1 // This file is Copyright its original authors, visible in version control
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
10 //! Utilities for scoring payment channels.
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`Score`] implementation is not needed.
18 //! # extern crate secp256k1;
20 //! # use lightning::routing::network_graph::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringParameters, Scorer, ScoringParameters};
23 //! # use lightning::util::logger::{Logger, Record};
24 //! # use secp256k1::key::PublicKey;
26 //! # struct FakeLogger {};
27 //! # impl Logger for FakeLogger {
28 //! # fn log(&self, record: &Record) { unimplemented!() }
30 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph) {
31 //! # let logger = FakeLogger {};
33 //! // Use the default channel penalties.
34 //! let params = ProbabilisticScoringParameters::default();
35 //! let scorer = ProbabilisticScorer::new(params, &network_graph);
37 //! // Or use custom channel penalties.
38 //! let params = ProbabilisticScoringParameters {
39 //! liquidity_penalty_multiplier_msat: 2 * 1000,
40 //! ..ProbabilisticScoringParameters::default()
42 //! let scorer = ProbabilisticScorer::new(params, &network_graph);
44 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer);
50 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
51 //! different types and thus is undefined.
53 //! [`find_route`]: crate::routing::router::find_route
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};
61 use core::cell::{RefCell, RefMut};
62 use core::ops::{Deref, DerefMut};
63 use core::time::Duration;
65 use sync::{Mutex, MutexGuard};
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`.
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.
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`.
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;
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);
96 /// Handles updating channel penalties after successfully routing along a path.
97 fn payment_path_successful(&mut self, path: &[&RouteHop]);
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)
105 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
106 self.deref_mut().payment_path_failed(path, short_channel_id)
109 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
110 self.deref_mut().payment_path_successful(path)
116 define_score!(Writeable);
117 #[cfg(not(c_bindings))]
120 /// A scorer that is accessed under a lock.
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.
127 /// [`find_route`]: crate::routing::router::find_route
128 pub trait LockableScore<'a> {
129 /// The locked [`Score`] type.
130 type Locked: 'a + Score;
132 /// Returns the locked scorer.
133 fn lock(&'a self) -> Self::Locked;
137 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
138 type Locked = MutexGuard<'a, T>;
140 fn lock(&'a self) -> MutexGuard<'a, T> {
141 Mutex::lock(self).unwrap()
145 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
146 type Locked = RefMut<'a, T>;
148 fn lock(&'a self) -> RefMut<'a, T> {
154 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
155 pub struct MultiThreadedLockableScore<S: Score> {
160 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
161 type Locked = MutexGuard<'a, T>;
163 fn lock(&'a self) -> MutexGuard<'a, T> {
164 Mutex::lock(&self.score).unwrap()
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) }
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)
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)
192 /// [`Score`] implementation that uses a fixed penalty.
193 pub struct FixedPenaltyScorer {
197 impl_writeable_tlv_based!(FixedPenaltyScorer, {
198 (0, penalty_msat, required),
201 impl FixedPenaltyScorer {
202 /// Creates a new scorer using `penalty_msat`.
203 pub fn with_penalty(penalty_msat: u64) -> Self {
204 Self { penalty_msat }
208 impl Score for FixedPenaltyScorer {
209 fn channel_penalty_msat(&self, _: u64, _: u64, _: u64, _: &NodeId, _: &NodeId) -> u64 {
213 fn payment_path_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {}
215 fn payment_path_successful(&mut self, _path: &[&RouteHop]) {}
218 /// [`Score`] implementation that provides reasonable default behavior.
220 /// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
221 /// slightly higher fees are available. Will further penalize channels that fail to relay payments.
223 /// See [module-level documentation] for usage and [`ScoringParameters`] for customization.
227 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
230 /// [module-level documentation]: crate::routing::scoring
233 note = "ProbabilisticScorer should be used instead of Scorer.",
235 #[cfg(not(feature = "no-std"))]
236 pub type Scorer = ScorerUsingTime::<std::time::Instant>;
237 #[cfg(feature = "no-std")]
238 pub type Scorer = ScorerUsingTime::<time::Eternity>;
240 // Note that ideally we'd hide ScorerUsingTime from public view by sealing it as well, but rustdoc
241 // doesn't handle this well - instead exposing a `Scorer` which has no trait implementation(s) or
244 /// [`Score`] implementation.
246 /// (C-not exported) generally all users should use the [`Scorer`] type alias.
247 pub struct ScorerUsingTime<T: Time> {
248 params: ScoringParameters,
249 // TODO: Remove entries of closed channels.
250 channel_failures: HashMap<u64, ChannelFailure<T>>,
253 /// Parameters for configuring [`Scorer`].
254 pub struct ScoringParameters {
255 /// A fixed penalty in msats to apply to each channel.
257 /// Default value: 500 msat
258 pub base_penalty_msat: u64,
260 /// A penalty in msats to apply to a channel upon failing to relay a payment.
262 /// This accumulates for each failure but may be reduced over time based on
263 /// [`failure_penalty_half_life`] or when successfully routing through a channel.
265 /// Default value: 1,024,000 msat
267 /// [`failure_penalty_half_life`]: Self::failure_penalty_half_life
268 pub failure_penalty_msat: u64,
270 /// When the amount being sent over a channel is this many 1024ths of the total channel
271 /// capacity, we begin applying [`overuse_penalty_msat_per_1024th`].
273 /// Default value: 128 1024ths (i.e. begin penalizing when an HTLC uses 1/8th of a channel)
275 /// [`overuse_penalty_msat_per_1024th`]: Self::overuse_penalty_msat_per_1024th
276 pub overuse_penalty_start_1024th: u16,
278 /// A penalty applied, per whole 1024ths of the channel capacity which the amount being sent
279 /// over the channel exceeds [`overuse_penalty_start_1024th`] by.
281 /// Default value: 20 msat (i.e. 2560 msat penalty to use 1/4th of a channel, 7680 msat penalty
282 /// to use half a channel, and 12,560 msat penalty to use 3/4ths of a channel)
284 /// [`overuse_penalty_start_1024th`]: Self::overuse_penalty_start_1024th
285 pub overuse_penalty_msat_per_1024th: u64,
287 /// The time required to elapse before any accumulated [`failure_penalty_msat`] penalties are
290 /// Successfully routing through a channel will immediately cut the penalty in half as well.
