters.
 329         pub fn new(params: ScoringParameters) -> Self {
 330                 Self {
 331                         params,
 332                         channel_failures: HashMap::new(),
 333                 }
 334         }
 335 }
 336
 337 impl<T: Time> ChannelFailure<T> {
 338         fn new(failure_penalty_msat: u64) -> Self {
 339                 Self {
 340                         undecayed_penalty_msat: failure_penalty_msat,
 341                         last_updated: T::now(),
 342                 }
 343         }
 344
 345         fn add_penalty(&mut self, failure_penalty_msat: u64, half_life: Duration) {
 346                 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) + failure_penalty_msat;
 347                 self.last_updated = T::now();
 348         }
 349
 350         fn reduce_penalty(&mut self, half_life: Duration) {
 351                 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) >> 1;
 352                 self.last_updated = T::now();
 353         }
 354
 355         fn decayed_penalty_msat(&self, half_life: Duration) -> u64 {
 356                 self.last_updated.elapsed().as_secs()
 357                         .checked_div(half_life.as_secs())
 358                         .and_then(|decays| self.undecayed_penalty_msat.checked_shr(decays as u32))
 359                         .unwrap_or(0)
 360         }
 361 }
 362
 363 impl<T: Time> Default for ScorerUsingTime<T> {
 364         fn default() -> Self {
 365                 Self::new(ScoringParameters::default())
 366         }
 367 }
 368
 369 impl Default for ScoringParameters {
 370         fn default() -> Self {
 371                 Self {
 372                         base_penalty_msat: 500,
 373                         failure_penalty_msat: 1024 * 1000,
 374                         failure_penalty_half_life: Duration::from_secs(3600),
 375                         overuse_penalty_start_1024th: 1024 / 8,
 376                         overuse_penalty_msat_per_1024th: 20,
 377                 }
 378         }
 379 }
 380
 381 impl<T: Time> Score for ScorerUsingTime<T> {
 382         fn channel_penalty_msat(
 383                 &self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, _source: &NodeId, _target: &NodeId
 384         ) -> u64 {
 385                 let failure_penalty_msat = self.channel_failures
 386                         .get(&short_channel_id)
 387                         .map_or(0, |value| value.decayed_penalty_msat(self.params.failure_penalty_half_life));
 388
 389                 let mut penalty_msat = self.params.base_penalty_msat + failure_penalty_msat;
 390                 let send_1024ths = send_amt_msat.checked_mul(1024).unwrap_or(u64::max_value()) / capacity_msat;
 391                 if send_1024ths > self.params.overuse_penalty_start_1024th as u64 {
 392                         penalty_msat = penalty_msat.checked_add(
 393                                         (send_1024ths - self.params.overuse_penalty_start_1024th as u64)
 394                                         .checked_mul(self.params.overuse_penalty_msat_per_1024th).unwrap_or(u64::max_value()))
 395                                 .unwrap_or(u64::max_value());
 396                 }
 397
 398                 penalty_msat
 399         }
 400
 401         fn payment_path_failed(&mut self, _path: &[&RouteHop], short_channel_id: u64) {
 402                 let failure_penalty_msat = self.params.failure_penalty_msat;
 403                 let half_life = self.params.failure_penalty_half_life;
 404                 self.channel_failures
 405                         .entry(short_channel_id)
 406                         .and_modify(|failure| failure.add_penalty(failure_penalty_msat, half_life))
 407                         .or_insert_with(|| ChannelFailure::new(failure_penalty_msat));
 408         }
 409
 410         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
 411                 let half_life = self.params.failure_penalty_half_life;
 412                 for hop in path.iter() {
 413                         self.channel_failures
 414                                 .entry(hop.short_channel_id)
 415                                 .and_modify(|failure| failure.reduce_penalty(half_life));
 416                 }
 417         }
 418 }
 419
 420 impl<T: Time> Writeable for ScorerUsingTime<T> {
 421         #[inline]
 422         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 423                 self.params.write(w)?;
 424                 self.channel_failures.write(w)?;
 425                 write_tlv_fields!(w, {});
 426                 Ok(())
 427         }
 428 }
 429
 430 impl<T: Time> Readable for ScorerUsingTime<T> {
 431         #[inline]
 432         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
 433                 let res = Ok(Self {
 434                         params: Readable::read(r)?,
 435                         channel_failures: Readable::read(r)?,
 436                 });
 437                 read_tlv_fields!(r, {});
 438                 res
 439         }
 440 }
 441
 442 impl<T: Time> Writeable for ChannelFailure<T> {
 443         #[inline]
 444         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 445                 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
 446                 write_tlv_fields!(w, {
 447                         (0, self.undecayed_penalty_msat, required),
 448                         (2, duration_since_epoch, required),
 449                 });
 450                 Ok(())
 451         }
 452 }
 453
 454 impl<T: Time> Readable for ChannelFailure<T> {
 455         #[inline]
 456         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
 457                 let mut undecayed_penalty_msat = 0;
 458                 let mut duration_since_epoch = Duration::from_secs(0);
 459                 read_tlv_fields!(r, {
 460                         (0, undecayed_penalty_msat, required),
 461                         (2, duration_since_epoch, required),
 462                 });
 463                 Ok(Self {
 464                         undecayed_penalty_msat,
 465                         last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
 466                 })
 467         }
 468 }
 469
 470 /// [`Score`] implementation using channel success probability distributions.
 471 ///
 472 /// Based on *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
 473 /// and Stefan Richter [[1]]. Given the uncertainty of channel liquidity balances, probability
 474 /// distributions are defined based on knowledge learned from successful and unsuccessful attempts.
 475 /// Then the negative `log10` of the success probability is used to determine the cost of routing a
 476 /// specific HTLC amount through a channel.
 477 ///
 478 /// Knowledge about channel liquidity balances takes the form of upper and lower bounds on the
 479 /// possible liquidity. Certainty of the bounds is decreased over time using a decay function. See
 480 /// [`ProbabilisticScoringParameters`] for details.
 481 ///
 482 /// Since the scorer aims to learn the current channel liquidity balances, it works best for nodes
 483 /// with high payment volume or that actively probe the [`NetworkGraph`]. Nodes with low payment
 484 /// volume are more likely to experience failed payment paths, which would need to be retried.
 485 ///
 486 /// # Note
 487 ///
 488 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
 489 /// behavior.
 490 ///
 491 /// [1]: https://arxiv.org/abs/2107.05322
 492 pub type ProbabilisticScorer<G> = ProbabilisticScorerUsingTime::<G, ConfiguredTime>;
 493
 494 /// Probabilistic [`Score`] implementation.
 495 ///
 496 /// (C-not exported) generally all users should use the [`ProbabilisticScorer`] type alias.
 497 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph>, T: Time> {
 498         params: ProbabilisticScoringParameters,
 499         network_graph: G,
 500         // TODO: Remove entries of closed channels.
 501         channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
 502 }
 503
 504 /// Parameters for configuring [`ProbabilisticScorer`].
 505 #[derive(Clone, Copy)]
 506 pub struct ProbabilisticScoringParameters {
 507         /// A multiplier used to determine the amount in msats willing to be paid to avoid routing
 508         /// through a channel, as per multiplying by the negative `log10` of the channel's success
 509         /// probability for a payment.
 510         ///
 511         /// The success probability is determined by the effective channel capacity, the payment amount,
 512         /// and knowledge learned from prior successful and unsuccessful payments. The lower bound of
 513         /// the success probability is 0.01, effectively limiting the penalty to the range
 514         /// `0..=2*liquidity_penalty_multiplier_msat`. The knowledge learned is decayed over time based
 515         /// on [`liquidity_offset_half_life`].
 516         ///
 517         /// Default value: 10,000 msat
 518         ///
 519         /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life
 520         pub liquidity_penalty_multiplier_msat: u64,
 521
 522         /// The time required to elapse before any knowledge learned about channel liquidity balances is
 523         /// cut in half.
 524         ///
 525         /// The bounds are defined in terms of offsets and are initially zero. Increasing the offsets
 526         /// gives tighter bounds on the channel liquidity balance. Thus, halving the offsets decreases
 527         /// the certainty of the channel liquidity balance.
 528         ///
 529         /// Default value: 1 hour
 530         ///
 531         /// # Note
 532         ///
 533         /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
 534         /// liquidity knowledge will never decay except when the bounds cross.
 535         pub liquidity_offset_half_life: Duration,
 536 }
 537
 538 impl_writeable_tlv_based!(ProbabilisticScoringParameters, {
 539         (0, liquidity_penalty_multiplier_msat, required),
 540         (2, liquidity_offset_half_life, required),
 541 });
 542
 543 /// Accounting for channel liquidity balance uncertainty.
 544 ///
 545 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
 546 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
 547 /// offset fields gives the opposite direction.
 548 struct ChannelLiquidity<T: Time> {
 549         /// Lower channel liquidity bound in terms of an offset from zero.
 550         min_liquidity_offset_msat: u64,
 551
 552         /// Upper channel liquidity bound in terms of an offset from the effective capacity.
 553         max_liquidity_offset_msat: u64,
 554
 555         /// Time when the liquidity bounds were last modified.
 556         last_updated: T,
 557 }
 558
 559 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
 560 /// decayed with a given half life.
 561 struct DirectedChannelLiquidity<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> {
 562         min_liquidity_offset_msat: L,
 563         max_liquidity_offset_msat: L,
 564         capacity_msat: u64,
 565         last_updated: U,
 566         now: T,
 567         half_life: Duration,
 568 }
 569
 570 impl<G: Deref<Target = NetworkGraph>, T: Time> ProbabilisticScorerUsingTime<G, T> {
 571         /// Creates a new scorer using the given scoring parameters for sending payments from a node
 572         /// through a network graph.
 573         pub fn new(params: ProbabilisticScoringParameters, network_graph: G) -> Self {
 574                 Self {
 575                         params,
 576                         network_graph,
 577                         channel_liquidities: HashMap::new(),
 578                 }
 579         }
 580
 581         #[cfg(test)]
 582         fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
 583                 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
 584                 self
 585         }
 586 }
 587
 588 impl Default for ProbabilisticScoringParameters {
 589         fn default() -> Self {
 590                 Self {
 591                         liquidity_penalty_multiplier_msat: 10_000,
 592                         liquidity_offset_half_life: Duration::from_secs(3600),
 593                 }
 594         }
 595 }
 596
 597 impl<T: Time> ChannelLiquidity<T> {
 598         #[inline]
 599         fn new() -> Self {
 600                 Self {
 601                         min_liquidity_offset_msat: 0,
 602                         max_liquidity_offset_msat: 0,
 603                         last_updated: T::now(),
 604                 }
 605         }
 606
 607         /// Returns a view of the channel liquidity directed from `source` to `target` assuming
 608         /// `capacity_msat`.
 609         fn as_directed(
 610                 &self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
 611         ) -> DirectedChannelLiquidity<&u64, T, &T> {
 612                 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
 613                         (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat)
 614                 } else {
 615                         (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat)
 616                 };
 617
 618                 DirectedChannelLiquidity {
 619                         min_liquidity_offset_msat,
 620                         max_liquidity_offset_msat,
 621                         capacity_msat,
 622                         last_updated: &self.last_updated,
 623                         now: T::now(),
 624                         half_life,
 625                 }
 626         }
 627
 628         /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
 629         /// `capacity_msat`.
 630         fn as_directed_mut(
 631                 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
 632         ) -> DirectedChannelLiquidity<&mut u64, T, &mut T> {
 633                 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
 634                         (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat)
 635                 } else {
 636                         (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat)
 637                 };
 638
 639                 DirectedChannelLiquidity {
 640                         min_liquidity_offset_msat,
 641                         max_liquidity_offset_msat,
 642                         capacity_msat,
 643                         last_updated: &mut self.last_updated,
 644                         now: T::now(),
 645                         half_life,
 646                 }
 647         }
 648 }
 649
 650 impl<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity<L, T, U> {
 651         /// Returns a penalty for routing the given HTLC `amount_msat` through the channel in this
 652         /// direction.
 653         fn penalty_msat(&self, amount_msat: u64, liquidity_penalty_multiplier_msat: u64) -> u64 {
 654                 let max_liquidity_msat = self.max_liquidity_msat();
 655                 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
 656                 if amount_msat > max_liquidity_msat {
 657                         u64::max_value()
 658                 } else if amount_msat <= min_liquidity_msat {
 659                         0
 660                 } else {
 661                         let numerator = max_liquidity_msat + 1 - amount_msat;
 662                         let denominator = max_liquidity_msat + 1 - min_liquidity_msat;
 663                         approx::negative_log10_times_1024(numerator, denominator)
 664                                 .saturating_mul(liquidity_penalty_multiplier_msat) / 1024
 665                 }
 666                 // Upper bound the penalty to ensure some channel is selected.
 667                 .min(2 * liquidity_penalty_multiplier_msat)
 668         }
 669
 670         /// Returns the lower bound of the channel liquidity balance in this direction.
 671         fn min_liquidity_msat(&self) -> u64 {
 672                 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
 673         }
 674
 675         /// Returns the upper bound of the channel liquidity balance in this direction.
 676         fn max_liquidity_msat(&self) -> u64 {
 677                 self.capacity_msat
 678                         .checked_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
 679                         .unwrap_or(0)
 680         }
 681
 682         fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
 683                 self.now.duration_since(*self.last_updated).as_secs()
 684                         .checked_div(self.half_life.as_secs())
 685                         .and_then(|decays| offset_msat.checked_shr(decays as u32))
 686                         .unwrap_or(0)
 687         }
 688 }
 689
 690 impl<L: DerefMut<Target = u64>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, T, U> {
 691         /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
 692         fn failed_at_channel(&mut self, amount_msat: u64) {
 693                 if amount_msat < self.max_liquidity_msat() {
 694                         self.set_max_liquidity_msat(amount_msat);
 695                 }
 696         }
 697
 698         /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
 699         fn failed_downstream(&mut self, amount_msat: u64) {
 700                 if amount_msat > self.min_liquidity_msat() {
 701                         self.set_min_liquidity_msat(amount_msat);
 702                 }
 703         }
 704
 705         /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
 706         fn successful(&mut self, amount_msat: u64) {
 707                 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
 708                 self.set_max_liquidity_msat(max_liquidity_msat);
 709         }
 710
 711         /// Adjusts the lower bound of the channel liquidity balance in this direction.
 712         fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
 713                 *self.min_liquidity_offset_msat = amount_msat;
 714                 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
 715                         0
 716                 } else {
 717                         self.decayed_offset_msat(*self.max_liquidity_offset_msat)
 718                 };
 719                 *self.last_updated = self.now;
 720         }
 721
 722         /// Adjusts the upper bound of the channel liquidity balance in this direction.
 723         fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
 724                 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
 725                 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
 726                         0
 727                 } else {
 728                         self.decayed_offset_msat(*self.min_liquidity_offset_msat)
 729                 };
 730                 *self.last_updated = self.now;
 731         }
 732 }
 733
 734 impl<G: Deref<Target = NetworkGraph>, T: Time> Score for ProbabilisticScorerUsingTime<G, T> {
 735         fn channel_penalty_msat(
 736                 &self, short_channel_id: u64, amount_msat: u64, capacity_msat: u64, source: &NodeId,
 737                 target: &NodeId
 738         ) -> u64 {
 739                 let liquidity_penalty_multiplier_msat = self.params.liquidity_penalty_multiplier_msat;
 740                 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
 741                 self.channel_liquidities
 742                         .get(&short_channel_id)
 743                         .unwrap_or(&ChannelLiquidity::new())
 744                         .as_directed(source, target, capacity_msat, liquidity_offset_half_life)
 745                         .penalty_msat(amount_msat, liquidity_penalty_multiplier_msat)
 746         }
 747
 748         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
 749                 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
 750                 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
 751                 let network_graph = self.network_graph.read_only();
 752                 for hop in path {
 753                         let target = NodeId::from_pubkey(&hop.pubkey);
 754                         let channel_directed_from_source = network_graph.channels()
 755                                 .get(&hop.short_channel_id)
 756                                 .and_then(|channel| channel.as_directed_to(&target));
 757
 758                         // Only score announced channels.