292 /// Default value: 1 hour
296 /// When built with the `no-std` feature, time will never elapse. Therefore, this penalty will
299 /// [`failure_penalty_msat`]: Self::failure_penalty_msat
300 pub failure_penalty_half_life: Duration,
303 impl_writeable_tlv_based!(ScoringParameters, {
304 (0, base_penalty_msat, required),
305 (1, overuse_penalty_start_1024th, (default_value, 128)),
306 (2, failure_penalty_msat, required),
307 (3, overuse_penalty_msat_per_1024th, (default_value, 20)),
308 (4, failure_penalty_half_life, required),
311 /// Accounting for penalties against a channel for failing to relay any payments.
313 /// Penalties decay over time, though accumulate as more failures occur.
314 struct ChannelFailure<T: Time> {
315 /// Accumulated penalty in msats for the channel as of `last_updated`.
316 undecayed_penalty_msat: u64,
318 /// Last time the channel either failed to route or successfully routed a payment. Used to decay
319 /// `undecayed_penalty_msat`.
323 impl<T: Time> ScorerUsingTime<T> {
324 /// Creates a new scorer using the given scoring parameters.
325 pub fn new(params: ScoringParameters) -> Self {
328 channel_failures: HashMap::new(),
333 impl<T: Time> ChannelFailure<T> {
334 fn new(failure_penalty_msat: u64) -> Self {
336 undecayed_penalty_msat: failure_penalty_msat,
337 last_updated: T::now(),
341 fn add_penalty(&mut self, failure_penalty_msat: u64, half_life: Duration) {
342 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) + failure_penalty_msat;
343 self.last_updated = T::now();
346 fn reduce_penalty(&mut self, half_life: Duration) {
347 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) >> 1;
348 self.last_updated = T::now();
351 fn decayed_penalty_msat(&self, half_life: Duration) -> u64 {
352 self.last_updated.elapsed().as_secs()
353 .checked_div(half_life.as_secs())
354 .and_then(|decays| self.undecayed_penalty_msat.checked_shr(decays as u32))
359 impl<T: Time> Default for ScorerUsingTime<T> {
360 fn default() -> Self {
361 Self::new(ScoringParameters::default())
365 impl Default for ScoringParameters {
366 fn default() -> Self {
368 base_penalty_msat: 500,
369 failure_penalty_msat: 1024 * 1000,
370 failure_penalty_half_life: Duration::from_secs(3600),
371 overuse_penalty_start_1024th: 1024 / 8,
372 overuse_penalty_msat_per_1024th: 20,
377 impl<T: Time> Score for ScorerUsingTime<T> {
378 fn channel_penalty_msat(
379 &self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, _source: &NodeId, _target: &NodeId
381 let failure_penalty_msat = self.channel_failures
382 .get(&short_channel_id)
383 .map_or(0, |value| value.decayed_penalty_msat(self.params.failure_penalty_half_life));
385 let mut penalty_msat = self.params.base_penalty_msat + failure_penalty_msat;
386 let send_1024ths = send_amt_msat.checked_mul(1024).unwrap_or(u64::max_value()) / capacity_msat;
387 if send_1024ths > self.params.overuse_penalty_start_1024th as u64 {
388 penalty_msat = penalty_msat.checked_add(
389 (send_1024ths - self.params.overuse_penalty_start_1024th as u64)
390 .checked_mul(self.params.overuse_penalty_msat_per_1024th).unwrap_or(u64::max_value()))
391 .unwrap_or(u64::max_value());
397 fn payment_path_failed(&mut self, _path: &[&RouteHop], short_channel_id: u64) {
398 let failure_penalty_msat = self.params.failure_penalty_msat;
399 let half_life = self.params.failure_penalty_half_life;
400 self.channel_failures
401 .entry(short_channel_id)
402 .and_modify(|failure| failure.add_penalty(failure_penalty_msat, half_life))
403 .or_insert_with(|| ChannelFailure::new(failure_penalty_msat));
406 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
407 let half_life = self.params.failure_penalty_half_life;
408 for hop in path.iter() {
409 self.channel_failures
410 .entry(hop.short_channel_id)
411 .and_modify(|failure| failure.reduce_penalty(half_life));
416 impl<T: Time> Writeable for ScorerUsingTime<T> {
418 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
419 self.params.write(w)?;
420 self.channel_failures.write(w)?;
421 write_tlv_fields!(w, {});
426 impl<T: Time> Readable for ScorerUsingTime<T> {
428 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
430 params: Readable::read(r)?,
431 channel_failures: Readable::read(r)?,
433 read_tlv_fields!(r, {});
438 impl<T: Time> Writeable for ChannelFailure<T> {
440 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
441 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
442 write_tlv_fields!(w, {
443 (0, self.undecayed_penalty_msat, required),
444 (2, duration_since_epoch, required),
450 impl<T: Time> Readable for ChannelFailure<T> {
452 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
453 let mut undecayed_penalty_msat = 0;
454 let mut duration_since_epoch = Duration::from_secs(0);
455 read_tlv_fields!(r, {
456 (0, undecayed_penalty_msat, required),
457 (2, duration_since_epoch, required),
460 undecayed_penalty_msat,
461 last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
466 /// [`Score`] implementation using channel success probability distributions.
468 /// Based on *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
469 /// and Stefan Richter [[1]]. Given the uncertainty of channel liquidity balances, probability
470 /// distributions are defined based on knowledge learned from successful and unsuccessful attempts.
471 /// Then the negative `log10` of the success probability is used to determine the cost of routing a
472 /// specific HTLC amount through a channel.
474 /// Knowledge about channel liquidity balances takes the form of upper and lower bounds on the
475 /// possible liquidity. Certainty of the bounds is decreased over time using a decay function. See
476 /// [`ProbabilisticScoringParameters`] for details.
478 /// Since the scorer aims to learn the current channel liquidity balances, it works best for nodes
479 /// with high payment volume or that actively probe the [`NetworkGraph`]. Nodes with low payment
480 /// volume are more likely to experience failed payment paths, which would need to be retried.
484 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
487 /// [1]: https://arxiv.org/abs/2107.05322
488 #[cfg(not(feature = "no-std"))]
489 pub type ProbabilisticScorer<G> = ProbabilisticScorerUsingTime::<G, std::time::Instant>;
490 #[cfg(feature = "no-std")]
491 pub type ProbabilisticScorer<G> = ProbabilisticScorerUsingTime::<G, time::Eternity>;
493 /// Probabilistic [`Score`] implementation.