 759                         if let Some((channel, source)) = channel_directed_from_source {
 760                                 let capacity_msat = channel.effective_capacity().as_msat();
 761                                 if hop.short_channel_id == short_channel_id {
 762                                         self.channel_liquidities
 763                                                 .entry(hop.short_channel_id)
 764                                                 .or_insert_with(ChannelLiquidity::new)
 765                                                 .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
 766                                                 .failed_at_channel(amount_msat);
 767                                         break;
 768                                 }
 769
 770                                 self.channel_liquidities
 771                                         .entry(hop.short_channel_id)
 772                                         .or_insert_with(ChannelLiquidity::new)
 773                                         .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
 774                                         .failed_downstream(amount_msat);
 775                         }
 776                 }
 777         }
 778
 779         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
 780                 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
 781                 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
 782                 let network_graph = self.network_graph.read_only();
 783                 for hop in path {
 784                         let target = NodeId::from_pubkey(&hop.pubkey);
 785                         let channel_directed_from_source = network_graph.channels()
 786                                 .get(&hop.short_channel_id)
 787                                 .and_then(|channel| channel.as_directed_to(&target));
 788
 789                         // Only score announced channels.
 790                         if let Some((channel, source)) = channel_directed_from_source {
 791                                 let capacity_msat = channel.effective_capacity().as_msat();
 792                                 self.channel_liquidities
 793                                         .entry(hop.short_channel_id)
 794                                         .or_insert_with(ChannelLiquidity::new)
 795                                         .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
 796                                         .successful(amount_msat);
 797                         }
 798                 }
 799         }
 800 }
 801
 802 mod approx {
 803         const BITS: u32 = 64;
 804         const HIGHEST_BIT: u32 = BITS - 1;
 805         const LOWER_BITS: u32 = 4;
 806         const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
 807         const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
 808
 809         /// Look-up table for `log10(x) * 1024` where row `i` is used for each `x` having `i` as the
 810         /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
 811         const LOG10_TIMES_1024: [[u16; LOWER_BITS_BOUND as usize]; BITS as usize] = [
 812                 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
 813                 [308, 308, 308, 308, 308, 308, 308, 308, 489, 489, 489, 489, 489, 489, 489, 489],
 814                 [617, 617, 617, 617, 716, 716, 716, 716, 797, 797, 797, 797, 865, 865, 865, 865],
 815                 [925, 925, 977, 977, 1024, 1024, 1066, 1066, 1105, 1105, 1141, 1141, 1174, 1174, 1204, 1204],
 816                 [1233, 1260, 1285, 1309, 1332, 1354, 1375, 1394, 1413, 1431, 1449, 1466, 1482, 1497, 1513, 1527],
 817                 [1541, 1568, 1594, 1618, 1641, 1662, 1683, 1703, 1722, 1740, 1757, 1774, 1790, 1806, 1821, 1835],
 818                 [1850, 1876, 1902, 1926, 1949, 1970, 1991, 2011, 2030, 2048, 2065, 2082, 2098, 2114, 2129, 2144],
 819                 [2158, 2185, 2210, 2234, 2257, 2279, 2299, 2319, 2338, 2356, 2374, 2390, 2407, 2422, 2437, 2452],
 820                 [2466, 2493, 2518, 2542, 2565, 2587, 2608, 2627, 2646, 2665, 2682, 2699, 2715, 2731, 2746, 2760],
 821                 [2774, 2801, 2827, 2851, 2874, 2895, 2916, 2936, 2955, 2973, 2990, 3007, 3023, 3039, 3054, 3068],
 822                 [3083, 3110, 3135, 3159, 3182, 3203, 3224, 3244, 3263, 3281, 3298, 3315, 3331, 3347, 3362, 3377],
 823                 [3391, 3418, 3443, 3467, 3490, 3512, 3532, 3552, 3571, 3589, 3607, 3623, 3640, 3655, 3670, 3685],
 824                 [3699, 3726, 3751, 3775, 3798, 3820, 3841, 3860, 3879, 3898, 3915, 3932, 3948, 3964, 3979, 3993],
 825                 [4007, 4034, 4060, 4084, 4107, 4128, 4149, 4169, 4188, 4206, 4223, 4240, 4256, 4272, 4287, 4301],
 826                 [4316, 4343, 4368, 4392, 4415, 4436, 4457, 4477, 4496, 4514, 4531, 4548, 4564, 4580, 4595, 4610],
 827                 [4624, 4651, 4676, 4700, 4723, 4745, 4765, 4785, 4804, 4822, 4840, 4857, 4873, 4888, 4903, 4918],
 828                 [4932, 4959, 4984, 5009, 5031, 5053, 5074, 5093, 5112, 5131, 5148, 5165, 5181, 5197, 5212, 5226],
 829                 [5240, 5267, 5293, 5317, 5340, 5361, 5382, 5402, 5421, 5439, 5456, 5473, 5489, 5505, 5520, 5534],
 830                 [5549, 5576, 5601, 5625, 5648, 5670, 5690, 5710, 5729, 5747, 5764, 5781, 5797, 5813, 5828, 5843],
 831                 [5857, 5884, 5909, 5933, 5956, 5978, 5998, 6018, 6037, 6055, 6073, 6090, 6106, 6121, 6136, 6151],
 832                 [6165, 6192, 6217, 6242, 6264, 6286, 6307, 6326, 6345, 6364, 6381, 6398, 6414, 6430, 6445, 6459],
 833                 [6473, 6500, 6526, 6550, 6573, 6594, 6615, 6635, 6654, 6672, 6689, 6706, 6722, 6738, 6753, 6767],
 834                 [6782, 6809, 6834, 6858, 6881, 6903, 6923, 6943, 6962, 6980, 6998, 7014, 7030, 7046, 7061, 7076],
 835                 [7090, 7117, 7142, 7166, 7189, 7211, 7231, 7251, 7270, 7288, 7306, 7323, 7339, 7354, 7369, 7384],
 836                 [7398, 7425, 7450, 7475, 7497, 7519, 7540, 7560, 7578, 7597, 7614, 7631, 7647, 7663, 7678, 7692],
 837                 [7706, 7733, 7759, 7783, 7806, 7827, 7848, 7868, 7887, 7905, 7922, 7939, 7955, 7971, 7986, 8001],
 838                 [8015, 8042, 8067, 8091, 8114, 8136, 8156, 8176, 8195, 8213, 8231, 8247, 8263, 8279, 8294, 8309],
 839                 [8323, 8350, 8375, 8399, 8422, 8444, 8464, 8484, 8503, 8521, 8539, 8556, 8572, 8587, 8602, 8617],
 840                 [8631, 8658, 8684, 8708, 8730, 8752, 8773, 8793, 8811, 8830, 8847, 8864, 8880, 8896, 8911, 8925],
 841                 [8939, 8966, 8992, 9016, 9039, 9060, 9081, 9101, 9120, 9138, 9155, 9172, 9188, 9204, 9219, 9234],
 842                 [9248, 9275, 9300, 9324, 9347, 9369, 9389, 9409, 9428, 9446, 9464, 9480, 9497, 9512, 9527, 9542],
 843                 [9556, 9583, 9608, 9632, 9655, 9677, 9698, 9717, 9736, 9754, 9772, 9789, 9805, 9820, 9835, 9850],
 844                 [9864, 9891, 9917, 9941, 9963, 9985, 10006, 10026, 10044, 10063, 10080, 10097, 10113, 10129, 10144, 10158],
 845                 [10172, 10199, 10225, 10249, 10272, 10293, 10314, 10334, 10353, 10371, 10388, 10405, 10421, 10437, 10452, 10467],
 846                 [10481, 10508, 10533, 10557, 10580, 10602, 10622, 10642, 10661, 10679, 10697, 10713, 10730, 10745, 10760, 10775],
 847                 [10789, 10816, 10841, 10865, 10888, 10910, 10931, 10950, 10969, 10987, 11005, 11022, 11038, 11053, 11068, 11083],
 848                 [11097, 11124, 11150, 11174, 11196, 11218, 11239, 11259, 11277, 11296, 11313, 11330, 11346, 11362, 11377, 11391],
 849                 [11405, 11432, 11458, 11482, 11505, 11526, 11547, 11567, 11586, 11604, 11621, 11638, 11654, 11670, 11685, 11700],
 850                 [11714, 11741, 11766, 11790, 11813, 11835, 11855, 11875, 11894, 11912, 11930, 11946, 11963, 11978, 11993, 12008],
 851                 [12022, 12049, 12074, 12098, 12121, 12143, 12164, 12183, 12202, 12220, 12238, 12255, 12271, 12286, 12301, 12316],
 852                 [12330, 12357, 12383, 12407, 12429, 12451, 12472, 12492, 12511, 12529, 12546, 12563, 12579, 12595, 12610, 12624],
 853                 [12638, 12665, 12691, 12715, 12738, 12759, 12780, 12800, 12819, 12837, 12854, 12871, 12887, 12903, 12918, 12933],
 854                 [12947, 12974, 12999, 13023, 13046, 13068, 13088, 13108, 13127, 13145, 13163, 13179, 13196, 13211, 13226, 13241],