495 /// (C-not exported) generally all users should use the [`ProbabilisticScorer`] type alias.
496 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph>, T: Time> {
497 params: ProbabilisticScoringParameters,
499 // TODO: Remove entries of closed channels.
500 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
503 /// Parameters for configuring [`ProbabilisticScorer`].
504 #[derive(Clone, Copy)]
505 pub struct ProbabilisticScoringParameters {
506 /// A multiplier used to determine the amount in msats willing to be paid to avoid routing
507 /// through a channel, as per multiplying by the negative `log10` of the channel's success
508 /// probability for a payment.
510 /// The success probability is determined by the effective channel capacity, the payment amount,
511 /// and knowledge learned from prior successful and unsuccessful payments. The lower bound of
512 /// the success probability is 0.01, effectively limiting the penalty to the range
513 /// `0..=2*liquidity_penalty_multiplier_msat`. The knowledge learned is decayed over time based
514 /// on [`liquidity_offset_half_life`].
516 /// Default value: 10,000 msat
518 /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life
519 pub liquidity_penalty_multiplier_msat: u64,
521 /// The time required to elapse before any knowledge learned about channel liquidity balances is
524 /// The bounds are defined in terms of offsets and are initially zero. Increasing the offsets
525 /// gives tighter bounds on the channel liquidity balance. Thus, halving the offsets decreases
526 /// the certainty of the channel liquidity balance.
528 /// Default value: 1 hour
532 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
533 /// liquidity knowledge will never decay except when the bounds cross.
534 pub liquidity_offset_half_life: Duration,
537 impl_writeable_tlv_based!(ProbabilisticScoringParameters, {
538 (0, liquidity_penalty_multiplier_msat, required),
539 (2, liquidity_offset_half_life, required),
542 /// Accounting for channel liquidity balance uncertainty.
544 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
545 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
546 /// offset fields gives the opposite direction.
547 struct ChannelLiquidity<T: Time> {
548 /// Lower channel liquidity bound in terms of an offset from zero.
549 min_liquidity_offset_msat: u64,
551 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
552 max_liquidity_offset_msat: u64,
554 /// Time when the liquidity bounds were last modified.
558 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
559 /// decayed with a given half life.
560 struct DirectedChannelLiquidity<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> {
561 min_liquidity_offset_msat: L,
562 max_liquidity_offset_msat: L,
569 impl<G: Deref<Target = NetworkGraph>, T: Time> ProbabilisticScorerUsingTime<G, T> {
570 /// Creates a new scorer using the given scoring parameters for sending payments from a node
571 /// through a network graph.
572 pub fn new(params: ProbabilisticScoringParameters, network_graph: G) -> Self {
576 channel_liquidities: HashMap::new(),
581 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
582 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
587 impl Default for ProbabilisticScoringParameters {
588 fn default() -> Self {
590 liquidity_penalty_multiplier_msat: 10_000,
591 liquidity_offset_half_life: Duration::from_secs(3600),
596 impl<T: Time> ChannelLiquidity<T> {
600 min_liquidity_offset_msat: 0,
601 max_liquidity_offset_msat: 0,
602 last_updated: T::now(),
606 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
609 &self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
610 ) -> DirectedChannelLiquidity<&u64, T, &T> {
611 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
612 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat)
614 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat)
617 DirectedChannelLiquidity {
618 min_liquidity_offset_msat,
619 max_liquidity_offset_msat,
621 last_updated: &self.last_updated,
627 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
630 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
631 ) -> DirectedChannelLiquidity<&mut u64, T, &mut T> {
632 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
633 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat)
635 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat)
638 DirectedChannelLiquidity {
639 min_liquidity_offset_msat,
640 max_liquidity_offset_msat,
642 last_updated: &mut self.last_updated,
649 impl<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity<L, T, U> {
650 /// Returns the success probability of routing the given HTLC `amount_msat` through the channel
651 /// in this direction.
652 fn success_probability(&self, amount_msat: u64) -> f64 {
653 let max_liquidity_msat = self.max_liquidity_msat();
654 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
655 if amount_msat > max_liquidity_msat {
657 } else if amount_msat <= min_liquidity_msat {
660 let numerator = max_liquidity_msat + 1 - amount_msat;
661 let denominator = max_liquidity_msat + 1 - min_liquidity_msat;
662 numerator as f64 / denominator as f64
663 }.max(0.01) // Lower bound the success probability to ensure some channel is selected.
666 /// Returns the lower bound of the channel liquidity balance in this direction.
667 fn min_liquidity_msat(&self) -> u64 {
668 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
671 /// Returns the upper bound of the channel liquidity balance in this direction.
672 fn max_liquidity_msat(&self) -> u64 {
674 .checked_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
678 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
679 self.now.duration_since(*self.last_updated).as_secs()
680 .checked_div(self.half_life.as_secs())
681 .and_then(|decays| offset_msat.checked_shr(decays as u32))
686 impl<L: DerefMut<Target = u64>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, T, U> {
687 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
688 fn failed_at_channel(&mut self, amount_msat: u64) {
689 if amount_msat < self.max_liquidity_msat() {
690 self.set_max_liquidity_msat(amount_msat);
694 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
695 fn failed_downstream(&mut self, amount_msat: u64) {
696 if amount_msat > self.min_liquidity_msat() {
697 self.set_min_liquidity_msat(amount_msat);
701 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
702 fn successful(&mut self, amount_msat: u64) {
703 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
704 self.set_max_liquidity_msat(max_liquidity_msat);
707 /// Adjusts the lower bound of the channel liquidity balance in this direction.
708 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
709 *self.min_liquidity_offset_msat = amount_msat;
710 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
713 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
715 *self.last_updated = self.now;
718 /// Adjusts the upper bound of the channel liquidity balance in this direction.
719 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
720 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
721 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
724 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
726 *self.last_updated = self.now;
730 impl<G: Deref<Target = NetworkGraph>, T: Time> Score for ProbabilisticScorerUsingTime<G, T> {
731 fn channel_penalty_msat(
732 &self, short_channel_id: u64, amount_msat: u64, capacity_msat: u64, source: &NodeId,
735 let liquidity_penalty_multiplier_msat = self.params.liquidity_penalty_multiplier_msat;
736 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
737 let success_probability = self.channel_liquidities
738 .get(&short_channel_id)
739 .unwrap_or(&ChannelLiquidity::new())
740 .as_directed(source, target, capacity_msat, liquidity_offset_half_life)
741 .success_probability(amount_msat);
742 // NOTE: If success_probability is ever changed to return 0.0, log10 is undefined so return
743 // u64::max_value instead.