 855                 [13255, 13282, 13307, 13331, 13354, 13376, 13397, 13416, 13435, 13453, 13471, 13488, 13504, 13519, 13535, 13549],
 856                 [13563, 13590, 13616, 13640, 13662, 13684, 13705, 13725, 13744, 13762, 13779, 13796, 13812, 13828, 13843, 13857],
 857                 [13871, 13898, 13924, 13948, 13971, 13992, 14013, 14033, 14052, 14070, 14087, 14104, 14120, 14136, 14151, 14166],
 858                 [14180, 14207, 14232, 14256, 14279, 14301, 14321, 14341, 14360, 14378, 14396, 14412, 14429, 14444, 14459, 14474],
 859                 [14488, 14515, 14540, 14564, 14587, 14609, 14630, 14649, 14668, 14686, 14704, 14721, 14737, 14752, 14768, 14782],
 860                 [14796, 14823, 14849, 14873, 14895, 14917, 14938, 14958, 14977, 14995, 15012, 15029, 15045, 15061, 15076, 15090],
 861                 [15104, 15131, 15157, 15181, 15204, 15225, 15246, 15266, 15285, 15303, 15320, 15337, 15353, 15369, 15384, 15399],
 862                 [15413, 15440, 15465, 15489, 15512, 15534, 15554, 15574, 15593, 15611, 15629, 15645, 15662, 15677, 15692, 15707],
 863                 [15721, 15748, 15773, 15797, 15820, 15842, 15863, 15882, 15901, 15919, 15937, 15954, 15970, 15985, 16001, 16015],
 864                 [16029, 16056, 16082, 16106, 16128, 16150, 16171, 16191, 16210, 16228, 16245, 16262, 16278, 16294, 16309, 16323],
 865                 [16337, 16364, 16390, 16414, 16437, 16458, 16479, 16499, 16518, 16536, 16553, 16570, 16586, 16602, 16617, 16632],
 866                 [16646, 16673, 16698, 16722, 16745, 16767, 16787, 16807, 16826, 16844, 16862, 16878, 16895, 16910, 16925, 16940],
 867                 [16954, 16981, 17006, 17030, 17053, 17075, 17096, 17115, 17134, 17152, 17170, 17187, 17203, 17218, 17234, 17248],
 868                 [17262, 17289, 17315, 17339, 17361, 17383, 17404, 17424, 17443, 17461, 17478, 17495, 17511, 17527, 17542, 17556],
 869                 [17571, 17597, 17623, 17647, 17670, 17691, 17712, 17732, 17751, 17769, 17786, 17803, 17819, 17835, 17850, 17865],
 870                 [17879, 17906, 17931, 17955, 17978, 18000, 18020, 18040, 18059, 18077, 18095, 18111, 18128, 18143, 18158, 18173],
 871                 [18187, 18214, 18239, 18263, 18286, 18308, 18329, 18348, 18367, 18385, 18403, 18420, 18436, 18452, 18467, 18481],
 872                 [18495, 18522, 18548, 18572, 18595, 18616, 18637, 18657, 18676, 18694, 18711, 18728, 18744, 18760, 18775, 18789],
 873                 [18804, 18830, 18856, 18880, 18903, 18924, 18945, 18965, 18984, 19002, 19019, 19036, 19052, 19068, 19083, 19098],
 874                 [19112, 19139, 19164, 19188, 19211, 19233, 19253, 19273, 19292, 19310, 19328, 19344, 19361, 19376, 19391, 19406],
 875                 [19420, 19447, 19472, 19496, 19519, 19541, 19562, 19581, 19600, 19619, 19636, 19653, 19669, 19685, 19700, 19714],
 876         ];
 877
 878         /// Approximate `log10(numerator / denominator) * 1024` using a look-up table.
 879         #[inline]
 880         pub fn negative_log10_times_1024(numerator: u64, denominator: u64) -> u64 {
 881                 // Multiply the -1 through to avoid needing to use signed numbers.
 882                 (log10_times_1024(denominator) - log10_times_1024(numerator)) as u64
 883         }
 884
 885         #[inline]
 886         fn log10_times_1024(x: u64) -> u16 {
 887                 debug_assert_ne!(x, 0);
 888                 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
 889                 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
 890                 LOG10_TIMES_1024[most_significant_bit as usize][lower_bits as usize]
 891         }
 892
 893         #[cfg(test)]
 894         mod tests {
 895                 use super::*;
 896
 897                 #[test]
 898                 fn prints_negative_log10_times_1024_lookup_table() {
 899                         for msb in 0..BITS {
 900                                 for i in 0..LOWER_BITS_BOUND {
 901                                         let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
 902                                         let log10_times_1024 = ((x as f64).log10() * 1024.0).round() as u16;
 903                                         assert_eq!(log10_times_1024, LOG10_TIMES_1024[msb as usize][i as usize]);
 904
 905                                         if i % LOWER_BITS_BOUND == 0 {
 906                                                 print!("\t\t[{}, ", log10_times_1024);
 907                                         } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
 908                                                 println!("{}],", log10_times_1024);
 909                                         } else {
 910                                                 print!("{}, ", log10_times_1024);
 911                                         }
 912                                 }
 913                         }
 914                 }
 915         }
 916 }
 917
 918 impl<G: Deref<Target = NetworkGraph>, T: Time> Writeable for ProbabilisticScorerUsingTime<G, T> {
 919         #[inline]
 920         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 921                 write_tlv_fields!(w, {
 922                         (0, self.channel_liquidities, required)
 923                 });
 924                 Ok(())
 925         }
 926 }
 927
 928 impl<G, T> ReadableArgs<(ProbabilisticScoringParameters, G)> for ProbabilisticScorerUsingTime<G, T>
 929 where
 930         G: Deref<Target = NetworkGraph>,
 931         T: Time,
 932 {
 933         #[inline]
 934         fn read<R: Read>(
 935                 r: &mut R, args: (ProbabilisticScoringParameters, G)
 936         ) -> Result<Self, DecodeError> {
 937                 let (params, network_graph) = args;
 938                 let mut channel_liquidities = HashMap::new();
 939                 read_tlv_fields!(r, {
 940                         (0, channel_liquidities, required)
 941                 });
 942                 Ok(Self {
 943                         params,
 944                         network_graph,
 945                         channel_liquidities,
 946                 })
 947         }
 948 }
 949
 950 impl<T: Time> Writeable for ChannelLiquidity<T> {
 951         #[inline]
 952         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 953                 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
 954                 write_tlv_fields!(w, {
 955                         (0, self.min_liquidity_offset_msat, required),
 956                         (2, self.max_liquidity_offset_msat, required),
 957                         (4, duration_since_epoch, required),
 958                 });
 959                 Ok(())
 960         }
 961 }
 962
 963 impl<T: Time> Readable for ChannelLiquidity<T> {
 964         #[inline]
 965         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
 966                 let mut min_liquidity_offset_msat = 0;
 967                 let mut max_liquidity_offset_msat = 0;
 968                 let mut duration_since_epoch = Duration::from_secs(0);
 969                 read_tlv_fields!(r, {
 970                         (0, min_liquidity_offset_msat, required),
 971                         (2, max_liquidity_offset_msat, required),
 972                         (4, duration_since_epoch, required),
 973                 });
 974                 Ok(Self {
 975                         min_liquidity_offset_msat,
 976                         max_liquidity_offset_msat,
 977                         last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
 978                 })
 979         }
 980 }
 981
 982 pub(crate) mod time {
 983         use core::ops::Sub;
 984         use core::time::Duration;
 985         /// A measurement of time.
 986         pub trait Time: Copy + Sub<Duration, Output = Self> where Self: Sized {
 987                 /// Returns an instance corresponding to the current moment.
 988                 fn now() -> Self;
 989
 990                 /// Returns the amount of time elapsed since `self` was created.
 991                 fn elapsed(&self) -> Duration;
 992
 993                 /// Returns the amount of time passed between `earlier` and `self`.
 994                 fn duration_since(&self, earlier: Self) -> Duration;
 995
 996                 /// Returns the amount of time passed since the beginning of [`Time`].
 997                 ///
 998                 /// Used during (de-)serialization.
 999                 fn duration_since_epoch() -> Duration;
1000         }
1001
1002         /// A state in which time has no meaning.
1003         #[derive(Clone, Copy, Debug, PartialEq, Eq)]
1004         pub struct Eternity;
1005
1006         #[cfg(not(feature = "no-std"))]
1007         impl Time for std::time::Instant {
1008                 fn now() -> Self {
1009                         std::time::Instant::now()
1010                 }
1011
1012                 fn duration_since(&self, earlier: Self) -> Duration {
1013                         self.duration_since(earlier)
1014                 }
1015
1016                 fn duration_since_epoch() -> Duration {
1017                         use std::time::SystemTime;
1018                         SystemTime::now().duration_since(SystemTime::UNIX_EPOCH).unwrap()
1019                 }
1020
1021                 fn elapsed(&self) -> Duration {
1022                         std::time::Instant::elapsed(self)
1023                 }
1024         }
1025
1026         impl Time for Eternity {
1027                 fn now() -> Self {
1028                         Self
1029                 }
1030
1031                 fn duration_since(&self, _earlier: Self) -> Duration {
1032                         Duration::from_secs(0)
1033                 }
1034
1035                 fn duration_since_epoch() -> Duration {
1036                         Duration::from_secs(0)
1037                 }
1038
1039                 fn elapsed(&self) -> Duration {
1040                         Duration::from_secs(0)
1041                 }
1042         }
1043
1044         impl Sub<Duration> for Eternity {
1045                 type Output = Self;
1046
1047                 fn sub(self, _other: Duration) -> Self {
1048                         self
1049                 }
1050         }
1051 }
1052
1053 pub(crate) use self::time::Time;
1054
1055 #[cfg(test)]
1056 mod tests {
1057         use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime, ScoringParameters, ScorerUsingTime, Time};
1058         use super::time::Eternity;
1059
1060         use ln::features::{ChannelFeatures, NodeFeatures};
1061         use ln::msgs::{ChannelAnnouncement, ChannelUpdate, OptionalField, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
1062         use routing::scoring::Score;
1063         use routing::network_graph::{NetworkGraph, NodeId};
1064         use routing::router::RouteHop;
1065         use util::ser::{Readable, ReadableArgs, Writeable};
1066
1067         use bitcoin::blockdata::constants::genesis_block;
1068         use bitcoin::hashes::Hash;
1069         use bitcoin::hashes::sha256d::Hash as Sha256dHash;
1070         use bitcoin::network::constants::Network;
1071         use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
1072         use core::cell::Cell;
1073         use core::ops::Sub;
1074         use core::time::Duration;
1075         use io;
1076
1077         // `Time` tests
1078
1079         /// Time that can be advanced manually in tests.
1080         #[derive(Clone, Copy, Debug, PartialEq, Eq)]
1081         struct SinceEpoch(Duration);
1082
1083         impl SinceEpoch {
1084                 thread_local! {
1085                         static ELAPSED: Cell<Duration> = core::cell::Cell::new(Duration::from_secs(0));
1086                 }
1087
1088                 fn advance(duration: Duration) {
1089                         Self::ELAPSED.with(|elapsed| elapsed.set(elapsed.get() + duration))
1090                 }
1091         }
1092
1093         impl Time for SinceEpoch {
1094                 fn now() -> Self {
1095                         Self(Self::duration_since_epoch())
1096                 }
1097
1098                 fn duration_since(&self, earlier: Self) -> Duration {
1099                         self.0 - earlier.0
1100                 }
1101
1102                 fn duration_since_epoch() -> Duration {
1103                         Self::ELAPSED.with(|elapsed| elapsed.get())
1104                 }
1105
1106                 fn elapsed(&self) -> Duration {
1107                         Self::duration_since_epoch() - self.0
1108                 }
1109         }
1110
1111         impl Sub<Duration> for SinceEpoch {
1112                 type Output = Self;
1113
1114                 fn sub(self, other: Duration) -> Self {
1115                         Self(self.0 - other)
1116                 }
1117         }
1118
1119         #[test]
1120         fn time_passes_when_advanced() {
1121                 let now = SinceEpoch::now();
1122                 assert_eq!(now.elapsed(), Duration::from_secs(0));
1123
1124                 SinceEpoch::advance(Duration::from_secs(1));
1125                 SinceEpoch::advance(Duration::from_secs(1));
1126
1127                 let elapsed = now.elapsed();
1128                 let later = SinceEpoch::now();
1129
1130                 assert_eq!(elapsed, Duration::from_secs(2));
1131                 assert_eq!(later - elapsed, now);
1132         }
1133
1134         #[test]
1135         fn time_never_passes_in_an_eternity() {
1136                 let now = Eternity::now();
1137                 let elapsed = now.elapsed();
1138                 let later = Eternity::now();
1139
1140                 assert_eq!(now.elapsed(), Duration::from_secs(0));
1141                 assert_eq!(later - elapsed, now);
1142         }
1143
1144         // `Scorer` tests
1145
1146         /// A scorer for testing with time that can be manually advanced.
1147         type Scorer = ScorerUsingTime::<SinceEpoch>;
1148
1149         fn source_privkey() -> SecretKey {
1150                 SecretKey::from_slice(&[42; 32]).unwrap()
1151         }
1152
1153         fn target_privkey() -> SecretKey {
1154                 SecretKey::from_slice(&[43; 32]).unwrap()
1155         }
1156
1157         fn source_pubkey() -> PublicKey {
1158                 let secp_ctx = Secp256k1::new();
1159                 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1160         }
1161
1162         fn target_pubkey() -> PublicKey {
1163                 let secp_ctx = Secp256k1::new();
1164                 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1165         }
1166
1167         fn source_node_id() -> NodeId {
1168                 NodeId::from_pubkey(&source_pubkey())
1169         }
1170
1171         fn target_node_id() -> NodeId {
1172                 NodeId::from_pubkey(&target_pubkey())
1173         }
1174
1175         #[test]
1176         fn penalizes_without_channel_failures() {
1177                 let scorer = Scorer::new(ScoringParameters {
1178                         base_penalty_msat: 1_000,
1179                         failure_penalty_msat: 512,
1180                         failure_penalty_half_life: Duration::from_secs(1),
1181                         overuse_penalty_start_1024th: 1024,
1182                         overuse_penalty_msat_per_1024th: 0,
1183                 });
1184                 let source = source_node_id();
1185                 let target = target_node_id();
1186                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1187
1188                 SinceEpoch::advance(Duration::from_secs(1));
1189                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1190         }
1191
1192         #[test]
1193         fn accumulates_channel_failure_penalties() {
1194                 let mut scorer = Scorer::new(ScoringParameters {
1195                         base_penalty_msat: 1_000,
1196                         failure_penalty_msat: 64,
1197                         failure_penalty_half_life: Duration::from_secs(10),
1198                         overuse_penalty_start_1024th: 1024,
1199                         overuse_penalty_msat_per_1024th: 0,
1200                 });
1201                 let source = source_node_id();
1202                 let target = target_node_id();
1203                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1204
1205                 scorer.payment_path_failed(&[], 42);
1206                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1207
1208                 scorer.payment_path_failed(&[], 42);
1209                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1210
1211                 scorer.payment_path_failed(&[], 42);
1212                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_192);
1213         }
1214
1215         #[test]
1216         fn decays_channel_failure_penalties_over_time() {
1217                 let mut scorer = Scorer::new(ScoringParameters {
1218                         base_penalty_msat: 1_000,
1219                         failure_penalty_msat: 512,
1220                         failure_penalty_half_life: Duration::from_secs(10),
1221                         overuse_penalty_start_1024th: 1024,
1222                         overuse_penalty_msat_per_1024th: 0,
1223                 });
1224                 let source = source_node_id();
1225                 let target = target_node_id();
1226                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1227
1228                 scorer.payment_path_failed(&[], 42);
1229                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1230
1231                 SinceEpoch::advance(Duration::from_secs(9));
1232                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1233
1234                 SinceEpoch::advance(Duration::from_secs(1));
1235                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1236
1237                 SinceEpoch::advance(Duration::from_secs(10 * 8));
1238                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_001);
1239
1240                 SinceEpoch::advance(Duration::from_secs(10));
1241                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1242
1243                 SinceEpoch::advance(Duration::from_secs(10));
1244                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1245         }
1246
1247         #[test]
1248         fn decays_channel_failure_penalties_without_shift_overflow() {
1249                 let mut scorer = Scorer::new(ScoringParameters {
1250                         base_penalty_msat: 1_000,
1251                         failure_penalty_msat: 512,
1252                         failure_penalty_half_life: Duration::from_secs(10),
1253                         overuse_penalty_start_1024th: 1024,
1254                         overuse_penalty_msat_per_1024th: 0,
1255                 });
1256                 let source = source_node_id();
1257                 let target = target_node_id();
1258                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1259
1260                 scorer.payment_path_failed(&[], 42);
1261                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1262
1263                 // An unchecked right shift 64 bits or more in ChannelFailure::decayed_penalty_msat would
1264                 // cause an overflow.