744 debug_assert!(success_probability > core::f64::EPSILON);
745 (-(success_probability.log10()) * liquidity_penalty_multiplier_msat as f64) as u64
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();
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));
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);
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);
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();
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));
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);
802 impl<G: Deref<Target = NetworkGraph>, T: Time> Writeable for ProbabilisticScorerUsingTime<G, T> {
804 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
805 write_tlv_fields!(w, {
806 (0, self.channel_liquidities, required)
812 impl<G, T> ReadableArgs<(ProbabilisticScoringParameters, G)> for ProbabilisticScorerUsingTime<G, T>
814 G: Deref<Target = NetworkGraph>,
819 r: &mut R, args: (ProbabilisticScoringParameters, G)
820 ) -> Result<Self, DecodeError> {
821 let (params, network_graph) = args;
822 let mut channel_liquidities = HashMap::new();
823 read_tlv_fields!(r, {
824 (0, channel_liquidities, required)
834 impl<T: Time> Writeable for ChannelLiquidity<T> {
836 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
837 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
838 write_tlv_fields!(w, {
839 (0, self.min_liquidity_offset_msat, required),
840 (2, self.max_liquidity_offset_msat, required),
841 (4, duration_since_epoch, required),
847 impl<T: Time> Readable for ChannelLiquidity<T> {
849 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
850 let mut min_liquidity_offset_msat = 0;
851 let mut max_liquidity_offset_msat = 0;
852 let mut duration_since_epoch = Duration::from_secs(0);
853 read_tlv_fields!(r, {
854 (0, min_liquidity_offset_msat, required),
855 (2, max_liquidity_offset_msat, required),
856 (4, duration_since_epoch, required),
859 min_liquidity_offset_msat,
860 max_liquidity_offset_msat,
861 last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
866 pub(crate) mod time {
868 use core::time::Duration;
869 /// A measurement of time.
870 pub trait Time: Copy + Sub<Duration, Output = Self> where Self: Sized {
871 /// Returns an instance corresponding to the current moment.
874 /// Returns the amount of time elapsed since `self` was created.
875 fn elapsed(&self) -> Duration;
877 /// Returns the amount of time passed between `earlier` and `self`.
878 fn duration_since(&self, earlier: Self) -> Duration;
880 /// Returns the amount of time passed since the beginning of [`Time`].
882 /// Used during (de-)serialization.
883 fn duration_since_epoch() -> Duration;
886 /// A state in which time has no meaning.
887 #[derive(Clone, Copy, Debug, PartialEq, Eq)]
890 #[cfg(not(feature = "no-std"))]
891 impl Time for std::time::Instant {
893 std::time::Instant::now()
896 fn duration_since(&self, earlier: Self) -> Duration {
897 self.duration_since(earlier)
900 fn duration_since_epoch() -> Duration {
901 use std::time::SystemTime;
902 SystemTime::now().duration_since(SystemTime::UNIX_EPOCH).unwrap()
905 fn elapsed(&self) -> Duration {
906 std::time::Instant::elapsed(self)
910 impl Time for Eternity {
915 fn duration_since(&self, _earlier: Self) -> Duration {
916 Duration::from_secs(0)
919 fn duration_since_epoch() -> Duration {
920 Duration::from_secs(0)
923 fn elapsed(&self) -> Duration {
924 Duration::from_secs(0)
928 impl Sub<Duration> for Eternity {
931 fn sub(self, _other: Duration) -> Self {
937 pub(crate) use self::time::Time;
941 use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime, ScoringParameters, ScorerUsingTime, Time};
942 use super::time::Eternity;
944 use ln::features::{ChannelFeatures, NodeFeatures};
945 use ln::msgs::{ChannelAnnouncement, ChannelUpdate, OptionalField, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
946 use routing::scoring::Score;
947 use routing::network_graph::{NetworkGraph, NodeId};
948 use routing::router::RouteHop;
949 use util::ser::{Readable, ReadableArgs, Writeable};
951 use bitcoin::blockdata::constants::genesis_block;
952 use bitcoin::hashes::Hash;
953 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
954 use bitcoin::network::constants::Network;
955 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
956 use core::cell::Cell;
958 use core::time::Duration;
963 /// Time that can be advanced manually in tests.
964 #[derive(Clone, Copy, Debug, PartialEq, Eq)]
965 struct SinceEpoch(Duration);
969 static ELAPSED: Cell<Duration> = core::cell::Cell::new(Duration::from_secs(0));
972 fn advance(duration: Duration) {
973 Self::ELAPSED.with(|elapsed| elapsed.set(elapsed.get() + duration))
977 impl Time for SinceEpoch {
979 Self(Self::duration_since_epoch())
982 fn duration_since(&self, earlier: Self) -> Duration {
986 fn duration_since_epoch() -> Duration {
987 Self::ELAPSED.with(|elapsed| elapsed.get())
990 fn elapsed(&self) -> Duration {
991 Self::duration_since_epoch() - self.0
995 impl Sub<Duration> for SinceEpoch {
998 fn sub(self, other: Duration) -> Self {
1004 fn time_passes_when_advanced() {
1005 let now = SinceEpoch::now();
1006 assert_eq!(now.elapsed(), Duration::from_secs(0));
1008 SinceEpoch::advance(Duration::from_secs(1));
1009 SinceEpoch::advance(Duration::from_secs(1));
1011 let elapsed = now.elapsed();
1012 let later = SinceEpoch::now();
1014 assert_eq!(elapsed, Duration::from_secs(2));
1015 assert_eq!(later - elapsed, now);
1019 fn time_never_passes_in_an_eternity() {
1020 let now = Eternity::now();
1021 let elapsed = now.elapsed();
1022 let later = Eternity::now();
1024 assert_eq!(now.elapsed(), Duration::from_secs(0));
1025 assert_eq!(later - elapsed, now);
1030 /// A scorer for testing with time that can be manually advanced.