1265                 SinceEpoch::advance(Duration::from_secs(10 * 64));
1266                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1267
1268                 SinceEpoch::advance(Duration::from_secs(10));
1269                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1270         }
1271
1272         #[test]
1273         fn accumulates_channel_failure_penalties_after_decay() {
1274                 let mut scorer = Scorer::new(ScoringParameters {
1275                         base_penalty_msat: 1_000,
1276                         failure_penalty_msat: 512,
1277                         failure_penalty_half_life: Duration::from_secs(10),
1278                         overuse_penalty_start_1024th: 1024,
1279                         overuse_penalty_msat_per_1024th: 0,
1280                 });
1281                 let source = source_node_id();
1282                 let target = target_node_id();
1283                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1284
1285                 scorer.payment_path_failed(&[], 42);
1286                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1287
1288                 SinceEpoch::advance(Duration::from_secs(10));
1289                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1290
1291                 scorer.payment_path_failed(&[], 42);
1292                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_768);
1293
1294                 SinceEpoch::advance(Duration::from_secs(10));
1295                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_384);
1296         }
1297
1298         #[test]
1299         fn reduces_channel_failure_penalties_after_success() {
1300                 let mut scorer = Scorer::new(ScoringParameters {
1301                         base_penalty_msat: 1_000,
1302                         failure_penalty_msat: 512,
1303                         failure_penalty_half_life: Duration::from_secs(10),
1304                         overuse_penalty_start_1024th: 1024,
1305                         overuse_penalty_msat_per_1024th: 0,
1306                 });
1307                 let source = source_node_id();
1308                 let target = target_node_id();
1309                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1310
1311                 scorer.payment_path_failed(&[], 42);
1312                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1313
1314                 SinceEpoch::advance(Duration::from_secs(10));
1315                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1316
1317                 let hop = RouteHop {
1318                         pubkey: PublicKey::from_slice(target.as_slice()).unwrap(),
1319                         node_features: NodeFeatures::known(),
1320                         short_channel_id: 42,
1321                         channel_features: ChannelFeatures::known(),
1322                         fee_msat: 1,
1323                         cltv_expiry_delta: 18,
1324                 };
1325                 scorer.payment_path_successful(&[&hop]);
1326                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1327
1328                 SinceEpoch::advance(Duration::from_secs(10));
1329                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1330         }
1331
1332         #[test]
1333         fn restores_persisted_channel_failure_penalties() {
1334                 let mut scorer = Scorer::new(ScoringParameters {
1335                         base_penalty_msat: 1_000,
1336                         failure_penalty_msat: 512,
1337                         failure_penalty_half_life: Duration::from_secs(10),
1338                         overuse_penalty_start_1024th: 1024,
1339                         overuse_penalty_msat_per_1024th: 0,
1340                 });
1341                 let source = source_node_id();
1342                 let target = target_node_id();
1343
1344                 scorer.payment_path_failed(&[], 42);
1345                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1346
1347                 SinceEpoch::advance(Duration::from_secs(10));
1348                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1349
1350                 scorer.payment_path_failed(&[], 43);
1351                 assert_eq!(scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1352
1353                 let mut serialized_scorer = Vec::new();
1354                 scorer.write(&mut serialized_scorer).unwrap();
1355
1356                 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1357                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1358                 assert_eq!(deserialized_scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1359         }
1360
1361         #[test]
1362         fn decays_persisted_channel_failure_penalties() {
1363                 let mut scorer = Scorer::new(ScoringParameters {
1364                         base_penalty_msat: 1_000,
1365                         failure_penalty_msat: 512,
1366                         failure_penalty_half_life: Duration::from_secs(10),
1367                         overuse_penalty_start_1024th: 1024,
1368                         overuse_penalty_msat_per_1024th: 0,
1369                 });
1370                 let source = source_node_id();
1371                 let target = target_node_id();
1372
1373                 scorer.payment_path_failed(&[], 42);
1374                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1375
1376                 let mut serialized_scorer = Vec::new();
1377                 scorer.write(&mut serialized_scorer).unwrap();
1378
1379                 SinceEpoch::advance(Duration::from_secs(10));
1380
1381                 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1382                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1383
1384                 SinceEpoch::advance(Duration::from_secs(10));
1385                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1386         }
1387
1388         #[test]
1389         fn charges_per_1024th_penalty() {
1390                 let scorer = Scorer::new(ScoringParameters {
1391                         base_penalty_msat: 0,
1392                         failure_penalty_msat: 0,
1393                         failure_penalty_half_life: Duration::from_secs(0),
1394                         overuse_penalty_start_1024th: 256,
1395                         overuse_penalty_msat_per_1024th: 100,
1396                 });
1397                 let source = source_node_id();
1398                 let target = target_node_id();
1399
1400                 assert_eq!(scorer.channel_penalty_msat(42, 1_000, 1_024_000, &source, &target), 0);
1401                 assert_eq!(scorer.channel_penalty_msat(42, 256_999, 1_024_000, &source, &target), 0);
1402                 assert_eq!(scorer.channel_penalty_msat(42, 257_000, 1_024_000, &source, &target), 100);
1403                 assert_eq!(scorer.channel_penalty_msat(42, 258_000, 1_024_000, &source, &target), 200);
1404                 assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 256 * 100);
1405         }
1406
1407         // `ProbabilisticScorer` tests
1408
1409         /// A probabilistic scorer for testing with time that can be manually advanced.