1031 type Scorer = ScorerUsingTime::<SinceEpoch>;
1033 fn source_privkey() -> SecretKey {
1034 SecretKey::from_slice(&[42; 32]).unwrap()
1037 fn target_privkey() -> SecretKey {
1038 SecretKey::from_slice(&[43; 32]).unwrap()
1041 fn source_pubkey() -> PublicKey {
1042 let secp_ctx = Secp256k1::new();
1043 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1046 fn target_pubkey() -> PublicKey {
1047 let secp_ctx = Secp256k1::new();
1048 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1051 fn source_node_id() -> NodeId {
1052 NodeId::from_pubkey(&source_pubkey())
1055 fn target_node_id() -> NodeId {
1056 NodeId::from_pubkey(&target_pubkey())
1060 fn penalizes_without_channel_failures() {
1061 let scorer = Scorer::new(ScoringParameters {
1062 base_penalty_msat: 1_000,
1063 failure_penalty_msat: 512,
1064 failure_penalty_half_life: Duration::from_secs(1),
1065 overuse_penalty_start_1024th: 1024,
1066 overuse_penalty_msat_per_1024th: 0,
1068 let source = source_node_id();
1069 let target = target_node_id();
1070 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1072 SinceEpoch::advance(Duration::from_secs(1));
1073 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1077 fn accumulates_channel_failure_penalties() {
1078 let mut scorer = Scorer::new(ScoringParameters {
1079 base_penalty_msat: 1_000,
1080 failure_penalty_msat: 64,
1081 failure_penalty_half_life: Duration::from_secs(10),
1082 overuse_penalty_start_1024th: 1024,
1083 overuse_penalty_msat_per_1024th: 0,
1085 let source = source_node_id();
1086 let target = target_node_id();
1087 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1089 scorer.payment_path_failed(&[], 42);
1090 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1092 scorer.payment_path_failed(&[], 42);
1093 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1095 scorer.payment_path_failed(&[], 42);
1096 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_192);
1100 fn decays_channel_failure_penalties_over_time() {
1101 let mut scorer = Scorer::new(ScoringParameters {
1102 base_penalty_msat: 1_000,
1103 failure_penalty_msat: 512,
1104 failure_penalty_half_life: Duration::from_secs(10),
1105 overuse_penalty_start_1024th: 1024,
1106 overuse_penalty_msat_per_1024th: 0,
1108 let source = source_node_id();
1109 let target = target_node_id();
1110 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1112 scorer.payment_path_failed(&[], 42);
1113 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1115 SinceEpoch::advance(Duration::from_secs(9));
1116 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1118 SinceEpoch::advance(Duration::from_secs(1));
1119 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1121 SinceEpoch::advance(Duration::from_secs(10 * 8));
1122 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_001);
1124 SinceEpoch::advance(Duration::from_secs(10));
1125 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1127 SinceEpoch::advance(Duration::from_secs(10));
1128 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1132 fn decays_channel_failure_penalties_without_shift_overflow() {
1133 let mut scorer = Scorer::new(ScoringParameters {
1134 base_penalty_msat: 1_000,
1135 failure_penalty_msat: 512,
1136 failure_penalty_half_life: Duration::from_secs(10),
1137 overuse_penalty_start_1024th: 1024,
1138 overuse_penalty_msat_per_1024th: 0,
1140 let source = source_node_id();
1141 let target = target_node_id();
1142 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1144 scorer.payment_path_failed(&[], 42);
1145 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1147 // An unchecked right shift 64 bits or more in ChannelFailure::decayed_penalty_msat would
1148 // cause an overflow.
1149 SinceEpoch::advance(Duration::from_secs(10 * 64));
1150 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1152 SinceEpoch::advance(Duration::from_secs(10));
1153 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1157 fn accumulates_channel_failure_penalties_after_decay() {
1158 let mut scorer = Scorer::new(ScoringParameters {
1159 base_penalty_msat: 1_000,
1160 failure_penalty_msat: 512,
1161 failure_penalty_half_life: Duration::from_secs(10),
1162 overuse_penalty_start_1024th: 1024,
1163 overuse_penalty_msat_per_1024th: 0,
1165 let source = source_node_id();
1166 let target = target_node_id();
1167 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1169 scorer.payment_path_failed(&[], 42);
1170 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1172 SinceEpoch::advance(Duration::from_secs(10));
1173 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1175 scorer.payment_path_failed(&[], 42);
1176 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_768);
1178 SinceEpoch::advance(Duration::from_secs(10));
1179 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_384);
1183 fn reduces_channel_failure_penalties_after_success() {
1184 let mut scorer = Scorer::new(ScoringParameters {
1185 base_penalty_msat: 1_000,
1186 failure_penalty_msat: 512,
1187 failure_penalty_half_life: Duration::from_secs(10),
1188 overuse_penalty_start_1024th: 1024,
1189 overuse_penalty_msat_per_1024th: 0,
1191 let source = source_node_id();
1192 let target = target_node_id();
1193 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1195 scorer.payment_path_failed(&[], 42);
1196 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1198 SinceEpoch::advance(Duration::from_secs(10));
1199 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1201 let hop = RouteHop {
1202 pubkey: PublicKey::from_slice(target.as_slice()).unwrap(),
1203 node_features: NodeFeatures::known(),
1204 short_channel_id: 42,
1205 channel_features: ChannelFeatures::known(),
1207 cltv_expiry_delta: 18,
1209 scorer.payment_path_successful(&[&hop]);
1210 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1212 SinceEpoch::advance(Duration::from_secs(10));
1213 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1217 fn restores_persisted_channel_failure_penalties() {
1218 let mut scorer = Scorer::new(ScoringParameters {
1219 base_penalty_msat: 1_000,
1220 failure_penalty_msat: 512,
1221 failure_penalty_half_life: Duration::from_secs(10),
1222 overuse_penalty_start_1024th: 1024,
1223 overuse_penalty_msat_per_1024th: 0,
1225 let source = source_node_id();
1226 let target = target_node_id();
1228 scorer.payment_path_failed(&[], 42);
1229 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1231 SinceEpoch::advance(Duration::from_secs(10));
1232 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1234 scorer.payment_path_failed(&[], 43);
1235 assert_eq!(scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1237 let mut serialized_scorer = Vec::new();
1238 scorer.write(&mut serialized_scorer).unwrap();
1240 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1241 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1242 assert_eq!(deserialized_scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1246 fn decays_persisted_channel_failure_penalties() {
1247 let mut scorer = Scorer::new(ScoringParameters {
1248 base_penalty_msat: 1_000,
1249 failure_penalty_msat: 512,
1250 failure_penalty_half_life: Duration::from_secs(10),
1251 overuse_penalty_start_1024th: 1024,
1252 overuse_penalty_msat_per_1024th: 0,
1254 let source = source_node_id();
1255 let target = target_node_id();
1257 scorer.payment_path_failed(&[], 42);
1258 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1260 let mut serialized_scorer = Vec::new();
1261 scorer.write(&mut serialized_scorer).unwrap();
1263 SinceEpoch::advance(Duration::from_secs(10));
1265 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1266 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1268 SinceEpoch::advance(Duration::from_secs(10));
1269 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1273 fn charges_per_1024th_penalty() {
1274 let scorer = Scorer::new(ScoringParameters {
1275 base_penalty_msat: 0,
1276 failure_penalty_msat: 0,
1277 failure_penalty_half_life: Duration::from_secs(0),
1278 overuse_penalty_start_1024th: 256,
1279 overuse_penalty_msat_per_1024th: 100,
1281 let source = source_node_id();
1282 let target = target_node_id();
1284 assert_eq!(scorer.channel_penalty_msat(42, 1_000, 1_024_000, &source, &target), 0);
1285 assert_eq!(scorer.channel_penalty_msat(42, 256_999, 1_024_000, &source, &target), 0);
1286 assert_eq!(scorer.channel_penalty_msat(42, 257_000, 1_024_000, &source, &target), 100);
1287 assert_eq!(scorer.channel_penalty_msat(42, 258_000, 1_024_000, &source, &target), 200);
1288 assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 256 * 100);
1291 // `ProbabilisticScorer` tests
1293 /// A probabilistic scorer for testing with time that can be manually advanced.