1410         type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph, SinceEpoch>;
1411
1412         fn sender_privkey() -> SecretKey {
1413                 SecretKey::from_slice(&[41; 32]).unwrap()
1414         }
1415
1416         fn recipient_privkey() -> SecretKey {
1417                 SecretKey::from_slice(&[45; 32]).unwrap()
1418         }
1419
1420         fn sender_pubkey() -> PublicKey {
1421                 let secp_ctx = Secp256k1::new();
1422                 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1423         }
1424
1425         fn recipient_pubkey() -> PublicKey {
1426                 let secp_ctx = Secp256k1::new();
1427                 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1428         }
1429
1430         fn sender_node_id() -> NodeId {
1431                 NodeId::from_pubkey(&sender_pubkey())
1432         }
1433
1434         fn recipient_node_id() -> NodeId {
1435                 NodeId::from_pubkey(&recipient_pubkey())
1436         }
1437
1438         fn network_graph() -> NetworkGraph {
1439                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1440                 let mut network_graph = NetworkGraph::new(genesis_hash);
1441                 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1442                 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1443
1444                 network_graph
1445         }
1446
1447         fn add_channel(
1448                 network_graph: &mut NetworkGraph, short_channel_id: u64, node_1_key: SecretKey,
1449                 node_2_key: SecretKey
1450         ) {
1451                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1452                 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1453                 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1454                 let secp_ctx = Secp256k1::new();
1455                 let unsigned_announcement = UnsignedChannelAnnouncement {
1456                         features: ChannelFeatures::known(),
1457                         chain_hash: genesis_hash,
1458                         short_channel_id,
1459                         node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key),
1460                         node_id_2: PublicKey::from_secret_key(&secp_ctx, &node_2_key),
1461                         bitcoin_key_1: PublicKey::from_secret_key(&secp_ctx, &node_1_secret),
1462                         bitcoin_key_2: PublicKey::from_secret_key(&secp_ctx, &node_2_secret),
1463                         excess_data: Vec::new(),
1464                 };
1465                 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1466                 let signed_announcement = ChannelAnnouncement {
1467                         node_signature_1: secp_ctx.sign(&msghash, &node_1_key),
1468                         node_signature_2: secp_ctx.sign(&msghash, &node_2_key),
1469                         bitcoin_signature_1: secp_ctx.sign(&msghash, &node_1_secret),
1470                         bitcoin_signature_2: secp_ctx.sign(&msghash, &node_2_secret),
1471                         contents: unsigned_announcement,
1472                 };
1473                 let chain_source: Option<&::util::test_utils::TestChainSource> = None;
1474                 network_graph.update_channel_from_announcement(
1475                         &signed_announcement, &chain_source, &secp_ctx).unwrap();
1476                 update_channel(network_graph, short_channel_id, node_1_key, 0);
1477                 update_channel(network_graph, short_channel_id, node_2_key, 1);
1478         }
1479
1480         fn update_channel(
1481                 network_graph: &mut NetworkGraph, short_channel_id: u64, node_key: SecretKey, flags: u8
1482         ) {
1483                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1484                 let secp_ctx = Secp256k1::new();
1485                 let unsigned_update = UnsignedChannelUpdate {
1486                         chain_hash: genesis_hash,
1487                         short_channel_id,
1488                         timestamp: 100,
1489                         flags,
1490                         cltv_expiry_delta: 18,
1491                         htlc_minimum_msat: 0,
1492                         htlc_maximum_msat: OptionalField::Present(1_000),
1493                         fee_base_msat: 1,
1494                         fee_proportional_millionths: 0,
1495                         excess_data: Vec::new(),
1496                 };
1497                 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1498                 let signed_update = ChannelUpdate {
1499                         signature: secp_ctx.sign(&msghash, &node_key),
1500                         contents: unsigned_update,
1501                 };
1502                 network_graph.update_channel(&signed_update, &secp_ctx).unwrap();
1503         }
1504
1505         fn payment_path_for_amount(amount_msat: u64) -> Vec<RouteHop> {
1506                 vec![
1507                         RouteHop {
1508                                 pubkey: source_pubkey(),
1509                                 node_features: NodeFeatures::known(),
1510                                 short_channel_id: 41,
1511                                 channel_features: ChannelFeatures::known(),
1512                                 fee_msat: 1,
1513                                 cltv_expiry_delta: 18,
1514                         },
1515                         RouteHop {
1516                                 pubkey: target_pubkey(),
1517                                 node_features: NodeFeatures::known(),
1518                                 short_channel_id: 42,
1519                                 channel_features: ChannelFeatures::known(),
1520                                 fee_msat: 2,
1521                                 cltv_expiry_delta: 18,
1522                         },
1523                         RouteHop {
1524                                 pubkey: recipient_pubkey(),
1525                                 node_features: NodeFeatures::known(),
1526                                 short_channel_id: 43,
1527                                 channel_features: ChannelFeatures::known(),
1528                                 fee_msat: amount_msat,
1529                                 cltv_expiry_delta: 18,
1530                         },
1531                 ]
1532         }
1533
1534         #[test]
1535         fn liquidity_bounds_directed_from_lowest_node_id() {
1536                 let last_updated = SinceEpoch::now();
1537                 let network_graph = network_graph();
1538                 let params = ProbabilisticScoringParameters::default();
1539                 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1540                         .with_channel(42,
1541                                 ChannelLiquidity {
1542                                         min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
1543                                 })
1544                         .with_channel(43,
1545                                 ChannelLiquidity {
1546                                         min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
1547                                 });
1548                 let source = source_node_id();
1549                 let target = target_node_id();
1550                 let recipient = recipient_node_id();
1551                 assert!(source > target);
1552                 assert!(target < recipient);
1553
1554                 // Update minimum liquidity.
1555
1556                 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1557                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1558                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1559                 assert_eq!(liquidity.min_liquidity_msat(), 100);
1560                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1561
1562                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1563                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1564                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1565                 assert_eq!(liquidity.max_liquidity_msat(), 900);
1566
1567                 scorer.channel_liquidities.get_mut(&42).unwrap()
1568                         .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1569                         .set_min_liquidity_msat(200);
1570
1571                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1572                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1573                 assert_eq!(liquidity.min_liquidity_msat(), 200);
1574                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1575
1576                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1577                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1578                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1579                 assert_eq!(liquidity.max_liquidity_msat(), 800);
1580
1581                 // Update maximum liquidity.
1582
1583                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1584                         .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
1585                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1586                 assert_eq!(liquidity.max_liquidity_msat(), 900);
1587
1588                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1589                         .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
1590                 assert_eq!(liquidity.min_liquidity_msat(), 100);
1591                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1592
1593                 scorer.channel_liquidities.get_mut(&43).unwrap()
1594                         .as_directed_mut(&target, &recipient, 1_000, liquidity_offset_half_life)
1595                         .set_max_liquidity_msat(200);
1596
1597                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1598                         .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
1599                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1600                 assert_eq!(liquidity.max_liquidity_msat(), 200);
1601
1602                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1603                         .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
1604                 assert_eq!(liquidity.min_liquidity_msat(), 800);
1605                 assert_eq!(liquidity.max_liquidity_msat(), 1000);
1606         }
1607
1608         #[test]
1609         fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
1610                 let last_updated = SinceEpoch::now();
1611                 let network_graph = network_graph();
1612                 let params = ProbabilisticScoringParameters::default();
1613                 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1614                         .with_channel(42,
1615                                 ChannelLiquidity {
1616                                         min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
1617                                 });
1618                 let source = source_node_id();
1619                 let target = target_node_id();
1620                 assert!(source > target);
1621
1622                 // Check initial bounds.
1623                 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1624                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1625                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1626                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1627                 assert_eq!(liquidity.max_liquidity_msat(), 800);
1628
1629                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1630                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1631                 assert_eq!(liquidity.min_liquidity_msat(), 200);
1632                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1633
1634                 // Reset from source to target.
1635                 scorer.channel_liquidities.get_mut(&42).unwrap()
1636                         .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1637                         .set_min_liquidity_msat(900);
1638
1639                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1640                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1641                 assert_eq!(liquidity.min_liquidity_msat(), 900);
1642                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1643
1644                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1645                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1646                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1647                 assert_eq!(liquidity.max_liquidity_msat(), 100);
1648
1649                 // Reset from target to source.
1650                 scorer.channel_liquidities.get_mut(&42).unwrap()
1651                         .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
1652                         .set_min_liquidity_msat(400);
1653
1654                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1655                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1656                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1657                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1658
1659                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1660                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1661                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1662                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1663         }
1664
1665         #[test]
1666         fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
1667                 let last_updated = SinceEpoch::now();
1668                 let network_graph = network_graph();
1669                 let params = ProbabilisticScoringParameters::default();
1670                 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1671                         .with_channel(42,
1672                                 ChannelLiquidity {
1673                                         min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
1674                                 });
1675                 let source = source_node_id();
1676                 let target = target_node_id();
1677                 assert!(source > target);
1678
1679                 // Check initial bounds.
1680                 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1681                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1682                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1683                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1684                 assert_eq!(liquidity.max_liquidity_msat(), 800);
1685
1686                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1687                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1688                 assert_eq!(liquidity.min_liquidity_msat(), 200);
1689                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1690
1691                 // Reset from source to target.
1692                 scorer.channel_liquidities.get_mut(&42).unwrap()
1693                         .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1694                         .set_max_liquidity_msat(300);
1695
1696                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1697                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1698                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1699                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1700
1701                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1702                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1703                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1704                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1705
1706                 // Reset from target to source.
1707                 scorer.channel_liquidities.get_mut(&42).unwrap()
1708                         .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
1709                         .set_max_liquidity_msat(600);
1710
1711                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1712                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1713                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1714                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1715
1716                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1717                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1718                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1719                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1720         }
1721
1722         #[test]
1723         fn increased_penalty_nearing_liquidity_upper_bound() {
1724                 let network_graph = network_graph();
1725                 let params = ProbabilisticScoringParameters {
1726                         liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1727                 };
1728                 let scorer = ProbabilisticScorer::new(params, &network_graph);
1729                 let source = source_node_id();
1730                 let target = target_node_id();
1731
1732                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024_000, &source, &target), 0);
1733                 assert_eq!(scorer.channel_penalty_msat(42, 10_240, 1_024_000, &source, &target), 14);
1734                 assert_eq!(scorer.channel_penalty_msat(42, 102_400, 1_024_000, &source, &target), 43);
1735                 assert_eq!(scorer.channel_penalty_msat(42, 1_024_000, 1_024_000, &source, &target), 2_000);
1736
1737                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 58);
1738                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
1739                 assert_eq!(scorer.channel_penalty_msat(42, 374, 1_024, &source, &target), 204);
1740                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
1741                 assert_eq!(scorer.channel_penalty_msat(42, 640, 1_024, &source, &target), 426);
1742                 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 602);
1743                 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 903);
1744         }
1745
1746         #[test]
1747         fn constant_penalty_outside_liquidity_bounds() {
1748                 let last_updated = SinceEpoch::now();
1749                 let network_graph = network_graph();
1750                 let params = ProbabilisticScoringParameters {
1751                         liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1752                 };
1753                 let scorer = ProbabilisticScorer::new(params, &network_graph)
1754                         .with_channel(42,
1755                                 ChannelLiquidity {
1756                                         min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated
1757                                 });
1758                 let source = source_node_id();
1759                 let target = target_node_id();
1760
1761                 assert_eq!(scorer.channel_penalty_msat(42, 39, 100, &source, &target), 0);
1762                 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 0);
1763                 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 2_000);
1764                 assert_eq!(scorer.channel_penalty_msat(42, 61, 100, &source, &target), 2_000);
1765         }
1766
1767         #[test]
1768         fn does_not_further_penalize_own_channel() {
1769                 let network_graph = network_graph();
1770                 let params = ProbabilisticScoringParameters {
1771                         liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1772                 };
1773                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1774                 let sender = sender_node_id();
1775                 let source = source_node_id();
1776                 let failed_path = payment_path_for_amount(500);
1777                 let successful_path = payment_path_for_amount(200);
1778
1779                 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1780
1781                 scorer.payment_path_failed(&failed_path.iter().collect::<Vec<_>>(), 41);
1782                 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1783
1784                 scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
1785                 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1786         }
1787
1788         #[test]
1789         fn sets_liquidity_lower_bound_on_downstream_failure() {
1790                 let network_graph = network_graph();
1791                 let params = ProbabilisticScoringParameters {
1792                         liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1793                 };
1794                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1795                 let source = source_node_id();
1796                 let target = target_node_id();
1797                 let path = payment_path_for_amount(500);
1798
1799                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
1800                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1801                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 601);
1802
1803                 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
1804
1805                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 0);
1806                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 0);
1807                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 300);
1808         }
1809
1810         #[test]
1811         fn sets_liquidity_upper_bound_on_failure() {
1812                 let network_graph = network_graph();
1813                 let params = ProbabilisticScoringParameters {
1814                         liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1815                 };
1816                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1817                 let source = source_node_id();
1818                 let target = target_node_id();
1819                 let path = payment_path_for_amount(500);
1820
1821                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
1822                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1823                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 601);
1824
1825                 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
1826
1827                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1828                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
1829                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 2_000);
1830         }
1831
1832         #[test]
1833         fn reduces_liquidity_upper_bound_along_path_on_success() {
1834                 let network_graph = network_graph();
1835                 let params = ProbabilisticScoringParameters {
1836                         liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1837                 };
1838                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1839                 let sender = sender_node_id();
1840                 let source = source_node_id();
1841                 let target = target_node_id();
1842                 let recipient = recipient_node_id();
1843                 let path = payment_path_for_amount(500);
1844
1845                 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 128);
1846                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
1847                 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 128);
1848
1849                 scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
1850
1851                 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 128);
1852                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1853                 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 300);
1854         }
1855
1856         #[test]
1857         fn decays_liquidity_bounds_over_time() {
1858                 let network_graph = network_graph();
1859                 let params = ProbabilisticScoringParameters {
1860                         liquidity_penalty_multiplier_msat: 1_000,
1861                         liquidity_offset_half_life: Duration::from_secs(10),
1862                 };
1863                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1864                 let source = source_node_id();
1865                 let target = target_node_id();
1866
1867                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1868                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1869
1870                 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
1871                 scorer.payment_path_failed(&payment_path_for_amount(128).iter().collect::<Vec<_>>(), 43);
1872
1873                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
1874                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 97);
1875                 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_409);
1876                 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000);
1877
1878                 SinceEpoch::advance(Duration::from_secs(9));
1879                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
1880                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 97);
1881                 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_409);
1882                 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000);
1883
1884                 SinceEpoch::advance(Duration::from_secs(1));
1885                 assert_eq!(scorer.channel_penalty_msat(42, 64, 1_024, &source, &target), 0);
1886                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 34);
1887                 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 1_773);
1888                 assert_eq!(scorer.channel_penalty_msat(42, 960, 1_024, &source, &target), 2_000);
1889
1890                 // Fully decay liquidity lower bound.
1891                 SinceEpoch::advance(Duration::from_secs(10 * 7));
1892                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1893                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1_024, &source, &target), 0);
1894                 assert_eq!(scorer.channel_penalty_msat(42, 1_023, 1_024, &source, &target), 2_000);
1895                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1896
1897                 // Fully decay liquidity upper bound.
1898                 SinceEpoch::advance(Duration::from_secs(10));
1899                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1900                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1901
1902                 SinceEpoch::advance(Duration::from_secs(10));
1903                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1904                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1905         }
1906
1907         #[test]
1908         fn decays_liquidity_bounds_without_shift_overflow() {
1909                 let network_graph = network_graph();
1910                 let params = ProbabilisticScoringParameters {
1911                         liquidity_penalty_multiplier_msat: 1_000,
1912                         liquidity_offset_half_life: Duration::from_secs(10),
1913                 };
1914                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1915                 let source = source_node_id();
1916                 let target = target_node_id();
1917                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
1918
1919                 scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::<Vec<_>>(), 42);
1920                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 274);
1921
1922                 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
1923                 // would cause an overflow.
1924                 SinceEpoch::advance(Duration::from_secs(10 * 64));
1925                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
1926
1927                 SinceEpoch::advance(Duration::from_secs(10));
1928                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
1929         }
1930
1931         #[test]
1932         fn restricts_liquidity_bounds_after_decay() {
1933                 let network_graph = network_graph();
1934                 let params = ProbabilisticScoringParameters {
1935                         liquidity_penalty_multiplier_msat: 1_000,
1936                         liquidity_offset_half_life: Duration::from_secs(10),
1937                 };
1938                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1939                 let source = source_node_id();
1940                 let target = target_node_id();
1941
1942                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
1943
1944                 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
1945                 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
1946                 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
1947                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 274);
1948
1949                 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
1950                 SinceEpoch::advance(Duration::from_secs(10));
1951                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
1952
1953                 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
1954                 // is closer to the upper bound, meaning a higher penalty.
1955                 scorer.payment_path_successful(&payment_path_for_amount(64).iter().collect::<Vec<_>>());
1956                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 342);
1957
1958                 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
1959                 // is closer to the lower bound, meaning a lower penalty.
1960                 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
1961                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 255);
1962
1963                 // Further decaying affects the lower bound more than the upper bound (128, 928).
1964                 SinceEpoch::advance(Duration::from_secs(10));
1965                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 284);
1966         }
1967
1968         #[test]
1969         fn restores_persisted_liquidity_bounds() {
1970                 let network_graph = network_graph();
1971                 let params = ProbabilisticScoringParameters {
1972                         liquidity_penalty_multiplier_msat: 1_000,
1973                         liquidity_offset_half_life: Duration::from_secs(10),
1974                 };
1975                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1976                 let source = source_node_id();
1977                 let target = target_node_id();
1978
1979                 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
1980                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
1981
1982                 SinceEpoch::advance(Duration::from_secs(10));
1983                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 472);
1984
1985                 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
1986                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1987
1988                 let mut serialized_scorer = Vec::new();
1989                 scorer.write(&mut serialized_scorer).unwrap();
1990
1991                 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
1992                 let deserialized_scorer =
1993                         <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
1994                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1995         }
1996
1997         #[test]
1998         fn decays_persisted_liquidity_bounds() {
1999                 let network_graph = network_graph();
2000                 let params = ProbabilisticScoringParameters {
2001                         liquidity_penalty_multiplier_msat: 1_000,
2002                         liquidity_offset_half_life: Duration::from_secs(10),
2003                 };
2004                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
2005                 let source = source_node_id();
2006                 let target = target_node_id();
2007
2008                 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
2009                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
2010
2011                 let mut serialized_scorer = Vec::new();
2012                 scorer.write(&mut serialized_scorer).unwrap();
2013
2014                 SinceEpoch::advance(Duration::from_secs(10));
2015
2016                 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2017                 let deserialized_scorer =
2018                         <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
2019                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 472);
2020
2021                 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
2022                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
2023
2024                 SinceEpoch::advance(Duration::from_secs(10));
2025                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 371);
2026         }
2027 }