1294 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph, SinceEpoch>;
1296 fn sender_privkey() -> SecretKey {
1297 SecretKey::from_slice(&[41; 32]).unwrap()
1300 fn recipient_privkey() -> SecretKey {
1301 SecretKey::from_slice(&[45; 32]).unwrap()
1304 fn sender_pubkey() -> PublicKey {
1305 let secp_ctx = Secp256k1::new();
1306 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1309 fn recipient_pubkey() -> PublicKey {
1310 let secp_ctx = Secp256k1::new();
1311 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1314 fn sender_node_id() -> NodeId {
1315 NodeId::from_pubkey(&sender_pubkey())
1318 fn recipient_node_id() -> NodeId {
1319 NodeId::from_pubkey(&recipient_pubkey())
1322 fn network_graph() -> NetworkGraph {
1323 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1324 let mut network_graph = NetworkGraph::new(genesis_hash);
1325 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1326 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1332 network_graph: &mut NetworkGraph, short_channel_id: u64, node_1_key: SecretKey,
1333 node_2_key: SecretKey
1335 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1336 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1337 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1338 let secp_ctx = Secp256k1::new();
1339 let unsigned_announcement = UnsignedChannelAnnouncement {
1340 features: ChannelFeatures::known(),
1341 chain_hash: genesis_hash,
1343 node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key),
1344 node_id_2: PublicKey::from_secret_key(&secp_ctx, &node_2_key),
1345 bitcoin_key_1: PublicKey::from_secret_key(&secp_ctx, &node_1_secret),
1346 bitcoin_key_2: PublicKey::from_secret_key(&secp_ctx, &node_2_secret),
1347 excess_data: Vec::new(),
1349 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1350 let signed_announcement = ChannelAnnouncement {
1351 node_signature_1: secp_ctx.sign(&msghash, &node_1_key),
1352 node_signature_2: secp_ctx.sign(&msghash, &node_2_key),
1353 bitcoin_signature_1: secp_ctx.sign(&msghash, &node_1_secret),
1354 bitcoin_signature_2: secp_ctx.sign(&msghash, &node_2_secret),
1355 contents: unsigned_announcement,
1357 let chain_source: Option<&::util::test_utils::TestChainSource> = None;
1358 network_graph.update_channel_from_announcement(
1359 &signed_announcement, &chain_source, &secp_ctx).unwrap();
1360 update_channel(network_graph, short_channel_id, node_1_key, 0);
1361 update_channel(network_graph, short_channel_id, node_2_key, 1);
1365 network_graph: &mut NetworkGraph, short_channel_id: u64, node_key: SecretKey, flags: u8
1367 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1368 let secp_ctx = Secp256k1::new();
1369 let unsigned_update = UnsignedChannelUpdate {
1370 chain_hash: genesis_hash,
1374 cltv_expiry_delta: 18,
1375 htlc_minimum_msat: 0,
1376 htlc_maximum_msat: OptionalField::Present(1_000),
1378 fee_proportional_millionths: 0,
1379 excess_data: Vec::new(),
1381 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1382 let signed_update = ChannelUpdate {
1383 signature: secp_ctx.sign(&msghash, &node_key),
1384 contents: unsigned_update,
1386 network_graph.update_channel(&signed_update, &secp_ctx).unwrap();
1389 fn payment_path_for_amount(amount_msat: u64) -> Vec<RouteHop> {
1392 pubkey: source_pubkey(),
1393 node_features: NodeFeatures::known(),
1394 short_channel_id: 41,
1395 channel_features: ChannelFeatures::known(),
1397 cltv_expiry_delta: 18,
1400 pubkey: target_pubkey(),
1401 node_features: NodeFeatures::known(),
1402 short_channel_id: 42,
1403 channel_features: ChannelFeatures::known(),
1405 cltv_expiry_delta: 18,
1408 pubkey: recipient_pubkey(),
1409 node_features: NodeFeatures::known(),
1410 short_channel_id: 43,
1411 channel_features: ChannelFeatures::known(),
1412 fee_msat: amount_msat,
1413 cltv_expiry_delta: 18,
1419 fn liquidity_bounds_directed_from_lowest_node_id() {
1420 let last_updated = SinceEpoch::now();
1421 let network_graph = network_graph();
1422 let params = ProbabilisticScoringParameters::default();
1423 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1426 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
1430 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
1432 let source = source_node_id();
1433 let target = target_node_id();
1434 let recipient = recipient_node_id();
1435 assert!(source > target);
1436 assert!(target < recipient);
1438 // Update minimum liquidity.
1440 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1441 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1442 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1443 assert_eq!(liquidity.min_liquidity_msat(), 100);
1444 assert_eq!(liquidity.max_liquidity_msat(), 300);
1446 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1447 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1448 assert_eq!(liquidity.min_liquidity_msat(), 700);
1449 assert_eq!(liquidity.max_liquidity_msat(), 900);
1451 scorer.channel_liquidities.get_mut(&42).unwrap()
1452 .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1453 .set_min_liquidity_msat(200);
1455 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1456 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1457 assert_eq!(liquidity.min_liquidity_msat(), 200);
1458 assert_eq!(liquidity.max_liquidity_msat(), 300);
1460 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1461 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1462 assert_eq!(liquidity.min_liquidity_msat(), 700);
1463 assert_eq!(liquidity.max_liquidity_msat(), 800);
1465 // Update maximum liquidity.
1467 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1468 .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
1469 assert_eq!(liquidity.min_liquidity_msat(), 700);
1470 assert_eq!(liquidity.max_liquidity_msat(), 900);
1472 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1473 .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
1474 assert_eq!(liquidity.min_liquidity_msat(), 100);
1475 assert_eq!(liquidity.max_liquidity_msat(), 300);
1477 scorer.channel_liquidities.get_mut(&43).unwrap()
1478 .as_directed_mut(&target, &recipient, 1_000, liquidity_offset_half_life)
1479 .set_max_liquidity_msat(200);
1481 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1482 .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
1483 assert_eq!(liquidity.min_liquidity_msat(), 0);
1484 assert_eq!(liquidity.max_liquidity_msat(), 200);
1486 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1487 .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
1488 assert_eq!(liquidity.min_liquidity_msat(), 800);
1489 assert_eq!(liquidity.max_liquidity_msat(), 1000);
1493 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
1494 let last_updated = SinceEpoch::now();
1495 let network_graph = network_graph();
1496 let params = ProbabilisticScoringParameters::default();
1497 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1500 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
1502 let source = source_node_id();
1503 let target = target_node_id();
1504 assert!(source > target);
1506 // Check initial bounds.
1507 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1508 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1509 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1510 assert_eq!(liquidity.min_liquidity_msat(), 400);
1511 assert_eq!(liquidity.max_liquidity_msat(), 800);
1513 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1514 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1515 assert_eq!(liquidity.min_liquidity_msat(), 200);
1516 assert_eq!(liquidity.max_liquidity_msat(), 600);
1518 // Reset from source to target.
1519 scorer.channel_liquidities.get_mut(&42).unwrap()
1520 .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1521 .set_min_liquidity_msat(900);
1523 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1524 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1525 assert_eq!(liquidity.min_liquidity_msat(), 900);
1526 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1528 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1529 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1530 assert_eq!(liquidity.min_liquidity_msat(), 0);
1531 assert_eq!(liquidity.max_liquidity_msat(), 100);
1533 // Reset from target to source.
1534 scorer.channel_liquidities.get_mut(&42).unwrap()
1535 .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
1536 .set_min_liquidity_msat(400);
1538 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1539 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1540 assert_eq!(liquidity.min_liquidity_msat(), 0);
1541 assert_eq!(liquidity.max_liquidity_msat(), 600);
1543 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1544 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1545 assert_eq!(liquidity.min_liquidity_msat(), 400);
1546 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1550 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
1551 let last_updated = SinceEpoch::now();
1552 let network_graph = network_graph();
1553 let params = ProbabilisticScoringParameters::default();
1554 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1557 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
1559 let source = source_node_id();
1560 let target = target_node_id();
1561 assert!(source > target);
1563 // Check initial bounds.
1564 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1565 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1566 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1567 assert_eq!(liquidity.min_liquidity_msat(), 400);
1568 assert_eq!(liquidity.max_liquidity_msat(), 800);
1570 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1571 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1572 assert_eq!(liquidity.min_liquidity_msat(), 200);
1573 assert_eq!(liquidity.max_liquidity_msat(), 600);
1575 // Reset from source to target.
1576 scorer.channel_liquidities.get_mut(&42).unwrap()
1577 .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1578 .set_max_liquidity_msat(300);
1580 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1581 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1582 assert_eq!(liquidity.min_liquidity_msat(), 0);
1583 assert_eq!(liquidity.max_liquidity_msat(), 300);
1585 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1586 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1587 assert_eq!(liquidity.min_liquidity_msat(), 700);
1588 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1590 // Reset from target to source.
1591 scorer.channel_liquidities.get_mut(&42).unwrap()
1592 .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
1593 .set_max_liquidity_msat(600);
1595 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1596 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1597 assert_eq!(liquidity.min_liquidity_msat(), 400);
1598 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1600 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1601 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1602 assert_eq!(liquidity.min_liquidity_msat(), 0);
1603 assert_eq!(liquidity.max_liquidity_msat(), 600);
1607 fn increased_penalty_nearing_liquidity_upper_bound() {
1608 let network_graph = network_graph();
1609 let params = ProbabilisticScoringParameters {
1610 liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1612 let scorer = ProbabilisticScorer::new(params, &network_graph);
1613 let source = source_node_id();
1614 let target = target_node_id();
1616 assert_eq!(scorer.channel_penalty_msat(42, 100, 100_000, &source, &target), 0);
1617 assert_eq!(scorer.channel_penalty_msat(42, 1_000, 100_000, &source, &target), 4);
1618 assert_eq!(scorer.channel_penalty_msat(42, 10_000, 100_000, &source, &target), 45);
1619 assert_eq!(scorer.channel_penalty_msat(42, 100_000, 100_000, &source, &target), 2_000);
1621 assert_eq!(scorer.channel_penalty_msat(42, 125, 1_000, &source, &target), 57);
1622 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
1623 assert_eq!(scorer.channel_penalty_msat(42, 375, 1_000, &source, &target), 203);
1624 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1625 assert_eq!(scorer.channel_penalty_msat(42, 625, 1_000, &source, &target), 425);
1626 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600);
1627 assert_eq!(scorer.channel_penalty_msat(42, 875, 1_000, &source, &target), 900);
1631 fn constant_penalty_outside_liquidity_bounds() {
1632 let last_updated = SinceEpoch::now();
1633 let network_graph = network_graph();
1634 let params = ProbabilisticScoringParameters {
1635 liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1637 let scorer = ProbabilisticScorer::new(params, &network_graph)
1640 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated
1642 let source = source_node_id();
1643 let target = target_node_id();
1645 assert_eq!(scorer.channel_penalty_msat(42, 39, 100, &source, &target), 0);
1646 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 0);
1647 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 2_000);
1648 assert_eq!(scorer.channel_penalty_msat(42, 61, 100, &source, &target), 2_000);
1652 fn does_not_further_penalize_own_channel() {
1653 let network_graph = network_graph();
1654 let params = ProbabilisticScoringParameters {
1655 liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1657 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1658 let sender = sender_node_id();
1659 let source = source_node_id();
1660 let failed_path = payment_path_for_amount(500);
1661 let successful_path = payment_path_for_amount(200);
1663 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1665 scorer.payment_path_failed(&failed_path.iter().collect::<Vec<_>>(), 41);
1666 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1668 scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
1669 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1673 fn sets_liquidity_lower_bound_on_downstream_failure() {
1674 let network_graph = network_graph();
1675 let params = ProbabilisticScoringParameters {
1676 liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1678 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1679 let source = source_node_id();
1680 let target = target_node_id();
1681 let path = payment_path_for_amount(500);
1683 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
1684 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1685 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600);
1687 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
1689 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 0);
1690 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 0);
1691 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 300);
1695 fn sets_liquidity_upper_bound_on_failure() {
1696 let network_graph = network_graph();
1697 let params = ProbabilisticScoringParameters {
1698 liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1700 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1701 let source = source_node_id();
1702 let target = target_node_id();
1703 let path = payment_path_for_amount(500);
1705 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
1706 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1707 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600);
1709 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
1711 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1712 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
1713 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 2_000);
1717 fn reduces_liquidity_upper_bound_along_path_on_success() {
1718 let network_graph = network_graph();
1719 let params = ProbabilisticScoringParameters {
1720 liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1722 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1723 let sender = sender_node_id();
1724 let source = source_node_id();
1725 let target = target_node_id();
1726 let recipient = recipient_node_id();
1727 let path = payment_path_for_amount(500);
1729 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 124);
1730 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
1731 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 124);
1733 scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
1735 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 124);
1736 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1737 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 300);
1741 fn decays_liquidity_bounds_over_time() {
1742 let network_graph = network_graph();
1743 let params = ProbabilisticScoringParameters {
1744 liquidity_penalty_multiplier_msat: 1_000,
1745 liquidity_offset_half_life: Duration::from_secs(10),
1747 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1748 let source = source_node_id();
1749 let target = target_node_id();
1751 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1752 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1754 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
1755 scorer.payment_path_failed(&payment_path_for_amount(128).iter().collect::<Vec<_>>(), 43);
1757 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
1758 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 92);
1759 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_424);
1760 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000);
1762 SinceEpoch::advance(Duration::from_secs(9));
1763 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
1764 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 92);
1765 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_424);
1766 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000);
1768 SinceEpoch::advance(Duration::from_secs(1));
1769 assert_eq!(scorer.channel_penalty_msat(42, 64, 1_024, &source, &target), 0);
1770 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 34);
1771 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 1_812);
1772 assert_eq!(scorer.channel_penalty_msat(42, 960, 1_024, &source, &target), 2_000);
1774 // Fully decay liquidity lower bound.
1775 SinceEpoch::advance(Duration::from_secs(10 * 7));
1776 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1777 assert_eq!(scorer.channel_penalty_msat(42, 1, 1_024, &source, &target), 0);
1778 assert_eq!(scorer.channel_penalty_msat(42, 1_023, 1_024, &source, &target), 2_000);
1779 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1781 // Fully decay liquidity upper bound.
1782 SinceEpoch::advance(Duration::from_secs(10));
1783 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1784 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1786 SinceEpoch::advance(Duration::from_secs(10));
1787 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1788 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1792 fn decays_liquidity_bounds_without_shift_overflow() {
1793 let network_graph = network_graph();
1794 let params = ProbabilisticScoringParameters {
1795 liquidity_penalty_multiplier_msat: 1_000,
1796 liquidity_offset_half_life: Duration::from_secs(10),
1798 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1799 let source = source_node_id();
1800 let target = target_node_id();
1801 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 124);
1803 scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::<Vec<_>>(), 42);
1804 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 281);
1806 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
1807 // would cause an overflow.
1808 SinceEpoch::advance(Duration::from_secs(10 * 64));
1809 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 124);
1811 SinceEpoch::advance(Duration::from_secs(10));
1812 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 124);
1816 fn restricts_liquidity_bounds_after_decay() {
1817 let network_graph = network_graph();
1818 let params = ProbabilisticScoringParameters {
1819 liquidity_penalty_multiplier_msat: 1_000,
1820 liquidity_offset_half_life: Duration::from_secs(10),
1822 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1823 let source = source_node_id();
1824 let target = target_node_id();
1826 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 300);
1828 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
1829 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
1830 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
1831 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 281);
1833 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
1834 SinceEpoch::advance(Duration::from_secs(10));
1835 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 293);
1837 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
1838 // is closer to the upper bound, meaning a higher penalty.
1839 scorer.payment_path_successful(&payment_path_for_amount(64).iter().collect::<Vec<_>>());
1840 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 333);
1842 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
1843 // is closer to the lower bound, meaning a lower penalty.
1844 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
1845 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 247);
1847 // Further decaying affects the lower bound more than the upper bound (128, 928).
1848 SinceEpoch::advance(Duration::from_secs(10));
1849 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 280);
1853 fn restores_persisted_liquidity_bounds() {
1854 let network_graph = network_graph();
1855 let params = ProbabilisticScoringParameters {
1856 liquidity_penalty_multiplier_msat: 1_000,
1857 liquidity_offset_half_life: Duration::from_secs(10),
1859 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1860 let source = source_node_id();
1861 let target = target_node_id();
1863 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
1864 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
1866 SinceEpoch::advance(Duration::from_secs(10));
1867 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 475);
1869 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
1870 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1872 let mut serialized_scorer = Vec::new();
1873 scorer.write(&mut serialized_scorer).unwrap();
1875 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
1876 let deserialized_scorer =
1877 <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
1878 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1882 fn decays_persisted_liquidity_bounds() {
1883 let network_graph = network_graph();
1884 let params = ProbabilisticScoringParameters {
1885 liquidity_penalty_multiplier_msat: 1_000,
1886 liquidity_offset_half_life: Duration::from_secs(10),
1888 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1889 let source = source_node_id();
1890 let target = target_node_id();
1892 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
1893 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
1895 let mut serialized_scorer = Vec::new();
1896 scorer.write(&mut serialized_scorer).unwrap();
1898 SinceEpoch::advance(Duration::from_secs(10));
1900 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
1901 let deserialized_scorer =
1902 <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
1903 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 475);
1905 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
1906 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1908 SinceEpoch::advance(Duration::from_secs(10));
1909 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 367);